//@version=6
indicator("Konatus Bearing · Cross-market 0.3.1", "Konatus031", overlay = true, max_bars_back = 2000)
// Copyright (c) 2026 Kontaus. Experimental kb-0.3; no established market edge.
bool allowShort = input.bool(false, "Enable short entries", group = "00 · Entry direction", tooltip = "Long entries are enabled. Turn this on to also allow red short-entry triangles and short plans. Signals still require all setup and risk conditions. This control is in the cross-market 0.3.1 indicator; the old 0.2 baseline is long-only.")
string profileInput = input.string("Auto", "Instrument profile", options = ["Auto", "Stocks", "Bonds", "Futures", "Forex", "Crypto", "Generic"], group = "01 · Market")
string profile = profileInput == "Auto" ? (syminfo.type == "stock" or syminfo.type == "fund" ? "Stocks" : syminfo.type == "futures" ? "Futures" : syminfo.type == "forex" ? "Forex" : syminfo.type == "crypto" ? "Crypto" : "Generic") : profileInput
string volumePolicy = input.string("Profile", "Participation policy", options = ["Profile", "Required", "Price only"], group = "01 · Market", tooltip = "Profile requires volume for Stocks/Futures/Crypto. Bonds/Forex/Generic use price only. Missing required volume blocks new plans.")
string volumeMode = input.string("Prior EW", "Volume baseline", options = ["Prior EW", "Session slot"], group = "01 · Market", tooltip = "Prior EW uses 20 earlier volume observations. Session slot uses at least 5 earlier trading days at this exchange-local minute. Minute or hourly charts only; no current-bar volume in the baseline.")
bool vwapGate = input.bool(false, "Require session VWAP alignment", group = "01 · Market", tooltip = "Requires a fully observed trading-day anchor and positive current volume. VWAP is context, not order flow.")
int resetAt = input.time(0, "Reset model at contract/data boundary", group = "01 · Market", tooltip = "Optional timestamp. Resets analytical history once; never cancels an open illustrative stop. Does not construct or adjust a futures roll.")
string setupMode = input.string("Breakout", "Setup", options = ["Breakout", "Pullback", "Either"], group = "02 · Signals")
float decay = input.float(0.9, "Evidence memory", minval = 0.01, maxval = 0.99, step = 0.01, group = "02 · Signals")
float persistenceMin = input.float(20, "Minimum directional evidence", minval = 0, maxval = 100, group = "02 · Signals")
float extensionLimit = input.float(1.5, "Maximum entry extension · ATR", minval = 0.1, group = "02 · Signals")
float efficiencyMin = input.float(0.25, "Minimum directional efficiency", minval = 0, maxval = 1, group = "02 · Signals")
float shockAtr = input.float(4, "Shock threshold · prior ATR", minval = 0.1, group = "02 · Signals")
int cooldown = input.int(3, "Shock cooldown · bars", minval = 0, maxval = 100, group = "02 · Signals")
float account = input.float(100000, "Reference account", minval = 1, group = "03 · Risk")
float riskPct = input.float(1, "Planned risk %", minval = 0, maxval = 100, group = "03 · Risk")
float stopAtr = input.float(3, "Frozen distance · ATR", minval = 0.1, group = "03 · Risk")
float conversion = input.float(1, "Account currency per quote currency", minval = 0.00000001, group = "03 · Risk", tooltip = "Explicit fixed conversion for the illustration, not an FX feed. Use 1 only when account and quote currency match. Recompute when conversion changes.")
float pointOverride = input.float(0, "Point-value override · 0 = symbol", minval = 0, group = "03 · Risk")
float pointValue = pointOverride > 0 ? pointOverride : syminfo.pointvalue
float tick = syminfo.mintick
float lot = input.float(1, "Quantity increment", minval = 0.00000001, group = "03 · Risk", tooltip = "Quantity uses symbol units/contracts, not broker-defined FX lots. Confirm the point value and increment for this instrument.")
float margin = input.float(0, "Capacity per unit · account currency", minval = 0, group = "03 · Risk", tooltip = "Required for Futures and nonpositive-price plans. Enter a conservative per-contract allocation. It is not a live broker margin model. Zero uses cash notional for other positive-price instruments.")
float capitalFraction = input.float(1, "Maximum capacity · account fraction", minval = 0, maxval = 1, group = "03 · Risk")
float costBps = input.float(5, "One-way notional costs · bps", minval = 0, group = "03 · Risk")
float feePerUnit = input.float(0, "One-way fee per unit · quote currency", minval = 0, group = "03 · Risk")
int slipTicks = input.int(1, "Adverse slippage · ticks", minval = 0, maxval = 100, group = "03 · Risk")
string theme = input.string("Auto", "Theme", options = ["Auto", "Dark", "Light"], group = "04 · Appearance")
string density = input.string("Essential", "Dashboard", options = ["Essential", "Detailed", "Hidden"], group = "04 · Appearance")
bool candleColors = input.bool(true, "Color confirmed candles", group = "04 · Appearance")
bool showVwap = input.bool(false, "Show session VWAP", group = "04 · Appearance")
if not chart.is_standard or timeframe.isticks
    runtime.error("Konatus requires standard time-based OHLC charts.")
if na(pointValue) or na(tick) or math.sign(pointValue) <= 0 or math.sign(tick) <= 0
    runtime.error("A positive tick and point value are required.")
if volumeMode == "Session slot" and (not timeframe.isintraday or timeframe.in_seconds() < 60)
    runtime.error("Session-slot volume needs intraday time bars of at least one minute.")
bool needsVolume = volumePolicy == "Required" or (volumePolicy == "Profile" and (profile == "Stocks" or profile == "Futures" or profile == "Crypto"))

if vwapGate and not timeframe.isintraday
    runtime.error("Session VWAP gating requires intraday time bars. Disable it on daily and higher charts.")

// Shared confirmed-bar analytical engine. Price units allow zero/negative prices.
var float level = na
var float drift = 0
var float p00 = 0
var float p01 = 0
var float p11 = 0
var float atr = 0
var float trSum = 0
var float previous = na
var float evidence = 0
var int count = 0
var int direction = 0
var int runLength = 0
var int pause = 0
var array<float> highs = array.new_float()
var array<float> lows = array.new_float()
var array<float> closes = array.new_float()
var array<float> slotMean = array.new_float(1440, 0)
var array<int> slotCount = array.new_int(1440, 0)
var array<int> slotAnchor = array.new_int(1440, na)
var float volMean = 0
var int volCount = 0
var int anchor = na
var bool anchorComplete = false
var bool anchorValid = true
var float pv = 0
var float vSum = 0
var float vwap = na
var float relativeVolume = na
var float efficiency = 0
var float extension = na
var float surprise = na
var float predictiveSd = na
var float distance = 0
var float quantity = 0
var string volumeStatus = "WARMUP"
var string condition = "WARMUP"
var string entryStatus = "WARMUP"
var string setupName = "NONE"
var int breakoutSide = 0
var float breakoutLevel = na
var bool ready = false
int signal = 0
bool valid = not na(open) and not na(high) and not na(low) and not na(close) and (math.min(open, close) - low) / tick >= 0 and (high - math.max(open, close)) / tick >= 0
bool resetNow = resetAt > 0 and time >= resetAt and (na(time[1]) or time[1] < resetAt)
if barstate.isconfirmed
    if not valid or resetNow
        level := na
        drift := 0
        p00 := 0
        p01 := 0
        p11 := 0
        atr := 0
        trSum := 0
        previous := na
        evidence := 0
        count := 0
        direction := 0
        runLength := 0
        pause := 0
        array.clear(highs)
        array.clear(lows)
        array.clear(closes)
        array.fill(slotMean, 0)
        array.fill(slotCount, 0)
        array.fill(slotAnchor, na)
        volMean := 0
        volCount := 0
        anchor := na
        anchorComplete := false
        anchorValid := true
        pv := 0
        vSum := 0
        vwap := na
        breakoutSide := 0
        ready := false
        quantity := 0
        distance := 0
        extension := na
        efficiency := 0
        surprise := na
        predictiveSd := na
        relativeVolume := na
        volumeStatus := "UNAVAILABLE"
        condition := "INVALID DATA"
        entryStatus := "INVALID DATA"
        setupName := "NONE"
    if valid
        float priorLevel = level
        float tr = na(previous) ? high - low : math.max(high - low, math.abs(high - previous), math.abs(low - previous))
        float scale = math.max(count >= 14 ? atr : count > 0 ? trSum / count : tr, tick)
        float variance = scale * scale
        float observation = 0.25 * variance
        if na(level)
            level := close
            p00 := observation
            p11 := observation
            surprise := 0
            predictiveSd := math.sqrt(2 * observation)
        else
            float a = p00 + 2 * p01 + p11 + 0.01 * variance
            float b = p01 + p11
            float d = p11 + 0.0001 * variance
            float predictive = a + observation
            float innovation = close - level - drift
            surprise := innovation / math.sqrt(predictive)
            predictiveSd := math.sqrt(predictive)
            float k0 = a / predictive
            float k1 = b / predictive
            float m = 1 - k0
            level += drift + k0 * innovation
            drift += k1 * innovation
            p00 := m * m * a + k0 * k0 * observation
            p01 := m * (b - k1 * a) + k0 * k1 * observation
            p11 := d - 2 * k1 * b + k1 * k1 * a + k1 * k1 * observation
        count += 1
        if count <= 14
            trSum += tr
            atr := trSum / count
        else
            atr += (tr - atr) / 14
        int priorDirection = direction
        direction := drift / tick > 0.000001 ? 1 : drift / tick < -0.000001 ? -1 : 0
        runLength := direction != 0 and direction == priorDirection ? runLength + 1 : direction != 0 ? 1 : 0
        evidence := decay * evidence + (1 - decay) * math.max(-1, math.min(1, drift / (0.1 * scale)))
        array.push(closes, close)
        if array.size(closes) > 21
            array.shift(closes)
        float travel = 0
        if array.size(closes) > 1
            for j = 1 to array.size(closes) - 1
                travel += math.abs(array.get(closes, j) - array.get(closes, j - 1))
        efficiency := travel > 0 ? math.abs(close - array.get(closes, 0)) / travel : 0
        extension := math.abs(close - level) / math.max(atr, tick)
        bool shock = not na(previous) and math.abs(close - previous) / scale > shockAtr
        pause := shock ? cooldown : math.max(0, pause - 1)
        ready := count >= 40 and atr / tick > 0.000001
        condition := count < 40 ? "WARMUP" : not ready ? "FLAT" : shock or pause > 0 ? "SHOCK" : efficiency < efficiencyMin ? "CONGESTION" : "TREND"
        bool haveVolume = not na(volume) and volume >= 0
        int slot = hour(time, syminfo.timezone) * 60 + minute(time, syminfo.timezone)
        int dayAnchor = time_tradingday
        float baseline = volumeMode == "Session slot" ? array.get(slotMean, slot) : volMean
        int samples = volumeMode == "Session slot" ? array.get(slotCount, slot) : volCount
        int lastAnchor = array.get(slotAnchor, slot)
        bool duplicateSlot = volumeMode == "Session slot" and not na(lastAnchor) and lastAnchor == dayAnchor
        bool enough = samples >= (volumeMode == "Session slot" ? 5 : 20)
        relativeVolume := haveVolume and enough and baseline > 0 and not duplicateSlot ? volume / baseline : na
        volumeStatus := not haveVolume ? "VOLUME MISSING" : duplicateSlot ? "SLOT REPEATED" : volume == 0 ? "ZERO VOLUME" : na(relativeVolume) ? "VOLUME WARMUP" : "AVAILABLE"
        if haveVolume and not duplicateSlot
            float updated = samples == 0 ? volume : baseline + (volume - baseline) * 2 / 21
            if volumeMode == "Session slot"
                array.set(slotMean, slot, updated)
                array.set(slotCount, slot, samples + 1)
                array.set(slotAnchor, slot, dayAnchor)
            else
                volMean := updated
                volCount += 1
        if not needsVolume
            volumeStatus := "PRICE ONLY"
        bool volumeOk = not needsVolume or (volumeStatus == "AVAILABLE" and relativeVolume >= 1)
        if na(anchor) or dayAnchor != anchor
            anchorComplete := not na(anchor)
            anchor := dayAnchor
            anchorValid := true
            pv := 0
            vSum := 0
        if not haveVolume
            anchorValid := false
        if haveVolume and volume > 0
            pv += hlc3 * volume
            vSum += volume
        vwap := vSum > 0 ? pv / vSum : na
        bool contextOk = not vwapGate or (anchorValid and anchorComplete and not na(vwap) and haveVolume and volume > 0 and direction * (close - vwap) / tick > 0)
        int fire = 0
        if not ready or shock or pause > 0
            breakoutSide := 0
        else if breakoutSide != 0
            if breakoutSide * (close - breakoutLevel) / tick > 0
                fire := breakoutSide
            breakoutSide := 0
        else if array.size(highs) == 20
            if (close - array.max(highs)) / tick > 0
                breakoutSide := 1
                breakoutLevel := array.max(highs)
            else if (array.min(lows) - close) / tick > 0
                breakoutSide := -1
                breakoutLevel := array.min(lows)
        int pull = not na(previous) and not na(priorLevel) and direction * (previous - priorLevel) / tick <= 0 and direction * (close - level) / tick > 0 ? direction : 0
        int setupSide = setupMode == "Breakout" ? fire : setupMode == "Pullback" ? pull : fire != 0 ? fire : pull
        setupName := setupSide != 0 and setupSide == fire ? "BREAKOUT" : setupSide != 0 ? "PULLBACK" : "NONE"
        distance := math.ceil(stopAtr * atr / tick - 1e-9) * tick
        float slip = slipTicks * tick
        float fees = 2 * feePerUnit + (2 * math.abs(close) + distance + 2 * slip) * pointValue * costBps / 10000
        float unitRisk = ((distance + slip + tick) * pointValue + fees) * conversion
        float capacity = profile == "Futures" or math.sign(close) <= 0 ? margin : margin > 0 ? margin : (math.abs(close) + slip) * pointValue * conversion
        float capacityWithFees = capacity + (feePerUnit + (math.abs(close) + slip) * pointValue * costBps / 10000) * conversion
        quantity := math.sign(capacity) > 0 and math.sign(distance) > 0 and math.sign(unitRisk) > 0 ? math.max(0, math.floor(math.min(account * riskPct / 100 / unitRisk, account * capitalFraction / capacityWithFees) / lot) * lot) : 0
        entryStatus := count < 40 ? "WARMUP" : not ready ? "FLAT" : condition == "SHOCK" ? "SHOCK PAUSE" : condition == "CONGESTION" ? "CONGESTION" : direction == 0 or direction * evidence * 100 < persistenceMin ? "WEAK EVIDENCE" : direction < 0 and not allowShort ? "SHORT DISABLED" : not volumeOk and volumeStatus != "AVAILABLE" ? volumeStatus : not volumeOk ? "LOW PARTICIPATION" : not contextOk ? "VWAP CONTEXT" : extension > extensionLimit ? "EXTENDED" : quantity <= 0 ? "SIZE UNAVAILABLE" : setupSide == direction ? "READY" : "WAIT SETUP"
        signal := entryStatus == "READY" ? direction : 0
        array.push(highs, high)
        array.push(lows, low)
        if array.size(highs) > 20
            array.shift(highs)
            array.shift(lows)
        previous := close

// Illustrative next-open ledger. Orders are not sent to a broker.
var int heldSide = 0
var int pendingSide = 0
var float pendingQuantity = 0
var float pendingDistance = 0
var float heldQuantity = 0
var float entryPrice = na
var float stopPrice = na
var float heldDistance = na
var int reversalCount = 0
var bool pendingExit = false
var bool capacityBreached = false
bool entryIntent = false
bool exitIntent = false
bool entered = false
bool exited = false
string exitReason = ""
if barstate.isconfirmed and valid
    bool dueExit = pendingExit
    pendingExit := false
    float slip = slipTicks * tick
    if heldSide != 0
        if heldSide * (open - stopPrice) / tick <= 0
            exited := true
            exitReason := "GAP_STOP"
        else if dueExit
            exited := true
            exitReason := "REVERSAL"
    if heldSide == 0 and pendingSide != 0
        heldSide := pendingSide
        heldQuantity := pendingQuantity
        heldDistance := pendingDistance
        entryPrice := open + heldSide * slip
        float rawStop = entryPrice - heldSide * heldDistance
        stopPrice := (heldSide > 0 ? math.floor(rawStop / tick + 1e-9) : math.ceil(rawStop / tick - 1e-9)) * tick
        float entryFee = heldQuantity * (feePerUnit + math.abs(entryPrice) * pointValue * costBps / 10000) * conversion
        float filledCapacity = margin > 0 ? margin : math.abs(entryPrice) * pointValue * conversion
        capacityBreached := filledCapacity * heldQuantity + entryFee > account * capitalFraction
        pendingSide := 0
        entered := true
    if heldSide != 0 and not exited and (heldSide > 0 ? (stopPrice - low) / tick >= 0 : (high - stopPrice) / tick >= 0)
        exited := true
        exitReason := "STOP"
    if exited
        heldSide := 0
        reversalCount := 0
    if heldSide != 0
        reversalCount := direction == -heldSide ? reversalCount + 1 : 0
        if reversalCount >= 2
            pendingExit := true
            exitIntent := true
    else if not exited and signal != 0
        pendingSide := signal
        pendingQuantity := quantity
        pendingDistance := distance
        entryIntent := true
// Alerts are decision events. Namespace separates configurations/alert instances.
string alertNamespace = input.string("default", "Alert instance ID", group = "05 · Alerts", tooltip = "Use a distinct ID for each configuration. Allowed characters: letters, numbers, dash and underscore. Recreate TradingView alerts after settings change.")
if str.length(alertNamespace) == 0 or str.match(alertNamespace, "^[A-Za-z0-9_-]+$") != alertNamespace
    runtime.error("Alert instance ID must contain only letters, numbers, dash or underscore.")
if entryIntent or exitIntent
    string eventName = entryIntent ? "ENTRY_INTENT" : "EXIT_INTENT"
    int eventSide = entryIntent ? pendingSide : heldSide
    string eventId = "kb-0.3:" + alertNamespace + ":" + syminfo.tickerid + ":" + timeframe.period + ":" + str.tostring(time_close) + ":" + eventName + ":" + str.tostring(eventSide)
    string payload = '{"version":"kb-0.3-experimental","id":"' + eventId + '","event":"' + eventName + '","symbol":"' + syminfo.tickerid + '","timeframe":"' + timeframe.period + '","time_close":' + str.tostring(time_close) + ',"side":' + str.tostring(eventSide) + ',"quantity":' + str.tostring(entryIntent ? pendingQuantity : heldQuantity, "#.########") + ',"distance":' + str.tostring(entryIntent ? pendingDistance : heldDistance, "#.########") + ',"illustrative":true}'
    alert(payload, alert.freq_once_per_bar_close)

bool dark = theme == "Dark" or (theme == "Auto" and color.r(chart.bg_color) + color.g(chart.bg_color) + color.b(chart.bg_color) < 384)
color surface = dark ? #151B18 : #FCFCF8
color ink = dark ? #E8ECE6 : #202E25
color secondary = dark ? #A5B0A7 : #546559
color up = dark ? #A6CF9A : #37672C
color down = dark ? #EDABA0 : #9E453A
color amber = dark ? #E7C184 : #835B1C
color edge = dark ? #344238 : #BDC7BB
color bearingInk = not ready or math.abs(evidence * 100) < persistenceMin ? secondary : direction > 0 ? up : down
plot(level, "Bearing price", color = bearingInk, linewidth = 2)
plot(showVwap ? vwap : na, "Session VWAP", color = secondary)
plot(heldSide != 0 ? entryPrice : na, "Illustrative entry", color = secondary, style = plot.style_linebr)
plot(heldSide != 0 ? stopPrice : na, "Frozen protective stop", color = amber, linewidth = 2, style = plot.style_linebr)
barcolor(candleColors and barstate.isconfirmed ? bearingInk : na)
plotshape(entryIntent and pendingSide == 1, "Long intent", style = shape.triangleup, location = location.belowbar, color = color.green, size = size.tiny)
plotshape(entryIntent and pendingSide == -1, "Short intent", style = shape.triangledown, location = location.abovebar, color = color.red, size = size.tiny)
plotshape(exited, "Illustrative exit", style = shape.xcross, location = location.abovebar, color = amber, size = size.tiny)
bool displayValid = barstate.isconfirmed ? valid : valid[1]
string state = not displayValid ? "DATA UNAVAILABLE" : pendingExit ? "EXIT QUEUED" : heldSide != 0 ? (heldSide > 0 ? "LONG PLAN" : "SHORT PLAN") : pendingSide != 0 ? "ENTRY QUEUED" : entryStatus
string reason = heldSide != 0 ? (not displayValid ? "Data invalid; last stop retained" : capacityBreached ? "Capacity exceeded at fill" : "Frozen stop active") : pendingSide != 0 ? "Illustrative next-open fill" : entryStatus == "EXTENDED" ? "Trend persists; wait for entry" : entryStatus == "SIZE UNAVAILABLE" ? "Check contract / margin / risk" : entryStatus == "SHOCK PAUSE" ? "New entries paused" : entryStatus == "WAIT SETUP" ? "Evidence ready; wait for setup" : "Experimental · closed-bar state"
var table panel = table.new(position.top_right, 2, 15, bgcolor = surface, frame_color = edge, frame_width = 1)
row(table t, int n, string label, string value, color valueInk, color bg, color labelInk) =>
    table.cell(t, 0, n, " " + label + " ", bgcolor = bg, text_color = labelInk, text_halign = text.align_left, text_size = size.small)
    table.cell(t, 1, n, " " + value + " ", bgcolor = bg, text_color = valueInk, text_halign = text.align_right, text_size = size.small)
if barstate.isfirst
    table.merge_cells(panel, 0, 1, 1, 1)
    table.merge_cells(panel, 0, 2, 1, 2)
    table.merge_cells(panel, 0, 14, 1, 14)
if barstate.islast
    table.clear(panel, 0, 0, 1, 14)
    if density != "Hidden" or (heldSide != 0 and (capacityBreached or not displayValid))
        row(panel, 0, "KONATUS BEARING", profile, ink, surface, secondary)
        table.cell(panel, 0, 1, " " + state + " ", text_color = heldSide != 0 and not pendingExit ? bearingInk : amber, bgcolor = surface, text_size = size.large, text_halign = text.align_left)
        table.cell(panel, 0, 2, " " + reason + " ", text_color = secondary, bgcolor = surface, text_size = size.small, text_halign = text.align_left)
        row(panel, 3, "DIRECTION", direction > 0 ? "Upward" : direction < 0 ? "Downward" : "Unclear", bearingInk, surface, secondary)
        row(panel, 4, "PERSISTENCE", str.tostring(evidence * 100, "0.0") + " / 100", ink, surface, secondary)
        row(panel, 5, "CONDITIONS", condition, ink, surface, secondary)
        row(panel, 6, "NEW ENTRY", entryStatus, ink, surface, secondary)
        row(panel, 7, "EXTENSION", na(extension) ? "—" : str.tostring(extension, "0.00") + " ATR", ink, surface, secondary)
        row(panel, 8, "PARTICIPATION", volumeStatus, secondary, surface, secondary)
        row(panel, 9, "FROZEN STOP", heldSide != 0 ? str.tostring(stopPrice, format.mintick) : "—", amber, surface, secondary)
        row(panel, 10, "ACTIVE / QUEUED QTY", str.tostring(heldSide != 0 ? heldQuantity : pendingSide != 0 ? pendingQuantity : 0, "#.########"), ink, surface, secondary)
        if density == "Detailed"
            row(panel, 11, "DRIFT / MODEL SD", str.tostring(drift, "#.########") + " / " + str.tostring(math.sqrt(math.max(p11, 0)), "#.########"), ink, surface, secondary)
            row(panel, 12, "RUN / EFFICIENCY", str.tostring(runLength) + " / " + str.tostring(efficiency, "0.00"), ink, surface, secondary)
            row(panel, 13, "QUOTE → ACCOUNT", syminfo.currency + " × " + str.tostring(conversion, "#.########"), secondary, surface, secondary)
        table.cell(panel, 0, 14, " kb-0.3 · experimental · illustrative ", text_color = secondary, bgcolor = surface, text_size = size.small)
plot(evidence * 100, "Persistence", display = display.data_window)
plot(direction, "Direction", display = display.data_window)
plot(extension, "Extension ATR", display = display.data_window)
plot(efficiency, "Efficiency", display = display.data_window)
plot(atr, "ATR", display = display.data_window)
plot(relativeVolume, "Prior relative volume", display = display.data_window)
plot(surprise, "Standardized forecast innovation", display = display.data_window)
plot(predictiveSd, "Prior predictive SD", display = display.data_window)
plot(drift, "Price drift", display = display.data_window)
plot(math.sqrt(math.max(p11, 0)), "Model drift SD", display = display.data_window)
plot(signal, "Setup signal", display = display.data_window)
plot(entryIntent ? pendingSide : 0, "Entry intent", display = display.data_window)
plot(exitIntent ? 1 : 0, "Exit intent", display = display.data_window)
plot(quantity, "Planned quantity", display = display.data_window)
plot(distance, "Planned distance", display = display.data_window)
plot(ready ? 1 : 0, "Ready", display = display.data_window)
// Raw observation exports allow an actual chart-to-Python parity check.
plot(bar_index, "Observation index", display = display.data_window)
plot(open, "Input open", display = display.data_window)
plot(high, "Input high", display = display.data_window)
plot(low, "Input low", display = display.data_window)
plot(close, "Input close", display = display.data_window)
plot(volume, "Input volume", display = display.data_window)
plot(time_tradingday, "Input anchor", display = display.data_window)
plot(hour(time, syminfo.timezone) * 60 + minute(time, syminfo.timezone), "Input slot", display = display.data_window)
plot(anchorComplete ? 1 : 0, "Input anchor complete", display = display.data_window)
plot(resetNow ? 1 : 0, "Input reset", display = display.data_window)

plot(heldSide, "Held side", display = display.data_window)
plot(heldSide != 0 ? heldQuantity : 0, "Held quantity", display = display.data_window)
plot(exited ? 1 : 0, "Illustrative exit flag", display = display.data_window)
plot(exitReason == "STOP" ? 1 : exitReason == "GAP_STOP" ? 2 : exitReason == "REVERSAL" ? 3 : 0, "Illustrative exit code", display = display.data_window)