The LuxAlgo Library

Central Pivot Range plots the prior period's pivot, top central, and bottom central lines, classifies each new range narrow or wide against a 20-period width history, reports the two-period relationship, and carries untested ranges forward as virgin CPRs. A dashboard sums up width, price location, and virgin count for intraday and swing traders.

Watches confirmed swing highs and lows for absorption: levels that repeatedly reject heavy volume without breaking. A zone qualifies after 3 tests whose heaviest bar reaches 1.5x average volume with a stalled-result signature, then resolves as held or broken using ATR-scaled margins, with test markers, live statistics and eight alerts along the way.

Detects consolidation ranges — a 20-bar window compressed within 2 ATRs by default — then scores five pieces of evidence (prior trend, rally vs decline volume, close location, springs vs upthrusts, boundary-test volume) into a live accumulation or distribution lean with a dashboard, probe markers, and alerts for lean flips and breakout resolutions.

Wilder's Accumulative Swing Index as a complete analysis pane: the running sum of per-bar Swing Index values with an ATR-based or fixed limit-move divisor. It holds confirmed ASI swing levels for breakout validation, auto-draws trendlines on the ASI's own pivots, and can flag price/ASI divergences — the reads the line was designed for.

Scans swing structure for the five reciprocal-ratio harmonics — anti-Gartley, anti-Bat, anti-Butterfly, anti-Crab and anti-Cypher — using a 10-bar swing length and a 5% ratio tolerance. Completed structures are drawn with XABCD point labels, measured ratios and a completion zone box, and a BC projection cross-check filters implausible completions.

Balance vs Imbalance classifies the auction regime bar by bar: each session builds a value-area profile, overlapping value areas read as balance while migrating value reads as imbalance, and an acceptance test with optional volume confirmation grades every break of the balance area. Failed probes print as look-above-and-fail and look-below-and-fail markers.

Beta plots the rolling regression slope of the chart symbol's returns against a benchmark index, SP:SPX by default, over a 252-bar window, with reference lines at 0 and 1, a shaded defensive band between them, and a dashboard reporting correlation, R-squared, and estimate stability. For sizing hedges and reading market sensitivity at a glance.

Bid/ask Imbalance rebuilds every chart bar as an intrabar footprint, classifies volume with the tick rule, and flags levels where one side outweighs the diagonal opposite by a 3:1 ratio with a minimum-volume filter. Stacks of 3+ same-side levels are drawn as bands and tracked through retest and break. For order-flow traders working inside the bar.

Breakeven Move Rules simulates an MA-cross trade stream and applies a configurable move-to-breakeven rule — at +1R by default, or at an ATR distance, fixed tick distance, or new swing. Stop, entry and trigger levels draw live, BE, Scratch and Stop events are labeled, and a dashboard counts how the rule reshapes outcomes: moves, scratches and full stop-outs.

CAGR plots the compound annual growth rate of any series, measured from the first chart bar, a custom date, or a rolling window of 3 years by default, on a calendar or trading-day year basis. Sub-year samples stay unannualized unless explicitly enabled, and a dashboard adds total return, the measured period, the starting point and a compounding projection.

Calmar Ratio divides annualized return by maximum drawdown over the original 36-month trailing window or the entire chart history, with an optional risk-free deduction. Dashed levels mark the solid and excellent thresholds at 1 and 3, a dashboard breaks out both components and window coverage, and alerts fire on every threshold and zero cross.

Marks churn bars — volume at least 1.5x its 20-bar average with a range no wider than 1x — and reads each against 50-bar context: distribution-leaning after advances or near prior highs, accumulation-leaning after declines. Consecutive churn bars form banded sequences, resolution breaks are marked, and a dashboard shows the numbers behind every flag.

Rolling Engle-Granger cointegration testing on the chart: a 252-bar regression of log prices against a comparison symbol yields the hedge ratio, and the residual spread is z-scored and tested for stationarity every bar. Entries fire at z-score crosses of the 2 threshold while the pair tests cointegrated at the 5% level; a dashboard adds half-life and status. For pairs and relative-value traders.

Marks the consequent encroachment of every fair value gap — the 50% line of the imbalance — and optionally the midpoints of prominent candle wicks. Levels are tracked live: solid while respected, dashed once a close trades through, completed on a full fill or wick revisit, with the last 10 of each type kept by default. Eight alerts cover formation, tests, breaches and revisits.

Cost Sensitivity stress-tests a rule's edge against rising trading friction, re-pricing a demo trade list at four cost multiples (1x, 1.5x, 2x, and 3x of a 0.1% round trip by default) and plotting gross and net P&L curves. A dashboard reports breakeven cost, safety margin, and a verdict for systematic traders asking whether an edge survives real costs.

Reads where price sits on its long-run growth curve: a full-history logarithmic regression with deviation bands 2 standard errors wide, position measured 0-100% across the corridor. Below 33.33% is low on the curve and longs have location, above 66.67% shorts do, the middle is equilibrium — a direction gate served with a dashboard showing the fit's point count. Walk-forward, so history does not repaint.

Cypher detects bullish and bearish XABCD Cypher patterns from confirmed swings, validating the B retracement (0.382–0.618 of XA) and C extension (1.272–1.414) before projecting the D completion at the 0.786 retracement of the full XC swing. Completed patterns carry staged CD targets, an X stop line, and fourteen alerts spanning setup to final target.

Day-type Taxonomy classifies every intraday session against the Market Profile day types — normal, normal variation, trend, double-distribution trend, neutral, neutral extreme, and non-trend — from its initial balance and range extensions. It labels the developing type live, stamps the final type at each session close, and tallies type frequencies in a dashboard.

Simulates a dollar-cost averaging plan on the chart: fixed contributions (default 100, weekly) fill at each scheduled bar's open, driving an average cost line, profit/loss shading, and a dashboard benchmarking the schedule against a lump-sum entry. An Edleson value-averaging mode sizes each buy to a growth path. For investors who want their plan visible and rule-bound.

Detects regular, hidden, and exaggerated divergences on RSI, Stochastic %K, MACD, or Rate of Change, then tracks each through a pending-to-confirmed-or-failed state machine — structure-break confirmation by default with a 30-bar window. Variant labels, multiple-divergence chains, and a confirm-rate dashboard keep the grading honest.

Flags the T-shaped dragonfly doji with quantified filters: body at most 5% of the bar range, upper shadow capped at 10%, and a lower shadow at least twice the body and one ATR long. A prior decline is required by default, and each bullish signal is tracked through a three-bar confirmation window with trigger and stop levels drawn at the body top and shadow low.

Inventories untapped liquidity pools — prior week and day highs/lows, session extremes, equal highs/lows, swing points and unfilled gaps — and names the working draw: the highest-scoring pool on the structure-bias side, weighted by tier and ATR distance. A magnet gradient, pool labels, dashboard and sweep alerts keep the target read current.

Builds a TPO count map for each completed profile session — daily by default, from 30-minute TPO periods across 25 rows — and marks excess wherever at least 2 consecutive single-print rows tail off a session extreme. Confirmed tails extend right as support and resistance references until price trades through them, a forming tail shows live, and four alerts track formation and breaks.

Measures trading expectancy from a transparent simulated trade list: a 20/50 EMA crossover reference system closes trades whose outcomes feed the classic win-rate and payoff decomposition, plotted in average-R or outcome units beside a 30-trade rolling estimate and a 1.96-z confidence band. Four alerts cover sign flips and edge decay against the band.