Liquidity Hunt SwiftEdgeThe "Liquidity Hunt Dashboard By SwiftEdge" indicator is designed to assist traders in identifying potential liquidity zones by placing a dynamic target line based on swing points and weighted liquidity. It leverages technical analysis tools such as SMA (Simple Moving Average), pivot points, and volume to predict market movements and provides daily statistics on hits and success rate. The target line updates automatically when the price hits it, adapting to the market trend (up, down, or neutral). A dashboard displays the current price, target level, prediction, and trend, making it easy to make informed trading decisions.
Features:
Target Line: A yellow dashed line marks the next expected liquidity level (up to approximately 20 pips away on 1m).
Prediction: Displays "Up (Chasing Sell Liquidity)," "Down (Chasing Buy Liquidity)," or "Neutral" based on trend and liquidity.
Daily Statistics: Tracks hits and success rate, resetting daily.
Trend Indicator: Shows market direction ("Up," "Down," or "Neutral") in the dashboard.
Dynamic Updates: The line moves to a new target level when the price hits the current target.
Recommended Settings for 1-Minute Timeframe:
For Indices (e.g., S&P 500):
Lookback Period: 180 (3 hours to capture more stable swing points).
Max Distance (%): 0.015 (approximately 15 pips, suitable for indices).
Cooldown Period: 5 (stabilizes after hits).
Line Duration: 60 (displays the line for 1 hour).
For Crypto (e.g., BTC/USD):
Lookback Period: 120 (2 hours to capture short-term swing points).
Max Distance (%): 0.024 (approximately 20 pips, suitable for volatile crypto markets).
Cooldown Period: 5.
Line Duration: 60.
For Forex (e.g., EUR/USD):
Lookback Period: 180 (3 hours for greater data density in less volatile markets).
Max Distance (%): 0.012 (approximately 10-12 pips, suitable for forex).
Cooldown Period: 5.
Line Duration: 60.
Guide for Higher Timeframes:
This indicator can be adapted for higher timeframes (e.g., 5m, 15m, 1H) by adjusting the settings to account for larger price movements and slower market dynamics. Follow these steps:
Select Your Timeframe: Switch your chart to the desired timeframe (e.g., 5m, 15m, or 1H).
Adjust Lookback Period: Increase the "Lookback Period" to cover a longer historical period. For example:
5m: Set to 360 (equivalent to 6 hours).
15m: Set to 480 (equivalent to 8 hours).
1H: Set to 720 (equivalent to 12 hours).
Adjust Max Distance (%): Higher timeframes require larger targets to account for bigger price swings. For example:
5m: Increase to 0.05 (approximately 50 pips).
15m: Increase to 0.1 (approximately 100 pips).
1H: Increase to 0.2 (approximately 200 pips).
Adjust Cooldown Period: On higher timeframes, you may want a longer cooldown to avoid frequent updates. For example:
5m: Set to 10.
15m: Set to 15.
1H: Set to 20.
Adjust Line Duration: Extend the duration the line is displayed to match the timeframe. For example:
5m: Set to 120 (equivalent to 10 hours).
15m: Set to 240 (equivalent to 60 hours).
1H: Set to 480 (equivalent to 20 days).
Monitor the Dashboard: The dashboard will still show the target level, prediction, and trend, but the values will now reflect the larger timeframe's dynamics.
Usage Instructions:
Set your chart to a 1-minute timeframe (or follow the higher timeframe guide).
Adjust the settings based on the market and timeframe (see recommendations above).
Monitor the dashboard for the current price, target level, and prediction.
Use the yellow line as a potential entry or exit level, and adjust your strategy based on the trend and statistics.
Notes:
This indicator is intended solely for educational and analytical purposes and should not be considered financial advice.
Test the indicator on a demo account before using it with real funds.
The indicator complies with TradingView guidelines by not providing trading advice, automated trading signals, or guarantees of profit.
Wyszukaj w skryptach "liquidity"
Liquidity Lines 2.0Liquidity Lines Indicator Description:
This indicator detects points of liquidity based on reversals in price action. It simulates simple moving average (SMA) candles and identifies when raw price candles engulf either the low of a bullish SMA candle or the high of a bearish SMA candle. The liquidity point is then placed at the high of the bearish SMA candle or the low of the bullish SMA candle. These levels often correspond to areas where many traders place stop-loss orders and can provide insight into where “smart money” might be hunting liquidity.
Features and Alerts:
Liquidity Lines automatically track upper and lower liquidity levels and plot them as customizable horizontal lines on the chart. Users can adjust line length, color, width, and style, and choose whether lines extend to the right. The indicator also detects when these liquidity levels are “swept” by price and triggers alerts in real time, allowing traders to be notified of potential stop-loss hunts or key market reactions as they happen. This makes it easy to monitor critical liquidity zones without constantly watching the chart.
How to Use Strategically:
Traders can use these liquidity points to anticipate potential price reactions. For example, if price approaches a lower liquidity line from above, it may act as support or a zone where stop orders are being triggered. Conversely, an upper liquidity line may act as resistance or a trigger zone for stops above the market. Combining these levels with your existing market structure, trend analysis, or confirmation signals can help identify high-probability entries, exits, and areas where smart money activity may occur.
Liquidity Sweep DetectorThe Liquidity Sweep Detector represents a technical analysis tool specifically designed to identify market microstructure patterns typically associated with institutional trading activity. According to Harris (2003), institutional traders frequently employ tactics where they momentarily break through price levels to trigger stop orders before redirecting the market in the opposite direction. This phenomenon, commonly referred to as "stop hunting" or "liquidity sweeping," constitutes a significant aspect of institutional order flow analysis (Osler, 2003). The current implementation provides retail traders with a means to identify these patterns, potentially aligning their trading decisions with institutional movements rather than becoming victims of such strategies.
Osler's (2003) research documents how stop-loss orders tend to cluster around significant price levels, creating concentrations of liquidity. Taylor (2005) argues that sophisticated institutional participants systematically exploit these liquidity clusters by inducing price movements that trigger these orders, subsequently profiting from the ensuing price reaction. The algorithmic detection of such patterns involves several key processes. First, the indicator identifies swing points—local maxima and minima—through comparison with historical price data within a definable lookback period. These swing points correspond to what Bulkowski (2011) describes as "significant pivot points" that frequently serve as liquidity zones where stop orders accumulate.
The core detection algorithm utilizes a multi-stage process to identify potential sweeps. For high sweeps, it monitors when price exceeds a previous swing high by a specified threshold percentage, followed by a bearish candle that closes below the original swing high level. Conversely, for low sweeps, it detects when price drops below a previous swing low by the threshold percentage, followed by a bullish candle closing above the original swing low. As noted by Lo and MacKinlay (2011), these price patterns often emerge when large institutional players attempt to capture liquidity before initiating significant directional moves.
The indicator maintains historical arrays of detected sweep events with their corresponding timestamps, enabling temporal analysis of market behavior following such events. Visual elements include horizontal lines marking sweep levels, background color highlighting for sweep events, and an information table displaying active sweeps with their corresponding price levels and elapsed time since detection. This visualization approach allows traders to quickly identify potential institutional activity without requiring complex interpretation of raw price data.
Parameter customization includes adjustable lookback periods for swing point identification, sweep threshold percentages for signal sensitivity, and display duration settings. These parameters allow traders to adapt the indicator to various market conditions and timeframes, as markets demonstrate different liquidity characteristics across instruments and periods (Madhavan, 2000).
Empirical studies by Easley et al. (2012) suggest that retail traders who successfully identify and act upon institutional liquidity sweeps may achieve superior risk-adjusted returns compared to conventional technical analysis approaches. However, as cautioned by Chordia et al. (2008), such patterns should be considered within broader market context rather than in isolation, as their predictive value varies significantly with overall market volatility and liquidity conditions.
References:
Bulkowski, T. (2011). Encyclopedia of Chart Patterns (2nd ed.). John Wiley & Sons.
Chordia, T., Roll, R., & Subrahmanyam, A. (2008). Liquidity and market efficiency. Journal of Financial Economics, 87(2), 249-268.
Easley, D., López de Prado, M., & O'Hara, M. (2012). Flow Toxicity and Liquidity in a High-frequency World. The Review of Financial Studies, 25(5), 1457-1493.
Harris, L. (2003). Trading and Exchanges: Market Microstructure for Practitioners. Oxford University Press.
Lo, A. W., & MacKinlay, A. C. (2011). A Non-Random Walk Down Wall Street. Princeton University Press.
Madhavan, A. (2000). Market microstructure: A survey. Journal of Financial Markets, 3(3), 205-258.
Osler, C. L. (2003). Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. Journal of Finance, 58(5), 1791-1820.
Taylor, M. P. (2005). Official Foreign Exchange Intervention as a Coordinating Signal in the Dollar-Yen Market. Pacific Economic Review, 10(1), 73-82.
Liquidity Analysis with Volume, ATR, and Chaikin Oscillator
Script Name: Liquidity Analysis with Volume, ATR, and Chaikin Oscillator
Description: This script analyzes market liquidity using three key indicators: Volume, ATR (Average True Range), and the Chaikin Oscillator. Based on the combination of these indicators, the script identifies three market conditions and visually highlights them with background colors:
High Liquidity Uptrend (Green Background):
Occurs when volume is high, ATR is above the threshold, and the Chaikin Oscillator is positive. This indicates strong liquidity with an upward trend in the market.
Alert: "High Liquidity Uptrend detected."
High Liquidity Downtrend (Red Background):
Occurs when volume is high, ATR is above the threshold, and the Chaikin Oscillator is negative. This signals strong liquidity but with a downward market trend.
Alert: "High Liquidity Downtrend detected."
Low Liquidity Stagnant Market (Yellow Background):
Occurs when volume is low, and ATR is below the threshold. This suggests a market with low liquidity and minimal price movement, indicating a range or stagnant phase.
Alert: "Low Liquidity Stagnant market detected."
Input Settings Panel:
Volume Threshold: This value sets the minimum volume required to determine high liquidity. If the volume is above this value, it is considered "high volume."
ATR Length: Defines the number of periods used to calculate ATR. The higher the value, the more smoothed the ATR calculation.
ATR Threshold: This sets the minimum ATR value required to signal a market with significant volatility. If ATR is above this value, the market is considered to have high volatility.
These settings allow you to fine-tune the script based on the characteristics of the asset being analyzed.
スクリプト名: 出来高、ATR、チャイキンオシレーターを用いた流動性分析
説明: このスクリプトは、出来高、ATR（平均真値幅）、およびチャイキンオシレーターという3つの主要な指標を用いて市場の流動性を分析します。これらの指標の組み合わせに基づいて、3つの市場状況を特定し、背景色で視覚的にハイライトします。
流動性が高い上昇相場（背景色：緑）:
出来高が高く、ATRがしきい値を超え、チャイキンオシレーターがプラスの場合に発生します。これは、強い流動性と市場の上昇トレンドを示します。
アラート: 「高流動性の上昇トレンドが検出されました。」
流動性が高い下降相場（背景色：赤）:
出来高が高く、ATRがしきい値を超え、チャイキンオシレーターがマイナスの場合に発生します。これは、強い流動性を伴う下降トレンドを示します。
アラート: 「高流動性の下降トレンドが検出されました。」
流動性が低い停滞相場（背景色：黄色）:
出来高が低く、ATRがしきい値以下の場合に発生します。これは流動性が低く、価格変動が少ない、レンジまたは停滞フェーズを示しています。
アラート: 「低流動性の停滞相場が検出されました。」
設定パネルの入力項目:
出来高のしきい値: 高流動性を判定するために必要な最小の出来高を設定します。この値を超える場合、「高出来高」と見なされます。
ATRの期間: ATRを計算する際に使用される期間数を定義します。値が大きいほど、ATRの計算が滑らかになります。
ATRのしきい値: しきい値を超えた場合に市場に大きなボラティリティがあると判断します。この値を上回るATRであれば、ボラティリティが高いと見なされます。
これらの設定により、分析対象の資産の特性に応じてスクリプトを調整できます。
Liquidity Hour by Ibramiho v2Liquidity Hour by Ibramiho (Version 2) - Identify High-Potential Reversal Zones
Understanding the pre-New York session hour is crucial for institutional traders. This period is often characterized by increased liquidity and price volatility as major financial players prepare for the upcoming trading day. The Liquidity Hour indicator capitalizes on this phenomenon, automatically pinpointing the candle (by default, in orange) immediately before the New York session opens.
Why Focus on This Candle?
Liquidity Magnet: Institutional traders often use this hour to establish or adjust positions, creating pockets of liquidity.
Breakout and Retracement Potential: The indicator helps you spot potential areas where price might retrace after a breakout, offering high-probability trading opportunities.
Visual Clarity: The highlighted candle acts as a visual anchor, making it easy to identify these key levels on your chart.
How It Works
1. Automatic Detection: The indicator intelligently detects the pre-New York session candle, regardless of your chart's timeframe.
2. Colour Coding: The candle is highlighted in orange (customizable), instantly drawing your attention.
3. Trade Insights: Watch for price breakouts above or below the highlighted candle. When price retraces back to this level, it signals a potential entry or exit point.
Key Features
Customizable Colour: Change the highlight colour to suit your chart preferences.
Working Timeframes: Works on timeframes, from minutes up to 2 hours timeframe.
Versatile Trading: Suitable for both intraday and swing trading strategies.
Unlock the Power of Institutional Liquidity
Don't miss out on the opportunities that arise in the hour before the New York session. With the Liquidity Hour indicator, you'll gain a valuable edge by identifying key levels where price action is most likely to reverse.
Liquidity Zones (JTS)Title: Liquidity Zones (JTS)
Description:
This script marks out key liquidity zones using pivot highs and lows. It includes:
Buy-Side Liquidity (Highs): Shown in red lines
Sell-Side Liquidity (Lows): Shown in green lines
Sweep Protection: Zones will only be removed after a defined number of bars AND a true sweep beyond the level
Toggle Controls: Enable/disable highs or lows individually
Adjustable Settings: Pivot length, sweep delay, max lines, and colors
Perfect for traders looking to track untapped or recently swept liquidity.
Created by JTS
For educational and strategic use
Liquidity Depth [Pro+]Description:
Liquidity Depth Pro+ is a trading tool with a remarkable adaptability and perfectly aligned with the intricate demands of the futures, forex, and bond markets. This indicator is based on a concept taught by the Inner Circle Trader (ICT), who explains that institutions tend to dig deeper into Liquidity Pools above highs and below lows. Specifically, ICT mentions how in Forex these Liquidity Depths are classically manifested as 10-20-30 pips respectively.
This tool allows the Analyst to adapt this concept based on their understanding of price. It delves into the essence of institutional trading, exposing deeper liquidity depth pursued by institutional giants and astute bank traders that lay further than the mere extremities of price.
CME_MINI:NQ1! Example (Tuesday):
Price raids Monday's low
Price raids Friday's low
Price digs deeper into one of Friday's Deep Liquidity Pools
Low of the Day Reversal
Note: the Depths used in this example are 30-60-90 points.
Key Features:
Versatility Across Assets: Liquidity Depth Pro+ is finely tailored for futures, forex, and bond markets, making it an all-encompassing solution suitable for a broad range of financial instruments.
Timeframe Customization: Liquidity Depth Pro+ allows users to decide Timeframe Liquidity empowering the analyst with flexibility.
Historical Pools: Choose up to the last 20 highs and lows to mark liquidity pools from the User Selected Timeframe.
Universal Trading Style: Regardless of your trading approach, be it trend-following or reversal models, this indicator embraces all styles. It offers a holistic perspective to navigating liquidity zones above highs and below lows of the chosen Timeframe.
Visual Precision: This indicator visualizes the liquidity depth with a customizable style, allowing the analyst to frame the position of deeper liquidity pools above highs and below lows.
Liquidity Table: Keep track of liquidity levels and unlock faster decision making by taking advantage of the visual Liquidity Table cues.
Adaptive Table Colors: When price is above your desired liquidity pool high, the table will match the liquidity high color to indicate a current liquidity raid or deeper pool being attacked. Vice versa, when price is below your desired liquidity pool low, the table will match the liquidity low color.
Real-Time Alerts: Save Time with live alerts that provide valuable insights into potential opportunities and liquidity purges at your desired liquidity levels.
Other Features:
Choose the Depth Type ("Auto", "Value", "Ticks", "Pips"). The “Auto” feature will select the best unit of measurement for the depths based on the current market on chart.
Choose to show up to Three Liquidity Depths.
Customize the Liquidity Line Style.
Customize the Liquidity Line Color.
Customize the Liquidity Line Width.
Customize Table Size and Location
Usage Guidance:
Add Liquidity Depth to your Tradingview chart.
Customize your desired Timeframe and Liquidity Depths to align with your personal preference.
Observe where the Liquidity Lines manifest above and below your chosen Timeframe’s highs and lows respectively, once they are raided.
Leverage this invaluable information to frame the narrative, whether you opt to pursue liquidity or capitalize on post-purge reversals.
These tools are available ONLY on the TradingView platform.
Terms and Conditions
Our charting tools are products provided for informational and educational purposes only and do not constitute financial, investment, or trading advice. Our charting tools are not designed to predict market movements or provide specific recommendations. Users should be aware that past performance is not indicative of future results and should not be relied upon for making financial decisions. By using our charting tools, the purchaser agrees that the seller and the creator are not responsible for any decisions made based on the information provided by these charting tools. The purchaser assumes full responsibility and liability for any actions taken and the consequences thereof, including any loss of money or investments that may occur as a result of using these products. Hence, by purchasing these charting tools, the customer accepts and acknowledges that the seller and the creator are not liable nor responsible for any unwanted outcome that arises from the development, the sale, or the use of these products.
Finally, the purchaser indemnifies the seller from any and all liability. If the purchaser was invited through the Friends and Family Program, they acknowledge that the provided discount code only applies to the first initial purchase of the Toodegrees Premium Suite subscription. The purchaser is therefore responsible for cancelling – or requesting to cancel – their subscription in the event that they do not wish to continue using the product at full retail price. If the purchaser no longer wishes to use the products, they must unsubscribe from the membership service, if applicable. We hold no reimbursement, refund, or chargeback policy. Once these Terms and Conditions are accepted by the Customer, before purchase, no reimbursements, refunds or chargebacks will be provided under any circumstances.
By continuing to use these charting tools, the user acknowledges and agrees to the Terms and Conditions outlined in this legal disclaimer.
Liquidity Hunt IndicatorThis indicator automatically detects liquidity pools formed by swing highs and lows using fractal logic. It draws potential buy-side and sell-side liquidity levels (top/bottom lines) and dynamically updates them as price evolves.
White lines = pending liquidity levels (untested).
Red lines = liquidity taken from above (buy-side liquidity sweep).
Green lines = liquidity taken from below (sell-side liquidity sweep).
Alerts trigger when price breaks a liquidity line.
This tool helps traders track where liquidity might be resting and visualize when price sweeps it — useful for smart money concepts (SMC), ICT-style trading, and liquidity-based strategies.
Liquidity On TimeIn ICT, liquidity means pools of orders resting in the market.
These are usually stop-losses or pending orders from retail traders.
Liquidity on time combines liquidity with the time-of-day element.
ICT teaches that markets deliver liquidity at specific trading sessions.
Main sessions: London Open (2–5 AM EST) and New York Open (7–10 AM EST).
These times concentrate order flow, creating high-probability moves.
Smart Money hunts liquidity at those hours, not randomly.
Example: During London Open, stops above Asian range = liquidity target.
New York session often sweeps London highs/lows before real move.
Thus, timing tells us when liquidity will likely be attacked.
"Liquidity on time" = confluence of where liquidity sits and when it’s taken.
It explains why moves often happen at precise clock times, not anytime.
Traders use it to avoid chasing price outside killzones.
ICT emphasizes “time & price” must agree for valid setups.
Price alone is incomplete; time confirms when Smart Money acts.
This prevents overtrading in quiet hours.
Example setup: Liquidity sweep at 9:30 AM NYSE open → entry trigger.
Liquidity on time also explains engineered stops runs before news.
The concept ties into Killzones, FVGs, and SMT divergence.
In short, Liquidity on Time = knowing WHEN liquidity will be raided.
Liquidity and S&R Zones╔══════════════════════════════════════════════════════════════════════╗
║ Description ║
╚══════════════════════════════════════════════════════════════════════╝
This indicator identifies liquidity zones and support/resistance (S&R) levels
using pivot points and volume analysis. Liquidity zones highlight areas of high
trading activity, while S&R levels mark key price levels where price may reverse
or break. Breakouts are confirmed with a volume oscillator and visualized with
shapes. Alerts are provided for significant S&R breakouts.
╔══════════════════════════════════════════════════════════════════════╗
║ User Guide ║
╚══════════════════════════════════════════════════════════════════════╝
#### Overview
This indicator detects liquidity zones and support/resistance (S&R) levels
using pivot points and volume analysis. Liquidity zones highlight areas of
high trading activity, often targeted by institutional traders. S&R levels
indicate key price levels where price may reverse or break, with breakouts
confirmed by a volume oscillator. The indicator is designed for traders
seeking to trade breakouts or reversals at critical levels.
#### Features
- **Liquidity Zones**: Identifies pivot highs/lows with high-volume confirmation.
- **Support/Resistance Levels**: Plots dynamic S&R lines based on pivot points.
- **Breakout Signals**: Displays shapes for price crossing S&R levels with volume confirmation.
- **Volume Oscillator**: Uses short/long EMA difference to confirm breakouts.
- **Alerts**: Notifies users of support/resistance breakouts.
#### Input Parameters
- **Liquidity Settings**:
- *Liquidity Lookback Period*: Bars for average volume (default: 50).
- *Liquidity Volume Threshold Multiplier*: Volume multiplier for liquidity zones (default: 1.5).
- *Liquidity Pivot Lookback*: Bars for pivot detection (default: 5).
- **S&R Settings**:
- *Show Breaks*: Toggle breakout shapes (default: true).
- *Left/Right Bars*: Bars for S&R pivot detection (default: 15).
- *S&R Volume Threshold*: Minimum oscillator value for breakouts (default: 20).
- **Style Settings**: Predefined colors for liquidity and S&R visualization.
#### Usage
1. Apply the indicator to a chart (e.g., 1H, 4H, or D timeframes recommended).
2. Adjust input parameters to suit the instrument and timeframe:
- Increase `liqLookback` for smoother volume averages on lower timeframes.
- Adjust `leftBars` and `rightBars` for more/less sensitive S&R levels.
- Set `srVolumeThresh` based on typical oscillator values (plot `osc` to calibrate).
3. Monitor liquidity zones (red/green/yellow crosses) and S&R lines (red/green).
4. Watch for breakout signals (shapes) when price crosses S&R levels with volume confirmation.
5. Set up alerts for "Support Broken" or "Resistance Broken" to receive notifications.
#### Recommended Settings
- **Timeframes**: 1H, 4H, or D for reliable signals.
- **Instruments**: Assets with good volume (e.g., crypto, forex, indices).
- **Liquidity**: Increase `liqVolumeThreshold` (e.g., 2.0) for stricter zones.
- **S&R**: Use `leftBars = rightBars = 10` for faster markets.
#### Cautions
- Ensure sufficient chart history for pivot and volume calculations.
- High `liqLookback` or `leftBars` may delay signals on lower timeframes.
- Volume oscillator requires accurate volume data; test on reliable instruments.
- Backtest breakout signals, as false breakouts can occur in choppy markets.
#### Customization Ideas
- Add Fibonacci levels to complement S&R zones.
- Integrate with trend indicators (e.g., EMA) to filter breakouts.
- Visualize volume oscillator as a histogram for calibration.
- Extend liquidity zones with boxes to highlight price ranges.
#### Notes
- Combine with other analysis for a complete trading system.
- Test thoroughly in a demo account before live trading.
- Contact the author for support or feature requests.
Happy trading, and may your trades align with the market’s key levels! 🚀
Liquidity Sweep with EMAThis Pine Script indicator helps traders identify potential market reversals based on liquidity sweeps, where the price moves through the previous candle's low or high and then closes above or below the previous candle's wick. These are often seen as significant market moves or liquidity grabs before a potential reversal or continuation.
The indicator is also equipped with an EMA (Exponential Moving Average) as an optional visual aid to give traders a sense of the prevailing trend, though it is not used as part of the signal generation logic.
Key Features:
Liquidity Sweep Detection:
Bullish Sweep: Triggered when the current candle sweeps below the low of the previous candle and then closes above the high of the previous candle. This indicates a potential market reversal to the upside after the liquidity sweep.
Bearish Sweep: Triggered when the current candle sweeps above the high of the previous candle and then closes below the low of the previous candle. This indicates a potential market reversal to the downside after the liquidity sweep.
EMA:
The EMA (50) is plotted on the chart for visual trend guidance. While it is not used to confirm the signals, it can help traders see if the market is in a general uptrend or downtrend.
Signal Presentation:
Buy Signal: The indicator will plot a green upward arrow below the candle when a bullish liquidity sweep is detected.
Sell Signal: The indicator will plot a red downward arrow above the candle when a bearish liquidity sweep is detected.
Timeframe Filter:
The indicator only generates signals on the following timeframes: 30-minute, 1-hour, 4-hour, and Daily. This helps to ensure the sweeps are significant and likely to result in meaningful price moves.
Alerts:
Alerts can be set up for both bullish and bearish sweep signals, so traders can be notified when these events occur.
Customizable:
EMA Length: The length of the Exponential Moving Average (EMA) can be adjusted. By default, it is set to 50, but you can modify this to fit your trading strategy.
Show EMA Option: You can toggle whether or not to display the EMA line on the chart.
How It Works:
The indicator looks for price action patterns where the current candle sweeps through the high or low of the previous candle and closes beyond the previous wick.
These patterns are often seen as potential traps, where the price initially moves in one direction (sweeping the liquidity) and then quickly reverses, making them important for traders who want to catch reversals or breakouts after a liquidity sweep.
The EMA (50) gives a general trend direction but doesn't directly affect the trade signals. It serves as a visual reference for trend analysis.
Potential Use Cases:
Reversal Trading: Traders can use this indicator to catch reversals after a liquidity sweep. The green upward arrows may indicate a bullish reversal, while the red downward arrows may indicate a bearish reversal.
Trend Trading: The EMA can help traders gauge the overall market trend. If the price is above the EMA, the market may be in an uptrend, and traders may focus on bullish sweeps. Conversely, if the price is below the EMA, the market may be in a downtrend, and traders may focus on bearish sweeps.
Confirmation with Other Indicators: Although the EMA is not used to confirm signals in this script, it can be combined with other indicators (like RSI, Volume, or MACD) to enhance the accuracy of your trades.
Final Thoughts:
This script is designed to identify liquidity sweeps and price reversals based on price action alone, without relying on complex indicators. The optional EMA serves as a helpful tool for understanding the overall market trend. It’s ideal for traders looking to spot potential reversal points after significant price sweeps and is suitable for multiple timeframes (30m, 1h, 4h, Daily).
You can use this description to help potential users understand the functionality of your indicator when publishing it on TradingView or selling it as an invite-only script. Let me know if you need any adjustments or further details!
Liquidity Zones [ActiveQuants]The Liquidity Zones indicator detects price areas where high trading volume coincides with below-average volatility , critical zones where large players often accumulate or distribute positions. Ideal for spotting potential reversal points and strategic liquidity pools.
Core Detection Formula
Liquidity Zone = (Volume > SMA(Volume, Length) × Multiplier) AND (Short-Term Volatility < 0.5 × Average Volatility)
Volume Surge Detection
Compares current volume to its SMA (user-defined length).
Multiplies threshold with " Volume Threshold Multiplier " parameter.
Volatility Contraction Filter
Calculates 5-bar volatility (standard deviation of closes).
Compares to average volatility over " Price Std. Dev. Length " period.
Requires short-term volatility < 50% of average.
█ KEY FEATURES
Merging Consecutive Zones
If the " Merge Consecutive Zones " option is enabled, the indicator will:
Calculate the number of consecutive bars that meet the liquidity zone criteria.
Sum the volume of these consecutive bars.
Display only the most recent label for the merged zone (previous labels in the sequence are removed).
Displays volume in either
Raw units (" Units ").
Dollar-equivalent (" Currency Value ") using closing price.
Alerts
An alert condition is built into the script. Traders can selectively enable alerts via TradingView’s alert system. Whenever a liquidity zone is detected, an alert is triggered with the message: " High-volume and low-volatility zone detected! ".
█ USER INPUTS
- Liquidity Zones Color
Sets the background color for liquidity zones.
Default: Orange (with 70 transparency).
- Volume SMA Length
Determines the number of bars over which the volume simple moving average is calculated.
Default: 20 bars.
- Volume Threshold Multiplier
Multiplies the volume SMA to establish a threshold. A bar’s volume must exceed this product to be considered high volume.
Default: 2.0.
- Price Std. Dev. Length
The period used to calculate the standard deviation of the closing prices. This is the basis for measuring average volatility.
Default: 14 bars.
- Zone Volume
A toggle to display a label with the volume value on liquidity zones.
Allows you to choose how the volume is displayed: Units (shows raw volume) or Currency Value (multiplies volume by the current closing price).
Allows you to choose the font size of the volume label.
- Merge Consecutive Zones
When enabled, volumes from consecutive liquidity zones are summed into a single total, and only the most recent label is displayed (previous labels in the sequence are removed).
Default: Enabled.
- Show Last
Specifies the number of bars back that the indicator will evaluate and plot liquidity zones.
Default: 500 bars.
- Timeframe
Analysis period.
Default: Chart.
█ CONCLUSION
The Liquidity Zones indicator is a powerful tool for traders seeking to identify key areas on the chart where liquidity is concentrated, characterized by high volume and low volatility . With customizable settings for volume analysis and volatility measurement , this indicator can be integrated into a wide range of trading strategies. It not only highlights these zones visually but also provides volume data labels and alerts for timely decision-making.
█ IMPORTANT NOTES
⚠ Volume and Volatility Settings: Adjust the Volume SMA Length , Volume Threshold Multiplier , and Price Std. Dev. Length to suit the typical trading volume and volatility of the asset you are analyzing.
⚠ Confirmed Bars Only: Signals are generated only on confirmed bars. This minimizes false signals due to intra-bar noise and also prevents indicator repainting .
⚠ Risk Management: Liquidity zones may signal areas of potential accumulation or distribution, but they should be used in conjunction with other technical analysis tools (e.g., support/resistance levels, trendlines, or momentum indicators). Trading involves risk, and it is recommended to combine this indicator with proper risk management techniques.
█ RISK DISCLAIMER
Trading involves substantial risk of loss. Liquidity zones indicate potential interest areas but don't guarantee price reactions. Always confirm with additional analysis and proper risk management. Past performance is not indicative of future results.
📈 Happy trading! 🚀
Liquidity Engulfing & Displacement [MsF]Japanese below / 日本語説明は英文の後にあります。
-------------------------
*This indicator is based on upslidedown's "Liquidity Engulfing Candles ". It's a very cool indicator. thank you.
It has 2 functions: show the Liquidity Engulfing on HTF and candle color change when displacement occurs.
=== Function description ===
1. Liquidity Engulfing on HTF
This indicator gives Liquidity Engulfing signals not only for the current candle, but also for H4 and H1 on HTF.
You can use that a bullish engulfing on H1 is a BOS on m5 and on H4 is a BOS on m15. It uses the theory of stop hunt from ICT.
Also, It's possible to fire alert.
2. Displacement
Change the color display of the candlesticks when a bullish candleStick or bearish candleStick is attached. Furthermore, by enabling the "Require FVG" option, you can easily discover the FVG (Fair Value Gap). It is a very useful function for ICT trading.
When H1 candle takes liquidity from one side and moves with an explosive move to the other side of the previous candle (displacement), it creates break of market structure on M5. Entry on discount FVG or OTE with stop loss at or below the stop hunt wick.
=== Parameter description ===
- Liquidity engulfing candles(LEC) SETTING
- Show H1 LEC … Whether to show LEC for H1
- Show H4 LEC … Whether to show LEC for H4
- Show Current LEC … Whether to show LEC for current timeframe
- Apply Stop Hunt Wick Filter … Require candle wick into prior candle retracement zone
- Apply Close Filter … Require LL/HH on candle in order to print a valid engulfing signal
- DISPLACEMENT SETTING
- Require FVG … Draw only when FVG occurs
- Displacement Type … Displacement from open to close? or from high to low?
- Displacement Length … Period over which to calculate the standard deviation
- Displacement Strength … The larger the number, the stronger the displacement detected
-------------------------
2つの機能があります: 上位足のLiquidity engulfing（流動性獲得）を表示することと、大きな変位が発生したときにローソク足の色を変更することです。
=== 機能説明 ===
1. 上位足のLiquidity engulfing
このインジケーターは、現在のローソク足だけでなく、上位足の H4 および H1 に対してもLiquidity engulfingシグナルを提供します。
H1はm5、H4はm15での使用を推奨します。これはICTのストップハント理論を活用しています。また、アラートを発することも可能です。
2. 変位（DISPLACEMENT）
大きな陽線、陰線を付けた場合に、そのローソク足をカラー表示を変更します。
さらに"Require FVG"オプションを有効にすることで、FVG（Fair Value Gap）を容易に発見することができます。ICTトレードにを行うにあたり大変有用な機能となっています。
=== パラメータの説明 ===
- Liquidity engulfing candles(LEC) SETTING
- Show H1 LEC … H1のLECを表示するかどうか
- Show H4 LEC … H4のLECを表示するかどうか
- Show Current LEC … 現在の期間の LEC を表示するかどうか
- Apply Stop Hunt Wick Filter … ハラミ足、もしくは包み足になっている場合のみに検知させる
- Apply Close Filter … １つ前のローソクよりも終値で超えていた場合のみに検知させる
- DISPLACEMENT SETTING
- Require FVG … FVG発生時のみ描画する
- Displacement Type … openからcloseまでの変位か？highからlowまでの変位か？
- Displacement Length … 標準偏差を計算する期間
- Displacement Strength … 変位の強さ（数字が大きいほど強い変位を検出）
Liquidity ROC Z-Score (Composite) — kWhDealer_Developed by @kWhDealer_, this indicator tracks the rate-of-change and standard-deviation momentum of U.S. system liquidity by combining key Federal Reserve and Treasury data:
Composite Liquidity
=
WALCL
−
WTREGEN
−
RRPONTSYD
+
MTSDS133FMS
Composite Liquidity=WALCL−WTREGEN−RRPONTSYD+MTSDS133FMS
It measures the flow of liquidity available to markets—integrating monetary policy (Fed balance sheet, reverse repo, TGA) with fiscal policy (Treasury deficit spending).
The script converts this composite into a Rate-of-Change (ROC) oscillator and expresses it as a Z-Score, with ±1 σ / ±2 σ bands to highlight over- and under-injection regimes.
Z > +1 σ → expanding liquidity → risk-on bias
Z < –1 σ → contracting liquidity → risk-off bias
Crosses of 0 often precede equity index inflections by ~1–2 months
This oscillator serves as a leading macro gauge for shifts in liquidity-driven risk appetite across equities, credit, and crypto.
Liquidity Sweep ReversalOverview
The Liquidity Sweep Reversal indicator is a sophisticated intraday trading tool designed to identify high-probability reversal opportunities after liquidity sweeps occur at key market levels. Based on Smart Money Concepts (SMC) and Institutional Order Flow analysis, this indicator helps traders catch market reversals when stop-loss clusters are hunted.
Key Features
🎯 Multi-Level Liquidity Analysis
Previous Day High/Low (PDH/PDL) detection
Previous Week High/Low (PWH/PWL) tracking
Session highs/lows for Asian, London, and New York markets
Real-time level validation and usage tracking
⚡ Advanced Signal Generation
CISD (Change In State of Delivery) detection algorithm
Engulfing pattern recognition at key levels
Liquidity sweep confirmation system
Directional bias filtering to avoid false signals
⏰ Kill Zone Integration
Pre-configured optimal trading windows
Asian Kill Zone (20:00-00:00 EST)
London Kill Zone (02:00-05:00 EST)
New York AM/PM Kill Zones (08:30-11:00 & 13:30-16:00 EST)
Optional kill zone-only trading mode
🛠 Customization Options
Multiple timezone support (NY, London, Tokyo, Shanghai, UTC)
Flexible HTF (Higher Time Frame) selection
Adjustable signal sensitivity
Visual customization for all levels and signals
Hide historical signals option for cleaner charts
How It Works
The indicator continuously monitors price action around key liquidity levels
When price sweeps liquidity (stop-loss hunting), it marks potential reversal zones
Confirmation signals are generated through CISD or engulfing patterns
Trade signals appear as arrows with color-coded candles for easy identification
Best Suited For
Intraday traders focusing on 1m to 15m timeframes
Smart Money Concepts (SMC) practitioners
Scalpers looking for high-probability reversal entries
Traders who understand liquidity and market structure
Usage Tips
Works best on liquid forex pairs and major indices
Combine with volume analysis for stronger confirmation
Use proper risk management - not all signals will be winners
Monitor higher timeframe bias for better accuracy
==============================================
日内流动性掠夺反向开单指标
指标简介
这是一款基于Smart Money概念（SMC）开发的高级日内交易指标，专门用于识别市场在关键价格水平扫除流动性后的反转机会。通过分析机构订单流和流动性分布，帮助交易者精准捕捉止损扫单后的市场反转点。
核心功能
多维度流动性分析
前日高低点（PDH/PDL）自动标记
前周高低点（PWH/PWL）动态跟踪
亚洲、伦敦、纽约三大交易时段高低点识别
关键位使用状态实时监控，避免重复信号
智能信号系统
CISD（Change In State of Delivery）算法检测
关键位吞没形态识别
流动性扫除确认机制
方向过滤系统，大幅降低虚假信号
黄金交易时段
内置Kill Zone时间窗口
支持亚洲、伦敦、纽约AM/PM四个黄金时段
可选择仅在Kill Zone内交易
时区智能切换，全球交易者适用
个性化设置
支持多时区切换（纽约/伦敦/东京/上海/UTC）
HTF周期自动适配或手动选择
信号灵敏度可调
所有图表元素均可自定义样式
历史信号隐藏功能，保持图表整洁
适用人群
日内短线交易者（1分钟-15分钟）
SMC交易体系践行者
追求高胜率反转入场的投机者
理解流动性和市场结构的专业交易者
使用建议
推荐用于主流加密货币、外汇对和股指期货
配合成交量分析效果更佳
严格止损，理性对待每个信号
关注更高时间框架的趋势方向
风险提示： 任何技术指标都不能保证100%准确，请结合自己的交易系统和风险管理使用。
Liquidity Reversal Pro📌 Liquidity Reversal Pro
Liquidity Reversal Pro is a session-based trading tool designed to help traders identify institutional reversal zones and high-probability entry signals during major market sessions (Asia, London, New York).
🔑 Key Features:
Session Highlights:
Shades the background for Asia, London, and New York sessions, helping you visually separate the market phases.
Session High/Low Tracker:
Automatically marks session highs and lows with dotted lines, making it easy to spot liquidity pools and breakout/reversal areas.
Buy & Sell Arrows:
Plots BUY arrows (green) when bullish engulfing signals appear during the London session.
Plots SELL arrows (red) when bearish engulfing signals appear during the New York session.
Configurable Visuals:
Turn arrows on/off, adjust their size, and control visual offset for clarity.
📈 How to Use:
Asia Session (Accumulation)
The Asia range is marked with orange background + dotted lines.
This often acts as the consolidation/accumulation range before London volatility.
London Session (Expansion)
Blue shaded background.
A green BUY arrow appears if a bullish engulfing breakout forms above Asia range highs.
This suggests liquidity grab below lows, followed by upward expansion.
New York Session (Reversal/Continuation)
Green shaded background.
A red SELL arrow appears if bearish engulfing forms, often signaling NY reversals after London move.
Trading Plan (example use case):
Wait for Asia range to form (orange zone).
Look for breakouts or liquidity sweeps during London (blue).
Confirm with BUY/SELL arrows as extra confluence.
Manage trades into NY session (green), where reversals or continuations often occur.
⚠️ Notes:
This is not financial advice. Always combine with your own price action, risk management, and higher-timeframe bias.
Arrows are entry signals, not guarantees. They should be used as confirmation tools alongside liquidity concepts.
Liquidity LinesLiquidity Lines Indicator
This advanced TradingView indicator identifies key liquidity zones on your price chart by detecting bullish and bearish engulfing candles, which often signify areas where liquidity accumulates. It helps traders visually spot potential support and resistance levels created by market participants’ stop-loss orders or pending orders.
Key Features :
-Aggregated Bars Option : Smooth out price data by grouping bars together, enabling clearer liquidity zone identification on higher timeframes or noisy charts.
-Upper Liquidity Lines : Displays dashed lines at recent highs where bearish engulfing patterns indicate potential resistance or supply zones.
-Lower Liquidity Lines : Displays dashed lines at recent lows where bullish engulfing patterns suggest potential support or demand zones.
-Customizable Colors : Choose your preferred colors for bullish (default black) and bearish (default white) liquidity lines for better visual distinction.
-Automatic Line Cleanup : Maintains chart clarity by automatically removing old liquidity lines after a configurable limit.
-Dynamic Alerts : Trigger alerts when price breaches upper or lower liquidity lines, signaling potential breakout or reversal opportunities.
Use Cases :
Liquidity Fair Value Bands | QuantumResearch 🔹 Liquidity Fair Value Bands | QuantumResearch
A Dynamic Liquidity-Based Fair Value Model Using Volume-Weighted Linear Regression and Deviation Bands
📘 Overview
The Liquidity Fair Value Bands is a specialized volatility and valuation indicator designed to help traders identify dynamic fair value zones based on liquidity-adjusted price behavior. Unlike standard deviation bands or traditional moving averages, this tool integrates volume-weighted linear regression to estimate a fair value baseline — a more accurate representation of price equilibrium under active market participation.
This script is not a simple mashup of existing indicators. It introduces a novel concept by fusing the following elements:
📊 Volume-Weighted Linear Regression (VWLR) to determine the fair value baseline
📈 Standard Deviation Bands layered around this baseline to visualize statistically significant deviations
🔄 Trend Signals derived from slope direction and baseline crossover
🎨 Gradient-Based Visual Modes for enhanced readability
🚨 Built-in Alerts for overbought/oversold and trend breakout conditions
🧠 Concept & Calculation
🟩 1. Fair Value Baseline (Core Innovation)
The baseline is calculated using a volume weighted linear regression.
This formula ensures that higher-volume periods influence the regression line more heavily, offering a liquidity-aware estimate of what the asset is “really worth” based on market consensus.
A positive slope indicates a growing fair value — bullish environment
A negative slope signals declining fair value — bearish environment
📏 2. Deviation Bands
Three layers of symmetric deviation bands are plotted above and below the baseline, each representing a multiple of standard deviation (1σ, 2σ, 3σ) over the same lookback period:
Upper Bands highlight statistically significant overvaluation
Lower Bands indicate undervaluation and potential reversion zones
These zones are visualized using translucent color fills to help traders instantly interpret risk/reward conditions.
🔄 3. Trend Detection
Optionally, the indicator displays up/down arrows when the price crosses the fair value baseline and a new trend is forming:
✅ Uptrend: Price crosses above baseline and baseline slope increases
🔻 Downtrend: Price drops below baseline and slope declines
These dynamic signals allow you to react to trend reversals early, rather than waiting for lagging confirmation.
🎯 How to Use
This tool excels in trend-trading, mean reversion, and liquidity-based fair value analysis.
✅ Buy Zones: Price enters lower bands (e.g. -1σ to -3σ) during lower fair value zone
❌ Sell Zones: Price enters upper bands (e.g. +1σ to +3σ) during higher fair value
🕵️♂️ Fair Value Confirmation: Flat baseline in consolidating markets helps avoid chop
📈 Trend Entry: Use baseline crossovers and band inflections to time entries
⚙️ Customization Features
🔧 Adjustable regression length and offset
🎨 Eight visual modes for light/dark themes
🔔 Optional alerts for significant band breaches (1σ, 2σ, 3σ)
🟡 Toggle individual band visibility (1st, 2nd, 3rd) for cleaner UI
⚡ Optional trend signal arrows
🧪 Interpretation Example
If the current price trades 2+ standard deviations above the liquidity-based fair value line, it likely indicates:
A short-term overbought market
Potential for mean reversion
Or signal that a strong trend breakout is underway (confirm with slope direction)
✅ Why It’s Unique
This is not just a Bollinger Bands variant — it is a liquidity-aware fair value model with enhanced statistical depth. The baseline adapts to both price and volume, unlike simple moving averages that assume equal importance across all candles.
It combines three important market principles:
🎯 Price Action
🏦 Liquidity Weighting
📊 Volatility Analysis
All in one clean and visually intuitive script.
📢 Disclaimer
This indicator is for educational purposes only and is not financial advice. Always use additional confluence and proper risk management in your trading.
Liquidity weighted SupertrendOverview
The Liquidity Weighted Supertrend Indicator (LWST) is an advanced iteration of the traditional Supertrend indicator, meticulously crafted to improve trend detection by incorporating liquidity into its calculations. By weighting price movements according to trading volume, the LWST becomes more responsive to significant market activities, offering traders a more accurate depiction of market trends.
Indicator Description
The Liquidity Weighted Supertrend Indicator is a versatile and adaptive tool designed to assist traders in recognizing trends and potential reversal points within the market. This indicator features two operational modes: Aggressive and Smoothed, allowing traders to tailor trend detection to their specific trading style and market conditions.
Key Features
Two Supertrend Modes:
Aggressive Mode: This mode offers more responsive signals, ideal for short-term trading. It utilizes an Exponential Moving Average (EMA) to smooth the price data, resulting in quicker reactions to market changes.
Smoothed Mode: This mode provides more stable signals, suitable for longer-term trading, by employing a Simple Moving Average (SMA). Note that when "Smoothed" mode is selected, the "Fast MA length" input is not utilized, focusing instead on producing smoother trend lines.
LWMA Calculation:
The Liquidity Weighted Moving Average (LWMA) is a distinctive feature of the LWST, blending volume and price action to filter out market noise and pinpoint significant price movements. This calculation begins with the liquidity factor, determined by multiplying volume with the price change, which is then smoothed using an EMA for accuracy.
Customizable Parameters:
Factor: Adjusts the Supertrend line's sensitivity to price movements.
Supertrend Length: Defines the lookback period for the Average True Range (ATR) calculation, which affects the width of the Supertrend channel.
Fast and Slow MA Lengths: Allows customization of the fast and slow moving averages used in the LWMA calculation, offering further control over the indicator's responsiveness.
How the Indicator Works
LWMA Smoothing:
The LWST calculates liquidity by multiplying volume with the absolute difference between the close and open prices. This liquidity value is smoothed using an EMA and compared to its standard deviation, identifying significant price movements. Depending on the selected mode, the price data (hl2) is smoothed either with an EMA (in Aggressive Mode) or an SMA (in Smoothed Mode). It’s important to note that when Smoothed mode is active, the "Fast MA length" input does not affect the output.
Visual Signals:
The Supertrend line is visually represented on the chart, with different colors indicating bullish (lime) and bearish (red) trends.
Buy and sell signals are clearly marked with arrows: green triangles indicate potential buying opportunities (when the price crosses above the Supertrend line), and red triangles suggest selling opportunities (when the price crosses below the Supertrend line).
Additional arrows may appear, signaling potential trend reversals, providing further confirmation for traders.
How to Use the Indicator
Configuring the Indicator:
Supertrend Type: Choose between Aggressive and Smoothed modes depending on your trading strategy and the current market conditions. Aggressive mode is better suited for shorter timeframes, while Smoothed mode provides more consistent signals for longer-term analysis.
Factor and Length Settings: Customize the Factor, Supertrend Length, and Moving Average lengths to fine-tune the sensitivity and responsiveness of the Supertrend line, adapting the indicator to various market environments.
Interpreting the Signals:
Trend Identification: The Supertrend line offers a clear visualization of the current market trend. A green line indicates a bullish trend, suggesting upward price movement, while a red line indicates a bearish trend, signaling potential downward price movement.
Entry and Exit Points: The arrows plotted by the LWST provide straightforward entry and exit signals. Green arrows signal potential buy opportunities, indicating that the price may continue to rise, while red arrows signal potential sell opportunities, suggesting that the price may decline. These visual cues help traders make informed decisions based on the current market trend.
Liquidity composition / quantifytools- Overview
Liquidity composition divides each candle into sections that are used to display transaction activity at price. In simple terms, an X-ray through candle is formed, revealing the orderflow that built the candle in greater detail. Liquidity composition consists of two main components, lots and columns. Lots and columns can be used to visualize user specified volume types, currently supporting net volume and volume delta. Lots and columns can be used to visualize same or different volume types, allowing a combination of volume footprint, volume delta footprint and volume profile in one single view. Liquidity composition principally works on any chart, whether that is equities, currencies, cryptocurrencies or commodities, even charts with no volume data (in which case volatility is used to approximate transaction activity). The script also works on any timeframe, from minute charts to monthly charts. Orderflow can be observed in real-time as it develops and none of the indications are repainted.
Example: Displaying same volume types on lots and columns
Example: Displaying different volume types on lots and columns
Liquidity composition supports user specified derivative data, such as point of control(s) and net activity coloring. Derivative data can be calculated based on either net volume or volume delta, resulting in different highlights.
With net volume, volume delta and derivative data in one view, key orderflow events such as delta imbalances, high volume nodes, low volume nodes and point of controls can be used to quickly identify accumulation/distribution, imbalances, unfinished/finished auctions and trapped traders.
Accessing script 🔑
See "Author's instructions" section, found at bottom of the script page.
Key takeaways
- Liquidity composition breaks down transaction activity at price, measured in net volume or volume delta
- Developing activity can be observed real-time, none of the indications are repainted
- Transaction activity is calculated using volumes accrued in lower timeframe price movements
- Lots and columns can be used to display same or different volume types (e.g. volume delta lots and net volume columns) in single view
- Users can specify derivative data such as volume delta POCs, net volume POC and net activity coloring
- For practical guide with practical examples, see last section
Disclaimer
Orderflow data is estimated using lower timeframe price movement. While accurate and useful, it's important to note the calculations are estimations and are not based on orderbook data. Estimates are calculated by allotting volume developing on lower timeframe chart to its respective section based on closing price. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Accuracy of the orderflow estimations largely depends on quality of lower timeframe chart used for calculations, which is why this tool cannot be expected to work accurately on illiquid charts with broken data.
Liquidity composition does not provide a standalone trading strategy or financial advice. It also does not substitute knowing how to trade. Example charts and ideas shown for use cases are textbook examples under ideal conditions, not guaranteed to repeat as they are presented. Liquidity composition should be viewed as one tool providing one kind of evidence, to be used in conjunction with other means of analysis.
- Example charts
Chart #1: BTCUSDT
Chart #2: EURUSD
Chart #3: ES futures
- Calculations
By default, size of sections and lower timeframe accuracy are automatically determined for all charts and timeframes. Number of lower timeframe price moves used for calculating orderflow is kept at fixed value, by default set to 350. Accuracy value dictates how many lower timeframe candles are included in the calculation of volume at price. At 350, the script will always use 350 lower timeframe price movements in calculations (when possible). When calculated dynamic timeframe is less than 1 minute, the script switches to available seconds based timeframes. Minimum dynamic timeframe can be capped to 1 minute (as seconds based timeframes are not available for all plans) or dynamic timeframe can be overridden using an user specified timeframe.
Example: Calculating dynamic lower timeframe
Main chart: 4H / 240 minutes
Accuracy value: 100
Formula: 240 minutes / 100 = 2.4 minutes
Timeframe used for calculations = 2 minutes
Section size is automatically determined based on typical historical candle range, the bigger it is, the bigger the section size as well. Like dynamic timeframe, automatic section size can be manually overridden by user specified size expressed in ticks (minimum price unit). Users can also adjust sensitivity of automatic sizing by setting it higher (smaller sections, more detail and more noise) or lower (less sections, less detail and less noise). Section size and dynamic timeframe can be monitored via metric table.
Volume at price is calculated by allotting volume associated with a lower timeframe price movement to its respective section based on closing price (volume is stored to the section that covers closing price). When used on a chart with no volume data, volatility is used instead to determine likely magnitude of participation. Volume delta (difference between buyers/sellers) is calculated by subtracting down move volumes (sell volume) from up move volumes (buy volume). Volumes accrued in sections are monitored over a longer period of time to determine a "normal" amount of activity, which is then used to normalize accrued volumes by benchmarking them against historical values.
Volume values displayed on the left side represent how close or far volume traded at given section is to an extreme, represented by value of 10 . The more value exceeds 10, the more extreme transaction activity is historically. The lesser the value, the less extreme (and therefore more typical) transaction activity is. Users can adjust sensitivity of volume extreme threshold, either by increasing it (more transaction activity is needed to constitute an extreme) or decreasing it (less transaction activity is needed to constitute an extreme).
Example: Interpreting volume scale
0 = Very little to no transaction activity compared to historical values
5 = Transaction activity equal to average historical values
10 = Transaction activity equal to an extreme in historical values
10+ = The more transaction activity exceeds value of 10, the more extreme it is historically
Accuracy of orderflow data largely depends on quality of lower timeframe data used in calculations. Sometimes quality of underlying lower timeframe data is insufficient due to suboptimal accuracy or broken lower timeframe data, usually caused by illiquid charts with gaps and inconsistent values. Therefore, one should always ensure the usage of most liquid chart available with no gaps in lower timeframe data. To combat poor orderflow data, a simple data quality check is conducted by calculating percentage of sections with volume data out of all available sections. Idea behind the test is to capture instances where unusual amount of sections are completely empty, most likely due to data gaps in LTF chart. E.g. 90% of sections hold some volume data, 10% are completely empty = 90% data quality score.
Data quality score should be viewed as a metric alerting when detail of underlying data is insufficient to consider accurate. When data quality score is slightly below threshold, lower timeframe chart used for calculations is likely fine, but accuracy value is too low. In this case, one should increase accuracy value or manually override used timeframe with a smaller one. When data quality score is well below threshold, lower timeframe chart used for calculations is likely broken and cannot be fixed. In this case, one should look for alternative charts with more reliable data (e.g. ES1! -> SPY, BITSTAMP:BTCUSD -> BINANCE:BTCUSDT).
Example : When insufficient data quality scores can/cannot be fixed
- Derivative data
Point of control
Point of control, referring to point in price where transaction activity is highest, can be calculated based on the volume type of lots or columns (based on net volume or volume delta). Depending on the calculation basis, displayed point of controls will vary. POC calculated based on net volume is no different from traditional POC, it is simply the section with highest amount of transaction activity, marked with an X. When calculating POC based on volume delta, the script will highlight two point of controls, named leading and losing point of control . Leading POC refers to lot with highest amount of volume delta, marked with an X. If leading POC was net buy volume, losing POC is marked on section with highest net sell volume, marked with S respectfully. Same logic applies in vice versa, if leading POC is net sell volume, losing POC is marked on highest buy volume section, using the letter B.
Net activity
Similarly to point of control calculation, net activity can be calculated based on either volume types, lots or columns. When calculating net activity based on net volume, candles will be colorized according to magnitude of total volume traded. When calculating net activity based on volume delta, candles will be colorized according to side with most volume traded (buyers or sellers). Net activity color can be applied on borders or body of a candle.
- Visuals
Lots, columns, candles and POCs can be colorized using a fixed color or a volume based dynamic color, with separate color options for buy side volume, sell side volume and net volume.
Metric table can be offsetted horizontally or vertically from any four corners of the chart, allowing space for tables from other scripts.
Table sizes, label sizes and offsets for visuals are fully customizable using settings menu.
- Practical guide
OHLC data (candles) is a simple condensed visualization of an auction market process. Candles show where price was in the beginning of an auction period (timeframe), the highest/lowest point and where price was at the end of an auction. The core utility of Liquidity composition is being able to view the same auction market process in much greater detail, revealing likely intention, effort and magnitude driving the process. All basic orderflow concepts, such as ones presented by auction market theory can be applied to Liquidity composition as well.
The most obvious and easy to spot use case for orderflow tools is identifying trapped traders/absorption, seen in high transaction activity at the very highs/lows of a candle or even better, at wicks. High participation at wicks can be used to identify forced orders absorbed into limit orders, idea behind being that when high transaction activity is placed at a wick, price went one direction with a lot of participation (high effort) and came right back up (low impact) within the same time period.
Absorption can show itself in many ways:
- Extreme buy volume sections at wick highs or buy side POC at wick highs
- Multiple, clustered high buy volume sections (but not extreme) at wick highs
- Positive net volume delta into a reversal down
- Extreme sell volume sections at wick lows or sell side POC at wick lows
- Multiple, clustered high sell volume sections (but not extreme) at wick lows
- Negative net volume delta into a reversal up
- Extreme net volume sections at or net volume POC at wick highs/lows
- Extreme net volume into a reversal up/down
For accurate analysis, orderflow based events should be viewed in the context of price action. To identify absorption, it's best to look for opportunities where an opposing trend is clearly in place, e.g. absorption into highs on an uptrend, absorption into lows on a downtrend. When price is ranging without a clear trend or there's no opposing trend, extreme activity at an extreme end of a candle might be aggressive participants attempting to initiate a new trend, rather than getting absorbed in the same sense. With enough effort put into pushing price to the opposite direction at overextended price, a shift in trend direction might be near.
Price action based levels are a great way to get context around orderflow events. Simple range highs/lows as a single data point serve as a high probability regimes for reversals, making them a great point of confluence for identifying trapped traders.
Low to zero volume sections can be used to identify points in price with little to no trading, leaving a volume null/void behind. Typically sections like these represent gaps on a lower timeframe chart, which can be used as reference levels for targets and support/resistance.
Net volume can be used for same purposes as above, but for determining general intention of market participants it's a much more suitable tool than volume delta. According to auction market theory, low/no participation is considered to reject prices and high participation is considered to accept prices. With this concept in mind, unfinished auctions occur when participation is high at highs or high at lows, idea behind being that participants are showing willingness and interest to trade at higher or lower prices. Auction is considered finished when the opposite is true, i.e. when participants are not showing willingness to trade at higher/lower prices. In general, direction of unfinished auctions can be expected to continue shortly and direction of unfinished auctions can be expected to hold.
While shape of volume delta and net volume are usually similar, they're not the same thing and do not represent the same event under the hood. Volume delta at 0 does not necessarily mean participation is 0, but can also mean high participation with equal amount of buying and selling. With this distinction in mind, using volume delta and net volume in tandem has the benefit of being able to identify points in price with a lot of up and down price movement packed into a small area, i.e. consolidation. Points in price where price hangs around for an extended period of time can be used to identify levels of interest for re-tests and breakout opportunities.
Liquidity Sweep ReversalThe Liquidity Sweep Reversal indicator is a sophisticated price-action-based tool designed for TradingView that identifies high-probability reversal setups by combining institutional liquidity concepts with session-based market structure. It detects potential reversals after price "sweeps" key support/resistance levels—such as prior day/week highs and lows or session extremes (Asian, London, New York)—followed by a rejection pattern.
The core logic revolves around two main signal types:
CISD (Close Inside, Sweep, Divergence) patterns that confirm liquidity grabs on higher timeframes.
Engulfing candlestick reversals occurring shortly after a touch of a key level within a defined lookback window.
To enhance relevance and reduce noise, the indicator optionally restricts signals to high-volatility “Killzone” sessions—including Asian, London, and New York AM/PM overlap periods—where institutional activity is typically concentrated.
Users can fully customize:
Timezone and higher timeframe (HTF) settings
Which key levels to monitor (PDH, PDL, PWH, PWL, session highs/lows)
Visual styling (line types, colors, labels)
Signal sensitivity (max bars after touch, signal size)
Display options (background highlights, level visibility, historical signal filtering)
Additionally, the script draws vertical lines for today’s and tomorrow’s London (08:00 CET) and New York (09:30 EST) market opens to provide contextual reference.
This tool is ideal for traders using auction market theory, order flow, or institutional footprint strategies who seek confluence between liquidity pools, session structure, and price rejection.
Liquidity-Weighted Business Cycle (Satoshi Global Base)🌍 BTC-Affinity Global Liquidity Business Cycle (MACD Model)
This indicator models Bitcoin’s macroeconomic business cycle using a BTC-weighted global liquidity index as its foundation. It adapts a MACD-based framework to visualize expansions and contractions in fiat liquidity across major economies with high Bitcoin affinity.
🔍 What It Does:
🧠 Constructs a Global M2 Liquidity Index from the top 10 most BTC-relevant fiat currencies
(USD, EUR, JPY, GBP, INR, CNY, KRW, BRL, CAD, AUD)
— each weighted by its Bitcoin adoption score and FX-converted into USD.
📊 Applies a MACD (Moving Average Convergence Divergence) signal to the index to detect macro liquidity trends.
🟢 Plots a histogram of business cycle momentum (red = expansion, green = contraction).
🔴 Marks potential cycle peaks, useful for macro trading alignment.
⚖️ BTC Affinity-Weighted Countries:
🇺🇸 United States
🇪🇺 Eurozone
🇯🇵 Japan
🇬🇧 United Kingdom
🇮🇳 India
🇨🇳 China
🇰🇷 South Korea
🇧🇷 Brazil
🇨🇦 Canada
🇦🇺 Australia
Weights are user-adjustable to reflect evolving capital controls, regulation, and real-world BTC adoption trends.
✅ Use Cases:
Confirm macro risk-on vs risk-off regimes for BTC and crypto.
Identify ideal entry and exit zones in macro pair trades (e.g., MSTR vs MSTY).
Monitor how global monetary expansion feeds into BTC valuations.
Liquidity Engulfing (Nephew_Sam_)🔥 Liquidity Engulfing Multi-Timeframe Detector
This indicator finds engulfing bars which have swept liquidity from its previous candle. You can use it across 6 timeframes with fibonacci entries.
⚡ Key Features
6 Customizable Timeframes - Complete market structure analysis
Smart Liquidity Detection - Finds patterns that sweep liquidity then reverse
Real-Time Status Table - Confirmed vs unconfirmed patterns with color coding
Fibonacci Integration - 5 customizable fib levels for precise entries
HTF → LTF Strategy - Spot reversals on higher timeframes, enter on lower timeframe fibs
📈 Engulfing Rules
Bullish: Current candle bullish + previous bearish + current low < previous low + current close > previous open
Bearish: Current candle bearish + previous bullish + current high > previous high + current close < previous open
