Allyhshn - FVG Classifier

## Allyhshn – FVG Classifier

### Technical Specifications & Methodology

### Overview

**Allyhshn – FVG Classifier** is a multi-timeframe Fair Value Gap (FVG) detection, ranking, and visualization indicator built in Pine Script® v6.
It is designed to identify ICT-style three-candle imbalances across multiple timeframes, dynamically rank them by contextual relevance, and display only the most actionable FVG zones on the chart with strong performance safeguards.

The indicator does **not** predict price direction. Instead, it classifies and prioritizes existing imbalance zones based on structural, volatility, trend, and temporal factors.

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## 1. FVG Detection Logic

### Definition

The indicator uses a strict **3-candle ICT imbalance model**:

* **Bullish FVG**
Formed when:
`Low (current candle) > High (2 candles ago)`
Zone range:

* Bottom = High[2]
* Top = Low

* **Bearish FVG**
Formed when:
`High (current candle) < Low (2 candles ago)`
Zone range:

* Bottom = High
* Top = Low[2]

Each detected FVG is stored as a price zone and tracked independently.

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## 2. Multi-Timeframe Architecture

### Fixed 5-Timeframe Model

The indicator always processes **exactly five timeframes per bar**, ensuring deterministic behavior and predictable performance.

### Mode Selection

* **Auto Mode**
Timeframes are automatically selected based on:

* Current chart timeframe
* Trading regime (Scalping, Intraday, Swing, Position)

* **Manual Mode**
The user explicitly defines all five timeframes.

### Regime Influence

Trading regimes bias the timeframe selection:

* **Scalping**: Lower timeframes emphasized
* **Intraday**: Balanced LTF/MTF/HTF mix
* **Swing / Position**: Higher timeframes prioritized (Daily, Weekly, Monthly)

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## 3. Filters and Validation

### Minimum Size Filter

* FVG size is normalized by ATR.
* Zones smaller than a user-defined ATR multiple are ignored.
* Prevents noise and micro-imbalances.

### Trend Alignment (Optional)

* Uses an EMA-based trend filter.
* Bullish FVGs are optionally restricted to uptrends.
* Bearish FVGs are optionally restricted to downtrends.

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## 4. Scoring & Priority System

Each FVG receives a **dynamic score** representing contextual priority, recalculated every bar.

### Score Components

The final score is a multiplicative composite of:

1. **Timeframe Weight**

* Higher timeframes receive higher structural importance.
* Monthly > Weekly > Daily > Intraday > Seconds.

2. **Distance to Price**

* Zones closer to current price are prioritized.
* Distance normalized by ATR.

3. **Zone Size**

* Moderate-sized imbalances score higher than very small ones.
* Normalized and softly capped.

4. **Trend Alignment**

* Aligned zones receive a boost.
* Counter-trend zones are penalized, not discarded.

5. **Age Decay**

* Older zones remain valid but lose urgency over time.
* Smooth decay with a multi-hour half-life effect.

6. **Session Boost (Optional)**

* Priority boost during user-defined high-liquidity sessions.

The score acts as a **probability proxy**, not a prediction.

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## 5. Mitigation Logic

Each FVG is monitored for mitigation using one of three user-defined rules:

* **Touch**: Any price overlap with the zone
* **Half**: Price reaches the midpoint of the zone
* **Full**: Entire zone is traded through

Once mitigated:

* The zone is flagged internally
* The visual box is removed
* The data remains available for ranking logic

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## 6. Memory & Performance Management

### Controlled Storage

* Maximum number of stored FVGs is capped.
* Oldest entries are removed automatically.

### Draw Limit

* Only the **highest-ranked unmitigated FVGs** are displayed.
* Lower-priority zones are visually faded or hidden.
* Prevents chart clutter and performance degradation.

### Array Safety

* All array operations are size-checked.
* Prevents out-of-bounds errors in real-time and historical bars.

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## 7. Visualization

### Box Rendering

* FVGs are drawn as shaded rectangles.
* Color-coded by direction:

* Bullish and bearish zones use distinct colors.
* Boxes extend a configurable number of bars into the future.

### Transparency Logic

* High-priority zones are emphasized.
* Lower-priority zones are automatically faded.

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## 8. Priority Table (Optional)

An optional on-chart table displays the **top-ranked unmitigated FVGs**, including:

* Priority rank
* Timeframe
* Direction
* Average price of the zone
* Size (ATR-normalized)
* Current score

The table is rebuilt only on the last bar to preserve performance.

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## 9. Alerts

### Proximity Alert

An optional alert triggers when:

* Price approaches the midpoint of the **highest-priority FVG**
* Distance threshold is ATR-based and configurable

Alerts are evaluated globally and safely outside local scopes.

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## 10. Intended Use & Limitations

### Intended Use

* Market structure analysis
* Liquidity-based zone mapping
* Contextual decision support
* Confluence with other execution models

### Not Intended For

* Standalone trade signals
* Price prediction
* Automated execution without confirmation

## 11. Account Compatibility

* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.

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## Summary

**Allyhshn – FVG Classifier** is a structured, performance-conscious FVG classification engine.
It focuses on **ranking relevance rather than quantity**, making it suitable for scalping, intraday, and higher-timeframe structural analysis without overwhelming the chart or the Pine runtime.

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