Break of Structure Indicator: Formula, Settings and How to Read It
Break of Structure marks the bar whose close moves beyond the price of the most recently confirmed swing point — above the last swing high for a bullish break, below the last swing low for a bearish one. The break must happen on the close, so a wick that pierces the level and comes back produces no marker.
Senzoukria · Indicators · Updated September 2026
Break of Structure ships with the Senzoukria desktop app, in the Structure & sessions group of the indicator catalogue. It is drawn on the price chart.
What Break of Structure measures
Swing points are strict pivots: a bar is a swing high only if its high is greater than the high of every bar within the lookback window on both sides, with the window size set by the swing bars parameter (default 3). A pivot at a given bar is not confirmed until that many bars to its right actually exist, so the reference level used at any bar is the one a reader of the chart genuinely knew at that moment — nothing is back-dated. The break test uses a strict inequality, meaning a close landing exactly on the swing price is not a break. Once a level is broken it is consumed and cannot fire again; the reference becomes active once more only when the next pivot is confirmed, which keeps a trending sequence from printing a marker on every bar. Markers are placed at the close of the breaking bar, the price that validates the event.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Break of structure (BOS) — cassure en CLÔTURE du DERNIER swing confirmé : haussier : close[i] > prix du dernier swing high confirmé baissier : close[i] < prix du dernier swing low confirmé Swings = mêmes pivots stricts que `swing-high-low` (param `leftRight`, défaut 3). Un pivot d'indice p n'est CONFIRMÉ qu'à la barre p + leftRight (ses barres de droite doivent exister) : la référence utilisée à la barre i est celle qu'un lecteur du chart connaissait vraiment à cet instant — aucun regard vers le futur. Cassure en CLÔTURE (pas en mèche) : un high qui perce et revient n'est pas une cassure de structure, c'est une prise de liquidité. Inégalité STRICTE : clôturer PILE sur le swing n'est pas le casser. Le niveau est CONSOMMÉ à la cassure — un seul marqueur par swing, sinon chaque barre d'une tendance en repeindrait un. La référence redevient active au prochain pivot confirmé. Marqueurs au CLOSE de la barre de cassure (le prix qui valide l'événement).
How to read it
- A bullish marker means price closed above the last swing high the chart had confirmed — the prior structural ceiling stopped holding on a closing basis.
- Repeated markers in the same direction describe a sequence of structural levels being taken out; markers alternating up and down describe rotation around a range rather than a trend.
- A high that pierces the swing level and closes back below it deliberately produces nothing here; that is a different event, usually read as a sweep of resting liquidity.
- Remember the confirmation delay: with the default of 3 bars each side, the reference being broken is always a pivot that was validated at least three bars ago.
- The marker is an observation about price only — pair it with the footprint or delta of the breaking bar if you want to know whether the move was carried by aggressive buyers or sellers.
Parameters and defaults
The swing bars parameter (range 1 to 50, default 3) sets how many bars must sit on each side of a pivot for it to count, so it controls both the size of the swings tracked and how long confirmation takes. Small values track short-term structure and confirm quickly but produce many references; larger values isolate only substantial swings at the cost of an equally longer delay before any of them can be broken. The bullish and bearish colours are cosmetic.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Swing bars each side | number | 3 | 1 – 50 |
What it does not show
The indicator reports that a level was exceeded on a close and stops there — no distance, no speed, no volume, no aggressor side. Because the pivot test is strict on both sides, a plateau such as an exact double top inside the window yields no pivot at all, so the structure being tracked can go stale for a stretch. On very choppy series confirmed references become sparse and breaks may be rare even while price moves; on tick or volume bars, changing the bar type changes which pivots exist in the first place. A break of structure describes what has already happened and makes no claim about continuation.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Session High/Low — Structure & sessions
- Opening Range — Structure & sessions
- IB Extensions — Structure & sessions
- Classic Pivots — Structure & sessions
- Camarilla Pivots — Structure & sessions
- Naked POC — Structure & sessions
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What is a break of structure in trading?
- A break of structure is a close beyond the most recent confirmed swing point: above the last swing high, or below the last swing low. It describes the moment a market stops respecting the structural level that previously contained it. In this implementation the break is measured on the closing price with a strict comparison, so closing exactly at the swing price does not qualify.
- How is a break of structure different from a liquidity sweep?
- A sweep trades through a prior swing level and then returns, leaving only a wick beyond it. A break of structure requires the bar to close beyond the level. This indicator marks the second case only, which is why a chart can show several highs poking above a swing high with no marker printed.
- How many bars does a swing need before break of structure will use it?
- With the default setting of 3 bars each side, a pivot needs three bars to its left and three to its right, so it is confirmed three bars after it prints. Until then the indicator does not treat it as a reference at all. The delay is intentional: it keeps the level from appearing on the chart earlier than it could have been known in real time.