Very interesting approach! I would like to ask about your definition of "pivot break" - are you talking about "ordinary" pivot points or do you have some other definition of pivots? (this might be a stupid question but looking at your charts, one of the pivot lines is not straight)

cheers and thanks for a great thread!

edit: another question popped to my mind, not sure if you want to answer this so feel free to ignore it - is this the same system that you have automated?