MTF FVG, OB & Sessions

1. Advanced Multi-Timeframe Fair Value Gaps (FVG)
This is the most complex part of the script. Unlike standard FVG indicators that just draw boxes, this module uses Arrays to manage the gaps dynamically.

• Dynamic Mitigation: The script tracks every FVG stored in memory. If price trades through an FVG (mitigates it), the script automatically deletes the box.
  
• Option (Wick vs. Close): You can choose to delete the FVG as soon as a wick touches the other side, or only if a candle closes through it.
  
• Displacement Filter: It uses an ATR (Average True Range) multiplier to ensure that only significant, impulsive moves (displacement) generate an FVG, filtering out low-volatility noise.
  
• Confluence (Overlap) Logic: The script checks for overlaps between the three different timeframes (e.g., a 4H FVG inside a Daily FVG).
  
• Alignment Setting: You can set the script to highlight specific boxes only when timeframes align, indicating a stronger level of interest.
  
• 3 Monitorable Timeframes: Defaults to 4-Hour, 1-Hour, and 15-Minute, but fully customizable.
  

2. Multi-Timeframe Order Blocks (OB)
This module identifies potential Order Blocks based on Swing Highs and Swing Lows (Pivot points).

• Pivot Detection: It looks for a specific pattern of highs/lows (defined by the "Swing Lookback" input) to identify key reversal points on higher timeframes.
  
• MTF Overlay: It fetches these structures from the 3 defined timeframes and projects them onto your current chart.
  
• Visuals: Draws extended boxes representing the open/close range of the order block candle.
  

3. Session Liquidity (Highs & Lows)
This module tracks the specific trading sessions to highlight intraday liquidity pools.

• Sessions Tracked: Asia, London, and New York.
  
• Behavior:
  
  • While the session is active, it tracks the highest and lowest price.
    
  • Once the session closes, it draws dashed lines extending forward from that session's High and Low.
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  • Purpose: These levels act as key targets for liquidity sweeps (e.g., price sweeping the London Low before reversing).
    
  
  
  Technical Summary
  
  
  • Data Handling: Uses request.security with barmerge.lookahead_on to fetch data from higher timeframes without repainting historical closed bars.
    
  • Efficiency: Uses specific types (type OB_Data) and Arrays to handle data efficiently, keeping the script fast despite processing multiple timeframes simultaneously.
    
  • Limits: Includes a built-in "Max FVG Storage" and "Delete After X Bars" feature to prevent the chart from becoming too cluttered with old data.
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