The `Market_Scanner_Pro` is a high-performance quantitative analysis tool designed to bridge the gap between technical charting and AI-assisted trading. It is an "Institutional Market X-Ray" that performs a multi-timeframe, multi-indicator scan across a portfolio of assets and exports the market state into a structured CSV format.
This dataset ("QuantScan 3.0") is optimized for Large Language Models (LLMs) or statistical analysis tools. Instead of raw price data, it provides normalized scores (Z-Score, Efficiency Ratio, Relative Strength), offering deep insights into Trend Quality, Institutional Footprints, and Statistical Reversion risks.
1.**Context Layer (H1):** Determines the "Big Picture". It identifies the dominant trend direction, the structural quality of that trend, and correlation with the broader market (Relative Strength).
2.**Trigger Layer (M15):** Analyzes "Execution Timing". It monitors momentum shifts, volatility regimes, and statistical extremes.
3.**Institutional Layer (New):** Detects hidden market mechanics, specifically "Absorption" (high volume vs. low range) and extreme probability of mean reversion.
* **Trend Score (Z-Score & Deviation):** Measures how far the price is from the trend baseline in units of volatility (ATR).
* **Relative Strength (RS):** Compares the asset's performance against a Benchmark (e.g., US500) over the last 24 hours. A positive RS indicates the asset is outperforming the market.
* **Institutional Absorption:** A logical check based on Wyckoff principles. If Volume is extreme (RVOL > 2.0) but Price Movement is small, it indicates passive limit orders absorbing aggressive market orders—often a sign of a reversal.
* **Reversion Probability:** A composite score (0-100%) that combines Z-Score extremes, Murrey Levels, and Momentum Exhaustion to predict a potential pullback.
* **Calculation Engines (`.mqh`):** It directly instantiates optimized Calculation Classes (e.g., `CDSMACalculator`, `CVWAPCalculator`) rather than using slow `iCustom` calls.
* **Defensive Programming:** Includes rigorous safety checks (e.g., array bounds checking in ATR) to prevent runtime crashes during large-scale scanning.
* **Smart Data Fetching:** Utilizes efficient `FetchData` wrappers to retrieve and sync OHLCV data for multiple timeframes instantaneously.
*`InpUseMarketWatch`: If `true`, scans all active symbols.
*`InpSymbolList`: Custom symbol list (if using manual selection).
*`InpBenchmark`: The symbol for Relative Strength comparison (Default: `US500`).
* **`InpBrokerTimeZone`**: **NEW!** Your broker's timezone name (e.g. `EET`, `UTC+3`). This string is added to the CSV header so the AI knows the context of the timestamp (crucial for detecting Session Opens/Closes).
* **`InpScanHistory`**: **NEW!** Number of bars to download for analysis (Default: `500`). Increase this if using slow moving averages (200 SMA).
