Fractal Corridors

24 apr

Fractal Corridors - visual tool that maps market structure through a multi-scale lens, revealing the underlying architecture of price action across time. By processing pivot points at multiple depths, it constructs a layered geometric corridors that reflects the self-similar, scalable nature of financial markets. Each pivot scale connects successive highs and lows with lines, and when both sides are present, fills the space between them, forming polygonal bands that shift in shape and density as volatility and trend evolve.

Inputs

• Base Depth: Number of bars for the smallest pivot
  
• Factor: Multiplier between small, medium and large depths
  
• Selectable color of components
  

The real value of this indicator lies not in generating executive signals, but in offering a structural perspective that blends short-term fluctuations with longer-term market cycles. The output allows to visually assess trends in terms of shapes, detect compression zones, and identify multi-timeframe confluence areas where price is likely to react. Whether used for macro trend confirmation or pattern evaluation, this indicator transforms raw price data into a clear, fractal-informed map of market behavior, helping the user navigate the complexity of emerging price through the language of geometry.

18 mag

Note di rilascio

Added "external" as alternative fill type that highlights the spacing between multi-scale highs or lows emphasizing external density exposure. This update places particular focus on exposing overall interconnectedness.


As a unique visual indicator, this tool requires some explanation. It offers a scalable view of formative market structures that evolve with the trend, revealing how price behaves between phases of tight control and abrupt disorder. The visualization highlights the fractal nature of rhythmic intervals underlying market cadence, where smaller trend components echo the form of larger structures.
Rather than treating price as random noise, this indicator frames it as the emergent output of deeper, self-organizing processes, emphasizing the recursive logic embedded in market behavior.