Zone Entry

Overview

The Zone Entry Module provides reusable zone analysis, FVG detection, and a pending entry system that any strategy can use to improve entry quality.

Zone Calculation (3-Method Blend)

VECTRA calculates Premium/Discount zones using three methods blended together:

Method	Weight	Description
High/Low Range	40%	Traditional swing high/low percentage
VWAP Bands	35%	Volume-weighted center ±1.5 standard deviations
ATR Bands	25%	EMA20 ±2.5 ATR as dynamic range

Zone Classifications

Zone Percentage	Classification
0-30%	Discount — Favor long entries
30-42%	Extended Discount — Near discount, some setups valid
42-58%	Equilibrium — No zone edge
58-70%	Extended Premium — Near premium, some setups valid
70-100%	Premium — Favor short entries

FVG Detection

The module detects Fair Value Gaps (3-candle patterns with non-overlapping wicks):

• Minimum gap size: 0.1% of price

• Lookback: 20 candles

• Classification: BULLISH or BEARISH

• Zone awareness: In discount, in premium, or neutral

Pending Entry System

For strategies that want to wait for price to reach a specific level, use the pending entry system:

1

Register a pending entry

add_pending(symbol, direction, target_price, ...) — Register a pending entry.

2

Re-validate when price is reached

check_pending(symbol, current_price, htf_bias, cvd_trend) — Re-validate and trigger.

3

Auto-expiration

Pending entries auto-expire after configurable timeout.

4

Ensure setup validity

Re-validation ensures the setup is still valid when price reaches the target.