OPEN-SOURCE SCRIPT
VSB: Grandmaster Ecosystem

📌 Description — VSB: Grandmaster Ecosystem
VSB: Grandmaster Ecosystem is a context-first market structure and expansion framework, designed to identify high-quality breakout scenarios derived from price compression, liquidity behavior, and controlled volatility release.
This script is not a trading system and does not execute or simulate trades.
It provides structured, probabilistic context to support discretionary decision-making.
🔍 Conceptual Overview
Unlike classic trend or momentum indicators, VSB does not rely on oscillators, moving-average crossovers, or retrospective signals.
Instead, it models how price contracts, stores potential energy, and then expands following a valid structural resolution.
The ecosystem is built around four tightly integrated analytical layers:
1️⃣ Adaptive Compression Channels (Core Engine)
VSB dynamically detects price compression zones using an adaptive statistical range rather than fixed lookback bands.
Channels are constructed only when volatility compression is detected.
Width, persistence, and decay are dynamically adjusted to market conditions.
Channels are invalidated if price behavior no longer supports controlled compression.
This avoids static ranges and prevents repaint-driven “perfect boxes”.
2️⃣ Liquidity Sweep & Expansion Logic
Breakouts are validated only when price demonstrates:
A liquidity probe (wick-based sweep beyond the channel boundary),
Followed by a decisive close back inside or beyond structure,
And a confirmed expansion impulse.
This sequence filters false breakouts and avoids entries triggered by random volatility spikes.
3️⃣ Authority Scoring System (Probabilistic Context)
Each valid expansion is evaluated through an Authority Score, which synthesizes:
Compression quality and duration,
Expansion strength,
Session alignment,
Structural cleanliness (absence of noise and overlap).
Signals are classified into hierarchical tiers:
Weak
Standard
Diamond (highest structural authority)
This is not a win-rate claim, but a relative quality index to compare setups within the same market regime.
4️⃣ Risk & Session Context (Informational)
VSB includes informational risk metrics derived from historical behavior patterns:
Volatility expansion efficiency
Drawdown pressure
Session-based expectancy bias
These values are theoretical estimates, displayed purely for contextual awareness.
They do not calculate position size, entries, exits, or financial risk.
🧩 Why This Is Not a “Mashup”
VSB does not merge unrelated indicators.
Each component exists to support a single analytical thesis:
High-probability price expansion emerges from structured compression and liquidity resolution.
Channels define where energy accumulates.
Sweep logic defines how liquidity is engaged.
Authority scoring defines when expansion quality is meaningful.
Session context defines if conditions are favorable.
Removing any layer breaks the model’s internal coherence.
🧠 How to Use
Recommended use:
Timeframes: intraday (5m–30m) or swing (1H–4H)
Markets: FX, Indices, Crypto (liquid instruments)
Typical workflow:
Identify a valid compression channel.
Wait for a confirmed sweep + expansion.
Use the Authority tier to contextualize signal quality.
Combine with your own execution rules (lower TF, order flow, price action).
VSB is designed to be a decision-support framework, not an entry generator.
⚠️ Important Notes
This script does not repaint historical signals.
It does not provide trade recommendations.
It does not replace risk management or execution logic.
All metrics are contextual and informational only.
🧾 Open-Source & Originality
This script is published as open-source.
All logic is original or significantly re-engineered.
If any open-source concepts are referenced, they are used as minor components within a substantially original architecture and do not constitute the core engine.
✅ Summary
VSB: Grandmaster Ecosystem is a market structure and expansion framework for traders who want:
Fewer but higher-quality signals,
Context over noise,
Structure over indicators.
It is built for clarity, discipline, and probabilistic thinking, not automation.
VSB: Grandmaster Ecosystem is a context-first market structure and expansion framework, designed to identify high-quality breakout scenarios derived from price compression, liquidity behavior, and controlled volatility release.
This script is not a trading system and does not execute or simulate trades.
It provides structured, probabilistic context to support discretionary decision-making.
🔍 Conceptual Overview
Unlike classic trend or momentum indicators, VSB does not rely on oscillators, moving-average crossovers, or retrospective signals.
Instead, it models how price contracts, stores potential energy, and then expands following a valid structural resolution.
The ecosystem is built around four tightly integrated analytical layers:
1️⃣ Adaptive Compression Channels (Core Engine)
VSB dynamically detects price compression zones using an adaptive statistical range rather than fixed lookback bands.
Channels are constructed only when volatility compression is detected.
Width, persistence, and decay are dynamically adjusted to market conditions.
Channels are invalidated if price behavior no longer supports controlled compression.
This avoids static ranges and prevents repaint-driven “perfect boxes”.
2️⃣ Liquidity Sweep & Expansion Logic
Breakouts are validated only when price demonstrates:
A liquidity probe (wick-based sweep beyond the channel boundary),
Followed by a decisive close back inside or beyond structure,
And a confirmed expansion impulse.
This sequence filters false breakouts and avoids entries triggered by random volatility spikes.
3️⃣ Authority Scoring System (Probabilistic Context)
Each valid expansion is evaluated through an Authority Score, which synthesizes:
Compression quality and duration,
Expansion strength,
Session alignment,
Structural cleanliness (absence of noise and overlap).
Signals are classified into hierarchical tiers:
Weak
Standard
Diamond (highest structural authority)
This is not a win-rate claim, but a relative quality index to compare setups within the same market regime.
4️⃣ Risk & Session Context (Informational)
VSB includes informational risk metrics derived from historical behavior patterns:
Volatility expansion efficiency
Drawdown pressure
Session-based expectancy bias
These values are theoretical estimates, displayed purely for contextual awareness.
They do not calculate position size, entries, exits, or financial risk.
🧩 Why This Is Not a “Mashup”
VSB does not merge unrelated indicators.
Each component exists to support a single analytical thesis:
High-probability price expansion emerges from structured compression and liquidity resolution.
Channels define where energy accumulates.
Sweep logic defines how liquidity is engaged.
Authority scoring defines when expansion quality is meaningful.
Session context defines if conditions are favorable.
Removing any layer breaks the model’s internal coherence.
🧠 How to Use
Recommended use:
Timeframes: intraday (5m–30m) or swing (1H–4H)
Markets: FX, Indices, Crypto (liquid instruments)
Typical workflow:
Identify a valid compression channel.
Wait for a confirmed sweep + expansion.
Use the Authority tier to contextualize signal quality.
Combine with your own execution rules (lower TF, order flow, price action).
VSB is designed to be a decision-support framework, not an entry generator.
⚠️ Important Notes
This script does not repaint historical signals.
It does not provide trade recommendations.
It does not replace risk management or execution logic.
All metrics are contextual and informational only.
🧾 Open-Source & Originality
This script is published as open-source.
All logic is original or significantly re-engineered.
If any open-source concepts are referenced, they are used as minor components within a substantially original architecture and do not constitute the core engine.
✅ Summary
VSB: Grandmaster Ecosystem is a market structure and expansion framework for traders who want:
Fewer but higher-quality signals,
Context over noise,
Structure over indicators.
It is built for clarity, discipline, and probabilistic thinking, not automation.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.