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ค้นหาในสคริปต์สำหรับ "liquidity"

Pip Spread to EMA TargetThis script calculates the total number of pips between current close and a target EMA. There are three thresholds that can be specified to determine when that total number of pip spread exceeds a standard deviation multiple set by user. Current standard deviation thresholds on pip spread are set to 2, 2.5 and 3. A pip spread that goes above 3 standard deviations is considered very extreme. The standard deviation is calculated across a predetermined set of bars. Currently look back period for standard deviation count is set to 3000.
อินดิเคเตอร์ Pine Script®
โดย LiquidityTracker
TQ's Support & Resistance(My goal creating this indicator): Provide a way to categorize and label key structures on multiple different levels so I can create a plan based on those observable facts. The Underlying Concept / What is Momentum? Momentum indicates transaction pressure. If the algorithm detects price is going up, that would be considered positive momentum. If the algorithm detects price is going down negative momentum would be detected. The Momentum shown is derived from a price action pattern. Unlike my previous Support & Resistance indicator that used Super Trend, this indicator uses a unique pattern I created. On the first bar bearish momentum is detected a resistance Level is made at the highest point of the previous bullish condition. On the first bar bullish momentum is detected a support Level is made at the lowest point of the previous bearish condition. This happens on 5 different Momentum Levels, (short-term to long-term). I currently use this pattern to trade so the source code is protected. What is Severity? Severity is How we differentiate the importance of different Highs and Lows. If Momentum is detected on a higher level the Supply or Demand Level is updated. The Color and Size representing that Level will be shown. Demand and Supply Levels made by higher levels are more SEVERE than a demand level made by a lower level. Technical Inputs - to ensure the correct calculation of Support and Resistance levels change BAR_INDEX. BAR_INDEX creates a buffer at the start of the chart. For example: If you set BAR_INDEX to 300. The script will wait for 300 bars to elapse on the current chart before running. This allows the script more time to gather data. Which is needed in order for our dynamic lookback length to never return an error (Dynamic lookback length can't be negative or zero). The lower the timeframe the greater the number of bars need. For Example, if I open up a 1min chart I would enter 5000 as my BAR_INDEX since that will provide enough data to ensure the correct calculation of Support and Resistance levels. If I was on a daily chart, I would enter a lower number such as 800. Don't be afraid to play around with this. - Toggle options (Close) or (High & Low) creates Support and Resistance Levels using the Lowest close and Highest close or using the Lowest low and Highest high. Level Inputs - The indicator has 5 Different Levels indicating SEVEREITY of a Supply and Demand Levels. The higher the Level the more SEVERE the Level. Display Inputs - You have the option to customize the Length, Width, Line Style, and Colors of all 5 different - This indicator includes a Trend Chart. To Easily verify the current trend of any displayed by this indicator toggle on Chart On/Off. You also get the option to change the Chart Position and the size of the Trend Chart How Trend Is being Determined? (Close > Current Supply Level) if this statement is true technically price made a HH, so the trend is bullish. (Close < Current Demand Level) if this statement is true technically price made a LL, so the trend is bearish. - Fully customize how you display Market Structure on different levels. Line Length, Line Width, Line Style, and Line color can all be customized. How it can be used? (Examples of Different ways you can use this indicator): Easily categorize the severity of each and every Supply or Demand Level in the market (The higher Level the stronger the level) : Quickly Determine the trend of any Level. : Get a consistent view of a market and how different Levels are behaving but just use one chart. : Take the discretion from hand drawing support and resistance lines out of your trading. : Find and categorize strong levels for potential breakouts. : Trend Analysis, use Levels to create a narrative based on observable facts from these Levels. : Different Targets to take money off the table. : Use Severity to differentiate between different trend line setups. : Find Great places to move your stop loss too.
อินดิเคเตอร์ Pine Script®
โดย Who7is7Like7God
3
Visible Range Support and Resistance [AlgoAlpha]🌟 Introducing the Visible Range Support and Resistance 🌟 Discover key support and resistance levels with the innovative "Visible Range Support and Resistance" indicator by AlgoAlpha! 🚀📈 This advanced tool dynamically identifies significant price zones based on the visible range of your chart, providing traders with crucial insights for making informed decisions. Key Features: Dynamic support and resistance levels based on visible chart range 📏 User-defined resolution for tailored analysis 🎯 Clear visual representation of significant key zones 🖼️ Easy integration with any trading strategy 💼 How to Use: 🛠 Add the Indicator : Add the indicator to favourites. Adjust settings like resolution and horizontal extension to suit your trading style. 📊 Market Analysis : Identify key support and resistance zones based on the highlighted areas. These zones indicate significant price levels where the market may react. How it Works: The indicator segments the price range into user-defined resolutions, analyzing the highest and lowest points to establish boundaries. It calculates the frequency of price action within these segments, highlighting key levels where price movements are least concentrated (areas where price tends to pivot). Customizable settings like resolution and horizontal extension allow for tailored analysis, while the intuitive visual representation makes it easy to spot potential support and resistance zones directly on your chart. By leveraging this indicator, you can gain deeper insights into market dynamics and improve your trading strategy with data driven support and resistance analysis. Happy trading! 💹✨
อินดิเคเตอร์ Pine Script®
โดย AlgoAlpha
5
Delta Magnet Zone Extended – Selective HideLiquidity Zone Reversal — Description 🔍📊 This indicator automatically identifies liquidity zones where price previously grabbed orders, swept highs/lows, or created strong reaction points. Instead of plotting thin lines, this version converts those levels into zones, giving traders a clearer view of where the market has unfinished business and where future reactions are likely to occur. These zones act as institutional magnets — areas where liquidity providers, algos, and larger players commonly enter or exit positions. How It Works ⚙️💡 The script scans recent price action and detects local swing highs and lows. It then builds rectangular liquidity zones around these levels, extending them forward so you can see: 🟥 Bearish liquidity sweep zones 🟩 Bullish liquidity sweep zones 🔁 Areas where price previously failed, rejected, or consolidated 🎯 Potential reversal targets on both sides of the market These zones update automatically as new structure forms, giving you an always-current map of market memory. Why the 9-Day Look-Back Is Powerful (My Default) 📅✨ I personally keep the look-back set to 9 days by default because: ✔️ It captures the entire previous trading week ✔️ It maps out where SPY/QQQ/ES has already tapped liquidity ✔️ It shows the true zones institutions defended ✔️ It reveals where price is most likely to react again moving forward Using a 9-day window gives you a clean, high-signal map of: Last week’s highs & lows Prior liquidity sweeps Rejection zones Imbalance cleanup levels This keeps the chart minimal, powerful, and hyper-relevant to current order flow. How Traders Use These Zones 🎯📈 Here are the most common ways traders use these liquidity zones: 1️⃣ Identify High-Probability Reversal Areas 🔄 Price often reacts strongly when returning to a past liquidity zone — especially if it previously swept stops there. 2️⃣ Confirm Breakouts or Failures 🚪➡️ Break above a bearish zone? Momentum continuation is likely. Reject inside a zone? Reversal or range expansion often follows. 3️⃣ Set Targets & Stop Placement 🎯🛡️ Zones give logical: Profit targets Trend exhaustion points Areas to avoid entering new trades 4️⃣ Time 0DTE Scalps With Precision ⚡ Liquidity zones tighten your expectations for: Where SPY/QQQ will bounce Where reversals start Where liquidity magnets pull price by end of day Why This Indicator Matters 🧠🔥 Liquidity drives markets. Not indicators. Not moving averages. Not random levels. This tool shows you where actual orders exist, where they were previously swept, and where institutions are most likely to step in again. It gives you: Cleaner charts Higher confidence Better strike selection More precise entries Stronger exits All without noise.
อินดิเคเตอร์ Pine Script®
โดย herose4the
Directional Pressure (maybexo)Liquidity Candles, observed in financial markets, display distinctive candlestick patterns that are noteworthy. These candles exhibit intentional price behavior aimed at triggering stop-loss orders and momentarily misleading traders. The pattern typically starts with a price movement against the current trend, activating stop-loss orders and capitalizing on liquidity from traders anticipating the prevailing trend. Subsequently, the price swiftly changes course, breaking and conclusively closing beyond the prior candle's range, often surprising unsuspecting traders. Characteristics: 1. Liquidity Grab: - Liquidity Candles initiate with a deliberate move against the existing trend, aimed at triggering stop-loss orders and gathering liquidity from traders who have placed stops in anticipation of the initial trend. - Notably, the size of the wick in this liquidity grab is significant; a larger wick indicates a more substantial liquidity grab and can strengthen the indication of a potential market reversal. 2. Swift Reversal and Breakout: - Following the liquidity grab, the price swiftly changes direction, breaking and conclusively closing above or below the previous candle's range. 3. Institutional Behavior: - These candles are often linked to institutional trading behavior, suggesting potential involvement by significant market participants due to their distinct and deliberate price action. // Diamonds 1. RSI Diamonds: The RSI Diamonds represent RSI entering either overbought or oversold levels. These Diamonds serve as an early indication for "Spooky Diamonds" as Spooky Diamonds can only form in these conditions 2. Spooky Diamonds: The Spooky Diamonds highlight specific candle conditions, aiding in the identification of bullish or bearish momentum in the market while considering the RSI status. Bullish Candle Momentum: The candle size is greater than the previous candle multiplied by a user-defined factor (filterMultiplier) and the closing price is higher than the opening price. This can suggest bullish momentum. Bearish Candle Momentum: The candle size is greater than the previous candle multiplied by the filterMultiplier, and the closing price is lower than the opening price. This can suggest bearish momentum. Important Notes: The Candles + Diamonds should not be used in isolation as buy or sell signals but rather as additional information for your trading strategy. The goal of this indicator is to provide a visual representation of RSI data and potential momentum during overbought or oversold conditions. By utilizing the diamonds and candles, you can easily identify RSI levels and their interaction with candles, aiding in decision-making within your trading strategy. Disclaimer: Always consider your risk tolerance and conduct thorough analysis before making any trading decisions. Inspiration Credits: Vanitati Mr. Casino
อินดิเคเตอร์ Pine Script®
โดย maybexo
🧠 Rogue BTC Dominance + BTC Price MonitorLiquidity never lies. When whales are done pumping, they exit before price tanks, often during sideways chop or fake strength. So we build a tracker that detects: Volume drop during uptrend (distribution phase) Exchange inflows of coins Rising USDT.D while price holds → stealth exit Divergence between price & on-chain flows 👁️ Quick Use Case: BTC/USDT with USDT.D Overlay If you see this pattern: BTC sideways or slow uptrend Volume declining USDT.D rising BTC.D holding flat → Liquidity Exit Detected. Smart money is exiting quietly, waiting for retail to hold the bag.
อินดิเคเตอร์ Pine Script®
โดย Spoiltbrat
Multi-Timeframe Sweep IndicatorsLiquidity Sweeps: Identify when price sweeps stops above/below key levels Breakout Confirmation: Confirm breakouts across multiple timeframes Entry Timing: Use lower timeframe sweeps for precise entries Risk Management: Higher timeframe sweeps may indicate stronger moves The indicator works best when combined with other analysis techniques like support/resistance levels, volume analysis, and market structure.
อินดิเคเตอร์ Pine Script®
โดย aspieterse98
Liquidity Fvg IdentifierDear Traders, This indicator is very effective and supports Price action Traders. Swing Identification This automatically Detect swings level and mark as per the chart Time frame. these lines can be used for support and resistance.This is represented by Yellow and Blue lines There is an option to put Higher time frame swing levels and these are represented by Green and Red Lines. Eg: if you are trading in 5 mins and you also want 1 hour swing levels , then you can get this by selecting higher time frame 1 hour and select both Chart and Htf in the option provided. Trade: If price is approaching where both Times frames swing lines are coinciding these levels act as strong Support and Resistance . You need to wait for proper price action to form and take Trades. FVG This also automatically detect Fare Value Gaps and mark as per the chart Time Frame. These can be used for reversal trades . This is represented buy purple blocks There is an option to put higher time frame FVG and these are represented by Red Blocks. Eg : if you are trading in 15 mins and you also want 4 hours FVG, then you can get this by selecting Higher time frame 4 hours and select both chart and HTF in the option provided. Trade: If price is approaching where both time frames FVG are coinciding , these box will act as strong support and reversal. wait for proper price action and trade can be taken. Volume Breakout. This will automatically detect and volume breakout of last 60 candles and plots below the candle. These can be adjusted in setting as per requirement. suppose you want for last 30 candles , you can select 30 and it will plot below candle when ever there is breakout. Trade: When ever volume breakout is coming near swing or fvg support or resistance , this can be considered to support reversal. Pls take your financial advisor suggesting before using taking trades . any suggestion reach to us thru message Thanks
อินดิเคเตอร์ Pine Script®
โดย culturalBear61294
Volume-Weighted Price MovementThe Volume-Weighted Price Movement (VWPM) indicator is an easy to read technical analysis tool that analyses how volume and price movement work together to drive market momentum. How It Works The VWPM indicator tracks two primary components: Bullish Movement (green line): Measures the upward price movement weighted by volume. When price closes above the open, this component calculates how much buying pressure exists by multiplying the price change (close - open) by the volume of that period. Bearish Movement (red line): Measures the downward price movement weighted by volume. When price closes below the open, this component calculates how much selling pressure exists by multiplying the price change (open - close) by the volume of that period. Bull-Bear Difference (lime/orange line): Shows the net momentum by subtracting bearish movement from bullish movement, providing an at-a-glance view of which force is dominant. The VWPM integrates volume data to identify whether price movements are backed by significant participation. A large price move with low volume carries less weight than the same move with high volume, providing a more accurate reflection of market strength. A shorter lookback period makes the indicator more responsive to recent price action, while a longer period smooths out market noise for trend identification. Interpretation Bullish Signals When the green line (bull movement) rises and stays above the red line When the Bull-Bear Difference line crosses above zero and maintains positive momentum Divergence between price making lower lows but the bull line making higher lows (hidden strength) Bearish Signals When the red line (bear movement) rises and stays above the green line When the Bull-Bear Difference line crosses below zero and maintains negative momentum Divergence between price making higher highs but the bull line making lower highs (hidden weakness) open source, if anyone makes the script better please let me know :)
อินดิเคเตอร์ Pine Script®
โดย Liquidity-Pulse
2
Liquidity Levels [LuxAlgo]The Peak Activity Levels indicator displays support and resistance levels from prices accompanied by significant volume. The indicator includes a histogram returning the frequency of closing prices falling between two parallel levels, each bin shows the number of bullish candles within the levels. 1. Settings Length: Lookback for the detection of volume peaks. Number Of Levels: Determines the number of levels to display. Levels Color Mode: Determines how the levels should be colored. "Relative" will color the levels based on their location relative to the current price. "Random" will apply a random color to each level. "Fixed" will use a single color for each level. Levels Style: Style of the displayed levels. Styles include solid, dashed, and dotted. 1.1 Histogram Show Histogram: Determines whether to display the histogram or not. Histogram Window: Lookback period of the histogram calculation. Bins Colors: Control the color of the histogram bins. 2. Usage The indicator can be used to display ready-to-use support and resistance. These are constructed from peaks in volume. When a peak occurs, we take the price where this peak occurred and use it as the value for our level. If one of the levels was previously tested, we can hypothesize that the level might be used as support/resistance in the future. Additional analysis using volume can be done in order to confirm a potential bounce. The histogram can return various information to the user. It can show if the price stayed within two levels for a long time and if the price within two levels was mostly made of bullish or bearish candles. In the chart above, we can see that over the most recent 200 bars (determined by Histogram Window) 68 closing prices fall between levels A and B, with 27 bars being bullish. Additionally, the width of a bin and its length can sometimes give information about the volatility of a specific price variation. If a bin is very wide but short (a low number of closing prices fallen within the levels) then we can conclude a most of the movement was done on a short amount of time.
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
26
USDT Market Cap Change [Alpha Extract]A sophisticated stablecoin market analysis tool that tracks USDT market capitalization changes across daily and 60-day periods with statistical normalization and gradient intensity visualization. Utilizing z-score methodology for overbought/oversold detection and dynamic color gradients reflecting change magnitude, this indicator delivers institutional-grade market liquidity assessment through stablecoin flow analysis. The system's dual-timeframe approach combined with statistical normalization provides comprehensive market sentiment measurement based on capital inflows and outflows from the dominant stablecoin. 🔶 Advanced Market Cap Tracking Framework Implements daily USDT market capitalization monitoring with dual-period change calculations measuring both 1-day and 60-day net capital flows. The system retrieves real-time CRYPTOCAP:USDT data on daily timeframe resolution, calculating absolute dollar changes to quantify stablecoin supply expansion or contraction as primary market liquidity indicator. // Core Market Cap Analysis USDT = request.security("CRYPTOCAP:USDT", "D", close) USDT_60D_Change = USDT - USDT USDT_1D_Change = USDT - USDT 🔶 Dynamic Gradient Intensity System Features sophisticated color gradient engine that intensifies visual representation based on change magnitude relative to recent extremes. The system normalizes current 60-day change against configurable lookback period maximum, applying gradient strength calculation to transition colors from neutral tones through progressively intense blues (negative) or reds (positive) based on flow direction and magnitude. 🔶 Statistical Z-Score Normalization Engine Implements comprehensive z-score calculation framework that normalizes 60-day market cap changes using rolling mean and standard deviation for objective overbought/oversold determination. The system applies statistical normalization over configurable periods, enabling cross-temporal comparison and threshold-based regime identification independent of absolute market cap levels. // Z-Score Normalization Change_Mean = ta.sma(USDT_60D_Change, Normalization_Length) Change_StdDev = ta.stdev(USDT_60D_Change, Normalization_Length) Z_Score = Change_StdDev > 0 ? (USDT_60D_Change - Change_Mean) / Change_StdDev : 0.0 🔶 Multi-Tier Threshold Detection System Provides four-level regime classification including standard overbought (+1.5σ), standard oversold (-1.5σ), extreme overbought (+2.5σ), and extreme oversold (-2.5σ) thresholds with configurable adjustment. The system identifies market liquidity extremes when stablecoin inflows or outflows reach statistically significant levels, indicating potential market turning points or trend exhaustion. 🔶 Dual-Timeframe Flow Visualization Features layered area plots displaying both 60-day strategic flows and 1-day tactical movements with distinct color coding for instant flow direction assessment. The system overlays short-term daily changes on longer-term 60-day trends, enabling traders to identify divergences between tactical and strategic capital flows into or out of stablecoin reserves. 🔶 Gradient Color Psychology Framework Implements intuitive color scheme where red gradients indicate capital inflow (bullish for crypto as USDT supply expands for buying) and blue gradients show capital outflow (bearish as USDT is redeemed). The intensity progression from pale to vivid colors communicates flow magnitude, with extreme colors signaling statistically significant liquidity events requiring attention. 🔶 Background Zone Highlighting System Provides subtle background coloring when z-score breaches overbought or oversold thresholds, creating visual alerts without obscuring primary data. The system applies translucent red backgrounds during overbought conditions and blue during oversold states, enabling instant regime recognition across chart timeframes. 🔶 Configurable Normalization Architecture Features adjustable gradient lookback and statistical normalization periods enabling optimization across different market cycles and trading timeframes. The system allows traders to calibrate sensitivity by modifying the window used for maximum change detection (gradient) and mean/standard deviation calculation (z-score), adapting to volatile or stable market regimes. 🔶 Market Liquidity Interpretation Framework Tracks USDT supply changes as proxy for overall cryptocurrency market liquidity conditions, where expanding market cap indicates fresh capital entering crypto markets and contracting cap suggests capital flight. The system provides leading indicator properties as large stablecoin inflows often precede major market rallies while outflows may signal distribution phases. 🔶 Why Choose USDT Market Cap Change ? This indicator delivers sophisticated stablecoin flow analysis through statistical normalization and gradient visualization of USDT market capitalization changes. Unlike traditional market sentiment indicators that rely on price action alone, this tool measures actual capital flows through the dominant stablecoin, providing objective assessment of market liquidity conditions. The combination of dual-timeframe tracking, z-score normalization for overbought/oversold detection, and intensity-based gradient coloring makes it essential for traders seeking macro-level market assessment and regime change detection across cryptocurrency markets. The indicator excels at identifying liquidity extremes that often precede major market reversals or trend accelerations.
อินดิเคเตอร์ Pine Script®
โดย AlphaExtract
SLO Pro-J-Algo # Smart Liquidity & OTE Analysis Tool ## OVERVIEW This indicator is designed for traders who utilize institutional trading concepts, specifically liquidity sweeps and optimal trade entry (OTE) zones, combined with session-based market structure analysis. It identifies potential market manipulation points where stop losses are likely clustered, and highlights high-probability entry zones based on Fibonacci retracements. The tool combines four main analytical components that work synergistically to identify trading opportunities aligned with smart money behavior. --- ## CORE CONCEPTS & METHODOLOGY ### 1. TRADING SESSIONS ANALYSIS **What it does:** The indicator tracks three major forex trading sessions with customizable time zones: - **Asian Session** (Default: 01:00-13:00 UTC+4) - Typically characterized by range-bound price action - **London Session** (Default: 11:00-20:00 UTC+4) - High volatility period with increased institutional activity - **New York Session** (Default: 17:00-00:00 UTC+4) - Overlaps with London creating peak liquidity **How it works:** - Automatically highlights active sessions with colored background boxes - Draws session high/low lines which often act as intraday support/resistance - Identifies session overlaps (e.g., London-NY overlap) where volatility and liquidity are highest - Color-codes the price bars during overlaps to alert traders to increased opportunity periods - Displays real-time session status (🟢 Open / 🔴 Closed) for quick reference **Trading Application:** Session highs and lows frequently become liquidity targets. The indicator helps traders anticipate when price might sweep these levels before continuing in the original direction. Session overlaps are prime times for major moves as multiple institutional players are active simultaneously. --- ### 2. EXTERNAL LIQUIDITY SWEEPS **What it does:** Identifies when price "sweeps" or breaks beyond significant swing highs and lows where stop losses are typically clustered. These sweeps often precede reversals or continuations after liquidity is collected. **How it works:** - Scans the previous 20 bars (configurable) to identify swing high and low points - Marks these levels as "buyside liquidity" (above highs) or "sellside liquidity" (below lows) - Monitors price action using three detection methods: * **Wick Break:** Any candle wick extending beyond the liquidity level * **Close Break:** Candle body closing beyond the level (stronger confirmation) * **Full Retrace:** Price breaks the level then closes back inside the range (classic liquidity grab) - Uses an ATR-based buffer to avoid false signals from minor price spikes - Confirms sweeps only after a configurable number of confirmation bars to reduce repainting **The Logic Behind It:** Institutional traders need liquidity to fill large orders. Stop losses clustered above swing highs and below swing lows provide this liquidity. When these levels are swept, it often indicates smart money is entering positions in the opposite direction, causing reversals. **Visual Representation:** - Blue horizontal lines mark buyside liquidity zones (above price) - Gray horizontal lines mark sellside liquidity zones (below price) - Labels indicate when liquidity has been swept (✓) or remains active - Historical zones are maintained for context (configurable display limit) --- ### 3. INTERNAL LIQUIDITY DETECTION **What it does:** Identifies equal highs (EQH) and equal lows (EQL) within recent price action - levels that have been tested multiple times without breaking. These represent internal liquidity pools that price often revisits before making larger moves. **How it works:** - Examines the most recent 8 bars (configurable) for price levels that occur multiple times - Uses an ATR-based threshold (default 0.1% of ATR) to determine if highs or lows are "equal" - Requires minimum 3 occurrences (configurable) of the same level to qualify as internal liquidity - Tracks both the creation and sweeping of these internal levels - Differentiates between wick breaks and close breaks for sweep confirmation **The Concept:** Unlike external liquidity at swing points, internal liquidity represents recent stop clusters and pending orders within the current price structure. Identifying these levels helps traders anticipate short-term price targets and potential reversal points before larger directional moves. **Why This Matters:** Price often needs to clear internal liquidity before making sustained moves to external liquidity levels. This creates a "roadmap" of where price is likely to go in sequence, improving trade timing. **Visual Representation:** - Cyan lines mark internal buyside liquidity (equal highs) - Orange lines mark internal sellside liquidity (equal lows) - Dashed or solid lines based on user preference - Labels show when internal levels are swept --- ### 4. OPTIMAL TRADE ENTRY (OTE) ZONES **What it does:** Calculates and displays Fibonacci retracement zones (0.618-0.786) from recent swing points, representing "discount" or "premium" areas where institutional traders often enter positions after a liquidity sweep or structure break. **How it works:** - Identifies swing highs and lows using a 10-bar lookback period (configurable) - Calculates three key Fibonacci levels: * **0.618** - The "golden ratio" retracement (most significant) * **0.705** - Mid-point between 0.618 and 0.786 * **0.786** - Deep retracement level (square root of 0.618) - Optionally requires a structure break before displaying OTE zones - Dynamically extends zones as new price action develops - Tracks whether price has entered the zone (✅) or exited without filling (❌) - Displays up to 2 most recent zones (configurable) to avoid chart clutter **The Methodology:** OTE zones represent areas where price is at a "discount" (for longs) or "premium" (for shorts) relative to the recent swing. After a liquidity sweep or structure break, institutional traders often wait for retracements into these zones before entering, as it offers better risk-to-reward ratios. **Combining with Liquidity:** The most powerful setups occur when: 1. External liquidity is swept 2. Price retraces into an OTE zone 3. Internal liquidity is present as a target This confluence suggests smart money activity and high-probability trade opportunities. **Visual Representation:** - Shaded blue zone between 0.618 and 0.786 levels - Three horizontal lines showing key Fibonacci levels with different colors/styles - Labels (🎯) indicate bullish or bearish OTE zones - Entry (✅) and exit (❌) status for each zone --- ## WHY THESE FEATURES WORK TOGETHER This indicator combines these four components because they represent different stages of institutional trading behavior: 1. **Session Timing** - Identifies WHEN institutional activity is highest 2. **Liquidity Sweeps** - Shows WHERE smart money is collecting liquidity 3. **OTE Zones** - Highlights WHERE institutional entries likely occur after sweeps 4. **Internal Liquidity** - Provides SHORT-TERM targets for profit-taking or add-ons Rather than using each concept in isolation, this integration creates a complete market structure framework. For example: - A buyside liquidity sweep during London open → - Followed by a retrace into a bullish OTE zone → - With internal sellside liquidity as the initial target This sequence represents a complete high-probability trade setup aligned with smart money principles. --- ## ANTI-REPAINTING FEATURES **The Repainting Problem:** Many indicators that identify patterns on historical data repaint their signals when live trading, showing signals that weren't actually there in real-time. This creates a false sense of accuracy. **Our Solution:** - **Confirmation Bars Setting:** Signals only appear after X bars have confirmed the pattern (default: 2 bars) - **Marked Confirmation:** Labels show "C" when using confirmed signals - **Trade-off:** More confirmation = less repainting but slightly delayed signals - **User Control:** Traders can toggle between real-time signals (faster but may repaint) and confirmed signals (delayed but reliable) --- ## KEY CUSTOMIZATION OPTIONS ### Master Controls - Toggle each major feature on/off independently - Combine only the features relevant to your trading style ### Display Settings - Adjust lookback periods for each component - Control number of historical zones displayed - Customize colors, line styles, and transparency - Show/hide labels and session names - Configure text sizes for different screen setups ### Detection Sensitivity - **Sweep Detection:** Choose between wick breaks, close breaks, or full retraces - **ATR Buffer:** Add distance requirements to confirm sweeps (reduces false signals) - **Equal Level Threshold:** Adjust how close levels must be to qualify as "equal" - **Confirmation Bars:** Balance between signal speed and reliability ### Alert System - Session open/close notifications - Liquidity sweep alerts - OTE zone entry alerts - Configurable alert frequency and types --- ## HOW TO USE THIS INDICATOR ### Basic Setup 1. Add the indicator to your chart (works on all timeframes, though 5M-1H recommended for intraday) 2. Enable the features you want to use via Master Controls 3. Adjust colors and transparency to match your chart preferences 4. Configure alert preferences if using notifications ### Trading Workflow **Step 1: Identify the Session** - Determine which trading session is active or approaching - Note session highs/lows as potential liquidity targets - Be especially alert during session overlaps **Step 2: Watch for Liquidity Sweeps** - Monitor external liquidity lines (swing highs/lows) - When price sweeps liquidity, anticipate a potential reversal - Stronger sweeps (close breaks + full retraces) are more significant **Step 3: Wait for OTE Retracement** - After a sweep, wait for price to retrace into the OTE zone (0.618-0.786) - Bullish OTE after sellside sweep = potential long - Bearish OTE after buyside sweep = potential short **Step 4: Use Internal Liquidity as Targets** - Look for internal liquidity in the direction of your trade - These serve as initial profit targets - External liquidity serves as extended targets **Step 5: Manage Confirmation Settings** - For live trading, use confirmed signals (2+ confirmation bars) - For backtesting or analysis, you may use real-time signals - Note that confirmed signals appear with "C" marking ### Example Trade Scenarios **Bullish Setup:** 1. London session opens (increased volume) 2. Price sweeps sellside liquidity below Asian low 3. Price retraces into bullish OTE zone (0.618-0.786 of the sweep move) 4. Target internal buyside liquidity, then external buyside liquidity **Bearish Setup:** 1. NY session overlap with London (peak liquidity) 2. Price sweeps buyside liquidity above recent high 3. Price retraces into bearish OTE zone 4. Target internal sellside liquidity, then session lows --- ## BEST PRACTICES ### What This Indicator Does Well ✓ Identifies high-probability institutional trading zones ✓ Provides clear visual roadmap of likely price targets ✓ Reduces chart clutter with configurable history limits ✓ Works across multiple timeframes and instruments ✓ Minimizes repainting with confirmation settings ### What This Indicator Doesn't Do ✗ Does not provide entry/exit arrows (intentional - requires trader discretion) ✗ Does not guarantee winning trades (no indicator does) ✗ Does not work in isolation (combine with price action/market context) ✗ Does not replace risk management (always use stop losses) ### Recommended Complementary Analysis - Price action patterns (engulfing candles, pinbars at OTE zones) - Volume profile or footprint charts for order flow confirmation - Higher timeframe trend context (don't fade strong trends) - Economic calendar awareness (avoid major news events) --- ## TECHNICAL NOTES ### Performance Optimization - Uses max_bars_back limitation to reduce memory usage - Automatic cleanup of old zones to prevent slowdown - Efficient array management with configurable display limits - Suitable for both intraday and swing trading timeframes ### Timeframe Recommendations - **1-5 Minute:** Scalping with tight internal liquidity targets - **15-30 Minute:** Intraday trading with session-based setups - **1-4 Hour:** Swing trading with multi-session analysis - **Daily:** Position trading using weekly liquidity levels ### Instrument Compatibility Works on all liquid instruments: - Forex pairs (optimal due to clear sessions) - Stock index futures (ES, NQ, etc.) - Cryptocurrency (24/7 markets - use custom session times) - Individual stocks (less pronounced session effects) --- ## EDUCATIONAL RESOURCES To better understand the concepts used in this indicator: **Liquidity Concepts:** - Study institutional order flow and stop loss hunting - Learn about market microstructure and liquidity provision - Understand the difference between retail and institutional trading **Fibonacci/OTE:** - Research Fibonacci retracements in trending markets - Study the mathematical significance of the golden ratio (0.618) - Practice identifying retracement entries on historical charts **Session Trading:** - Analyze volume profiles during different forex sessions - Study typical price behavior during session overlaps - Understand timezone conversions for your local trading hours --- ## VERSION HISTORY & UPDATES This script represents a complete integration of multiple smart money concepts into a single, cohesive tool. Future updates will be published using the Update feature rather than creating separate scripts for minor variations. --- ## DISCLAIMER This indicator is for educational and informational purposes only. It does not constitute financial advice or trading recommendations. All trading involves risk, and past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose. The concepts presented here (liquidity sweeps, OTE zones, session analysis) are widely discussed trading theories. This indicator is an interpretation and visualization of these concepts, not a guarantee of their effectiveness. --- ## SETTINGS SUMMARY **Master Controls:** Enable/disable each major feature independently **Repainting Controls:** Adjust confirmation requirements for signals **Trading Sessions:** Customize session times, colors, and display options **External Liquidity:** Configure detection sensitivity and visual styling **Internal Liquidity:** Adjust lookback periods and threshold sensitivity **OTE Zones:** Select which Fibonacci levels to display and entry requirements **Alerts:** Configure notifications for sessions, sweeps, and entries --- ## SUPPORT & FEEDBACK If you find this indicator helpful, please leave a like and comment with your feedback. For questions about specific settings or concepts, refer to the tooltips in the indicator settings panel - each parameter includes a detailed explanation. Remember: The best indicator is the one you understand and can apply consistently within your trading plan. Take time to practice with this tool on demo accounts before risking real capital.
อินดิเคเตอร์ Pine Script®
โดย Fx-Jithin
1
NY Session Vol Entries (RB Trading)NY Session Vol Entries (RB Trading) NY Session Vol Entries is an intraday analysis script designed to evaluate price behavior during U.S. market hours on the one hour chart. It focuses on the interaction between relative volume expansion, adaptive volatility structure, and directional momentum alignment to help users interpret active market conditions. The script is intended specifically for liquid U.S. equities during the New York session and is not designed for use outside this context. Intended Usage and Scope • Timeframe: 1 hour only • Market hours: New York session • Asset class: U.S. equities with consistent volume • Style: Intraday structure and momentum evaluation • Alerts: Available for all signal types Core Framework The script evaluates market behavior through three interdependent components that must align before a setup is displayed: Relative volume behavior Volatility expansion and contraction Directional momentum context This structure helps filter low-participation periods and reduce noise. Relative Volume Analysis The script compares current volume to a rolling 14-period average to identify periods where participation meaningfully deviates from typical conditions. Elevated volume often occurs during session opens or active repricing phases. When volume remains muted, the script suppresses signals to avoid low-quality environments. Adaptive Volatility Structure Volatility bands are calculated using an 8-period true range measurement. These bands adjust dynamically based on recent volatility rather than remaining static. During elevated participation, the bands compress to reflect tighter price acceptance. As volatility expands, the bands trail price to help visualize directional structure. Directional Momentum Context Directional context is determined using a dual moving average relationship. • When short-term momentum is above longer-term momentum, the script allows only bullish evaluations • When short-term momentum is below longer-term momentum, the script allows only bearish evaluations This alignment reduces counter-directional signals and helps maintain structural consistency. The filter can be disabled if users wish to study range behavior. Signal Classification The script displays two types of informational labels: Volume-Aligned Signals These appear only when directional momentum and relative volume expansion align at candle close. Momentum Rotation Signals These indicate directional shifts regardless of volume and are intended to provide context rather than standalone triggers. All signals are confirmed only after the candle closes. No intrabar logic is used. Stop and Target Reference Plotting When conditions align, the script plots visual reference levels: • A stop reference positioned beyond the momentum structure • A projected target reference calculated using a fixed 2R multiple relative to the stop distance These levels are provided for consistency and planning. They are not forecasts or guarantees. Session and Timing Considerations The script is designed specifically for New York market hours. Liquidity and participation outside this window often distort volume and volatility behavior. Earnings sessions should be treated with caution, as event-driven price action can override normal structural behavior. Opening Range Consideration The first one hour candle of the New York session can display elevated volatility due to initial repricing. Allowing additional candles to form may provide clearer structural information before evaluating signals. Why One Hour and New York Session The one hour timeframe balances structure and responsiveness while reducing lower-timeframe noise. New York trading hours provide the most reliable volume profile for U.S. equities, making relative volume analysis more meaningful. Settings Overview • Volatility period: 8 • Volatility multiplier: 3.0 • Volume average period: 14 • Momentum averages: 8 and 21 • Trend filter: Enabled by default • Alerts available for all signal types Chart Usage Guidelines • Use the script on a clean chart • Avoid stacking additional momentum or volume indicators • Drawings should only be used when they help interpret structure Important Notes This script analyzes historical price and volume behavior. It does not predict future price movement or ensure outcomes. Users should test the tool, understand its logic, and apply independent risk management.
อินดิเคเตอร์ Pine Script®
โดย RB_T
4HR JRSX Swing Bias (RB Trading)4HR JRSX Swing Bias (RB Trading) The 4HR JRSX Swing Bias is a higher timeframe swing analysis script designed to evaluate directional pressure, momentum decay, and price acceptance on the four hour chart. It is built specifically for GBPUSD and EURUSD and is not intended for use on other markets or timeframes. It highlights conditions where directional pressure weakens, rotates, and is then confirmed by price behavior. Intended Use and Scope • Timeframe: 4 hour only • Markets: GBPUSD and EURUSD • Style: Swing bias and rotation analysis • Signal frequency: Intentionally low, typically 10 to 15 setups per year per pair • Alerts: Available for confirmed setups • Not designed for Asia session conditions Core Framework The script operates through a sequential three-stage process. A setup can only appear when all stages align. Directional pressure evaluation Momentum exhaustion and rotation Candle-based price confirmation This structure prevents signals from appearing during noise or low-quality market conditions. Directional Pressure Evaluation The first stage measures directional pressure across multiple four hour candles using a smoothed strength calculation. This step evaluates whether bullish or bearish participation is dominant over time rather than reacting to isolated price spikes. When directional pressure is unclear or neutral, the script remains inactive. Momentum Exhaustion and Rotation Once directional pressure is established, the script monitors for loss of momentum. Exhaustion is identified when pressure fails to expand despite continued price movement. This decay often appears near the later stages of a directional move and signals increased probability of rotation rather than continuation. Price Acceptance and Confirmation The final stage requires price to confirm the rotation through candle behavior. No intrabar logic is used. • Buy confirmation requires either – a bullish candle close following downside pressure exhaustion – or a pinbar showing strong rejection of lower prices • Sell confirmation requires either – a bearish candle close following upside pressure exhaustion – or a pinbar showing strong rejection of higher prices A setup is only confirmed after the four hour candle has fully closed. Stop and Target Reference Plotting When a setup is confirmed, the script plots visual reference levels: • A stop reference beyond the exhaustion zone where the setup would be invalidated • A projected target reference calculated using a fixed 4R multiple relative to the stop distance These levels are provided for structural planning and consistency. They do not represent predictions or guarantees. Why the Four Hour Chart Is Required The pressure and exhaustion calculations are tuned to higher-timeframe behavior. On lower timeframes, momentum cycles occur too rapidly and lead to frequent false rotations. The four hour chart provides the balance required for meaningful pressure, decay, and acceptance to develop. Session Considerations The script is not intended for Asia session evaluation. Reduced liquidity during those hours can distort momentum behavior and reduce signal quality. Best evaluation occurs during or after London and New York participation. Chart Presentation Guidelines • Use the script on a clean chart • Avoid stacking other oscillators or momentum tools • If drawings are used, they should be limited to swing structure or key price levels All visual elements should support understanding of the script output. Important Notes This script analyzes historical price behavior to identify structural swing conditions. It does not predict future price movement or ensure outcomes. Users should test the tool, understand its confirmation rules, and apply independent risk management.
อินดิเคเตอร์ Pine Script®
โดย RB_T
Liquidity_Detection_Fx_Shepherd [ALLDYN]### Breakdown of the Basic "Fx_Shepherd_Liquidity" Script #### 1. **Purpose of the Script:** This basic version of the "Fx_Shepherd_Liquidity" script is designed to help traders detect potential liquidity grabs by analyzing price movements and candle patterns in the market. It works by identifying large price deviations and compares multiple candles to detect liquidity sweeps either to the upside or downside. #### 2. **How it Works:** - **User Inputs:** - `Maru_rate`: This is a user-defined percentage that helps determine how much the price movement of a candle needs to deviate from the candle's range (high - low) to be considered a liquidity grab. - `Compare`: Another percentage input used to compare the relative size of three candles versus one candle. - `MA`: This represents the "Big candle period," or the moving average period for big candles. - `urgent_rate`: This is used to determine urgency by comparing the current candle's range to an SMA of previous candles. - **Key Calculation Steps:** - **Candle Deviation (Up and Down):** - `Up` measures how much the current candle closes above its open (bullish deviation). - `Down` measures how much the current candle closes below its open (bearish deviation). - **Average Deviations:** - `UP_Sum` and `Do_Sum` calculate the SMA of Up and Down deviations, respectively, over the defined period (MA). These averages help detect when a candle deviates significantly from the norm. - **Urgency Detection:** - `Check_Up_Urgent` and `Check_Dow_Urgent` are conditions that check if the current candle’s high-low range exceeds the defined urgent rate. This signals whether the price movement is "urgent" or significant. - **Liquidity Detection:** - **For Upward Liquidity:** - The script checks if the candle is bullish (`close > open`) and whether the price deviation (`close - open`) meets or exceeds the user-defined `Maru_rate`. - The script then compares the size of the previous three candles (`high - low`) with a single candle (`Compare`) to confirm a liquidity grab. - Finally, it looks for continuous upward candle patterns to confirm the strength of the move. - **For Downward Liquidity:** - Similar logic applies, but for bearish candles. It checks whether the candle is bearish (`close < open`) and applies the same size comparisons to detect downward liquidity grabs. - **Candle Highlighting:** - If the conditions for a liquidity grab are met (both urgency and size), the script changes the bar color to green for upward liquidity and yellow for downward liquidity. These colored bars visually highlight the candles that meet the liquidity grab conditions. - The script also colors up to three consecutive candles if they meet the liquidity grab conditions (offset = -1, -2). #### 3. **Benefits of Using This Script:** - **Liquidity Grab Detection:** This script helps detect potential liquidity grabs, which occur when large players in the market push the price in a direction to trigger stop-losses or lure retail traders into a position before reversing the price direction. By detecting these movements, traders can avoid being trapped and potentially take advantage of the upcoming reversal. - **Simple & Lightweight:** The script uses basic inputs and calculations to detect liquidity grabs, making it easy to use and understand. It's less complex than the advanced version, which makes it suitable for traders who prefer simplicity or are new to liquidity grab detection. - **Visual Clarity:** The script uses color changes (green for upward grabs and yellow for downward grabs) to help traders easily spot potential liquidity grab areas on the chart. These visual cues make it more straightforward to interpret. #### 4. **When to Use This Basic Version:** - **Quick Liquidity Detection:** This script is ideal for traders who need a quick way to detect potential liquidity grabs without the complexity of managing dynamic parameters or volume confirmation. - **Simplified Trading Strategies:** If your trading strategy doesn’t rely heavily on volume or multi-timeframe liquidity grab adjustments, this script can work well for basic setups where price action is the primary indicator. - **Faster Execution:** Since this version doesn’t require dynamic adjustments or volume confirmation, it executes faster, making it suitable for traders who need lightweight tools to stay on top of fast-moving markets. ### Conclusion: The basic version of the **Fx_Shepherd_Liquidity** script offers a simplified tool for detecting potential liquidity grabs. Its straightforward design, adjustable Maru rate, and visual bar color changes make it easy to integrate into any trading strategy focused on price action. While it lacks the advanced features of the premium version, it serves as a solid, lightweight solution for traders who prefer simplicity over complexity.
อินดิเคเตอร์ Pine Script®
โดย alldyn_pip_king