Secari Decision Engine

Secari Decision Engine v18 is a non-overlay oscillator for TradingView (Pine Script v6) that fuses six order-flow analytics into one KNN-driven directional probability engine. It estimates institutional-style activity through volume delta, absorption, imbalance, divergence, exhaustion, and a binned volume profile — without Level II or tick data.

Design philosophy

• Signal over noise — configurable cooldown gates cut clustering and false repetition.
• Probabilistic thinking — directional probabilities P(Up) and P(Down) plus confidence, not binary arrows.
• Zero repainting — computations use barstate.isconfirmed; pivot divergences confirm with fixed lag; no request.security or lookahead branching.

Engine modules

Without true bid/ask tape, the engine estimates buying vs. selling from candle geometry: range R, upper/lower wicks, and close location beta. A ±15% wick adjustment shifts beta when long lower wicks suggest buy-side absorption at lows (and the converse at highs).

Delta & cumulative delta

Per-bar delta is buy volume minus sell volume. Cumulative delta (CD) sums deltas. A Z-score of raw delta vs. its SMA and standard deviation flags extremes (beyond about ±2 is statistically notable). SCD is a 5-bar CD momentum smoothed over 10 bars.

Absorption scoring

Absorption score A blends volume spike vs. average, normalized range vs. ATR14, and how balanced delta is vs. total volume. Detection fires when A > 65.

Imbalance scoring

Imbalance I rewards volume spikes, wide range vs. ATR, and extreme Z-delta. Threshold I > 70 with delta sign yields bull vs. bear imbalance. Consecutive same-direction imbalances increment a stack counter; k ≥ 2 suggests sustained aggression.

Divergence & exhaustion

Swing pivots (N = 7 bars) compare price pivots to CD pivots with a 0.5×ATR minimum gap to avoid noise. Bullish divergence: price lower low, CD higher low; bearish: price higher high, CD lower high. Exhaustion requires simultaneous volume Z > 2.5, delta Z beyond ±2.5, and range above 1.0×ATR.

Volume profile

Over L bars the engine bins mid-prices into 20 levels between period high and low, finds POC (max volume bin), then expands a 70% value area from POC upward and downward. Distance to POC is normalized by ATR14 for feature use.

Instead of a fixed K and majority vote, the engine uses kernel-weighted similarity over a depth of historical bars — closer past states dominate; distant ones fade out (Nadaraya–Watson style).

Six-dimensional feature vector

Similarity & probabilities

Log-distance d = Σ ln(1 + |fi,t − fi,t−ℓ|) dampens outlier dimensions. Weight w = 1/(1+d). For each lag ℓ, forward return over F bars (default 5) votes up or down. Raw P(Up) and P(Dn) are kernel-weighted fractions, then smoothed with a 3-bar EMA. Confidence = |P(Up) − 0.5| × 200 (0–100).

Composite bias B on [-100, +100] clamps and combines Z-delta, probability skew (P(Up)−0.5), and small contributions from imbalance (+/−10), absorption (+/−5 by close vs. open), and divergence (+/−10).

Cooldown system

Each signal family keeps its own bar counter. A raw signal only passes if τ ≥ τcd (default 10 bars, range about 3–50). Separate counters cover absorption, bull/bear imbalance, divergences, and exhaustion.

Display modes

Signal shapes anchor in tiers (e.g. absorption/imbalance near ±5% of pane range; divergence/exhaustion near ±12%). Histogram bar alpha scales with delta extremity so weak flow looks transparent and extreme flow reads solid.

Dashboard rows (abridged)

Order flow engine

Probability engine

Display & theme

Toggles control absorption diamonds, imbalance arrows, DIV labels, exhaustion crosses, and background zones. Theme pickers assign bullish (#00E676), bearish (#FF1744), warning (#FFAB00), accent (#448AFF), and neutral (#787B86) roles across UI elements.

Built-in alerts fire on cooldown-gated conditions (abbreviated):

Quick start

• Add the indicator in its own pane.
• Pick a display mode (delta, cumulative delta, or probability).
• Read bias and dashboard for a fast directional read.
• Watch tier-anchored shapes at the pane edges.
• Attach alerts to the conditions that match your playbook.

Confluence ideas

• Bullish: B > +50 with P(Up) > 60% and confidence > 60%, plus bull imbalance or stack ≥ 2, price near/below VAL, CD slope positive.
• Bearish: mirror with P(Dn), bear imbalance, price near/above VAH, CD slope negative.
• Caution: exhaustion with your trend, absorption against you, divergence against you, or confidence under ~30%.

• KNN and profile: gated on confirmed bars only.
• Divergences: pivot confirmation introduces a fixed lag (7 bars).
• No external requests — no request.security().
• No realtime-only branches that repaint intrabar conclusions.
• Designed to be backtest-safe at historical resolution.

Rough per-bar cost scales with KNN depth D and profile length L (on the order of D + L operations at defaults — tractable on TradingView).

• Delta is estimated — without Level II, classification is approximate.
• Binned profile (20 levels) summarizes structure; not tick-precision.
• KNN is backward-looking — regime breaks can invalidate historical analogs.
• Tooling is a confluence layer — pair with price action and risk rules.
• Volume quality varies (e.g. forex tick volume vs. centralized venues).

This specification describes the TradingView Pine Script v6 build. A NinjaTrader 8 port may follow the same conceptual stack where platform APIs allow; check your delivery materials for the exact build you received.

After purchase (when sales are open), use the license email to add the script, validate loads in the editor, then paper-test before live use.