Cival Auction Structure — Platform Compatibility

The ATAS plugin is the reference implementation. Each port computes what its platform's data allows and labels anything approximate or unavailable inside the indicator itself. The sections below are the READMEs that ship next to each port's source file (ports/<platform>/README.md).

TradingView (Pine Script v6)

Cival Auction Structure for TradingView

Port of the ATAS original Cival Auction Structure v1.0.0.0 to Pine Script v6 (CivalAuctionStructure.pine).

Builds a time-price-opportunity (TPO) profile per session: for every price row it counts the distinct time brackets (default 30 minutes) that visited the row. These are bracket counts, not volume. From the profile it derives the time point of control (TPOC), a 70 % value area, single-print rows, rule-based shape and poor/excess-edge candidates, failed-auction marks against the previous completed profile, and prior-session TPOC / TVAL / TVAH levels. Everything is computed on closed bars; shape and edge labels are heuristics and hypotheses, not confirmed market structure.

Requirements

Install

1. Open the Pine Editor, paste the full contents of CivalAuctionStructure.pine, Save, then Add to chart.
2. Set TPO row size (ticks) and TPO bracket minutes for the instrument.
3. Set Session start (minutes after midnight) and, if needed, Session timezone to the session you want profiled (blank = the symbol's exchange timezone; or an IANA name such as America/New_York, or UTC-5). A profile whose first bar starts after the session start (history begins mid-session, or the market opens later than the configured start) is flagged PARTIAL and its prior-session levels are withheld, exactly as in the original. Crypto "sessions" are your own convention.
4. Optional alerts: Create alert > Condition: Cival Auction Structure > Any alert() function call. Off by default.

The second panel line states the data mode: FOOTPRINT visited prices (real rows), ... candle ranges - APPROXIMATE (no footprint) or MIXED.

Verification note: the script was compiled on TradingView's servers (0 errors, 0 warnings). It has not been observed running on a live chart or against a Premium footprint feed in the build environment.

Feature matrix

Values: Full / Approximate / Not available / Not ported.

Settings mapping

Names and groups mirror the ATAS display names. Defaults come from Cival.AuctionStructure.settings.json.

Port-only inputs (group Port (TradingView only)): Estimation timeframe (blank = automatic: the chart bars when they are no longer than one bracket, otherwise 1D+ 15m, 4h+ 5m, else 1m), Footprint completeness tolerance % (default 1), Publish prior-session levels from APPROXIMATE profiles (default off), Histogram width (bars, default 20), Panel position.

Not ported: Initial balance minutes (unused here), Panel top offset / width / automatic placement, Show readiness/status panel (no effect in the original), Compact volume numbers, Show bubble volume numbers, Bubble number color (no bubbles drawn), Avoid overlapping labels, Minimum bar spacing for signal labels, CSV export folder, Alert sound, Share with Cival Decision Panel.

Known differences from ATAS

1. Footprint rows. TradingView builds rows from its own intrabar data and returns them at the requested row size; ATAS groups the provider's tick rows. The row grid is assumed to be multiples of row size x tick. If a feed aligns rows differently, a level can sit up to one row away from where ATAS would put it.
2. PARTIAL in fallback mode. In ATAS, a missing footprint sets both APPROXIMATE and PARTIAL. Here, missing footprint sets only APPROXIMATE; PARTIAL is reserved for a session that starts after its configured start, a row budget overflow, or a footprint that fails the completeness check. Publication of prior-session levels is withheld in both cases by default.
3. Bar span detection. ATAS compares the bar open with the next candle's time; the port uses the bar's own close time. Bars that straddle a market gap are therefore not flagged by the gap itself.
4. Lower-timeframe fallback is not the original's fallback. It is finer than the chart candle range but still assumes every row between an intrabar candle's low and high was visited. Treat it as APPROXIMATE, which it is labelled.
5. Timing. Levels, marks and touches are evaluated at bar close. ATAS also updates touch state on the forming candle.
6. Session maths. Session start is computed as local midnight plus the start minutes in the chosen timezone; around daylight-saving changes this can differ by the shifted hour from ATAS's elapsed-time rule.
7. Row budget. Up to 2000 rows per session after adaptive grouping, as in the original. The histogram draws at most 380 boxes (neighbouring rows merged for display only).
8. Object limits. TradingView caps boxes, lines and labels at 500 each; only the highest-ranked zones are drawn.
9. Estimation timeframe. Lower-timeframe data availability depends on your plan; history older than the intrabar limit falls back to chart candle ranges and is flagged APPROXIMATE.
10. Arithmetic. Float instead of decimal; row indices use a 1e-6 tolerance before flooring.

NinjaTrader 8 (NinjaScript)

Cival Auction Structure — NinjaTrader 8

Compile on import: NinjaScript Editor → F5. This file has not been compiled against NinjaTrader 8 (NT8 was not available where the port was written). It was type-checked at C# 7.3 against hand-written stand-ins for the NinjaScript / SharpDX types, and every NT8 API name was checked against the NinjaTrader 8 help guide, but only your F5 compile proves it against the real platform.

Summary and requirements

Cival Auction Structure builds a time-price-opportunity (TPO) profile per session: for every price row it counts the distinct time brackets that visited that row (time at price, not volume). It shows the developing TPOC, a 70 % value area, a rule-based shape candidate (P / b / D / B / trend), single prints, poor / excess high-low candidates, failed-auction marks against the prior completed profile, prior-session TPOC / value-area levels, and a right-edge histogram. Shapes and edge labels are descriptive candidates, not forecasts. It is an Indicator only: no orders, no network.

Requirements:

• Any NinjaTrader 8 chart works, but exact visited prices need Order Flow Volumetric Bars (Order Flow+ entitlement, Ticks per level 1 recommended). Without Volumetric data the bar's high-low range is used and the profile is labelled APPROXIMATE; approximate or partial profiles never publish prior-session levels or failed-auction marks.
• Use small time bars (the default bracket is 30 minutes; a bar that spans a bracket boundary makes the profile APPROXIMATE / COARSE). Minute or second bars give exact bracket assignment.
• Calculate = OnBarClose; nothing repaints.

Install

1. Copy CivalAuctionStructure.cs to Documents\NinjaTrader 8\bin\Custom\Indicators\.
2. New → NinjaScript Editor, press F5 (Compile).
3. Chart → right-click → Indicators → Cival Auction Structure.
4. Set Session start (minutes after midnight) for the instrument. Leave Session timezone blank to use chart time (see the note under settings).

Feature matrix

Settings mapping

Not ported (and why)

Known differences from the ATAS original

1. Visited-price source. ATAS uses footprint rows; this port scans Volumetric levels tick by tick (GetTotalVolumeForPrice). With Ticks per level above 1 the resolution is coarser; use 1 for exact rows.
2. Bar open time. NinjaTrader stamps time bars with their close time. Bracket assignment uses the bar's open: exact for Minute and Second bars (including the base period of Volumetric bars), otherwise the previous bar's stamp. A bar whose span crosses a bracket boundary makes the profile APPROXIMATE, as in the original.
3. No-footprint wording. The original marks a bar with no footprint rows both PARTIAL and APPROXIMATE and then shows the PARTIAL text. This port marks it APPROXIMATE only and says why ("candle range fallback" versus "a bar spans several brackets"). PARTIAL is reserved for session-start-before-history, history gaps, row-limit hits and Volumetric rows that fail the 1 % volume reconciliation. The effect is the same: no levels or failed auctions from such profiles.
4. Original arithmetic kept. Value-area low / high are the value-area rows' price minus / plus half a row (VAL = lowest VA row − row/2, VAH = highest VA row + row/2), and failed-auction references are the highest / lowest TPO row's lower-edge price, exactly as in the original.
5. Closed-bar level tests. Level "Tested" status updates when a bar closes, not on the forming candle.
6. Panels. Drawn with SharpDX at the Panel top offset; no auto-arrangement across indicators.
7. Numeric type. Doubles with a 1e-6 tick tolerance; rows are keyed by integer tick index internally.

TPO shapes, poor / excess edges and failed auctions are rule-based descriptions of what was observed. They are not calibrated probabilities and no profitability is claimed.