Hybrid Market Score Suite - Impulse Monitor

🔬 HYBRID MARKET SCORE SUITE - Impulse Monitor — Algorithmic Imbalance Scoring & Compact 28-Indicator Dashboard

Monitoring regular divergences, OB/OS zones, statistical deviations, and 28 metrics simultaneously is impractical to do manually. HMSS - Impulse Monitor updates them every tick in one compact dashboard, with an optional scoring layer.

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🎯 WHAT IS THIS

HMSS - Impulse Monitor
Performs **Real-Time Monitoring** of 28 technical metrics across 3 fixed timeframes (5m / 15m / 30m) simultaneously.
It processes market data on a **tick-by-tick** basis without lookahead, designed to detect developing market imbalances and local exhaustion points as they happen.

Since the indicator analyzes fixed multi-timeframe streams, it is chart TF-independent: switching your main chart timeframe does not affect the internal logic or scoring.

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🔧 "SWISS ARMY KNIFE" — Daily Monitoring Tool

A compact table with extensive data that you use every day:

28 indicators across 3 timeframes (5m / 15m / 30m):

Divergences (9): RSI DIV, MFI DIV, CCI DIV, CMF DIV, MACD DIV, CVD DIV, DELTA RSI (DRSI) DIV, Elder DIV, STOCH DIV
OB/OS (5): RSI OB/OS, MFI OB/OS, CCI OB/OS, DRSI OB/OS, STOCH OB/OS
Z-Score (8): RSI Z-Score, MFI Z-Score, CCI Z-Score, STOCH Z-Score, DRSI Z-Score, CMF Zone, CVD Z-Score, MACD Z-Score
Special (6): Elder Force, Volume Climax, ZMO EXT, (Nadaraya Watson Envelope) NW ENV, ATR Spikes, VWAP Dev

A few "Special" metrics may be less familiar than classic oscillators, so here are quick notes on what they flag (not "better" indicators — just more niche tools):

• NW ENV (Nadaraya–Watson Envelope): A kernel-smoothed price envelope (period 8) with deviation multipliers 2.25 (inner) and 7.75 (extreme). Labels reflect band breaches: !! = price outside the inner band (strong extension), !!! = outside the upper extreme band (rare upside extension), !!!! = outside the lower extreme band (rare downside extension). These are context tags for extension/mean-reversion risk, not trade commands.
  
• ATR Spikes: Compares the current candle range (High–Low) to the recent average ATR(14) over the last 10 bars. A spike triggers when the candle is ≥ 2.0× larger than the average — often seen during climax-like moments (sharp expansion), useful as a “caution marker” for late-move entries.
  
• Volume Climax: A Z-Score of volume over 20 periods. Flags unusually high volume above about 1.9σ. In practice, it helps highlight “crowd intensity” moments: heavy volume on a down candle can resemble panic-like supply; heavy volume on an up candle can resemble aggressive chasing. Treat it as context, not a directional guarantee.
  normalized via Z-Score over a 100-bar history. It highlights statistically stretched momentum when it deviates beyond roughly 2.0σ from its mean — a way to spot overheated acceleration.
  

All of this — across multiple timeframes simultaneously, in one compact table, without cluttering your chart with a dozen oscillators below. Works on any chart TF — your timeframe selection does not affect calculations.



Each block can be toggled in settings:

1. [-]Divergence Block — forming regular divergences across oscillators/flows
   [-]OB/OS Block — overbought/oversold zones (RSI/MFI/CCI/Stoch etc.)
   [-]Z-Score Block — statistical deviations in sigmas (σ)
   [-]Special Indicators Block — special indicators and regime filters
   [-]Scoring Block — Hybrid Engine (Score, Pattern, Breakdown, Attention, Trade Type, Veto)
   

Use it as a dashboard for quick market assessment — like a Geiger counter for market anomalies.

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🧠 SCORING SYSTEM — For Extreme Imbalances

An innovative data-driven engine that activates during moments of extreme imbalance:

• Calibrated using 380,000+ historical market data records
• Compares current indicator combinations with historical patterns
• Assigns a Score when significant combinations are detected

Think of the scoring system as a Storm Radar — it doesn't predict volatility explosions, but it "lights up" during storms and shows when the turbulence reaches its peak and begins to subside.

It is designed to assist in identifying potential impulse reversals during liquidation events, if that aligns with your approach.

The system is calibrated on a multi-month historical dataset of 380,000+ records collected minute-by-minute from cryptocurrency markets (BTC, ETH, SOL). During this period, the market showed both multi-month lows and several ATH (All-Time High) events. Statistical dependencies and indicator combination patterns were identified from this data.

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🧠 SCORING ENGINE ARCHITECTURE

Concept & Logic:
This system utilizes a hybrid approach, combining classical technical analysis with statistical profiling. Instead of simply summing up indicator signals, the algorithm compares the current market state against a proprietary database of historical patterns ("Profiles") collected for specific assets.

The calculation logic is layered:

• 1. Base Layer (Indicator Analysis):
  The system monitors 28 metrics (RSI, MFI, Z-Scores, CVD, ATR Spikes, VWAP DEV, etc.).
  Standard Deviation (25 pts, Dim Cell): Occurs when an indicator exceeds a standard volatility threshold (e.g., Z-Score > 1.5). This registers as a common local anomaly.
  Profile Alignment (50 pts, Bright Cell): Occurs when a value hits specific historical thresholds recorded in the Asset Profile. These are values where impulses or structural shifts occurred in the past data samples.
  
• 2. The Core Pattern Recognition (compressed historical scenarios):
  The system scans for ~14 compressed market scenarios (Patterns). A pattern becomes active only when its specific "Kernel" of indicators fires simultaneously with a Coverage Ratio > 70%.
  
  
• 3. Confluence & Weighting:
  The final score reflects the density of these matches. It identifies the "Winning Side" (Long vs. Short bias) based on the accumulated weight of base and profile scores.
  

Score Breakdown (The "X-Ray" Row):
The dashboard displays a breakdown row (L:… S:… C:… A:… K:…) to visualize the components of the Total Score:

• L / S (Baseline): Cumulative weight of active indicators for Long or Short bias.
  
• C (Core Multiplier): A dynamic coefficient applied when the match with a historical pattern "Kernel" is high.
  
• A (AddSig): Points for secondary confirming factors that reinforce the active pattern.
  
• K (Key Features): Internal code for High-Impact Anomalies. These are rare statistical outliers (e.g., extreme Z-Scores > 3.0) that carry significant weight due to their historical correlation with volatility expansion.
  

System States (Dashboard Output):
The text labels on the UI represent the statistical context of the market, not direct trade commands:

• NEUTRAL: Balanced market, no dominant patterns.
  
• SIGNAL FORMING: Early detection of potential accumulation or distribution structures.
  
• TREND — WAIT: Market is in a directional phase; algorithm is monitoring for exhaustion or pivot points.
  
• ON WATCH: High statistical confluence detected.
  
• MAYBE LONG/SHORT: Directional statistical bias is present.
  
• MAX SCORE: Indicates an "Extreme Score" condition. Historically, such values appear during significant market extensions (Global Lows/Highs) where pattern coverage can approach 100% alongside statistical anomalies.
  
• BREAKOUT: Context suggests impulse continuation or level breach.
  

Disclaimer: This tool provides a statistical context assessment based on historical pattern matching. "Global Lows/Highs" / "New Low/High" are dataset-derived pattern names, not a directional claim. "Max Score" and "Key Features" describe rarity levels, not guaranteed outcomes. Past market behavior is not indicative of future performance.


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🛡️ DRSI VETO — SAFETY MECHANISM

Sometimes "the setup exists by score", but the market is overextended — which can make timing riskier. This is where DRSI Veto comes in:

If the system indicates LONG, but DRSI Z-Score shows extreme overbought conditions (or vice versa for SHORT), the VETO activates, significantly reducing the final Score.

This helps filter out overextended "exhaustion" setups — technically valid by score, but stretched enough to increase mean-reversion risk without proper context. A clear VETO label appears in the table.



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🎯 USE CASES — WHEN IT WORKS BEST

Dual Purpose: Efficiency & Detection
While the Scoring Engine hunts for invisible imbalances, the dashboard serves as your primary daily workstation. It replaces the need for multiple oscillator panes, keeping your charts clean while providing a "Heads-Up Display" for Oscillators, Money Flow, and Statistical Anomalies across three timeframes at once.

Identifying Liquidation-Driven Reversals:
The scoring system is most effective during high-impulse market movements — large liquidation cascades, stop-loss hunts, sharp imbalances. HMSS - Impulse Monitor helps spot potential exhaustion points within seconds or minutes, highlighting reaction zones during high-impulse moves.

When NOT to expect detections:
Markets can and often WILL reverse without the indicator firing. This tool is designed for high-volatility moments with significant liquidations. Reversals in low-volatility, "quiet" markets will likely occur without elevated readings.

This is intentional: higher-score conditions are designed to be relatively rare, not a daily occurrence. If your approach values selectivity, it may help to treat elevated readings as “patient-wait” moments — markets often reward waiting for cleaner, high-confluence regimes rather than forcing a setup every session.

Think of the scoring system as an airbag — most of the time you don't need it, but when it activates, its informational value is high. It's your storm radar: particularly useful when markets enter rare and dangerous regimes.

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💡 FORMING DIVERGENCES — Real-Time Monitoring

Important note for experienced traders:
The indicator shows divergences that are CURRENTLY FORMING, not confirmed ones. This is Real-Time Monitoring mode — scoring updates every tick, allowing you to see the situation as it develops.

⚠️ No lookahead / no future leak: This script strictly uses lookahead=barmerge.lookahead_off (no future data is used in calculations).
On historical data, scores are always displayed based on closed candles. For better historical detail, use candles down to 1-10 seconds.

If a "forming" pattern disappears — this is a normal part of real-time monitoring: the market changes, and the assessment/confluence recalculates accordingly.

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📈 DIVERGENCE PERCENTAGES — WHAT THEY MEAN

Percentages next to divergences show "Divergence Intensity" — how strongly price and oscillator have diverged between points.

Note: The presence of a divergence itself is factored into the scoring system. However, the percentage values (intensity) are currently NOT included in Score calculation. We may add them in the future if we accumulate sufficient data confirming their statistical significance. For now, percentages serve as a visual hint for your own analysis — an additional confirmation filter.

Note: The indicator also draws forming divergence lines directly on the price chart — for 6 key oscillators (RSI, MACD, MFI, CCI, DRSI, CVD).



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🔧 SCORING SYSTEM COMPATIBILITY

Statistical data profiles are available for: BTC, ETH, and SOL

- Default mode is AUTO: BTC/ETH/SOL detected automatically; all other assets use 'ALTS' (ETH-based) profile
- Manual Override: You can select a specific profile in settings if Bar Replay testing shows it tracks your asset's volatility better
- Indicator readings as tools work on ANY assets and markets
- For non-crypto instruments (Forex, Stocks): if alerts trigger too often or too rarely, adjust MAX SCORE Thresholds in settings

Note: Alert threshold settings (Base, Total, MAX SCORE) also affect "Attention Level" and "Trade Type" display in the UI.

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🔔 ALERT SYSTEM (4-STEP)

The alert system is tiered (each step can be toggled on/off):

1. [-]Step 1: Base Score — Triggers when mathematical confluence reaches base threshold
   [-]Step 2: Core Pattern — Triggers when algorithmic pattern is detected (Breakout/Formation)
   [-]Step 3: Total Score — Triggers when total Score reaches threshold
   [-]Step 4: MAX SCORE Alert — Final high-score alert (individual thresholds for BTC/ETH/SOL/ALT)
   

Important: Alert thresholds simultaneously calibrate Attention and Trade Type in the UI.

For automation (bots / webhook-based tools): use Webhook URL. Keep in mind that maximum score is often reached at the wick tip, not at candle close — backtesting on longer TFs may show delayed data.

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🧩 HMSS ECOSYSTEM: HMSS - Impulse Monitor vs. HMSS - Context Engine

This script (HMSS - Impulse Monitor) is one half of a specialized two-module system. It is designed to work either as a standalone tool or alongside its companion, HMSS - Context Engine.

Why separate scripts? To maximize responsiveness and detail without hitting Pine Script resource limits (memory/execution time), the ecosystem is split into two specialized engines. Merging them would compromise real-time performance.

Note: HMSS - Context Engine is not a different preset of the same script — it is a separate engine with its own indicator set, pattern library, and calibration profiles designed for a different purpose and a different analytical scope.



Key Differences & Synergy:

• [-]Distinct Purpose (Micro vs. Macro):HMSS - Impulse Monitor (This Script): Designed for "Market Reaction." It monitors 5m/15m/30m specifically to detect local exhaustion, liquidation wicks, and immediate imbalances. HMSS - Context Engine (Companion): Designed for "Market Context." It analyzes 1h/4h/1D/1W structures to identify global trends and major structural pivots.
  
  [-]Distinct Indicator Sets: Each engine includes components better suited for its timeframe domain. HMSS - Impulse Monitor features VWAP Deviation and ATR Spikes — metrics more relevant for intraday dynamics. HMSS - Context Engine incorporates structure-oriented indicators not present here: ADX Exhaustion, OBV Divergence & Z-Score, Delta Histograms, VixFix (WVF), Basis, Williams A/D, and Pivot Distances.
  
  [-]Distinct Calibration Profiles: While both engines are developed using historical market observations, their pattern libraries and threshold values are calibrated independently for their respective metric sets and use-cases. The same market event may register as "Extreme" on HMSS - Impulse Monitor while appearing "Neutral" on HMSS - Context Engine if the broader trend structure remains intact — and vice versa.
  

💡 Synergy Scenarios (How to use them together): Experienced traders often combine both modules to refine market context and decision-making:

• Trend Pullback (Scalp): If HMSS - Context Engine indicates a strong Trend, but HMSS - Impulse Monitor shows "Extreme Overbought/Oversold" (correction against trend) — this often highlights a short-term counter-trend opportunity or a re-entry point.

• Major Reversal Risk: If BOTH HMSS - Impulse Monitor and HMSS - Context Engine indicate "Max Score" / "Extreme Imbalance" simultaneously — this is a rare statistical event (confluence of micro and macro exhaustion) that historically correlates with significant structural reversals.

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⚙️ TECHNICAL NOTES

🕰️ Real-Time Monitor (No Past Labels):
Crucial Concept: This tool is a Real-Time Monitor, not a "signal painter." It shows the market state HERE AND NOW — it does NOT draw historical Buy/Sell arrows or preserve past dashboard states. The only elements drawn on the chart are currently forming divergence lines.

Calculation Heavy:
We utilize maximum Pine Script limits for calculations. Initial loading may take up to 12-15 seconds — this reflects the precision and volume of processed data. After loading, the indicator operates without noticeable delays, processing data every tick.

Chart TF Independence:
The indicator analyzes fixed MTF streams, so your chart timeframe selection does not affect results. For reduced load and faster response, 5-60 minute charts are preferred.

Recommended Chart Timeframe:

• [-]For speed and lower load: 5–60 minutes (optimal)
  [-]For super-detailed history, you can go down to second-level candles, but this is a performance/memory tradeoff
  

Bar Replay — How to See Past Performance:
To understand how the Scoring Engine reacted to specific market moves (e.g., a past crash or pump), use Bar Replay Mode:

• [-]1s to 30s: Best accuracy (precise tick-emulation)
  [-]1 min: Acceptable (if your plan lacks seconds-based intervals)
  [-]> 5 min: Not recommended — accuracy drops as intrabar price action is lost
  [-]⚠️ > 15 min: Not recommended — may exceed memory limits (TradingView constraint)
  

To manage the extensive database of pattern weights and profiles while maintaining high performance, this engine utilizes a custom optimized data structure. This ensures the script operates smoothly within Pine Script's resource limits without compromising the depth of historical analysis.

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🔬 TECHNICAL APPROACH (for the curious)

The indicator uses a proprietary compact data encoding system that allows transmitting information about divergences, their type, length, and intensity in a single numeric value. This enables efficient aggregation of data from multiple timeframes without exceeding Pine Script limits.

The scoring system is built on the Statistical Pattern Matching principle: current indicator combinations are compared against a library of statistically significant patterns, each with its own weight and type (Formation/Breakout).

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🚀 QUICK START

1. [-]Add HYBRID MARKET SCORE SUITE - Impulse Monitor to your chart.
   [-]Position table (recommended: bottom-right) and adjust Offset / Spacer so it doesn't overlap price action.
   [-]In settings, toggle blocks by groups: Divergences / OB-OS / Z-Score / Special / Scoring — to match your trading style and load preferences.
   [-]For comfortable operation, use chart TF 5–60m.
   

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🔄 DEVELOPMENT

The indicator receives periodic updates, including statistical pattern refinements as new market data is accumulated, to maintain relevance with current market conditions. Update schedule is not guaranteed.

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🛡️ DISCLAIMER

This script is provided for informational and educational purposes only and does NOT constitute financial advice, investment advice, or a recommendation to buy/sell any asset.

All examples, descriptions, and statistics are based on historical observations. Market conditions can change, patterns can fail, and signals/labels may disappear or update in real time. No results are guaranteed.

Use this tool as one input among many. Always apply your own judgment, risk management, and independent verification (DYOR). Trading — especially with leverage — involves substantial risk, including the risk of total loss. You are solely responsible for your decisions and outcomes.