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Liquiditysweep

Liquidity Sweep Hunter [BigBeluga]🔵 OVERVIEW The Liquidity Sweep Hunter is a smart, volume-aware charting tool that automatically detects major support and resistance levels. Unlike basic horizontal line indicators that just draw lines on every swing high or low, this script filters levels based on volume strength . It identifies the "heavy" levels where big money has clearly participated, projects them forward as active boundaries, and alerts you the exact moment price "sweeps" through them. 🔵 FEATURES The system works by tracking the relationship between price pivots and real-time volume: 1 — Volume-Weighted Level Detection Smart Pivot Filtering: The engine identifies price pivots ( Length ) but only confirms a level if the volume at that pivot exceeds your defined Filter threshold. This ignores "weak" pivots and keeps your focus only on high-conviction zones. Dynamic Intensity Engine: The indicator automatically changes the look of the lines based on volume. Levels created with higher volume activity get thicker lines ( Max Line Width ) and higher opacity, making them visually stand out more on your chart. 2 — Automated Liquidity Sweep & Break Logic Sweep Alerts (✔): When the price briefly dips below a support level (or spikes above a resistance level) and then closes back inside, the indicator plots a checkmark (✔) to identify the "liquidity sweep." Smart Self-Cleaning: If the price candles break directly through a support or resistance line, the indicator detects the structural breach, changes the line to a dotted style, and removes it from your active list. This keeps your chart free of outdated, broken levels. 🔵 HOW TO USE This tool is designed to help you trade based on where market participants have placed their stops and orders: Identify High-Volume Anchors: Use the thick, bold lines to spot the most important support and resistance levels on your timeframe. These are the zones where the script detected significant institutional interest. Look for Sweep Confirmations: Watch for the (✔) checkmarks after a line is tagged. A liquidity sweep often signals that the market is grabbing "stop-loss" liquidity before reversing in the opposite direction. Manage Trade Exit Points: Use the lines as your target zones. Since the script automatically turns lines into "dotted" style when they are broken, you have a visual trigger to cut a position if a key structural level fails. 🔵 NOTES Why this implementation is unique: It combines two powerful concepts—volume analysis and pivot structure—into a single, lightweight tool that doesn't overwhelm your chart. The "Dynamic Intensity" settings allow you to see at a glance which levels are mathematically the most significant based on the volume data behind them. It is a "self-managing" system; by automatically deleting broken levels, it ensures your screen stays clear for your actual trade execution.
อินดิเคเตอร์
โดย BigBeluga
6
Liquidity Rejection Auto TargetOverview Liquidity Rejection Auto Target is a price action indicator designed to identify potential liquidity sweeps followed by rejection candles. The indicator automatically highlights possible long and short trading opportunities based on swing high and swing low liquidity concepts while plotting an entry level, stop loss, and a risk-reward based take-profit target. This tool is intended to assist traders in identifying areas where price briefly moves beyond a recent swing level before returning back inside the range, which may indicate a rejection of that liquidity level. How It Works Bullish Setup - Detects the most recent confirmed swing low. - Waits for price to move below that swing low (liquidity sweep). - Confirms the setup when the candle closes back above the swing low. - Plots a BUY signal. - Uses the rejection candle low as the Stop Loss. - Calculates the Take Profit automatically using the selected Risk:Reward ratio. Bearish Setup - Detects the most recent confirmed swing high. - Waits for price to move above that swing high (liquidity sweep). - Confirms the setup when the candle closes back below the swing high. - Plots a SELL signal. - Uses the rejection candle high as the Stop Loss. - Calculates the Take Profit automatically using the selected Risk:Reward ratio. Features • Automatic liquidity sweep detection • Bullish and bearish rejection confirmation • Automatic BUY and SELL signals • Entry, Stop Loss, and Take Profit plotting • Adjustable swing detection settings • Configurable Risk:Reward ratio • TradingView alert support • Overlay display directly on the price chart Inputs Pivot Left / Right Adjusts how swing highs and swing lows are identified. Larger values produce stronger but less frequent signals, while smaller values react more quickly to price changes. Risk:Reward Defines the automatic take-profit distance relative to the calculated stop-loss distance. Best Practices This indicator works best on liquid markets where swing highs and swing lows are clearly formed. Many traders use it together with higher-timeframe market structure, trend analysis, support and resistance, or volume confirmation to help filter potential trade setups. Alerts TradingView alert conditions are included for both BUY and SELL signals, allowing users to create notifications whenever a new setup is detected. Disclaimer This indicator is an analytical tool and should not be considered financial or investment advice. Market conditions vary, and no indicator can guarantee profitable trades. Always perform your own analysis, apply sound risk management, and test any trading strategy before using it in live markets.
อินดิเคเตอร์
โดย ExpertTraderASK
1
Strong Liquidity Outlook | ProjectSyndicateStrong Liquidity Outlook tracks the two opposed states of liquidity — the voids price must fill and the order shelves price must sweep — scores them on a single 0–10 scale, merges them where they agree, and projects a forward route through them. Every number on the panel is measured, not invented. 🟥🟩 IMPORTANT INFO: Because zone height, reach and distance are all ATR-derived, the engine self-calibrates to each symbol. Start on M5–H1. On daily charts raise Min Gap Size (%), as intraday voids become noise. 🧲 Two Draw Engines, One Scoreboard — the core of this tool. Most level tools track one thing. This one tracks the two opposed states of liquidity and forces them to compete on the same 0–10 scale. Imbalance zones are the voids — bar-to-bar gaps where no trade occurred, an absence price is drawn back to fill. Stop-pool zones are the opposite — dense shelves of resting orders sitting above swing highs and below swing lows, ATR-sized and volume-weighted. A gap is a vacuum; a pool is a wall. Both pull price, for opposite reasons, and until now you had to run two indicators to see them together. 🎯 Confluence Merging — where the real levels come from. Overlapping same-side zones do not stack into visual mush. They fuse. When a gap opens into the same pocket a stop pool already occupies, the two merge into one confluence zone, their volume mass adds, their scores compound, and the zone is tagged ×2 or ×3 on the chart. The levels that survive this merge are the ones two independent mechanisms agree on — and they rise to the top of the ranked panel automatically. No manual confluence hunting. ⭐ 0–10 Zone Strength Score. Every zone is graded on a transparent weighted blend of five factors: volume pressure at formation, zone size relative to ATR, number of tests it has survived, confluence depth, and proximity to current price. Optional idle decay bleeds a zone's score toward a floor while price ignores it, so a stale level cannot masquerade as a live one. Strong zones render sharp and opaque; weak ones fade. Every weight is exposed in settings. ♻️ Live Zone Lifecycle — INTACT → CONSUMED % → FILLED / SWEPT. A zone above price is eaten from its floor upward. A zone below price is eaten from its ceiling down. The script renders that literally: the bright remainder is the unworked part of the void, the dimmed slice behind it is what price has already consumed, and the label reports the exact percentage. When price closes fully through, an imbalance is marked FILLED and a pool is marked SWEPT. Every fresh re-entry — not just the first — counts as a new test and feeds the score. 🗺️ Scenario Builder — the powerful new part. This is not a hand-drawn arrow. The script walks your live zone map forward from the last bar and assembles a route from surveyed levels: 1 · TRIGGER — the nearest qualifying zone in the trigger direction. Price runs the stops first. 2 · REVERSE — a retrace of that leg. If a real zone sits within your ATR tolerance of that level, the waypoint snaps onto it and is flagged ⚑. 3 · RETEST — a partial recovery that deliberately fails short of the trigger extreme. 4 · TARGET — the strongest-scoring zone on the far side of price. Not the flashiest, not the furthest. The highest-graded one. 5 · EXTENSION — the next zone beyond target, if one exists. Trigger direction defaults to Auto, taken from the live net-pull bias. Bars-per-leg are allocated proportionally to price travel, so steep legs stay steep and the path never looks synthetic. 🧮 Honest Path Confidence (0–100), never a fake "chance". Here is the rule the entire script is built on: if a leg is not anchored to a real, scored zone, it is drawn hollow and labelled as projected. If no zone exists on the far side, the target falls back to a measured move — and it says so, the vertex is drawn unfilled, and the confidence meter is cut. An unsnapped reverse waypoint is dimmed. Path Confidence is the mean of the trigger and target zone scores, penalized for anything unanchored. It is labelled confidence in the levels, not probability of the path. You will never see an invented "87% chance price reaches this target." The path is level geometry rendered forward. It re-solves every tick as zones score up, decay, or get swept — a current-state projection, not a committed forecast. 📊 Five-Slide Dashboard — every figure measured. A compact panel that auto-rotates (or pins to one slide) with ●○○○○ position pips. OVERVIEW — regime, live zone counts by side, elite count, a tug-of-war net-pull meter, and the nearest zone above and below with strength bars and real distance. TOP ZONES — the eight highest-scored live zones, ranked, each with type icon, confluence multiplier, price, and a score meter. STATISTICS — this is the part nobody else ships. Gap fill rate, pool sweep rate, average bars to resolution, and post-resolution reaction rate, each with its own meter and its raw hits / total count exposed beside it. PRESSURE — zone mass by side, estimated volume split, net delta above and below, and how many zones are partially eaten. SCENARIO — the full waypoint list with prices, move-to-target in % and ATR, an approximate R multiple, the confidence meter, and an explicit anchoring readout. 📐 Statistics That Cannot Lie To You. Every zone ever detected stays in the denominator. Retiring a stale zone from the chart never removes it from the fill-rate sample. The reaction test — did price travel back n × ATR within n bars after a fill or sweep? — scores each resolution exactly once, hit or miss, and both numbers are shown. Samples under 20 events are flagged THIN — read with care rather than dressed up as a rate. Volume and delta figures are derived from bar geometry, not tick data, and the panel states that on its own row. 🔬 Non-Repainting By Construction. Gaps are read off closed bars only. Pivot-confirmed pools lag by your Pivot Right setting — that is confirmation lag, not repainting, and nothing is ever redrawn backwards once a zone is placed. All state mutations happen on bar close. 🎨 Clean Themed Visuals. Dashed borders on imbalance zones, solid on stop pools, so you read the type at a glance. Midlines on elite zones. Nearest-zone rails extending to current price. The scenario path renders as a three-pass polyline — two soft glow layers under a crisp core — with diamond waypoint markers, a terminal arrowhead, and dotted trigger/target rails. 🔔 Built-In Alerts. New imbalance zone, new stop-pool zone, zone tested, imbalance filled, stop pool swept, elite zone approach, and scenario trigger reached — each firing on bar close, formatted for manual or automated use. 🔧 Fully Customizable. Both detectors toggle independently. Gap size floors in both % and ATR. Pivot sensitivity, pool height and offset. All five score weights, decay rate and floor. Merge threshold, stale-zone retirement, reaction window and size. The complete scenario filter set — path detail, trigger direction, waypoint score floor, projection length, retrace and retest ratios, snap tolerance. Plus every colour, label, meter and panel option. 🎯 Why this is different. Most liquidity tools show you one kind of level and attach a fabricated probability to it. This one tracks both kinds — the voids and the walls — scores them on one honest scale, merges them where they agree, then projects a route through them and tells you which parts of that route are real. Then it grades its own zones against history and shows you the fill rate, the sweep rate, and the reaction rate, with the raw counts, including when the sample is too thin to trust. 🧭 How to trade it. Read the panel before the chart. The net-pull meter tells you which side the field is leaning. The TOP ZONES slide tells you which levels have actually earned attention. Treat the scenario trigger as where liquidity gets taken and the target as the logical objective — and check the anchoring row first. A solid, snapped path into a high-scored target is a clean roadmap. A hollow TARGET (projected) vertex means the market has no graded level behind that move, and you should size accordingly. Cross-check the STATISTICS slide for your symbol: if gaps on your instrument fill 38% of the time, trade them like a 38% event. ⚠️ Important. This is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Everything it displays is descriptive of current zone strength, real distance, and measured historical behaviour. Path Confidence is a read on the quality of the levels involved, not a forecast of price. Volume-pressure figures are geometric estimates, not tick data. Historical rates describe what has happened on the loaded chart and do not predict what will happen next; thin samples are flagged for exactly that reason. Behaviour varies by symbol, timeframe, and configuration. Always combine it with your own analysis and risk management, and test it on your market before trading it live.
อินดิเคเตอร์
โดย ProjectSyndicate
2
Liquidity Sweep & ATR Envelope⚡ Liquidity Sweep & ATR Envelope The market hunts stops. This tool shows you where it just happened — and whether price actually rejected the grab or kept right on going. 🎯 Liquidity sweeps caught at volatility extremes, confirmed by a real reclaim, fully resolved on the bar they fire. No repaint. No HTF trickery. 🔍 The mechanic — a signal needs three things to line up on the same candle: 💧 Liquidity grab — a wick pierces a tracked swing high/low, right where the stops are sitting. 📏 Volatility extreme — that same wick has to clear the ATR envelope by a clearance buffer, so you only catch sweeps that genuinely stretch price, not routine noise. ↩️ Reclaim with force — the close snaps back past the swept level and beats the poke. The displacement guard demands the reclaim recover a set fraction of the wick's penetration depth. A limp bounce doesn't qualify. Levels are one-shot: any wick through a tracked pivot consumes it — signal or not — and the tool re-arms on the next confirmed swing. What you see is exactly what happened. 🛡️ Non-repaint by construction — pivots confirm after their right-side bars, and every signal, marker, zone, and alert is gated to bar close. A triangle that printed yesterday printed on that bar and never moved. What you backtest is what you trade. ✅ 🎨 On the chart: 🌊 Hero ATR envelope with event-driven band glow — bands light up when price presses them or on a fresh sweep. 📦 Gradient sweep zones from swept level to wick extreme — historical signals legible at a glance. 👣 Swept-history footprints so you can read where liquidity already got taken. 🎛️ 8 themes (Suite, Ocean, Royal, Ember, Mono, Frost + full Custom), optional bar tint, trigger-threshold line, compact status table. 🔔 Clean JSON alerts (direction / level / trigger) — wire it straight into your automation. ⏱️ Timeframe notes — single-timeframe and scale-free. Every threshold is measured in ATR or as an intra-bar ratio, so it ports across instruments and timeframes with zero rescaling. Defaults are tuned on H1 and carry to M15 unchanged — comparable signal frequency and reclaim quality on both. On H4 and above the setup is rarer by nature; drop Pivot Left/Right to 3 if you want more events there. Read every signal as liquidity-location context, not a standalone entry — pair it with your structure read (or Confluence Context, regime/confluence indicator on my profile) for direction. 🧭 📈 How to trade it — the tool tells you where the market just swept liquidity and rejected. It doesn't tell you which way to point. Stack it with structure, with your bias, with the rest of the suite. Confluence over signals. Part of the SlatinaTrades suite. Free, open-source, and built to one standard: still useful after it's been on your chart a while.
อินดิเคเตอร์
โดย SlatinaTrades
2
Session Sweep Detector | AlphaScript🎯Session Sweep Detector Tracks the High and Low of the Asia and London sessions and tells you exactly what happened to each level — using strict, transparent definitions. 🔍What it does When a session closes, its High and Low become fixed liquidity levels. This indicator draws each level from the exact candle that printed the extreme and watches it until the same session opens again the next day. Each level resolves in exactly one of three ways: ⚡ SWEEP — price wicks through the level but the bar closes back on the original side. A liquidity raid: stops were taken, but the level held on a closing basis. 💥BREAK — a bar closes through the level. This is not a sweep, and the indicator never labels it as one. Breaks are displayed separately (and can be hidden) so the two events are never conflated. 🛡️Untouched — the level survives its full watch window without either event. First qualifying event wins: one outcome per level, per session, per day. If a bar both pierces and closes through a level, it counts as a break — a close through the level can never be a sweep. 📖How to read the chart -Solid colored lines are session levels. Each line starts at the candle that actually made the High or Low, so the line points at the liquidity itself. -Live levels (still being watched) project ahead of price with a name and price label. -After a sweep or break, the tag prints at the event bar and the line continues a configurable number of bars past the event before freezing — so you can see the reaction. -Levels that were never touched freeze when their watch window ends. ⚙️Settings -Toggle each level independently (Asia High/Low, London High/Low), with per-session colors and fully configurable session hours (times in New York time; defaults: Asia 18:00–04:00, London 03:00–12:00). -Minimum wick penetration filter (in ticks) to ignore marginal pokes when qualifying sweeps. Does not apply to breaks. -Control how many previous sessions' levels and tags remain on the chart, with optional transparency for past levels. -Optional Opening Range Block overlay (off by default): draws the opening range of the New York, London, or Asia session with configurable duration, breakout arrows, mid line, and previous-range history. Note: ORB breakout detection and alerts only run while the ORB display is enabled. 🔔Alerts Per-level sweep alerts (Asia High/Low, London High/Low), combined "Any Sweep" and "Any Break" alerts, and ORB breakout alerts. All alerts fire on the close of the event bar. 📌 Notes and limitations -Designed for intraday timeframes (1 minute to 30 minutes). On higher timeframes, sessions span too few bars for meaningful detection. -Session times are defined in New York time (America/New_York) and handle the midnight crossover correctly. If you use another session-levels indicator, match the session hours so both tools agree on where the levels are. -Sweep-vs-break classification depends on your chart timeframe: a wick-through-and-reclaim on a 15m bar may resolve as a break on 1m if an intermediate bar closed beyond the level. Neither reading is wrong — they are answers to different questions — but be aware of it when comparing timeframes. ✅Why no repaint -Events are evaluated on confirmed (closed) bars only. A sweep or break tag will never appear intrabar and then vanish. -Levels are only armed after their session has fully completed. A session High that is still forming cannot be "swept" — price touching it would simply extend it — so no detection runs until the level is final. -No request.security() calls are used anywhere. All session tracking is chart-timeframe state.
อินดิเคเตอร์
โดย AlphaScript
EonMetrics Liquidity ToolkitLiquidity Toolkit by EonMetrics WHAT IT DOES Whenever price makes a swing high or a swing low, a cluster of pending stop orders tends to sit just beyond it — buy-stop orders resting just above a swing high, and sell-stop orders resting just below a swing low. This is what traders call "liquidity." Large market participants often push price briefly through one of these levels to trigger those resting orders (grabbing the liquidity) before reversing back the other way — which is why these levels frequently mark turning points, not just breakout points. This indicator finds and tracks these levels automatically: - Buyside Liquidity (BSL) — the resting buy-stop cluster above a swing high, drawn as a line until price reaches it. - Sellside Liquidity (SSL) — the resting sell-stop cluster below a swing low, drawn the same way. - Equal Highs / Equal Lows (EQH / EQL) — when two or more swing highs (or lows) line up at almost the same price, that's a bigger, more obvious pool of resting orders (a double or triple top/bottom) — a stronger magnet for price than a single level. - Liquidity Sweep — the actual moment a level gets taken: a wick pierces through it and price closes back on the original side. This can optionally require above-average volume on that candle, so you only see genuine, forceful grabs instead of every minor wick poke. - Previous Day/Week High & Low (PDH / PDL / PWH / PWL) — the same tracking and sweep logic applied to yesterday's and last week's high/low, which tend to be some of the largest, most-watched liquidity targets of all. Every level also shows a strength tag — the actual volume traded when it formed, plus how many times average that is (e.g. "340k (2.3x)") — so you can tell a level that formed with real conviction from one that formed on a quiet, unremarkable candle. HOW TO ACTUALLY USE IT (STEP BY STEP) 1. Decide which side you're watching, then wait for the actual sweep — don't trade a level just because it's sitting there on the chart. - Looking to go short? Find a Buyside Liquidity (BSL) level (or an Equal High) sitting above the current price, and wait for the sweep marker to appear — a wick punches through it, then price closes back below it. - Looking to go long? Find a Sellside Liquidity (SSL) level (or an Equal Low) sitting below the current price, and wait for the sweep marker there — a wick punches through it, then price closes back above it. 2. Give extra weight to Equal Highs/Lows (marked EQH/EQL, especially ones with a "x2" or "x3" touch count) and to the Previous Day/Week High/Low lines — these are the bigger, more heavily-defended levels, so a sweep there tends to matter more than a sweep of a single minor swing. 3. Check the strength label on the swept level before acting — a sweep that happened on 2x average volume or higher is a far more convincing signal of a genuine reversal than one on below-average volume. 4. Treat the sweep as your trigger, not the resting level itself: a Buyside sweep points you toward looking for shorts, a Sellside sweep points you toward looking for longs. 5. Levels that get swept turn gray and dotted automatically — that tells you at a glance which levels have already been taken and are no longer valid targets, versus which ones are still resting and still ahead of price. EVERY SETTING EXPLAINED General group - Swing Length (bars) — how many candles on each side must be lower/higher for a point to count as a real swing. A bigger number only catches major, more significant levels; a smaller number catches minor ones (more levels, more frequently). - Max Levels Tracked — the maximum number of levels kept on the chart at once. Once you go over this, the oldest one is dropped. Lower this for a cleaner chart and better performance. Buyside / Sellside Liquidity group - Show BSL / SSL Levels — master on/off switch for these lines. - Buyside (BSL) Color / Sellside (SSL) Color — line colors for each type. - Line Width — thickness of the level lines. - Line Style — solid, dashed, or dotted. Equal Highs / Equal Lows group - Highlight Equal Highs / Lows — turns on the automatic merging of two nearby swing highs (or lows) into one highlighted EQH/EQL pool. - Equality Tolerance (x ATR) — how close two levels need to be in price (relative to recent volatility) to count as "equal." A larger value merges more loosely (more pairs count as equal); a smaller value requires them to be nearly identical. - Equal High (EQH) Color / Equal Low (EQL) Color. - Extend EQH/EQL Right — when off (default), an equal pool is just drawn as a short connector between the two matching swings. When on, it's also projected forward to the right as a live target, the same way single BSL/SSL levels are. Level Strength group - Show Level Strength — adds the volume text tag to every level (raw volume plus the multiple vs. the recent average, e.g. "340k (2.3x)"). Equal pools also show how many times that price has been touched (e.g. "EQH x3"). Turn this off for a cleaner look with just the lines and BSL/SSL/EQH/EQL tags. Liquidity Sweep group - Show Sweep Markers — turns on the small marker that appears the moment a level is swept. - Enable Volume Filter — when on, a sweep is only confirmed if the candle that caused it traded on unusually high volume, filtering out weak/low-conviction wicks. - Volume Multiplier vs. Average — how many times above the average volume that candle must trade to confirm a sweep. Only used when the Volume Filter above is on. - Volume Lookback (bars) — how many past candles are averaged together to calculate that "average volume" baseline. - Swept Level Color — the color a level turns once it has been taken, so already-used levels are still visible but clearly distinguished from live ones. Higher-Timeframe Liquidity (PDH / PDL / PWH / PWL) group - Show Previous Day High / Low — turns on tracking of yesterday's high and low as full liquidity levels (works on intraday charts only). - Show Previous Week High / Low — turns on tracking of last week's high and low the same way (works on intraday and daily charts). - Prev Day (PDH / PDL) Color / Prev Week (PWH / PWL) Color. - HTF Line Width — thickness of these lines. Thicker by default than regular swing levels, since they're generally the more important reference points. Labels group - Show Level Labels — master switch for all the small text tags (BSL / SSL / EQH / EQL) shown on each level. - Label Size — Tiny, Small, or Normal text size for those tags.
อินดิเคเตอร์
โดย EonMetrics
Liquidity Entry Signals [MarkitTick]💡 A comprehensive, multi-faceted approach to identifying potential market reversals based on classic liquidity sweep mechanics. By scanning for instances where price briefly breaches a significant structural high or low before immediately rejecting and closing back within the range, this tool highlights areas where trap-based price dynamics may be in play. It is designed to offer a complete trading framework rather than just a simple signal, integrating dynamic stop-loss and take-profit plotting, real-time advanced dashboard analytics, and comprehensive alert payloads. This indicator assists in bridging the gap between raw price action analysis and structured trade management. ● ✨ Originality and Utility Many basic technical indicators simply look for higher highs or lower lows without assessing the quality of the rejection. This script elevates that concept by requiring strict closing conditions to validate a sweep. What truly sets it apart is its integration of multiple intelligent filters. Rather than relying on price action alone, users can mandate that sweeps align with the prevailing trend, occur during periods of sufficient volatility, and are backed by relative volume strength. Additionally, the built-in risk management visualizations automatically calculate position risk parameters right on the chart. By projecting stop-loss and take-profit levels based on current volatility, it transforms a static signal into an actionable trade plan. The inclusion of dynamic JSON payload generation for alerts also makes this an incredibly versatile tool for those looking to automate their execution through third-party platforms. ● 🔬 Methodology and Concepts The core logic of this script is built around the concept of a liquidity sweep, verified through price action closes, and filtered through statistical market conditions. Bullish Sweep: The script continuously calculates the lowest low over a user-defined lookback window. A valid bullish signal occurs when the current bar's lowest price penetrates this recent low, but the closing price decisively reclaims it by closing higher than the structural low and higher than its own open. Bearish Sweep: Conversely, the script identifies the highest high over the recent lookback period. If the current bar's high breaches this level, but the close falls below the recent high and below its own open, a short signal is triggered. Trend Filtration: The indicator uses a Simple Moving Average (SMA) on both the current chart and a selected higher timeframe to establish a directional bias. Signals that conflict with these moving average baselines are suppressed to prevent counter-trend trading. Volatility and Volume Analysis: The script evaluates the Average True Range (ATR) as a percentage of the current closing price to ensure sufficient market movement is present. It also compares the current volume to a standard moving average of volume, filtering out setups that lack participation. ● 🎨 Visual Guide The script draws extensive visual overlays to assist in real-time decision-making and trade management. • Signal Labels When a valid sweep occurs, an "LS" label is plotted. Green labels positioned below the candle indicate bullish setups, while red labels above indicate bearish setups. • Trade Execution Lines Upon a signal, the indicator projects trade management lines directly on the chart for the next 50 bars. Entry Line: A dashed blue line marking the closing price of the signal bar. Stop Loss (SL): A solid red line placed away from the entry, calculated based on the ATR multiplied by the user's risk factor. Take Profit (TP): Three dashed teal lines representing Take Profit 1, 2, and 3. These are calculated using specific Risk-to-Reward multiples of the stop-loss distance. • Risk and Reward Zones Semi-transparent colored fills visually separate the trade zones. A red fill highlights the risk zone between the entry and the stop loss, while a teal fill highlights the reward zone extending from the entry to the final take-profit level. • Advanced Dashboard A multi-row informational table appears in the selected corner of the chart. This dashboard provides a real-time status check of the prevailing trend bias, the number of bars since the last signal, exact entry/SL/TP price levels, current ATR, and visual progress bars for volatility and signal cooldown periods. ● 📖 How to Use Traders can utilize this script as a complete top-down methodology for analyzing market structure. First, observe the dashboard to confirm that the current market environment aligns with your desired filters (e.g., ensuring the higher timeframe trend is supportive and volume thresholds are met). When a valid "LS" label appears on the chart, immediately note the projected Entry, Stop Loss, and Take Profit lines. The dashed blue line serves as your reference for a potential entry point. You can calculate your position sizing based on the fixed distance between this blue Entry line and the solid red Stop Loss line. The three Take Profit levels allow for a tiered approach to trade management, enabling partial profit-taking as the price advances in your favor. Advanced users can configure the custom string inputs to send highly detailed webhook payloads directly to execution platforms, passing the exact dynamically calculated price levels directly to their broker. ● ⚙️ Inputs and Settings The script is highly customizable through categorized input groups, allowing adaptation to any asset class or timeframe. • SMC Settings Sweep Lookback: Defines the number of historical bars used to calculate the structural high and low points. • Smart Filters Trend Filter: Enables an SMA condition to dictate the allowed signal direction. Volatility Filter: Requires the ATR to be a minimum percentage of the asset's price before a signal can fire. Volume Filter: Demands that the current bar's volume exceeds a defined multiple of the volume moving average. HTF Timeframe: Selects the specific higher timeframe used for long-term trend alignment. Signal Cooldown: Prevents consecutive signals within a specified number of bars to reduce chart noise during extended consolidations. • Trade Tools SL ATR Mult: Determines the distance of the Stop Loss based on the current ATR, adjusting risk based on market volatility. TP1 / TP2 / TP3 RR: Sets the specific Risk-to-Reward multiples for the three profit targets. • Alerts Action Strings: Customizable fields to inject specific commands into the JSON alert payloads for entries, exits, and partial take-profits. ● 🔍 Deconstruction of the Underlying Scientific and Academic Framework From a market microstructure perspective, liquidity sweeps represent a temporary imbalance in supply and demand. In auction market theory, price frequently probes beyond established boundaries to test for the presence of resting orders. When price penetrates a historical extreme but fails to sustain value there—evidenced by the immediate reversal and closing within the prior range—it indicates an absorption of liquidity by counter-trend market participants. This exhaustion of directional momentum is a well-documented phenomenon in order flow analysis. To normalize these price extensions, the indicator applies the Average True Range (ATR). Developed by J. Welles Wilder, the ATR provides a robust statistical measure of absolute price volatility, capturing gaps and limit moves that standard standard-deviation metrics might underrepresent. By tying the Stop Loss logic directly to the ATR, the indicator adapts to heteroskedasticity, which is the changing variance of asset returns over time. This ensures that risk parameters dynamically widen during highly volatile periods to prevent premature stop-outs, and contract during quiet phases to optimize capital efficiency. Furthermore, the reliance on moving averages for trend and volume filtration applies fundamental time-series smoothing. This inherently mitigates the noise of high-frequency price fluctuations, ensuring that the localized microstructure event (the sweep) is aligned with the macro directional drift of the broader dataset. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์
โดย MarkitTick
5
Cumulative Rejection Heatmap [MarkitTick]💡 This advanced visual analytics tool is designed to track, aggregate, and display price rejection zones over a rolling historical window. By focusing entirely on market wicks—the footprints of supply and demand absorption—this script constructs a dynamic heatmap that highlights where price has repeatedly struggled to close. Instead of simply looking at volume or closing prices, it isolates the exact microscopic levels where buyers and sellers have historically stepped in to reverse the momentum, providing a crystal-clear map of underlying market mechanics. ● ✨ Originality and Utility Traditional technical analysis often relies on closing prices or volume-at-price concepts like the Volume Profile. While valuable, these standard tools can sometimes obscure the specific price extremes where true order absorption occurs. This tool takes an entirely original approach by creating a "Rejection Profile." It systematically scans every single bar within a defined historical window, mathematically measures the length of the upper and lower wicks, and compares them against the total range of the bar. When a wick meets a stringent, user-defined threshold, it is classified as a valid rejection. Over time, these individual rejection events are accumulated into specific price bins, forming a dense, visual heatmap. The utility here is unparalleled for traders who rely on price action and liquidity concepts. By rendering a visual concentration of wicks, the chart immediately reveals hidden support and resistance walls that might not be evident through standard line-drawing techniques. It removes subjectivity from the process, mathematically proving where the market is consistently refusing to allow price to travel. ● 🔬 Methodology and Concepts The core engine of this script relies on a rolling matrix computation combined with strict volatility filtering. The methodology can be broken down into several distinct logical phases: Volatility Filtering: Before any rejection is considered, the script measures the current bar's true range against a fraction of the Average True Range (ATR). If the bar's range is too small, it is deemed market noise or chop, and is entirely ignored. This prevents tight, low-volatility consolidation from falsely inflating the rejection heatmap. Wick Ratio Calculation: For valid bars, the script calculates the exact length of the upper wick (High minus the maximum of Open/Close) and the lower wick (minimum of Open/Close minus Low). This value is divided by the total bar range. If this ratio exceeds the minimum wick ratio threshold, a rejection event is triggered. Price Discretization (Binning): The script continuously tracks the highest high and lowest low of the entire lookback window. It divides this total vertical price space into a user-defined number of equal-sized bins. Rolling Matrix Accumulation: Using an advanced matrix data structure, the script logs each rejection event into its corresponding price bin. As the lookback window rolls forward in time, the oldest data is systematically overwritten by the newest data. This ensures the heatmap is constantly adapting to current market conditions without retaining stale historical data that is no longer relevant. ● 🎨 Visual Guide The script overlays multiple layers of visual intelligence directly onto the main price chart, designed to be quickly readable without cluttering the workspace. • The Rejection Heatmap Projected forward from current price action, a series of horizontal boxes forms the heatmap. The vertical height of each box represents a specific price bin, while the color intensity indicates the density of rejections within that bin. Colors transition dynamically using a custom gradient. Areas with little to no rejection remain dark and transparent, while areas of extreme rejection light up in high-contrast neon tones. Each box contains a subtle text label displaying the exact number of rejection hits and its percentage relative to the most rejected level. • Support and Resistance (S/R) Lines The script automatically identifies the top bins with the absolute highest concentration of historical rejections. It projects dashed horizontal lines across the chart at the exact center of these bins. These lines act as major, mathematically validated support and resistance levels, highlighted in a distinct, user-defined border color. • Directional Triangles When an immediate price rejection occurs on the live chart, a small geometric shape is printed to alert the user: A downward-pointing triangle above the bar indicates a significant upper wick rejection, signaling sudden selling pressure or supply absorption. An upward-pointing triangle below the bar indicates a significant lower wick rejection, signaling sudden buying pressure or demand absorption. • The Analytics Dashboard A sleek, customizable table is anchored to a corner of the chart, providing a heads-up display of the current market state. It displays the active asset, the rolling window size, the current ATR, and the exact price level of the highest rejection density. Furthermore, it features a text-based ASCII progress bar showing the peak density relative to historical maximums, and a Bull/Bear Bias metric that calculates the exact ratio of upward versus downward rejections over the entire window. ● 📖 How to Use Traders can integrate this visual framework into a variety of market approaches, primarily focusing on mean reversion, breakout confirmation, and precise risk management. Identifying Liquidity Pools: The brightest zones on the heatmap represent areas where limit orders have historically absorbed market orders. Traders can use these glowing zones as highly probable target areas for taking profits, as price tends to gravitate toward and stall at heavy liquidity. Validating Breakouts: If price breaks cleanly through a bright red, high-density rejection zone and closes beyond it, it indicates a significant shift in market structure. A zone that previously acted as a ceiling (supply) may now act as a floor (demand) upon a retest. Stop Loss Placement: The automated S/R lines and high-density bins provide logical areas for stop-loss placement. Placing a stop just outside a heavy rejection bin ensures that the trade is only invalidated if the market successfully chews through a known area of heavy opposition. Real-Time Execution: The live directional triangles can be used as immediate trigger signals when they align with the broader heatmap context. For example, an upward-pointing triangle printing exactly as price dips into a historically dense lower rejection bin provides a high-probability entry for a long position. ● ⚙️ Inputs and Settings The script is highly customizable, allowing the user to tailor the mathematical sensitivity and visual output to their specific asset and timeframe. • Heatmap Configuration Window: The rolling lookback period. A larger window encompasses more macro price action, while a shorter window reacts faster to recent volatility. Bins: Determines the vertical resolution. More bins create thinner, more granular price slices; fewer bins create wider, more generalized zones. Min Wick Ratio: The strictness of the rejection criteria. A higher value (e.g., 0.60) requires the wick to make up at least 60% of the entire bar, filtering out weak signals. Min Range (xATR): Filters out low-volatility bars to prevent tight consolidation from skewing the data. Heatmap Width %: Controls how far the visual heatmap projects into the future on the right side of the chart. • Dashboard and Visuals Dashboard Pos: Anchors the analytics table to any corner of the chart to prevent obstruction of price action. Top S/R Levels: Determines how many distinct dashed support/resistance lines are drawn based on the highest-ranking bins. Use Neon Gradient: Toggles the dynamic color shading of the heatmap boxes. • Alerts Configuration Action Long / Action Short: Custom JSON string inputs that allow the user to format specific payloads for automated trading platforms or webhooks when a live rejection triangle prints. ● 🔍 Deconstruction of the Underlying Scientific and Academic Framework At its academic core, this tool is heavily rooted in Auction Market Theory and the statistical discretization of continuous price variables. Auction Market Theory posits that financial markets exist solely to facilitate trade between buyers and sellers, constantly probing upward and downward to find areas of liquidity (fair value). When price extends too far and encounters a massive wall of limit orders, aggressive market orders are absorbed, and price is rapidly driven back in the opposite direction. On a candlestick chart, this aggressive absorption is permanently recorded as a wick. By systematically isolating wicks, this script is effectively reconstructing the historical limit order book imbalance. It moves away from the continuous nature of time-series data and utilizes statistical binning—a process of dividing a continuous numerical range into discrete, non-overlapping intervals (bins). This is mathematically analogous to constructing a multidimensional probability density histogram. The underlying matrix acts as a Markovian state tracker, where the probability of future price rejection at a specific interval is inferred from the historical density of prior absorptions within that exact same interval. The application of the Average True Range (ATR) as a high-pass volatility filter ensures that the statistical sample is robust, eliminating low-amplitude noise and focusing the mathematical weight strictly on statistically significant standard deviation expansions. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์
โดย MarkitTick
Optimal Trade Entry + Silver Bullet [Quantum Algo]Optimal Trade Entry + Silver Bullet ==================================================== 🔶 OVERVIEW Optimal Trade Entry + Silver Bullet is an automated ICT-style Fibonacci retracement engine that combines the Optimal Trade Entry (OTE) concept with the three Silver Bullet time windows. The indicator confirms market structure through swing highs and swing lows, detects a break of structure, automatically anchors a Fibonacci grid to the impulse leg, and highlights the 61.8% to 79% retracement zone — the Optimal Trade Entry zone — as a gradient that intensifies toward the 70.5% sweet spot. Every zone tap is graded with a transparent confluence score built from time-of-day windows, fair value gaps, and liquidity sweeps. The goal is simple: remove the two biggest sources of error in discretionary Optimal Trade Entry trading — anchoring the Fibonacci retracement to the wrong leg, and taking entries outside the hours when the model statistically performs. 🔶 WHAT IS THE OPTIMAL TRADE ENTRY ZONE? The Optimal Trade Entry is a smart money concept describing the discount (in an uptrend) or premium (in a downtrend) portion of an impulse leg where institutional participants typically complete their entries after a trend has been confirmed. It is defined as the area between the 61.8% and 79% Fibonacci retracement of the most recent impulse, with the 70.5% level acting as the statistical sweet spot. Price retracing into this zone after a break of structure offers a defined-risk entry: the stop belongs beyond the origin of the leg, and the targets project into the extension levels beyond the impulse extreme. 🔶 WHAT ARE THE SILVER BULLET WINDOWS? The Silver Bullet model restricts trading to three specific one-hour windows in New York time, when algorithmic price delivery is most likely to seek liquidity and fill fair value gaps: - London Open window — 03:00 to 04:00 - New York Morning window — 10:00 to 11:00 - New York Afternoon window — 14:00 to 15:00 This indicator shades each window on intraday charts, labels the window open, and treats window activity as a scoring input: an Optimal Trade Entry tap that occurs inside an active window grades higher than one that occurs outside it. 🔶 WHY THIS SCRIPT IS ORIGINAL 1. Pivot-and-shift automatic anchoring. The Fibonacci grid is never drawn from arbitrary pivots and never requires manual anchoring. It appears only after price closes through a confirmed swing point — a genuine break of structure — and anchors to the true origin of the impulse leg. 2. Dynamic leg stretching. While the trend continues printing new highs or new lows, the grid stretches with the market in real time, so the retracement zone is always measured against the current, mathematically complete leg — not a stale one. 3. Time-based signal qualification. The Silver Bullet windows are not decorative background shading. They are wired directly into the signal engine and the grading model, which is what separates this tool from a standard Fibonacci retracement indicator. 4. Transparent confluence grading. Every signal receives a grade of A+, A, B, or C based on four observable, verifiable conditions: entry zone tap, active Silver Bullet window, directional fair value gap formed inside a window on the current leg, and a liquidity sweep at the leg origin (the anchor pivot running the stops beyond the pivot before it). Nothing is hidden, nothing is repainted, and nothing is curve-fit. 🔶 HOW IT WORKS Market structure engine: Swing highs and swing lows are confirmed with a symmetric pivot lookback. A candle close above the last confirmed swing high shifts the engine bullish; a close below the last confirmed swing low shifts it bearish. All signals are evaluated on closed bars only, so entries do not repaint. Fibonacci retracement grid: On each break of structure the impulse leg is measured from the anchor pivot to the running extreme. The script plots the origin (1.0), equilibrium (0.5), the entry zone borders (0.618 and 0.79), the sweet spot (0.705, dotted), the impulse extreme (0.0), and two target extensions (default -0.27 and -0.62). Entry zone gradient: The zone between 0.618 and 0.79 renders as four stacked slices whose opacity increases toward the 0.705 sweet spot, giving an immediate visual read of where the highest-probability fill sits. Fair value gap engine: Three-candle imbalances that clear a minimum size threshold (measured against average true range) are boxed on the chart. By default only gaps forming inside an active Silver Bullet window are drawn, and every gap grays out automatically once price mitigates it, keeping the chart clean. Liquidity sweep detection: When the anchor pivot of a new leg trades through the pivot before it — sell-side liquidity taken before a bullish leg, or buy-side liquidity taken before a bearish leg — the setup is flagged as a sweep and grades higher. Trade plan projection: When price taps the entry zone and passes the active filters, the script prints a graded signal marker plus Entry, Stop (beyond the leg origin with an average-true-range buffer), Target One, and Target Two, each labeled with its exact price. Dashboard: A compact panel tracks directional bias, live retracement percentage, entry zone status, sweet spot price, the active Silver Bullet window, fair value gap confluence count, and liquidity sweep status at a glance. 🔶 HOW TO USE IT 1. Apply the indicator to an intraday chart. One-minute to fifteen-minute timeframes suit the Silver Bullet windows best; the Fibonacci engine itself works on any timeframe. 2. Wait for the dashboard bias to flip after a break of structure. 3. Let price retrace. The dashboard shows the live retracement percentage as price approaches the Optimal Trade Entry zone. 4. The strongest setups tap the gradient inside an active Silver Bullet window after a liquidity sweep, with a fair value gap in the direction of the leg — that is the A+ profile. 5. Use the printed Entry, Stop, and Target levels as reference geometry, then apply your own position sizing and risk management. 6. Tighten or relax the engine with the two signal filters: Require Active Silver Bullet Window and Require Fair Value Gap Confluence. 🔶 SETTINGS - Swing Detection Length — pivot lookback controlling structure size; higher values track larger legs. - Completed Setups To Keep, Fair Value Gaps To Keep, Trade Plans To Keep — cap how many historical drawings remain, so the chart stays clean and the auto-scale stays anchored to current price. - Independent toggles for each Silver Bullet window, the Fibonacci grid, the zone gradient, equilibrium, targets, and the dashboard. - Fully customizable colors and dashboard position. 🔶 ALERTS - Bullish Optimal Trade Entry — price tapped the bullish zone and passed the active filters. - Bearish Optimal Trade Entry — price tapped the bearish zone and passed the active filters. - Silver Bullet Window Opened — one of the three windows just began. 🔶 FREQUENTLY ASKED QUESTIONS Does the indicator repaint? Entries are evaluated on closed bars only. Swing pivots require confirmation by design, which introduces intentional lag but keeps historical signals fixed. Which markets does it work on? Any symbol with candle data — cryptocurrency, forex, gold, indices, stocks, and futures. The Silver Bullet windows reference New York time regardless of your chart timezone. Which timeframe is best? The Silver Bullet windows require an intraday chart (sixty minutes or below). The one-minute to fifteen-minute range is the classic application; the Optimal Trade Entry engine alone also functions on higher timeframes. What does the grade mean? It is a count of observable confluences (zone tap, window, gap, sweep) — a transparency tool, not a win-rate prediction. 🔶 LIMITATIONS Pivot confirmation is intentionally delayed by the swing length, so the engine describes confirmed structure rather than predicting it. Retracements can exceed the zone and invalidate the leg during strong counter-moves. Grades measure confluence, not probability of profit. No indicator replaces independent analysis. 🔶 DISCLAIMER This script is provided strictly for educational and informational purposes. It is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past behavior of any level, time window, or signal does not guarantee future results. Trading involves substantial risk. Always do your own research and manage risk independently.
อินดิเคเตอร์
โดย Quantum-Algo
2
Sessionscope [Quantum Algo]Sessionscope is a time-based ICT killzone tool that plots the four primary intraday killzones, projects the liquidity each one creates, and then measures what happens after that liquidity is taken. It is built for traders who use Smart Money / ICT concepts and want session context plus a quantified read on how each killzone behaves on their specific instrument. It is not a buy/sell signal system. It is a context and statistics tool. WHAT IT PLOTS - Four killzone range boxes, each with its high, low and equilibrium (50%) level. - Forward-projected session liquidity: each closed killzone's high as buy-side liquidity (BSL) and its low as sell-side liquidity (SSL). - Liquidity sweep marks, recolored by outcome (reversal vs continuation). - The New York midnight open (00:00 ET) as a daily reference line. - A statistics dashboard summarizing each killzone over the full chart history. THE FOUR KILLZONES Default windows, in New York time (America/New_York): - Asia 20:00 - 00:00 - London Open 02:00 - 05:00 - New York AM 07:00 - 10:00 - London Close 10:00 - 12:00 These are the conventional ICT killzone windows. Because the timezone is anchored to America/New_York rather than a fixed UTC offset, the windows automatically follow US daylight saving (EST/EDT) and stay aligned year-round. All four windows, names and colors are fully editable, so you can shift them, repurpose one (for example to a New York PM or Silver Bullet window), or adapt the New York window to index timing (08:30 - 11:00) if you trade futures rather than forex. SESSION LIQUIDITY (BSL / SSL) While a killzone is open, the box tracks its developing high and low in real time. When the killzone closes, those extremes are frozen and projected forward as horizontal liquidity levels - the high as buy-side liquidity, the low as sell-side liquidity - and extended until the next instance of that same session. A sweep is registered when price trades through a projected level (a wick or close beyond the high, or beyond the low). The level can be frozen at the moment of the sweep to keep the chart clean. SWEEP OUTCOME ENGINE (the core idea) Marking a sweep is common. Sessionscope goes further and classifies the outcome of every sweep: - High sweep -> REVERSAL if price closes back below the swept high within a configurable number of bars; otherwise CONTINUATION. - Low sweep -> REVERSAL if price closes back above the swept low within that window; otherwise CONTINUATION. A reversal is the classic ICT liquidity-grab outcome (the level is run, then rejected). A continuation means the level broke and held (a genuine expansion). Each sweep mark is recolored to its resolved outcome, and the result feeds the Rev% statistic below. This turns the qualitative liquidity-grab premise into a measured, per-session number. NEW YORK MIDNIGHT OPEN The first traded price after 00:00 America/New_York is captured each day and drawn as a horizontal reference for that session - a level many ICT traders use as a daily equilibrium anchor. It is fixed once printed and does not move. STATISTICS DASHBOARD For each enabled killzone, accumulated over the entire visible chart history: - Avg Rng : average high-to-low range of the session, in price. - xATR : that average range expressed as a multiple of the daily ATR(14), so you can see which killzone expands most relative to typical daily volatility. - Swept% : how often the session's liquidity is taken - the share of its high and low levels that get swept before the session next reopens. - Rev% : of the sweeps that occurred, how often price reversed back inside the range (a grab) rather than continuing through (a breakout). - Bias% : share of sessions that closed above their open (directional tendency). - n : number of completed sessions in the sample. Read together, Swept% and Rev% answer two distinct questions: how often does this killzone's liquidity get run, and when it does, how often does it snap back? Bias% and xATR add the session's directional lean and its size relative to the day. HOW IT WORKS (calculation notes) - Sessions are detected with Pine's time/session function in the chosen timezone; the box high/low are running extremes of the bars inside each window. - The daily ATR used for xATR is requested from the 1D timeframe using an offset expression with lookahead disabled, so it is fully confirmed and constant intraday (no lookahead bias). - Sweep outcomes are evaluated only on confirmed price relative to fixed, already-closed levels. - Statistics are accumulated over the full chart history independently of what is drawn. - To keep the price scale anchored to current price, only a configurable number of recent sessions of boxes and levels are kept on the chart (older drawings are removed); this does not affect the statistics, which always use full history. WHAT MAKES IT DIFFERENT Most session and killzone tools stop at colored boxes, session highs/lows, midpoints and a basic range table. Sessionscope adds the outcome layer: it does not just show that liquidity was swept, it measures whether each session's sweeps tend to reverse or continue, and colors them accordingly. The Rev% metric, combined with Swept%, is the part that goes beyond a standard session-range tool. SETTINGS Grouped for clarity: Timezone; Sessions / Killzones (per-session enable, name, window, color); Box & Level Visuals (boxes, fills, high/low, equilibrium, labels, history cap); Session Liquidity & Sweeps (projection, sweep marks, freeze-on-sweep, line style, reversal window, outcome coloring); New York Midnight Open; Statistics Dashboard (position, size); and Alerts. HOW TO USE - Apply on an intraday timeframe; 1m to 1h work best (5m or 15m for clean session structure). - Mark your higher-timeframe bias first, then use the killzone windows to time entries. - When a killzone level is swept, read the outcome color and that session's historical Rev% to gauge whether a reversal back inside the range is the higher-probability path. - Use xATR to see which session is statistically the most active on your instrument, and Bias% for its directional lean. REPAINTING Boxes and the live high/low update in real time while the current session is forming - this is expected real-time behavior, not lookahead. Once a session closes, its levels are fixed; sweeps are detected on price crossing those fixed levels; and an outcome, once resolved on a closed bar, does not change. No lookahead is used anywhere in the script. CONCEPTS AND CREDIT The concepts used here - killzones, buy-side and sell-side liquidity, liquidity sweeps, the midnight open, and premium/discount equilibrium - originate with the Inner Circle Trader (Michael J. Huddleston) and the wider Smart Money Concepts / price-action community, where they are taught and discussed openly. The session window defaults follow the killzone times commonly used by that community. All code in this script - the session detection, liquidity projection, sweep-outcome classification and statistics engine - is written independently and reuses no third-party code. It is published open-source so anyone can read, verify and modify it under TradingView's House Rules. DISCLAIMER This script is provided for educational and informational purposes only. It is not financial, investment or trading advice, and it does not produce buy or sell recommendations. All statistics are descriptive measurements of historical data on the current chart and do not predict future price behavior; past behavior of a session or level does not guarantee future results. Trading involves substantial risk of loss. You are solely responsible for your own decisions and risk management. Test any tool thoroughly on your own markets and timeframes before relying on it.
อินดิเคเตอร์
โดย Quantum-Algo
Advanced Liquidity Sweep [HexaTrades]Advanced Liquidity Sweep is a Smart Money Concepts (SMC) indicator designed to automatically identify liquidity pools, equal highs and lows, liquidity sweeps, and potential reversal areas. Rather than simply detecting wick breaks, it evaluates each sweep using multiple confirmation factors and assigns a strength score, helping traders distinguish between minor stop hunts and higher-quality liquidity events. The indicator is designed for cryptocurrencies, stocks, forex, futures, commodities, and indices across all timeframes. What is Liquidity? Financial markets constantly search for liquidity before making significant moves. Retail traders often place: • Stop losses below swing lows • Stop losses above swing highs • Breakout orders above resistance • Breakdown orders below support These orders accumulate into liquidity pools. Large market participants frequently move prices into these areas to fill large positions before reversing or continuing the trend. This indicator automatically identifies those liquidity pools and highlights when they are swept. How it works : - Map the liquidity.: Confirmed pivot highs become BSL lines, pivot lows become SSL lines. You choose Major and/or Minor swing sizes. - Cluster equal highs/lows. Several highs (or lows) at nearly the same price form an EQH / EQL cluster, a bigger, juicier liquidity pool that scores higher. - Detect the sweep (on closed candles only). • Bearish: price trades above a BSL level but closes back below it. • Bullish: price trades below an SSL level but closes back above it. - Score it 0–100. Six factors rate how convincing the rejection was (see below). At/above your Strong threshold, it’s tagged STRONG. - Draw a sweep zone. Optionally turn each sweep into a supply/demand zone you can watch for re-entry, with optional auto-expiry. - Filter the noise. Optional Trend, Higher-Timeframe and Filter presets keep only the cleaner grabs. Features 🔶 Major & Minor Swing Detection The indicator detects both major and minor swing highs and lows. Major swings represent stronger institutional liquidity and usually produce higher-quality reactions. Minor swings identify shorter-term liquidity that is commonly targeted during intraday trading. Users can monitor: • Major swings only • Minor swings only • Both simultaneously 🔶Buy-Side Liquidity (BSL) Buy-side liquidity forms above previous swing highs. These areas usually contain: • Short stop losses • Breakout buy orders • Momentum entries When price trades above these highs before quickly closing back below, the indicator identifies a bearish liquidity sweep. 🔶 Sell-Side Liquidity (SSL) Sell-side liquidity forms below previous swing lows. These areas usually contain: • Long stop losses • Panic selling • Breakdown entries When price trades below these lows before closing back above, the indicator identifies a bullish liquidity sweep. 🔶 Equal Highs & Equal Lows Equal highs and equal lows are some of the strongest liquidity pools because many traders place stops at nearly identical price levels. The indicator automatically detects these structures using: • ATR-based tolerance • Percentage-based tolerance Equal liquidity levels are highlighted separately and tracked independently from normal swing liquidity. 🔶 Zone Colors Here are the zone and line colors used in this indicator and what each one means: 🔴 Red: Buy-Side Liquidity (BSL) - Represents swing highs where buy-side liquidity is concentrated. - Commonly contains short stop-loss orders and breakout buy orders. - These are active, unswept liquidity levels and potential targets for a bearish liquidity sweep. 🟢 Green: Sell-Side Liquidity (SSL) - Represents swing lows where sell-side liquidity is concentrated. - Commonly contains long stop-loss orders and breakdown sell orders. - These are active, unswept liquidity levels and potential targets for a bullish liquidity sweep. 🟠 Orange: Equal Highs / Equal Lows (EQH / EQL) - Marks two or more highs or lows formed at nearly the same price. - These levels are displayed using dashed lines and often contain larger clusters of resting liquidity. - Sweeps of Equal Highs and Equal Lows typically produce stronger, higher-probability trading opportunities. ⚪ Gray: Swept (Inactive) Liquidity - Indicates liquidity that has already been swept by price. - Once a level has been taken, it changes to gray and becomes inactive. - This helps distinguish spent liquidity from active levels that may still attract future price movement. Sweep Signal Colors 🟩 Bullish Liquidity Sweep -Appears when Sell-Side Liquidity (SSL) or an Equal Low (EQL) is swept. -Price trades below the liquidity level but closes back above it, confirming a bullish liquidity sweep. 🟪 Bearish Liquidity Sweep - Appears when Buy-Side Liquidity (BSL) or an Equal High (EQH ) is swept. - Price trades above the liquidity level but closes back below it, confirming a bearish liquidity sweep. 🔶 Liquidity Sweep Detection A liquidity sweep occurs when price temporarily breaks a liquidity level but fails to hold beyond it. For a valid sweep: Bearish Sweep • Price trades above Buy-Side Liquidity • The candle closes back below the level Bullish Sweep • Price trades below Sell-Side Liquidity • The candle closes back above the level Because the signal is generated only after the candle closes, the indicator does not repaint. 🔶Sweep Strength Score Every sweep receives a strength score from 0 to 100. The score combines multiple factors including: • Wick rejection • Candle body strength • Penetration distance beyond liquidity • Volume confirmation • Distance from the EMA • Equal High / Equal Low cluster strength Higher scores generally indicate stronger liquidity events. Strength tiers are classified as: Weak, Medium, Strong, and Elite Users can also define a minimum score to filter out lower-quality sweeps. 🔶 Score Presets Three scoring profiles are available: Conservative: Places greater emphasis on clean rejection candles and body structure. Balanced: Provides an even weighting across all scoring components and is suitable for most trading styles. Aggressive: Places greater importance on volume and equal liquidity clusters, making it more responsive to institutional activity. 🔶 Trend & Higher Timeframe Filters The indicator includes optional trend confirmation filters to help improve signal quality. The Trend Filter uses the EMA 50 and EMA 200 to evaluate the current market direction and offers two modes: Continuation : Displays only sweeps that align with the prevailing trend. Reversal : Displays only sweeps that occur against the prevailing trend, helping identify potential market reversals. For additional confirmation, the Higher Timeframe (HTF) Bias Filter compares price with a higher timeframe EMA. When enabled, sweeps are generated only if they align with the broader market trend, helping reduce false signals and improving overall trade selection. 🔶 Liquidity & Sweep Zones The indicator provides two complementary ways to visualize liquidity on the chart. Liquidity Zones highlight swing highs and lows as either horizontal lines, price zones, or both, making it easier to identify areas where liquidity is likely to accumulate. Users can choose between Lines Only, Zones Only, or Both to match their preferred chart style. When a liquidity sweep occurs, the indicator automatically creates a Sweep Zone around the rejection candle. These zones can be extended into the future, automatically removed after a user-defined period, or kept indefinitely. Sweep zones often serve as potential support or resistance areas, making them useful for identifying future reaction zones, retests, and trade opportunities. ⭐️ Bullish Liquidity Sweep Price sweeps below the Sell-Side Liquidity (SSL), triggering stop-loss orders before quickly reversing and closing back above the liquidity level. The Sweep Zone acts as a potential support area, while the strength score helps evaluate the quality of the setup. Traders may look for long opportunities on the confirmation or retest, targeting the next Buy-Side Liquidity (BSL). Example: ⭐️Bearish Liquidity Sweep Price sweeps above Buy-Side Liquidity (BSL), triggering breakout orders and stop-losses before reversing and closing back below the liquidity level. The Sweep Zone acts as a potential resistance area, while the strength score helps evaluate the quality of the setup. Traders may look for short opportunities on the rejection or retest, targeting the next Sell-Side Liquidity (SSL example chart: Alerts Built-in alert conditions include: • Bullish Liquidity Sweep • Bearish Liquidity Sweep • Equal High Sweep • Equal Low Sweep • Strong Bullish Sweep • Strong Bearish Sweep • Next-Candle Confirmed Sweep • Any Liquidity Sweep These alerts allow traders to automate notifications without monitoring charts continuously. How to Use The Advanced Liquidity Sweep indicator helps identify where liquidity exists, when it has been swept, and how strong the resulting market reaction is. For the best results, combine it with market structure, support and resistance, and proper risk management. Bullish Setup: - Wait for price to sweep a Sell-Side Liquidity (SSL) level. - The candle should close back above the liquidity level, confirming a bullish sweep. - Prefer Medium, Strong, or Elite sweep scores for higher-quality setups. - Use the Trend Filter or Higher Timeframe Bias Filter for additional confirmation. - Watch for a retest of the Sweep Zone before considering a long entry. -Place the stop-loss below the sweep low and target nearby resistance or Buy-Side Liquidity. Bearish Setup: - Wait for price to sweep a Buy-Side Liquidity (BSL) level. - The candle should close back below the liquidity level, confirming a bearish sweep. - Focus on higher-strength sweep scores for better probability. - Confirm the setup using the Trend or Higher Timeframe filters. - Look for rejection from the Sweep Zone before entering a short position. - Place the stop-loss above the sweep high and target nearby support or Sell-Side Liquidity. Advanced Liquidity Sweep is designed to help traders understand where liquidity exists, identify when it has been taken, and evaluate the quality of each sweep using multiple confirmation factors. Rather than relying on simple wick breaks, it combines liquidity analysis, market structure, trend confirmation, and strength scoring to provide greater context for trading decisions. As with any technical tool, it should be used alongside sound risk management and additional market analysis for the best results. We would love to hear your suggestions. If you have ideas for new features, indicators, analytics, or improvements, please share your feedback. Your input helps guide future updates and improve the indicator for all traders. This indicator is for educational and analytical purposes only. It should not be considered financial advice. Always use proper risk management and make trading decisions based on your own analysis
อินดิเคเตอร์
โดย HexaTrades
Liquidity PoolsThis script is an automated liquidity mapping tool based on ICT concepts. It actively hunts your chart for zones where retail stop losses and pending breakout orders are clustered. Here is a breakdown of how the script functions and visualizes liquidity on your chart: 1. Automatic Pivot Detection (Old Highs & Old Lows) The script continuously monitors price action to find major structural turning points (swing highs and swing lows). When a confirmed swing high forms, it registers it as Buy-Side Liquidity (BSL) and draws a blue line projecting to the right. This marks a zone where retail traders have placed their buy-stop loss orders above the high. When a confirmed swing low forms, it registers it as Sell-Side Liquidity (SSL) and draws a red line projecting to the right. This marks a zone where sell-stop loss orders are resting. 2. Equal Highs (EQH) and Equal Lows (EQL) Detection In ICT methodology, the most powerful magnets for price are "Relative Equal Highs" or "Relative Equal Lows". The script actively measures the distance between a newly formed pivot and an old active pivot. If a new pivot forms within a few ticks of an old one (customizable in settings), the script recognizes it as highly engineered liquidity! It automatically thickens the line, changes its color to bright orange, and updates the text label to EQH or EQL, signaling an extremely high-probability draw on liquidity. 3. Smart Text Labeling To ensure you never have to guess what a line means, the script pins a text label (BSL, SSL, EQH, or EQL) directly at the starting point of every liquidity pool. 4. Sweep Detection & "Stop-Hunting" Tracking Liquidity pools are only valid until they are traded through. The script tracks every live tick. The exact moment price sweeps through a liquidity line, it stops extending the line. It drops a small "X" right where the line was broken. This gives you a permanent historical footprint on your chart of exactly where and when "Smart Money" swept stops. 5. Memory Management Because liquidity lines could theoretically build up infinitely and crash your chart, the script has built-in garbage collection. It only keeps track of the 15 most recent unswept pools (you can change this number in the settings) so your chart always stays clean and fast.
อินดิเคเตอร์
โดย greymyst
Time and Price by erdensedatTime & Price Institutional Toolkit Overview The Time & Price Institutional Toolkit is an advanced framework designed to bridge the concepts of time cycles and price action liquidity. By blending multi-timeframe structural analysis, mathematical models (Fibonacci, Gann, Quarterly), and fair value gaps (FVG), it provides a complete top-down perspective on institutional order flow. The "Blue Skeleton" & Liquidity Sweeps At the core of the script is the dynamic "Blue Skeleton" matrix. It draws the calculation period's highest, lowest, and equilibrium points. Liquidity Sweep Filter: The skeleton essentially maps the "playing field" for the current session. Time Element: As time passes the 0.5 (midpoint) of the skeleton box—often aligning with the overlap of the London and New York sessions—the indicator is highly sensitive to manipulation sweeps. If the price spikes out of the skeleton boundaries after this midpoint, it frequently marks a "Turtle Soup" manipulation reversal right before a heavy volume trend kicks in. Key Features: 1. Time & Price Matrix (Skeleton Framework) Dynamically maps premium/discount zones and equilibrium based on your chosen higher timeframe (e.g., Daily, Weekly). Multiple mathematical schemas available: Mixed, Fibonacci, Quarterly, and Gann/Harmonic ratios. Clearly plots Overbought/Oversold extremes. 2. Turtle Soup (TS) Entry Model Identifies liquidity sweeps below previous period lows (Bullish Sweep) or above previous period highs (Bearish Sweep) that occur in the critical second half of the time window. Visualized with custom dashed lines and circular markers indicating high-probability reversal zones. 3. Fair Value Gap (FVG) & Breaker Engine Automatic detection of Fair Value Gaps and Breaker Blocks with overlapping gap filters. Raid Displays: Shows when an FVG has been raided (swept and closed through), creating dynamic support/resistance lines marked with an 'x'. Adjustable mitigation thresholds (Close, Wick, or Average). 4. Rejection Blocks Highlights extreme wicks (where the wick is greater than 50% of the candle range) that signify rejection. These act as institutional pivot points. Once mitigated, they visually transform into Mitigated Blocks (MB). 5. VWAP (Volume Weighted Average Price) Built-in, optional VWAP line for intraday mean-reversion and dynamic trend confirmation (Disabled by default, can be toggled in settings). 6. Candle Structure & Reversal Formations (Optional feature in settings) Highlights 2-bar immediate reversals, 3-bar standard reversals, and continuation structures specifically when they form inside the Premium/Discount extremes. Alert System The script includes a ready-to-use alert system focused on the highest probability setups: Turtle Soup Buy: Triggers when a bullish liquidity sweep is detected, dropping below the HTF low and rejecting back inside during the optimal time window. Turtle Soup Sell: Triggers when a bearish liquidity sweep is detected, pushing above the HTF high and rejecting. Note: To set these up, create an alert on TradingView, select this indicator, and choose "Any alert() function call". How to Use: Let the skeleton form during the early parts of the session (Asia/London). Wait for the time to cross the 0.5 midline of the box. Look for the price to sweep the outer boundaries of the skeleton (Turtle Soup trigger). Enter on the rejection, targeting the 0 (Balance) line or the opposing Premium/Discount extreme, using FVGs and VWAP as dynamic targets.
อินดิเคเตอร์
โดย erdensedat
Liquidity Sweeps EQH EQL TGFXLiquidity Sweeps — EQH / EQL OVERVIEW Liquidity Sweeps — EQH / EQL is a price-action tool that highlights resting liquidity on the chart and shows when that liquidity is taken. It automatically detects clusters of equal swing highs (EQH) and equal swing lows (EQL), draws them as liquidity levels, and flags the moment price runs through a level and closes back on the other side — a liquidity sweep (also called a stop run or liquidity grab). THE IDEA BEHIND IT Stop orders tend to build up just beyond obvious swing highs and lows. When several swings form at roughly the same price, they create a visible pool of resting orders: - Equal highs (EQH) sit above price and represent buy-side liquidity (buy stops / breakout buy orders). - Equal lows (EQL) sit below price and represent sell-side liquidity (sell stops / breakout sell orders). Price is often drawn toward these pools. A sweep occurs when price spikes through the level to trigger those orders and then closes back inside the range — frequently a sign that the move beyond the level lacked follow-through. HOW IT WORKS 1. Swings are detected with confirmed Williams pivots (configurable left/right length). 2. When two consecutive pivot highs (or lows) form within an adaptive, ATR-based tolerance, they are treated as "equal" and a liquidity level is drawn at the extreme. The tolerance can also be set as a fixed tick distance. 3. Each level extends to the right until price reaches it. 4. A sweep is confirmed on bar close: - Bearish sweep: a bar's high trades above an EQH but the bar closes back below it (buy-side liquidity taken). - Bullish sweep: a bar's low trades below an EQL but the bar closes back above it (sell-side liquidity taken). The swept level is then dimmed and stops extending, and a "SWEEP" label is placed. HOW TO READ IT - Red levels / "EQH" labels = buy-side liquidity resting above price. - Green levels / "EQL" labels = sell-side liquidity resting below price. - Solid line = level still intact (liquidity untouched). - Dotted/dimmed line = level already swept. - Red "SWEEP" above a candle = buy-side liquidity taken and rejected. - Green "SWEEP" below a candle = sell-side liquidity taken and reclaimed. - Multi-timeframe table: shows the most recent sweep direction on three higher timeframes (Bull / Bear / –) for higher-timeframe context at a glance. On each higher timeframe a sweep is measured as breaking the N-bar high/low and closing back inside. SETTINGS - Swing detection: pivot left/right bars control how large a swing must be before it counts. Lower = more, smaller swings (more sensitive); higher = fewer, more significant ones. - Equal levels: tolerance mode (ATR or ticks), ATR length and multiplier, and a tick tolerance. A larger tolerance treats more pivots as "equal". - Sweeps: show/hide sweep labels, and whether swept levels stay on the chart (dimmed) or are removed. - Visual: colors for buy-side/sell-side, line width, label size, show/hide level labels. - Multi-timeframe table: enable/disable, the three timeframes, the higher-timeframe sweep lookback, and the table position. REPAINTING Levels are built only from pivots that are already confirmed, so a level never appears and then disappears once drawn (by definition, a pivot is confirmed a number of bars after it forms, equal to the "right bars" setting). Sweeps are evaluated on bar close, so sweep labels and alerts do not change intrabar. ALERTS Two alerts are available: "Bullish liquidity sweep" and "Bearish liquidity sweep". Add them from the alert dialog and set them to trigger once per bar close. NOTES This script is an original implementation of standard, public price-action concepts (Williams pivots, equal highs/lows, liquidity sweeps). It is a visualization and context tool — it does not generate buy/sell signals and makes no claim about future performance. Sweeps are best combined with your own analysis (market structure, higher-timeframe context, risk management) rather than used in isolation.
อินดิเคเตอร์
โดย GaboAlgoLab
2
Opening Range Breakout & Liquidity EngineOpening Range Breakout & Liquidity Engine Overview A complete intraday opening-range-breakout engine. For each session it auto-detects the open, builds the opening range (the high–low band of the first N minutes, where the day's initial balance is set), and then does the three things most opening-range scripts leave out: it filters the day for tradability, it projects a trade map (targets and a stop) scaled to that day's own volatility, and it keeps an honest, on-chart win-rate tally of how often breaks actually reach their first target before the stop. It draws the structure and the map; it does not place orders. Analytical tool, not advice. What makes it different — why these pieces are ONE engine (mashup rationale) The opening range is the substrate — the reference band the whole day is measured against (ORH / ORL / midpoint). The relative-volume ("in play") filter asks whether the range formed on above-average volume — the single biggest edge driver in the research. A break on a quiet day and a break on an active day are not the same event, so the engine measures the range's volume against a rolling average of prior sessions' opening-range volume and flags it. The direction filter can require the break to agree with the opening-range candle's own direction, dropping the counter-range breaks that fare worst. The accepted-break logic (close beyond the edge, optionally held a bar) separates a real initiative move from a wick. The trade map projects targets (as range multiples or risk/R multiples) and a stop (opposite edge, range midpoint, or an ATR distance), so the plan scales to each day's volatility instead of fixed points — and reports the resulting R:R. The win-rate harness closes the loop: it tracks every break until it tags target 1 or the stop and reports a real, path-aware Hit % and Edge on your instrument (optionally in-play only), logging unresolved breaks as end-of-day exits separately. The failed-break module handles the other half of reality: a break that closes back inside the range traps breakout traders, so the engine flags it, projects the reversal to the opposite edge (stop at the failure extreme), and runs a second harness measuring how often that fade reaches the opposite edge before the failure is re-broken. A retest-hold flag marks the high-probability continuation entry; a trap flag marks both-edges-broken days; a range-state read (compressed / normal / wide) says what kind of break you're looking at. Split apart, each piece is a fragment: a box without the filters is noise, targets without the harness are guesses, and a break with no failure case is half the picture. Chained, they answer one question — is this opening-range break worth taking here, and if it fails, is the fade? That interdependence is why it's a single engine, not a bundle. What this adds over a standard opening-range script Most ORB scripts stop at drawing the box and the two breakout lines. This engine adds the parts that decide and verify: Relative-volume "in play" filter. Flags whether today's opening range formed on above-average volume — research-shown to be the dominant driver of opening-range edge — with an optional toggle to count only in-play days in the stats. Range-direction filter. Optionally restricts breaks to the direction the opening-range candle closed, removing the weakest counter-range trades. Volatility-scaled trade map. Targets as range or R (risk) multiples; stop at the opposite edge, the range midpoint, or an ATR distance — with the live R:R shown. Path-aware win-rate harness. Tracks each break to target 1 or stop and reports an honest Hit % / Edge (vs a 50% coin-flip), counting end-of-day exits separately — a real, in-sample reality check, not a curve-fit claim. Failed-break reversal module. Detects the break that closes back inside the range (a fakeout — research puts breakout failure rates in the 60–80% range), projects the fade toward the opposite edge with the failure extreme as its stop, and runs a second harness reporting how often the fade reaches that edge first. A failed break is often the better trade, and almost no ORB script measures it. Retest-hold, trap and range-state context. A retest-hold flag marks the broken edge holding as support/resistance (the higher-probability continuation entry); a trap flag marks both-edges-broken whipsaw days; a range-state read (compressed / normal / wide vs the rolling average) says whether the break is likely to run or fail. Reference levels with built-in legends. Current-day H/L, prior-day H/L (PDH/PDL) and prior-week H/L (PWH/PWL) — the most-watched intraday liquidity pools — are drawn as labelled lines that extend right, each tagged (DH/DL/PDH/PDL/PWH/PWL) so every line identifies itself. A Day position read shows whether price is above PDH, inside the prior-day range, or below PDL. Liquidity-sweep detection, fused with the failure logic. A sweep — price wicks beyond PDH/PDL/PWH/PWL and closes back inside, taking the stops there — is flagged with a marker and in the dashboard. Because the opening-range edges are themselves prime liquidity, a failed ORB break that sweeps a level is the highest-conviction version of the fade; the engine ties the two together. Institution-grade, readable visuals. Events are compact bar-anchored markers (triangle / cross / circle / flag) instead of stacked labels; key levels are drawn as glowing lines with bold colour-coded legend chips at the right edge; a legend-key panel decodes every mark and line; and only the most recent sessions' drawings are kept, so the chart stays clean even after months of history. The dashboard and legend key are theme-adaptive — they auto-match a light or dark chart background for proper contrast. Auto-session that works where others break. New-session detection keys off a calendar-day change in the instrument's own timezone, so it resets correctly even on feeds with no out-of-session bars (NSE index futures only print 09:15–15:30) — where edge-detection scripts silently fail. Fused decision dashboard. Break state, ORH/ORL, range, range state, range direction, relative volume / in-play, targets, stop, R:R, day position vs the prior day, liquidity-sweep status, the running Hit % / Edge, the failed-break fade and its Hit % / Edge, and retest/trap status — theme-adaptive to your chart. How it works Session: Auto groups by the instrument's trading day in its native timezone (works even with no out-of-session bars); Manual pins a window. Range: the high/low of the first N minutes become ORH/ORL; the midpoint is the pivot; the range candle's close-vs-open sets the range direction; its volume vs a rolling average gives the relative-volume "in play" read; its size vs a rolling average gives the range state (compressed / normal / wide). Break: the first close beyond ORH (long) or ORL (short) after the range completes, optionally held a bar and optionally restricted to the range direction. Map: targets = break edge + range multiples, or entry + risk (R) multiples; stop = opposite edge, range midpoint, or an ATR distance. Harness: each break is followed until it tags target 1 or the stop; unresolved breaks at the close are logged as end-of-day exits, separate from the Hit %. Failure: if an accepted break closes back inside the range it is flagged failed; the reversal targets the opposite edge with the failure extreme as stop, and a separate fade harness reports how often that reversal reaches the opposite edge before the failure extreme is re-broken. A retest of the broken edge that holds is flagged continuation; both edges breaking is flagged a trap. Levels: current-day H/L (tracked live), prior-day H/L and prior-week H/L (from the weekly series) are drawn as labelled lines (DH/DL, PDH/PDL, PWH/PWL) extending right. Liquidity: a sweep is a bar that wicks a set fraction of ATR beyond PDH/PDL/PWH/PWL then closes back inside — the stops there are taken and price rejects — flagged with a marker and in the dashboard alongside the day-position read. How to use Trade with an accepted break toward target 1 / 2, invalidated back inside the range (or at the chosen stop); favour in-play, range-direction and compressed-range breaks, and breaks that also clear PDH / PWH (genuine acceptance through liquidity) — all shown to carry the edge. When a break fails back inside, or sweeps a key level and rejects, the fade toward the opposite edge is often the better trade — the dashboard's fade Hit % / Edge tells you whether it has paid here. A retest that holds confirms continuation; a trap (both edges broken) is usually a stand-aside. Use the Hit % / Edge reads as a reality check before relying on any of it. Context for your decisions — not a standalone trigger. Universal across markets (configurable data source) High / low / close sources, the session mode / window / timezone and the range length are all inputs, so the engine runs on any instrument and intraday timeframe. Defaults target NSE NIFTY index futures with a first-15-minute range (the research tested 5 / 15 / 30 / 60 minutes; 5 was best on US single stocks). Change the sources, session and range for any other market. Use an intraday chart; the relative-volume filter needs a real volume feed and degrades gracefully without one. Originality The opening-range, fakeout-reversal and liquidity concepts are public (credited below); the original work is the assembly and the code — auto-session detection that works on instruments with no out-of-session bars, the relative-volume "in play" / range-direction / range-state filters, the range / R-multiple trade map with ATR stop and end-of-day exit, the path-aware win-rate harness, the failed-break reversal module with its own fade harness, and the reference-level + liquidity-sweep engine that ties the break to prior-day / prior-week liquidity. No third-party code is reused. Companion drawings (TradingView compliance note) Everything this plots is part of the one engine and is explained above — the opening-range box, the ORH/ORL/midpoint lines, the day/week reference levels (DH/DL, PDH/PDL, PWH/PWL) with their right-edge legends, the bar-anchored break / failed / retest / sweep markers, the target / stop / reversal lines, the legend-key panel, and the dashboard. There are no unrelated studies. Before publishing, clean the chart so only this indicator is shown. Concept credit The opening-range-breakout concept is long-standing market lore, formalised by Toby Crabel ("Day Trading with Short Term Price Patterns and Opening Range Breakout") and related to Mark B. Fisher's ACD method ("The Logical Trader"). The relative-volume "stocks in play" filter and the range-direction entry follow the empirical study of Zarattini, Barbon & Aziz (2023–24). The failed-breakout (fakeout) reversal and retest-hold continuation are classic price-action concepts, and prior-day / prior-week liquidity with the liquidity-sweep (stop-raid-then-reject) read are general price-action / Smart-Money-Concept ideas in wide public use. Implementation is original; not affiliated with, nor endorsed by, any third party, and no third-party code is reused. Honesty / limitations The Hit % is path-aware but in-sample, ignores costs and slippage, assumes the target/stop fills exactly at touch, and counts one break per session — descriptive context, not a verified backtest. Opening-range behaviour varies by instrument, session and regime. This engine maps structure; it does not predict which breaks will work. Disclaimer Research / educational only. NOT financial advice; no guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability
อินดิเคเตอร์
โดย Market_Logic_India
Liquidity Levels.OVERVIEW This indicator marks resting liquidity on the chart by drawing horizontal lines at confirmed swing highs and swing lows. In price-action and Smart Money concepts, swing highs tend to hold buy-side liquidity (buy stops from breakout buyers and short-sellers' protective stops), while swing lows tend to hold sell-side liquidity (sell stops). Visualising these levels helps traders see where orders are likely resting and where price may be drawn before continuing or reversing. HOW IT WORKS The script uses pivot detection to identify swing points. A swing high is confirmed when a candle's high is higher than the highs of the surrounding bars on both sides; a swing low is confirmed when a candle's low is lower than the lows of the surrounding bars on both sides. The number of bars required on each side is controlled by the Swing Lookback input. Because a pivot needs bars on both sides to confirm, levels print after the lookback period has elapsed — they do not repaint once drawn. Each confirmed swing plots a dashed line at that price. Lines can optionally extend to the right so you can track whether a level remains untapped on the current candle. INPUTS - Swing Lookback: bars required on each side of a pivot. Higher values isolate more significant swing points and reduce minor levels. - Show Buy-Side Liquidity (highs): toggles swing-high lines. - Show Sell-Side Liquidity (lows): toggles swing-low lines. - Extend Lines Right: extends levels forward for easier tracking. - Liquidity Line Color and Line Width: visual styling. HOW TO USE - Raise the Swing Lookback on higher timeframes to focus on major liquidity; lower it on intraday charts for finer levels. - Watch for price reaching an untapped level. A sweep (price piercing the level then closing back) can signal that liquidity has been taken, which some traders use as a reversal cue when combined with their own confirmation. - This tool only maps levels. It does not generate entries, targets, or signals, and is best combined with your own market-structure or confirmation method. NOTES This is a visualisation tool, not a trading system, and does not constitute financial advice. Test any approach on your own before applying it to live decisions.
อินดิเคเตอร์
โดย Thebitcoin37
Liquidity Heatmap MTF [JOAT]LIQUIDITY HEATMAP MTF A weighted multi-timeframe liquidity-zone heatmap that aggregates pivot-based resting liquidity from up to four higher timeframes (1H / 4H / 1D / 1W by default), decays old pivots over a configurable half-life, and projects the resulting hot bins as a right-side colour strip plus optional horizontal lines that extend back across the chart so the key levels are visible on price. Adds an estimated liquidation-level layer on top — the price ranges where leveraged positions get unwound — and warns when price approaches one. Why MTF aggregation matters Single-timeframe liquidity maps miss the structural reality that institutional flow operates on multiple horizons simultaneously. A daily pivot high carries more resting liquidity than a 1H pivot high, but both contribute. Liquidity Heatmap MTF lets you turn on / off each of four timeframes (1H, 4H, 1D, 1W) independently and assign each a weight so the contribution to the heatmap is proportional to your conviction about how much that timeframe matters. Defaults: 1H weight 1.0× 4H weight 1.5× 1D weight 2.5× 1W weight 4.0× (off by default; enable for macro reads) Pivots are detected in each HTF context using configurable left/right lookbacks. Each pivot contributes intensity proportional to the volume traded on its bar (with optional log compression for instruments that have rare extreme prints). Decay — half-life modelled A pivot from 200 bars ago should not contribute equally to today's heatmap. The script applies an exponential decay: intensity = volume × exp(−ln(2) × age / halfLife) The Decay Half-Life input (default 180 bars) sets how quickly old pivots fade. After one half-life, an old pivot contributes half as much; after two, a quarter; and so on. This is the principled way to weight history — it never drops contributions discontinuously and it never lets ancient liquidity poison the current read. Heatmap grid + hot-zone classification The price range over the visible lookback (configurable, default 500 bars + 2% padding) is divided into N bins (default 60, capped at 200 by Pine's max_boxes_count). Each pivot's decayed intensity is accumulated into the bin closest to its level. Bins are then normalised against the hottest bin and any bin above the Hot Zone Threshold (default 70% of max) is tagged HOT. The heatmap is rendered as a vertical strip on the right of the chart (configurable width and gap from latest bar) with bins coloured along a deep-ocean blue gradient — cold bins are near-invisible (transparency floor), hot bins are vivid cyan. Hot-zone projection across chart (JOAT enhancement) This is the headline visual: the top hot bins are projected back across the chart as horizontal lines (configurable count, default 5) with price labels, extending back a configurable number of bars (default 120). So you do not just see the heatmap as a right-side strip — you see the key levels on the chart at the price levels they actually occupy. Toggleable. Estimated liquidation levels (the second layer) On top of the liquidity heatmap, an optional liquidation layer estimates where leveraged positions get stopped out. Each significant HTF pivot extreme gets a projected liquidation level at: liq_level = pivot ± (ATR × liqPad) Configurable liqPad (default 0.5 ATR). Configurable caps on liquidation lines above (default 4) and below (default 4) the current price. Lines extend right by a configurable bar count. When price comes within liqAtrMult × ATR of a liquidation line, the !LIQ alert fires and the line is rendered in the accent colour (the only off-family colour in the palette — bright orange). The liquidation logic is intentionally conservative — pivots provide the structural anchor; the ATR pad is the only configurable variable; lines are capped to avoid clutter. Dashboard Monospaced table positionable to any of nine corners. Surfaces: Active timeframes and their weights. Total pivots tracked. Hottest bin price and intensity %. Hot-zone count. Liquidation lines above / below current price counts. Distance (in ATR units) to nearest liquidation line. Last hot-zone activation with bar-age. Visual system Heat strip (toggleable width / gap / transparency). HOT tags on hottest bins (toggleable). Optional strip border. Horizontal hot-zone lines extending back across the chart (toggleable, capped, configurable length). Liquidation level lines above and below (toggleable, capped). LIQ labels (toggleable). A locked Deep Ocean palette (bathypelagic blue gradient on near-black, with the bright orange #FF6B00 reserved exclusively for liquidation warnings) gives the chart a distinct institutional liquidity-map identity. Alerts Three alert conditions, each independently controllable, each cooldown-gated: Hot Zone Activated — fires when a new bin crosses the hot threshold. Approaching Liq Level — fires when price comes within liqAtrMult × ATR of a liquidation line. New HTF Pivot Added — fires when a new HTF pivot is detected and added to the cache. A configurable cooldown (default 8 bars) prevents back-to-back alert spam. How to read it Three reads, in order of conviction: Approaching Liq Level alert — the most actionable single signal. Price is within striking distance of estimated leveraged-position stop-out levels. Liquidations tend to be self-fulfilling on the way in (cascade through stops) and exhaustive at the extreme (no more sellers / buyers left after the cascade). Multi-timeframe hot zone — when a hot bin is contributed to by more than one HTF, it is by definition more significant. The hot line projections show you which levels are MTF-confluent. New HTF Pivot in 1D or 1W context — these are the slowest-moving structural events. A new daily or weekly pivot reshapes the heatmap meaningfully. Suggested settings Defaults (1H/4H/1D enabled, weights 1.0/1.5/2.5, decay half-life 180, hot threshold 70%) are tuned for intraday-to-swing trading on liquid futures, FX, and crypto. For pure scalping, disable 1D / 1W and raise 1H weight. For pure macro, enable 1W and raise its weight; reduce 1H to 0.5×. The liqPad default 0.5× ATR is conservative — raise to 1.0× for more cautious liquidation projections. Originality The implementation — the MTF pivot aggregation pipeline with per-TF weights, the exponential half-life decay model, the bin-grid heatmap with hot-zone threshold, the cross-chart hot-line projection layer, the ATR-based liquidation level estimator with above/below caps, the cooldown-gated multi-alert engine, and the deep-ocean palette with the orange liquidation accent — is JOAT-original. No third-party code reused. The "liquidity map" concept comes from professional desks; the implementation here is purpose-built for Pine v6 with bar data only. Limitations Estimated liquidation levels are an inference from pivots and ATR — Pine cannot read actual leverage data or aggregated futures funding/open-interest. The lines mark where stop clusters are statistically likely to sit, not where they actually do. Pine's max_boxes_count caps the grid at 200 bins; the script clamps to 200 max even though the input allows higher requests. MTF pivots use request.security in non-lookahead mode, so they are non-repainting once confirmed at their HTF. — -made with passion by jackofalltrades
อินดิเคเตอร์
โดย officialjackofalltrades
Liquidity Sweep Detector ProLiquidity Sweep Detector Pro is an advanced Smart Money Concepts (SMC) indicator designed to identify areas where liquidity is likely resting and detect potential buy-side and sell-side liquidity sweeps. The indicator combines equal highs/lows, market structure, and trend analysis to help traders recognize high-probability reversal and continuation zones. Unlike traditional support and resistance indicators, this tool focuses on liquidity behavior created by stop-loss clusters around swing highs and swing lows. ### Features • Automatic Equal High (EQH) Detection • Automatic Equal Low (EQL) Detection • Buy-Side Liquidity (BSL) Sweep Detection • Sell-Side Liquidity (SSL) Sweep Detection • Dynamic Liquidity Levels • Automatic Liquidity Level Removal After Sweep • EMA Trend Filter • Market Bias Dashboard • Clean Chart Visualization • Non-Repainting Logic ### How It Works The indicator continuously scans recent market structure to locate equal highs and equal lows where liquidity is commonly accumulated. When price moves above an Equal High and quickly closes back below it, the indicator identifies a Buy-Side Liquidity Sweep. When price moves below an Equal Low and closes back above it, the indicator identifies a Sell-Side Liquidity Sweep. These sweeps often indicate stop hunts and can provide valuable context before potential reversals or trend continuations. ### Dashboard The dashboard displays: • Current Trend • Latest Equal High • Latest Equal Low • Last Liquidity Sweep This provides a quick overview of current market conditions. ### Best Markets • Forex • Gold (XAUUSD) • Silver (XAGUSD) • Indices • Crypto • Stocks ### Recommended Timeframes • M5 • M15 • H1 • H4 The indicator adapts well across multiple timeframes, although higher timeframes generally produce stronger liquidity signals. ### Notes Liquidity sweeps should always be combined with market structure, trend direction, and proper risk management. No indicator can guarantee future price movement, and this tool is intended to assist with market analysis rather than provide guaranteed trading signals.
อินดิเคเตอร์
โดย Jos-ProTrader
1
Edward Smart Liquidity SweepEdward Smart Liquidity Sweep is designed to help traders identify potential liquidity sweeps around recent swing highs and swing lows. The script highlights areas where price briefly moves beyond a previous liquidity level before returning back into the range, which may indicate a possible market reaction. Features * Buy-side liquidity sweep detection * Sell-side liquidity sweep detection * Automatic swing high and swing low identification * Liquidity level visualization * Clear sweep labels * Built-in alert conditions * Clean chart layout * Suitable for multiple markets and timeframes How It Works The indicator tracks recent swing highs and swing lows to identify potential liquidity areas. When price moves beyond one of these levels and returns back, the script marks it as a potential liquidity sweep. These areas can be used together with market structure, support and resistance, or price action for additional confirmation. Suitable Markets * Forex * Gold (XAUUSD) * Cryptocurrency * Indices * Stocks Suggested Timeframes * M15 * M30 * H1 * H4 Alerts * Buy-side Liquidity Sweep * Sell-side Liquidity Sweep Disclaimer This script is provided for educational and analytical purposes only. It is designed to assist with chart analysis and should not be considered financial advice or a guarantee of future market performance. Always perform your own analysis and apply appropriate risk management before making trading decisions.
อินดิเคเตอร์
โดย Jos-ProTrader
Intra-Candle Pressure Dissector [MarkitTick]💡 A comprehensive analytical tool designed to look beyond traditional close-to-close price action. By breaking down individual candles into six distinct micro-components, this indicator evaluates the underlying buying and selling pressure driving the market. It synthesizes price dynamics, volume, and volatility into a singular, normalized FLOW score, offering a profound perspective on intra-bar mechanics. ✨ Originality and Utility Most standard momentum oscillators and trend indicators rely heavily on closing prices, often masking the turbulent battle between buyers and sellers that occurs within the lifespan of a single candle. The originality of this indicator lies in its multi-dimensional weighting system. Instead of treating volume or price spread as isolated variables, it fuses them into a unified composite metric. • Comprehensive Composite Scoring The utility of this tool is evident in its ability to filter market noise. By assigning user-configurable weights to six different dimensions of price action, it allows traders to customize the sensitivity of the analysis. Whether analyzing higher timeframe macro trends or dissecting lower timeframe volatility, the script adapts by standardizing diverse datasets into a clean percentage-based oscillator. • State Detection and Dashboard Integration Beyond simple momentum, the indicator intelligently classifies the current market state into precise categories such as fake moves, absorption, and confirmed directional flow. This data is aggregated into an intuitive, non-intrusive on-chart dashboard, ensuring all critical metrics are immediately available without cluttering the primary viewing area. 🔬 Methodology and Concepts The core of the indicator calculates a raw FLOW value based on a weighted sum of six distinct dimensions (D1 through D6). This raw sum is then normalized against its own historical range and smoothed via an Exponential Moving Average (EMA) to generate the final FLOW signal. • The Six Core Dimensions D1: Body Efficiency: Evaluates the size of the candle body relative to its entire high-to-low range. A larger body indicates higher efficiency and directional commitment. D2: Wick Asymmetry: Compares the lower wick to the upper wick. A dominant lower wick suggests buying pressure (rejection of lower prices), while a dominant upper wick implies selling pressure. D3: Volume Conviction: Multiplies the raw body efficiency by a normalized volume metric. High volume on a highly efficient candle signals strong market conviction. D4: Inertia Score: Measures the continuation of momentum by multiplying the current candle's body by the previous candle's body, normalized against the Average True Range (ATR) squared. D5: Spread Pressure: Calculates the difference between the bullish reach (close minus low) and bearish reach (high minus close) relative to the total range, isolating the dominant intra-candle force. D6: Ghost Volume (Inverse): Identifies bars with high volume but disproportionately small bodies. This inverse metric detects potential absorption or exhaustion where effort (volume) does not yield a proportional result (price movement). • Normalization and Acceleration The composite FLOW score is dynamically min-max normalized over a rolling lookback window to map strictly between -100 and +100. Furthermore, the script calculates the second derivative (acceleration) of the FLOW line to determine if the prevailing pressure is intensifying or decelerating. 🎨 Visual Guide The script employs a rich, data-dense visual hierarchy to communicate complex multi-dimensional states at a glance. • FLOW Histogram and Signal Line The primary visual component is a histogram with a superimposed signal line oscillating across a zero baseline. Green Tones ( Strong/Weak Bull ): Indicate positive FLOW scores, with deeper greens representing pressure above the upper threshold. Red Tones ( Strong/Weak Bear ): Indicate negative FLOW scores, with deeper reds representing pressure below the lower threshold. Purple/Orange Tones: Represent anomalous states such as Fake Moves (Purple) or Volume Absorption (Orange). • Buyer and Seller Bands Translucent shaded areas above and below the zero line visually map the cumulative area of bullish and bearish pressure, aiding in the identification of shifting momentum cycles. • On-Chart Markers and Labels Acceleration Dots: Cyan dots appear when bullish pressure is rapidly intensifying, while pink dots highlight rapid bearish acceleration. Text Labels: Distinct markers populate above or below specific candles to identify "FAKE BULL", "FAKE BEAR", or "ABS" (Absorption), serving as immediate contextual flags. • The FLOW Dashboard A fixed table displays real-time metrics, including the exact FLOW percentage, current pressure state, visual block-bar progress indicators for Ghost Volume and Conviction, and an assessment of trend acceleration. 📖 How to Use This indicator is engineered for deep price action analysis and validation of structural market shifts. • Validating Breakouts When price breaches a key resistance level, consult the FLOW Signal Line. A true breakout should be accompanied by the signal line crossing into the "Strong Bull" threshold (e.g., > 65%). If the FLOW score remains weak despite a price advance, the move lacks structural backing. • Spotting Fake Moves The indicator explicitly flags fake moves. If the price closes higher than two bars ago, but the FLOW score is near the zero baseline or negative, the script detects a divergence between price and internal pressure, painting a "FAKE BULL" label. This is a critical warning that a reversal or trap may be imminent. • Identifying Exhaustion and Absorption High "Ghost Volume" metrics (D6) indicate heavy trading activity that fails to expand the candle's body. When the script flags "ABS", it highlights a zone where limit orders are likely absorbing aggressive market orders, often preceding a shift in market direction. ⚙️ Inputs and Settings The script offers extensive modularity, allowing users to fine-tune the mathematical weighting and thresholds to suit various assets. • Core Parameters Signal Smoothing (EMA): Determines the responsiveness of the FLOW signal line. Lower values yield a faster, more volatile line, while higher values provide a smoother macro view. Normalization Window: Sets the lookback period for calibrating the min-max boundaries of the FLOW oscillator and volume metrics. • Higher Timeframe (HTF) Integration Users can toggle the analysis to calculate dimensions based on a higher timeframe (e.g., evaluating 4-hour candle pressure while viewing a 15-minute chart), utilizing a non-repainting historical reference. • Dimension Weights Traders can manually adjust the fractional distribution (from 0.0 to 1.0) of all six dimensions (D1-D6). The script automatically recalculates the proportional weights based on the total sum inputted. • Signal Thresholds Allows customization of the percentage boundaries that define "Strong Bull", "Strong Bear", Fake Move sensitivities, and the volume threshold required to trigger an Absorption alert. 🔍 Deconstruction of the Underlying Scientific and Academic Framework The foundation of the Intra-Candle Pressure Dissector rests on the principles of Market Microstructure and Volume Spread Analysis (VSA). • Price Kinematics By evaluating the first and second derivatives of the FLOW composite, the script treats price action as a physical object subject to the laws of kinematics. The FLOW line represents velocity, while the calculated momentum delta represents acceleration. This allows the indicator to identify whether the market forces driving a trend are gaining mass or dissipating, long before it is reflected in the closing price. • Effort vs. Result Dynamics Wyckoff's law of Effort vs. Result is mathematically codified in Dimension 3 (Volume Conviction) and Dimension 6 (Ghost Volume). A core academic tenet of auction market theory suggests that anomalous volume should result in anomalous price displacement. When the script identifies a high volume reading decoupled from body efficiency (normalized against the asset's ATR), it statistically isolates limit-order absorption—a signature of passive liquidity entering the market to halt momentum. • Statistical Min-Max Scaling Because raw volume and spread data are non-stationary and vary wildly across different assets, the indicator employs a dynamic Min-Max normalization theorem over a rolling window. This statistical grounding ensures the oscillator remains bounded and logically consistent, transforming abstract raw values into a standardized probability distribution that can be uniformly interpreted regardless of the traded instrument. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
อินดิเคเตอร์
โดย MarkitTick
Sweep Retest ReversalTitle: Sweep Retest Reversal Description: This indicator detects a two-candle liquidity sweep reversal pattern and tracks the resulting retest level until it is either confirmed with a bounce or invalidated. BULLISH SETUP: A bearish candle (body >= X% of its range, configurable) is followed by a bullish candle (same body filter) whose low sweeps below the bearish candle's low, and whose close finishes above the bearish candle's open. When this occurs, a horizontal line is drawn at the swept low. That level remains active and is monitored on every subsequent bar: - If a future candle's low touches the line and that same candle closes above it, the bounce is confirmed (green "Bounce" label) and the line is removed. - If a future candle's low touches the line but closes at or below it, the setup is invalidated on that same bar and the line is removed without a label. BEARISH SETUP (mirror logic): A bullish candle is followed by a bearish candle whose high sweeps above the bullish candle's high, and whose close finishes below the bullish candle's open. A horizontal line is drawn at the swept high and monitored the same way: - A future candle's high touching the line with a close below it confirms the bounce (red "Bounce" label). - A touch with a close at or above the line invalidates the setup silently. HOW TO INTERPRET IT: The two-candle sequence represents a liquidity sweep: the first candle establishes a level, and the second candle pierces through it with its wick while closing back on the opposite side of the first candle's open. This signals that stops resting beyond that level were likely triggered and absorbed, leaving the swept point as a level worth watching again. The line marks that exact point. Price is expected to return to it at some later time. What happens on that return matters more than the touch itself: a wick that pokes through but a close that snaps back in the sweep's original direction supports the reversal thesis (confirmed bounce). A close that pushes through and stays there suggests the level failed to hold and the setup should be discarded (invalidation). HOW TO USE IT: 1. Wait for the pattern to print: an orange triangle (bullish) or purple triangle (bearish) marks the bar where the sweep candle closed. 2. Once a line appears, treat it as an active level to watch — do not act on it yet, since it has not been retested. 3. When price returns to the line, watch how that specific candle closes: - Bullish line + candle closes above it -> bounce confirmed, label appears. This is the point of interest for a potential long reaction. - Bearish line + candle closes below it -> bounce confirmed, label appears. This is the point of interest for a potential short reaction. - Any touch that closes on the wrong side invalidates the line immediately and it disappears with no label — that level is no longer relevant. 4. The indicator only flags the level and its resolution; it does not place entries, stops, or targets. Combine the confirmed bounce with your own entry, stop, and target rules (e.g. your existing Fibonacci stop-liquidity zone and 1:2 management) for actual trade execution. 5. Adjust the Min Body/Range Ratio input to control how strict the "big body" filter is — lower values surface more setups (including weaker ones), higher values restrict it to cleaner, more decisive sweep candles. INPUTS: - Min Body/Range Ratio (%): minimum body-to-range percentage required for both candles in the pattern (default 50%). - Bullish/Bearish Retest Line Color: line color for each setup type. - Bullish/Bearish Bounce Label Color: label color for each confirmed bounce. - Show Bullish Pattern / Show Bearish Pattern: toggle each setup independently. VISUAL MARKERS: - Orange upward triangle below the bar: bullish pattern detected. - Purple downward triangle above the bar: bearish pattern detected. - Green "Bounce" label: confirmed bullish bounce. - Red "Bounce" label: confirmed bearish bounce. NOTES: Each retest line resolves on the first touch - either confirming or invalidating immediately on that bar, never lingering across multiple touches. This keeps the chart clean and ensures every line on the chart represents a level that is still actively awaited.
อินดิเคเตอร์
โดย BullBearSR
Order-Flow Profile Microstructure & Calibrated SweepsOrder-Flow Profile — Footprint, Microstructure & Calibrated Sweeps A single-pane volume profile that reconstructs intrabar buy/sell activity, renders it as a footprint / delta heatmap with Point of Control and a 70% Value Area, layers a stack of market-microstructure factors over the same price bins, and then forward-tests every reversal signal it emits against realized outcomes. The dashboard reports measured edge with confidence intervals — not asserted edge. It runs on any liquid symbol and any intraday timeframe. Defaults are tuned for index futures (e.g. NIFTY / BANKNIFTY); a few inputs adapt it to other instruments. What it plots Order-flow profile drawn to the right of price: each price bin colored by who controlled it (delta) with brightness scaled to volume, or a classic split footprint. The peak-volume row is the POC; a 70% Value Area is built outward from the POC. Low-volume nodes / voids and four quadrant deltas that localize where buying and selling concentrated within the range. A VPIN heat-glow background whose brightness rises with flow toxicity. Sweep tags (ABS / EXH / DIV / REJ) at liquidity extremes, and a ⚡ reclaim-confirmed liquidity-sweep marker for the high-conviction stop-run-and-reclaim subset. A calibration / key-reads dashboard (Compact by default, Pro on demand) that adapts its colors to your chart's background luminance. Why these components belong in one script (component rationale) This is not a bundle of unrelated indicators stacked together. Every component describes one object — the order-flow auction taking place inside the price profile — and each measures a different facet of it. They share one substrate (the price bins) and one validation spine (the calibration engine): The profile says WHERE volume traded. POC, Value Area and voids are the structural skeleton — the price levels that matter. Trade classification splits that volume into buy vs sell, giving every bin a delta. Bulk Volume Classification (a Student-t CDF on the standardized intrabar move) is used by default; on Premium plans, native bid/ask footprint can replace it, feeding the same bins. A tick rule classifies the same intrabars in parallel and the agreement % is reported, so you know when the trade-side read is fragile. The microstructure factors qualify HOW that flow behaves at those levels. VPIN (informed vs balanced), multi-level OFI (depth-weighted imbalance across the bins), Kyle's λ and Amihud (price impact / illiquidity), and √-law absorption (flow soaked up vs fragile) each answer a question the raw profile cannot. They are computed over the very bins the profile draws. The sweep layers detect reversals AT those levels — an order-flow taxonomy (absorption / exhaustion / divergence / rejection) plus a structural stop-run-and-reclaim. A Hawkes self-exciting intensity flags when sweeps are clustering (cascade risk). A correlation-aware fusion (Kish design-effect shrinkage) combines the firing sweep's realized edge with the concurrent absorption and toxicity tells into a single reversal probability — shrinking redundant, correlated evidence so agreement among related signals cannot masquerade as independent confirmation. The calibration spine forward-resolves every sweep and reports its hit rate versus base rate with a Wilson confidence interval. This is what ties the stack together: a factor only earns trust if the resolved outcomes say it does. Remove any one layer and the others lose context: the profile without classification is just a volume histogram; the microstructure factors without the profile have no levels to attach to; the sweeps without calibration are unverified claims. Together they are a single, self-checking read of the auction. How it works (mechanics) Intrabar data. Lower-timeframe OHLCV is pulled with request.security_lower_tf (no lookahead). The lower timeframe is auto-derived from the chart timeframe or set manually. Trade side. Bulk Volume Classification assigns each intrabar a buy fraction from a Student-t CDF of its standardized price change; delta = buy − sell. Where a Premium/Ultimate plan allows it, native request.footprint() real bid/ask volume per price replaces the reconstruction and feeds the identical bins. Profile build. On the last bar, the chosen lookback of confirmed bars is accumulated into price bins; POC and the 70% Value Area are derived, voids and quadrant deltas computed. VPIN. Volume is partitioned into equal-volume buckets; the average order imbalance across the last N buckets is the 0–1 toxicity read (with a percentile and background glow). Impact factors. Stationarized (log-compressed, z-scored) OFI; depth-weighted multi-level OFI across the bins; Kyle's λ as the regression slope of return on signed flow; Amihud illiquidity as |return| per traded value. Absorption. A displacement-normalized form and a √-law form (realized impact vs Y·ATR·√(|Δ|/V)): below the prediction = passive absorption / reversal candidate; above = fragile expansion. Sweeps & fusion. At a swept extreme the bar is classified ABS / EXH / DIV / REJ; a Hawkes intensity tracks clustering; a Kish-decorrelated log-odds fusion outputs one reversal probability. Separately, a reclaim-confirmed liquidity sweep fires when price runs a confirmed swing pivot, closes back inside recovering a minimum fraction of the run, on a volume spike. Calibration. Each sweep is queued and resolved a fixed horizon later against a moveATR·ATR threshold, recorded in R-multiples (MFE / MAE). The dashboard shows, per class: sample count, Hit% ± Wilson interval, Base% (the unconditional reversal rate over the same horizon), Edge (Hit − Base, starred at 95% significance), and average MFE / MAE. Non-repaint: all detection is on confirmed bars, lower-timeframe arrays are confirmed intrabars, no dynamic-length built-ins are used, and the profile is drawn on the last bar from confirmed history. Pivots used by the liquidity sweep are confirmed before they can be swept. What makes it original It is built around calibration, not assertion. Most order-flow tools print a delta, a "confidence," or a footprint and leave it there. Here every reversal signal is forward-resolved against realized price and reported with a base rate and a Wilson interval, so the dashboard distinguishes a real edge from a small-sample illusion. The agreement between Bulk Volume Classification and a tick rule is surfaced openly — a known weakness of reconstructed order flow is shown rather than hidden. The microstructure factors are computed over the profile's own bins and decorrelated before fusion, so correlated flow signals don't inflate confidence. It degrades gracefully from native exchange footprint (Premium) to reconstruction (every plan) with no change to the visual or the workflow. All factor implementations are original Pine re-derivations of published methods; no code from other scripts is used. How to use it Apply to a liquid symbol on an intraday timeframe. Read the profile to see where volume concentrated (POC, Value Area, voids). Watch the sweep tags and ⚡ liquidity-sweep markers at the edges of the range — these are reversal hypotheses, not guarantees. Before trusting a sweep class, check its row in the calibration panel (switch the dashboard to Pro): is its Hit% above Base%, is the edge starred (significant), and is the Wilson interval tight enough to mean something? Use the VPIN glow and fused reversal probability as context: bright background = one-sided / informed flow, which leans toward continuation and makes fades riskier. The Compact dashboard summarizes the key reads (POC, VPIN, best calibrated edge, fused probability, liquidity-sweep status, auction efficiency); Pro expands the full per-class calibration table and every microstructure row. Hidden EXP_* data-window series are provided for chaining into other scripts via input.source(). Data & markets Works on whatever symbol the chart shows — nothing is hard-coded to an exchange or instrument. Defaults suit index futures on an intraday chart. For other instruments, adjust the Profile & Data Source group (lower-timeframe division, profile lookback) and, on a supporting plan, the native footprint settings. Reconstructed order flow is most reliable on liquid instruments with continuous volume. Concept credits This script operationalizes published methods; all implementations are original re-derivations. Tick rule / trade sign — Lee & Ready (1991) Bulk Volume Classification & flow toxicity (VPIN) — Easley, López de Prado & O'Hara (2012) Order-Flow Imbalance — Cont, Kukanov & Stoikov (2014) Multi-level / integrated OFI — Xu, Gould & Howison (2018) Price impact (λ) — Kyle (1985) Illiquidity ratio — Amihud (2002) Self-exciting intensity — Hawkes (1971); Bacry, Muzy et al. Square-root impact law — Almgren et al.; Tóth, Bouchaud et al. Effective-sample decorrelation — Kish design effect Market / auction profile (POC, Value Area) — Steidlmayer Confidence interval — Wilson score interval (1927) Disclaimer For educational and informational purposes only. This is an analytical tool, not financial advice and not a solicitation to trade, and it is not a guarantee of future results. Order-flow classification from OHLCV is an estimate, not the true tape — without a Level-2 order book every delta here is a proxy (native footprint excepted). Always do your own research and manage risk; paper-trade before committing real capital.
อินดิเคเตอร์
โดย Market_Logic_India
Institutional Liquidity Sweep [PickMyTrade]Institutional Liquidity Sweep identifies institutional stop-hunt reversals by measuring five structural microstructure factors at every confirmed swing-level sweep and combining them into a single, readable Confluence Score. When the score clears a configurable threshold — and the sweep aligns with an active Order Block — the indicator fires a directional signal with a score label, an SL/TP projection, and an auto-mitigating OB zone on the chart. Unlike fixed-threshold crossover tools, this indicator does not assume that every wick below a swing low or above a swing high is meaningful. It asks a structural question instead: given the depth of the sweep, the absorption shown in order flow, the session timing, and whether an institutional Order Block was sitting at that level — how strong is the reversal case? Five factors answer that question and a weighted score between 0 and 100 summarises the result on every bar. ──────────────────────────────────────────────────────── 🔷 WHAT IT MEASURES 🔸 Swing-Level Sweep Detection A bullish sweep is confirmed when the current bar's wick pierces the N-bar swing low while the close returns above it. A bearish sweep is the mirror: wick above the swing high, close back below. The swing level uses a confirmed lookback — no current-bar values enter the swing calculation — making the sweep detection fully non-repainting. This single structural requirement gates the entire indicator: the five factors and the Order Block check only matter on a bar that has already swept a swing level. 🔸 F1 — Wick Rejection Purity (weight 28%) How much of the sweep wick was recovered within the same bar? A bar that sweeps 20 points below the swing low but closes only 2 points above it has poor rejection. A bar that sweeps 20 points and closes back near the top of its range has high rejection purity. This factor is z-score normalised over a rolling window so that the same numeric value carries the same weight regardless of instrument volatility. 🔸 F2 — Volume Participation (weight 20%) Volume at the sweep bar is z-score normalised against recent history. Elevated volume confirms institutional participation: a stop hunt that clears retail orders but attracts heavy buy (sell) pressure is more likely to reverse than one with below-average volume. A sweep on thin volume gets a low F2 score even if the rejection wick looks clean. 🔸 F3 — CVD Net Absorption (weight 25%) Cumulative volume delta tracks the net order flow direction using the close-position formula bull_vol = volume * (close - low) / (high - low) . The single-bar delta at the sweep bar is z-score normalised and sign-adjusted: a bullish sweep wants a positive delta (buyers absorbed the down-spike); a bearish sweep wants a negative delta (sellers absorbed the up-spike). When order flow and price action agree on the reversal, F3 scores high. When they disagree — price sweeps down but sellers are still dominant — F3 penalises the composite score. 🔸 F4 — Structural Recovery (weight 17%) How far did the close reclaim the swept swing level relative to the depth of the sweep? If a bar sweeps 30 points below the swing low and closes 25 points above it, recovery is strong. If it closes only 2 points above the swing level having swept 30 points, recovery is weak. This factor rewards bars that decisively reclaim the institutional level rather than barely scratching back above it. 🔸 F5 — Session Window (weight 10%) Liquidity events during the London open (07:00–10:00 UTC by default) and the New York open (13:00–16:00 UTC by default) carry a higher institutional weight than off-peak sweeps. This factor scores 1.0 during the London window, 0.85 during the NY window, and 0.45 at all other times. Session hours are configurable in UTC and the session windows are highlighted on the chart. ──────────────────────────────────────────────────────── 🔷 THE COMPOSITE SCORE Each factor is normalised to a 0–1 scale using z-score transformation. The five normalised scores are then combined with the weights above into a single composite score from 0 to 100: Score = (0.28 × F1 + 0.20 × F2 + 0.25 × F3 + 0.17 × F4 + 0.10 × F5) × 100 An Order Block alignment bonus (configurable, default 15 points) is added on top when the sweep level coincides with an active OB zone, with the score capped at 100. The threshold (default 65) is the minimum score required to fire a signal. Raising the threshold to 75–80 restricts signals to the highest-conviction sweeps; lowering it to 50 produces more signals on weaker structure. ──────────────────────────────────────────────────────── 🔷 ORDER BLOCKS 🔸 Detection A bullish Order Block is the last bearish candle before a sequence of N consecutive bullish candles (an upside impulse). A bearish Order Block is the last bullish candle before N consecutive bearish candles (a downside impulse). The impulse candle count is configurable (default 3). Only confirmed, closed bars enter the OB detection — no current-bar data is used. 🔸 Zones Each active OB is drawn as a persistent price zone box extending from the OB candle's high to its low. Bull OB zones use the bull colour; bear OB zones use the bear colour. When a new OB forms, the previous OB of the same direction is replaced. The right edge of each box extends bar-by-bar until mitigated. 🔸 Mitigation A bull OB is mitigated when price closes below the bottom of the zone. A bear OB is mitigated when price closes above the top. On mitigation the box is deleted and the zone is deregistered. The info table shows "Aligned" when the sweep level currently sits inside an active OB zone, "Active" when an OB exists but is not being swept, and "None" when no OB is registered. 🔸 Score Bonus When a sweep aligns with an active OB — meaning the swept swing level falls within the OB zone's price range — the composite score receives the OB bonus. This reflects the structural significance of a sweep-and-reversal occurring at a previously identified institutional reference level. ──────────────────────────────────────────────────────── 🔷 SESSION WINDOWS London and New York open windows are highlighted on the chart as faint background tints (yellow for London, teal for NY). These are the hours during which institutional desks are most active and liquidity sweep events are most frequently observed. Session highlighting can be toggled off independently of the session weight applied to F5. ──────────────────────────────────────────────────────── 🔷 SIGNAL LOGIC A long signal fires when three conditions are simultaneously true on the same bar: A bullish sweep is detected (wick below the N-bar swing low, close above it) The composite score meets or exceeds the threshold Price is above the trend EMA (macro direction filter) A short signal fires under the symmetric conditions using the swing high and requiring price to be below the EMA. The signal is edge-triggered — it fires once on the first qualifying bar and resets when conditions are no longer met. The signal label shows "ILS" followed by the rounded score (e.g. ILS 72 ). ──────────────────────────────────────────────────────── 🔷 HOW TO READ IT 🔸 Confluence Pressure Band A fill band extends from the trend EMA to ±1 ATR. The opacity of the fill scales continuously with the composite score — a faint band indicates a low-scoring environment; a deep saturated band indicates a high-scoring environment even before a sweep fires. 🔸 Entry Shapes Circles indicate high-conviction signals (score ≥ 80); triangles indicate standard signals (score ≥ threshold). The shape appears at the sweep bar with a score label. Shapes are coloured at full intensity for high conviction and at 75% opacity for standard signals. 🔸 OB Zone Boxes Semi-transparent filled boxes mark active Order Block zones. They extend to the right on every bar until mitigated by a close through the zone boundary. When a sweep lands inside a box, the OB bonus is added to the score at that moment. 🔸 Session Highlights Faint yellow and teal background tints mark London and NY open windows respectively. Sweeps outside both windows score lower on F5 and require the other four factors to compensate. 🔸 Info Table The top-right table shows seven live values at every bar: the composite score, all five normalised factor scores (0–1), the active session, and the OB zone status. Factor scores above 0.60 are highlighted in lime green. 🔸 SL / TP Lines Dashed red and green lines mark the ATR-based stop loss and take profit levels at each signal bar. The SL is placed beyond the sweep wick by a configurable ATR multiple; the TP is set at the SL distance multiplied by the risk:reward ratio. Both lines extend 8 bars to the right and do not repaint. ──────────────────────────────────────────────────────── 🔷 INPUTS 🔸 Sweep Detection Swing Lookback — N-bar window defining the swing high/low that must be swept. Default 20. 🔸 Confluence Score Score Threshold — minimum composite score (0–100) to fire a signal. Default 65. Normalisation Window — rolling window for z-score normalisation. Default 50. Order Block Score Bonus — additional points when sweep aligns with an OB zone. Default 15. 🔸 Order Blocks Show OB Zones — toggle OB box drawing. Impulse Candles Required — consecutive same-direction candles to identify an impulse. Default 3. 🔸 Session Windows Show Session Highlights — toggle background session tints. Chart Timezone — must match your chart timezone for accurate session hour detection. London Open Hour / NY Open Hour — start of each window in UTC. Defaults: London 7, NY 13. Window Width — hours each session window spans. Default 3. 🔸 Signal Levels Show SL / TP Lines — toggle projection lines. SL ATR Multiplier — stop loss distance as ATR multiple. Default 1.5. Risk : Reward — TP as a multiple of the SL distance. Default 2.0. ATR Period — Default 14. Trend EMA Period — macro direction filter. Default 50. 🔸 Visual / Display Bull / Bear Colour — base colours for all directional elements. Confluence Pressure Band — toggle the EMA fill band. Zen Mode — hides all text labels; only shapes and zones remain. Show Info Table — toggle the top-right factor breakdown table. ──────────────────────────────────────────────────────── 🔷 REQUIREMENTS AND LIMITATIONS The indicator requires a minimum of Normalisation Window bars before z-score statistics are meaningful. On short-history charts or when first applied, z-scores will be zero and the score will rely primarily on F5 (session timing). CVD is estimated from the close-position formula — a synthetic approximation of net order flow, not true bid/ask volume. On illiquid instruments or timeframes where intrabar price travel is minimal, the CVD delta is noisy and F3 will contribute less discriminative power. Order Block detection uses a simplified impulse model (N consecutive same-direction closes). The single-active-OB-per-direction design is intentional: the indicator tracks the most recent OB, not a full library of zones. Session timing is meaningful on intraday timeframes (15M through 4H). On daily or weekly charts, F5 will score at its off-peak value — toggle off session highlights on higher timeframes. The composite score is a relative measure, not an absolute probability. A score of 72 means the current sweep bar shows strong structural confluence relative to normalised distributions — it does not imply a 72% probability of reversal. ──────────────────────────────────────────────────────── Built natively in Pine Script® v6. Five-factor confluence scoring using z-score normalisation with rolling statistics, non-repainting swing-level sweep detection, auto-mitigating Order Block zones, and session-weighted structural analysis. No external libraries, no data feeds, no fixed lookback arrays. Open source — Mozilla Public License 2.0. Published by PickMyTrade_Official.
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