Welcome to CH Trading Suite - Your partner for algorithmic trading

The Institutional Market Structure Suite is a comprehensive technical analysis tool designed to map both macroeconomic and localized market structures across various timeframes. By separating high-timeframe structural pivots from short-term market fluctuations, the script provides a dual-layered framework for identifying key liquidity zones, value areas, and structural shifts.

Key Features & Architecture
Dual-Layered Structure Mapping:

Global Structure (Major): On the weekly chart (1W), the script employs a continuous historical scan to establish the ultimate absolute high and low boundaries. On lower timeframes (Daily, Intraday), it automatically transitions to a robust, lookback-driven window (100–200 periods) to isolate major swing points.

Minor Structure: Computes localized trend dynamics using an adaptive short-term lookback (14–24 periods) to capture immediate market shifts without cluttering the long-term view.

Automated CHoCH & Fibonacci Levels: Dynamically projects the Change of Character (CHoCH) / Stop Loss line based on structural direction (Bullish/Bearish). It automatically overlays key Fibonacci retracement thresholds (0.382, 0.50, 0.618, 0.786) and highlights the Equilibrium/Golden Pocket via custom-colored structural boxes.

Mathematical Top-Level Execution:
Built specifically to comply with execution safeguards. All structural evaluations (ta.highestbars, ta.lowestbars) run strictly on the script’s top-level execution thread. This prevents data-freezing, line-disappearance, or historical memory loss when cycling through different intraday intervals.

Institutional Volume & Profile Filter:

Algorithmic Volume Analysis: Evaluates current volume against a 20-period SMA, flagging standard, high, or institutional-sized volume anomalies.

Segmented Volume Profile: Calculates a 100-bar background Volume Profile to determine the Point of Control (POC) and mathematically assesses whether buying or selling pressure dominates the highest-volume node.

Dynamic Data Dashboard: An on-screen metric table summarizing crucial raw data in real-time, including the 200-period Exponential Moving Average (EMA) trend bias, localized RSI overbought/oversold boundaries, and the absolute distance to the institutional mean.

Instructions for Use
Multi-Timeframe Analysis: Apply the script to a Weekly chart to establish macro invalidation levels (Global CHoCH), then scale down to the 4-Hour or 1-Hour chart. The script will automatically re-calibrate its lookback parameters to draw local entry zones relative to the overarching trend.

Value Identification: Use the structural boxes (50%–61.8% zones) as potential areas of interest where price aligns with volume-based support or resistance (POC).

Ideal For:
Traders looking for a more systematic approach to integrate "Market Auction Theory" into their daily analysis. Suitable for all timeframes, ranging from 1m to 1W.