XAU Multi-Timeframe Market Context Framework

Overview

XAU Multi-Timeframe Market Context Framework is designed as a visual market structure and environment analysis framework.
It focuses on providing contextual awareness, structural alignment, and volatility conditions across multiple timeframes, rather than generating trade signals.

This script is intended for traders who already operate with their own execution logic and wish to enhance market reading and risk context visualization.

Methodology Overview

This script identifies market structure by detecting relative swing highs and lows, which are projected as extended structural reference levels.
Multi-timeframe context is derived by comparing price positioning and directional bias across predefined timeframes (15m, 30m, 1H, 4H, 1D).

Market environment conditions are evaluated using a combination of price momentum behavior, volume participation, and ATR-based volatility regimes.
These components are integrated into a unified framework for observing overall market context and structural conditions.
The script does not provide entry or exit rules and is intended solely for contextual market analysis.

Core Components

LLR Structure Levels (current + previous)
Swing-based structural reference levels projected to visualize recent market structure transitions.

Multi-Timeframe Context Engine
Directional and positional alignment across 15m / 30m / 1H / 4H / 1D timeframes.

Market Environment Classification
Contextual evaluation using momentum behavior, volume participation, and ATR volatility ranges.

Structural State Markers (Normal / Strong)
Visual state markers derived from the interaction of structure, momentum, and volatility.
(These are environment states, not trade signals.)

Volatility-Based Projection Zones (TP1 / TP2 / TP3)
ATR-derived reference zones used purely for visual context when observing potential price extension behavior.

Risk Framework Visualization
Dynamic stop reference ranges and ATR-based trailing behavior for contextual risk visualization.

Market State Summary Panel
Consolidated view of trend, pullback, and no-trade environments.

Exit Context Panel
Distance, percentage movement, and R-multiple visualization relative to a user-defined entry reference.

User Interface Language Note

Some input labels and on-chart texts are displayed in Chinese.
An English explanation of these inputs and visual elements is provided below for reference.

LLR Left Length: Defines the number of bars used to evaluate swing structure on the left side.

LLR Right Buffer: Defines the number of bars reserved on the right side to confirm structural points.

Disclaimer

This script provides visual market structure and market environment analysis only.
It does not include strategy logic, trade execution rules, recommendations, or educational content.

中文說明（補充）

本腳本為一套多週期市場結構與環境分析框架，
透過擺動高低點辨識結構位置，並比較不同時間週期的價格相對位置，
結合動能、量能與 ATR 波動區間，用於觀察市場情境與風險結構。

本工具僅提供視覺化分析，不構成任何交易建議或操作指引。