Liquidity Sweep Pro [Whale Edition]

Liquidity Sweep Pro [Whale Edition] is a next-generation trading tool that bridges the gap between Smart Money Concepts (SMC) and Quantitative Volume Analysis.

Traditional "Liquidity Sweep" indicators often generate false signals by marking every wick crossover as a trade setup. This indicator solves that problem by filtering setups through a Quant VSA Engine. It asks not just "Did price sweep a level?" but "Was there institutional money behind this move?"

🔬 How It Works
The indicator operates on three synchronized layers:

1. Market Structure (Liquidity Pools) It automatically identifies key pivot points where retail Stop Losses are likely clustered:

Buy Side Liquidity (BSL): Areas above swing highs.

Sell Side Liquidity (SSL): Areas below swing lows.

2. The Quant Engine (Whale Detection) Instead of using simple volume averages, we apply statistical modeling to detect anomalies:

Log-Normal Z-Score: Normalizes volume data to detect statistically significant outliers (Sigma > 2.5). This adapts to market volatility, filtering out noise.

Kaufman Efficiency Ratio (KER): Analyzes the quality of price movement to classify the "Whale" type:

❄️ Absorption (Iceberg): High Volume + Low Price Movement. Signals a potential reversal.

🚀 Propulsion (Drive): High Volume + High Price Efficiency. Signals an aggressive breakout.

3. The Trigger (Smart Entry) A trade signal is generated ONLY when:

Price sweeps a liquidity level (wicking below/above).

Price closes back within the range.

Institutional Activity is confirmed (High Z-Score Volume).

Trend (EMA 200) and Momentum (RSI) filters are aligned.

🛡️ Features
Intrabar Analysis: Uses request.security_lower_tf to analyze the internal volume delta of the candle for maximum precision.

Automated Risk Management: Plots Entry, Take Profit, and Stop Loss levels directly on the chart based on ATR (Average True Range) and your preferred Risk:Reward ratio.

Unified Alerts: Includes a single "ANY SWEEP" alert condition, allowing you to monitor both Long and Short setups with just one TradingView alert.

Visual Classification: Candles with institutional activity are marked with a 🐋 symbol, even if no sweep occurs, helping you read the narrative.

⚙️ Best Settings & Usage
Timeframes: Works best on 15m, 1h, and 4h charts.

LTF Interval (Input): This is crucial.

If trading on the 1h chart, set LTF to 1 minute.

If trading on the 4h chart, set LTF to 5 minutes.

Whale Threshold: Default is 2.5 Sigma. Increase to 3.0 for fewer, higher-confidence signals, or decrease to 2.0 for more frequency.

⚠️ Disclaimer
This tool is for educational purposes only. It identifies statistical probabilities, not certainties. Always manage your risk and do not rely solely on one indicator.