Market Structure Break & OB Probability Toolkit
By LuxAlgoFeb 2, 2026
Market Structure Break & OB Probability Toolkit is an indicator on Vela, our next-generation charting platform, written in Pine Script®.
Market Structure Break & OB Probability Toolkit puts a statistical gate in front of market structure breaks: a pivot break only earns an MSB label when its momentum Z-Score clears your threshold, separating genuine participation from random fluctuation. From each validated break it derives the preceding order block, draws its midpoint line, and grades the zone: a score above 80% on impulse and volume strength promotes it to a visually distinct High-Probability Order Block.
How to Trade the Market Structure Break & OB Probability Toolkit?
- Define the bias: use MSB direction for the prevailing trend; a bullish break followed by a retracement into a bullish order block is the archetypal setup.
- Prioritize HP-OBs: zones with exceptionally strong impulse and volume characteristics carry more statistical relevance, more still when they align with session highs or lows.
- Trade in session context: London, New York, Tokyo, and Sydney ranges can each be switched on to plot on the chart, letting you weight breaks that land inside peak-liquidity windows.
- Study re-tests: extend broken zones to watch how price treats levels that have flipped roles.
An analytics dashboard keeps score: Order Block Reliability tracks how often detected zones are mitigated by price, next to a live count of active high-probability zones.
Market Structure Break & OB Probability Toolkit Settings
- Pivot Lookback: sensitivity of swing detection, from scalping to swing horizons.
- MSB Momentum Z-Score: the statistical momentum threshold a break must exceed.
- Display Mode: all historical zones, or only those currently influencing price.
- Max Active OBs: caps stored zones for clarity and performance.
- Extend Broken OBs and Hide Overlapping OBs: keep the two most recent mitigated zones extending for up to 50 bars after mitigation for re-test analysis, and skip new zones that overlap an active one.
- Show Session Ranges with per-session toggles, time windows, and colors.
Frequently Asked Questions
Free to use
Run it on Vela. Go further with a paid plan.
- Up to 500 Custom Alerts, with webhook automation
- Up to 10× the chart history of Free
- Orderflow lookback up to full history
- More Quant usage to customize it, plus extra usage when you need it
- Futures data alongside crypto, stocks, forex and commodities
Also works on
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