Consensus Band
Structure You Can Trust. Consensus That Holds.
Zero Settings
Zero Tuning
Weighted Decay
Quantile Bands
Adaptive Range
Noise Filtered
Overview
Consensus Band organizes the market’s center and valid range into decision ready levels you can use immediately on the chart. It reduces guesswork and helps you act on structure with speed and clarity.
Many tools jump and jitter, making noise look like signal. Traders end up re checking whether a move is meaningful before they can even act.
Consensus Band uses weighted accumulation to present VPOC, the Consensus Area, and outer bands as one coherent structure. The result is simple: levels stay stable through noise and move only when market structure truly changes.
Core Features
01
Clear consensus. Clean boundaries.
Weighted Decay Consensus
Recent data carries more weight while older data fades, so levels reflect what the market is doing now.
Quantile Based Bands
Outer bands are defined by distribution coverage, keeping boundaries consistent across different volatility regimes.
Adaptive Range Framework
Levels automatically scale to recent range context, so structure stays coherent across symbols and timeframes.
Noise Filtered Levels
Resolution control reduces step jumps and micro jitter, so levels move only when structure truly changes.
Technical Identity
02
Built to stay stable when markets get fast.
Difference Array Accumulation
We mark only active ranges in a diff array and finalize with a single pass, keeping high resolution computation efficient.
Precomputed Weight Table
We precompute the weight table once and reuse it, removing repetitive work on every update.
Resolution to Stability Control
Resolution is user adjustable to reduce step jumps and improve visual stability, without changing the core output format.
Update Control for High Tick Markets
Update rate can be controlled for high tick markets and multi chart setups, reducing unnecessary churn and UI lag.
Low Noise Output Discipline
The display is intentionally minimal, keeping only the levels that matter so the chart stays structural, not cluttered.
Algorithmic Logic
03
Probabilistic Bands with Deterministic Output.
Weighted Density Accumulation
Builds a price level density profile by accumulating volume across multiple lookbacks with weighted decay.
Range Adaptive Binning
Defines the working price range from the recent high low window and divides it into resolution controlled bins.
VPOC Precision Centering
Locates the peak density level and refines the center using local three point interpolation for smoother precision.
Consensus Area Extraction
Extracts the Consensus Area as the continuous region where density stays above the mean.
Quantile Based Outer Bands
Expands outward from the peak region until a fixed coverage fraction of total density is reached, defining the outer boundary levels.
Under the Hood
04
Fragments of the engine behind Consensus.
Weight Blend
float combined_weight = (w1_decay*W1) + (w2_decay*W2) + (w3_decay*W3) + (w4_decay*W4)
array.set(w_arr, i, combined_weight * W_NORM)
Interval Diff Injection
float addv = v_raw * array.get(w_arr, i)
array.set(diff, start_idx, array.get(diff, start_idx) + addv), array.set(diff, end_idx + 1, array.get(diff, end_idx + 1) - addv)
Prefix Field Build
run += array.get(diff, r)
array.set(vol_master, r, run)
VPOC Sub Bin Refinement
float local_sum = v_up + v_dn + max_v
precise_idx := ((poc_idx - 1)v_dn + poc_idxmax_v + (poc_idx + 1)*v_up) / local_sum
Coverage Expansion Gate
while q_acc < q_target
q_hi, q_lo, q_acc := …
