ICT SESSION TIME RANGES

// Independent TradingView port of Distilled Desk's New York and London Time Ranges.
// © DistilledTrades. Private research display; no orders or trade signals.
//@version=6
indicator("Time Ranges",overlay=true,dynamic_requests=true,max_boxes_count=300,max_lines_count=500,max_labels_count=500)
const string NY="America/New_York"
const string LONDON="Europe/London"
a0=input.bool(true,"08:50–09:10 → 10:55",group="New York windows")
a1=input.bool(true,"10:50–11:10 → 12:10",group="New York windows")
a2=input.bool(false,"Bell · 09:00–09:30 → 10:30",group="New York windows")
a3=input.bool(false,"Pre-news · 07:30–08:30 → 12:30",group="New York windows")
a4=input.bool(true,"Opening hour · 09:30–10:30 → 12:30",group="New York windows")
a5=input.bool(false,"09:50–10:10 → 12:10",group="New York windows")
a6=input.bool(false,"Pre-open · 07:00–08:00 → 10:00 UK",group="London windows")
a7=input.bool(true,"Opening hour · 08:00–09:00 → 12:00 UK",group="London windows")
showBands=input.bool(true,"Historical P30–P70 zones",group="Display",tooltip="Earlier complete same-symbol/feed sessions only, separately grouped by first edge and final outcome. 30+ observations for qualified bands; optional dashed previews use3–29. Conditional historical excursions, not targets or forecast probabilities.")
previewBands=input.bool(true,"Show low-sample P-box previews",group="Display",tooltip="Exploratory preview with 3–29 earlier complete sessions in that exact side/outcome cohort. Dashed outline, LOW SAMPLE label and n. Does not relax the 30-session percentage threshold or mark a preview as qualified.")
showLabels=input.bool(true,"Chart labels",group="Display")
showPanel=input.bool(true,"Range status table",group="Display")
keepDays=input.int(3,"Recent chart days",minval=1,maxval=5,group="Display")
rangeInk=input.color(#4CAF50,"Range",group="Display")
contInk=input.color(#29946e,"Continuation",group="Display")
revInk=input.color(#ce6570,"Reversal",group="Display")
header=input.color(#283238,"Table header",group="Display")
rowsInk=input.color(#f0f0f0,"Table rows",group="Display")
textInk=input.color(#20252b,"Table text",group="Display")
where=input.string("Bottom right","Table position",options=["Top right","Top left","Bottom right","Bottom left"],group="Display")
textSize=input.string(size.small,"Table text size",options=[size.tiny,size.small,size.normal],group="Display")
weekdayFilter=input.string("All weekdays","Historical weekday filter",options=["All weekdays","Current range weekday"],group="Historical tendency")
firstFilter=input.string("Auto · observed first edge","Historical first-break filter",options=["Auto · observed first edge","Both","High first","Low first"],group="Historical tendency",tooltip="Auto uses both sides before the first break, then the actual observed first edge. Fixed High/Low selections are labelled explicitly and are not today's detected direction.")
cohortMax=input.int(250,"Earlier sessions retained per window",minval=60,maxval=500,group="History")
sharedHistory=input.bool(true,"Use deeper shared minute history",group="History",tooltip="Loads actual native minutes through a background 1H context. The same symbol, range, first-side and outcome definitions are preserved. Only earlier complete sessions qualify. Each statistic uses the source with more samples; never adds overlapping source counts.")
fineHistory=input.int(200000,"Native minute lookback",minval=5000,maxval=200000,step=5000,group="History",tooltip="Actual history depends on TradingView's plan, symbol and intrabar availability. Missing minutes are not filled. Low sample cohorts remain withheld.")
int sec=int(timeframe.in_seconds(timeframe.main_period))
bool supported=chart.is_standard and sec>=30 and sec<=3600
// One exact closed minute is the atomic observation, including on a 30s chart.
type Minute
    int t
    int e
    float o
    float h
    float l
    float c
f_minute()=>
    Minute.new(time,time_close,open,high,low,close)
type Sample
    int deadline
    int side
    int outcome
    float excursion
    float opposing
type Range
    int id
    int start
    int finish
    int deadline
    string name
    bool enabled
    int last=na
    bool valid=true
    float hi=na
    float lo=na
    float postHi=na
    float postLo=na
    int side=0
    int firstAt=na
    int reversalAt=na
    int state=0 // building 0, waiting 1, pending 2, reversal 3, continuation 4, ambiguous 5, unavailable 6, no break 7
    bool archived=false
    array<float> bands=na // high continuation P30/50/70, high reversal, low continuation, low reversal
    array<int> counts=na
    array<int> tendency=na // high C/R, low C/R; frozen at this range close
    string historySource="Chart"
f_name(int i)=>
    i==0?"08:50–09:10":i==1?"10:50–11:10":i==2?"09:00–09:30":i==3?"07:30–08:30":i==4?"09:30–10:30":i==5?"09:50–10:10":i==6?"London 07:00–08:00":"London 08:00–09:00"
f_zone(int i)=>
    i>=6?LONDON:NY
f_zoneLabel(int i)=>
    i>=6?"UK":"NY"
f_clocks(int t,int i)=>
    int startM=i==0?530:i==1?650:i==2?540:i==3?450:i==4?570:i==5?590:i==6?420:480
    int endM=i==0?550:i==1?670:i==2?570:i==3?510:i==4?630:i==5?610:i==6?480:540
    int stopM=i==0?655:i==1?730:i==2?630:i==3?750:i==4?750:i==5?730:i==6?600:720
    string zone=f_zone(i)
    int y=year(t,zone),m=month(t,zone),d=dayofmonth(t,zone)
    [timestamp(zone,y,m,d,int(startM/60),startM%60),timestamp(zone,y,m,d,int(endM/60),endM%60),timestamp(zone,y,m,d,int(stopM/60),stopM%60)]
// NumPy method="linear" parity: percentile position is (n-1)*q.
f_linear(array<float> values,float q)=>
    float at=(values.size()-1)*q
    int left=int(math.floor(at))
    int right=int(math.ceil(at))
    values.get(left)+(values.get(right)-values.get(left))*(at-left)
f_quantiles(array<Sample> history,Range r)=>
    r.bands:=array.new_float(12,na)
    r.counts:=array.new_int(4,0)
    r.tendency:=array.new_int(4,0)
    for sample in history
        if sample.deadline<r.start and (weekdayFilter=="All weekdays" or dayofweek(sample.deadline,f_zone(r.id))==dayofweek(r.start,f_zone(r.id)))
            int slot=(sample.side==1?0:2)+(sample.outcome==3?1:0)
            r.tendency.set(slot,r.tendency.get(slot)+1)
    for cohort=0 to 3
        array<float> values=array.new_float()
        int side=cohort<2?1:-1
        int outcome=cohort%2==0?4:3
        for sample in history
            if sample.deadline<r.start and sample.side==side and sample.outcome==outcome
                values.push(outcome==4?sample.excursion:sample.opposing)
        r.counts.set(cohort,values.size())
        if values.size()>=30 or previewBands and values.size()>=3
            values.sort()
            r.bands.set(cohort*3,f_linear(values,.3))
            r.bands.set(cohort*3+1,f_linear(values,.5))
            r.bands.set(cohort*3+2,f_linear(values,.7))
    0
method step(Range r,Minute b,array<Sample> history)=>
    if b.t>=r.start and b.t<r.deadline and not r.archived
        bool prices=not na(b.o) and not na(b.h) and not na(b.l) and not na(b.c) and b.h>=math.max(b.o,b.c) and b.l<=math.min(b.o,b.c)
        if b.e-b.t!=60000 or (na(r.last)?b.t!=r.start:b.t!=r.last) or not prices
            r.valid:=false
        r.last:=b.e
        if b.t<r.finish
            r.hi:=na(r.hi)?b.h:math.max(r.hi,b.h)
            r.lo:=na(r.lo)?b.l:math.min(r.lo,b.l)
            if b.e==r.finish
                r.valid:=r.valid and r.hi>r.lo
                r.state:=r.valid?1:6
                if r.valid
                    f_quantiles(history,r)
        else if r.valid
            bool up=b.h>r.hi
            bool down=b.l<r.lo
            if r.side==0 and r.state!=5
                if up and down
                    r.state:=5
                    r.firstAt:=b.e
                else if up or down
                    r.side:=up?1:-1
                    r.firstAt:=b.e
                    r.state:=2
            if r.side!=0
                r.postHi:=na(r.postHi)?b.h:math.max(r.postHi,b.h)
                r.postLo:=na(r.postLo)?b.l:math.min(r.postLo,b.l)
                if na(r.reversalAt) and (r.side==1?down:up)
                    r.reversalAt:=b.e
                    r.state:=3
        if not r.valid
            r.state:=6
        if b.e==r.deadline
            if r.valid and r.state!=5
                r.state:=r.side==0?7:not na(r.reversalAt)?3:4
                if r.state==3 or r.state==4
                    float width=r.hi-r.lo
                    float excursion=r.side==1?(r.postHi-r.hi)/width:(r.lo-r.postLo)/width
                    float opposing=math.max(0,r.side==1?(r.lo-r.postLo)/width:(r.postHi-r.hi)/width)
                    history.push(Sample.new(r.deadline,r.side,r.state,excursion,opposing))
                    if history.size()>cohortMax
                        history.shift()
            r.archived:=true
    else if b.t>=r.deadline and not r.archived
        // Even one absent minute through the deadline invalidates the whole cohort.
        r.valid:=false
        r.state:=6
        r.archived:=true
    0
var h0=array.new<Sample>()
var h1=array.new<Sample>()
var h2=array.new<Sample>()
var h3=array.new<Sample>()
var h4=array.new<Sample>()
var h5=array.new<Sample>()
var h6=array.new<Sample>()
var h7=array.new<Sample>()
f_history(int i)=>
    i==0?h0:i==1?h1:i==2?h2:i==3?h3:i==4?h4:i==5?h5:i==6?h6:h7
var ranges=array.new<Range>()
var int dateKey=na
var int lastEnd=na
var int gaps=0
f_dayKey(int t,string zone)=>
    year(t,zone)*10000+month(t,zone)*100+dayofmonth(t,zone)
f_enabled(int i)=>
    i==0?a0:i==1?a1:i==2?a2:i==3?a3:i==4?a4:i==5?a5:i==6?a6:a7
// Each profile rolls on its own local date. London must not be reset at NY midnight.
var profileDays=array.new_int(8,na)
f_dispatch(Minute b,int key)=>
    for i=0 to 7
        string zone=f_zone(i)
        int today=f_dayKey(b.t,zone)
        if na(profileDays.get(i)) or today!=profileDays.get(i)
            for r in ranges
                if r.id==i and not r.archived
                    r.state:=6
                    r.valid:=false
                    r.archived:=true
            if dayofweek(b.t,zone)>=dayofweek.monday and dayofweek(b.t,zone)<=dayofweek.friday
                [s,e,d]=f_clocks(b.t,i)
                ranges.push(Range.new(i,s,e,d,f_name(i),f_enabled(i)))
            profileDays.set(i,today)
    while ranges.size()>keepDays*8
        ranges.shift()
    for r in ranges
        if not r.archived
            r.step(b,f_history(r.id))
    f_dayKey(b.t,NY)
// Native 1m requests on charts >=1m; native 30s pairs on the seconds chart.
var int halfStart=na
var Minute half=na
if supported
    int cutoff=barstate.isrealtime?int(math.floor(timenow/60000)*60000):time_close
    array<Minute> incoming=array.new<Minute>()
    if sec>60
        incoming:=request.security_lower_tf(syminfo.tickerid,"1",f_minute(),calc_bars_count=fineHistory)
    else if sec==60
        incoming.push(f_minute())
    else
        int minuteStart=time("1")
        if barstate.isconfirmed
            if time==minuteStart and time_close-time==30000
                halfStart:=minuteStart
                half:=f_minute()
            else if not na(half) and halfStart==minuteStart and time==half.e and time_close-time==30000 and time_close==time_close("1")
                incoming.push(Minute.new(half.t,time_close,half.o,math.max(half.h,high),math.min(half.l,low),close))
                half:=na
    for b in incoming
        if b.e<=cutoff and (na(lastEnd) or b.e>lastEnd)
            if not na(lastEnd) and b.t!=lastEnd
                gaps+=1
            dateKey:=f_dispatch(b,dateKey)
            lastEnd:=b.e
// Shared calibration runs in a deeper 1H context using complete native minute arrays.
// It never returns or imports an event state into the chart's live detector.
type HistoryBook
    array<Range> views
    array<int> days
    array<Sample> h0
    array<Sample> h1
    array<Sample> h2
    array<Sample> h3
    array<Sample> h4
    array<Sample> h5
    array<Sample> h6
    array<Sample> h7
    int last=na
    int first=na
    int minutes=0
type HistoryBundle
    array<Range> views
    int last
    int first
    int minutes
f_sharedBook()=>
    HistoryBook.new(array.new<Range>(),array.new_int(8,na),array.new<Sample>(),array.new<Sample>(),array.new<Sample>(),array.new<Sample>(),array.new<Sample>(),array.new<Sample>(),array.new<Sample>(),array.new<Sample>())
f_sharedSamples(HistoryBook book,int i)=>
    i==0?book.h0:i==1?book.h1:i==2?book.h2:i==3?book.h3:i==4?book.h4:i==5?book.h5:i==6?book.h6:book.h7
method ingestShared(HistoryBook book,Minute b)=>
    if na(book.last) or b.e>book.last
        if na(book.first)
            book.first:=b.t
        book.minutes+=1
        for i=0 to 7
            string zone=f_zone(i)
            int today=f_dayKey(b.t,zone)
            if na(book.days.get(i)) or today!=book.days.get(i)
                for view in book.views
                    if view.id==i and not view.archived
                        view.state:=6
                        view.valid:=false
                        view.archived:=true
                if dayofweek(b.t,zone)>=dayofweek.monday and dayofweek(b.t,zone)<=dayofweek.friday
                    [s,e,d]=f_clocks(b.t,i)
                    Range view=Range.new(i,s,e,d,f_name(i),true)
                    f_quantiles(f_sharedSamples(book,i),view)
                    book.views.push(view)
                book.days.set(i,today)
        while book.views.size()>keepDays*8
            book.views.shift()
        for view in book.views
            if not view.archived
                view.step(b,f_sharedSamples(book,view.id))
        book.last:=b.e
    0
f_sharedCalibration()=>
    var HistoryBook book=f_sharedBook()
    string historyTicker=ticker.modify(syminfo.tickerid,session=syminfo.session)
    array<Minute> native=request.security_lower_tf(historyTicker,"1",f_minute(),currency=syminfo.currency,calc_bars_count=fineHistory)
    int cutoff=barstate.isrealtime?int(math.floor(timenow/60000)*60000):time_close
    for b in native
        if b.e<=cutoff
            book.ingestShared(b)
    // Returning collections on every requested bar would duplicate large buffers.
    HistoryBundle result=na
    if barstate.islast or barstate.islastconfirmedhistory
        result:=HistoryBundle.new(book.views,book.last,book.first,book.minutes)
    result
// Direct minute context avoids reusing a short chart-minute dataset when available.
f_sharedMinuteCalibration()=>
    var HistoryBook book=f_sharedBook()
    int cutoff=barstate.isrealtime?int(math.floor(timenow/60000)*60000):time_close
    if time_close<=cutoff
        book.ingestShared(f_minute())
    HistoryBundle result=na
    if barstate.islast or barstate.islastconfirmedhistory
        result:=HistoryBundle.new(book.views,book.last,book.first,book.minutes)
    result
f_applyShared(Range local,Range remote)=>
    bool used=false
    // Exact window/session key; frozen remote facts contain only deadlines before start.
    if local.id==remote.id and local.start==remote.start and not na(remote.tendency)
        if na(local.tendency)
            local.tendency:=array.new_int(4,0)
        if na(local.counts)
            local.counts:=array.new_int(4,0)
        if na(local.bands)
            local.bands:=array.new_float(12,na)
        if remote.tendency.sum()>local.tendency.sum()
            local.tendency:=remote.tendency.copy()
            used:=true
        for cohort=0 to 3
            if remote.counts.get(cohort)>local.counts.get(cohort)
                local.counts.set(cohort,remote.counts.get(cohort))
                for q=0 to 2
                    local.bands.set(cohort*3+q,remote.bands.get(cohort*3+q))
                used:=true
        if used
            local.historySource:="Shared 1m"
    used
HistoryBundle shared=na
HistoryBundle sharedMinute=na
if sharedHistory and supported
    shared:=request.security(syminfo.tickerid,"60",f_sharedCalibration(),gaps=barmerge.gaps_off,lookahead=barmerge.lookahead_off,calc_bars_count=int(math.ceil(fineHistory/60.0))+48)
    if sec<=60
        sharedMinute:=request.security(ticker.modify(syminfo.tickerid,session=syminfo.session),"1",f_sharedMinuteCalibration(),gaps=barmerge.gaps_off,lookahead=barmerge.lookahead_off,calc_bars_count=fineHistory)
if barstate.islast
    for source=0 to 1
        HistoryBundle bundle=source==0?shared:sharedMinute
        if not na(bundle) and not na(bundle.views)
            for local in ranges
                for remote in bundle.views
                    if local.id==remote.id and local.start==remote.start
                        f_applyShared(local,remote)
    if not na(sharedMinute) and (na(shared) or sharedMinute.minutes>shared.minutes)
        shared:=sharedMinute
// Render only after a new closed minute. State and calibration never use a forming minute.
var boxes=array.new<box>()
var lines=array.new<line>()
var labels=array.new<label>()
f_line(int a,int z,float p,color ink,string caption="",float offset=0)=>
    lines.push(line.new(a,p,z,p,xloc=xloc.bar_time,color=ink,width=1))
    if showLabels and caption!=""
        labels.push(label.new(z,p+offset,caption,xloc=xloc.bar_time,style=label.style_label_left,color=color.new(ink,100),textcolor=ink,size=size.tiny))
    0
f_draw(Range r)=>
    int cursor=math.min(nz(lastEnd,r.start),r.deadline)
    if r.enabled and cursor>r.start and not na(r.hi) and r.state!=6
        float width=r.hi-r.lo
        float pad=width*.04
        int right=math.min(r.deadline,cursor+600000)
        boxes.push(box.new(r.start,r.hi,math.min(r.finish,cursor),r.lo,xloc=xloc.bar_time,bgcolor=color.new(rangeInk,91),border_color=rangeInk))
        f_line(r.start,right,r.hi,rangeInk,showLabels?r.name+" "+f_zoneLabel(r.id)+" · High "+str.tostring(r.hi,format.mintick)+(r.side==1 or not na(r.reversalAt)?" · BSL taken":" · BSL"):"",pad)
        f_line(r.start,right,r.lo,rangeInk,showLabels?r.name+" "+f_zoneLabel(r.id)+" · Low "+str.tostring(r.lo,format.mintick)+(r.side==-1 or not na(r.reversalAt)?" · SSL taken":" · SSL"):"",-pad)
        if cursor>=r.finish
            lines.push(line.new(r.finish,r.hi,r.finish,r.lo,xloc=xloc.bar_time,color=rangeInk,style=line.style_dashed))
        if not na(r.firstAt) and r.side!=0 and showLabels
            labels.push(label.new(r.firstAt-60000,r.side==1?r.hi:r.lo,r.side==1?"▲":"▼",xloc=xloc.bar_time,style=label.style_label_center,color=color.new(color.black,100),textcolor=color.black,size=size.tiny))
        if not na(r.reversalAt)
            lines.push(line.new(r.reversalAt-60000,r.hi,r.reversalAt-60000,r.lo,xloc=xloc.bar_time,color=revInk,style=line.style_dashed))
        if showBands and cursor>=r.finish and r.state!=5 and not na(r.bands)
            for cohort=0 to 3
                int side=cohort<2?1:-1
                bool reversal=cohort%2==1
                if not na(r.bands.get(cohort*3)) and (r.side==0?not reversal:r.side==side)
                    float anchor=reversal?(side==1?r.lo:r.hi):(side==1?r.hi:r.lo)
                    int sign=reversal?-side:side
                    float p30=anchor+sign*width*r.bands.get(cohort*3)
                    float p50=anchor+sign*width*r.bands.get(cohort*3+1)
                    float p70=anchor+sign*width*r.bands.get(cohort*3+2)
                    int left=na(r.firstAt)?r.finish:math.max(r.finish,r.firstAt-60000)
                    color ink=reversal?revInk:contInk
                    int direction=reversal?-side:side
                    string title=(r.side==0?"If "+(side==1?"high":"low")+" breaks · ":"")+(direction==1?"▲ Bullish ":"▼ Bearish ")+(reversal?"reversal":"continuation")+" P30–P70 · n="+str.tostring(r.counts.get(cohort))+(r.counts.get(cohort)<30?" · LOW SAMPLE PREVIEW":"")
                    if right>left
                        boxes.push(box.new(left,math.max(p30,p70),right,math.min(p30,p70),xloc=xloc.bar_time,bgcolor=color.new(ink,86),border_color=r.counts.get(cohort)<30?#c08a25:ink,border_style=r.counts.get(cohort)<30?line.style_dashed:line.style_solid))
                        f_line(left,right,p50,ink,title+" · P50",pad)
    0
f_state(Range r)=>
    int direction=r.state==3?-r.side:r.side
    string side=direction==1?"▲ BULL ":direction==-1?"▼ BEAR ":""
    r.state==6?"UNAVAILABLE":lastEnd<r.start?"SCHEDULED":r.state==0?"BUILDING":r.state==1?"WAIT BREAK":r.state==2?side+"BREAK · PENDING":r.state==3?side+"REVERSAL":r.state==4?side+"CONTINUATION":r.state==5?"AMBIGUOUS":"NO BREAK"
var table panel=table.new(where=="Top right"?position.top_right:where=="Top left"?position.top_left:where=="Bottom left"?position.bottom_left:position.bottom_right,4,10,border_width=0,frame_color=header,frame_width=1)
var int rendered=na
if barstate.islast
    if na(rendered) or rendered!=lastEnd or sharedHistory and not na(shared)
        for b in boxes
            box.delete(b)
        for l in lines
            line.delete(l)
        for l in labels
            label.delete(l)
        boxes.clear()
        lines.clear()
        labels.clear()
        for r in ranges
            f_draw(r)
        rendered:=lastEnd
    table.clear(panel,0,0,3,9)
    if showPanel
        table.cell(panel,0,0,"DSTL TIME RANGES",text_color=color.white,bgcolor=header,text_size=textSize,text_halign=text.align_left)
        table.cell(panel,1,0,"STATE",text_color=color.white,bgcolor=header,text_size=textSize)
        table.cell(panel,2,0,"CONT / REV · n",text_color=color.white,bgcolor=header,text_size=textSize)
        table.cell(panel,3,0,"P BOXES · C / R",text_color=color.white,bgcolor=header,text_size=textSize)
        int row=1
        for r in ranges
            if not na(lastEnd) and f_dayKey(r.start,f_zone(r.id))==f_dayKey(lastEnd-1,f_zone(r.id)) and r.enabled
                int filterSide=firstFilter=="High first"?1:firstFilter=="Low first"?-1:firstFilter=="Both"?0:r.side
                string filterName=filterSide==1?"High first":filterSide==-1?"Low first":"Both first edges"
                int c=0
                int v=0
                if not na(r.tendency)
                    c:=filterSide==0?r.tendency.get(0)+r.tendency.get(2):r.tendency.get(filterSide==1?0:2)
                    v:=filterSide==0?r.tendency.get(1)+r.tendency.get(3):r.tendency.get(filterSide==1?1:3)
                int n=c+v
                float rate=n>0?float(c)/n:na
                string counts=n>=30?str.tostring(rate*100,"#.#")+"% / "+str.tostring((1-rate)*100,"#.#")+"% · "+str.tostring(n):"n="+str.tostring(n)+" · NEED 30"
                color tendencyInk=n<30?color.gray:c>v?contInk:v>c?revInk:textInk
                float centre=n>0?(rate+3.8416/(2*n))/(1+3.8416/n):na
                float margin=n>0?1.96*math.sqrt(rate*(1-rate)/n+3.8416/(4*n*n))/(1+3.8416/n):na
                string confidence=n>=30?" Continuation 95% Wilson interval "+str.tostring((centre-margin)*100,"#.#")+"–"+str.tostring((centre+margin)*100,"#.#")+"%.":" At least 30 earlier complete breakout sessions required."
                int direction=r.state==3?-r.side:r.side
                color ink=r.state==6?color.gray:direction==1?#138c52:direction==-1?#a43b45:textInk
                table.cell(panel,0,row,r.name+" "+f_zoneLabel(r.id),text_color=textInk,bgcolor=rowsInk,text_size=textSize,text_halign=text.align_left)
                table.cell(panel,1,row,f_state(r),text_color=ink,bgcolor=rowsInk,text_size=textSize,tooltip="Range "+str.format_time(r.start,"HH:mm",f_zone(r.id))+"–"+str.format_time(r.finish,"HH:mm",f_zone(r.id))+"; deadline "+str.format_time(r.deadline,"HH:mm",f_zone(r.id))+" "+f_zoneLabel(r.id)+". Strict wick break; equality is a touch. Both edges first broken within one minute = ambiguous. Continuation is confirmed only at the deadline. Missing minutes invalidate the session.")
                table.cell(panel,2,row,counts,text_color=tendencyInk,bgcolor=rowsInk,text_size=textSize,tooltip=r.historySource+" history · "+filterName+" · "+weekdayFilter+". "+str.tostring(c)+" continuation / "+str.tostring(v)+" reversal. Historical event frequency frozen before this range's first break; not a validated current-day probability or a trade win rate."+confidence+" Today's outcome never enters today's sample. Ambiguous/no-break/missing sessions excluded. Bands separately require 30 per outcome cohort.")
                string bandRead="WAIT RANGE"
                if not showBands
                    bandRead:="OFF"
                else if r.state==6
                    bandRead:="DATA GAP"
                else if r.state==5
                    bandRead:="AMBIGUOUS"
                else if not na(r.counts)
                    int cN=r.counts.get(r.side==-1?2:0)
                    int rN=r.counts.get(r.side==-1?3:1)
                    bandRead:=r.side==0?"↑ "+str.tostring(cN)+"/"+str.tostring(rN)+" · ↓ "+str.tostring(r.counts.get(2))+"/"+str.tostring(r.counts.get(3)):"C "+str.tostring(cN)+(cN>=30?" OK":previewBands and cN>=3?" LOW":" WAIT")+" / R "+str.tostring(rN)+(rN>=30?" OK":previewBands and rN>=3?" LOW":" WAIT")
                table.cell(panel,3,row,bandRead,text_color=color.gray,bgcolor=rowsInk,text_size=textSize,tooltip=r.historySource+" history · best available samples per cohort; overlapping sources are not added. Each P box has its own first-side/outcome cohort; percentages use combined outcome counts. Before an edge breaks, each first side is assessed separately. OK = at least30; LOW = exploratory3–29 when previews enabled; WAIT = insufficient sample. Before a break only continuation boxes are drawn, for each possible first side. Missing data and ambiguous first breaks always withhold boxes.")
                row+=1
        string status=not supported?"USE STANDARD 30s–1H":na(lastEnd)?"WAIT NATIVE MINUTES":"NY "+str.format_time(lastEnd,"HH:mm",NY)+" · UK "+str.format_time(lastEnd,"HH:mm",LONDON)+(sharedHistory?(not na(shared)?" · shared 1m · "+str.tostring(shared.minutes)+" bars":" · shared waiting"):" · chart history")
        table.cell(panel,0,9,status,text_color=color.gray,bgcolor=rowsInk,text_size=size.tiny,tooltip=(not na(shared)?"Shared native-minute coverage: "+str.format_time(shared.first,"yyyy-MM-dd HH:mm",NY)+" to "+str.format_time(shared.last,"yyyy-MM-dd HH:mm",NY)+" NY; "+str.tostring(shared.minutes)+" actual minutes. History is limited by TradingView and the feed; a larger request cannot create unavailable bars. ":"")+"Conditional historical bands are not entries or targets. TradingView's symbol/feed/history may differ from Desk. No synthesized missing candles.")