mql5/Scripts/MyScripts/Market_Scanner_Pro.md

Market Scanner Pro (Script)

1. Summary (Introduction)

Market Scanner Pro is an "Ultra-High Frequency" quantitative analysis tool designed to bridge the gap between technical charting and AI-assisted trading. It generates the "QuantScan 9.0" dataset, a dense CSV report containing over 30 institutional-grade metrics for every asset in your watchlist.

Unlike standard screeners, this tool analyzes the structure, stability, and statistical anomalies of the price action, not just simple indicator crossovers.

2. The 3-Layer Fractal Model

To provide a complete market X-Ray, metrics are calculated across three synchronized timeframes:

1. Layer 1: Context (H1): Determines the Strategic Direction. Is the market trending or ranging? Is the move efficient?
2. Layer 2: Flow (M15): Determines the Tactical State. Is price cheap or expensive (Value)? Is momentum sustaining?
3. Layer 3: Trigger (M5): Determines the Execution Timing. Is there immediate velocity and volume support?

3. The "QuantScan 9.0" Dataset (Column Dictionary)

The CSV output contains the following metrics. Use this legend to interpret the data or guide your LLM.

A. Global Sentiment (Header)

• Format: RISK-ON (US:+0.5% DX:-0.3%).
• Logic: Compares S&P 500 vs Dollar Index.
  • Risk-On: Stocks Up, Dollar Down (Bullish for Crypto/EURUSD).
  • Risk-Off: Stocks Down, Dollar Up (Bearish).

B. Layer 1: H1 Context (Strategy)

Metric	Full Name	Interpretation
ALPHA	Alpha Excess Return	True performance adjusted for market risk.
BETA	Beta Sensitivity	>1.5: Aggressive/Volatile. <0.5: Defensive.
VHF	Vertical Horizontal Filter	Trend Intensity. >0.40: Trending. <0.30: Ranging.
R2	R-Squared	Trend Linearity. >0.7: Perfect straight line. <0.3: Random mess.
ZONE	Market Structure	Murrey Math Level. Extreme areas imply reversal risk.

C. Layer 2: M15 Flow (Tactics)

Metric	Full Name	Interpretation
V_SCORE	VWAP Z-Score	Deviation from VWAP. >2.0: Expensive. < -2.0: Cheap (Value).
AUTOCORR	Lag-1 Autocorrelation	Regime filter. >0: Momentum. <0: Mean Reversion (Ping-pong).
VOL_REGIME	Volatility Regime	>1.0: Expansion (Impulse). <1.0: Contraction (Rest).
SQZ	Volatility Squeeze	ON: Potential explosive move building up.
SQZ_MOM	Squeeze Momentum	Direction and strength of the potential breakout.
VHF	Vertical Horizontal Filter	Trend Intensity. >0.40: Trending. <0.30: Ranging.
R2	R-Squared	Trend Linearity. >0.7: Perfect straight line. <0.3: Random mess.
DIST_PDH/L	Distance Prev High/Low	Space to key daily levels (ATR units).

D. Layer 3: M5 Trigger (Execution)

Metric	Full Name	Interpretation
VEL	velocity	Signed Speed. >1.0: Fast Rally. <-1.0: Fast Drop.
VOL_THRUST	Volume Thrust	Ratio of M5/M15 RVOL. >1.5: Accelerating volume.
COST_ATR	Spread Cost	>0.3: Expensive spread (Low liquidity).

E. Composites (Decision Support)

Metric	Full Name	Interpretation
ABSORPTION	Institutional Absorption	YES: High Volume + Small Candle = Hidden Reversal.
MTF_ALIGN	Timeframe Alignment	FULL_BULL = H1, M15, and M5 cycles agree. High probability.

4. How to Analyze (LLM Prompts)

Scenario 1: The "Unstoppable Trend"

"Find assets where R2_H1 > 0.7 AND VHF_H1 > 0.4 (Strong Linear Trend). Ensure MTF_ALIGN is FULL_BULL and M15_AUTOCORR is positive (Momentum regime)."

Scenario 2: The "Value Reversal"

"Find assets where V_SCORE_M15 < -2.0 (Cheap vs VWAP) AND REV_PROB > 70%. Check if ABSORPTION is YES."

Scenario 3: The "Squeeze Breakout"

"Find assets where SQZ_M15 is ON (or recently broke out) AND VEL_M5 is spiking (>1.0) with High RVOL."