Follow the trend.Keep the plan clear.

//@version=6
// DRIFT DESK 1.3.0 · original open-source pressure/trend interpretation · MIT
// Shared technical candidates; independent paper and broker acceptance/outcomes.
// Price/volume context is not order flow, probability, or proof of a trading edge.
// Keep extra historical-tick and order-fill recalculation disabled; overrides are outside the confirmed-close model.
indicator("Drift Desk · Open Source", "Drift Desk", overlay = true, behind_chart = false, max_boxes_count = 120, max_lines_count = 250, max_labels_count = 200, max_bars_back = 3000)
const bool IS_STRATEGY = false
const string DRIFT_VERSION = "1.3.0"

// DRIFT DESK · original pressure / ratchet engine. No private indicator code.
const string NY_TZ = "America/New_York"
const string G_PRESSURE = "01 · Pressure & trail"
const string G_GATES = "02 · Optional entry gates"
const string G_RISK = "03 · Fixed paper plan"

int pressureFastLen = input.int(8, "Pressure EMA · fast", minval = 2, maxval = 100, group = G_PRESSURE, display = display.none)
int pressureSlowLen = input.int(21, "Pressure EMA · slow", minval = 3, maxval = 200, group = G_PRESSURE, display = display.none)
int normalizationLen = input.int(50, "Pressure deviation window", minval = 10, maxval = 300, group = G_PRESSURE, display = display.none)
int volumeLen = input.int(20, "Relative volume / valid-bar window", minval = 2, maxval = 200, group = G_PRESSURE, tooltip = "New entries require this many consecutive positive-volume candles. Missing or recovering volume uses neutral price-only context until the complete window is valid.", display = display.none)
float volumeCap = input.float(3, "Relative volume cap", minval = 1, maxval = 10, step = 0.25, group = G_PRESSURE, display = display.none)
float projection = input.float(0.5, "ATR pressure projection", minval = 0, maxval = 2, step = 0.1, group = G_PRESSURE, display = display.none)
int atrLen = input.int(14, "ATR period", minval = 2, maxval = 100, group = G_PRESSURE, display = display.none)
float bandMult = input.float(2, "Trail ATR multiplier", minval = 0.5, maxval = 8, step = 0.25, group = G_PRESSURE, display = display.none)

bool emaGate = input.bool(false, "Require EMA alignment", group = G_GATES, display = display.none)
int emaLen = input.int(100, "Trend EMA length", minval = 5, maxval = 500, group = G_GATES, display = display.none)
bool efficiencyGate = input.bool(false, "Require price-path efficiency", group = G_GATES, display = display.none)
int efficiencyLen = input.int(20, "Efficiency window", minval = 2, maxval = 200, group = G_GATES, display = display.none)
float efficiencyMin = input.float(0.2, "Minimum efficiency · 0 to 1", minval = 0, maxval = 1, step = 0.05, group = G_GATES, active = efficiencyGate, display = display.none)
bool mtfGate = input.bool(false, "Require eligible timeframe agreement", group = G_GATES, display = display.none)
float mtfRequired = input.float(0.625, "Minimum same-direction fraction", minval = 0.5, maxval = 1, step = 0.025, group = G_GATES, tooltip = "Lower or unavailable frames are excluded. Neutral eligible frames stay in the denominator. This count is not a probability.", active = mtfGate, display = display.none)
bool sessionGate = input.bool(false, "Require New York entry session", group = G_GATES, display = display.none)
string tradeSession = input.session("0930-1600", "Entry session · New York", group = G_GATES, tooltip = "Chart-bar opening timestamp determines membership. Close-based decisions can occur at the last inside bar's end. Standard single HHmm-HHmm session.", active = sessionGate, display = display.none)

float cashRisk = input.float(100, "Planned cash risk · symbol currency", minval = 1, maxval = 1000000, group = G_RISK, display = display.none)
string qtyMode = input.string("Auto", "Quantity increment", options = ["Auto", "Manual"], group = G_RISK, tooltip = "Auto uses TradingView's symbol minimum contract quantity (fallback 1). This is feed metadata, not broker-specific acceptance or account FX conversion.", display = display.none)
float manualQtyStep = input.float(1, "Manual quantity step", minval = 0.000001, maxval = 1000000, group = G_RISK, tooltip = "Used in Manual mode. Estimated units use symbol point value and symbol currency. Zero estimated units blocks the plan.", active = qtyMode == "Manual", display = display.none)
float qtyStep = qtyMode == "Auto" ? (not na(syminfo.mincontract) and syminfo.mincontract > 0 ? syminfo.mincontract : 1) : manualQtyStep
int swingLen = input.int(10, "Structure stop · prior bars", minval = 2, maxval = 200, group = G_RISK, display = display.none)
float stopAtrBuffer = input.float(0.25, "Stop ATR buffer", minval = 0, maxval = 5, step = 0.05, group = G_RISK, display = display.none)
float rewardR = input.float(2, "Final target · initial R", minval = 1, maxval = 10, step = 0.25, group = G_RISK, tooltip = "TP1 is an observational 1R checkpoint, with no partial exit or stop movement. The final target is the only target order.", display = display.none)
float maxStopPct = input.float(0, "Maximum stop distance % · zero disables", minval = 0, maxval = 100, step = 0.25, group = G_RISK, display = display.none)
int maxHoldBars = input.int(120, "Plan timeout · bars after entry", minval = 1, maxval = 5000, group = G_RISK, display = display.none)
bool sendJsonAlerts = input.bool(true, IS_STRATEGY ? "Structured broker-submission alerts" : "Structured paper-entry alerts", group = "04 · Alerts", tooltip = "Use Any alert() function call. Indicator: accepted paper plan. Strategy: submitted broker entry with reference plan, not confirmed fill. No external order router.", display = display.none)

// New v1.1 inputs follow the original 26 core inputs to preserve their indices.
bool sensitivityGate = input.bool(false, "Require confirmed HTF EMA alignment", group = G_GATES, tooltip = "Optional original reference: compare the confirmed chart close with the EMA from the last completed higher-timeframe candle. Off preserves the original candidate rule; this is not a vendor sensitivity formula.", display = display.none)
string sensitivityTf = input.timeframe("60", "HTF EMA reference timeframe", group = G_GATES, tooltip = "Must be strictly above the chart timeframe when enabled. Only the preceding completed source candle is used, so the reference is delayed by confirmation.", active = sensitivityGate, display = display.none)
int sensitivityLen = input.int(21, "HTF EMA reference length", minval = 2, maxval = 500, group = G_GATES, active = sensitivityGate, display = display.none)

if barstate.isfirst
    if not chart.is_standard or na(timeframe.in_seconds())
        runtime.error("Drift Desk requires standard time-based candles with usable volume.")
    if pressureFastLen >= pressureSlowLen
        runtime.error("Pressure fast EMA must be shorter than pressure slow EMA.")
    if sessionGate and not timeframe.isintraday
        runtime.error("The optional entry-session gate requires an intraday chart. Turn it off on daily or higher charts.")
    if sensitivityGate and (na(timeframe.in_seconds(sensitivityTf)) or timeframe.in_seconds(sensitivityTf) <= timeframe.in_seconds())
        runtime.error("The enabled HTF EMA reference must be strictly higher than the chart timeframe. Choose a higher reference or turn the gate off.")

// Normalize represented differences before comparison; Pine rounds float operands to nine decimals.
f_numericSign(float value) =>
    int(nz(value / math.abs(value), 0))

f_barOhlcValid(float o, float h, float l, float c) =>
    not na(o) and not na(h) and not na(l) and not na(c) and f_numericSign(h - math.max(o, c)) >= 0 and f_numericSign(l - math.min(o, c)) <= 0

f_requireBarOhlc(float o, float h, float l, float c, int closingStamp) =>
    bool valid = f_barOhlcValid(o, h, l, c)
    if not valid
        runtime.error("Drift Desk paused: invalid confirmed OHLC on " + syminfo.tickerid + " at " + str.format_time(closingStamp, "yyyy-MM-dd HH:mm", "UTC") + " UTC. Open/high/low/close must exist and open/close must be inside the high-low range. Check the feed and reload; no plan outcome is inferred from this bar.")
    valid

// Fail before TA, ratchet, paper, research or broker state consumes an observed malformed bar.
// Missing/zero volume retains its separate, recoverable valid-volume-window policy.
if barstate.isconfirmed
    f_requireBarOhlc(open, high, low, close, time_close)

type DriftState
    float lower = na
    float upper = na
    float trail = na
    int trend = 0

type Event
    int stamp
    string message
    int dir

var array<Event> eventTape = array.new<Event>()
f_event(string message, int direction) =>
    array.unshift(eventTape, Event.new(time_close, message, direction))
    if array.size(eventTape) > 6
        array.pop(eventTape)

f_tickOut(float px, int direction, bool target) =>
    int roundDirection = target ? direction : -direction
    float ticks = px / syminfo.mintick
    math.round_to_mintick((roundDirection == 1 ? math.ceil(ticks - 0.000000001) : math.floor(ticks + 0.000000001)) * syminfo.mintick)

// Preserve real sub-tick feed OHLC; normalize only cancellation-level numeric noise.
f_priceDistance(float fromPrice, float toPrice, int direction) =>
    float rawDistance = (toPrice - fromPrice) * direction
    float rawTicks = rawDistance / syminfo.mintick
    float nearestTicks = math.round(rawTicks)
    float tolerance = 8 * 2.220446049250313e-16 * math.max(1, math.max(math.abs(fromPrice), math.abs(toPrice)) / syminfo.mintick)
    bool snapNoise = math.abs(rawTicks - nearestTicks) / tolerance <= 1
    [snapNoise ? nearestTicks * syminfo.mintick : rawDistance, snapNoise ? nearestTicks : rawTicks]

f_riskQuantity(float distance) =>
    float qty = 0
    if not na(distance) and distance > 0 and syminfo.pointvalue > 0
        float unitRisk = distance * syminfo.pointvalue
        float rawSteps = cashRisk / unitRisk / qtyStep
        float nearestSteps = math.round(rawSteps)
        float tolerance = 8 * 2.220446049250313e-16 * math.max(1, math.abs(rawSteps))
        // Compare scaled errors: Pine rounds float comparison operands to 9 decimals.
        float normalized = math.abs(rawSteps - nearestSteps) / tolerance <= 1 ? nearestSteps : rawSteps
        float wholeSteps = math.floor(normalized)
        qty := wholeSteps * qtyStep
        float totalRisk = qty * unitRisk
        float budgetTolerance = 8 * 2.220446049250313e-16 * math.max(math.abs(cashRisk), math.abs(totalRisk))
        if (totalRisk - cashRisk) / budgetTolerance > 1
            qty := math.max(0, wholeSteps - 1) * qtyStep
    qty

// All TA calls execute globally. Context substitutes neutral volume weight, never zero.
float candleRange = high - low
float closeLocation = candleRange > 0 ? math.max(-1, math.min(1, (2 * close - high - low) / candleRange)) : 0
float bodyEfficiency = candleRange > 0 ? math.max(-1, math.min(1, (close - open) / candleRange)) : 0
float volumeMean = ta.sma(volume, volumeLen)
bool currentVolumePositive = not na(volume) and volume > 0
float volumeValidCount = math.sum(currentVolumePositive ? 1.0 : 0.0, volumeLen)
bool volumeReadyNow = currentVolumePositive and volumeValidCount == volumeLen and not na(volumeMean) and volumeMean > 0
float relVolume = volumeReadyNow ? volume / volumeMean : na
float volumeWeight = volumeReadyNow ? math.min(volumeCap, relVolume) : 1
float pressure = (0.6 * closeLocation + 0.4 * bodyEfficiency) * volumeWeight
float pressureFast = ta.ema(pressure, pressureFastLen)
float pressureSlow = ta.ema(pressure, pressureSlowLen)
float pressureSpread = pressureFast - pressureSlow
float pressureDeviation = ta.stdev(pressureSpread, normalizationLen)
float driftNow = not na(pressureDeviation) and pressureDeviation > 0 ? math.max(-3, math.min(3, pressureSpread / pressureDeviation)) : 0
float atr = ta.atr(atrLen)
float ema = ta.ema(close, emaLen)
float pathTravel = math.sum(math.abs(ta.change(close)), efficiencyLen)
float efficiency = not na(close[efficiencyLen]) and pathTravel > 0 ? math.abs(close - close[efficiencyLen]) / pathTravel : 0
float priorSwingLow = ta.lowest(low, swingLen)[1]
float priorSwingHigh = ta.highest(high, swingLen)[1]
bool pressureReady = not na(close[pressureSlowLen + normalizationLen]) and not na(close[volumeLen]) and not na(pressureDeviation)
bool commonGateReady = pressureReady and not na(close[math.max(emaLen, math.max(efficiencyLen, swingLen))])

// The independent matrix proxy has fixed settings, shared by manual and research trails.
const int mtfFastLen = 20
const int mtfSlowLen = 50
const int mtfSlopeLen = 3
float contextFast = ta.ema(close, mtfFastLen)
float contextSlow = ta.ema(close, mtfSlowLen)
float contextAtr = ta.atr(14)
float contextSlope = contextAtr > 0 ? (contextSlow - contextSlow[mtfSlopeLen]) / contextAtr : 0
int contextDir = contextFast > contextSlow and contextSlope > 0 ? 1 : contextFast < contextSlow and contextSlope < 0 ? -1 : 0
float contextStrength = contextAtr > 0 ? math.min(3, math.abs(contextFast - contextSlow) / contextAtr + math.abs(contextSlope)) : 0
int contextReady = not na(close[mtfSlowLen + mtfSlopeLen]) and not na(contextAtr) and contextAtr > 0 ? 1 : 0

// Lower rows route requests to chart resolution and discard them; no LTF sampling.
float chartSeconds = timeframe.in_seconds()
string requestTf1 = chartSeconds > 60 ? timeframe.period : "1"
string requestTf5 = chartSeconds > 300 ? timeframe.period : "5"
string requestTf15 = chartSeconds > 900 ? timeframe.period : "15"
string requestTf30 = chartSeconds > 1800 ? timeframe.period : "30"
string requestTf60 = chartSeconds > 3600 ? timeframe.period : "60"
string requestTf240 = chartSeconds > 14400 ? timeframe.period : "240"
string requestTfD = chartSeconds > 86400 ? timeframe.period : "D"
string requestTfW = chartSeconds > 604800 ? timeframe.period : "W"
[dir1, strength1, stamp1, ready1] = request.security(syminfo.tickerid, requestTf1, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir5, strength5, stamp5, ready5] = request.security(syminfo.tickerid, requestTf5, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir15, strength15, stamp15, ready15] = request.security(syminfo.tickerid, requestTf15, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir30, strength30, stamp30, ready30] = request.security(syminfo.tickerid, requestTf30, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir60, strength60, stamp60, ready60] = request.security(syminfo.tickerid, requestTf60, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir240, strength240, stamp240, ready240] = request.security(syminfo.tickerid, requestTf240, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dirD, strengthD, stampD, readyD] = request.security(syminfo.tickerid, requestTfD, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dirW, strengthW, stampW, readyW] = request.security(syminfo.tickerid, requestTfW, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)

// One synchronized confirmed source packet. Off routes to chart context, never LTF.
float sensitivityEmaSource = ta.ema(close, sensitivityLen)
bool sensitivityReadySource = not na(close[sensitivityLen]) and not na(sensitivityEmaSource)
string sensitivityRequestTf = sensitivityGate ? sensitivityTf : timeframe.period
[sensitivityEmaRequested, sensitivityReadyRequested, sensitivityStampRequested] = request.security(syminfo.tickerid, sensitivityRequestTf, [sensitivityEmaSource[1], sensitivityReadySource[1], time_close[1]], lookahead = barmerge.lookahead_on)

var array<string> mtfNames = array.from("1", "5", "15", "30", "60", "240", "D", "W")
var array<float> mtfSeconds = array.from(60.0, 300.0, 900.0, 1800.0, 3600.0, 14400.0, 86400.0, 604800.0)
var array<int> mtfDirs = array.new<int>(8, 0)
var array<float> mtfStrength = array.new<float>(8, na)
var array<float> mtfAge = array.new<float>(8, na)
var array<bool> mtfEligible = array.new<bool>(8, false)
var array<bool> mtfIsLocal = array.new<bool>(8, false)
var array<string> mtfStates = array.new<string>(8, "WARMUP")
var int mtfBull = 0
var int mtfBear = 0
var int mtfNeutral = 0
var int mtfCount = 0
var float mtfAgreement = 0
var int mtfDirection = 0

f_isExactMtf(int index) =>
    float seconds = array.get(mtfSeconds, index)
    index < 6 ? timeframe.isintraday and seconds == chartSeconds : index == 6 ? timeframe.isdaily and timeframe.multiplier == 1 : timeframe.isweekly and timeframe.multiplier == 1

f_setMtf(int index, int requestedDir, float requestedStrength, int requestedStamp, int requestedReady) =>
    float seconds = array.get(mtfSeconds, index)
    bool lower = seconds < chartSeconds
    bool equal = f_isExactMtf(index)
    bool available = not lower and (equal ? contextReady == 1 : requestedReady == 1 and not na(requestedStamp) and requestedStamp <= time_close)
    int direction = available ? (equal ? contextDir : requestedDir) : 0
    array.set(mtfDirs, index, direction)
    array.set(mtfStrength, index, available ? (equal ? contextStrength : requestedStrength) : na)
    array.set(mtfAge, index, available ? (equal ? 0 : math.max(0, (time_close - requestedStamp) / 60000.0)) : na)
    array.set(mtfEligible, index, available)
    array.set(mtfIsLocal, index, equal)
    array.set(mtfStates, index, lower ? "LOWER / N/A" : not available ? "WARMUP" : direction == 1 ? "UP" : direction == -1 ? "DOWN" : "MIXED")

bool sessionNow = not na(time(timeframe.period, tradeSession, NY_TZ))
int sessionStartHour = int(str.tonumber(str.substring(tradeSession, 0, 2)))
int sessionStartMinute = int(str.tonumber(str.substring(tradeSession, 2, 4)))
int sessionAnchorDay = dayofmonth(time, NY_TZ) - (hour(time, NY_TZ) * 60 + minute(time, NY_TZ) < sessionStartHour * 60 + sessionStartMinute ? 1 : 0)
int sessionInstanceStamp = timestamp(NY_TZ, year(time, NY_TZ), month(time, NY_TZ), sessionAnchorDay, sessionStartHour, sessionStartMinute)
bool sessionStart = sessionNow and (not sessionNow[1] or sessionInstanceStamp != sessionInstanceStamp[1])
var bool inSession = false
var bool ready = false
var bool volReady = false
var bool volumeContextOnly = true
var bool sensitivityReady = false
var float sensitivityReference = na
var int sensitivityStamp = na
var bool sensitivityLongOk = false
var bool sensitivityShortOk = false
var float drift = 0
var float center = na
var float trail = na
var float lowerBand = na
var float upperBand = na
var int trend = 0
var DriftState mainState = DriftState.new()

f_projectCenter(float atrIn) =>
    hlc3 + drift * atrIn * projection

f_stepTrend(DriftState state, float projectedCenter, float atrIn, float multiplier, bool valid) =>
    int flip = 0
    if valid
        float rawLower = projectedCenter - atrIn * multiplier
        float rawUpper = projectedCenter + atrIn * multiplier
        float previousLower = state.lower
        float previousUpper = state.upper
        int previousTrend = state.trend
        state.lower := na(previousLower) ? rawLower : close[1] >= previousLower ? math.max(rawLower, previousLower) : rawLower
        state.upper := na(previousUpper) ? rawUpper : close[1] <= previousUpper ? math.min(rawUpper, previousUpper) : rawUpper
        if previousTrend == 0
            state.trend := close >= projectedCenter ? 1 : -1
        else if previousTrend == 1 and close < previousLower
            state.trend := -1
            flip := -1
        else if previousTrend == -1 and close > previousUpper
            state.trend := 1
            flip := 1
        state.trail := state.trend == 1 ? state.lower : state.upper
    flip

f_gateDirection(int direction) =>
    bool emaOk = direction == 1 ? close > ema : direction == -1 ? close < ema : false
    bool efficiencyOk = efficiency >= efficiencyMin
    float agreement = mtfCount > 0 ? (direction == 1 ? mtfBull : mtfBear) * 1.0 / mtfCount : 0
    bool mtfOk = mtfCount > 0 and agreement >= mtfRequired
    bool sensitivityOk = direction == 1 ? sensitivityLongOk : direction == -1 ? sensitivityShortOk : false
    bool allowed = direction != 0 and commonGateReady and volReady and (not emaGate or emaOk) and (not efficiencyGate or efficiencyOk) and (not mtfGate or mtfOk) and (not sessionGate or inSession) and (not sensitivityGate or sensitivityOk)
    string reason = not commonGateReady ? "Full history warmup required" : not volReady ? "Volume missing/recovering · need " + str.tostring(volumeLen) + " positive bars" : emaGate and not emaOk ? "EMA alignment missing" : efficiencyGate and not efficiencyOk ? "Path efficiency below threshold" : mtfGate and not mtfOk ? "Eligible timeframe agreement missing" : sessionGate and not inSession ? "Outside New York entry session" : sensitivityGate and not sensitivityReady ? "Confirmed HTF EMA history unavailable" : sensitivityGate and not sensitivityOk ? "Confirmed HTF EMA alignment missing" : "Confirmed flip · volume valid" + (emaGate ? " · EMA" : "") + (efficiencyGate ? " · efficiency" : "") + (mtfGate ? " · MTF" : "") + (sessionGate ? " · session" : "") + (sensitivityGate ? " · confirmed HTF EMA" : "")
    [allowed, reason]

f_makePlan(int direction, float atrIn) =>
    float stop = f_tickOut(direction == 1 ? priorSwingLow - atrIn * stopAtrBuffer : priorSwingHigh + atrIn * stopAtrBuffer, direction, false)
    [risk, riskTicks] = f_priceDistance(stop, close, direction)
    float checkpoint = f_tickOut(close + direction * risk, direction, true)
    float target = f_tickOut(close + direction * risk * rewardR, direction, true)
    [targetDistance, targetTicks] = f_priceDistance(close, target, direction)
    float qty = f_riskQuantity(risk)
    bool percentOk = maxStopPct == 0 or (math.abs(close) > 0 and risk / math.abs(close) * 100 <= maxStopPct)
    bool valid = direction != 0 and not na(close[swingLen]) and not na(atrIn) and atrIn > 0 and not na(stop) and math.floor(riskTicks) >= 1 and math.floor(targetTicks) >= 1 and qty > 0 and percentOk
    string reason = not percentOk ? "Stop exceeds configured percentage" : not valid ? "Invalid stop / tick distance / quantity" : "Fixed structure + ATR plan"
    [stop, checkpoint, target, risk, qty, valid, reason]

f_outcome(int direction, float entry, float stop, float checkpoint, float target, float risk, int entryBar, bool checkpointSeen) =>
    bool closed = false
    float exitPrice = na
    string exitReason = ""
    bool hitCheckpoint = checkpointSeen
    bool ambiguous = false
    float resultR = na
    if bar_index > entryBar
        bool stopGap = direction == 1 ? open <= stop : open >= stop
        bool targetGap = direction == 1 ? open >= target : open <= target
        bool stopTouch = direction == 1 ? low <= stop : high >= stop
        bool targetTouch = direction == 1 ? high >= target : low <= target
        bool checkpointTouch = direction == 1 ? high >= checkpoint : low <= checkpoint
        bool checkpointAtOpen = direction == 1 ? open >= checkpoint : open <= checkpoint
        // The opening print has known priority over a later stop touch.
        hitCheckpoint := checkpointSeen or (not stopGap and checkpointAtOpen)
        if stopGap
            exitPrice := open
            exitReason := "GAP STOP"
        else if targetGap
            exitPrice := target
            exitReason := "FINAL TARGET"
            hitCheckpoint := true
        else if stopTouch
            exitPrice := stop
            ambiguous := targetTouch
            exitReason := targetTouch ? "DUAL TOUCH → STOP" : "STOP"
        else
            hitCheckpoint := hitCheckpoint or checkpointTouch
            if targetTouch
                exitPrice := target
                exitReason := "FINAL TARGET"
            else if bar_index - entryBar >= maxHoldBars
                exitPrice := close
                exitReason := "TIMEOUT"
        closed := not na(exitPrice)
        if closed
            resultR := (exitPrice - entry) * direction / risk
    [closed, exitPrice, exitReason, hitCheckpoint, ambiguous, resultR]

var bool planActive = false
var int planDir = 0
var float planEntry = na
var float planStop = na
var float planTP1 = na
var float planTarget = na
var float planRisk = na
var float planQty = na
var int planEntryBar = na
var int planEntryTime = na
var bool planTP1Seen = false
var string planReason = "No accepted plan"
var float planExit = na
var string planExitReason = "No resolved plan"
var float planLastR = na
var int paperTrades = 0
var int paperWins = 0
var int paperLosses = 0
var float paperNetR = 0
var int paperAmbiguous = 0
var int paperCheckpoints = 0
var string blockedReason = "Wait for full history"
var int lastFlipBar = na
var int lastFlipTime = na
bool rawLong = false
bool rawShort = false
bool candidateLong = false
bool candidateShort = false
int candidateDir = 0
float candidateEntry = na
float candidateStop = na
float candidateTP1 = na
float candidateTarget = na
float candidateRisk = na
float candidateQty = na
string candidateReason = ""
bool signalLong = false
bool signalShort = false
bool planClosed = false
bool planTP1Pulse = false

if barstate.isconfirmed
    ready := commonGateReady and not na(atr) and atr > 0
    volReady := volumeReadyNow
    volumeContextOnly := not volReady
    inSession := sessionNow
    sensitivityReady := sensitivityGate and sensitivityReadyRequested and not na(sensitivityEmaRequested) and not na(sensitivityStampRequested) and sensitivityStampRequested <= time_close
    sensitivityReference := sensitivityReady ? sensitivityEmaRequested : na
    sensitivityStamp := sensitivityReady ? sensitivityStampRequested : na
    sensitivityLongOk := sensitivityReady and close > sensitivityReference
    sensitivityShortOk := sensitivityReady and close < sensitivityReference
    drift := driftNow
    center := f_projectCenter(atr)
    f_setMtf(0, dir1, strength1, stamp1, ready1)
    f_setMtf(1, dir5, strength5, stamp5, ready5)
    f_setMtf(2, dir15, strength15, stamp15, ready15)
    f_setMtf(3, dir30, strength30, stamp30, ready30)
    f_setMtf(4, dir60, strength60, stamp60, ready60)
    f_setMtf(5, dir240, strength240, stamp240, ready240)
    f_setMtf(6, dirD, strengthD, stampD, readyD)
    f_setMtf(7, dirW, strengthW, stampW, readyW)
    mtfBull := 0
    mtfBear := 0
    mtfNeutral := 0
    mtfCount := 0
    for i = 0 to 7
        if array.get(mtfEligible, i)
            mtfCount += 1
            int side = array.get(mtfDirs, i)
            mtfBull += side == 1 ? 1 : 0
            mtfBear += side == -1 ? 1 : 0
            mtfNeutral += side == 0 ? 1 : 0
    mtfAgreement := mtfCount > 0 ? math.max(mtfBull, mtfBear) * 1.0 / mtfCount : 0
    mtfDirection := mtfCount > 0 and mtfBull > mtfBear and mtfBull * 1.0 / mtfCount >= mtfRequired ? 1 : mtfCount > 0 and mtfBear > mtfBull and mtfBear * 1.0 / mtfCount >= mtfRequired ? -1 : 0
    int flip = f_stepTrend(mainState, center, atr, bandMult, pressureReady and not na(atr) and atr > 0)
    trend := mainState.trend
    trail := mainState.trail
    lowerBand := mainState.lower
    upperBand := mainState.upper
    rawLong := flip == 1
    rawShort := flip == -1
    if flip != 0
        lastFlipBar := bar_index
        lastFlipTime := time_close
    if ready and not volReady and volumeReadyNow[1]
        f_event("Volume gap · recovery window required", 0)

    if planActive
        [closed, exitPrice, exitReason, checkpointHit, ambiguous, resultR] = f_outcome(planDir, planEntry, planStop, planTP1, planTarget, planRisk, planEntryBar, planTP1Seen)
        if checkpointHit and not planTP1Seen
            planTP1Seen := true
            planTP1Pulse := true
            paperCheckpoints += 1
            f_event("1R observed · no order change", planDir)
        if closed
            planActive := false
            planClosed := true
            planExit := exitPrice
            planExitReason := exitReason
            planLastR := resultR
            paperTrades += 1
            paperWins += resultR > 0 ? 1 : 0
            paperLosses += resultR < 0 ? 1 : 0
            paperNetR += resultR
            paperAmbiguous += ambiguous ? 1 : 0
            f_event(exitReason + " · " + str.tostring(resultR, "0.##") + "R", planDir)

    if flip != 0
        [gatesOk, gateReason] = f_gateDirection(flip)
        [stop, checkpoint, target, risk, qty, riskOk, riskReason] = f_makePlan(flip, atr)
        blockedReason := not gatesOk ? gateReason : not riskOk ? riskReason : planActive ? "Valid flip · paper plan already active" : planClosed ? "Valid flip · no replacement on exit bar" : "Accepted paper plan"
        if gatesOk and riskOk
            candidateDir := flip
            candidateLong := flip == 1
            candidateShort := flip == -1
            candidateEntry := close
            candidateStop := stop
            candidateTP1 := checkpoint
            candidateTarget := target
            candidateRisk := risk
            candidateQty := qty
            candidateReason := gateReason + " · " + riskReason
            if not planActive and not planClosed
                planActive := true
                planDir := flip
                planEntry := candidateEntry
                planStop := candidateStop
                planTP1 := candidateTP1
                planTarget := candidateTarget
                planRisk := candidateRisk
                planQty := candidateQty
                planEntryBar := bar_index
                planEntryTime := time_close
                planTP1Seen := false
                planReason := candidateReason
                signalLong := flip == 1
                signalShort := flip == -1
                f_event((flip == 1 ? "LONG" : "SHORT") + " paper · " + str.tostring(close, format.mintick), flip)
        if not signalLong and not signalShort
            f_event((flip == 1 ? "UP FLIP" : "DOWN FLIP") + " · " + blockedReason, flip)

string deskState = not ready ? "WARMUP" : planActive ? (planDir == 1 ? "LONG" : "SHORT") : not volReady ? "VOLUME WAIT" : trend == 1 ? "UP TREND" : "DOWN TREND"
string deskReason = not ready ? "Collecting complete pressure / structure history" : planActive ? "Fixed plan active · checkpoint is observational" : not volReady ? "Volume missing/recovering · need " + str.tostring(volumeLen) + " consecutive positive bars" : "Wait for the next confirmed trail flip"

f_jsonNumber(float value) =>
    string result = "null"
    if not na(value)
        if f_numericSign(value) == 0
            result := "0"
        else
            int exponent = int(math.floor(math.log10(math.abs(value))))
            result := exponent < -6 or exponent > 12 ? str.tostring(value / math.pow(10, exponent), "0.################") + "e" + str.tostring(exponent) : str.tostring(value, "0.################")
    result
f_jsonPrice(float value) =>
    na(value) ? "null" : str.tostring(value, format.mintick)
f_jsonEntry(float value) =>
    f_jsonNumber(value)
f_jsonString(string value) =>
    "\"" + str.replace_all(str.replace_all(value, "\\", "\\\\"), "\"", "\\\"") + "\""

// Indicator-only dialog conditions; strategies use broker submission alert() below.
alertcondition(not IS_STRATEGY and signalLong, "Drift Desk · Long paper plan", "Confirmed long paper plan on {{ticker}} {{interval}}")
alertcondition(not IS_STRATEGY and signalShort, "Drift Desk · Short paper plan", "Confirmed short paper plan on {{ticker}} {{interval}}")
alertcondition(not IS_STRATEGY and (rawLong or rawShort), "Drift Desk · Trail flip", "Confirmed trail direction changed on {{ticker}} {{interval}}; gates may block entry")
alertcondition(not IS_STRATEGY and planTP1Pulse, "Drift Desk · 1R observed", "Paper 1R checkpoint observed; no partial exit or stop adjustment")
alertcondition(not IS_STRATEGY and planClosed, "Drift Desk · Paper resolved", "Paper plan resolved; the paper record excludes costs")
if barstate.isconfirmed and not IS_STRATEGY and sendJsonAlerts and (signalLong or signalShort)
    string id = syminfo.tickerid + "|" + timeframe.period + "|" + str.tostring(time_close) + "|" + str.tostring(planDir)
    string payload = "{\"schema\":\"drift-desk.v1\",\"event\":\"paper_entry\",\"id\":" + f_jsonString(id) + ",\"symbol\":" + f_jsonString(syminfo.tickerid) + ",\"timeframe\":" + f_jsonString(timeframe.period) + ",\"bar_close_ms\":" + str.tostring(time_close) + ",\"direction\":" + str.tostring(planDir) + ",\"entry\":" + f_jsonEntry(planEntry) + ",\"stop\":" + f_jsonPrice(planStop) + ",\"checkpoint\":" + f_jsonPrice(planTP1) + ",\"target\":" + f_jsonPrice(planTarget) + ",\"quantity_estimate\":" + f_jsonNumber(planQty) + ",\"symbol_currency\":" + f_jsonString(syminfo.currency)
    payload += ",\"drift\":" + f_jsonNumber(drift) + ",\"relative_volume\":" + f_jsonNumber(relVolume) + ",\"mtf_up\":" + str.tostring(mtfBull) + ",\"mtf_down\":" + str.tostring(mtfBear) + ",\"mtf_eligible\":" + str.tostring(mtfCount) + ",\"reason\":" + f_jsonString(planReason) + ",\"checkpoint_observational\":true,\"confirmed\":true,\"costs_included\":false}"
    alert(payload, alert.freq_once_per_bar_close)

// RESEARCH ONLY · fixed grid, train-only selection, no live parameter adoption.
const string G_LAB = "05 · Fixed-window research · opt in"
bool inResearch = input.bool(false, "Enable 12-candidate research lab", group = G_LAB, tooltip = "Runs only on available chart history. It never changes manual settings. Reinspection is not a fresh holdout. Costs below are a standardized R drag, separate from broker properties.", display = display.none)
int labTrainStart = input.time(timestamp("01 Jan 2026 00:00 +0000"), "Training start · UTC", group = G_LAB, display = display.none, active = inResearch)
int labSplit = input.time(timestamp("01 Jun 2026 00:00 +0000"), "Train / validation split · UTC", group = G_LAB, tooltip = "Flatten and freeze at the first observed confirmed close at or beyond this time. No validation entry on that settlement bar.", display = display.none, active = inResearch)
int labValidationEnd = input.time(timestamp("01 Sep 2026 00:00 +0000"), "Validation end · UTC", group = G_LAB, display = display.none, active = inResearch)
int labMinTrades = input.int(20, "Minimum training trades for selection", minval = 1, maxval = 1000, group = G_LAB, tooltip = "A sample filter, not evidence of statistical significance. Incomplete training history prevents selection even if this minimum is met.", display = display.none, active = inResearch)
float labCommission = input.float(0.04, "Lab commission % · each side", minval = 0, maxval = 10, step = 0.01, group = G_LAB, display = display.none, active = inResearch)
int labSlippage = input.int(1, "Lab adverse tick cost · each side", minval = 0, maxval = 10000, group = G_LAB, tooltip = "Subtracts two-sided tick cost after the outcome, including target exits. Does not shift hit paths or model actual fills.", display = display.none, active = inResearch)

// Unconditional TA calls preserve each requested ATR's exact historical series.
float labAtr10 = ta.atr(10)
float labAtr14 = ta.atr(14)
float labAtr21 = ta.atr(21)
bool labEnabled = inResearch
bool labDatesValid = labTrainStart < labSplit and labSplit < labValidationEnd

type LabBook
    bool active = false
    int direction = 0
    float entry = na
    float stop = na
    float checkpoint = na
    float target = na
    float risk = na
    int entryBar = na
    bool checkpointSeen = false
    int trades = 0
    int wins = 0
    float netR = 0
    float peakR = 0
    float drawdownR = 0
    int ambiguous = 0
    int boundaryExits = 0

f_labNet(float grossR, float entry, float exitPrice, float risk) =>
    float priceCost = 2 * labSlippage * syminfo.mintick + labCommission / 100 * (math.abs(entry) + math.abs(exitPrice))
    grossR - priceCost / risk

f_labResolve(LabBook book, float exitPrice, float grossR, bool ambiguous, bool boundary) =>
    float result = f_labNet(grossR, book.entry, exitPrice, book.risk)
    book.active := false
    book.trades += 1
    book.wins += result > 0 ? 1 : 0
    book.netR += result
    book.peakR := math.max(book.peakR, book.netR)
    book.drawdownR := math.max(book.drawdownR, book.peakR - book.netR)
    book.ambiguous += ambiguous ? 1 : 0
    book.boundaryExits += boundary ? 1 : 0
    result

// The shared normal outcome has priority. A boundary only closes a survivor.
f_labStepBook(LabBook book, bool forceBoundary) =>
    bool resolved = false
    if book.active
        [closed, exitPrice, exitReason, checkpointSeen, ambiguous, grossR] = f_outcome(book.direction, book.entry, book.stop, book.checkpoint, book.target, book.risk, book.entryBar, book.checkpointSeen)
        book.checkpointSeen := checkpointSeen
        if closed
            f_labResolve(book, exitPrice, grossR, ambiguous, false)
            resolved := true
        else if forceBoundary
            float boundaryR = (close - book.entry) * book.direction / book.risk
            f_labResolve(book, close, boundaryR, false, true)
            resolved := true
    resolved

f_labEnter(LabBook book, int direction, float entry, float stop, float checkpoint, float target, float risk) =>
    book.active := true
    book.direction := direction
    book.entry := entry
    book.stop := stop
    book.checkpoint := checkpoint
    book.target := target
    book.risk := risk
    book.entryBar := bar_index
    book.checkpointSeen := false
    true

f_labTryCandidate(LabBook book, int direction, float candidateAtr) =>
    bool accepted = false
    if direction != 0 and not book.active
        [gatesOk, gateReason] = f_gateDirection(direction)
        [stop, checkpoint, target, risk, quantity, riskOk, riskReason] = f_makePlan(direction, candidateAtr)
        if gatesOk and riskOk
            accepted := f_labEnter(book, direction, close, stop, checkpoint, target, risk)
    accepted

var array<int> labAtrLens = array.from(10, 10, 10, 10, 14, 14, 14, 14, 21, 21, 21, 21)
var array<float> labMultipliers = array.from(1.5, 2.0, 2.5, 3.0, 1.5, 2.0, 2.5, 3.0, 1.5, 2.0, 2.5, 3.0)
var array<DriftState> labTrendStates = array.new<DriftState>()
var array<LabBook> labTrainBooks = array.new<LabBook>()
var array<LabBook> labValBooks = array.new<LabBook>()
var array<int> labFlips = array.new<int>(12, 0)

// Stable renderer exports. Validation indices: 0 frozen leader, 1 manual baseline.
var array<int> labTrainTrades = array.new<int>(12, 0)
var array<int> labTrainWins = array.new<int>(12, 0)
var array<float> labTrainNetR = array.new<float>(12, 0)
var array<float> labTrainMeanR = array.new<float>(12, na)
var array<float> labTrainDD = array.new<float>(12, 0)
var array<int> labTrainAmbiguous = array.new<int>(12, 0)
var array<int> labTrainBoundaryExits = array.new<int>(12, 0)
var array<bool> labTrainActive = array.new<bool>(12, false)
var array<int> labValTrades = array.new<int>(2, 0)
var array<int> labValWins = array.new<int>(2, 0)
var array<float> labValNetR = array.new<float>(2, 0)
var array<float> labValMeanR = array.new<float>(2, na)
var array<float> labValDD = array.new<float>(2, 0)
var array<int> labValAmbiguous = array.new<int>(2, 0)
var array<int> labValBoundaryExits = array.new<int>(2, 0)
var array<bool> labValActive = array.new<bool>(2, false)
var int labFirstLoadedTime = time
var int labFirstReadyTime = na
var int labFirstValidationTime = na
var int labLastObservedTime = na
var int labFreezeTime = na
var int labEndTime = na
var int labWinner = -1
var int labPhase = 0
var bool labFrozen = false
var bool labTrainSeen = false
var bool labValidationSeen = false
var bool labTrainCovered = false
var bool labValidationCovered = false
var string labStatus = not inResearch ? "OFF" : not labDatesValid ? "INVALID DATES" : "WAITING"

if barstate.isfirst
    for i = 0 to 11
        array.push(labTrendStates, DriftState.new())
        array.push(labTrainBooks, LabBook.new())
    array.push(labValBooks, LabBook.new())
    array.push(labValBooks, LabBook.new())

f_labAtr(int length) => length == 10 ? labAtr10 : length == 14 ? labAtr14 : labAtr21

// Ranking reads TRAINING books only, after every boundary settlement has finished.
// Pine float comparisons use platform precision; exact platform ties retain lower ID.
f_labSelect(array<LabBook> books, int minimumTrades, bool covered) =>
    int selected = -1
    float bestMean = na
    float bestDrawdown = na
    if covered
        for i = 0 to 11
            LabBook book = array.get(books, i)
            if book.trades >= minimumTrades
                float mean = book.netR / book.trades
                if selected == -1 or mean > bestMean or (mean == bestMean and book.drawdownR < bestDrawdown)
                    selected := i
                    bestMean := mean
                    bestDrawdown := book.drawdownR
    selected

f_labExport(array<LabBook> books, array<int> trades, array<int> wins, array<float> net, array<float> mean, array<float> drawdown, array<int> ambiguous, array<int> boundaryExits, array<bool> active) =>
    for i = 0 to array.size(books) - 1
        LabBook book = array.get(books, i)
        array.set(trades, i, book.trades)
        array.set(wins, i, book.wins)
        array.set(net, i, book.netR)
        array.set(mean, i, book.trades > 0 ? book.netR / book.trades : na)
        array.set(drawdown, i, book.drawdownR)
        array.set(ambiguous, i, book.ambiguous)
        array.set(boundaryExits, i, book.boundaryExits)
        array.set(active, i, book.active)
    true

if barstate.isconfirmed and labEnabled and labDatesValid
    labLastObservedTime := time_close
    // Keep every candidate's exact ratchet continuously prewarmed across all phases.
    for i = 0 to 11
        float candidateAtr = f_labAtr(array.get(labAtrLens, i))
        DriftState state = array.get(labTrendStates, i)
        int flip = f_stepTrend(state, f_projectCenter(candidateAtr), candidateAtr, array.get(labMultipliers, i), pressureReady and not na(candidateAtr) and candidateAtr > 0)
        array.set(labFlips, i, flip)
    bool allWarm = commonGateReady and (not sensitivityGate or sensitivityReady) and not na(labAtr10) and labAtr10 > 0 and not na(labAtr14) and labAtr14 > 0 and not na(labAtr21) and labAtr21 > 0
    if allWarm and na(labFirstReadyTime)
        labFirstReadyTime := time_close

    if not labFrozen and time_close >= labTrainStart and time_close < labSplit
        labPhase := 1
        labTrainSeen := true
        labTrainCovered := labFirstLoadedTime < labTrainStart and not na(labFirstReadyTime) and labFirstReadyTime < labTrainStart
        for i = 0 to 11
            LabBook book = array.get(labTrainBooks, i)
            bool resolved = f_labStepBook(book, false)
            if not book.active and not resolved
                f_labTryCandidate(book, array.get(labFlips, i), f_labAtr(array.get(labAtrLens, i)))
    else if not labFrozen and time_close >= labSplit
        for i = 0 to 11
            f_labStepBook(array.get(labTrainBooks, i), true)
        labTrainCovered := labTrainSeen and labFirstLoadedTime < labTrainStart and not na(labFirstReadyTime) and labFirstReadyTime < labTrainStart
        labWinner := f_labSelect(labTrainBooks, labMinTrades, labTrainCovered)
        labFrozen := true
        labFreezeTime := time_close
        labPhase := time_close >= labValidationEnd ? 3 : 2
        if labPhase == 3
            labEndTime := time_close
    else if labFrozen and labPhase == 2
        if time_close >= labValidationEnd
            for i = 0 to 1
                f_labStepBook(array.get(labValBooks, i), true)
            labEndTime := time_close
            labPhase := 3
            labValidationCovered := labTrainCovered and labValidationSeen and labFreezeTime < labValidationEnd
        else
            labValidationSeen := true
            if na(labFirstValidationTime)
                labFirstValidationTime := time_close
            LabBook leader = array.get(labValBooks, 0)
            bool leaderResolved = f_labStepBook(leader, false)
            if labWinner >= 0 and not leader.active and not leaderResolved
                f_labTryCandidate(leader, array.get(labFlips, labWinner), f_labAtr(array.get(labAtrLens, labWinner)))
            LabBook baseline = array.get(labValBooks, 1)
            bool baselineResolved = f_labStepBook(baseline, false)
            // Technical eligibility is independent of the core paper ledger's occupancy.
            if candidateDir != 0 and not baseline.active and not baselineResolved
                f_labEnter(baseline, candidateDir, candidateEntry, candidateStop, candidateTP1, candidateTarget, candidateRisk)

    f_labExport(labTrainBooks, labTrainTrades, labTrainWins, labTrainNetR, labTrainMeanR, labTrainDD, labTrainAmbiguous, labTrainBoundaryExits, labTrainActive)
    f_labExport(labValBooks, labValTrades, labValWins, labValNetR, labValMeanR, labValDD, labValAmbiguous, labValBoundaryExits, labValActive)
    labStatus := labPhase == 0 ? "WAITING" : not labTrainCovered ? "INCOMPLETE HISTORY" : labPhase == 1 ? "TRAINING" : labWinner < 0 ? "NO ELIGIBLE TRAIN LEADER" : labPhase == 2 ? "VALIDATING" : not labValidationCovered ? "INCOMPLETE VALIDATION" : "COMPLETE / RESEARCH ONLY"

// DISPLAY ONLY · Pine Chart Studio / Dashboard Studio / Narrative
// All display inputs are excluded from technical gates and order calculations.
string vGroup = "Display · make it yours"
string vTheme = input.string("Accessible", "Theme", options = ["Accessible", "Aurora", "Royal Gold"], group = vGroup, display = display.none)
string vView = input.string(IS_STRATEGY ? "Minimal" : "Full", "Chart view", options = ["Full", "Focus", "Minimal"], group = vGroup, display = display.none)
string vDesk = input.string(IS_STRATEGY ? "Off" : "Full", "Desk", options = ["Full", "Compact", "Off"], group = vGroup, display = display.none)
string vDeskPos = input.string("Top Left", "Desk position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vGroup, display = display.none, active = vDesk != "Off")
string vSize = input.string("Medium", "Desk, lab & tag size", options = ["Small", "Medium", "Large"], group = vGroup, tooltip = "Shared by the desk, research lab and active price tags; remains editable with Desk Off. Medium is the desktop default. Compact desk with Brief Co-Pilot leaves more room on short displays. Large text can cover nearby chart tags.", display = display.none)
bool vChannel = input.bool(true, "Pressure channel", group = vGroup, display = display.none, active = vView == "Full")
bool vReference = input.bool(true, "Trend EMA", group = vGroup, display = display.none, active = vView != "Minimal")
bool vTint = input.bool(false, "Color candles by confirmed direction", group = vGroup, display = display.none)
bool vMarks = input.bool(true, "Entry and outcome markers", group = vGroup, display = display.none)
bool vTags = input.bool(true, "Active price tags", group = vGroup, display = display.none, active = not IS_STRATEGY and vView != "Minimal")
bool vPaperRecord = input.bool(false, "Show gross paper record", group = vGroup, tooltip = "Educational OHLC plan ledger, before costs. Separate from the cost-adjusted research lab and broker strategy.", display = display.none)
int vHistory = input.int(2, "Completed plans visible", minval = 0, maxval = 8, group = vGroup, display = display.none, active = not IS_STRATEGY and vView == "Full")
int vAhead = input.int(12, "Plan projection bars", minval = 3, maxval = 60, group = vGroup, display = display.none, active = not IS_STRATEGY and vView != "Minimal")
string vNarrGroup = "Co-Pilot · read the reasoning"
string vNarr = input.string(IS_STRATEGY ? "Off" : "Brief", "Explanation depth", options = ["Off", "Brief", "Standard", "Detailed"], group = vNarrGroup, display = display.none)
string vNarrPos = input.string("Bottom Right", "Co-Pilot position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vNarrGroup, display = display.none, active = vNarr != "Off")
string vNarrSize = input.string("Medium", "Co-Pilot size", options = ["Small", "Medium", "Large"], group = vNarrGroup, display = display.none, active = vNarr != "Off")
bool vWhy = input.bool(true, "Explain current gates", group = vNarrGroup, display = display.none, active = vNarr == "Standard" or vNarr == "Detailed")
bool vPlan = input.bool(true, "Explain fixed plan", group = vNarrGroup, display = display.none, active = vNarr != "Off")
bool vLimits = input.bool(true, "Show limitations", group = vNarrGroup, display = display.none, active = vNarr == "Standard" or vNarr == "Detailed")
string vLabPos = input.string("Top Left", "Research position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vGroup, display = display.none, active = inResearch)
string vTagPlacement = input.string("In chart", "Price tag placement", options = ["In chart", "Projected"], group = vGroup, display = display.none, active = vTags and not IS_STRATEGY and vView != "Minimal", tooltip = "In chart places current-plan references in a visible lane away from the main panel. This label position is not the entry time; the original ticket remains fixed. Projected uses the plan's future endpoint and needs free right margin. Exact levels always remain in the desk.")
int vTopInset = input.int(12, "Top Left header clearance · %", minval = 0, maxval = 25, group = vGroup, display = display.none, tooltip = "Transparent space above any Top Left panel to clear TradingView's symbol/quote/indicator header. Reduce to zero when that header is hidden; use Compact/Small on short viewports.")

color vBg = vTheme == "Royal Gold" ? #141411 : #101824
color vBand = vTheme == "Royal Gold" ? #29251D : #1B2B40
color vStripe = vTheme == "Royal Gold" ? #1E1C17 : #152031
color vFrame = vTheme == "Royal Gold" ? #655439 : #354B66
color vAccent = vTheme == "Royal Gold" ? #E0C68C : #B0C8ED
color vUp = vTheme == "Accessible" ? #64C4F7 : #52D9BC
color vDown = vTheme == "Aurora" ? #FF8DA4 : #FFC16D
color vText = #E9EFF7
color vMuted = #A5B4C8
string vBody = vSize == "Large" ? size.large : vSize == "Medium" ? size.normal : size.small
string vHero = size.large
string vNBody = vNarrSize == "Large" ? size.large : vNarrSize == "Medium" ? size.normal : size.small

vPosition(string p) =>
    switch p
        "Top Left" => position.top_left
        "Bottom Left" => position.bottom_left
        "Bottom Right" => position.bottom_right
        => position.top_right

vFreeCorner(string wanted, string occupied1, string occupied2) =>
    string picked = wanted
    if picked == occupied1 or picked == occupied2
        picked := "Bottom Left"
        if picked == occupied1 or picked == occupied2
            picked := "Top Left"
        if picked == occupied1 or picked == occupied2
            picked := "Bottom Right"
        if picked == occupied1 or picked == occupied2
            picked := "Top Right"
    picked

vSide(int d) => d == 1 ? "LONG" : d == -1 ? "SHORT" : "NEUTRAL"
vArrow(int d) => d == 1 ? "UP" : d == -1 ? "DOWN" : "FLAT"
vColor(int d) => d == 1 ? vUp : d == -1 ? vDown : vMuted
vNum(float n) => na(n) ? "—" : str.tostring(n, "0.00")
vExact(float p) => na(p) ? "—" : f_jsonEntry(p)
vPrice(float p) => na(p) ? "—" : str.tostring(p, format.mintick)
vUnits(float q) => na(q) ? "—" : f_jsonNumber(q)
vFlag(bool enabled, bool passes) => not enabled ? "INFO" : passes ? "PASS" : "BLOCK"
// v1.2 · words beside the numbers, and checks that show their state as well as whether they are required.
vPressureWord(float d) => na(d) ? "—" : math.abs(d) < 0.5 ? "flat" : math.abs(d) < 1.5 ? (d > 0 ? "leaning buy" : "leaning sell") : (d > 0 ? "strong buy" : "strong sell")
vEfficiencyWord(float e) => na(e) ? "—" : e < 0.2 ? "choppy" : e < 0.5 ? "mixed" : "clean"
vVolumeWord(float v) => na(v) ? "no volume" : str.tostring(v, "0.0") + "× avg"
vTfWord(string tf) => str.contains(tf, "D") or str.contains(tf, "W") or str.contains(tf, "M") or str.contains(tf, "S") ? tf : tf + "m"
vSessionWord() =>
    string s = tradeSession
    str.length(s) >= 9 ? str.substring(s, 0, 2) + ":" + str.substring(s, 2, 4) + "–" + str.substring(s, 5, 7) + ":" + str.substring(s, 7, 9) + " NY" : s + " NY"
vJoin(string acc, string item) => acc == "" ? item : acc + " · " + item
vMark(bool available, bool pass) => available ? pass ? "✓" : "✗" : "—"

vCell(table t, int c, int r, string txt, color fg, color bg, string sz, string align = text.align_left, string tip = "") =>
    table.cell(t, c, r + 1, txt, text_color = fg, bgcolor = bg, text_size = sz, text_halign = align, text_font_family = font.family_monospace, tooltip = tip)

vWide(table t, int row, string txt, color fg, color bg, string sz, string tip = "") =>
    table.merge_cells(t, 0, row + 1, 3, row + 1)
    vCell(t, 0, row, txt, fg, bg, sz, text.align_left, tip)

vPair(table t, int row, string labelText, string valueText, color valueColor, string tip = "") =>
    table.merge_cells(t, 1, row + 1, 3, row + 1)
    vCell(t, 0, row, labelText, vMuted, row % 2 == 0 ? vBg : vStripe, vBody, text.align_right, tip)
    vCell(t, 1, row, valueText, valueColor, row % 2 == 0 ? vBg : vStripe, vBody, text.align_left, tip)

vCheckRow(table t, int row, string name, bool pass, bool gate, bool available, string offText, string tip) =>
    color bg = row % 2 == 0 ? vBg : vStripe
    string state = offText != "" ? offText : available ? pass ? "✓ met" : "✗ not met" : "— no data"
    table.merge_cells(t, 0, row + 1, 1, row + 1)
    vCell(t, 0, row, name, gate ? vText : vMuted, bg, vBody, text.align_left, tip)
    vCell(t, 2, row, state, offText != "" ? vMuted : available and pass ? vUp : available ? gate ? vDown : vMuted : vMuted, bg, vBody, text.align_left, tip)
    vCell(t, 3, row, gate ? "● required" : "○ optional", gate ? vAccent : vMuted, bg, vBody, text.align_right, "Required checks must pass on the flip bar for its own direction. Optional checks are shown for context and never block an entry. Switch them in the entry-gate inputs.")

// On-chart objects are recreated only on the last bar from a bounded ticket pool.
// Historical price/time coordinates stay fixed; display changes do not alter outcomes.
type VTicket
    int dir
    int born
    int ended
    float entry
    float stop
    float checkpoint
    float target
    string result

var array<VTicket> vTickets = array.new<VTicket>()
var array<line> vLines = array.new<line>()
var array<box> vBoxes = array.new<box>()
var array<label> vLabels = array.new<label>()

vLine(int x1, int x2, float y, color c, string style, int width) =>
    line l = line.new(x1, y, x2, y, xloc = xloc.bar_time, color = c, style = style, width = width)
    array.push(vLines, l)

vTag(int x, float actual, float placed, string txt, color c) =>
    label tag = label.new(x, placed, txt, xloc = xloc.bar_time, style = label.style_label_left, color = vBg, textcolor = c, size = vBody, text_font_family = font.family_monospace, tooltip = "Current fixed paper plan. Label time is a viewport reference, not an entry event. Exact level: " + vExact(actual) + ". Entry close UTC: " + str.format_time(planEntryTime, "yyyy-MM-dd HH:mm", "UTC"))
    array.push(vLabels, tag)
    if actual != placed
        line connector = line.new(x, actual, x, placed, xloc = xloc.bar_time, color = color.new(c, 25), style = line.style_dotted)
        array.push(vLines, connector)

vWrap(string txt, int columns) =>
    array<string> words = str.split(txt, " ")
    string output = ""
    int width = 0
    for word in words
        if width > 0 and width + str.length(word) + 1 > columns
            output += "\n"
            width := 0
        output += (width > 0 ? " " : "") + word
        width += str.length(word) + 1
    output

// These descriptive state thresholds do not enter the engine or the research rank.
vRegime(int direction, float score) =>
    na(score) ? "WAIT" : direction == 0 ? "MIXED" : score < 0.5 ? "RANGE" : "TREND"

float vAtr = barstate.isconfirmed ? atr : atr[1]
float vDrift = barstate.isconfirmed ? drift : drift[1]
float vEfficiency = barstate.isconfirmed ? efficiency : efficiency[1]
float vRelVolume = barstate.isconfirmed ? relVolume : relVolume[1]
float vEma = barstate.isconfirmed ? ema : ema[1]
float vCenter = barstate.isconfirmed ? center : center[1]
float vUpper = barstate.isconfirmed ? upperBand : upperBand[1]
float vLower = barstate.isconfirmed ? lowerBand : lowerBand[1]
float vClose = barstate.isconfirmed ? close : close[1]
bool vReady = barstate.isconfirmed ? ready : ready[1]
bool vVolReady = barstate.isconfirmed ? volReady : volReady[1]
bool vSessionOk = barstate.isconfirmed ? inSession : inSession[1]
int vClock = barstate.isconfirmed ? time_close : time_close[1]
int vClosedBar = barstate.isconfirmed ? bar_index : bar_index - 1
int vPlanAge = planActive ? math.max(0, vClosedBar - planEntryBar) : 0
int vBarsLeft = math.max(0, maxHoldBars - vPlanAge)
bool vHistoryReady = barstate.isconfirmed ? commonGateReady : commonGateReady[1]
float vPositiveCount = barstate.isconfirmed ? volumeValidCount : volumeValidCount[1]
bool vSensitivityPass = trend == 1 ? sensitivityLongOk : trend == -1 ? sensitivityShortOk : false
string vNext = trend == 1 ? "Next flip: close below " + vExact(trail) : trend == -1 ? "Next flip: close above " + vExact(trail) : "Wait for trail initialization"
string vPlanClock = "AGE " + str.tostring(vPlanAge) + "/" + str.tostring(maxHoldBars) + " bars · " + str.tostring(vBarsLeft) + " to expiry"
float vPlanDisplacement = planActive and planRisk > 0 ? planDir * (vClose - planEntry) / planRisk : na
string vPlanFreshness = vPlanAge == 0 ? "NEW ON LAST CLOSE · paper entry" : "MONITOR ONLY · entry " + str.tostring(vPlanAge) + (vPlanAge == 1 ? " bar ago" : " bars ago")
string vDisplacementText = "Closed price " + (vPlanDisplacement > 0 ? "+" : "") + vNum(vPlanDisplacement) + "R vs entry · before costs"
bool vEmaPass = trend == 1 ? vClose > vEma : trend == -1 ? vClose < vEma : false
bool vEffPass = not na(vEfficiency) and vEfficiency >= efficiencyMin
int vAligned = trend == 1 ? mtfBull : trend == -1 ? mtfBear : 0
bool vMtfPass = mtfCount > 0 and float(vAligned) / mtfCount >= mtfRequired
bool vHtfAvailable = sensitivityGate and sensitivityReady
int vGateCount = (emaGate ? 1 : 0) + (efficiencyGate ? 1 : 0) + (mtfGate ? 1 : 0) + (sessionGate ? 1 : 0) + (sensitivityGate ? 1 : 0)
int vGatePassed = (emaGate and vEmaPass ? 1 : 0) + (efficiencyGate and vEffPass ? 1 : 0) + (mtfGate and vMtfPass ? 1 : 0) + (sessionGate and vSessionOk ? 1 : 0) + (sensitivityGate and vHtfAvailable and vSensitivityPass ? 1 : 0)
string vChecksHeader = "NOW · " + vArrow(trend) + " TRAIL · " + (vGateCount == 0 ? "no optional filters required" : str.tostring(vGatePassed) + " of " + str.tostring(vGateCount) + " required met")
string vBlock = not vHistoryReady ? "Waiting for calculation history" : not vReady ? "ATR unavailable or zero · entries blocked" : not vVolReady ? "Volume window " + str.tostring(nz(vPositiveCount), "0") + "/" + str.tostring(volumeLen) + " positive · entries blocked" : sensitivityGate and not sensitivityReady ? "HTF sensitivity history unavailable" : vNext + " + enabled gates"
string vState = planActive ? vSide(planDir) + " PLAN ACTIVE" : not vHistoryReady ? "WARMING UP" : not vReady ? "ATR DATA WAIT" : not vVolReady ? "VOLUME WAIT" : sensitivityGate and not sensitivityReady ? "HTF DATA WAIT" : vSide(trend) + " BIAS · WAIT"
color vStateColor = planActive ? vColor(planDir) : not vReady or not vVolReady ? vMuted : vColor(trend)

vPlotUpper = plot(vChannel and vView == "Full" ? vUpper : na, "Pressure envelope upper", color.new(vColor(trend), 82), 1, display = display.all - display.status_line - display.price_scale)
vPlotLower = plot(vChannel and vView == "Full" ? vLower : na, "Pressure envelope lower", color.new(vColor(trend), 82), 1, display = display.all - display.status_line - display.price_scale)
fill(vPlotUpper, vPlotLower, color.new(vColor(trend), 95), title = "Pressure context channel")
plot(vView == "Full" ? vCenter : na, "Pressure center", color.new(vAccent, 30), 1, display = display.all - display.status_line - display.price_scale)
plot(trend == 1 ? trail : na, "Bullish ratchet", vUp, 3, plot.style_linebr, display = display.all - display.status_line - display.price_scale)
plot(trend == -1 ? trail : na, "Bearish ratchet", vDown, 3, plot.style_linebr, display = display.all - display.status_line - display.price_scale)
plot(vReference and vView != "Minimal" ? vEma : na, "Trend EMA reference", color.new(vAccent, 25), 2, display = display.all - display.status_line - display.price_scale)
plot(sensitivityGate and sensitivityReady and vView != "Minimal" ? sensitivityReference : na, "Confirmed HTF sensitivity EMA", color.new(vAccent, 15), 2, plot.style_stepline, display = display.all - display.status_line - display.price_scale)
barcolor(vTint ? color.new(vColor(trend), 15) : na, title = "Confirmed trend candle tint")
plotshape(not IS_STRATEGY and vMarks and signalLong, "Accepted paper long", shape.labelup, location.belowbar, vUp, text = "LONG", textcolor = #101824, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and signalShort, "Accepted paper short", shape.labeldown, location.abovebar, vDown, text = "SHORT", textcolor = #101824, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and planClosed and planLastR > 0, "Positive paper outcome", shape.circle, location.abovebar, vUp, text = "EXIT", textcolor = vUp, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and planClosed and planLastR <= 0, "Nonpositive paper outcome", shape.xcross, location.belowbar, vDown, text = "EXIT", textcolor = vDown, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plot(vDrift, "Confirmed drift score", display = display.data_window)
plot(vEfficiency, "Confirmed efficiency", display = display.data_window)
plot(vRelVolume, "Confirmed relative volume", display = display.data_window)
plot(mtfCount, "Eligible timeframe count", display = display.data_window)
plot(vAligned, "Timeframes aligned to chart trend", display = display.data_window)
plot(planActive ? planEntry : na, "Active paper entry", display = display.data_window)
plot(planActive ? planStop : na, "Active paper stop", display = display.data_window)
plot(planActive ? planTarget : na, "Active paper target", display = display.data_window)

if barstate.isconfirmed
    if planClosed and array.size(vTickets) > 0
        VTicket last = array.get(vTickets, array.size(vTickets) - 1)
        if last.ended == 0
            last.ended := time_close
            last.result := planExitReason + (vPaperRecord ? " · " + vNum(planLastR) + "R" : "")
    if signalLong or signalShort
        array.push(vTickets, VTicket.new(planDir, planEntryTime, 0, planEntry, planStop, planTP1, planTarget, ""))
    // An active ticket never consumes the user's completed-history allowance.
    int completed = 0
    for ticket in vTickets
        if ticket.ended != 0
            completed += 1
    while completed > vHistory
        VTicket oldest = array.shift(vTickets)
        if oldest.ended != 0
            completed -= 1

// Visible references affect only rendering, never signal history or acceptance.
var float vVisibleHigh = na
var float vVisibleLow = na
if time == chart.left_visible_bar_time
    vVisibleHigh := high
    vVisibleLow := low
else if time > chart.left_visible_bar_time and time <= chart.right_visible_bar_time
    vVisibleHigh := math.max(nz(vVisibleHigh, high), high)
    vVisibleLow := math.min(nz(vVisibleLow, low), low)

// Every allocated table needs a unique anchor, even when cleared/disabled.
// Otherwise an invisible table can replace a visible table at the same anchor.
string vWantedDesk = vDesk != "Off" ? vDeskPos : ""
string vWantedNarr = vNarr != "Off" ? vFreeCorner(vNarrPos, vWantedDesk, "") : ""
string vWantedLab = labEnabled ? vFreeCorner(vLabPos, vWantedDesk, vWantedNarr) : ""
string vUsedDesk = vDesk != "Off" ? vWantedDesk : vFreeCorner(vDeskPos, vWantedNarr, vWantedLab)
string vUsedNarr = vNarr != "Off" ? vWantedNarr : vFreeCorner(vNarrPos, vUsedDesk, vWantedLab)
string vUsedLab = labEnabled ? vWantedLab : vFreeCorner(vLabPos, vUsedDesk, vUsedNarr)
bool vLeftPanel = (vDesk != "Off" and str.contains(vUsedDesk, "Left")) or (vNarr != "Off" and str.contains(vUsedNarr, "Left")) or (labEnabled and str.contains(vUsedLab, "Left"))
int vReferenceTime = chart.left_visible_bar_time + int((chart.right_visible_bar_time - chart.left_visible_bar_time) * (vLeftPanel ? 0.52 : 0.15))

if barstate.islast
    for l in vLines
        line.delete(l)
    for b in vBoxes
        box.delete(b)
    for lbl in vLabels
        label.delete(lbl)
    array.clear(vLines)
    array.clear(vBoxes)
    array.clear(vLabels)
    int projectionTime = time_close + int(timeframe.in_seconds() * 1000) * vAhead
    for ticket in vTickets
        bool active = ticket.ended == 0
        bool showTicket = not IS_STRATEGY and (vView == "Full" or (active and vView == "Focus"))
        if showTicket
            int rightTime = active ? projectionTime : ticket.ended
            color sideColor = vColor(ticket.dir)
            int fade = active ? 0 : 72
            array.push(vBoxes, box.new(ticket.born, math.max(ticket.entry, ticket.target), rightTime, math.min(ticket.entry, ticket.target), xloc = xloc.bar_time, border_color = na, bgcolor = color.new(sideColor, active ? 91 : 97)))
            array.push(vBoxes, box.new(ticket.born, math.max(ticket.entry, ticket.stop), rightTime, math.min(ticket.entry, ticket.stop), xloc = xloc.bar_time, border_color = na, bgcolor = color.new(vDown, active ? 90 : 97)))
            vLine(ticket.born, rightTime, ticket.entry, color.new(vAccent, fade), line.style_solid, active ? 2 : 1)
            vLine(ticket.born, rightTime, ticket.stop, color.new(vDown, fade), line.style_solid, active ? 2 : 1)
            vLine(ticket.born, rightTime, ticket.target, color.new(sideColor, fade), line.style_solid, active ? 2 : 1)
            if active
                vLine(ticket.born, rightTime, ticket.checkpoint, color.new(sideColor, 35), line.style_dashed, 1)
                if vTags
                    array<float> levels = array.from(ticket.stop, ticket.entry, ticket.checkpoint, ticket.target)
                    array<int> sorted = array.sort_indices(levels, order.ascending)
                    float occupied = na
                    float spacing = math.max(math.max(nz(vAtr) * 0.22, syminfo.mintick * 3), nz(vVisibleHigh - vVisibleLow) * (vSize == "Large" ? 0.05 : 0.032))
                    int tagTime = vTagPlacement == "In chart" ? vReferenceTime : rightTime
                    for index in sorted
                        float actual = array.get(levels, index)
                        float placed = na(occupied) ? actual : math.max(actual, occupied + spacing)
                        string caption = index == 0 ? "SL  " + vPrice(actual) : index == 1 ? "ENTRY  " + vExact(actual) : index == 2 ? "1R CHECK  " + vPrice(actual) : "TARGET  " + vPrice(actual)
                        color tagColor = index == 0 ? vDown : index == 1 ? vAccent : sideColor
                        if vTagPlacement == "In chart"
                            // Dotted extension identifies a current reference, never historical availability.
                            vLine(math.min(tagTime, ticket.born), math.max(tagTime, ticket.born), actual, color.new(tagColor, 65), line.style_dotted, 1)
                        vTag(tagTime, actual, placed, "PLAN " + caption, tagColor)
                        occupied := placed
            else if vMarks
                array.push(vLabels, label.new(rightTime, ticket.target, ticket.result, xloc = xloc.bar_time, style = label.style_label_left, color = color.new(vBg, 25), textcolor = vMuted, size = size.tiny))

var table vTable = table.new(vPosition(vUsedDesk), 4, 31, bgcolor = na, frame_width = 0)
var table vCopilot = table.new(vPosition(vUsedNarr), 2, 9, bgcolor = na, frame_width = 0)

if barstate.islast
    table.clear(vTable, 0, 0, 3, 30)
    table.set_frame_width(vTable, vDesk == "Off" ? 0 : 1)
    table.set_frame_color(vTable, vFrame)
    table.set_position(vTable, vPosition(vUsedDesk))
    if vDesk != "Off"
        table.cell(vTable, 0, 0, "", height = vUsedDesk == "Top Left" ? vTopInset : 0, bgcolor = na)
        vWide(vTable, 0, "DRIFT DESK                  OPEN SOURCE", vAccent, vBand, vBody)
        vWide(vTable, 1, (planActive ? "● " : "") + vState, vStateColor, vBg, vHero, "WARMING UP / DATA WAIT: the engine cannot judge yet. UP or DOWN TREND · WAIT: the trail has a direction, no plan is open. PLAN ACTIVE: a paper plan with fixed levels is open.")
        vWide(vTable, 2, vWrap(planActive ? vPlanFreshness + (vVolReady ? "" : " · volume blocks new entries") : vBlock, 43), vText, vBg, vBody, "An existing paper ticket is a monitoring reference, not a current entry offer. Even a new accepted close may differ from the live executable price.")
        // Ribbon: done · in progress (amber) · not yet. CHECKS counts required checks for the current trail direction.
        bool stepTrail = vReady and trend != 0
        bool stepFlip = not na(lastFlipBar) and lastFlipBar == vClosedBar
        bool checksDone = vGateCount > 0 and vGatePassed == vGateCount
        bool checksPending = vGateCount > 0 and not checksDone
        string checksTxt = vGateCount == 0 ? "03 CHECKS —" : "03 CHECKS " + str.tostring(vGatePassed) + "/" + str.tostring(vGateCount)
        vCell(vTable, 0, 3, "01 TRAIL" + (stepTrail ? " ✓" : ""), stepTrail ? vBg : vMuted, stepTrail ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "The confirmed pressure trail has a direction.")
        vCell(vTable, 1, 3, "FLIP " + (na(lastFlipBar) ? "—" : str.tostring(math.max(0, vClosedBar - lastFlipBar)) + "b ago"), stepFlip ? vBg : vMuted, stepFlip ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "Historical age of the latest raw flip. This can differ from the active plan's entry event; a flip alone is not accepted entry.")
        vCell(vTable, 2, 3, checksTxt, checksDone or checksPending ? vBg : vMuted, checksDone ? color.new(vStateColor, 20) : checksPending ? color.new(vAccent, 45) : vBand, vBody, text.align_center, "Required checks met over required checks enabled, evaluated for the current trail direction on the last closed bar. — means no check is required.")
        vCell(vTable, 3, 3, "04 PLAN" + (planActive ? " ▶" : ""), planActive ? vBg : vMuted, planActive ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "A paper plan with entry, stop, checkpoint and target is open.")
        vPair(vTable, 4, "RUN", "ATR " + str.tostring(atrLen) + " × " + str.tostring(bandMult, "0.##") + " · target " + str.tostring(rewardR, "0.##") + "R · " + (sensitivityGate ? "HTF EMA " + vTfWord(sensitivityTf) : "HTF EMA off"), vText, "Manual operating parameters; never adopted from the research winner. Pressure EMA " + str.tostring(pressureFastLen) + "/" + str.tostring(pressureSlowLen) + ", deviation " + str.tostring(normalizationLen) + ". Target R is requested; active geometry reports actual rounded R.")
        vWide(vTable, 5, "PRESSURE " + vNum(vDrift) + " · " + vPressureWord(vDrift) + "\nefficiency " + vNum(vEfficiency) + " " + vEfficiencyWord(vEfficiency) + " · volume " + vVolumeWord(vRelVolume), vAccent, vStripe, vBody, "Pressure is a normalized candle-pressure proxy (−3 to +3), not order flow: flat below 0.5, leaning to 1.5, strong beyond. Efficiency is the price-path efficiency ratio (0 to 1): choppy below 0.2, mixed to 0.5, clean above. Volume is relative to its average. Values use the latest closed chart bar.")
        int row = 6
        if vDesk == "Full"
            vCell(vTable, 0, row, "FRAME", vMuted, vBand, vBody, text.align_right)
            vCell(vTable, 1, row, "TREND", vMuted, vBand, vBody)
            vCell(vTable, 2, row, "STATE / SCORE", vMuted, vBand, vBody, text.align_right)
            vCell(vTable, 3, row, "SOURCE", vMuted, vBand, vBody, text.align_right)
            row += 1
            for i = 0 to 7
                string tfName = array.get(mtfNames, i)
                string tfText = tfName == "60" ? "1h" : tfName == "240" ? "4h" : tfName == "D" or tfName == "W" ? tfName : tfName + "m"
                bool eligible = array.get(mtfEligible, i)
                int direction = array.get(mtfDirs, i)
                string stateText = array.get(mtfStates, i)
                bool lower = str.contains(stateText, "LOWER")
                string sourceKey = lower ? "LOWER" : not eligible ? "WAIT" : array.get(mtfIsLocal, i) ? "CLOSE" : timeframe.in_seconds(tfName) > timeframe.in_seconds() ? "HTF [1]" : "SRC [1]"
                // The keys above are the engine's categories; the trader reads them in words.
                string sourceText = sourceKey == "LOWER" ? "below chart" : sourceKey == "WAIT" ? "no data yet" : sourceKey == "CLOSE" ? "this chart" : sourceKey == "HTF [1]" ? "closed bar" : "closed alias"
                string strengthText = eligible ? vRegime(direction, array.get(mtfStrength, i)) + " " + vNum(array.get(mtfStrength, i)) : "—"
                color rowBg = i % 2 == 0 ? vBg : vStripe
                vCell(vTable, 0, row, tfText, vMuted, rowBg, vBody, text.align_right)
                vCell(vTable, 1, row, eligible ? vArrow(direction) : "—", eligible ? vColor(direction) : vMuted, rowBg, vBody)
                vCell(vTable, 2, row, strengthText, vText, rowBg, vBody, text.align_right, "Descriptive EMA proxy only: MIXED when direction is neutral; otherwise RANGE below score 0.5 and TREND at/above 0.5. Displayed score is rounded; category uses raw score " + vExact(array.get(mtfStrength, i)) + ". Score is ATR-normalized EMA separation + slope, capped at 3. Not a gate or probability.")
                vCell(vTable, 3, row, sourceText, vMuted, rowBg, vBody, text.align_right, lower ? "Below chart resolution: intentionally excluded from consensus." : sourceKey == "WAIT" ? "This frame has no completed eligible observation yet." : sourceKey == "CLOSE" ? "The chart's own closed bar." : sourceKey == "HTF [1]" ? "The previous completed higher-timeframe bar. Minutes since its close: " + vNum(array.get(mtfAge, i)) : "An equal-duration alias of the chart on a different calendar; its previous completed bar. Minutes since close: " + vNum(array.get(mtfAge, i)))
                row += 1
        int rangeCount = 0
        for i = 0 to 7
            if array.get(mtfEligible, i) and vRegime(array.get(mtfDirs, i), array.get(mtfStrength, i)) == "RANGE"
                rangeCount += 1
        vPair(vTable, row, "ALIGN", str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " with TRAIL " + vArrow(trend) + "\nUP " + str.tostring(mtfBull) + " / DOWN " + str.tostring(mtfBear) + " / FLAT " + str.tostring(mtfCount - mtfBull - mtfBear) + " · RANGE " + str.tostring(rangeCount), vColor(trend), "All counts include eligible rows only; RANGE overlaps directional counts. Chart pressure-trail direction is the comparison anchor. The local EMA matrix row is a different model and can disagree. Only eligible rows count; neutral rows stay in the denominator. Agreement is not confidence.")
        row += 1
        vWide(vTable, row, vChecksHeader, vAccent, vBand, vBody, "Current checks for the displayed trail direction. A future opposite flip re-evaluates every enabled gate for its own direction at that close; a current ✓ or current PASS is not an entry.")
        row += 1
        // Five checks, required ones first. Names carry the operating value so the row reads without opening the inputs.
        array<string> cNames = array.from("Chart EMA " + str.tostring(emaLen), "Path efficiency ≥ " + str.tostring(efficiencyMin, "0.##"), "Frames agree ≥ " + str.tostring(math.round(mtfRequired * 100)) + "%", "Session " + vSessionWord(), "HTF EMA " + vTfWord(sensitivityTf) + "/" + str.tostring(sensitivityLen) + (vHtfAvailable ? " · " + vPrice(sensitivityReference) : ""))
        array<bool> cPass = array.from(vEmaPass, vEffPass, vMtfPass, vSessionOk, vSensitivityPass)
        array<bool> cGate = array.from(emaGate, efficiencyGate, mtfGate, sessionGate, sensitivityGate)
        array<bool> cAvail = array.from(not na(vEma), not na(vEfficiency), mtfCount > 0, true, vHtfAvailable)
        array<string> cOff = array.from("", "", "", "", sensitivityGate ? "" : "— off")
        array<string> cTips = array.from("Confirmed close on the trail's side of the chart EMA " + str.tostring(emaLen) + ".", "Absolute displacement over " + str.tostring(efficiencyLen) + " bars divided by the path travelled; a rule threshold, not a probability.", "Eligible higher-frame rows pointing the trail's way, over all eligible rows (neutral rows stay in the denominator).", "The bar opened inside the configured New York session.", sensitivityGate ? "Previous completed " + vTfWord(sensitivityTf) + " EMA " + str.tostring(sensitivityLen) + "; raw reference " + vExact(sensitivityReference) + ". Confirmed chart close compared in the trail direction. Source close UTC: " + (na(sensitivityStamp) ? "unavailable" : str.format_time(sensitivityStamp, "yyyy-MM-dd HH:mm", "UTC")) + ". Drift's actual HTF reference, not the vendor's timeframe-scaled EMA." : "Off: no higher-timeframe EMA reference is required. Turn it on in the entry-gate inputs; the reference must be strictly above the chart timeframe.")
        for pass = 0 to 1
            for k = 0 to 4
                bool gate = array.get(cGate, k)
                if (pass == 0 and gate) or (pass == 1 and not gate)
                    vCheckRow(vTable, row, array.get(cNames, k), array.get(cPass, k), gate, array.get(cAvail, k), array.get(cOff, k), array.get(cTips, k))
                    row += 1
        if planActive
            vPair(vTable, row, "ENTRY", vExact(planEntry), vAccent)
            row += 1
            vPair(vTable, row, "STOP", vPrice(planStop) + "  /  " + vExact(planRisk) + " distance", vDown)
            row += 1
            float actualR = math.abs(planTarget - planEntry) / planRisk
            vPair(vTable, row, "TARGET", vPrice(planTarget) + "  /  " + vNum(actualR) + "R", vColor(planDir))
            row += 1
            vPair(vTable, row, "SIZE", vUnits(planQty) + " units · " + vNum(planQty * planRisk * syminfo.pointvalue) + " " + syminfo.currency, vText, "Planned price risk only, before costs/gaps. No FX account conversion or broker lot validation.")
            row += 1
            vWide(vTable, row, vPlanClock + "\n" + vDisplacementText + "\n" + (planTP1Seen ? "1R seen · fixed stop / target" : "1R pending · fixed stop / target"), vMuted, vStripe, vBody, "Original entry close UTC: " + str.format_time(planEntryTime, "yyyy-MM-dd HH:mm", "UTC") + ". Displacement is the last closed chart price versus the original entry, divided by original price risk, signed for the plan. It is not a fill, a new trade's R:R or realized P&L. Timeout follows opening-gap and normal exit priority.")
            row += 1
        else
            vPair(vTable, row, "LAST", paperTrades > 0 ? planExitReason + (vPaperRecord ? " · paper " + vNum(planLastR) + "R" : " · paper plan") : "No completed plan", vMuted, "Gross paper R excludes costs. TradingView's strategy ledger is separate.")
            row += 1
            vWide(vTable, row, vWrap(na(lastFlipBar) ? "No confirmed flip observed yet" : "LAST FLIP · " + str.tostring(math.max(0, vClosedBar - lastFlipBar)) + " bars ago · " + blockedReason, 43), vMuted, vStripe, vBody, na(lastFlipTime) ? "Historical event, separate from the current NEXT condition." : "Historical flip close UTC: " + str.format_time(lastFlipTime, "yyyy-MM-dd HH:mm", "UTC") + ". Its outcome is not the current gate state.")
            row += 1
        if vPaperRecord
            vWide(vTable, row, "GROSS PAPER · " + str.tostring(paperTrades) + " closed · " + vNum(paperNetR) + "R\nCosts excluded · " + str.tostring(paperAmbiguous) + " ambiguous bars", vMuted, vStripe, vBody)
            row += 1
        vWide(vTable, row, "CLOSED BARS · " + syminfo.ticker + " · " + timeframe.period + "\nProEA Lab  /  " + DRIFT_VERSION + "  /  rules you can inspect", vMuted, vBand, size.tiny)

    table.clear(vCopilot, 0, 0, 1, 8)
    table.set_frame_width(vCopilot, vNarr == "Off" ? 0 : 1)
    table.set_frame_color(vCopilot, vFrame)
    table.set_position(vCopilot, vPosition(vUsedNarr))
    if vNarr != "Off"
        table.cell(vCopilot, 0, 0, "", height = vUsedNarr == "Top Left" ? vTopInset : 0, bgcolor = na)
        table.merge_cells(vCopilot, 0, 1, 1, 1)
        vCell(vCopilot, 0, 0, "CO-PILOT  /  THE READ BEHIND THE CHART", vAccent, vBand, vNBody)
        string readText = not vReady ? (not vHistoryReady ? "The engine needs more closed bars." : "ATR is unavailable or zero; new plans are blocked.") : not vVolReady ? "Volume is missing or recovering. Need " + str.tostring(volumeLen) + " positive bars across the full window. Context continues; new plans are blocked." : "The confirmed trail points " + (trend == 1 ? "upward" : "downward") + "; pressure " + vNum(vDrift) + " (" + vPressureWord(vDrift) + "), efficiency " + vNum(vEfficiency) + " (" + vEfficiencyWord(vEfficiency) + "), volume " + vVolumeWord(vRelVolume) + "." + (planActive and planDir != trend ? " The existing " + vSide(planDir) + " plan keeps its fixed levels." : "")
        string planText = planActive ? vPlanFreshness + ". " + vSide(planDir) + " from " + vExact(planEntry) + ". Stop " + vPrice(planStop) + "; target " + vPrice(planTarget) + ". " + vDisplacementText + "." : "No active paper plan. " + vBlock + "."
        // WHY names every check with its state, required ones first; a list a trader can act on, not a verdict.
        string reqText = ""
        string optText = ""
        if emaGate
            reqText := vJoin(reqText, "chart EMA " + vMark(not na(vEma), vEmaPass))
        else
            optText := vJoin(optText, "chart EMA " + vMark(not na(vEma), vEmaPass))
        if efficiencyGate
            reqText := vJoin(reqText, "efficiency " + vMark(not na(vEfficiency), vEffPass))
        else
            optText := vJoin(optText, "efficiency " + vMark(not na(vEfficiency), vEffPass))
        if mtfGate
            reqText := vJoin(reqText, "frames " + str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " " + vMark(mtfCount > 0, vMtfPass))
        else
            optText := vJoin(optText, "frames " + str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " " + vMark(mtfCount > 0, vMtfPass))
        if sessionGate
            reqText := vJoin(reqText, "session " + vMark(true, vSessionOk))
        else
            optText := vJoin(optText, "session " + vMark(true, vSessionOk))
        if sensitivityGate
            reqText := vJoin(reqText, "HTF EMA " + vMark(vHtfAvailable, vSensitivityPass))
        else
            optText := vJoin(optText, "HTF EMA off")
        string whyText = "Required: " + (reqText == "" ? "no optional filters; usable data, risk checks and an available paper slot still apply" : reqText) + ". Optional: " + optText + ". Current checks do not authorize a new entry. A new flip rechecks its own direction; blocked flips are not queued."
        string limitText = "Agreement is not win probability. The 1R line is a checkpoint; it does not move the stop."
        array<string> nLabels = array.from("READ", "WHY", "PLAN", "WATCH", "LIMITS", "AT ENTRY")
        array<string> nTexts = array.from(readText, whyText, planText, planActive ? "A fresh market read never rewrites this ticket. Gaps can exceed planned risk." : vBlock + ".", limitText, planActive ? planReason : "No active entry snapshot.")
        int nr = 1
        for i = 0 to 5
            bool showRow = i == 0 or (i == 1 and vWhy and vNarr != "Brief") or (i == 2 and vPlan) or (i == 3 and vNarr == "Detailed") or (i == 4 and vLimits and vNarr != "Brief") or (i == 5 and vNarr == "Detailed")
            if showRow
                vCell(vCopilot, 0, nr, array.get(nLabels, i), vMuted, nr % 2 == 0 ? vStripe : vBg, vNBody, text.align_right)
                vCell(vCopilot, 1, nr, vWrap(array.get(nTexts, i), 42), vText, nr % 2 == 0 ? vStripe : vBg, vNBody)
                nr += 1

// Research is opt-in. This renderer cannot adopt a winner into operating inputs.
var table vResearch = table.new(vPosition(vUsedLab), 4, 24, bgcolor = na, frame_width = 0)
if barstate.islast
    table.clear(vResearch, 0, 0, 3, 23)
    table.set_frame_width(vResearch, labEnabled ? 1 : 0)
    table.set_frame_color(vResearch, vFrame)
    table.set_position(vResearch, vPosition(vUsedLab))
    if labEnabled
        table.cell(vResearch, 0, 0, "", height = vUsedLab == "Top Left" ? vTopInset : 0, bgcolor = na)
        vWide(vResearch, 0, "RESEARCH LAB              12 FIXED CELLS", vAccent, vBand, vBody)
        vWide(vResearch, 1, vWrap(labStatus, 43), vText, vBg, vBody)
        vCell(vResearch, 0, 2, "ATR / BAND", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 1, 2, "CLOSED", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 2, 2, "MEAN R", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 3, 2, "DD R", vMuted, vBand, vBody, text.align_right)
        for i = 0 to 11
            color bg = i == labWinner ? vBand : i % 2 == 0 ? vBg : vStripe
            color fg = i == labWinner ? vAccent : vMuted
            string candidateName = str.tostring(array.get(labAtrLens, i)) + " / " + str.tostring(array.get(labMultipliers, i), "0.0") + (i == labWinner ? " *" : "")
            int trades = array.get(labTrainTrades, i)
            string rowDetail = "Open plan: " + (array.get(labTrainActive, i) ? "yes" : "no") + "\nAmbiguous exits: " + str.tostring(array.get(labTrainAmbiguous, i)) + "\nForced boundary exits: " + str.tostring(array.get(labTrainBoundaryExits, i)) + "\nOnly resolved trades enter these metrics."
            vCell(vResearch, 0, i + 3, candidateName, fg, bg, vBody, text.align_right, rowDetail)
            vCell(vResearch, 1, i + 3, str.tostring(trades) + (array.get(labTrainActive, i) ? "+" : ""), vText, bg, vBody, text.align_right, rowDetail)
            float meanR = array.get(labTrainMeanR, i)
            vCell(vResearch, 2, i + 3, trades > 0 ? vNum(meanR) : "—", na(meanR) ? vMuted : meanR > 0 ? vUp : vDown, bg, vBody, text.align_right)
            vCell(vResearch, 3, i + 3, trades > 0 ? vNum(array.get(labTrainDD, i)) : "—", vMuted, bg, vBody, text.align_right, "Closed-trade equity drawdown in R; not intratrade drawdown. Commission and slippage use the lab's standardized cost model.")
        vWide(vResearch, 15, "VALIDATION          CLOSED / MEAN R / DD", vAccent, vBand, vBody)
        for j = 0 to 1
            int n = array.get(labValTrades, j)
            string results = str.tostring(n) + (array.get(labValActive, j) ? "+" : "") + " / " + (n > 0 ? vNum(array.get(labValMeanR, j)) : "—") + " / " + (n > 0 ? vNum(array.get(labValDD, j)) : "—")
            string rowDetail = "Open plan: " + (array.get(labValActive, j) ? "yes" : "no") + "\nAmbiguous exits: " + str.tostring(array.get(labValAmbiguous, j)) + "\nForced boundary exits: " + str.tostring(array.get(labValBoundaryExits, j)) + "\nOnly resolved trades enter these metrics."
            vPair(vResearch, 16 + j, j == 0 ? "FROZEN" : "MANUAL", j == 0 and labWinner < 0 ? "No eligible train leader" : results, vText, rowDetail)
        string actualBoundaries = "Observed train freeze UTC: " + (na(labFreezeTime) ? "pending" : str.format_time(labFreezeTime, "yyyy-MM-dd HH:mm", "UTC")) + "\nObserved validation end UTC: " + (na(labEndTime) ? "pending" : str.format_time(labEndTime, "yyyy-MM-dd HH:mm", "UTC"))
        vWide(vResearch, 18, "TRAIN " + (labTrainCovered ? "covered" : labPhase == 0 ? "pending" : "incomplete") + " · VALIDATION " + (labValidationCovered ? "covered" : labPhase < 3 ? "pending" : "incomplete"), vMuted, vStripe, vBody, actualBoundaries)
        vWide(vResearch, 19, "Train rank only · costs included\nManual operating parameters never change", vMuted, vBg, vBody)
        vWide(vResearch, 20, "+ means open · hover rows for exit details\nInspecting validation consumes independence.", vMuted, vBand, size.tiny)
        vWide(vResearch, 21, str.format_time(labTrainStart, "yyyy-MM-dd", "UTC") + " → " + str.format_time(labSplit, "yyyy-MM-dd", "UTC") + "\nValidation to " + str.format_time(labValidationEnd, "yyyy-MM-dd", "UTC") + " · UTC", vMuted, vBg, size.tiny)
        vWide(vResearch, 22, "Cost / side: " + vNum(labCommission) + "% + " + str.tostring(labSlippage) + " ticks\nMinimum train count: " + str.tostring(labMinTrades), vMuted, vBg, size.tiny)

//@version=6
// DRIFT DESK 1.3.0 · original open-source pressure/trend interpretation · MIT
// Shared technical candidates; independent paper and broker acceptance/outcomes.
// Price/volume context is not order flow, probability, or proof of a trading edge.
// Keep extra historical-tick and order-fill recalculation disabled; overrides are outside the confirmed-close model.
// Scenario defaults: 0.04% commission per fill, 1tick slippage, 100% margin. Verify market suitability.
strategy("Drift Desk · Strategy Lab", "Drift Lab", overlay = true, behind_chart = false, initial_capital = 100000, commission_type = strategy.commission.percent, commission_value = 0.04, slippage = 1, margin_long = 100, margin_short = 100, process_orders_on_close = true, calc_on_every_tick = false, calc_on_order_fills = false, calc_on_every_history_tick = false, pyramiding = 0, max_boxes_count = 120, max_lines_count = 250, max_labels_count = 200, max_bars_back = 3000)
const bool IS_STRATEGY = true
const string DRIFT_VERSION = "1.3.0"

// DRIFT DESK · original pressure / ratchet engine. No private indicator code.
const string NY_TZ = "America/New_York"
const string G_PRESSURE = "01 · Pressure & trail"
const string G_GATES = "02 · Optional entry gates"
const string G_RISK = "03 · Fixed paper plan"

int pressureFastLen = input.int(8, "Pressure EMA · fast", minval = 2, maxval = 100, group = G_PRESSURE, display = display.none)
int pressureSlowLen = input.int(21, "Pressure EMA · slow", minval = 3, maxval = 200, group = G_PRESSURE, display = display.none)
int normalizationLen = input.int(50, "Pressure deviation window", minval = 10, maxval = 300, group = G_PRESSURE, display = display.none)
int volumeLen = input.int(20, "Relative volume / valid-bar window", minval = 2, maxval = 200, group = G_PRESSURE, tooltip = "New entries require this many consecutive positive-volume candles. Missing or recovering volume uses neutral price-only context until the complete window is valid.", display = display.none)
float volumeCap = input.float(3, "Relative volume cap", minval = 1, maxval = 10, step = 0.25, group = G_PRESSURE, display = display.none)
float projection = input.float(0.5, "ATR pressure projection", minval = 0, maxval = 2, step = 0.1, group = G_PRESSURE, display = display.none)
int atrLen = input.int(14, "ATR period", minval = 2, maxval = 100, group = G_PRESSURE, display = display.none)
float bandMult = input.float(2, "Trail ATR multiplier", minval = 0.5, maxval = 8, step = 0.25, group = G_PRESSURE, display = display.none)

bool emaGate = input.bool(false, "Require EMA alignment", group = G_GATES, display = display.none)
int emaLen = input.int(100, "Trend EMA length", minval = 5, maxval = 500, group = G_GATES, display = display.none)
bool efficiencyGate = input.bool(false, "Require price-path efficiency", group = G_GATES, display = display.none)
int efficiencyLen = input.int(20, "Efficiency window", minval = 2, maxval = 200, group = G_GATES, display = display.none)
float efficiencyMin = input.float(0.2, "Minimum efficiency · 0 to 1", minval = 0, maxval = 1, step = 0.05, group = G_GATES, active = efficiencyGate, display = display.none)
bool mtfGate = input.bool(false, "Require eligible timeframe agreement", group = G_GATES, display = display.none)
float mtfRequired = input.float(0.625, "Minimum same-direction fraction", minval = 0.5, maxval = 1, step = 0.025, group = G_GATES, tooltip = "Lower or unavailable frames are excluded. Neutral eligible frames stay in the denominator. This count is not a probability.", active = mtfGate, display = display.none)
bool sessionGate = input.bool(false, "Require New York entry session", group = G_GATES, display = display.none)
string tradeSession = input.session("0930-1600", "Entry session · New York", group = G_GATES, tooltip = "Chart-bar opening timestamp determines membership. Close-based decisions can occur at the last inside bar's end. Standard single HHmm-HHmm session.", active = sessionGate, display = display.none)

float cashRisk = input.float(100, "Planned cash risk · symbol currency", minval = 1, maxval = 1000000, group = G_RISK, display = display.none)
string qtyMode = input.string("Auto", "Quantity increment", options = ["Auto", "Manual"], group = G_RISK, tooltip = "Auto uses TradingView's symbol minimum contract quantity (fallback 1). This is feed metadata, not broker-specific acceptance or account FX conversion.", display = display.none)
float manualQtyStep = input.float(1, "Manual quantity step", minval = 0.000001, maxval = 1000000, group = G_RISK, tooltip = "Used in Manual mode. Estimated units use symbol point value and symbol currency. Zero estimated units blocks the plan.", active = qtyMode == "Manual", display = display.none)
float qtyStep = qtyMode == "Auto" ? (not na(syminfo.mincontract) and syminfo.mincontract > 0 ? syminfo.mincontract : 1) : manualQtyStep
int swingLen = input.int(10, "Structure stop · prior bars", minval = 2, maxval = 200, group = G_RISK, display = display.none)
float stopAtrBuffer = input.float(0.25, "Stop ATR buffer", minval = 0, maxval = 5, step = 0.05, group = G_RISK, display = display.none)
float rewardR = input.float(2, "Final target · initial R", minval = 1, maxval = 10, step = 0.25, group = G_RISK, tooltip = "TP1 is an observational 1R checkpoint, with no partial exit or stop movement. The final target is the only target order.", display = display.none)
float maxStopPct = input.float(0, "Maximum stop distance % · zero disables", minval = 0, maxval = 100, step = 0.25, group = G_RISK, display = display.none)
int maxHoldBars = input.int(120, "Plan timeout · bars after entry", minval = 1, maxval = 5000, group = G_RISK, display = display.none)
bool sendJsonAlerts = input.bool(true, IS_STRATEGY ? "Structured broker-submission alerts" : "Structured paper-entry alerts", group = "04 · Alerts", tooltip = "Use Any alert() function call. Indicator: accepted paper plan. Strategy: submitted broker entry with reference plan, not confirmed fill. No external order router.", display = display.none)

// New v1.1 inputs follow the original 26 core inputs to preserve their indices.
bool sensitivityGate = input.bool(false, "Require confirmed HTF EMA alignment", group = G_GATES, tooltip = "Optional original reference: compare the confirmed chart close with the EMA from the last completed higher-timeframe candle. Off preserves the original candidate rule; this is not a vendor sensitivity formula.", display = display.none)
string sensitivityTf = input.timeframe("60", "HTF EMA reference timeframe", group = G_GATES, tooltip = "Must be strictly above the chart timeframe when enabled. Only the preceding completed source candle is used, so the reference is delayed by confirmation.", active = sensitivityGate, display = display.none)
int sensitivityLen = input.int(21, "HTF EMA reference length", minval = 2, maxval = 500, group = G_GATES, active = sensitivityGate, display = display.none)

if barstate.isfirst
    if not chart.is_standard or na(timeframe.in_seconds())
        runtime.error("Drift Desk requires standard time-based candles with usable volume.")
    if pressureFastLen >= pressureSlowLen
        runtime.error("Pressure fast EMA must be shorter than pressure slow EMA.")
    if sessionGate and not timeframe.isintraday
        runtime.error("The optional entry-session gate requires an intraday chart. Turn it off on daily or higher charts.")
    if sensitivityGate and (na(timeframe.in_seconds(sensitivityTf)) or timeframe.in_seconds(sensitivityTf) <= timeframe.in_seconds())
        runtime.error("The enabled HTF EMA reference must be strictly higher than the chart timeframe. Choose a higher reference or turn the gate off.")

// Normalize represented differences before comparison; Pine rounds float operands to nine decimals.
f_numericSign(float value) =>
    int(nz(value / math.abs(value), 0))

f_barOhlcValid(float o, float h, float l, float c) =>
    not na(o) and not na(h) and not na(l) and not na(c) and f_numericSign(h - math.max(o, c)) >= 0 and f_numericSign(l - math.min(o, c)) <= 0

f_requireBarOhlc(float o, float h, float l, float c, int closingStamp) =>
    bool valid = f_barOhlcValid(o, h, l, c)
    if not valid
        runtime.error("Drift Desk paused: invalid confirmed OHLC on " + syminfo.tickerid + " at " + str.format_time(closingStamp, "yyyy-MM-dd HH:mm", "UTC") + " UTC. Open/high/low/close must exist and open/close must be inside the high-low range. Check the feed and reload; no plan outcome is inferred from this bar.")
    valid

// Fail before TA, ratchet, paper, research or broker state consumes an observed malformed bar.
// Missing/zero volume retains its separate, recoverable valid-volume-window policy.
if barstate.isconfirmed
    f_requireBarOhlc(open, high, low, close, time_close)

type DriftState
    float lower = na
    float upper = na
    float trail = na
    int trend = 0

type Event
    int stamp
    string message
    int dir

var array<Event> eventTape = array.new<Event>()
f_event(string message, int direction) =>
    array.unshift(eventTape, Event.new(time_close, message, direction))
    if array.size(eventTape) > 6
        array.pop(eventTape)

f_tickOut(float px, int direction, bool target) =>
    int roundDirection = target ? direction : -direction
    float ticks = px / syminfo.mintick
    math.round_to_mintick((roundDirection == 1 ? math.ceil(ticks - 0.000000001) : math.floor(ticks + 0.000000001)) * syminfo.mintick)

// Preserve real sub-tick feed OHLC; normalize only cancellation-level numeric noise.
f_priceDistance(float fromPrice, float toPrice, int direction) =>
    float rawDistance = (toPrice - fromPrice) * direction
    float rawTicks = rawDistance / syminfo.mintick
    float nearestTicks = math.round(rawTicks)
    float tolerance = 8 * 2.220446049250313e-16 * math.max(1, math.max(math.abs(fromPrice), math.abs(toPrice)) / syminfo.mintick)
    bool snapNoise = math.abs(rawTicks - nearestTicks) / tolerance <= 1
    [snapNoise ? nearestTicks * syminfo.mintick : rawDistance, snapNoise ? nearestTicks : rawTicks]

f_riskQuantity(float distance) =>
    float qty = 0
    if not na(distance) and distance > 0 and syminfo.pointvalue > 0
        float unitRisk = distance * syminfo.pointvalue
        float rawSteps = cashRisk / unitRisk / qtyStep
        float nearestSteps = math.round(rawSteps)
        float tolerance = 8 * 2.220446049250313e-16 * math.max(1, math.abs(rawSteps))
        // Compare scaled errors: Pine rounds float comparison operands to 9 decimals.
        float normalized = math.abs(rawSteps - nearestSteps) / tolerance <= 1 ? nearestSteps : rawSteps
        float wholeSteps = math.floor(normalized)
        qty := wholeSteps * qtyStep
        float totalRisk = qty * unitRisk
        float budgetTolerance = 8 * 2.220446049250313e-16 * math.max(math.abs(cashRisk), math.abs(totalRisk))
        if (totalRisk - cashRisk) / budgetTolerance > 1
            qty := math.max(0, wholeSteps - 1) * qtyStep
    qty

// All TA calls execute globally. Context substitutes neutral volume weight, never zero.
float candleRange = high - low
float closeLocation = candleRange > 0 ? math.max(-1, math.min(1, (2 * close - high - low) / candleRange)) : 0
float bodyEfficiency = candleRange > 0 ? math.max(-1, math.min(1, (close - open) / candleRange)) : 0
float volumeMean = ta.sma(volume, volumeLen)
bool currentVolumePositive = not na(volume) and volume > 0
float volumeValidCount = math.sum(currentVolumePositive ? 1.0 : 0.0, volumeLen)
bool volumeReadyNow = currentVolumePositive and volumeValidCount == volumeLen and not na(volumeMean) and volumeMean > 0
float relVolume = volumeReadyNow ? volume / volumeMean : na
float volumeWeight = volumeReadyNow ? math.min(volumeCap, relVolume) : 1
float pressure = (0.6 * closeLocation + 0.4 * bodyEfficiency) * volumeWeight
float pressureFast = ta.ema(pressure, pressureFastLen)
float pressureSlow = ta.ema(pressure, pressureSlowLen)
float pressureSpread = pressureFast - pressureSlow
float pressureDeviation = ta.stdev(pressureSpread, normalizationLen)
float driftNow = not na(pressureDeviation) and pressureDeviation > 0 ? math.max(-3, math.min(3, pressureSpread / pressureDeviation)) : 0
float atr = ta.atr(atrLen)
float ema = ta.ema(close, emaLen)
float pathTravel = math.sum(math.abs(ta.change(close)), efficiencyLen)
float efficiency = not na(close[efficiencyLen]) and pathTravel > 0 ? math.abs(close - close[efficiencyLen]) / pathTravel : 0
float priorSwingLow = ta.lowest(low, swingLen)[1]
float priorSwingHigh = ta.highest(high, swingLen)[1]
bool pressureReady = not na(close[pressureSlowLen + normalizationLen]) and not na(close[volumeLen]) and not na(pressureDeviation)
bool commonGateReady = pressureReady and not na(close[math.max(emaLen, math.max(efficiencyLen, swingLen))])

// The independent matrix proxy has fixed settings, shared by manual and research trails.
const int mtfFastLen = 20
const int mtfSlowLen = 50
const int mtfSlopeLen = 3
float contextFast = ta.ema(close, mtfFastLen)
float contextSlow = ta.ema(close, mtfSlowLen)
float contextAtr = ta.atr(14)
float contextSlope = contextAtr > 0 ? (contextSlow - contextSlow[mtfSlopeLen]) / contextAtr : 0
int contextDir = contextFast > contextSlow and contextSlope > 0 ? 1 : contextFast < contextSlow and contextSlope < 0 ? -1 : 0
float contextStrength = contextAtr > 0 ? math.min(3, math.abs(contextFast - contextSlow) / contextAtr + math.abs(contextSlope)) : 0
int contextReady = not na(close[mtfSlowLen + mtfSlopeLen]) and not na(contextAtr) and contextAtr > 0 ? 1 : 0

// Lower rows route requests to chart resolution and discard them; no LTF sampling.
float chartSeconds = timeframe.in_seconds()
string requestTf1 = chartSeconds > 60 ? timeframe.period : "1"
string requestTf5 = chartSeconds > 300 ? timeframe.period : "5"
string requestTf15 = chartSeconds > 900 ? timeframe.period : "15"
string requestTf30 = chartSeconds > 1800 ? timeframe.period : "30"
string requestTf60 = chartSeconds > 3600 ? timeframe.period : "60"
string requestTf240 = chartSeconds > 14400 ? timeframe.period : "240"
string requestTfD = chartSeconds > 86400 ? timeframe.period : "D"
string requestTfW = chartSeconds > 604800 ? timeframe.period : "W"
[dir1, strength1, stamp1, ready1] = request.security(syminfo.tickerid, requestTf1, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir5, strength5, stamp5, ready5] = request.security(syminfo.tickerid, requestTf5, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir15, strength15, stamp15, ready15] = request.security(syminfo.tickerid, requestTf15, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir30, strength30, stamp30, ready30] = request.security(syminfo.tickerid, requestTf30, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir60, strength60, stamp60, ready60] = request.security(syminfo.tickerid, requestTf60, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dir240, strength240, stamp240, ready240] = request.security(syminfo.tickerid, requestTf240, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dirD, strengthD, stampD, readyD] = request.security(syminfo.tickerid, requestTfD, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)
[dirW, strengthW, stampW, readyW] = request.security(syminfo.tickerid, requestTfW, [contextDir[1], contextStrength[1], time_close[1], contextReady[1]], lookahead = barmerge.lookahead_on)

// One synchronized confirmed source packet. Off routes to chart context, never LTF.
float sensitivityEmaSource = ta.ema(close, sensitivityLen)
bool sensitivityReadySource = not na(close[sensitivityLen]) and not na(sensitivityEmaSource)
string sensitivityRequestTf = sensitivityGate ? sensitivityTf : timeframe.period
[sensitivityEmaRequested, sensitivityReadyRequested, sensitivityStampRequested] = request.security(syminfo.tickerid, sensitivityRequestTf, [sensitivityEmaSource[1], sensitivityReadySource[1], time_close[1]], lookahead = barmerge.lookahead_on)

var array<string> mtfNames = array.from("1", "5", "15", "30", "60", "240", "D", "W")
var array<float> mtfSeconds = array.from(60.0, 300.0, 900.0, 1800.0, 3600.0, 14400.0, 86400.0, 604800.0)
var array<int> mtfDirs = array.new<int>(8, 0)
var array<float> mtfStrength = array.new<float>(8, na)
var array<float> mtfAge = array.new<float>(8, na)
var array<bool> mtfEligible = array.new<bool>(8, false)
var array<bool> mtfIsLocal = array.new<bool>(8, false)
var array<string> mtfStates = array.new<string>(8, "WARMUP")
var int mtfBull = 0
var int mtfBear = 0
var int mtfNeutral = 0
var int mtfCount = 0
var float mtfAgreement = 0
var int mtfDirection = 0

f_isExactMtf(int index) =>
    float seconds = array.get(mtfSeconds, index)
    index < 6 ? timeframe.isintraday and seconds == chartSeconds : index == 6 ? timeframe.isdaily and timeframe.multiplier == 1 : timeframe.isweekly and timeframe.multiplier == 1

f_setMtf(int index, int requestedDir, float requestedStrength, int requestedStamp, int requestedReady) =>
    float seconds = array.get(mtfSeconds, index)
    bool lower = seconds < chartSeconds
    bool equal = f_isExactMtf(index)
    bool available = not lower and (equal ? contextReady == 1 : requestedReady == 1 and not na(requestedStamp) and requestedStamp <= time_close)
    int direction = available ? (equal ? contextDir : requestedDir) : 0
    array.set(mtfDirs, index, direction)
    array.set(mtfStrength, index, available ? (equal ? contextStrength : requestedStrength) : na)
    array.set(mtfAge, index, available ? (equal ? 0 : math.max(0, (time_close - requestedStamp) / 60000.0)) : na)
    array.set(mtfEligible, index, available)
    array.set(mtfIsLocal, index, equal)
    array.set(mtfStates, index, lower ? "LOWER / N/A" : not available ? "WARMUP" : direction == 1 ? "UP" : direction == -1 ? "DOWN" : "MIXED")

bool sessionNow = not na(time(timeframe.period, tradeSession, NY_TZ))
int sessionStartHour = int(str.tonumber(str.substring(tradeSession, 0, 2)))
int sessionStartMinute = int(str.tonumber(str.substring(tradeSession, 2, 4)))
int sessionAnchorDay = dayofmonth(time, NY_TZ) - (hour(time, NY_TZ) * 60 + minute(time, NY_TZ) < sessionStartHour * 60 + sessionStartMinute ? 1 : 0)
int sessionInstanceStamp = timestamp(NY_TZ, year(time, NY_TZ), month(time, NY_TZ), sessionAnchorDay, sessionStartHour, sessionStartMinute)
bool sessionStart = sessionNow and (not sessionNow[1] or sessionInstanceStamp != sessionInstanceStamp[1])
var bool inSession = false
var bool ready = false
var bool volReady = false
var bool volumeContextOnly = true
var bool sensitivityReady = false
var float sensitivityReference = na
var int sensitivityStamp = na
var bool sensitivityLongOk = false
var bool sensitivityShortOk = false
var float drift = 0
var float center = na
var float trail = na
var float lowerBand = na
var float upperBand = na
var int trend = 0
var DriftState mainState = DriftState.new()

f_projectCenter(float atrIn) =>
    hlc3 + drift * atrIn * projection

f_stepTrend(DriftState state, float projectedCenter, float atrIn, float multiplier, bool valid) =>
    int flip = 0
    if valid
        float rawLower = projectedCenter - atrIn * multiplier
        float rawUpper = projectedCenter + atrIn * multiplier
        float previousLower = state.lower
        float previousUpper = state.upper
        int previousTrend = state.trend
        state.lower := na(previousLower) ? rawLower : close[1] >= previousLower ? math.max(rawLower, previousLower) : rawLower
        state.upper := na(previousUpper) ? rawUpper : close[1] <= previousUpper ? math.min(rawUpper, previousUpper) : rawUpper
        if previousTrend == 0
            state.trend := close >= projectedCenter ? 1 : -1
        else if previousTrend == 1 and close < previousLower
            state.trend := -1
            flip := -1
        else if previousTrend == -1 and close > previousUpper
            state.trend := 1
            flip := 1
        state.trail := state.trend == 1 ? state.lower : state.upper
    flip

f_gateDirection(int direction) =>
    bool emaOk = direction == 1 ? close > ema : direction == -1 ? close < ema : false
    bool efficiencyOk = efficiency >= efficiencyMin
    float agreement = mtfCount > 0 ? (direction == 1 ? mtfBull : mtfBear) * 1.0 / mtfCount : 0
    bool mtfOk = mtfCount > 0 and agreement >= mtfRequired
    bool sensitivityOk = direction == 1 ? sensitivityLongOk : direction == -1 ? sensitivityShortOk : false
    bool allowed = direction != 0 and commonGateReady and volReady and (not emaGate or emaOk) and (not efficiencyGate or efficiencyOk) and (not mtfGate or mtfOk) and (not sessionGate or inSession) and (not sensitivityGate or sensitivityOk)
    string reason = not commonGateReady ? "Full history warmup required" : not volReady ? "Volume missing/recovering · need " + str.tostring(volumeLen) + " positive bars" : emaGate and not emaOk ? "EMA alignment missing" : efficiencyGate and not efficiencyOk ? "Path efficiency below threshold" : mtfGate and not mtfOk ? "Eligible timeframe agreement missing" : sessionGate and not inSession ? "Outside New York entry session" : sensitivityGate and not sensitivityReady ? "Confirmed HTF EMA history unavailable" : sensitivityGate and not sensitivityOk ? "Confirmed HTF EMA alignment missing" : "Confirmed flip · volume valid" + (emaGate ? " · EMA" : "") + (efficiencyGate ? " · efficiency" : "") + (mtfGate ? " · MTF" : "") + (sessionGate ? " · session" : "") + (sensitivityGate ? " · confirmed HTF EMA" : "")
    [allowed, reason]

f_makePlan(int direction, float atrIn) =>
    float stop = f_tickOut(direction == 1 ? priorSwingLow - atrIn * stopAtrBuffer : priorSwingHigh + atrIn * stopAtrBuffer, direction, false)
    [risk, riskTicks] = f_priceDistance(stop, close, direction)
    float checkpoint = f_tickOut(close + direction * risk, direction, true)
    float target = f_tickOut(close + direction * risk * rewardR, direction, true)
    [targetDistance, targetTicks] = f_priceDistance(close, target, direction)
    float qty = f_riskQuantity(risk)
    bool percentOk = maxStopPct == 0 or (math.abs(close) > 0 and risk / math.abs(close) * 100 <= maxStopPct)
    bool valid = direction != 0 and not na(close[swingLen]) and not na(atrIn) and atrIn > 0 and not na(stop) and math.floor(riskTicks) >= 1 and math.floor(targetTicks) >= 1 and qty > 0 and percentOk
    string reason = not percentOk ? "Stop exceeds configured percentage" : not valid ? "Invalid stop / tick distance / quantity" : "Fixed structure + ATR plan"
    [stop, checkpoint, target, risk, qty, valid, reason]

f_outcome(int direction, float entry, float stop, float checkpoint, float target, float risk, int entryBar, bool checkpointSeen) =>
    bool closed = false
    float exitPrice = na
    string exitReason = ""
    bool hitCheckpoint = checkpointSeen
    bool ambiguous = false
    float resultR = na
    if bar_index > entryBar
        bool stopGap = direction == 1 ? open <= stop : open >= stop
        bool targetGap = direction == 1 ? open >= target : open <= target
        bool stopTouch = direction == 1 ? low <= stop : high >= stop
        bool targetTouch = direction == 1 ? high >= target : low <= target
        bool checkpointTouch = direction == 1 ? high >= checkpoint : low <= checkpoint
        bool checkpointAtOpen = direction == 1 ? open >= checkpoint : open <= checkpoint
        // The opening print has known priority over a later stop touch.
        hitCheckpoint := checkpointSeen or (not stopGap and checkpointAtOpen)
        if stopGap
            exitPrice := open
            exitReason := "GAP STOP"
        else if targetGap
            exitPrice := target
            exitReason := "FINAL TARGET"
            hitCheckpoint := true
        else if stopTouch
            exitPrice := stop
            ambiguous := targetTouch
            exitReason := targetTouch ? "DUAL TOUCH → STOP" : "STOP"
        else
            hitCheckpoint := hitCheckpoint or checkpointTouch
            if targetTouch
                exitPrice := target
                exitReason := "FINAL TARGET"
            else if bar_index - entryBar >= maxHoldBars
                exitPrice := close
                exitReason := "TIMEOUT"
        closed := not na(exitPrice)
        if closed
            resultR := (exitPrice - entry) * direction / risk
    [closed, exitPrice, exitReason, hitCheckpoint, ambiguous, resultR]

var bool planActive = false
var int planDir = 0
var float planEntry = na
var float planStop = na
var float planTP1 = na
var float planTarget = na
var float planRisk = na
var float planQty = na
var int planEntryBar = na
var int planEntryTime = na
var bool planTP1Seen = false
var string planReason = "No accepted plan"
var float planExit = na
var string planExitReason = "No resolved plan"
var float planLastR = na
var int paperTrades = 0
var int paperWins = 0
var int paperLosses = 0
var float paperNetR = 0
var int paperAmbiguous = 0
var int paperCheckpoints = 0
var string blockedReason = "Wait for full history"
var int lastFlipBar = na
var int lastFlipTime = na
bool rawLong = false
bool rawShort = false
bool candidateLong = false
bool candidateShort = false
int candidateDir = 0
float candidateEntry = na
float candidateStop = na
float candidateTP1 = na
float candidateTarget = na
float candidateRisk = na
float candidateQty = na
string candidateReason = ""
bool signalLong = false
bool signalShort = false
bool planClosed = false
bool planTP1Pulse = false

if barstate.isconfirmed
    ready := commonGateReady and not na(atr) and atr > 0
    volReady := volumeReadyNow
    volumeContextOnly := not volReady
    inSession := sessionNow
    sensitivityReady := sensitivityGate and sensitivityReadyRequested and not na(sensitivityEmaRequested) and not na(sensitivityStampRequested) and sensitivityStampRequested <= time_close
    sensitivityReference := sensitivityReady ? sensitivityEmaRequested : na
    sensitivityStamp := sensitivityReady ? sensitivityStampRequested : na
    sensitivityLongOk := sensitivityReady and close > sensitivityReference
    sensitivityShortOk := sensitivityReady and close < sensitivityReference
    drift := driftNow
    center := f_projectCenter(atr)
    f_setMtf(0, dir1, strength1, stamp1, ready1)
    f_setMtf(1, dir5, strength5, stamp5, ready5)
    f_setMtf(2, dir15, strength15, stamp15, ready15)
    f_setMtf(3, dir30, strength30, stamp30, ready30)
    f_setMtf(4, dir60, strength60, stamp60, ready60)
    f_setMtf(5, dir240, strength240, stamp240, ready240)
    f_setMtf(6, dirD, strengthD, stampD, readyD)
    f_setMtf(7, dirW, strengthW, stampW, readyW)
    mtfBull := 0
    mtfBear := 0
    mtfNeutral := 0
    mtfCount := 0
    for i = 0 to 7
        if array.get(mtfEligible, i)
            mtfCount += 1
            int side = array.get(mtfDirs, i)
            mtfBull += side == 1 ? 1 : 0
            mtfBear += side == -1 ? 1 : 0
            mtfNeutral += side == 0 ? 1 : 0
    mtfAgreement := mtfCount > 0 ? math.max(mtfBull, mtfBear) * 1.0 / mtfCount : 0
    mtfDirection := mtfCount > 0 and mtfBull > mtfBear and mtfBull * 1.0 / mtfCount >= mtfRequired ? 1 : mtfCount > 0 and mtfBear > mtfBull and mtfBear * 1.0 / mtfCount >= mtfRequired ? -1 : 0
    int flip = f_stepTrend(mainState, center, atr, bandMult, pressureReady and not na(atr) and atr > 0)
    trend := mainState.trend
    trail := mainState.trail
    lowerBand := mainState.lower
    upperBand := mainState.upper
    rawLong := flip == 1
    rawShort := flip == -1
    if flip != 0
        lastFlipBar := bar_index
        lastFlipTime := time_close
    if ready and not volReady and volumeReadyNow[1]
        f_event("Volume gap · recovery window required", 0)

    if planActive
        [closed, exitPrice, exitReason, checkpointHit, ambiguous, resultR] = f_outcome(planDir, planEntry, planStop, planTP1, planTarget, planRisk, planEntryBar, planTP1Seen)
        if checkpointHit and not planTP1Seen
            planTP1Seen := true
            planTP1Pulse := true
            paperCheckpoints += 1
            f_event("1R observed · no order change", planDir)
        if closed
            planActive := false
            planClosed := true
            planExit := exitPrice
            planExitReason := exitReason
            planLastR := resultR
            paperTrades += 1
            paperWins += resultR > 0 ? 1 : 0
            paperLosses += resultR < 0 ? 1 : 0
            paperNetR += resultR
            paperAmbiguous += ambiguous ? 1 : 0
            f_event(exitReason + " · " + str.tostring(resultR, "0.##") + "R", planDir)

    if flip != 0
        [gatesOk, gateReason] = f_gateDirection(flip)
        [stop, checkpoint, target, risk, qty, riskOk, riskReason] = f_makePlan(flip, atr)
        blockedReason := not gatesOk ? gateReason : not riskOk ? riskReason : planActive ? "Valid flip · paper plan already active" : planClosed ? "Valid flip · no replacement on exit bar" : "Accepted paper plan"
        if gatesOk and riskOk
            candidateDir := flip
            candidateLong := flip == 1
            candidateShort := flip == -1
            candidateEntry := close
            candidateStop := stop
            candidateTP1 := checkpoint
            candidateTarget := target
            candidateRisk := risk
            candidateQty := qty
            candidateReason := gateReason + " · " + riskReason
            if not planActive and not planClosed
                planActive := true
                planDir := flip
                planEntry := candidateEntry
                planStop := candidateStop
                planTP1 := candidateTP1
                planTarget := candidateTarget
                planRisk := candidateRisk
                planQty := candidateQty
                planEntryBar := bar_index
                planEntryTime := time_close
                planTP1Seen := false
                planReason := candidateReason
                signalLong := flip == 1
                signalShort := flip == -1
                f_event((flip == 1 ? "LONG" : "SHORT") + " paper · " + str.tostring(close, format.mintick), flip)
        if not signalLong and not signalShort
            f_event((flip == 1 ? "UP FLIP" : "DOWN FLIP") + " · " + blockedReason, flip)

string deskState = not ready ? "WARMUP" : planActive ? (planDir == 1 ? "LONG" : "SHORT") : not volReady ? "VOLUME WAIT" : trend == 1 ? "UP TREND" : "DOWN TREND"
string deskReason = not ready ? "Collecting complete pressure / structure history" : planActive ? "Fixed plan active · checkpoint is observational" : not volReady ? "Volume missing/recovering · need " + str.tostring(volumeLen) + " consecutive positive bars" : "Wait for the next confirmed trail flip"

f_jsonNumber(float value) =>
    string result = "null"
    if not na(value)
        if f_numericSign(value) == 0
            result := "0"
        else
            int exponent = int(math.floor(math.log10(math.abs(value))))
            result := exponent < -6 or exponent > 12 ? str.tostring(value / math.pow(10, exponent), "0.################") + "e" + str.tostring(exponent) : str.tostring(value, "0.################")
    result
f_jsonPrice(float value) =>
    na(value) ? "null" : str.tostring(value, format.mintick)
f_jsonEntry(float value) =>
    f_jsonNumber(value)
f_jsonString(string value) =>
    "\"" + str.replace_all(str.replace_all(value, "\\", "\\\\"), "\"", "\\\"") + "\""

// Indicator-only dialog conditions; strategies use broker submission alert() below.
alertcondition(not IS_STRATEGY and signalLong, "Drift Desk · Long paper plan", "Confirmed long paper plan on {{ticker}} {{interval}}")
alertcondition(not IS_STRATEGY and signalShort, "Drift Desk · Short paper plan", "Confirmed short paper plan on {{ticker}} {{interval}}")
alertcondition(not IS_STRATEGY and (rawLong or rawShort), "Drift Desk · Trail flip", "Confirmed trail direction changed on {{ticker}} {{interval}}; gates may block entry")
alertcondition(not IS_STRATEGY and planTP1Pulse, "Drift Desk · 1R observed", "Paper 1R checkpoint observed; no partial exit or stop adjustment")
alertcondition(not IS_STRATEGY and planClosed, "Drift Desk · Paper resolved", "Paper plan resolved; the paper record excludes costs")
if barstate.isconfirmed and not IS_STRATEGY and sendJsonAlerts and (signalLong or signalShort)
    string id = syminfo.tickerid + "|" + timeframe.period + "|" + str.tostring(time_close) + "|" + str.tostring(planDir)
    string payload = "{\"schema\":\"drift-desk.v1\",\"event\":\"paper_entry\",\"id\":" + f_jsonString(id) + ",\"symbol\":" + f_jsonString(syminfo.tickerid) + ",\"timeframe\":" + f_jsonString(timeframe.period) + ",\"bar_close_ms\":" + str.tostring(time_close) + ",\"direction\":" + str.tostring(planDir) + ",\"entry\":" + f_jsonEntry(planEntry) + ",\"stop\":" + f_jsonPrice(planStop) + ",\"checkpoint\":" + f_jsonPrice(planTP1) + ",\"target\":" + f_jsonPrice(planTarget) + ",\"quantity_estimate\":" + f_jsonNumber(planQty) + ",\"symbol_currency\":" + f_jsonString(syminfo.currency)
    payload += ",\"drift\":" + f_jsonNumber(drift) + ",\"relative_volume\":" + f_jsonNumber(relVolume) + ",\"mtf_up\":" + str.tostring(mtfBull) + ",\"mtf_down\":" + str.tostring(mtfBear) + ",\"mtf_eligible\":" + str.tostring(mtfCount) + ",\"reason\":" + f_jsonString(planReason) + ",\"checkpoint_observational\":true,\"confirmed\":true,\"costs_included\":false}"
    alert(payload, alert.freq_once_per_bar_close)

// RESEARCH ONLY · fixed grid, train-only selection, no live parameter adoption.
const string G_LAB = "05 · Fixed-window research · opt in"
bool inResearch = input.bool(false, "Enable 12-candidate research lab", group = G_LAB, tooltip = "Runs only on available chart history. It never changes manual settings. Reinspection is not a fresh holdout. Costs below are a standardized R drag, separate from broker properties.", display = display.none)
int labTrainStart = input.time(timestamp("01 Jan 2026 00:00 +0000"), "Training start · UTC", group = G_LAB, display = display.none, active = inResearch)
int labSplit = input.time(timestamp("01 Jun 2026 00:00 +0000"), "Train / validation split · UTC", group = G_LAB, tooltip = "Flatten and freeze at the first observed confirmed close at or beyond this time. No validation entry on that settlement bar.", display = display.none, active = inResearch)
int labValidationEnd = input.time(timestamp("01 Sep 2026 00:00 +0000"), "Validation end · UTC", group = G_LAB, display = display.none, active = inResearch)
int labMinTrades = input.int(20, "Minimum training trades for selection", minval = 1, maxval = 1000, group = G_LAB, tooltip = "A sample filter, not evidence of statistical significance. Incomplete training history prevents selection even if this minimum is met.", display = display.none, active = inResearch)
float labCommission = input.float(0.04, "Lab commission % · each side", minval = 0, maxval = 10, step = 0.01, group = G_LAB, display = display.none, active = inResearch)
int labSlippage = input.int(1, "Lab adverse tick cost · each side", minval = 0, maxval = 10000, group = G_LAB, tooltip = "Subtracts two-sided tick cost after the outcome, including target exits. Does not shift hit paths or model actual fills.", display = display.none, active = inResearch)

// Unconditional TA calls preserve each requested ATR's exact historical series.
float labAtr10 = ta.atr(10)
float labAtr14 = ta.atr(14)
float labAtr21 = ta.atr(21)
bool labEnabled = inResearch
bool labDatesValid = labTrainStart < labSplit and labSplit < labValidationEnd

type LabBook
    bool active = false
    int direction = 0
    float entry = na
    float stop = na
    float checkpoint = na
    float target = na
    float risk = na
    int entryBar = na
    bool checkpointSeen = false
    int trades = 0
    int wins = 0
    float netR = 0
    float peakR = 0
    float drawdownR = 0
    int ambiguous = 0
    int boundaryExits = 0

f_labNet(float grossR, float entry, float exitPrice, float risk) =>
    float priceCost = 2 * labSlippage * syminfo.mintick + labCommission / 100 * (math.abs(entry) + math.abs(exitPrice))
    grossR - priceCost / risk

f_labResolve(LabBook book, float exitPrice, float grossR, bool ambiguous, bool boundary) =>
    float result = f_labNet(grossR, book.entry, exitPrice, book.risk)
    book.active := false
    book.trades += 1
    book.wins += result > 0 ? 1 : 0
    book.netR += result
    book.peakR := math.max(book.peakR, book.netR)
    book.drawdownR := math.max(book.drawdownR, book.peakR - book.netR)
    book.ambiguous += ambiguous ? 1 : 0
    book.boundaryExits += boundary ? 1 : 0
    result

// The shared normal outcome has priority. A boundary only closes a survivor.
f_labStepBook(LabBook book, bool forceBoundary) =>
    bool resolved = false
    if book.active
        [closed, exitPrice, exitReason, checkpointSeen, ambiguous, grossR] = f_outcome(book.direction, book.entry, book.stop, book.checkpoint, book.target, book.risk, book.entryBar, book.checkpointSeen)
        book.checkpointSeen := checkpointSeen
        if closed
            f_labResolve(book, exitPrice, grossR, ambiguous, false)
            resolved := true
        else if forceBoundary
            float boundaryR = (close - book.entry) * book.direction / book.risk
            f_labResolve(book, close, boundaryR, false, true)
            resolved := true
    resolved

f_labEnter(LabBook book, int direction, float entry, float stop, float checkpoint, float target, float risk) =>
    book.active := true
    book.direction := direction
    book.entry := entry
    book.stop := stop
    book.checkpoint := checkpoint
    book.target := target
    book.risk := risk
    book.entryBar := bar_index
    book.checkpointSeen := false
    true

f_labTryCandidate(LabBook book, int direction, float candidateAtr) =>
    bool accepted = false
    if direction != 0 and not book.active
        [gatesOk, gateReason] = f_gateDirection(direction)
        [stop, checkpoint, target, risk, quantity, riskOk, riskReason] = f_makePlan(direction, candidateAtr)
        if gatesOk and riskOk
            accepted := f_labEnter(book, direction, close, stop, checkpoint, target, risk)
    accepted

var array<int> labAtrLens = array.from(10, 10, 10, 10, 14, 14, 14, 14, 21, 21, 21, 21)
var array<float> labMultipliers = array.from(1.5, 2.0, 2.5, 3.0, 1.5, 2.0, 2.5, 3.0, 1.5, 2.0, 2.5, 3.0)
var array<DriftState> labTrendStates = array.new<DriftState>()
var array<LabBook> labTrainBooks = array.new<LabBook>()
var array<LabBook> labValBooks = array.new<LabBook>()
var array<int> labFlips = array.new<int>(12, 0)

// Stable renderer exports. Validation indices: 0 frozen leader, 1 manual baseline.
var array<int> labTrainTrades = array.new<int>(12, 0)
var array<int> labTrainWins = array.new<int>(12, 0)
var array<float> labTrainNetR = array.new<float>(12, 0)
var array<float> labTrainMeanR = array.new<float>(12, na)
var array<float> labTrainDD = array.new<float>(12, 0)
var array<int> labTrainAmbiguous = array.new<int>(12, 0)
var array<int> labTrainBoundaryExits = array.new<int>(12, 0)
var array<bool> labTrainActive = array.new<bool>(12, false)
var array<int> labValTrades = array.new<int>(2, 0)
var array<int> labValWins = array.new<int>(2, 0)
var array<float> labValNetR = array.new<float>(2, 0)
var array<float> labValMeanR = array.new<float>(2, na)
var array<float> labValDD = array.new<float>(2, 0)
var array<int> labValAmbiguous = array.new<int>(2, 0)
var array<int> labValBoundaryExits = array.new<int>(2, 0)
var array<bool> labValActive = array.new<bool>(2, false)
var int labFirstLoadedTime = time
var int labFirstReadyTime = na
var int labFirstValidationTime = na
var int labLastObservedTime = na
var int labFreezeTime = na
var int labEndTime = na
var int labWinner = -1
var int labPhase = 0
var bool labFrozen = false
var bool labTrainSeen = false
var bool labValidationSeen = false
var bool labTrainCovered = false
var bool labValidationCovered = false
var string labStatus = not inResearch ? "OFF" : not labDatesValid ? "INVALID DATES" : "WAITING"

if barstate.isfirst
    for i = 0 to 11
        array.push(labTrendStates, DriftState.new())
        array.push(labTrainBooks, LabBook.new())
    array.push(labValBooks, LabBook.new())
    array.push(labValBooks, LabBook.new())

f_labAtr(int length) => length == 10 ? labAtr10 : length == 14 ? labAtr14 : labAtr21

// Ranking reads TRAINING books only, after every boundary settlement has finished.
// Pine float comparisons use platform precision; exact platform ties retain lower ID.
f_labSelect(array<LabBook> books, int minimumTrades, bool covered) =>
    int selected = -1
    float bestMean = na
    float bestDrawdown = na
    if covered
        for i = 0 to 11
            LabBook book = array.get(books, i)
            if book.trades >= minimumTrades
                float mean = book.netR / book.trades
                if selected == -1 or mean > bestMean or (mean == bestMean and book.drawdownR < bestDrawdown)
                    selected := i
                    bestMean := mean
                    bestDrawdown := book.drawdownR
    selected

f_labExport(array<LabBook> books, array<int> trades, array<int> wins, array<float> net, array<float> mean, array<float> drawdown, array<int> ambiguous, array<int> boundaryExits, array<bool> active) =>
    for i = 0 to array.size(books) - 1
        LabBook book = array.get(books, i)
        array.set(trades, i, book.trades)
        array.set(wins, i, book.wins)
        array.set(net, i, book.netR)
        array.set(mean, i, book.trades > 0 ? book.netR / book.trades : na)
        array.set(drawdown, i, book.drawdownR)
        array.set(ambiguous, i, book.ambiguous)
        array.set(boundaryExits, i, book.boundaryExits)
        array.set(active, i, book.active)
    true

if barstate.isconfirmed and labEnabled and labDatesValid
    labLastObservedTime := time_close
    // Keep every candidate's exact ratchet continuously prewarmed across all phases.
    for i = 0 to 11
        float candidateAtr = f_labAtr(array.get(labAtrLens, i))
        DriftState state = array.get(labTrendStates, i)
        int flip = f_stepTrend(state, f_projectCenter(candidateAtr), candidateAtr, array.get(labMultipliers, i), pressureReady and not na(candidateAtr) and candidateAtr > 0)
        array.set(labFlips, i, flip)
    bool allWarm = commonGateReady and (not sensitivityGate or sensitivityReady) and not na(labAtr10) and labAtr10 > 0 and not na(labAtr14) and labAtr14 > 0 and not na(labAtr21) and labAtr21 > 0
    if allWarm and na(labFirstReadyTime)
        labFirstReadyTime := time_close

    if not labFrozen and time_close >= labTrainStart and time_close < labSplit
        labPhase := 1
        labTrainSeen := true
        labTrainCovered := labFirstLoadedTime < labTrainStart and not na(labFirstReadyTime) and labFirstReadyTime < labTrainStart
        for i = 0 to 11
            LabBook book = array.get(labTrainBooks, i)
            bool resolved = f_labStepBook(book, false)
            if not book.active and not resolved
                f_labTryCandidate(book, array.get(labFlips, i), f_labAtr(array.get(labAtrLens, i)))
    else if not labFrozen and time_close >= labSplit
        for i = 0 to 11
            f_labStepBook(array.get(labTrainBooks, i), true)
        labTrainCovered := labTrainSeen and labFirstLoadedTime < labTrainStart and not na(labFirstReadyTime) and labFirstReadyTime < labTrainStart
        labWinner := f_labSelect(labTrainBooks, labMinTrades, labTrainCovered)
        labFrozen := true
        labFreezeTime := time_close
        labPhase := time_close >= labValidationEnd ? 3 : 2
        if labPhase == 3
            labEndTime := time_close
    else if labFrozen and labPhase == 2
        if time_close >= labValidationEnd
            for i = 0 to 1
                f_labStepBook(array.get(labValBooks, i), true)
            labEndTime := time_close
            labPhase := 3
            labValidationCovered := labTrainCovered and labValidationSeen and labFreezeTime < labValidationEnd
        else
            labValidationSeen := true
            if na(labFirstValidationTime)
                labFirstValidationTime := time_close
            LabBook leader = array.get(labValBooks, 0)
            bool leaderResolved = f_labStepBook(leader, false)
            if labWinner >= 0 and not leader.active and not leaderResolved
                f_labTryCandidate(leader, array.get(labFlips, labWinner), f_labAtr(array.get(labAtrLens, labWinner)))
            LabBook baseline = array.get(labValBooks, 1)
            bool baselineResolved = f_labStepBook(baseline, false)
            // Technical eligibility is independent of the core paper ledger's occupancy.
            if candidateDir != 0 and not baseline.active and not baselineResolved
                f_labEnter(baseline, candidateDir, candidateEntry, candidateStop, candidateTP1, candidateTarget, candidateRisk)

    f_labExport(labTrainBooks, labTrainTrades, labTrainWins, labTrainNetR, labTrainMeanR, labTrainDD, labTrainAmbiguous, labTrainBoundaryExits, labTrainActive)
    f_labExport(labValBooks, labValTrades, labValWins, labValNetR, labValMeanR, labValDD, labValAmbiguous, labValBoundaryExits, labValActive)
    labStatus := labPhase == 0 ? "WAITING" : not labTrainCovered ? "INCOMPLETE HISTORY" : labPhase == 1 ? "TRAINING" : labWinner < 0 ? "NO ELIGIBLE TRAIN LEADER" : labPhase == 2 ? "VALIDATING" : not labValidationCovered ? "INCOMPLETE VALIDATION" : "COMPLETE / RESEARCH ONLY"

// Independent broker occupancy; shared technical candidate and risk formula only.
int brokerFrom = input.time(timestamp("01 Jan 2024 00:00 +0000"), "Broker start · UTC", group = "Broker · dated experiment", display = display.none)
int brokerTo = input.time(timestamp("01 Jan 2030 00:00 +0000"), "Broker end · UTC", group = "Broker · dated experiment", display = display.none)
bool brokerCloseAtEnd = input.bool(true, "Close at first observed end-window bar", group = "Broker · dated experiment", display = display.none)
if barstate.isfirst and brokerFrom >= brokerTo
    runtime.error("Broker start must be earlier than broker end.")
var int brokerEntryBar = na
var float brokerStop = na
var float brokerTarget = na
var int brokerSkipped = 0
bool brokerSubmittedLong = false
bool brokerSubmittedShort = false
bool brokerResolvedThisBar = strategy.closedtrades > nz(strategy.closedtrades[1], 0)
if barstate.isconfirmed
    bool inBrokerWindow = time_close >= brokerFrom and time_close < brokerTo
    if candidateDir != 0 and inBrokerWindow
        if strategy.position_size == 0 and not brokerResolvedThisBar
            brokerEntryBar := bar_index
            brokerStop := candidateStop
            brokerTarget := candidateTarget
            if candidateDir == 1
                strategy.entry("L", strategy.long, qty = candidateQty)
                strategy.exit("XL", from_entry = "L", stop = brokerStop, limit = brokerTarget)
                brokerSubmittedLong := true
            else
                strategy.entry("S", strategy.short, qty = candidateQty)
                strategy.exit("XS", from_entry = "S", stop = brokerStop, limit = brokerTarget)
                brokerSubmittedShort := true
        else
            brokerSkipped += 1
    if strategy.position_size != 0
        bool timedOut = not na(brokerEntryBar) and bar_index - brokerEntryBar >= maxHoldBars
        bool ended = brokerCloseAtEnd and time_close >= brokerTo
        if timedOut or ended
            strategy.close(strategy.position_size > 0 ? "L" : "S", comment = ended ? "Window end" : "Timeout", immediately = true)
        else if strategy.position_size > 0
            strategy.exit("XL", from_entry = "L", stop = brokerStop, limit = brokerTarget)
        else
            strategy.exit("XS", from_entry = "S", stop = brokerStop, limit = brokerTarget)

if barstate.isconfirmed and sendJsonAlerts and (brokerSubmittedLong or brokerSubmittedShort)
    string id = syminfo.tickerid + "|" + timeframe.period + "|" + str.tostring(time_close) + "|broker|" + str.tostring(candidateDir)
    string payload = "{\"schema\":\"drift-desk.v1\",\"event\":\"broker_entry_submitted\",\"id\":" + f_jsonString(id) + ",\"symbol\":" + f_jsonString(syminfo.tickerid) + ",\"timeframe\":" + f_jsonString(timeframe.period) + ",\"bar_close_ms\":" + str.tostring(time_close) + ",\"direction\":" + str.tostring(candidateDir) + ",\"reference_entry\":" + f_jsonEntry(candidateEntry) + ",\"stop\":" + f_jsonPrice(candidateStop) + ",\"target\":" + f_jsonPrice(candidateTarget) + ",\"submitted_quantity\":" + f_jsonNumber(candidateQty) + ",\"reason\":" + f_jsonString(candidateReason) + ",\"fill_confirmed\":false,\"reference_plan_excludes_costs\":true}"
    alert(payload, alert.freq_once_per_bar_close)

// DISPLAY ONLY · Pine Chart Studio / Dashboard Studio / Narrative
// All display inputs are excluded from technical gates and order calculations.
string vGroup = "Display · make it yours"
string vTheme = input.string("Accessible", "Theme", options = ["Accessible", "Aurora", "Royal Gold"], group = vGroup, display = display.none)
string vView = input.string(IS_STRATEGY ? "Minimal" : "Full", "Chart view", options = ["Full", "Focus", "Minimal"], group = vGroup, display = display.none)
string vDesk = input.string(IS_STRATEGY ? "Off" : "Full", "Desk", options = ["Full", "Compact", "Off"], group = vGroup, display = display.none)
string vDeskPos = input.string("Top Left", "Desk position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vGroup, display = display.none, active = vDesk != "Off")
string vSize = input.string("Medium", "Desk, lab & tag size", options = ["Small", "Medium", "Large"], group = vGroup, tooltip = "Shared by the desk, research lab and active price tags; remains editable with Desk Off. Medium is the desktop default. Compact desk with Brief Co-Pilot leaves more room on short displays. Large text can cover nearby chart tags.", display = display.none)
bool vChannel = input.bool(true, "Pressure channel", group = vGroup, display = display.none, active = vView == "Full")
bool vReference = input.bool(true, "Trend EMA", group = vGroup, display = display.none, active = vView != "Minimal")
bool vTint = input.bool(false, "Color candles by confirmed direction", group = vGroup, display = display.none)
bool vMarks = input.bool(true, "Entry and outcome markers", group = vGroup, display = display.none)
bool vTags = input.bool(true, "Active price tags", group = vGroup, display = display.none, active = not IS_STRATEGY and vView != "Minimal")
bool vPaperRecord = input.bool(false, "Show gross paper record", group = vGroup, tooltip = "Educational OHLC plan ledger, before costs. Separate from the cost-adjusted research lab and broker strategy.", display = display.none)
int vHistory = input.int(2, "Completed plans visible", minval = 0, maxval = 8, group = vGroup, display = display.none, active = not IS_STRATEGY and vView == "Full")
int vAhead = input.int(12, "Plan projection bars", minval = 3, maxval = 60, group = vGroup, display = display.none, active = not IS_STRATEGY and vView != "Minimal")
string vNarrGroup = "Co-Pilot · read the reasoning"
string vNarr = input.string(IS_STRATEGY ? "Off" : "Brief", "Explanation depth", options = ["Off", "Brief", "Standard", "Detailed"], group = vNarrGroup, display = display.none)
string vNarrPos = input.string("Bottom Right", "Co-Pilot position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vNarrGroup, display = display.none, active = vNarr != "Off")
string vNarrSize = input.string("Medium", "Co-Pilot size", options = ["Small", "Medium", "Large"], group = vNarrGroup, display = display.none, active = vNarr != "Off")
bool vWhy = input.bool(true, "Explain current gates", group = vNarrGroup, display = display.none, active = vNarr == "Standard" or vNarr == "Detailed")
bool vPlan = input.bool(true, "Explain fixed plan", group = vNarrGroup, display = display.none, active = vNarr != "Off")
bool vLimits = input.bool(true, "Show limitations", group = vNarrGroup, display = display.none, active = vNarr == "Standard" or vNarr == "Detailed")
string vLabPos = input.string("Top Left", "Research position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = vGroup, display = display.none, active = inResearch)
string vTagPlacement = input.string("In chart", "Price tag placement", options = ["In chart", "Projected"], group = vGroup, display = display.none, active = vTags and not IS_STRATEGY and vView != "Minimal", tooltip = "In chart places current-plan references in a visible lane away from the main panel. This label position is not the entry time; the original ticket remains fixed. Projected uses the plan's future endpoint and needs free right margin. Exact levels always remain in the desk.")
int vTopInset = input.int(12, "Top Left header clearance · %", minval = 0, maxval = 25, group = vGroup, display = display.none, tooltip = "Transparent space above any Top Left panel to clear TradingView's symbol/quote/indicator header. Reduce to zero when that header is hidden; use Compact/Small on short viewports.")

color vBg = vTheme == "Royal Gold" ? #141411 : #101824
color vBand = vTheme == "Royal Gold" ? #29251D : #1B2B40
color vStripe = vTheme == "Royal Gold" ? #1E1C17 : #152031
color vFrame = vTheme == "Royal Gold" ? #655439 : #354B66
color vAccent = vTheme == "Royal Gold" ? #E0C68C : #B0C8ED
color vUp = vTheme == "Accessible" ? #64C4F7 : #52D9BC
color vDown = vTheme == "Aurora" ? #FF8DA4 : #FFC16D
color vText = #E9EFF7
color vMuted = #A5B4C8
string vBody = vSize == "Large" ? size.large : vSize == "Medium" ? size.normal : size.small
string vHero = size.large
string vNBody = vNarrSize == "Large" ? size.large : vNarrSize == "Medium" ? size.normal : size.small

vPosition(string p) =>
    switch p
        "Top Left" => position.top_left
        "Bottom Left" => position.bottom_left
        "Bottom Right" => position.bottom_right
        => position.top_right

vFreeCorner(string wanted, string occupied1, string occupied2) =>
    string picked = wanted
    if picked == occupied1 or picked == occupied2
        picked := "Bottom Left"
        if picked == occupied1 or picked == occupied2
            picked := "Top Left"
        if picked == occupied1 or picked == occupied2
            picked := "Bottom Right"
        if picked == occupied1 or picked == occupied2
            picked := "Top Right"
    picked

vSide(int d) => d == 1 ? "LONG" : d == -1 ? "SHORT" : "NEUTRAL"
vArrow(int d) => d == 1 ? "UP" : d == -1 ? "DOWN" : "FLAT"
vColor(int d) => d == 1 ? vUp : d == -1 ? vDown : vMuted
vNum(float n) => na(n) ? "—" : str.tostring(n, "0.00")
vExact(float p) => na(p) ? "—" : f_jsonEntry(p)
vPrice(float p) => na(p) ? "—" : str.tostring(p, format.mintick)
vUnits(float q) => na(q) ? "—" : f_jsonNumber(q)
vFlag(bool enabled, bool passes) => not enabled ? "INFO" : passes ? "PASS" : "BLOCK"
// v1.2 · words beside the numbers, and checks that show their state as well as whether they are required.
vPressureWord(float d) => na(d) ? "—" : math.abs(d) < 0.5 ? "flat" : math.abs(d) < 1.5 ? (d > 0 ? "leaning buy" : "leaning sell") : (d > 0 ? "strong buy" : "strong sell")
vEfficiencyWord(float e) => na(e) ? "—" : e < 0.2 ? "choppy" : e < 0.5 ? "mixed" : "clean"
vVolumeWord(float v) => na(v) ? "no volume" : str.tostring(v, "0.0") + "× avg"
vTfWord(string tf) => str.contains(tf, "D") or str.contains(tf, "W") or str.contains(tf, "M") or str.contains(tf, "S") ? tf : tf + "m"
vSessionWord() =>
    string s = tradeSession
    str.length(s) >= 9 ? str.substring(s, 0, 2) + ":" + str.substring(s, 2, 4) + "–" + str.substring(s, 5, 7) + ":" + str.substring(s, 7, 9) + " NY" : s + " NY"
vJoin(string acc, string item) => acc == "" ? item : acc + " · " + item
vMark(bool available, bool pass) => available ? pass ? "✓" : "✗" : "—"

vCell(table t, int c, int r, string txt, color fg, color bg, string sz, string align = text.align_left, string tip = "") =>
    table.cell(t, c, r + 1, txt, text_color = fg, bgcolor = bg, text_size = sz, text_halign = align, text_font_family = font.family_monospace, tooltip = tip)

vWide(table t, int row, string txt, color fg, color bg, string sz, string tip = "") =>
    table.merge_cells(t, 0, row + 1, 3, row + 1)
    vCell(t, 0, row, txt, fg, bg, sz, text.align_left, tip)

vPair(table t, int row, string labelText, string valueText, color valueColor, string tip = "") =>
    table.merge_cells(t, 1, row + 1, 3, row + 1)
    vCell(t, 0, row, labelText, vMuted, row % 2 == 0 ? vBg : vStripe, vBody, text.align_right, tip)
    vCell(t, 1, row, valueText, valueColor, row % 2 == 0 ? vBg : vStripe, vBody, text.align_left, tip)

vCheckRow(table t, int row, string name, bool pass, bool gate, bool available, string offText, string tip) =>
    color bg = row % 2 == 0 ? vBg : vStripe
    string state = offText != "" ? offText : available ? pass ? "✓ met" : "✗ not met" : "— no data"
    table.merge_cells(t, 0, row + 1, 1, row + 1)
    vCell(t, 0, row, name, gate ? vText : vMuted, bg, vBody, text.align_left, tip)
    vCell(t, 2, row, state, offText != "" ? vMuted : available and pass ? vUp : available ? gate ? vDown : vMuted : vMuted, bg, vBody, text.align_left, tip)
    vCell(t, 3, row, gate ? "● required" : "○ optional", gate ? vAccent : vMuted, bg, vBody, text.align_right, "Required checks must pass on the flip bar for its own direction. Optional checks are shown for context and never block an entry. Switch them in the entry-gate inputs.")

// On-chart objects are recreated only on the last bar from a bounded ticket pool.
// Historical price/time coordinates stay fixed; display changes do not alter outcomes.
type VTicket
    int dir
    int born
    int ended
    float entry
    float stop
    float checkpoint
    float target
    string result

var array<VTicket> vTickets = array.new<VTicket>()
var array<line> vLines = array.new<line>()
var array<box> vBoxes = array.new<box>()
var array<label> vLabels = array.new<label>()

vLine(int x1, int x2, float y, color c, string style, int width) =>
    line l = line.new(x1, y, x2, y, xloc = xloc.bar_time, color = c, style = style, width = width)
    array.push(vLines, l)

vTag(int x, float actual, float placed, string txt, color c) =>
    label tag = label.new(x, placed, txt, xloc = xloc.bar_time, style = label.style_label_left, color = vBg, textcolor = c, size = vBody, text_font_family = font.family_monospace, tooltip = "Current fixed paper plan. Label time is a viewport reference, not an entry event. Exact level: " + vExact(actual) + ". Entry close UTC: " + str.format_time(planEntryTime, "yyyy-MM-dd HH:mm", "UTC"))
    array.push(vLabels, tag)
    if actual != placed
        line connector = line.new(x, actual, x, placed, xloc = xloc.bar_time, color = color.new(c, 25), style = line.style_dotted)
        array.push(vLines, connector)

vWrap(string txt, int columns) =>
    array<string> words = str.split(txt, " ")
    string output = ""
    int width = 0
    for word in words
        if width > 0 and width + str.length(word) + 1 > columns
            output += "\n"
            width := 0
        output += (width > 0 ? " " : "") + word
        width += str.length(word) + 1
    output

// These descriptive state thresholds do not enter the engine or the research rank.
vRegime(int direction, float score) =>
    na(score) ? "WAIT" : direction == 0 ? "MIXED" : score < 0.5 ? "RANGE" : "TREND"

float vAtr = barstate.isconfirmed ? atr : atr[1]
float vDrift = barstate.isconfirmed ? drift : drift[1]
float vEfficiency = barstate.isconfirmed ? efficiency : efficiency[1]
float vRelVolume = barstate.isconfirmed ? relVolume : relVolume[1]
float vEma = barstate.isconfirmed ? ema : ema[1]
float vCenter = barstate.isconfirmed ? center : center[1]
float vUpper = barstate.isconfirmed ? upperBand : upperBand[1]
float vLower = barstate.isconfirmed ? lowerBand : lowerBand[1]
float vClose = barstate.isconfirmed ? close : close[1]
bool vReady = barstate.isconfirmed ? ready : ready[1]
bool vVolReady = barstate.isconfirmed ? volReady : volReady[1]
bool vSessionOk = barstate.isconfirmed ? inSession : inSession[1]
int vClock = barstate.isconfirmed ? time_close : time_close[1]
int vClosedBar = barstate.isconfirmed ? bar_index : bar_index - 1
int vPlanAge = planActive ? math.max(0, vClosedBar - planEntryBar) : 0
int vBarsLeft = math.max(0, maxHoldBars - vPlanAge)
bool vHistoryReady = barstate.isconfirmed ? commonGateReady : commonGateReady[1]
float vPositiveCount = barstate.isconfirmed ? volumeValidCount : volumeValidCount[1]
bool vSensitivityPass = trend == 1 ? sensitivityLongOk : trend == -1 ? sensitivityShortOk : false
string vNext = trend == 1 ? "Next flip: close below " + vExact(trail) : trend == -1 ? "Next flip: close above " + vExact(trail) : "Wait for trail initialization"
string vPlanClock = "AGE " + str.tostring(vPlanAge) + "/" + str.tostring(maxHoldBars) + " bars · " + str.tostring(vBarsLeft) + " to expiry"
float vPlanDisplacement = planActive and planRisk > 0 ? planDir * (vClose - planEntry) / planRisk : na
string vPlanFreshness = vPlanAge == 0 ? "NEW ON LAST CLOSE · paper entry" : "MONITOR ONLY · entry " + str.tostring(vPlanAge) + (vPlanAge == 1 ? " bar ago" : " bars ago")
string vDisplacementText = "Closed price " + (vPlanDisplacement > 0 ? "+" : "") + vNum(vPlanDisplacement) + "R vs entry · before costs"
bool vEmaPass = trend == 1 ? vClose > vEma : trend == -1 ? vClose < vEma : false
bool vEffPass = not na(vEfficiency) and vEfficiency >= efficiencyMin
int vAligned = trend == 1 ? mtfBull : trend == -1 ? mtfBear : 0
bool vMtfPass = mtfCount > 0 and float(vAligned) / mtfCount >= mtfRequired
bool vHtfAvailable = sensitivityGate and sensitivityReady
int vGateCount = (emaGate ? 1 : 0) + (efficiencyGate ? 1 : 0) + (mtfGate ? 1 : 0) + (sessionGate ? 1 : 0) + (sensitivityGate ? 1 : 0)
int vGatePassed = (emaGate and vEmaPass ? 1 : 0) + (efficiencyGate and vEffPass ? 1 : 0) + (mtfGate and vMtfPass ? 1 : 0) + (sessionGate and vSessionOk ? 1 : 0) + (sensitivityGate and vHtfAvailable and vSensitivityPass ? 1 : 0)
string vChecksHeader = "NOW · " + vArrow(trend) + " TRAIL · " + (vGateCount == 0 ? "no optional filters required" : str.tostring(vGatePassed) + " of " + str.tostring(vGateCount) + " required met")
string vBlock = not vHistoryReady ? "Waiting for calculation history" : not vReady ? "ATR unavailable or zero · entries blocked" : not vVolReady ? "Volume window " + str.tostring(nz(vPositiveCount), "0") + "/" + str.tostring(volumeLen) + " positive · entries blocked" : sensitivityGate and not sensitivityReady ? "HTF sensitivity history unavailable" : vNext + " + enabled gates"
string vState = planActive ? vSide(planDir) + " PLAN ACTIVE" : not vHistoryReady ? "WARMING UP" : not vReady ? "ATR DATA WAIT" : not vVolReady ? "VOLUME WAIT" : sensitivityGate and not sensitivityReady ? "HTF DATA WAIT" : vSide(trend) + " BIAS · WAIT"
color vStateColor = planActive ? vColor(planDir) : not vReady or not vVolReady ? vMuted : vColor(trend)

vPlotUpper = plot(vChannel and vView == "Full" ? vUpper : na, "Pressure envelope upper", color.new(vColor(trend), 82), 1, display = display.all - display.status_line - display.price_scale)
vPlotLower = plot(vChannel and vView == "Full" ? vLower : na, "Pressure envelope lower", color.new(vColor(trend), 82), 1, display = display.all - display.status_line - display.price_scale)
fill(vPlotUpper, vPlotLower, color.new(vColor(trend), 95), title = "Pressure context channel")
plot(vView == "Full" ? vCenter : na, "Pressure center", color.new(vAccent, 30), 1, display = display.all - display.status_line - display.price_scale)
plot(trend == 1 ? trail : na, "Bullish ratchet", vUp, 3, plot.style_linebr, display = display.all - display.status_line - display.price_scale)
plot(trend == -1 ? trail : na, "Bearish ratchet", vDown, 3, plot.style_linebr, display = display.all - display.status_line - display.price_scale)
plot(vReference and vView != "Minimal" ? vEma : na, "Trend EMA reference", color.new(vAccent, 25), 2, display = display.all - display.status_line - display.price_scale)
plot(sensitivityGate and sensitivityReady and vView != "Minimal" ? sensitivityReference : na, "Confirmed HTF sensitivity EMA", color.new(vAccent, 15), 2, plot.style_stepline, display = display.all - display.status_line - display.price_scale)
barcolor(vTint ? color.new(vColor(trend), 15) : na, title = "Confirmed trend candle tint")
plotshape(not IS_STRATEGY and vMarks and signalLong, "Accepted paper long", shape.labelup, location.belowbar, vUp, text = "LONG", textcolor = #101824, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and signalShort, "Accepted paper short", shape.labeldown, location.abovebar, vDown, text = "SHORT", textcolor = #101824, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and planClosed and planLastR > 0, "Positive paper outcome", shape.circle, location.abovebar, vUp, text = "EXIT", textcolor = vUp, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plotshape(not IS_STRATEGY and vMarks and planClosed and planLastR <= 0, "Nonpositive paper outcome", shape.xcross, location.belowbar, vDown, text = "EXIT", textcolor = vDown, size = size.tiny, display = display.all - display.status_line - display.price_scale)
plot(vDrift, "Confirmed drift score", display = display.data_window)
plot(vEfficiency, "Confirmed efficiency", display = display.data_window)
plot(vRelVolume, "Confirmed relative volume", display = display.data_window)
plot(mtfCount, "Eligible timeframe count", display = display.data_window)
plot(vAligned, "Timeframes aligned to chart trend", display = display.data_window)
plot(planActive ? planEntry : na, "Active paper entry", display = display.data_window)
plot(planActive ? planStop : na, "Active paper stop", display = display.data_window)
plot(planActive ? planTarget : na, "Active paper target", display = display.data_window)

if barstate.isconfirmed
    if planClosed and array.size(vTickets) > 0
        VTicket last = array.get(vTickets, array.size(vTickets) - 1)
        if last.ended == 0
            last.ended := time_close
            last.result := planExitReason + (vPaperRecord ? " · " + vNum(planLastR) + "R" : "")
    if signalLong or signalShort
        array.push(vTickets, VTicket.new(planDir, planEntryTime, 0, planEntry, planStop, planTP1, planTarget, ""))
    // An active ticket never consumes the user's completed-history allowance.
    int completed = 0
    for ticket in vTickets
        if ticket.ended != 0
            completed += 1
    while completed > vHistory
        VTicket oldest = array.shift(vTickets)
        if oldest.ended != 0
            completed -= 1

// Visible references affect only rendering, never signal history or acceptance.
var float vVisibleHigh = na
var float vVisibleLow = na
if time == chart.left_visible_bar_time
    vVisibleHigh := high
    vVisibleLow := low
else if time > chart.left_visible_bar_time and time <= chart.right_visible_bar_time
    vVisibleHigh := math.max(nz(vVisibleHigh, high), high)
    vVisibleLow := math.min(nz(vVisibleLow, low), low)

// Every allocated table needs a unique anchor, even when cleared/disabled.
// Otherwise an invisible table can replace a visible table at the same anchor.
string vWantedDesk = vDesk != "Off" ? vDeskPos : ""
string vWantedNarr = vNarr != "Off" ? vFreeCorner(vNarrPos, vWantedDesk, "") : ""
string vWantedLab = labEnabled ? vFreeCorner(vLabPos, vWantedDesk, vWantedNarr) : ""
string vUsedDesk = vDesk != "Off" ? vWantedDesk : vFreeCorner(vDeskPos, vWantedNarr, vWantedLab)
string vUsedNarr = vNarr != "Off" ? vWantedNarr : vFreeCorner(vNarrPos, vUsedDesk, vWantedLab)
string vUsedLab = labEnabled ? vWantedLab : vFreeCorner(vLabPos, vUsedDesk, vUsedNarr)
bool vLeftPanel = (vDesk != "Off" and str.contains(vUsedDesk, "Left")) or (vNarr != "Off" and str.contains(vUsedNarr, "Left")) or (labEnabled and str.contains(vUsedLab, "Left"))
int vReferenceTime = chart.left_visible_bar_time + int((chart.right_visible_bar_time - chart.left_visible_bar_time) * (vLeftPanel ? 0.52 : 0.15))

if barstate.islast
    for l in vLines
        line.delete(l)
    for b in vBoxes
        box.delete(b)
    for lbl in vLabels
        label.delete(lbl)
    array.clear(vLines)
    array.clear(vBoxes)
    array.clear(vLabels)
    int projectionTime = time_close + int(timeframe.in_seconds() * 1000) * vAhead
    for ticket in vTickets
        bool active = ticket.ended == 0
        bool showTicket = not IS_STRATEGY and (vView == "Full" or (active and vView == "Focus"))
        if showTicket
            int rightTime = active ? projectionTime : ticket.ended
            color sideColor = vColor(ticket.dir)
            int fade = active ? 0 : 72
            array.push(vBoxes, box.new(ticket.born, math.max(ticket.entry, ticket.target), rightTime, math.min(ticket.entry, ticket.target), xloc = xloc.bar_time, border_color = na, bgcolor = color.new(sideColor, active ? 91 : 97)))
            array.push(vBoxes, box.new(ticket.born, math.max(ticket.entry, ticket.stop), rightTime, math.min(ticket.entry, ticket.stop), xloc = xloc.bar_time, border_color = na, bgcolor = color.new(vDown, active ? 90 : 97)))
            vLine(ticket.born, rightTime, ticket.entry, color.new(vAccent, fade), line.style_solid, active ? 2 : 1)
            vLine(ticket.born, rightTime, ticket.stop, color.new(vDown, fade), line.style_solid, active ? 2 : 1)
            vLine(ticket.born, rightTime, ticket.target, color.new(sideColor, fade), line.style_solid, active ? 2 : 1)
            if active
                vLine(ticket.born, rightTime, ticket.checkpoint, color.new(sideColor, 35), line.style_dashed, 1)
                if vTags
                    array<float> levels = array.from(ticket.stop, ticket.entry, ticket.checkpoint, ticket.target)
                    array<int> sorted = array.sort_indices(levels, order.ascending)
                    float occupied = na
                    float spacing = math.max(math.max(nz(vAtr) * 0.22, syminfo.mintick * 3), nz(vVisibleHigh - vVisibleLow) * (vSize == "Large" ? 0.05 : 0.032))
                    int tagTime = vTagPlacement == "In chart" ? vReferenceTime : rightTime
                    for index in sorted
                        float actual = array.get(levels, index)
                        float placed = na(occupied) ? actual : math.max(actual, occupied + spacing)
                        string caption = index == 0 ? "SL  " + vPrice(actual) : index == 1 ? "ENTRY  " + vExact(actual) : index == 2 ? "1R CHECK  " + vPrice(actual) : "TARGET  " + vPrice(actual)
                        color tagColor = index == 0 ? vDown : index == 1 ? vAccent : sideColor
                        if vTagPlacement == "In chart"
                            // Dotted extension identifies a current reference, never historical availability.
                            vLine(math.min(tagTime, ticket.born), math.max(tagTime, ticket.born), actual, color.new(tagColor, 65), line.style_dotted, 1)
                        vTag(tagTime, actual, placed, "PLAN " + caption, tagColor)
                        occupied := placed
            else if vMarks
                array.push(vLabels, label.new(rightTime, ticket.target, ticket.result, xloc = xloc.bar_time, style = label.style_label_left, color = color.new(vBg, 25), textcolor = vMuted, size = size.tiny))

var table vTable = table.new(vPosition(vUsedDesk), 4, 31, bgcolor = na, frame_width = 0)
var table vCopilot = table.new(vPosition(vUsedNarr), 2, 9, bgcolor = na, frame_width = 0)

if barstate.islast
    table.clear(vTable, 0, 0, 3, 30)
    table.set_frame_width(vTable, vDesk == "Off" ? 0 : 1)
    table.set_frame_color(vTable, vFrame)
    table.set_position(vTable, vPosition(vUsedDesk))
    if vDesk != "Off"
        table.cell(vTable, 0, 0, "", height = vUsedDesk == "Top Left" ? vTopInset : 0, bgcolor = na)
        vWide(vTable, 0, "DRIFT DESK                  OPEN SOURCE", vAccent, vBand, vBody)
        vWide(vTable, 1, (planActive ? "● " : "") + vState, vStateColor, vBg, vHero, "WARMING UP / DATA WAIT: the engine cannot judge yet. UP or DOWN TREND · WAIT: the trail has a direction, no plan is open. PLAN ACTIVE: a paper plan with fixed levels is open.")
        vWide(vTable, 2, vWrap(planActive ? vPlanFreshness + (vVolReady ? "" : " · volume blocks new entries") : vBlock, 43), vText, vBg, vBody, "An existing paper ticket is a monitoring reference, not a current entry offer. Even a new accepted close may differ from the live executable price.")
        // Ribbon: done · in progress (amber) · not yet. CHECKS counts required checks for the current trail direction.
        bool stepTrail = vReady and trend != 0
        bool stepFlip = not na(lastFlipBar) and lastFlipBar == vClosedBar
        bool checksDone = vGateCount > 0 and vGatePassed == vGateCount
        bool checksPending = vGateCount > 0 and not checksDone
        string checksTxt = vGateCount == 0 ? "03 CHECKS —" : "03 CHECKS " + str.tostring(vGatePassed) + "/" + str.tostring(vGateCount)
        vCell(vTable, 0, 3, "01 TRAIL" + (stepTrail ? " ✓" : ""), stepTrail ? vBg : vMuted, stepTrail ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "The confirmed pressure trail has a direction.")
        vCell(vTable, 1, 3, "FLIP " + (na(lastFlipBar) ? "—" : str.tostring(math.max(0, vClosedBar - lastFlipBar)) + "b ago"), stepFlip ? vBg : vMuted, stepFlip ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "Historical age of the latest raw flip. This can differ from the active plan's entry event; a flip alone is not accepted entry.")
        vCell(vTable, 2, 3, checksTxt, checksDone or checksPending ? vBg : vMuted, checksDone ? color.new(vStateColor, 20) : checksPending ? color.new(vAccent, 45) : vBand, vBody, text.align_center, "Required checks met over required checks enabled, evaluated for the current trail direction on the last closed bar. — means no check is required.")
        vCell(vTable, 3, 3, "04 PLAN" + (planActive ? " ▶" : ""), planActive ? vBg : vMuted, planActive ? color.new(vStateColor, 20) : vBand, vBody, text.align_center, "A paper plan with entry, stop, checkpoint and target is open.")
        vPair(vTable, 4, "RUN", "ATR " + str.tostring(atrLen) + " × " + str.tostring(bandMult, "0.##") + " · target " + str.tostring(rewardR, "0.##") + "R · " + (sensitivityGate ? "HTF EMA " + vTfWord(sensitivityTf) : "HTF EMA off"), vText, "Manual operating parameters; never adopted from the research winner. Pressure EMA " + str.tostring(pressureFastLen) + "/" + str.tostring(pressureSlowLen) + ", deviation " + str.tostring(normalizationLen) + ". Target R is requested; active geometry reports actual rounded R.")
        vWide(vTable, 5, "PRESSURE " + vNum(vDrift) + " · " + vPressureWord(vDrift) + "\nefficiency " + vNum(vEfficiency) + " " + vEfficiencyWord(vEfficiency) + " · volume " + vVolumeWord(vRelVolume), vAccent, vStripe, vBody, "Pressure is a normalized candle-pressure proxy (−3 to +3), not order flow: flat below 0.5, leaning to 1.5, strong beyond. Efficiency is the price-path efficiency ratio (0 to 1): choppy below 0.2, mixed to 0.5, clean above. Volume is relative to its average. Values use the latest closed chart bar.")
        int row = 6
        if vDesk == "Full"
            vCell(vTable, 0, row, "FRAME", vMuted, vBand, vBody, text.align_right)
            vCell(vTable, 1, row, "TREND", vMuted, vBand, vBody)
            vCell(vTable, 2, row, "STATE / SCORE", vMuted, vBand, vBody, text.align_right)
            vCell(vTable, 3, row, "SOURCE", vMuted, vBand, vBody, text.align_right)
            row += 1
            for i = 0 to 7
                string tfName = array.get(mtfNames, i)
                string tfText = tfName == "60" ? "1h" : tfName == "240" ? "4h" : tfName == "D" or tfName == "W" ? tfName : tfName + "m"
                bool eligible = array.get(mtfEligible, i)
                int direction = array.get(mtfDirs, i)
                string stateText = array.get(mtfStates, i)
                bool lower = str.contains(stateText, "LOWER")
                string sourceKey = lower ? "LOWER" : not eligible ? "WAIT" : array.get(mtfIsLocal, i) ? "CLOSE" : timeframe.in_seconds(tfName) > timeframe.in_seconds() ? "HTF [1]" : "SRC [1]"
                // The keys above are the engine's categories; the trader reads them in words.
                string sourceText = sourceKey == "LOWER" ? "below chart" : sourceKey == "WAIT" ? "no data yet" : sourceKey == "CLOSE" ? "this chart" : sourceKey == "HTF [1]" ? "closed bar" : "closed alias"
                string strengthText = eligible ? vRegime(direction, array.get(mtfStrength, i)) + " " + vNum(array.get(mtfStrength, i)) : "—"
                color rowBg = i % 2 == 0 ? vBg : vStripe
                vCell(vTable, 0, row, tfText, vMuted, rowBg, vBody, text.align_right)
                vCell(vTable, 1, row, eligible ? vArrow(direction) : "—", eligible ? vColor(direction) : vMuted, rowBg, vBody)
                vCell(vTable, 2, row, strengthText, vText, rowBg, vBody, text.align_right, "Descriptive EMA proxy only: MIXED when direction is neutral; otherwise RANGE below score 0.5 and TREND at/above 0.5. Displayed score is rounded; category uses raw score " + vExact(array.get(mtfStrength, i)) + ". Score is ATR-normalized EMA separation + slope, capped at 3. Not a gate or probability.")
                vCell(vTable, 3, row, sourceText, vMuted, rowBg, vBody, text.align_right, lower ? "Below chart resolution: intentionally excluded from consensus." : sourceKey == "WAIT" ? "This frame has no completed eligible observation yet." : sourceKey == "CLOSE" ? "The chart's own closed bar." : sourceKey == "HTF [1]" ? "The previous completed higher-timeframe bar. Minutes since its close: " + vNum(array.get(mtfAge, i)) : "An equal-duration alias of the chart on a different calendar; its previous completed bar. Minutes since close: " + vNum(array.get(mtfAge, i)))
                row += 1
        int rangeCount = 0
        for i = 0 to 7
            if array.get(mtfEligible, i) and vRegime(array.get(mtfDirs, i), array.get(mtfStrength, i)) == "RANGE"
                rangeCount += 1
        vPair(vTable, row, "ALIGN", str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " with TRAIL " + vArrow(trend) + "\nUP " + str.tostring(mtfBull) + " / DOWN " + str.tostring(mtfBear) + " / FLAT " + str.tostring(mtfCount - mtfBull - mtfBear) + " · RANGE " + str.tostring(rangeCount), vColor(trend), "All counts include eligible rows only; RANGE overlaps directional counts. Chart pressure-trail direction is the comparison anchor. The local EMA matrix row is a different model and can disagree. Only eligible rows count; neutral rows stay in the denominator. Agreement is not confidence.")
        row += 1
        vWide(vTable, row, vChecksHeader, vAccent, vBand, vBody, "Current checks for the displayed trail direction. A future opposite flip re-evaluates every enabled gate for its own direction at that close; a current ✓ or current PASS is not an entry.")
        row += 1
        // Five checks, required ones first. Names carry the operating value so the row reads without opening the inputs.
        array<string> cNames = array.from("Chart EMA " + str.tostring(emaLen), "Path efficiency ≥ " + str.tostring(efficiencyMin, "0.##"), "Frames agree ≥ " + str.tostring(math.round(mtfRequired * 100)) + "%", "Session " + vSessionWord(), "HTF EMA " + vTfWord(sensitivityTf) + "/" + str.tostring(sensitivityLen) + (vHtfAvailable ? " · " + vPrice(sensitivityReference) : ""))
        array<bool> cPass = array.from(vEmaPass, vEffPass, vMtfPass, vSessionOk, vSensitivityPass)
        array<bool> cGate = array.from(emaGate, efficiencyGate, mtfGate, sessionGate, sensitivityGate)
        array<bool> cAvail = array.from(not na(vEma), not na(vEfficiency), mtfCount > 0, true, vHtfAvailable)
        array<string> cOff = array.from("", "", "", "", sensitivityGate ? "" : "— off")
        array<string> cTips = array.from("Confirmed close on the trail's side of the chart EMA " + str.tostring(emaLen) + ".", "Absolute displacement over " + str.tostring(efficiencyLen) + " bars divided by the path travelled; a rule threshold, not a probability.", "Eligible higher-frame rows pointing the trail's way, over all eligible rows (neutral rows stay in the denominator).", "The bar opened inside the configured New York session.", sensitivityGate ? "Previous completed " + vTfWord(sensitivityTf) + " EMA " + str.tostring(sensitivityLen) + "; raw reference " + vExact(sensitivityReference) + ". Confirmed chart close compared in the trail direction. Source close UTC: " + (na(sensitivityStamp) ? "unavailable" : str.format_time(sensitivityStamp, "yyyy-MM-dd HH:mm", "UTC")) + ". Drift's actual HTF reference, not the vendor's timeframe-scaled EMA." : "Off: no higher-timeframe EMA reference is required. Turn it on in the entry-gate inputs; the reference must be strictly above the chart timeframe.")
        for pass = 0 to 1
            for k = 0 to 4
                bool gate = array.get(cGate, k)
                if (pass == 0 and gate) or (pass == 1 and not gate)
                    vCheckRow(vTable, row, array.get(cNames, k), array.get(cPass, k), gate, array.get(cAvail, k), array.get(cOff, k), array.get(cTips, k))
                    row += 1
        if planActive
            vPair(vTable, row, "ENTRY", vExact(planEntry), vAccent)
            row += 1
            vPair(vTable, row, "STOP", vPrice(planStop) + "  /  " + vExact(planRisk) + " distance", vDown)
            row += 1
            float actualR = math.abs(planTarget - planEntry) / planRisk
            vPair(vTable, row, "TARGET", vPrice(planTarget) + "  /  " + vNum(actualR) + "R", vColor(planDir))
            row += 1
            vPair(vTable, row, "SIZE", vUnits(planQty) + " units · " + vNum(planQty * planRisk * syminfo.pointvalue) + " " + syminfo.currency, vText, "Planned price risk only, before costs/gaps. No FX account conversion or broker lot validation.")
            row += 1
            vWide(vTable, row, vPlanClock + "\n" + vDisplacementText + "\n" + (planTP1Seen ? "1R seen · fixed stop / target" : "1R pending · fixed stop / target"), vMuted, vStripe, vBody, "Original entry close UTC: " + str.format_time(planEntryTime, "yyyy-MM-dd HH:mm", "UTC") + ". Displacement is the last closed chart price versus the original entry, divided by original price risk, signed for the plan. It is not a fill, a new trade's R:R or realized P&L. Timeout follows opening-gap and normal exit priority.")
            row += 1
        else
            vPair(vTable, row, "LAST", paperTrades > 0 ? planExitReason + (vPaperRecord ? " · paper " + vNum(planLastR) + "R" : " · paper plan") : "No completed plan", vMuted, "Gross paper R excludes costs. TradingView's strategy ledger is separate.")
            row += 1
            vWide(vTable, row, vWrap(na(lastFlipBar) ? "No confirmed flip observed yet" : "LAST FLIP · " + str.tostring(math.max(0, vClosedBar - lastFlipBar)) + " bars ago · " + blockedReason, 43), vMuted, vStripe, vBody, na(lastFlipTime) ? "Historical event, separate from the current NEXT condition." : "Historical flip close UTC: " + str.format_time(lastFlipTime, "yyyy-MM-dd HH:mm", "UTC") + ". Its outcome is not the current gate state.")
            row += 1
        if vPaperRecord
            vWide(vTable, row, "GROSS PAPER · " + str.tostring(paperTrades) + " closed · " + vNum(paperNetR) + "R\nCosts excluded · " + str.tostring(paperAmbiguous) + " ambiguous bars", vMuted, vStripe, vBody)
            row += 1
        vWide(vTable, row, "CLOSED BARS · " + syminfo.ticker + " · " + timeframe.period + "\nProEA Lab  /  " + DRIFT_VERSION + "  /  rules you can inspect", vMuted, vBand, size.tiny)

    table.clear(vCopilot, 0, 0, 1, 8)
    table.set_frame_width(vCopilot, vNarr == "Off" ? 0 : 1)
    table.set_frame_color(vCopilot, vFrame)
    table.set_position(vCopilot, vPosition(vUsedNarr))
    if vNarr != "Off"
        table.cell(vCopilot, 0, 0, "", height = vUsedNarr == "Top Left" ? vTopInset : 0, bgcolor = na)
        table.merge_cells(vCopilot, 0, 1, 1, 1)
        vCell(vCopilot, 0, 0, "CO-PILOT  /  THE READ BEHIND THE CHART", vAccent, vBand, vNBody)
        string readText = not vReady ? (not vHistoryReady ? "The engine needs more closed bars." : "ATR is unavailable or zero; new plans are blocked.") : not vVolReady ? "Volume is missing or recovering. Need " + str.tostring(volumeLen) + " positive bars across the full window. Context continues; new plans are blocked." : "The confirmed trail points " + (trend == 1 ? "upward" : "downward") + "; pressure " + vNum(vDrift) + " (" + vPressureWord(vDrift) + "), efficiency " + vNum(vEfficiency) + " (" + vEfficiencyWord(vEfficiency) + "), volume " + vVolumeWord(vRelVolume) + "." + (planActive and planDir != trend ? " The existing " + vSide(planDir) + " plan keeps its fixed levels." : "")
        string planText = planActive ? vPlanFreshness + ". " + vSide(planDir) + " from " + vExact(planEntry) + ". Stop " + vPrice(planStop) + "; target " + vPrice(planTarget) + ". " + vDisplacementText + "." : "No active paper plan. " + vBlock + "."
        // WHY names every check with its state, required ones first; a list a trader can act on, not a verdict.
        string reqText = ""
        string optText = ""
        if emaGate
            reqText := vJoin(reqText, "chart EMA " + vMark(not na(vEma), vEmaPass))
        else
            optText := vJoin(optText, "chart EMA " + vMark(not na(vEma), vEmaPass))
        if efficiencyGate
            reqText := vJoin(reqText, "efficiency " + vMark(not na(vEfficiency), vEffPass))
        else
            optText := vJoin(optText, "efficiency " + vMark(not na(vEfficiency), vEffPass))
        if mtfGate
            reqText := vJoin(reqText, "frames " + str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " " + vMark(mtfCount > 0, vMtfPass))
        else
            optText := vJoin(optText, "frames " + str.tostring(vAligned) + "/" + str.tostring(mtfCount) + " " + vMark(mtfCount > 0, vMtfPass))
        if sessionGate
            reqText := vJoin(reqText, "session " + vMark(true, vSessionOk))
        else
            optText := vJoin(optText, "session " + vMark(true, vSessionOk))
        if sensitivityGate
            reqText := vJoin(reqText, "HTF EMA " + vMark(vHtfAvailable, vSensitivityPass))
        else
            optText := vJoin(optText, "HTF EMA off")
        string whyText = "Required: " + (reqText == "" ? "no optional filters; usable data, risk checks and an available paper slot still apply" : reqText) + ". Optional: " + optText + ". Current checks do not authorize a new entry. A new flip rechecks its own direction; blocked flips are not queued."
        string limitText = "Agreement is not win probability. The 1R line is a checkpoint; it does not move the stop."
        array<string> nLabels = array.from("READ", "WHY", "PLAN", "WATCH", "LIMITS", "AT ENTRY")
        array<string> nTexts = array.from(readText, whyText, planText, planActive ? "A fresh market read never rewrites this ticket. Gaps can exceed planned risk." : vBlock + ".", limitText, planActive ? planReason : "No active entry snapshot.")
        int nr = 1
        for i = 0 to 5
            bool showRow = i == 0 or (i == 1 and vWhy and vNarr != "Brief") or (i == 2 and vPlan) or (i == 3 and vNarr == "Detailed") or (i == 4 and vLimits and vNarr != "Brief") or (i == 5 and vNarr == "Detailed")
            if showRow
                vCell(vCopilot, 0, nr, array.get(nLabels, i), vMuted, nr % 2 == 0 ? vStripe : vBg, vNBody, text.align_right)
                vCell(vCopilot, 1, nr, vWrap(array.get(nTexts, i), 42), vText, nr % 2 == 0 ? vStripe : vBg, vNBody)
                nr += 1

// Research is opt-in. This renderer cannot adopt a winner into operating inputs.
var table vResearch = table.new(vPosition(vUsedLab), 4, 24, bgcolor = na, frame_width = 0)
if barstate.islast
    table.clear(vResearch, 0, 0, 3, 23)
    table.set_frame_width(vResearch, labEnabled ? 1 : 0)
    table.set_frame_color(vResearch, vFrame)
    table.set_position(vResearch, vPosition(vUsedLab))
    if labEnabled
        table.cell(vResearch, 0, 0, "", height = vUsedLab == "Top Left" ? vTopInset : 0, bgcolor = na)
        vWide(vResearch, 0, "RESEARCH LAB              12 FIXED CELLS", vAccent, vBand, vBody)
        vWide(vResearch, 1, vWrap(labStatus, 43), vText, vBg, vBody)
        vCell(vResearch, 0, 2, "ATR / BAND", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 1, 2, "CLOSED", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 2, 2, "MEAN R", vMuted, vBand, vBody, text.align_right)
        vCell(vResearch, 3, 2, "DD R", vMuted, vBand, vBody, text.align_right)
        for i = 0 to 11
            color bg = i == labWinner ? vBand : i % 2 == 0 ? vBg : vStripe
            color fg = i == labWinner ? vAccent : vMuted
            string candidateName = str.tostring(array.get(labAtrLens, i)) + " / " + str.tostring(array.get(labMultipliers, i), "0.0") + (i == labWinner ? " *" : "")
            int trades = array.get(labTrainTrades, i)
            string rowDetail = "Open plan: " + (array.get(labTrainActive, i) ? "yes" : "no") + "\nAmbiguous exits: " + str.tostring(array.get(labTrainAmbiguous, i)) + "\nForced boundary exits: " + str.tostring(array.get(labTrainBoundaryExits, i)) + "\nOnly resolved trades enter these metrics."
            vCell(vResearch, 0, i + 3, candidateName, fg, bg, vBody, text.align_right, rowDetail)
            vCell(vResearch, 1, i + 3, str.tostring(trades) + (array.get(labTrainActive, i) ? "+" : ""), vText, bg, vBody, text.align_right, rowDetail)
            float meanR = array.get(labTrainMeanR, i)
            vCell(vResearch, 2, i + 3, trades > 0 ? vNum(meanR) : "—", na(meanR) ? vMuted : meanR > 0 ? vUp : vDown, bg, vBody, text.align_right)
            vCell(vResearch, 3, i + 3, trades > 0 ? vNum(array.get(labTrainDD, i)) : "—", vMuted, bg, vBody, text.align_right, "Closed-trade equity drawdown in R; not intratrade drawdown. Commission and slippage use the lab's standardized cost model.")
        vWide(vResearch, 15, "VALIDATION          CLOSED / MEAN R / DD", vAccent, vBand, vBody)
        for j = 0 to 1
            int n = array.get(labValTrades, j)
            string results = str.tostring(n) + (array.get(labValActive, j) ? "+" : "") + " / " + (n > 0 ? vNum(array.get(labValMeanR, j)) : "—") + " / " + (n > 0 ? vNum(array.get(labValDD, j)) : "—")
            string rowDetail = "Open plan: " + (array.get(labValActive, j) ? "yes" : "no") + "\nAmbiguous exits: " + str.tostring(array.get(labValAmbiguous, j)) + "\nForced boundary exits: " + str.tostring(array.get(labValBoundaryExits, j)) + "\nOnly resolved trades enter these metrics."
            vPair(vResearch, 16 + j, j == 0 ? "FROZEN" : "MANUAL", j == 0 and labWinner < 0 ? "No eligible train leader" : results, vText, rowDetail)
        string actualBoundaries = "Observed train freeze UTC: " + (na(labFreezeTime) ? "pending" : str.format_time(labFreezeTime, "yyyy-MM-dd HH:mm", "UTC")) + "\nObserved validation end UTC: " + (na(labEndTime) ? "pending" : str.format_time(labEndTime, "yyyy-MM-dd HH:mm", "UTC"))
        vWide(vResearch, 18, "TRAIN " + (labTrainCovered ? "covered" : labPhase == 0 ? "pending" : "incomplete") + " · VALIDATION " + (labValidationCovered ? "covered" : labPhase < 3 ? "pending" : "incomplete"), vMuted, vStripe, vBody, actualBoundaries)
        vWide(vResearch, 19, "Train rank only · costs included\nManual operating parameters never change", vMuted, vBg, vBody)
        vWide(vResearch, 20, "+ means open · hover rows for exit details\nInspecting validation consumes independence.", vMuted, vBand, size.tiny)
        vWide(vResearch, 21, str.format_time(labTrainStart, "yyyy-MM-dd", "UTC") + " → " + str.format_time(labSplit, "yyyy-MM-dd", "UTC") + "\nValidation to " + str.format_time(labValidationEnd, "yyyy-MM-dd", "UTC") + " · UTC", vMuted, vBg, size.tiny)
        vWide(vResearch, 22, "Cost / side: " + vNum(labCommission) + "% + " + str.tostring(labSlippage) + " ticks\nMinimum train count: " + str.tostring(labMinTrades), vMuted, vBg, size.tiny)