kNN Market Architecture
Introduction
kNN Market Architecture (by LuxAlgo) is a market-structure indicator built around three nested pivot detectors — Short Term (ST), Medium Term (MT) and Long Term (LT) — each one running on a length that the indicator adjusts in real time according to the asset’s relative volatility. Each pivot becomes a horizontal support/resistance line; when price closes through it, the line is terminated with a Break of Structure (BOS) label. A bias is computed from the active term, candles are coloured accordingly, a horizontal volume profile is anchored to the active range, and a “Delta Tank” widget tracks the cumulative buying/selling pressure since the active line was created.
Theory Behind the Indicator
1. Volatility-Adaptive Pivot Length
The base length of the Short-Term pivot detector is recomputed every bar from the ratio between the current 200-period ATR and its own 200-period mean:
volRatio = ATR(200) / SMA(ATR(200), 200)
smoothedRatio = EMA(volRatio, 50)
dynMult = smoothedRatio ^ 1.5 // when autoSensitivity = 1
baseLen = max(3, round((11 - sensitivity) * dynMult))
When the market is twice as volatile as its own recent average (smoothedRatio = 2), the multiplier becomes 2^1.5 ≈ 2.83 and the pivot length scales up by the same factor. The intuition is straightforward: in a noisy regime you want pivots confirmed over a wider window; in a calm regime a tighter window suffices. The exponent of 1.5 is super-linear, so the system biases towards more confirmation when volatility expands.
The Medium-Term and Long-Term lengths are simple multiples of the base:
mtLen = baseLen × 3
ltLen = mtLen × 3 = baseLen × 9
This 3× ratio is what makes the three terms feel like genuinely separate scales — a Long-Term pivot needs a window roughly an order of magnitude wider than a Short-Term one to register, so they pick up qualitatively different swings rather than just three views of the same pivots.
2. Pivot Detection
ProBuilder has no built-in pivot detector, so the standard idiom is used: a bar at offset n from the current bar is a pivot high if its high value is the maximum in the window [high[0], …, high[2n]]. The check is implemented with highest[2n+1](high) and a strict comparison against immediate neighbours to avoid spurious pivots on flat tops:
if high[len] = highest[2*len+1](high) and high[len] > high[len+1] and high[len] >= high[len-1] then
// pivot high confirmed at bar (barindex - len)
endif
The same logic, mirrored, detects pivot lows. This is run once per bar for each of the three terms.
3. Active Lines and BOS
For every (term, direction) combination the indicator keeps a single active line — the horizontal level of the most recent unbroken pivot. When a new pivot is detected, the previous active line is silently replaced (it never gets drawn). When the close crosses through the active line, the line is terminated as a BOS:
- The closing bar’s index becomes the right end of the segment.
- A “ST BOS” / “MT BOS” / “LT BOS” label is drawn at the segment’s midpoint.
- The active line slot is freed for the next pivot.
This produces three cleanly separated structural views of the same chart, each with its own BOS history. The default colour scheme uses bullish green (#089981) for resistance breaks and bearish red (#f23645) for support breaks. Line styles distinguish the term:
- ST: dotted, thin
- MT: dashed, thin
- LT: solid, thick
4. Bias and the “Selected Term”
A user input chooses which term drives the bias:
- close > selectedHigh → bullish
- close < selectedLow → bearish
- otherwise → neutral
The bias drives two things: (a) the candle colouring (a separate companion indicator — see below), and (b) the volume profile range and the Delta Tank attribution.
5. Volume Profile, Anchored Dynamically
The volume profile is built between selectedHigh and selectedLow of the active term, divided into vpRows price bins (default 30). The lookback is bounded by the position of the most recent active pivot of the same term, so the profile naturally tightens around the current structure rather than spanning the whole history.
Each bar’s volume is added in full to the bin containing its close price (the per-bar wick distribution that more sophisticated profile indicators use is not part of this study; the original applies the same simplification). The bin with the highest volume is the Point of Control (POC) and gets a neutral grey rectangle; bins above the POC are tinted bullish-green; bins below are bearish-red. Rectangle width is proportional to the bin’s share of the maximum.
6. The Delta Tank
For the active line of the selected term, the Delta Tank accumulates volume and “delta” (signed volume — positive on green bars, negative on red bars) from the bar where the line was created until the current bar:
deltaPct = abs(cumDelta) / cumVol × 100
sign = + if cumDelta ≥ 0 else −
7. The kNN Classifier — A Closer Look
The pinescript’s kNN filter never rejects a pivot. Every detected pivot becomes a line. The classifier as wired in the source is a placebo.
Rather than carry that placebo into ProBuilder, this translation ships the kNN scaffolding as an opt-in extension with a real score plugged in: the percentile rank of the pivot bar’s volume in a rolling 100-bar window. The default is useKnn = 0 (off), so out-of-the-box behaviour matches the Pine original. The filter, the rationale for choosing percentile rank over a few alternatives that were tested and rejected, and empirical results across four asset classes are documented in the Appendix at the end of this article.
How to Read the Indicator
- The three line styles tell you which structural scale you are looking at. ST (dotted) is intra-day chop; MT (dashed) is the swing within a session or two; LT (solid, bold) is the higher-timeframe structure. By default, only ST and LT show their BOS labels; MT shows the lines silently — exactly as the LuxAlgo original ships. Activate showMTBOS = 1 if you want the middle scale labelled too.
- A BOS is information, not a signal. It tells you that a pivot has been broken; the colour tells you in which direction. It does not tell you the broken pivot will not be re-tested or the breakout will not fail — it just records what happened. The active line is the one to watch; the BOS line is history.
- The bias label in the top right collapses the active term’s state into a single word — useful when you have the chart open in a corner of a screen and want to see the regime at a glance.
- The Delta Tank percentage is a commitment read on the active line. A line at price 100 with Delta H +85% means since the pivot was formed, 85 % of the cumulative volume has been buying-pressure-positive — buyers have been in control. A Delta H -10% is roughly balanced. The number lets you discriminate between two visually identical lines: one that price has been respectfully consolidating under, and one that has been sold into aggressively.
- The volume profile marks where transactions have actually happened inside the active range. The POC is the price that has seen the most volume — typically a magnet on retests. The bins above and below the POC, coloured by side, give a sense of where the bulk of activity is concentrated relative to the centre of mass.
Practical Applications
- Trend-with-structure entries. Use the LT bias as a regime filter (only long when bias is bullish), and ST or MT BOS in the bias direction as entry triggers. The volatility-adaptive length means the indicator stays usable across very different instruments without re-tuning.
- Liquidity-aware position sizing. The Delta Tank lets you avoid sitting under a long-active resistance line that has been bought into hard (Delta H ≥ +60%) versus one that has been distributed under (Delta H ≤ −20%). Same line, very different stories.
- Profile-anchored stops. The volume profile’s POC is often a rational stop reference: an LT-anchored profile inside which the POC has shifted up means the centre of recent activity is rising, and a stop just below the POC tracks that shift.
- Multi-timeframe sanity check. Run the indicator on a daily chart with biasSource = 3 (LT) and on an hourly chart with biasSource = 1 (ST). Trade only when both biases agree. The translation is cheap enough computationally to run on both at once.
Code
The indicator ships as two scripts, both required for the full visual experience. The first one — the structural engine — is loaded as the main indicator. The second one — the candle colourer — is loaded on the same chart with the same key inputs, to recolour the bars by bias. Loading only the first is fine if you do not want bar colouring; loading only the second is also fine if you only want the bias colouring without the lines.
Indicator 1/2 — Structure, BOS, Profile, Delta Tank
//----------------------------------------------
//PRC_kNN Market Architecture [LuxAlgo]
//Indicador 1/2 — estructura, BOS, profile, delta tank, kNN filter (opt-in)
//version = 2
//27.04.2026
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//----------------------------------------------
defparam drawonlastbaronly = true
defparam calculateonlastbars = 1500
// === INPUTS ===
sensitivityInput = 5
autoSensitivity = 1
showST = 1
showMT = 1
showLT = 1
biasSource = 3
showSTBOS = 1
showMTBOS = 0
showLTBOS = 1
showDeltaTank = 1
showVP = 1
vpRows = 30
vpWidth = 50
vpOffset = 10
stOffsetMult = 0.5
mtOffsetMult = 1.5
ltOffsetMult = 2.5
// Optional kNN filter (applied to LT term only).
// Replaces the placebo "kNN classifier" of the Pine original (score=1.0 hardcoded)
// with a real score: percentile rank of pivot bar volume, autocalibrated per asset.
useKnn = 0 // 0=off (default), 1=filter LT pivots with kNN
knnK = 5
knnThreshold = 0.7 // minimum percentile (0.7 = top 30% of volume)
pctWindow = 100 // percentile rank window (bars before pivot)
// === COLOURS (RGB) ===
bullR = 8
bullG = 153
bullB = 129
bearR = 242
bearG = 54
bearB = 69
neuR = 120
neuG = 123
neuB = 134
// === DYNAMIC ENGINE ===
atrLong = averagetruerange[200]
avgAtrL = average[200](atrLong)
if avgAtrL > 0 then
volRatio = atrLong / avgAtrL
else
volRatio = 1.0
endif
smoothedRatio = exponentialaverage[50](volRatio)
if autoSensitivity = 1 and smoothedRatio > 0 then
dynMult = exp(1.5 * log(smoothedRatio))
else
dynMult = 1.0
endif
baseLen = max(3, round((11 - sensitivityInput) * dynMult))
mtLen = baseLen * 3
ltLen = mtLen * 3
atr14 = averagetruerange[14]
stOffset = atr14 * stOffsetMult
mtOffset = atr14 * mtOffsetMult
ltOffset = atr14 * ltOffsetMult
// Features for the kNN scoring (relAtr and relVol of current bar)
avgAtr14 = average[100](atr14)
if avgAtr14 > 0 then
relAtr = atr14 / avgAtr14
else
relAtr = 1.0
endif
avg100Vol = average[100](volume)
if avg100Vol > 0 then
relVol = volume / avg100Vol
else
relVol = 1.0
endif
// === PERSISTENT STATE ===
once stB = 0
once mtB = 0
once ltB = 0
once stHactive = 0
once stLactive = 0
once mtHactive = 0
once mtLactive = 0
once ltHactive = 0
once ltLactive = 0
once stHy = 0
once stHx = 0
once stLy = 0
once stLx = 0
once mtHy = 0
once mtHx = 0
once mtLy = 0
once mtLx = 0
once ltHy = 0
once ltHx = 0
once ltLy = 0
once ltLx = 0
once lastSTHigh = 0
once lastSTLow = 0
once lastMTHigh = 0
once lastMTLow = 0
once lastLTHigh = 0
once lastLTLow = 0
// kNN history for the LT filter
once ltHistCount = 0
// === ST: pivots + BOS ===
stPHfound = 0
stPLfound = 0
if barindex > 2*baseLen + 1 then
if high[baseLen] = highest[2*baseLen+1](high) and high[baseLen] > high[baseLen+1] and high[baseLen] >= high[baseLen-1] then
stPHfound = 1
endif
if low[baseLen] = lowest[2*baseLen+1](low) and low[baseLen] < low[baseLen+1] and low[baseLen] <= low[baseLen-1] then
stPLfound = 1
endif
endif
if stPHfound = 1 then
stHy = high[baseLen]
stHx = barindex - baseLen
stHactive = 1
lastSTHigh = stHy
endif
if stPLfound = 1 then
stLy = low[baseLen]
stLx = barindex - baseLen
stLactive = 1
lastSTLow = stLy
endif
if stHactive = 1 and close > stHy then
$stBosX1[stB] = stHx
$stBosX2[stB] = barindex
$stBosY[stB] = stHy
$stBosDir[stB] = 1
stB = stB + 1
stHactive = 0
endif
if stLactive = 1 and close < stLy then
$stBosX1[stB] = stLx
$stBosX2[stB] = barindex
$stBosY[stB] = stLy
$stBosDir[stB] = -1
stB = stB + 1
stLactive = 0
endif
// === MT ===
mtPHfound = 0
mtPLfound = 0
if barindex > 2*mtLen + 1 then
if high[mtLen] = highest[2*mtLen+1](high) and high[mtLen] > high[mtLen+1] and high[mtLen] >= high[mtLen-1] then
mtPHfound = 1
endif
if low[mtLen] = lowest[2*mtLen+1](low) and low[mtLen] < low[mtLen+1] and low[mtLen] <= low[mtLen-1] then
mtPLfound = 1
endif
endif
if mtPHfound = 1 then
mtHy = high[mtLen]
mtHx = barindex - mtLen
mtHactive = 1
lastMTHigh = mtHy
endif
if mtPLfound = 1 then
mtLy = low[mtLen]
mtLx = barindex - mtLen
mtLactive = 1
lastMTLow = mtLy
endif
if mtHactive = 1 and close > mtHy then
$mtBosX1[mtB] = mtHx
$mtBosX2[mtB] = barindex
$mtBosY[mtB] = mtHy
$mtBosDir[mtB] = 1
mtB = mtB + 1
mtHactive = 0
endif
if mtLactive = 1 and close < mtLy then
$mtBosX1[mtB] = mtLx
$mtBosX2[mtB] = barindex
$mtBosY[mtB] = mtLy
$mtBosDir[mtB] = -1
mtB = mtB + 1
mtLactive = 0
endif
// === LT ===
ltPHfound = 0
ltPLfound = 0
if barindex > 2*ltLen + 1 then
if high[ltLen] = highest[2*ltLen+1](high) and high[ltLen] > high[ltLen+1] and high[ltLen] >= high[ltLen-1] then
ltPHfound = 1
endif
if low[ltLen] = lowest[2*ltLen+1](low) and low[ltLen] < low[ltLen+1] and low[ltLen] <= low[ltLen-1] then
ltPLfound = 1
endif
endif
// === Optional kNN filter for LT (see Appendix) ===
// Replaces the placebo "kNN classifier" of the Pine original with a real score:
// percentile rank of the pivot bar's volume over the previous pctWindow bars.
// If the kNN score is below threshold, the pivot is suppressed (no active line).
if useKnn = 1 and (ltPHfound = 1 or ltPLfound = 1) then
curFeat1 = relAtr[ltLen]
curFeat2 = relVol[ltLen]
volPivot = volume[ltLen]
// 1) Score = percentile rank of pivot bar volume in previous pctWindow bars
maxBack = barindex - ltLen
if maxBack > pctWindow then
maxBack = pctWindow
endif
if maxBack >= 20 then
pctCount = 0
for jPct = 0 to maxBack - 1 do
if volume[ltLen + jPct] <= volPivot then
pctCount = pctCount + 1
endif
next
curScore = pctCount / maxBack
else
curScore = relVol[ltLen]
endif
// 2) kNN score = average of K nearest neighbours' scores in feature-space
if ltHistCount < knnK then
knnScoreLT = 0.5
else
for iKnn = 0 to ltHistCount - 1 do
$ltDist[iKnn] = abs(curFeat1 - $ltHF1[iKnn]) + abs(curFeat2 - $ltHF2[iKnn])
$ltSortIdx[iKnn] = iKnn
next
for iiKnn = 0 to knnK - 1 do
for jjKnn = iiKnn + 1 to ltHistCount - 1 do
idxI = $ltSortIdx[iiKnn]
idxJ = $ltSortIdx[jjKnn]
if $ltDist[idxJ] < $ltDist[idxI] then
$ltSortIdx[iiKnn] = idxJ
$ltSortIdx[jjKnn] = idxI
endif
next
next
sumKnn = 0
for kKnn = 0 to knnK - 1 do
kIdx = $ltSortIdx[kKnn]
sumKnn = sumKnn + $ltHSc[kIdx]
next
knnScoreLT = sumKnn / knnK
endif
// 3) Push to history (always, FIFO 100)
if ltHistCount >= 100 then
for shKnn = 0 to 98 do
$ltHF1[shKnn] = $ltHF1[shKnn+1]
$ltHF2[shKnn] = $ltHF2[shKnn+1]
$ltHSc[shKnn] = $ltHSc[shKnn+1]
next
$ltHF1[99] = curFeat1
$ltHF2[99] = curFeat2
$ltHSc[99] = curScore
else
$ltHF1[ltHistCount] = curFeat1
$ltHF2[ltHistCount] = curFeat2
$ltHSc[ltHistCount] = curScore
ltHistCount = ltHistCount + 1
endif
// 4) Apply filter: suppress pivot if score < threshold
if knnScoreLT < knnThreshold then
ltPHfound = 0
ltPLfound = 0
endif
endif
if ltPHfound = 1 then
ltHy = high[ltLen]
ltHx = barindex - ltLen
ltHactive = 1
lastLTHigh = ltHy
endif
if ltPLfound = 1 then
ltLy = low[ltLen]
ltLx = barindex - ltLen
ltLactive = 1
lastLTLow = ltLy
endif
if ltHactive = 1 and close > ltHy then
$ltBosX1[ltB] = ltHx
$ltBosX2[ltB] = barindex
$ltBosY[ltB] = ltHy
$ltBosDir[ltB] = 1
ltB = ltB + 1
ltHactive = 0
endif
if ltLactive = 1 and close < ltLy then
$ltBosX1[ltB] = ltLx
$ltBosX2[ltB] = barindex
$ltBosY[ltB] = ltLy
$ltBosDir[ltB] = -1
ltB = ltB + 1
ltLactive = 0
endif
// === BIAS ===
if biasSource = 1 then
selectedHigh = lastSTHigh
selectedLow = lastSTLow
elsif biasSource = 2 then
selectedHigh = lastMTHigh
selectedLow = lastMTLow
elsif biasSource = 3 then
selectedHigh = lastLTHigh
selectedLow = lastLTLow
else
selectedHigh = 0
selectedLow = 0
endif
biasState = 0
if selectedHigh > 0 and selectedLow > 0 then
if close > selectedHigh then
biasState = 1
elsif close < selectedLow then
biasState = -1
endif
endif
// === RENDERING (last bar only) ===
if islastbarupdate then
// ST: active line + BOS
if showST = 1 then
if stHactive = 1 then
drawsegment(stHx, stHy, barindex, stHy) coloured(bullR, bullG, bullB) style(dottedline, 1)
endif
if stLactive = 1 then
drawsegment(stLx, stLy, barindex, stLy) coloured(bearR, bearG, bearB) style(dottedline, 1)
endif
for i = 0 to stB - 1 do
if $stBosDir[i] = 1 then
drawsegment($stBosX1[i], $stBosY[i], $stBosX2[i], $stBosY[i]) coloured(bullR, bullG, bullB) style(dottedline, 1)
if showSTBOS = 1 then
midX = round(($stBosX1[i] + $stBosX2[i]) / 2)
drawtext("ST BOS", midX, $stBosY[i] + stOffset) coloured(bullR, bullG, bullB)
endif
else
drawsegment($stBosX1[i], $stBosY[i], $stBosX2[i], $stBosY[i]) coloured(bearR, bearG, bearB) style(dottedline, 1)
if showSTBOS = 1 then
midX = round(($stBosX1[i] + $stBosX2[i]) / 2)
drawtext("ST BOS", midX, $stBosY[i] - stOffset) coloured(bearR, bearG, bearB)
endif
endif
next
endif
// MT: active line + BOS
if showMT = 1 then
if mtHactive = 1 then
drawsegment(mtHx, mtHy, barindex, mtHy) coloured(bullR, bullG, bullB) style(dottedline2, 1)
endif
if mtLactive = 1 then
drawsegment(mtLx, mtLy, barindex, mtLy) coloured(bearR, bearG, bearB) style(dottedline2, 1)
endif
for i = 0 to mtB - 1 do
if $mtBosDir[i] = 1 then
drawsegment($mtBosX1[i], $mtBosY[i], $mtBosX2[i], $mtBosY[i]) coloured(bullR, bullG, bullB) style(dottedline2, 1)
if showMTBOS = 1 then
midX = round(($mtBosX1[i] + $mtBosX2[i]) / 2)
drawtext("MT BOS", midX, $mtBosY[i] + mtOffset) coloured(bullR, bullG, bullB)
endif
else
drawsegment($mtBosX1[i], $mtBosY[i], $mtBosX2[i], $mtBosY[i]) coloured(bearR, bearG, bearB) style(dottedline2, 1)
if showMTBOS = 1 then
midX = round(($mtBosX1[i] + $mtBosX2[i]) / 2)
drawtext("MT BOS", midX, $mtBosY[i] - mtOffset) coloured(bearR, bearG, bearB)
endif
endif
next
endif
// LT: active line + BOS
if showLT = 1 then
if ltHactive = 1 then
drawsegment(ltHx, ltHy, barindex, ltHy) coloured(bullR, bullG, bullB) style(line, 2)
endif
if ltLactive = 1 then
drawsegment(ltLx, ltLy, barindex, ltLy) coloured(bearR, bearG, bearB) style(line, 2)
endif
for i = 0 to ltB - 1 do
if $ltBosDir[i] = 1 then
drawsegment($ltBosX1[i], $ltBosY[i], $ltBosX2[i], $ltBosY[i]) coloured(bullR, bullG, bullB) style(line, 2)
if showLTBOS = 1 then
midX = round(($ltBosX1[i] + $ltBosX2[i]) / 2)
drawtext("LT BOS", midX, $ltBosY[i] + ltOffset) coloured(bullR, bullG, bullB)
endif
else
drawsegment($ltBosX1[i], $ltBosY[i], $ltBosX2[i], $ltBosY[i]) coloured(bearR, bearG, bearB) style(line, 2)
if showLTBOS = 1 then
midX = round(($ltBosX1[i] + $ltBosX2[i]) / 2)
drawtext("LT BOS", midX, $ltBosY[i] - ltOffset) coloured(bearR, bearG, bearB)
endif
endif
next
endif
// VOLUME PROFILE (anchored to selected term)
if showVP = 1 and selectedHigh > 0 and selectedLow > 0 and selectedHigh > selectedLow then
if biasSource = 1 then
vpFirstBar = stHx
if stLx < vpFirstBar then
vpFirstBar = stLx
endif
elsif biasSource = 2 then
vpFirstBar = mtHx
if mtLx < vpFirstBar then
vpFirstBar = mtLx
endif
else
vpFirstBar = ltHx
if ltLx < vpFirstBar then
vpFirstBar = ltLx
endif
endif
vpLook = barindex - vpFirstBar
if vpLook > 499 then
vpLook = 499
endif
if vpLook < 30 then
vpLook = 30
endif
vpRange = selectedHigh - selectedLow
vpStep = vpRange / vpRows
for i = 0 to vpRows - 1 do
$vpBin[i] = 0
next
for i = 0 to vpLook do
priceI = close[i]
if priceI >= selectedLow and priceI <= selectedHigh then
binIdx = floor((priceI - selectedLow) / vpStep)
if binIdx > vpRows - 1 then
binIdx = vpRows - 1
endif
if binIdx < 0 then
binIdx = 0
endif
$vpBin[binIdx] = $vpBin[binIdx] + volume[i]
endif
next
maxV = 0
pocIdx = 0
for i = 0 to vpRows - 1 do
if $vpBin[i] > maxV then
maxV = $vpBin[i]
pocIdx = i
endif
next
if maxV > 0 then
vpRight = barindex + vpOffset
for i = 0 to vpRows - 1 do
v = $vpBin[i]
if v > 0 then
binBot = selectedLow + i * vpStep
binTop = binBot + vpStep
binW = round((v / maxV) * vpWidth)
vpLeft = vpRight - binW
if i = pocIdx then
bcR = neuR
bcG = neuG
bcB = neuB
elsif i > pocIdx then
bcR = bullR
bcG = bullG
bcB = bullB
else
bcR = bearR
bcG = bearG
bcB = bearB
endif
drawrectangle(vpLeft, binTop, vpRight, binBot) coloured(bcR, bcG, bcB, 0) fillcolor(bcR, bcG, bcB, 80)
endif
next
endif
endif
// DELTA TANK
if showDeltaTank = 1 and biasSource <> 0 then
if biasSource = 1 then
dtHact = stHactive
dtHx = stHx
dtHy = stHy
dtLact = stLactive
dtLx = stLx
dtLy = stLy
elsif biasSource = 2 then
dtHact = mtHactive
dtHx = mtHx
dtHy = mtHy
dtLact = mtLactive
dtLx = mtLx
dtLy = mtLy
else
dtHact = ltHactive
dtHx = ltHx
dtHy = ltHy
dtLact = ltLactive
dtLx = ltLx
dtLy = ltLy
endif
if dtHact = 1 then
barsBackH = barindex - dtHx
if barsBackH > 0 and barsBackH < 500 then
cumVolH = 0
cumDeltaH = 0
for i = 0 to barsBackH do
cumVolH = cumVolH + volume[i]
if close[i] > open[i] then
cumDeltaH = cumDeltaH + volume[i]
elsif close[i] < open[i] then
cumDeltaH = cumDeltaH - volume[i]
endif
next
if cumVolH > 0 then
deltaPctH = round(abs(cumDeltaH) / cumVolH * 100)
if cumDeltaH >= 0 then
drawtext("Delta H +#deltaPctH#%", barindex + 8, dtHy) coloured(bullR, bullG, bullB)
else
drawtext("Delta H -#deltaPctH#%", barindex + 8, dtHy) coloured(bearR, bearG, bearB)
endif
endif
endif
endif
if dtLact = 1 then
barsBackL = barindex - dtLx
if barsBackL > 0 and barsBackL < 500 then
cumVolL = 0
cumDeltaL = 0
for i = 0 to barsBackL do
cumVolL = cumVolL + volume[i]
if close[i] > open[i] then
cumDeltaL = cumDeltaL + volume[i]
elsif close[i] < open[i] then
cumDeltaL = cumDeltaL - volume[i]
endif
next
if cumVolL > 0 then
deltaPctL = round(abs(cumDeltaL) / cumVolL * 100)
if cumDeltaL >= 0 then
drawtext("Delta L +#deltaPctL#%", barindex + 8, dtLy) coloured(bullR, bullG, bullB)
else
drawtext("Delta L -#deltaPctL#%", barindex + 8, dtLy) coloured(bearR, bearG, bearB)
endif
endif
endif
endif
endif
// BIAS LABEL
if biasSource <> 0 then
if biasState = 1 then
drawtext("Bias: Bullish", barindex + 5, high + 3*atr14) coloured(bullR, bullG, bullB)
elsif biasState = -1 then
drawtext("Bias: Bearish", barindex + 5, high + 3*atr14) coloured(bearR, bearG, bearB)
else
drawtext("Bias: Neutral", barindex + 5, high + 3*atr14) coloured(neuR, neuG, neuB)
endif
endif
endif
return
Indicator 2/2 — Bar Coloring
Load this on the same chart as the first indicator, with matching `sensitivityInput`, `autoSensitivity` and `biasSource` values.
//----------------------------------------------
//PRC_kNN Market Architecture [LuxAlgo] - Bar Coloring
//Indicador 2/2 — solo coloreado de velas
//version = 1
//27.04.2026
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//----------------------------------------------
defparam calculateonlastbars = 1500
// === INPUTS (must match Indicator 1/2) ===
sensitivityInput = 5
autoSensitivity = 1
biasSource = 3
// === COLOURS (RGB) ===
bullR = 8
bullG = 153
bullB = 129
bearR = 242
bearG = 54
bearB = 69
neuR = 120
neuG = 123
neuB = 134
// === DYNAMIC ENGINE ===
atrLong = averagetruerange[200]
avgAtrL = average[200](atrLong)
if avgAtrL > 0 then
volRatio = atrLong / avgAtrL
else
volRatio = 1.0
endif
smoothedRatio = exponentialaverage[50](volRatio)
if autoSensitivity = 1 and smoothedRatio > 0 then
dynMult = exp(1.5 * log(smoothedRatio))
else
dynMult = 1.0
endif
baseLen = max(3, round((11 - sensitivityInput) * dynMult))
mtLen = baseLen * 3
ltLen = mtLen * 3
// === STATE ===
once lastSTHigh = 0
once lastSTLow = 0
once lastMTHigh = 0
once lastMTLow = 0
once lastLTHigh = 0
once lastLTLow = 0
// === LATEST PIVOTS PER TERM ===
if barindex > 2*baseLen + 1 then
if high[baseLen] = highest[2*baseLen+1](high) and high[baseLen] > high[baseLen+1] and high[baseLen] >= high[baseLen-1] then
lastSTHigh = high[baseLen]
endif
if low[baseLen] = lowest[2*baseLen+1](low) and low[baseLen] < low[baseLen+1] and low[baseLen] <= low[baseLen-1] then
lastSTLow = low[baseLen]
endif
endif
if barindex > 2*mtLen + 1 then
if high[mtLen] = highest[2*mtLen+1](high) and high[mtLen] > high[mtLen+1] and high[mtLen] >= high[mtLen-1] then
lastMTHigh = high[mtLen]
endif
if low[mtLen] = lowest[2*mtLen+1](low) and low[mtLen] < low[mtLen+1] and low[mtLen] <= low[mtLen-1] then
lastMTLow = low[mtLen]
endif
endif
if barindex > 2*ltLen + 1 then
if high[ltLen] = highest[2*ltLen+1](high) and high[ltLen] > high[ltLen+1] and high[ltLen] >= high[ltLen-1] then
lastLTHigh = high[ltLen]
endif
if low[ltLen] = lowest[2*ltLen+1](low) and low[ltLen] < low[ltLen+1] and low[ltLen] <= low[ltLen-1] then
lastLTLow = low[ltLen]
endif
endif
// === BIAS ===
if biasSource = 1 then
selectedHigh = lastSTHigh
selectedLow = lastSTLow
elsif biasSource = 2 then
selectedHigh = lastMTHigh
selectedLow = lastMTLow
else
selectedHigh = lastLTHigh
selectedLow = lastLTLow
endif
biasState = 0
if selectedHigh > 0 and selectedLow > 0 then
if close > selectedHigh then
biasState = 1
elsif close < selectedLow then
biasState = -1
endif
endif
// === BAR COLOURING ===
if selectedHigh > 0 and selectedLow > 0 then
if biasState = 1 then
cR = bullR
cG = bullG
cB = bullB
elsif biasState = -1 then
cR = bearR
cG = bearG
cB = bearB
else
cR = neuR
cG = neuG
cB = neuB
endif
drawcandle(open, high, low, close) coloured(cR, cG, cB)
endif
return
