Structure Break Risk

It lives in a dedicated RSI pane and draws onto the price chart above it (via force_overlay), because the read needs both:

• RSI pane — the RSI with momentum-divergence lines drawn on it. When price makes a higher high while RSI makes a lower high (uptrend), or price a lower low while RSI a higher low (downtrend), a line marks the failing momentum. Read against the price above — sharing the same time axis — the divergence is unmistakable: the earliest structural crack. A divergence is price vs. momentum and is only readable where both are visible, which is why it lives here rather than as an abstract line on price. A compact “Div” label carries the RSI values in its tooltip.
• Price chart — the decisive break-level line the trend must hold, a shaded risk zone for the cushion between price and that level, a thin Trend Context EMA line, word event labels (Watch / Break Pressure / Structure Broken / Pressure Faded) and the info label.

The risk magnitude — the same 0–100 composite — is reported in a single compact, mobile-friendly info label. Colour encodes the risk band (neutral → orange → red → dark red), never the trade direction, so it never reads as buy/sell; direction is stated in words.

SBR is symmetric by design: in an uptrend it scores top-break risk, in a downtrend bottom-break risk. The asymmetry comes entirely from the situation (which trend is active), never from a hardcoded long/short. The trend context latches — it holds the last clear direction through transition zones, so risk can build before the trend formally flips (exactly where the break is forming). Until a first direction is established the gauge reads No trend and sits at zero.

The headline idea: risk rises as price approaches the decisive break level and extra evidence stacks up — not only after the break is confirmed. A Reason read names the dominant driver in plain language (Approaching break level / Failed breakout / Structure eroding / Momentum divergence / Break confirmed) so the score explains itself.

Pivots are used as swing-level references only (Location); the break event (a close beyond the opposite swing) is the Trigger. The pivot itself is never the signal.

Features

• Five evidence sensors across the roles, weighted into one score — never an AND-chain
• Symmetric top-/bottom-break scoring driven by a latching prevailing-trend context
• RSI pane with 70 / 50 / 30 reference levels and momentum-divergence lines drawn on the RSI (price extends but RSI does not), with a compact “Div” label and RSI values in the tooltip — divergence shown where it is actually readable
• Break-level line drawn on price (the decisive swing the trend must hold, coloured by the current risk band) + a risk zone shading the cushion between price and that level, intensifying as risk rises (shown from Watch upward)
• Thin Trend Context line (EMA) on price showing which trend is at risk — colour stays risk-coded, not buy/sell
• Word event labels placed on the side at risk — Watch / Break Pressure / Structure Broken / Pressure Faded — with cooldown; confirmed breaks require an EMA context flip
• State read — No trend / Quiet / Watch / Break Pressure / Critical / Structure Broken — plus a plain-language Reason naming the dominant driver
• Compact, mobile-friendly info label (text, not a table; sized Small/Normal/Large): score, state, direction, break level, distance-in-ATR, reason and a mini-bar per sensor (BOS shown separately as a confirmed event, not mixed into the score)
• Debug log on state change · risk-band colours encode risk, never direction
• Break Pressure / Critical / Top-Break / Bottom-Break alerts

Sensors

Sensor	Role	Reads (uptrend → top-break)
Near Break Level	Location → Trigger	Distance from close to the last swing low, in ATR — risk rises on approach (full within Near Break Level ATR Distance)
Confirmed BOS	Trigger	Close below the last swing low — graded by depth in ATR (confirmed break floored at 0.65)
Failed Breakout / SFP	Trigger + Location	High sweeps above the last swing high but the bar closes back below it
Structure Erosion	Structure	The most recent swing high is lower than the prior one — graded by the drop in ATR
Pivot Divergence	Momentum	The latest price-pivot high is higher than the prior, but RSI sampled at those pivots is lower

Each sensor mirrors symmetrically for a downtrend (higher low, break above swing high, bullish divergence, etc.). Transient sensors are held for Evidence Hold Bars so the gauge reflects recent structural evidence rather than a single firing bar.

Score and state

risk = Σ(sensorᵢ · weightᵢ) / Σweight · 100, EMA-smoothed, gated to zero when no trend context exists. Interpretation: 0–35 Quiet, no acute break risk · 35–60 Watch · 60–80 Break Pressure, structure turning critical · 80–100 Critical — break very near, or Structure Broken once a close confirms beyond the swing with the EMA context flipped. The risk-band colour (neutral → orange → red → dark red) tells you the severity, not the trade direction; which structure is tested is named in words (“Uptrend at risk” / “Downtrend at risk”).

How to use

• Trend management: rising SBR inside a position warns the trend structure is deteriorating before the move fully reverses.
• With TPS: read them together — SBR high + TPS low = M-top / structure break plausible (unclean and breaking); SBR low + TPS low = just range / chop, no clean break; SBR high + TPS high = strong trend running but approaching a critical level.
• Confirmation, not prediction: the strongest sensor (Break of Structure) only fires on an actual close beyond the swing — SBR escalates as evidence accumulates rather than calling a top in advance.

Notes

• Symmetric and situation-driven — it never assumes long or short; the active trend decides which structure is tested.
• Default lengths suit swing timeframes (4h/1D). Shorten Swing Pivot Length and Range Window for intraday.