Explosive breakout

Meant to flag volume-backed breakouts, but on real bars it reads flat zero.

ExplosiveBreakout is meant to flag a bar whose close clears the recent high or low on a volume surge. It returns +1 for a bullish breakout and +2 when the close clears the high by more than 1% on a volume surge 30% above the threshold, with -1 and -2 as the bearish equivalents, and 0 otherwise. The close is compared with a rolling high and low that already include the current bar, so on valid bars the close can never clear them, and on the SPY one-minute sample the output was 0 on every bar apart from warm-up gaps.

How to read it

The line sits in its own pane below the price, scaled between -2 and +2.
A non-zero value would mark a breakout bar: +1 or +2 bullish, -1 or -2 bearish.
On SPY one-minute bars with default settings the line stays flat at 0 for the whole sample, so there is nothing to read.
The presets below also stay flat, because changing the parameters does not clear the price test.

What it outputs

Breakout strength: Breakout strength: +1 or +2 bullish, -1 or -2 bearish, 0 for none. Flat at 0 on SPY one-minute bars with default settings.

Settings

window: Bars the rolling high, low and volume average look back over. Longer widens the levels and smooths volume; shorter tightens them. Neither fires it on valid bars, since the rolling high and low include the current bar.
volume_threshold: Volume must exceed this multiple of the window average. Raising it demands a bigger surge; 1 or below lets ordinary volume count. Neither setting adds markers on valid bars, since the price test still fails.

Pitfalls

The price test cannot pass on valid bars: the close is compared with a rolling high and low that already include the current bar's own high and low. Looks broken; treat the flat line as a defect, not as calm markets.
The ATR input only gates warm-up. Once warm, its value does not change the reading, so ATR settings have no effect here.
The volume_threshold range runs from -161 to 161. A negative threshold lets any volume pass, which means nothing for a volume ratio.