OPEN-SOURCE SCRIPT
Key Price Levels Daily Ver [structJCWL]

As an independent developer and active trader, I built this tool to address a personal frustration: the lack of precision in standard session-level indicators. For those who trade based on market micro-structure, a level that is "approximately" correct is a logic error.
Key Price Levels Daily Ver [structJCWL] is an engineering implementation focused on reconstructing session data with surgical accuracy. It is designed for traders who require reliable, noise-filtered benchmarks to anchor their daily execution.
THE ENGINEERING LOGIC:
作为一名独立开发者与实战交易者,我构建此工具是为了解决一个长期的困扰:标准时段指标精度的缺失。对于基于市场微观结构进行交易的人来说,“大约准确”的水位本身就是一种逻辑错误。
Key Price Levels Daily Ver [structJCWL] 是我对日内关键水位线的个人工程化实现,专注于以“外科手术式”的精度重构时段数据。它专为那些需要可靠、过滤噪音的基准位来锚定日内执行的交易者而设计。
核心设计逻辑:
Feedback & Interaction:
As a personal project, this script is continuously refined. I welcome any bug reports or suggestions for improvement to make this tool even more robust for the community.
Compliance & Credits:
Author: structJCWL (Independent Developer & Trader)
License: Mozilla Public License 2.0 (MPL 2.0)
Attribution: Core data aggregation and state-machine logic are 100% original implementations
Key Price Levels Daily Ver [structJCWL] is an engineering implementation focused on reconstructing session data with surgical accuracy. It is designed for traders who require reliable, noise-filtered benchmarks to anchor their daily execution.
THE ENGINEERING LOGIC:
- 1-Second (1S) Intrabar Reconstruction: Standard scripts often rely on daily-bar data, which can be imprecise. This tool re-aggregates the session using 1-Second (1S) granularity. By processing every sub-candle, it ensures that POC, Value Area, and Extremes are anchored to the true weight of capital commitment.
- The 15-Minute Threshold (Technical Rationale): To maintain the high fidelity of 1S data aggregation, this indicator is optimized for timeframes ≤ 15 minutes. Calculating micro-structure on higher timeframes leads to data thinning and reduced precision—limitations I refuse to accept in my personal trading setup.
- Adaptive Visual Hierarchy (Fade & Limits): To prevent visual clutter, I’ve integrated Fade Strength and Timeframe Limits. Lines automatically adjust their transparency or visibility based on your current timeframe, ensuring that the most relevant levels remain clear while secondary noise recedes.
- Reliability by Design: In 24/7 markets, script stability is paramount. I have implemented defensive programming (including a 98,000-unit memory circuit breaker) to prevent overflows during extreme volatility. I strive for absolute dependability; if you encounter any issues, your feedback is highly welcome as we refine and improve this tool together.
作为一名独立开发者与实战交易者,我构建此工具是为了解决一个长期的困扰:标准时段指标精度的缺失。对于基于市场微观结构进行交易的人来说,“大约准确”的水位本身就是一种逻辑错误。
Key Price Levels Daily Ver [structJCWL] 是我对日内关键水位线的个人工程化实现,专注于以“外科手术式”的精度重构时段数据。它专为那些需要可靠、过滤噪音的基准位来锚定日内执行的交易者而设计。
核心设计逻辑:
- 1秒级微观重构 (1S Precision):我不满足于直接调用现成的日线数据。脚本通过扫描 1秒 (1S) 微观颗粒度数据 来重构整个交易时段,确保 POC 和价值区的计算基准来自于最真实的成交细节。
- 15分钟周期硬限制:为了保证 1S 数据聚合的极致精度,本脚本仅限在 15分钟及以下周期 运行。在更长周期调用微观数据会导致精度大幅下降。作为开发者,我不允许“大约准确”的逻辑存在于我的系统里。
- 自适应视觉层级 (Fade & Limits):通过内置的 淡化强度 (Fade) 与 周期限制 (Limits),水位线会根据你当前的图表周期自动调节透明度或可见性。
- 可靠性设计:在 24/7 不间断的交易中,脚本的稳定性至关重要。我在代码底层加入了防御性设计(包括 98,000 数组容量熔断机制),旨在防止极端行情下的计算溢出或图表崩溃。我追求的是一个能让人放心的工具,若你在使用中发现任何问题,欢迎随时反馈,我们共同完善。
Feedback & Interaction:
As a personal project, this script is continuously refined. I welcome any bug reports or suggestions for improvement to make this tool even more robust for the community.
Compliance & Credits:
Author: structJCWL (Independent Developer & Trader)
License: Mozilla Public License 2.0 (MPL 2.0)
Attribution: Core data aggregation and state-machine logic are 100% original implementations
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.