Supply and Demand with Stats

Supply & Demand Zones with Stats
This indicator automatically finds Supply and Demand zones using the classic base-and-departure method, then tracks what happens to every zone afterwards. A built-in dashboard shows how many zones worked, how many failed, and the overall historical outcome rate on your chart.
How zones are detected
A zone is created when the indicator finds:

• A base: 1 to 5 small-bodied consolidation candles (body/range ratio below your threshold).
• An explosive leg-out: a strong candle leaving the base, with a large body and a range at least 1.4× the average base candle (both adjustable).
• A sustained departure: the following candle(s) must stay completely outside the base, confirming the move.

Inside bars are filtered out, and the zone must be smaller than the leg-out candle. This keeps only clean, decisive zones.
What you see on the chart

• Teal demand zones and red supply zones, each with a proximal line (entry edge) and a distal line (invalidation edge).
• Lines extend to the right until price returns to the zone.
• When price touches a zone, it turns grey to mark it as tested.

How outcomes are tracked
Each zone ends up with one of three statuses:

• Worked (1RR): price touched the zone and then reached a 1:1 risk-reward target, measured from the proximal line by the zone’s height.
• Failed: price broke through the distal line, whether or not the zone was touched first.
• Active / Pending: the zone hasn’t reached either outcome yet.

The dashboard in the top-right corner shows Total Zones, Active / Pending, Worked, Failed, and Accuracy %, which is Worked divided by all resolved zones.
Important notes

• Zones and statistics are calculated on closed candles only. Once a zone is confirmed, it is not redrawn or removed.
• If one candle touches the zone and reaches the target, it counts as Worked. If one candle breaks the distal line, it always counts as Failed first.
• Statistics ignore spread, commission, and slippage. They describe how zones behaved on the loaded history, not how they will perform in the future.
• Results depend on the symbol, timeframe, and settings. Use the dashboard to compare settings and markets, not as a guarantee.

Works on all symbols and all timeframes. It’s lightweight and uses no DLLs or external connections.
Free to use. Feedback and suggestions are welcome in the comments.