Liquidity Finder v2.0Description:
The Liquidity Finder v2.0 is a powerful technical indicator designed to identify divergence between volume and price movements in financial markets. Divergence occurs when there is a significant disparity between trading volume and price action, often signaling potential changes in market direction or trends.
This indicator calculates the relative volume and relative price change over a user-defined lookback period. Relative volume is determined by comparing the current volume to the average volume over the specified period, while relative price change compares the current price change to the average price change over the same period.
Key Features:
Customizable parameters allow users to adjust the lookback period, volume threshold, and price threshold to suit their trading preferences.
Divergence detection is visually represented by changing the color of price bars, making it easy for traders to identify potential trading opportunities.
Alerts can be set to notify traders when divergence is detected, enabling timely decision-making and trade execution.
The Volume-Price Divergence Detector is a valuable tool for traders and investors seeking to enhance their technical analysis toolkit. By spotting divergence between volume and price movements, traders can anticipate potential trend reversals or continuations, leading to more informed trading decisions and improved trading outcomes.
Komut dosyalarını "liquidity" için ara
Liquidity SpotterIndicator Setup:
The script sets up a TradingView indicator titled "Liquidity Spotter" with a short title "PWWTC LS". It's designed to overlay on the price chart (overlay=true).
Input Variables:
The script defines input variables that allow users to customize the behavior of the indicator:
atr_length: Length of the Average True Range (ATR) used in calculations.
volume_multiplier: Multiplier used to compare the volume of the current bar with the average volume.
range_multiplier: Multiplier used to calculate the range condition.
highlight_color: Color used to highlight bars when conditions are met.
Calculations:
The script calculates the ATR and average volume using the ta.atr and ta.sma functions provided by TradingView's Pine Script.
It sets the avg_range to the value of the ATR, essentially making it the same as atr_value.
Conditions:
The script checks several conditions based on the calculated values:
range_condition: Compares the range (high - low) of the current bar with the average range multiplied by the range multiplier.
volume_condition: Compares the volume of the current bar with the average volume multiplied by the volume multiplier.
range_volume_condition: Compares the ratio of range to volume with the ratio of average range to average volume.
Plotting:
Based on the conditions being met or not, the script sets the color of the price bars. If all conditions are met, the color of the bars will be set to highlight_color, otherwise, it will remain unchanged (na).
Overall, this script visually highlights price bars on the chart where specific conditions related to range, volume, and their ratio are met, potentially indicating trading opportunities.
Liquidity Salman v1his code is used to show trading signals based on liquidity, volatility, and trend indicators. A "buy" signal is defined if the positive money flow indicator exceeds the negative money flow indicator and the price is above a specified moving average for a set period. A "sell" signal is defined if the negative money flow indicator exceeds the positive money flow indicator and the price is below the specified moving average for a set period. A "ranging" signal is defined if the Average True Range (ATR) value is less than a specified value. Buy and sell shapes are plotted on the chart with their colors and locations changed based on the direction.
Some advantages of this code:
Multiple indicators are used to define signals, increasing the accuracy of the analysis.
Customizable variables such as moving average period, timeframe, and range threshold can be adjusted to suit the user's trading strategy.
Shapes' positions, types, colors, and conditions can be easily defined using plotshape.
request.security is used to fetch volume data from the main currency's timeframe, increasing the accuracy of the analysis and allowing the use of smaller timeframes for trading.
math.sum is used to calculate the money flow indicators. This method is faster than using traditional for loops.
input is used to create a user-friendly interface where settings can be adjusted before running the program.
والتذبذب والاتجاه. يتم تحديد إشارة "شراء" إذا كان مؤشر تدفق الأموال الإيجابي يتجاوز المؤشر السلبي ويزيد السعر عن المتوسط المتحرك لفترة محددة. ويتم تحديد إشارة "بيع" إذا كان المؤشر السلبي يتجاوز المؤشر الإيجابي ويقل السعر عن المتوسط المتحرك لفترة محددة. ويتم تحديد إشارة "تذبذب" إذا كانت قيمة مؤشر ATR (Average True Range) أقل من قيمة محددة. يتم رسم أشكال الشراء والبيع على الرسم البياني مع تغيير لونها وموضعها حسب الاتجاه.
من بين مزايا الكود:
يستخدم مؤشرات متعددة لتحديد الإشارات، مما يزيد من دقة التحليل.
يتيح للمستخدم تخصيص عدة متغيرات، مثل فترة المتوسط المتحرك وفترة الزمن وعتبة النطاق، لتناسب استراتيجية التداول الشخصية.
يتيح للمستخدم تحديد مواقع الأشكال وأنواعها وألوانها وشروط ظهورها بسهولة باستخدام plotshape.
يتم استخدام request.security لجلب بيانات الحجم من فريم العملة الرئيسي، مما يزيد من دقة التحليل ويفتح إمكانية استخدام الإطار الزمني الأصغر للتداول.
يتم استخدام math.sum لحساب مؤشرات التدفق النقدي. يعمل هذا الأسلوب بشكل أسرع من استخدام حلقات for التقليدية.
تم استخدام input لإنشاء واجهة مستخدم مريحة للمستخدم، حيث يمكنه تخصيص الإعدادات قبل تشغيل البرنامج.
Liquidity Heatmap LTF [LuxAlgo]This indicator displays column heatmaps highlighting candle bodies with the highest associated volume from a lower user selected timeframe.
Settings
LTF Timeframe: Lower timeframe used to retrieve the closing/opening price and volume data. Must be lower than the current chart timeframe.
Other settings control the style of the displayed graphical elements.
Usage
It can be of interest to show which candles from a lower timeframe had the highest associated volume, this allows for the highlighting of areas where a candle body was the most traded by market participants.
The area with the highest activity is highlighted in the script with a yellow color (or another user selected color) and additionally by two lines forming an interval.
When the candle body with the highest volume is overlapped by a candle body with lower volume this one will be highlighted instead, hence why certain areas of high activity might not be highlighted by the heatmap.
It is recommended to hide regular candles or use a more discrete graphical presentation of prices when using this tool. Lines are also displayed to highlight the full candle range as well as if a candle was bullish (in green) or bearish (in red). These lines can be hidden if the user is only interested in the heatmap.
[Mad] Level2 Signalfilter Liquidity ProtectionLiquidity Protection Filter:
A Triggerhappy Strategy can do multiple longs/shorts
this is a filter, which forces the close to move minumum in one or the other direction to arm the signal again
there are separated settings for longs/short
input = plot with positive zero or negative value
output = normalized value with pultiplicator factor
also there is a reverse setting
yellow line will show a current alive block
Price Action Smart Money Concepts [BigBeluga]THE SMART MONEY CONCEPTS Toolkit
The Smart Money Concepts [ BigBeluga ] is a comprehensive toolkit built around the principles of "smart money" behavior, which refers to the actions and strategies of institutional investors.
The Smart Money Concepts Toolkit brings together a suite of advanced indicators that are all interconnected and built around a unified concept: understanding and trading like institutional investors, or "smart money." These indicators are not just randomly chosen tools; they are features of a single overarching framework, which is why having them all in one place creates such a powerful system.
This all-in-one toolkit provides the user with a unique experience by automating most of the basic and advanced concepts on the chart, saving them time and improving their trading ideas.
Real-time market structure analysis simplifies complex trends by pinpointing key support, resistance, and breakout levels.
Advanced order block analysis leverages detailed volume data to pinpoint high-demand zones, revealing internal market sentiment and predicting potential reversals. This analysis utilizes bid/ask zones to provide supply/demand insights, empowering informed trading decisions.
Imbalance Concepts (FVG and Breakers) allows traders to identify potential market weaknesses and areas where price might be attracted to fill the gap, creating opportunities for entry and exit.
Swing failure patterns help traders identify potential entry points and rejection zones based on price swings.
Liquidity Concepts, our advanced liquidity algorithm, pinpoints high-impact events, allowing you to predict market shifts, strong price reactions, and potential stop-loss hunting zones. This gives traders an edge to make informed trading decisions based on liquidity dynamics.
🔵 FEATURES
The indicator has quite a lot of features that are provided below:
Swing market structure
Internal market structure
Mapping structure
Adjustable market structure
Strong/Weak H&L
Sweep
Volumetric Order block / Breakers
Fair Value Gaps / Breakers (multi-timeframe)
Swing Failure Patterns (multi-timeframe)
Deviation area
Equal H&L
Liquidity Prints
Buyside & Sellside
Sweep Area
Highs and Lows (multi-timeframe)
🔵 BASIC DEMONSTRATION OF ALL FEATURES
1. MARKET STRUCTURE
The preceding image illustrates the market structure functionality within the Smart Money Concepts indicator.
➤ Solid lines: These represent the core indicator's internal structure, forming the foundation for most other components. They visually depict the overall market direction and identify major reversal points marked by significant price movements (denoted as 'x').
➤ Internal Structure: These represent an alternative internal structure with the potential to drive more rapid market shifts. This is particularly relevant when a significant gap exists in the established swing structure, specifically between the Break of Structure (BOS) and the most recent Change of High/Low (CHoCH). Identifying these formations can offer opportunities for quicker entries and potential short-term reversals.
➤ Sweeps (x): These signify potential turning points in the market where liquidity is removed from the structure. This suggests a possible trend reversal and presents crucial entry opportunities. Sweeps are identified within both swing and internal structures, providing valuable insights for informed trading decisions.
➤ Mapping structure: A tool that automatically identifies and connects significant price highs and lows, creating a zig-zag pattern. It visualizes market structure, highlights trends, support/resistance levels, and potential breakouts. Helps traders quickly grasp price action patterns and make informed decisions.
➤ Color-coded candles based on market structure: These colors visually represent the underlying market structure, making it easier for traders to quickly identify trends.
➤ Extreme H&L: It visualizes market structure with extreme high and lows, which gives perspective for macro Market Structure.
2. VOLUMETRIC ORDER BLOCKS
Order blocks are specific areas on a financial chart where significant buying or selling activity has occurred. These are not just simple zones; they contain valuable information about market dynamics. Within each of these order blocks, volume bars represent the actual buying and selling activity that took place. These volume bars offer deeper insights into the strength of the order block by showing how much buying or selling power is concentrated in that specific zone.
Additionally, these order blocks can be transformed into Breaker Blocks. When an order block fails—meaning the price breaks through this zone without reversing—it becomes a breaker block. Breaker blocks are particularly useful for trading breakouts, as they signal that the market has shifted beyond a previously established zone, offering opportunities for traders to enter in the direction of the breakout.
Here's a breakdown:
➤ Bear Order Blocks (Red): These are zones where a lot of selling happened. Traders see these areas as places where sellers were strong, pushing the price down. When the price returns to these zones, it might face resistance and drop again.
➤ Bull Order Blocks (Green): These are zones where a lot of buying happened. Traders see these areas as places where buyers were strong, pushing the price up. When the price returns to these zones, it might find support and rise again.
These Order Blocks help traders identify potential areas for entering or exiting trades based on past market activity. The volume bars inside blocks show the amount of trading activity that occurred in these blocks, giving an idea of the strength of buying or selling pressure.
➤ Breaker Block: When an order block fails, meaning the price breaks through this zone without reversing, it becomes a breaker block. This indicates a significant shift in market liquidity and structure.
➤ A bearish breaker block occurs after a bullish order block fails. This typically happens when there's an upward trend, and a certain level that was expected to support the market's rise instead gives way, leading to a sharp decline. This decline indicates that sellers have overcome the buyers, absorbing liquidity and shifting the sentiment from bullish to bearish.
Conversely, a bullish breaker block is formed from the failure of a bearish order block. In a downtrend, when a level that was expected to act as resistance is breached, and the price shoots up, it signifies that buyers have taken control, overpowering the sellers.
3. FAIR VALUE GAPS:
A fair value gap (FVG), also referred to as an imbalance, is an essential concept in Smart Money trading. It highlights the supply and demand dynamics. This gap arises when there's a notable difference between the volume of buy and sell orders. FVGs can be found across various asset classes, including forex, commodities, stocks, and cryptocurrencies.
FVGs in this toolkit have the ability to detect raids of FVG which helps to identify potential price reversals.
Mitigation option helps to change from what source FVGs will be identified: Close, Wicks or AVG.
4. SWING FAILURE PATTERN (SFP):
The Swing Failure Pattern is a liquidity engineering pattern, generally used to fill large orders. This means, the SFP generally occurs when larger players push the price into liquidity pockets with the sole objective of filling their own positions.
SFP is a technical analysis tool designed to identify potential market reversals. It works by detecting instances where the price briefly breaks a previous high or low but fails to maintain that breakout, quickly reversing direction.
How it works:
Pattern Detection: The indicator scans for price movements that breach recent highs or lows.
Reversal Confirmation: If the price quickly reverses after breaching these levels, it's identified as an SFP.
➤ SFP Display:
Bullish SFP: Marked with a green symbol when price drops below a recent low before reversing upwards.
Bearish SFP: Marked with a red symbol when price rises above a recent high before reversing downwards.
➤ Deviation Levels: After detecting an SFP, the indicator projects white lines showing potential price deviation:
For bullish SFPs, the deviation line appears above the current price.
For bearish SFPs, the deviation line appears below the current price.
These deviation levels can serve as a potential trading opportunity or areas where the reversal might lose momentum.
With Volume Threshold and Filtering of SFP traders can adjust their trading style:
Volume Threshold: This setting allows traders to filter SFPs based on the volume of the reversal candle. By setting a higher volume threshold, traders can focus on potentially more significant reversals that are backed by higher trading activity.
SFP Filtering: This feature enables traders to filter SFP detection. It includes parameters such as:
5. LIQUIDITY CONCEPTS:
➤ Equal Lows (EQL) and Equal Highs (EQH) are important concepts in liquidity-based trading.
EQL: A series of two or more swing lows that occur at approximately the same price level.
EQH: A series of two or more swing highs that occur at approximately the same price level.
EQLs and EQHs are seen as potential liquidity pools where a large number of stop loss orders or limit orders may be clustered. They can be used as potential reverse points for trades.
This multi-period feature allows traders to select less and more significant EQL and EQH:
➤ Liquidity wicks:
Liquidity wicks are a minor representation of a stop-loss hunt during the retracement of a pivot point:
➤ Buy and Sell side liquidity:
The buy side liquidity represents a concentration of potential buy orders below the current price level. When price moves into this area, it can lead to increased buying pressure due to the execution of these orders.
The sell side liquidity indicates a pool of potential sell orders below the current price level. Price movement into this area can result in increased selling pressure as these orders are executed.
➤ Sweep Liquidation Zones:
Sweep Liquidation Zones are crucial for understanding market structure and potential future price movements. They provide insights into areas where significant market participants have been forced out of their positions, potentially setting up new trading opportunities.
🔵 USAGE & EXAMPLES
The core principle behind the success of this toolkit lies in identifying "confluence." This refers to the convergence of multiple trading indicators all signaling the same information at a specific point or area. By seeking such alignment, traders can significantly enhance the likelihood of successful trades.
MS + OBs
The chart illustrates a highly bullish setup where the price is rejecting from a bullish order block (POC), while simultaneously forming a bullish Swing Failure Pattern (SFP). This occurs after an internal structure change, marked by a bullish Change of Character (CHoCH). The price broke through a bearish order block, transforming it into a breaker block, further confirming the bullish momentum.
The combination of these elements—bullish order blocks, SFP, and CHoCH—creates a powerful bullish signal, reinforcing the potential for upward movement in the market.
SFP + Bear OB
This chart above displays a bearish setup with a high probability of a price move lower. The price is currently rejecting from a bear order block, which represents a key resistance area where significant selling pressure has previously occurred. A Swing Failure Pattern (SFP) has also formed near this bear order block, indicating that the price briefly attempted to break above a recent high but failed to sustain that upward movement. This failure suggests that buyers are losing momentum, and the market could be preparing for a move to the downside.
Additionally, we can toggle on the Deviation Area in the SFP section to highlight potential levels where price deviation might occur. These deviation areas represent zones where the price is likely to react after the Swing Failure Pattern:
BUY – SELL sides + EQL
The chart showcases a bullish setup with a high probability of price breaking out of the current sell-side resistance level. The market structure indicates a formation of Equal Lows (EQL), which often suggests a build-up of liquidity that could drive the price higher.
The presence of strong buy-side pressure (69%), indicated by the green zone at the bottom, reinforces this bullish outlook. This area represents a key support zone where buyers are outpacing sellers, providing the foundation for a potential upward breakout.
EQL + Bull ChoCh
This chart illustrates a potential bullish setup, driven by the formation of Equal Lows (EQL) followed by a bullish Change of Character (CHoCH). The presence of Equal Lows often signals a liquidity build-up, which can lead to a reversal when combined with additional bullish signals.
Liquidity grab + Bull ChoCh + FVGs
This chart demonstrates a strong bullish scenario, where several important market dynamics are at play. The price begins its upward momentum from Liquidity grab following a bullish Change of Character (CHoCH), signaling the transition from a bearish phase to a bullish one.
As the price progresses, it performs liquidity grabs, which serve to gather the necessary fuel for further movement. These liquidity grabs often occur before significant price surges, as large market participants exploit these areas to accumulate positions before pushing the price higher.
The chart also highlights a market imbalance area, showing strong momentum as the price moves swiftly through this zone.
In this examples, we see how the combination of multiple “smart money” tools helps identify a potential trade opportunities. This is just one of the many scenarios that traders can spot using this toolkit. Other combinations—such as order blocks, liquidity grabs, fair value gaps, and Swing Failure Patterns (SFPs)—can also be layered on top of these concepts to further refine your trading strategy.
🔵 SETTINGS
Window: limit calculation period
Swing: limit drawing function
Mapping structure: show structural points
Algorithmic Logic: (Extreme-Adjusted) Use max high/low or pivot point calculation
Algorithmic loopback: pivot point look back
Show Last: Amount of Order block to display
Hide Overlap: hide overlapping order blocks
Construction: Size of the order blocks
Fair value gaps: Choose between normal FVG or Breaker FVG
Mitigation: (close - wick - avg) point to mitigate the order block/imbalance
SFP lookback: find a higher / lower point to improve accuracy
Threshold: remove less relevant SFP
Equal H&L: (short-mid-long term) display longer term
Liquidity Prints: Shows wicks of candles where liquidity was grabbed
Sweep Area: Identify Sweep Liquidation areas
By combining these indicators in one toolkit, traders are equipped with a comprehensive suite of tools that address every angle of the Smart Money Concept. Instead of relying on disparate tools spread across various platforms, having them integrated into a single, cohesive system allows traders to easily see confluence and make more informed trading decisions.
Stophunt WickAcknowledgement
This indicator is dedicated to my friend Alexandru who saved me from one of these liquidation raids which almost liquidated me.
Alexandru is one of the best scalpers out there and he always nails his entries at the tip of these wicks.
This inspired me to create this indicator.
What's a Liquidation Wick?
It's that fast stop-hunting wick that stophunts everyone by triggering their stop-loss and liquidation.
Liquidity is the lifeblood of stock market and liquidation is the process that moves price.
This indicator will identify when a liquidity pool is getting raided to trigger buy or sell stops, they are also know as stop-hunts.
How does it work?
When market consolidates in one direction, it builds up liquidity zones.
Market maker will break out of these consolidation phases by having dramatic price action to either pump or dump to raid these liquidity zones.
This is also called stop-hunts or liquidity raids. After that it will start reversing back to the opposite direction.
This is most noticeable by the length of the wick of a given candle in a very short amount of time and the total size of the candle.
This indicator highlights them accordingly.
Settings
Wick and Candle ratio works with default values but finetune will enhance user experience and usability.
Wick Ratio: Size of the wick compared to body of a candle.
Adjust this to higher ratio on smaller timeframe or smaller ratio on bigger timeframe to your trading style to spot a trend reversal.
Candle Ratio: The size of the candle, by default it is 0.75% of the current price.
For example, if BTC is at 20,000 then the size of the candle has to be minimum 150.
This can be fine tuned to bigger candle size on higher time frames or smaller for shorter timeframe depending on the trade type.
How to use it?
This indicator will identify when a liquidity pool is getting raided to trigger buy or sell stops, they are also know as stop-hunts. It can be used of its own for scalping but there are also a good few indicators which would most definitely help to confluence bigger timeframe trades.
Scalp
This indicator shows the most chaotic moments in price action; therefore it works best on smaller timeframes, ideally 3 or 5 minute candle.
- Wait for the market to start pumping or dumping.
- Current candle will change colour (Bullish/Bearish).
- Enter trade as soon as price starts to reverse back.
- Place the stop-loss outside of the current candle.
- Wait for the Liquidation Wick to appear as confirmation.
Price is very chaotic during a liquidity stop-hunt raid but there is a saying:
"In the midst of chaos, there is also opportunity" - Sun-Tzu
Since this is a very high risk, high reward strategy; it is advised to practice on paper trade first.
Practice until perfection and this indicator would be the perfect bread and butter scalp confirmation.
Fair Value Gap
FVG strategy is the most accurate in conjunction with this indicator.
Normally price would reverse after consuming fair value gaps but often it's difficult to know when and where.
This indicator would identify those crucial entry points for reverse course direction of the price action.
Support and Resistance
This indicator can also be used in conjunction with support and resistance lines.
Generally the stophunt will go deep below the support or spike much further up the resistance lines to liquidate positions.
Bollinger Bands
Bolling Bands strategy would be to wait until the price breaks out of the band.
Once the wick is formed, it would be an ideal entry point.
Script change
This is an open-source script and feel free to modify according to your need and to amplify your existing strategy.
Weighted US Liquidity ROC Indicator with FED RatesThe Weighted US Liquidity ROC Indicator is a technical indicator that measures the Rate of Change (ROC) of a weighted liquidity index. This index aggregates multiple monetary and liquidity measures to provide a comprehensive view of liquidity in the economy. The ROC of the liquidity index indicates the relative change in this index over a specified period, helping to identify trend changes and market movements.
1. Liquidity Components:
The indicator incorporates various monetary and liquidity measures, including M1, M2, the monetary base, total reserves of depository institutions, money market funds, commercial paper, and repurchase agreements (repos). Each of these components is assigned a weight that reflects its relative importance to overall liquidity.
2. ROC Calculation:
The Rate of Change (ROC) of the weighted liquidity index is calculated by finding the difference between the current value of the index and its value from a previous period (ROC period), then dividing this difference by the value from the previous period. This gives the percentage increase or decrease in the index.
3. Visualization:
The ROC value is plotted as a histogram, with positive and negative changes indicated by different colors. The Federal Funds Rate is also plotted separately to show the impact of central bank policy on liquidity.
Discussion of the Relationship Between Liquidity and Stock Market Returns
The relationship between liquidity and stock market returns has been extensively studied in financial economics. Here are some key insights supported by scientific research:
Liquidity and Stock Returns:
Liquidity Premium Theory: One of the primary theories is the liquidity premium theory, which suggests that assets with higher liquidity typically offer lower returns because investors are willing to accept lower yields for more liquid assets. Conversely, assets with lower liquidity may offer higher returns to compensate for the increased risk associated with their illiquidity (Amihud & Mendelson, 1986).
Empirical Evidence: Research by Fama and French (1992) has shown that liquidity is an important factor in explaining stock returns. Their studies suggest that stocks with lower liquidity tend to have higher expected returns, aligning with the liquidity premium theory.
Market Impact of Liquidity Changes:
Liquidity Shocks: Changes in liquidity can impact stock returns significantly. For example, an increase in liquidity is often associated with higher stock prices, as it reduces the cost of trading and enhances market efficiency (Chordia, Roll, & Subrahmanyam, 2000). Conversely, a liquidity shock, such as a sudden decrease in market liquidity, can lead to higher volatility and lower stock prices.
Financial Crises: During financial crises, liquidity tends to dry up, leading to sharp declines in stock market returns. For instance, studies on the 2008 financial crisis illustrate how a reduction in market liquidity exacerbated the decline in stock prices (Brunnermeier & Pedersen, 2009).
Central Bank Policies and Liquidity:
Monetary Policy Impact: Central bank policies, such as changes in the Federal Funds Rate, directly influence market liquidity. Lower interest rates generally increase liquidity by making borrowing cheaper, which can lead to higher stock market returns. On the other hand, higher rates can reduce liquidity and negatively impact stock prices (Bernanke & Gertler, 1999).
Policy Expectations: The anticipation of changes in monetary policy can also affect stock market returns. For example, expectations of rate cuts can lead to a rise in stock prices even before the actual policy change occurs (Kuttner, 2001).
Key References:
Amihud, Y., & Mendelson, H. (1986). "Asset Pricing and the Bid-Ask Spread." Journal of Financial Economics, 17(2), 223-249.
Fama, E. F., & French, K. R. (1992). "The Cross-Section of Expected Stock Returns." Journal of Finance, 47(2), 427-465.
Chordia, T., Roll, R., & Subrahmanyam, A. (2000). "Market Liquidity and Trading Activity." Journal of Finance, 55(2), 265-289.
Brunnermeier, M. K., & Pedersen, L. H. (2009). "Market Liquidity and Funding Liquidity." Review of Financial Studies, 22(6), 2201-2238.
Bernanke, B. S., & Gertler, M. (1999). "Monetary Policy and Asset Prices." NBER Working Paper No. 7559.
Kuttner, K. N. (2001). "Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market." Journal of Monetary Economics, 47(3), 523-544.
These studies collectively highlight how liquidity influences stock market returns and how changes in liquidity conditions, influenced by monetary policy and other factors, can significantly impact stock prices and market stability.
One Trading Setup for Life ICT [TradingFinder] Sweep Session FVG🔵 Introduction
ICT One Trading Setup for Life is a trading strategy based on liquidity and market structure shifts, utilizing the PM Session Sweep to determine price direction. In this strategy, the market first forms a price range during the PM Session (from 13:30 to 16:00 EST), which includes the highest high (PM Session High) and lowest low (PM Session Low).
In the next session, the price first touches one of these levels to trigger a Liquidity Hunt before confirming its trend by breaking the Change in State of Delivery (CISD) Level. After this confirmation, the price retraces toward a Fair Value Gap (FVG) or Order Block (OB), which serve as the best entry points in alignment with liquidity.
In financial markets, liquidity is the primary driver of price movement, and major market participants such as institutional investors and banks are constantly seeking liquidity at key levels. This process, known as Liquidity Hunt or Liquidity Sweep, occurs when the price reaches an area with a high concentration of orders, absorbs liquidity, and then reverses direction.
In this setup, the PM Session range acts as a trading framework, where its highs and lows function as key liquidity zones that influence the next session’s price movement. After the New York market opens at 9:30 EST, the price initially breaks one of these levels to capture liquidity.
However, for a trend shift to be confirmed, the CISD Level must be broken.
Once the CISD Level is breached, the price retraces toward an FVG or OB, which serve as optimal trade entry points.
Bullish Setup :
Bearish Setup :
🔵 How to Use
In this strategy, the PM Session range is first identified, which includes the highest high (PM Session High) and lowest low (PM Session Low) between 13:30 and 16:00 EST. In the following session, the price touches one of these levels for a Liquidity Hunt, followed by a break of the Change in State of Delivery (CISD) Level. The price then retraces toward a Fair Value Gap (FVG) or Order Block (OB), creating a trading opportunity.
This process can occur in two scenarios : bearish and bullish setups.
🟣 Bullish Setup
In a bullish scenario, the PM Session High and PM Session Low are identified. In the following session, the price first breaks the PM Session Low, absorbing liquidity. This process results in a Fake Breakout to the downside, misleading retail traders into taking short positions.
After the Liquidity Hunt, the CISD Level is broken, confirming a trend reversal. The price then retraces toward an FVG or OB, offering an optimal long entry opportunity.
The initial take-profit target is the PM Session High, but if higher timeframe liquidity levels exist, extended targets can be set.
The stop-loss should be placed below the Fake Breakout low or the first candle of the FVG.
🟣 Bearish Setup
In a bearish scenario, the market first defines its PM Session High and PM Session Low. In the next session, the price initially breaks the PM Session High, triggering a Liquidity Hunt. This movement often causes a Fake Breakout, misleading retail traders into taking incorrect positions.
After absorbing liquidity, the CISD Level breaks, indicating a shift in market structure. The price then retraces toward an FVG or OB, offering the best short entry opportunity.
The initial take-profit target is the PM Session Low, but if additional liquidity exists on higher timeframes, lower targets can be considered.
The stop-loss should be placed above the Fake Breakout high or the first candle of the FVG.
🔵 Setting
CISD Bar Back Check : The Bar Back Check option enables traders to specify the number of past candles checked for identifying the CISD Level, enhancing CISD Level accuracy on the chart.
Order Block Validity : The number of candles that determine the validity of an Order Block.
FVG Validity : The duration for which a Fair Value Gap remains valid.
CISD Level Validity : The duration for which a CISD Level remains valid after being broken.
New York PM Session : Defines the PM Session range from 13:30 to 16:00 EST.
New York AM Session : Defines the AM Session range from 9:30 to 16:00 EST.
Refine Order Block : Enables finer adjustments to Order Block levels for more accurate price responses.
Mitigation Level OB : Allows users to set specific reaction points within an Order Block, including: Proximal: Closest level to the current price. 50% OB: Midpoint of the Order Block. Distal: Farthest level from the current price.
FVG Filter : The Judas Swing indicator includes a filter for Fair Value Gap (FVG), allowing different filtering based on FVG width: FVG Filter Type: Can be set to "Very Aggressive," "Aggressive," "Defensive," or "Very Defensive." Higher defensiveness narrows the FVG width, focusing on narrower gaps.
Mitigation Level FVG : Like the Order Block, you can set price reaction levels for FVG with options such as Proximal, 50% OB, and Distal.
Demand Order Block : Enables or disables bullish Order Block.
Supply Order Block : Enables or disables bearish Order Blocks.
Demand FVG : Enables or disables bullish FVG.
Supply FVG : Enables or disables bearish FVGs.
Show All CISD : Enables or disables the display of all CISD Levels.
Show High CISD : Enables or disables high CISD levels.
Show Low CISD : Enables or disables low CISD levels.
🔵 Conclusion
The ICT One Trading Setup for Life is a liquidity-based strategy that leverages market structure shifts and precise entry points to identify high-probability trade opportunities. By focusing on PM Session High and PM Session Low, this setup first captures liquidity at these levels and then confirms trend shifts with a break of the Change in State of Delivery (CISD) Level.
Entering a trade after a retracement to an FVG or OB allows traders to position themselves at optimal liquidity levels, ensuring high reward-to-risk trades. When used in conjunction with higher timeframe bias, order flow, and liquidity analysis, this strategy can become one of the most effective trading methods within the ICT Concept framework.
Successful execution of this setup requires risk management, patience, and a deep understanding of liquidity dynamics. Traders can enhance their confidence in this strategy by conducting extensive backtesting and analyzing past market data to optimize their approach for different assets.
SMC Orderblocks (MTF)The SMC Orderblocks Indicator is designed to detect institutional orderblocks by focusing on price action and pattern detection, with a strong emphasis on identifying liquidity grabs.
This tool helps traders pinpoint areas where significant institutional trades are likely to occur by assuming the presence of orderblocks based on observed market behavior.
Unlike other indicators that may rely heavily on volume, the SMC Orderblocks Indicator offers a fresh approach rooted in a deep study of price action and Smart Money Concepts (SMC).
🔍 Unique Approach
Unlike other orderblock indicators that typically depend on volume to detect orderblocks (a common and valid method), the SMC Orderblocks Indicator explores a new approach. After extensive study and understanding of price action and SMC principles, this indicator focuses on market behavior to assume where institutional orderblocks might be. This approach offers traders a unique perspective and valuable insights, allowing them to view the market through a different lens.
🧠 The Theory Behind It
In trading, liquidity is essential for institutions and large market participants to execute their substantial orders. Orders tend to cluster around predictable levels, such as recent highs or lows, creating pools of liquidity. To secure better entry points for their large trades, institutions and market makers may manipulate prices to sweep these liquidity levels. The SMC Orderblocks Indicator is designed to detect these market manipulations—when price moves to capture liquidity—and uses these events to assume the presence of orderblocks at key levels. By recognizing these manipulations, the indicator provides insights into potential areas of significant institutional activity.
⚙️ How It Works
In order to make it work, there are two big essentail parts for this indicator. The first one is being able to identify liquidity areas. The second one is to detect the liquidity grab pattern.
1. Identifying Liquidity
So, in order to find market manipulations, mainly "liquidity grabs", the first thing we need is to find where the liquidity is.
Here "liquidity", refers to "orders", and only the exchange actually knows at what price orders are placed. The limit orders are visible in the order book and most of the time the exchange let this information be publicly accessed. But not all orders are in the orderbook. The stop-limit orders like stop-loss orders are added in the orderbook only when the market price reaches a certain price (the stop price).
At present, when using a chart script like Pinescript, there is no known way to access this real information.
But fortunately, traders and institutional behavior stay the same. Traders tend to place their orders at predictable levels, like above highs or below lows. They can also be near inducement areas, specifically created by institutions to induce traders to place their orders at certain levels.
So, the job of the indicator is first to find these levels, regardless of the method used. In the previous version of this script, I used pivots to detect highs and lows, but this method was lacking when it came to finding inducement zones or stacks of liquidity.
Instead, the indicator now uses a new method to check whether there is a stack of non-liquidated candles. This method allows the detection of inducement zones with unliquidated candles. When the stack reaches a certain number (by default, three), the liquidity is marked as valid for sweep detection.
Note: When using the indicator, you can enable the display of liquidity (to see mitigated and unmitigated liquidity) and their stack number.
2. Detecting a Liquidity sweep
Once the first and key part is done, we need to detect the market manipulation: the liquidity grabs. Liquidity grab patterns are always the same. In the following example, let's assume the institutions want to fill sell orders in a bearish market. Here are the steps they will likely take:
- 1. The institutionals place their main orders (the orderblock) at a desired price.
- 2. They let the liquidity accumulate next to that desired price. They can even induce traders to place their own orders there. The will serve as liquidity.
- 3. Institutionals will manipulate the market price to move it towards their awaiting orders to fill them. Once that price is reach, and their orders are being filled, the market price will start moving in the opposite direction.
- 4. The grab is confirmed, when the liquidity in that oppsiite direction is grabed, or simply when the bearish market trend resumes by breaking the lows, along with additional confirmations
Sometimes, institutions will have two opposite positions in the same asset—one short and one long. This is called hedging. The goal here is to use the long orders to push the market price towards the main sell orders. Once the sell orders are filled and the market price starts falling, they may try to push it up again to close their long position with minimal loss and finally let the price fall for good.
It is at that moment that it is best to enter the market. This is why, by default, the indicator will display when the price starts moving upward towards the liquidity grab: because it's where the manipulation started and where the price is likely to reach again before resuming the main trend.
Real-Time Visualization:
As soon as an "orderblock" (or market manipulation) is detected, the indicator will display it on the chart in real time.
This immediate visualization helps traders stay ahead and catch the main market move.
💡 Usage Tips
Apply the script to your chart. This is a price-action based script so it will work on most markets. You do not need to edit settings but you can adjust them to match your trading style.
To get the most out of the SMC Orderblocks Indicator, it’s recommended to use it alongside other analysis tools, espacially market structure indicators. You can try the free-to-use SMC Market Structure (MTF) to filter the interesting orderblocks.
Additionnaly, if you search liquidity areas to set as your trade's target, you can enable their display to see mitigated and unmitigated liquidity lines. The display is disabled by default to keep charts clean.
While the indicator helps detect potential institutional orderblocks based on liquidity grabs, combining its insights with your trading knowledge and other tools will enhance decision-making.
⚠️ Disclaimer
While this method provides useful information, the orderblocks can only be assumed based on market behavior. Moreover, given how the indicator works, the accuracy cannot be guaranteed. It's important to combine the indicator's information with your own experience and other confirmation methods.
Orderblocks are also time-sensitive. The fact that an orderblock was detected and displayed on the chart does not guarantee that orders will still be present when the price returns to that level. If too much time has elapsed since the orderblock was created, or if the market structure has changed, it may be wise to disregard it. Always seek additional confirmation before opening a position.
The theory presented here on how institutional orderblocks are made, and how the market may be manipulated to fill orders, is based on my own research, knowledge, and analysis. Since I have never worked within an institution, these are educated assumptions and could be incorrect. Please always do your own research.
🚀 Active Development
The SMC Orderblocks Indicator is continuously evolving, with updates aimed at improving the rules for detecting and confirming orderblocks. Future updates may include new features and bug fixes to enhance performance and adapt to different trading styles.
📬 Note: If you encounter a bug, please contact me directly via private message, as I do not want to pollute the comment section with screenshots.
If you have any questions or suggestions for new features, feel free to reach out. You can also add a comment to boost its visibility.
Additionally, it’s recommended to compare the results of this indicator with others to find what best suits your trading style.
Please note that while this indicator is a paid script, you do not need to pay to test it. Contact me directly on TradingView via private message or through my socials, or leave a comment, and I’ll provide you with a free trial.
Sweep institutionalThis indicator focuses on identifying "SWEEPs" based on taking liquidity at highs and lows. The application of the SWEEP strategy is highly determinant in the Swing points, as they serve as the target of our operations.
ALERTS INCLUDED
🔹Example of Strategy Application
1.-Create the BULLISH SWEEP.
2.-You can enter LONG.
3.-If it is a BULLISH SWEEP, take a long with a SWING HIGH target (2-3 pips up).
4.-If it is a BULLISH SWEEP, place your SL behind the SWEEP (2-3 pips).
(This example is bullish, but it would be the same in a bearish setup, applying everything in the opposite way)
t's very crucial for the strategy to reference SWING POINTS, as these points will be our take profit and stop loss points.
The strategy is based on identifying a SWEEP. After this, we can look for trading opportunities with targets on the opposite side of the fractal. Remember, if you decide to enter, the Stop Loss should be placed protected by the Sweep, and the Take Profit should be set at the opposite Swing, as seen in the example.
Use this STRATEGY IN TIMEFRAMES GREATER THAN 30M. If you decide to use it in timeframes <30M, there's a higher probability of encountering false SWEEPs (the most optimal are 1h & 4h)
🔹Use
The Sweep strategy involves identifying potential trades based on the creation of a "SWEEP" (liquidity grab) at the Swing High or Swing Low. Below is an example of a bearish opportunity after taking liquidity from a Swing High with a wick and no candle body closing above it.
🔹Details
As you have seen, it indicates the surpassing of a high without the candle body, this is called a “SWEEP.” Each time this occurs, the price is likely to surpass the opposite SWING High/Low. The following example will show more clearly how it works in both bullish and bearish scenarios.
🔹Configuration
-Cooldown period: is the length of the operating Range line
-Swing detection: determines the points to be used as SL and TP protection
Bullish/Berish Sweep
-Line Width: size of the line
-Line Style: design type
-Color
[Pandora's Chambers] Liquidity Grab Magnet Tool VDV_V6Pandora’s Chambers – Liquidity Grab Magnet Tool VDV_V6
The “Pandora’s Chambers – Liquidity Grab Magnet Tool VDV_V6” indicator is built as a mathematical function library in Pine Script® that identifies “magnet” points (local maxima) of price action density, based on a combination of frequency analysis (wick density) and Fibonacci values. The algorithm considers the distribution of wick touches within a lookback range, builds volume profiles at different price levels, and then marks the strongest dynamic support and resistance levels. This structure has been empirically proven to be particularly effective for rapid scalping, as these “magnet points” are characterized by strong market forces influencing sharp price movements.
Background and Methodology
Price Range Division into Bins: The range between the minimum and maximum price over the last N candles is divided into k equal bins.
Wick Touch Counting: For each bin, the number of times the bin center falls within the wick body of a candle is calculated.
Bullish and Bearish Candles:
For bullish candles (close > open), touches between the low and the open are counted.
For bearish candles (close < open), touches between the open and the high are counted.
Density Function: For each bin j, a density function ρ(j) = number of touches in j is obtained.
Strongest Levels: The strongest support level below the current price is arg max_{binCenter < close} ρ(j), and the resistance – above the price.
Integrated Volume Profile: For each bin, the trading volume of the candles where the bin center is included in the wick body is accumulated, adding a volume dimension to the selection of magnet points.
The Secret Algorithm
The algorithm utilizes several key constructs:
Dynamic Trailing with Sensitivity Threshold (trailTolerance): To avoid market noise, the line is redrawn only when the new point differs by Δ ≥ trailTolerance from the previous level.
Fibonacci Value Integration: After identifying support (sell-side) and resistance (buy-side) levels, Fibonacci lines are calculated at n ratios (0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0), with the option to extend them to additional "snap" values (1.618, 2.618). Each line also displays the corresponding trading volume in its paired bin, providing an indication of market depth at the Fibonacci point.
Visualization and Functionality:
Clear and Dynamic Colored Lines: Support is colored purple, resistance is colored cyan.
Transparent Labels: Displaying the actual volume value for each level.
“Magnet Point” Markers (red dots): Appearing upon the breakout of a line – enabling the identification of rapid scalping opportunities. Crossing of a line indicates the price "drinking liquidity." A red dot appears when the price reaches equilibrium.
Continued Liquidity: If the line moves away from the price, liquidity is expected to continue.
Key Parameters
Parameter Description
Lookback Bars Number of candles for historical analysis; size of the discrete dimension for density distribution.
Bin Count Number of bins for dividing the price range; determines the analysis resolution.
Tolerance Minimum threshold for a level change before a new line is created (to reduce noise).
Fibonacci Offsets Number of candles to the right to display Fibonacci lines with volume labels.
Show Liquidity Snap Toggle to display extended "snap" values outside the main range.
Line Width & Color Adjustable thickness, style, and color of support and resistance lines.
Label Size/Offset Adjustment of label text size and position – to prevent overlaps on the chart.
Export to Sheets
How to Use for Scalping
Identify the Magnet Point: Follow the red dot (•) the moment the price crosses a liquidity level downwards/upwards.
Parameter Adjustment: To increase sensitivity for scalping – reduce the Lookback or increase the Bin Count.
Market Depth Confirmation: Use the volume labels alongside the Fibonacci lines to confirm that the point is indeed accompanied by significant volume movement.
Mathematical Conclusion
The indicator combines statistical principles of density and historical memory with Fibonacci geometry, in a configuration that allows for the identification of reliable “magnet points.” For quantitative traders, this is a formal tool for drawing conclusions about market forces in the language of density functions and volume profiles, providing an ideal environment for rapid and precise scalps.
צור מחדש אבל תחליף את המילים סופורט וריסיסטנס לליקווידיטי
בטח, הנה הגרסה המחודשת של התיאור עם החלפת המילים "סופורט" ו"ריסיסטנס" ב"ליקווידיטי":
חדרי פנדורה – כלי מגנט ללכידת נזילות VDV_V6
האינדיקטור “חדרי פנדורה – כלי מגנט ללכידת נזילות VDV_V6” נבנה כספריית פונקציות מתמטית ב‑Pine Script® המזהה נקודות “מגנט” (מקסימום מקומי) של צפיפות תנועת המחיר, על בסיס שילוב של ניתוח תדרים (צפיפות וויקים) וערכי פיבונאצ’י. האלגוריתם מתייחס להתפלגות נגיעות הוויקים בתוך טווח הסתכלות (lookback), בונה פרופילי נפח במחיריים שונים, ולאחר מכן מסמן את רמות הנזילות הדינמיות החזקות ביותר. המבנה הוכח אמפירית כיעיל במיוחד לסקאלפינג מהיר, שכן “נקודות המגנט” מתאפיינות בכוחות שוק חזקים המשפיעים על תנועה חדה של המחיר.
רקע ומתודולוגיה
חלוקת טווח המחיר לבינים (bins): הטווח בין המחיר המינימלי למקסימלי ב־N הנרות האחרונים מחולק ל־k תאים שווים.
בכל תא מחשבים את מספר הפעמים שבהן מרכז התא נכנס לתוך גוף הוויק (wick) של הנר.
נרות בולשים ודובשים:
בנרות בולשים (close > open) נספרים מגעים בין ה־low ל־open.
בנרות דובשים (close < open) נספרים מגעים בין ה־open ל־high.
פונקציית צפיפות (Density Function): עבור כל תא j מתקבלת פונקציית צפיפות ρ(j) = מספר המגעים ב־j.
הרמה החזקה ביותר מתחת למחיר הנוכחי היא arg max_{binCenter < close} ρ(j), ולהתנגדות – מעל המחיר.
פרופיל נפח משולב (Volume Profile): לכל תא מצטבר נפח המסחר של הנרות שבהם מרכז התא נכלל בגוף הוויק, מה שמוסיף ממד נפחי לבחירת נקודות המגנט.
האלגוריתם הסודי
האלגוריתם עושה שימוש בכמה קונסטרוקטים עיקריים:
טריילינג דינמי עם סף רגישות (trailTolerance): כדי למנוע רעשי שוק, הקו ניזון מחדש רק כאשר הנקודה החדשה שונה ב־Δ ≥ trailTolerance מהרמה הקודמת.
שילוב ערכי פיבונאצ’י: לאחר זיהוי רמות נזילות (sell-side) ורמות נזילות (buy-side), מחושבים קווי פיבונאצ’י ב־n יחסיות (0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0), ואפשרות להרחבתם לערכי סנאפ נוספים (1.618, 2.618). כל קו מציג גם את נפח המסחר המתאים בתא התאום שלו, מה שנותן אינדיקציה לקריאות עומק השוק בנקודת פי
You stopped this response
Giv'atayim, Israel
צור מחדש אבל תחליף את המילים סופורט וריסיסטנס לליקווידיטי
באנגלית
Okay, here's the revised English description with "support" and "resistance" replaced by "liquidity":
Pandora’s Chambers – Liquidity Grab Magnet Tool VDV_V6
The “Pandora’s Chambers – Liquidity Grab Magnet Tool VDV_V6” indicator is built as a mathematical function library in Pine Script® that identifies “magnet” points (local maxima) of price action density, based on a combination of frequency analysis (wick density) and Fibonacci values. The algorithm considers the distribution of wick touches within a lookback range, builds volume profiles at different price levels, and then marks the strongest dynamic liquidity levels. This structure has been empirically proven to be particularly effective for rapid scalping, as these “magnet points” are characterized by strong market forces influencing sharp price movements.
Background and Methodology
Price Range Division into Bins: The range between the minimum and maximum price over the last N candles is divided into k equal bins.
Wick Touch Counting: For each bin, the number of times the bin center falls within the wick body of a candle is calculated.
Bullish and Bearish Candles:
For bullish candles (close > open), touches between the low and the open are counted.
For bearish candles (close < open), touches between the open and the high are counted.
Density Function: For each bin j, a density function ρ(j) = number of touches in j is obtained.
Strongest Levels: The strongest sell-side liquidity level below the current price is arg max_{binCenter < close} ρ(j), and the buy-side liquidity – above the price.
Integrated Volume Profile: For each bin, the trading volume of the candles where the bin center is included in the wick body is accumulated, adding a volume dimension to the selection of magnet points.
The Secret Algorithm
The algorithm utilizes several key constructs:
Dynamic Trailing with Sensitivity Threshold (trailTolerance): To avoid market noise, the line is redrawn only when the new point differs by Δ ≥ trailTolerance from the previous level.
Fibonacci Value Integration: After identifying sell-side liquidity and buy-side liquidity levels, Fibonacci lines are calculated at n ratios (0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0), with the option to extend them to additional "snap" values (1.618, 2.618). Each line also displays the corresponding trading volume in its paired bin, providing an indication of market depth at the Fibonacci point.
Visualization and Functionality:
Clear and Dynamic Colored Lines: Sell-side liquidity is colored purple, buy-side liquidity is colored cyan. Crossing of a line indicates the price "drinking liquidity."
Transparent Labels: Displaying the actual volume value for each level.
“Magnet Point” Markers (red dots): Appearing upon the breakout of a line – enabling the identification of rapid scalping opportunities. A red dot appears when the price reaches equilibrium. If the line moves away from the price, liquidity is expected to continue.
Key Parameters
Parameter Description
Lookback Bars Number of candles for historical analysis; size of the discrete dimension for density distribution.
Bin Count Number of bins for dividing the price range; determines the analysis resolution.
Tolerance Minimum threshold for a level change before a new line is created (to reduce noise).
Fibonacci Offsets Number of candles to the right to display Fibonacci lines with volume labels.
Show Liquidity Snap Toggle to display extended "snap" values outside the main range.
Line Width & Color Adjustable thickness, style, and color of liquidity lines.
Label Size/Offset Adjustment of label text size and position – to prevent overlaps on the chart.
Export to Sheets
How to Use for Scalping
Identify the Magnet Point: Follow the red dot (•) the moment the price crosses a liquidity level downwards/upwards.
Parameter Adjustment: To increase sensitivity for scalping – reduce the Lookback or increase the Bin Count.
Market Depth Confirmation: Use the volume labels alongside the Fibonacci lines to confirm that the point is indeed accompanied by significant volume movement.
Mathematical Conclusion
The indicator combines statistical principles of density and historical memory with Fibonacci geometry, in a configuration that allows for the identification of reliable “magnet points.” For quantitative traders, this is a formal tool for drawing conclusions about market forces in the language of density functions and volume profiles, providing an ideal environment for rapid and precise scalps.
ICT Immediate Rebalance Toolkit [LuxAlgo]The ICT Immediate Rebalance Toolkit is a comprehensive suite of tools crafted to aid traders in pinpointing crucial trading zones and patterns within the market.
The ICT Immediate Rebalance, although frequently overlooked, emerges as one of ICT's most influential concepts, particularly when considered within a specific context. The toolkit integrates commonly used price action tools to be utilized in conjunction with the Immediate Rebalance patterns, enriching the capacity to discern context for improved trading decisions.
The ICT Immediate Rebalance Toolkit encompasses the following Price Action components:
ICT Immediate Rebalance
Buyside/Sellside Liquidity
Order Blocks & Breaker Blocks
Liquidity Voids
ICT Macros
🔶 USAGE
🔹 ICT Immediate Rebalance
What is an Immediate Rebalance?
Immediate rebalances, a concept taught by ICT, hold significant importance in decision-making. To comprehend the concept of immediate rebalance, it's essential to grasp the notion of the fair value gap. A fair value gap arises from market inefficiencies or imbalances, whereas an immediate rebalance leaves no gap, no inefficiencies, or no imbalances that the price would need to return to.
Rule of Thumb
After an immediate rebalance, the expectation is for two extension candles to follow; otherwise, the immediate rebalance is considered failed. It's important to highlight that both failed and successful immediate rebalances, when considered within a context, are significant signatures in trading.
Immediate rebalances can occur anywhere and in any timeframe.
🔹 Buyside/Sellside Liquidity
In the context of Inner Circle Trader's teachings, liquidity primarily refers to the presence of stop losses or pending orders, that indicate concentrations of buy or sell orders at specific price levels. Institutional traders, like banks and large financial entities, frequently aim for these liquidity levels or pools to accumulate or distribute their positions.
Buyside liquidity denotes a chart level where short sellers typically position their stops, while Sellside liquidity indicates a level where long-biased traders usually place their stops. These zones often serve as support or resistance levels, presenting potential trading opportunities.
The presentation applied here is the multi-timeframe version of our previously published Buyside-Sellside-Liquidity script.
🔹 Order Blocks & Breaker Blocks
Order Blocks and Breaker Blocks hold significant importance in technical analysis and play a crucial role in shaping market behavior.
Order blocks are fundamental elements of price action analysis used by traders to identify key levels in the market where significant buying or selling activity has occurred. These blocks represent areas on a price chart where institutional traders, banks, or large market participants have placed substantial buy or sell orders, leading to a temporary imbalance in supply and demand.
Breaker blocks, also known as liquidity clusters or pools, complement order blocks by identifying zones where liquidity is concentrated on the price chart. These areas, formed from mitigated order blocks, often act as significant barriers to price movement, potentially leading to price stalls or reversals in the future.
🔹 Liquidity Voids
Liquidity voids are sudden price changes when the price jumps from one level to another. Liquidity voids will appear as a single or a group of candles that are all positioned in the same direction. These candles typically have large real bodies and very short wicks, suggesting very little disagreement between buyers and sellers.
Here is our previously released Liquidity-Voids script.
🔹 ICT Macros
In the context of ICT's teachings, a macro is a small program or set of instructions that unfolds within an algorithm, which influences price movements in the market. These macros operate at specific times and can be related to price runs from one level to another or certain market behaviors during specific time intervals. They help traders anticipate market movements and potential setups during specific time intervals.
Here is our previously released ICT-Macros script.
🔶 SETTINGS
🔹 Immediate Rebalances
Immediate Rebalances: toggles the visibility of the detected immediate rebalance patterns.
Bullish, and Bearish Immediate Rebalances: color customization options.
Wicks 75%, %50, and %25: color customization options of the wick price levels for the detected immediate rebalance.
Ignore Price Gaps: ignores price gaps during calculation.
Confirmation (Bars): specifies the number of bars required to confirm the validation of the detected immediate rebalance.
Immediate Rebalance Icon: allows customization of the size of the icon used to represent the immediate rebalance.
🔹 Buyside/Sellside Liquidity
Buyside/Sellside Liquidity: toggles the visibility of the buy-side/sell-side liquidity levels.
Timeframe: this option is to identify liquidity levels from higher timeframes. If a timeframe lower than the chart's timeframe is selected, calculations will be based on the chart's timeframe.
Detection Length: lookback period used for the detection.
Margin: sets margin/sensitivity for the liquidity levels.
Buyside/Sellside Liquidity Color: color customization option for buy-side/sell-side liquidity levels.
Visible Liquidity Levels: allows customization of the visible buy-side/sell-side liquidity levels.
🔹 Order Blocks & Breaker Blocks
Order Blocks: toggles the visibility of the order blocks.
Breaker Blocks: toggles the visibility of the breaker blocks.
Swing Detection Length: lookback period used for the detection of the swing points used to create order blocks & breaker blocks.
Mitigation Price: allows users to select between the closing price or the wick of the candle.
Use Candle Body in Detection: allows users to use candle bodies as order block areas instead of the full candle range.
Remove Mitigated Order Blocks & Breaker Blocks: toggles the visibility of the mitigated order blocks & breaker blocks.
Order Blocks: Bullish, Bearish Color: color customization option for order blocks.
Breaker Blocks: Bullish, Bearish Color: color customization option for breaker blocks.
Visible Order & Breaker Blocks: allows customization of the visible order & breaker blocks.
Show Order Blocks & Breaker Blocks Labels: toggles the visibility of the order blocks & breaker blocks labels.
🔹 Liquidity Voids
Liquidity Voids: toggles the visibility of the liquidity voids.
Liquidity Voids Width Filter: filtering threshold while detecting liquidity voids.
Ignore Price Gaps: ignores price gaps during calculation.
Remove Mitigated Liquidity Voids: remove mitigated liquidity voids.
Bullish, Bearish, and Mitigated Liquidity Voids: color customization option..
Liquidity Void Labels: toggles the visibility of the liquidity voids labels.
🔹 ICT Macros
London and New York (AM, Launch, and PM): toggles the visibility of specific macros, allowing users to customize macro colors.
Macro Top/Bottom Lines, Extend: toggles the visibility of the macro's pivot high/low lines and allows users to extend the pivot lines.
Macro Mean Line: toggles the visibility of the macro's mean (average) line.
Macro Labels: toggles the visibility of the macro labels, allowing customization of the label size.
🔶 RELATED SCRIPTS
ICT-Killzones-Toolkit
Smart-Money-Concepts
Thanks to our community for recommending this script. For more conceptual scripts and related content, we welcome you to explore by visiting >>> LuxAlgo-Scripts .
Quarterly Theory ICT 05 [TradingFinder] Doubling Theory Signals🔵 Introduction
Doubling Theory is an advanced approach to price action and market structure analysis that uniquely combines time-based analysis with key Smart Money concepts such as SMT (Smart Money Technique), SSMT (Sequential SMT), Liquidity Sweep, and the Quarterly Theory ICT.
By leveraging fractal time structures and precisely identifying liquidity zones, this method aims to reveal institutional activity specifically smart money entry and exit points hidden within price movements.
At its core, the market is divided into two structural phases: Doubling 1 and Doubling 2. Each phase contains four quarters (Q1 through Q4), which follow the logic of the Quarterly Theory: Accumulation, Manipulation (Judas Swing), Distribution, and Continuation/Reversal.
These segments are anchored by the True Open, allowing for precise alignment with cyclical market behavior and providing a deeper structural interpretation of price action.
During Doubling 1, a Sequential SMT (SSMT) Divergence typically forms between two correlated assets. This time-structured divergence occurs between two swing points positioned in separate quarters (e.g., Q1 and Q2), where one asset breaks a significant low or high, while the second asset fails to confirm it. This lack of confirmation—especially when aligned with the Manipulation and Accumulation phases—often signals early smart money involvement.
Following this, the highest and lowest price points from Doubling 1 are designated as liquidity zones. As the market transitions into Doubling 2, it commonly returns to these zones in a calculated move known as a Liquidity Sweep—a sharp, engineered spike intended to trigger stop orders and pending positions. This sweep, often orchestrated by institutional players, facilitates entry into large positions with minimal slippage.
Bullish :
Bearish :
🔵 How to Use
Applying Doubling Theory requires a simultaneous understanding of temporal structure and inter-asset behavioral divergence. The method unfolds over two main phases—Doubling 1 and Doubling 2—each divided into four quarters (Q1 to Q4).
The first phase focuses on identifying a Sequential SMT (SSMT) divergence, which forms when two correlated assets (e.g., EURUSD and GBPUSD, or NQ and ES) react differently to key price levels across distinct quarters. For example, one asset may break a previous low while the other maintains structure. This misalignment—especially in Q2, the Manipulation phase—often indicates early smart money accumulation or distribution.
Once this divergence is observed, the extreme highs and lows of Doubling 1 are marked as liquidity zones. In Doubling 2, the market gravitates back toward these zones, executing a Liquidity Sweep.
This move is deliberate—designed to activate clustered stop-loss and pending orders and to exploit pockets of resting liquidity. These sweeps are typically driven by institutional forces looking to absorb liquidity and position themselves ahead of the next major price move.
The key to execution lies in the fact that, during the sweep in Doubling 2, a classic SMT divergence should also appear between the two assets. This indicates a weakening of the previous trend and adds an extra layer of confirmation.
🟣 Bullish Doubling Theory
In the bullish scenario, Doubling 1 begins with a bullish SSMT divergence, where one asset forms a lower low while the other maintains its structure. This divergence signals weakening bearish momentum and possible smart money accumulation. In Doubling 2, the market returns to the previous low and sweeps the liquidity zone—breaking below it on one asset, while the second fails to confirm, forming a bullish SMT divergence.
f this move is followed by a bullish PSP and a clear market structure break (MSB), a long entry is triggered. The stop-loss is placed just below the swept liquidity zone, while the target is set in the premium zone, anticipating a move driven by institutional buyers.
🟣 Bearish Doubling Theory
The bearish scenario follows the same structure in reverse. In Doubling 1, a bearish SSMT divergence occurs when one asset prints a higher high while the other fails to do so. This suggests distribution and weakening buying pressure. Then, in Doubling 2, the market returns to the previous high and executes a liquidity sweep, targeting trapped buyers.
A bearish SMT divergence appears, confirming the move, followed by a bearish PSP on the lower timeframe. A short position is initiated after a confirmed MSB, with the stop-loss placed
🔵 Settings
⚙️ Logical Settings
Quarterly Cycles Type : Select the time segmentation method for SMT analysis.
Available modes include : Yearly, Monthly, Weekly, Daily, 90 Minute, and Micro.
These define how the indicator divides market time into Q1–Q4 cycles.
Symbol : Choose the secondary asset to compare with the main chart asset (e.g., XAUUSD, US100, GBPUSD).
Pivot Period : Sets the sensitivity of the pivot detection algorithm. A smaller value increases responsiveness to price swings.
Pivot Sync Threshold : The maximum allowed difference (in bars) between pivots of the two assets for them to be compared.
Validity Pivot Length : Defines the time window (in bars) during which a divergence remains valid before it's considered outdated.
🎨 Display Settings
Show Cycle :Toggles the visual display of the current Quarter (Q1 to Q4) based on the selected time segmentation
Show Cycle Label : Shows the name (e.g., "Q2") of each detected Quarter on the chart.
Show Labels : Displays dynamic labels (e.g., “Q2”, “Bullish SMT”, “Sweep”) at relevant points.
Show Lines : Draws connection lines between key pivot or divergence points.
Color Settings : Allows customization of colors for bullish and bearish elements (lines, labels, and shapes)
🔔 Alert Settings
Alert Name : Custom name for the alert messages (used in TradingView’s alert system).
Message Frequenc y:
All : Every signal triggers an alert.
Once Per Bar : Alerts once per bar regardless of how many signals occur.
Per Bar Close : Only triggers when the bar closes and the signal still exists.
Time Zone Display : Choose the time zone in which alert timestamps are displayed (e.g., UTC).
Bullish SMT Divergence Alert : Enable/disable alerts specifically for bullish signals.
Bearish SMT Divergence Alert : Enable/disable alerts specifically for bearish signals
🔵 Conclusion
Doubling Theory is a powerful and structured framework within the realm of Smart Money Concepts and ICT methodology, enabling traders to detect high-probability reversal points with precision. By integrating SSMT, SMT, Liquidity Sweeps, and the Quarterly Theory into a unified system, this approach shifts the focus from reactive trading to anticipatory analysis—anchored in time, structure, and liquidity.
What makes Doubling Theory stand out is its logical synergy of time cycles, behavioral divergence, liquidity targeting, and institutional confirmation. In both bullish and bearish scenarios, it provides clearly defined entry and exit strategies, allowing traders to engage the market with confidence, controlled risk, and deeper insight into the mechanics of price manipulation and smart money footprints.
liquidation Heatmap [by Alpha_Precision_Charts]Indicator Description: Heatmap Longs/Shorts with OI Sensitivity & Aggregated Tools
Overview
The "Heatmap Longs/Shorts with OI Sensitivity & Aggregated Tools" is an advanced, multi-functional indicator crafted for futures traders seeking a deeper understanding of market dynamics. This tool integrates several key features—Heatmap of Longs and Shorts with Open Interest (OI) sensitivity, Histograms, Liquidity Exit Bubbles, Volume Bubbles, RSI Labels, Moving Averages, and an OI Table—into a single, cohesive package. By pulling real-time OI data from major exchanges (Binance, BitMEX, OKX, Kraken), it offers a robust framework for analyzing liquidity, order flow, momentum, and trends across various timeframes.
Why Aggregation Matters
Market analysis thrives on combining diverse insights, as relying on a single tool often leaves gaps in understanding. Each component of this indicator addresses a distinct aspect of market behavior:
Heatmap Longs/Shorts with OI Sensitivity: Maps potential liquidation zones based on OI, pinpointing where leveraged positions might cluster.
Histograms: Visualize the density of potential liquidity across price levels, enhancing OI-based analysis.
OI Table: Provides a breakdown of OI across all supported exchanges, offering transparency into total market exposure.
Liquidity Exit Bubbles: Highlight significant position exits (negative OI delta), signaling potential reversals or liquidations.
Volume Bubbles: Detect high-volume events from perpetual futures, revealing aggressive market participation.
RSI Labels: Track momentum with overbought and oversold conditions, refining entry and exit timing.
Moving Averages: Establish trend direction and dynamic support/resistance levels.
The power of aggregation lies in its ability to connect these dots. For instance, the Heatmap identifies potential liquidation zones, Volume Bubbles confirm aggressive moves, and RSI Labels add momentum context. Histograms and the OI Table further enrich this by detailing liquidity density and market exposure, creating a comprehensive view critical for navigating volatile markets.
Key Features
Heatmap Longs/Shorts with OI Sensitivity
Displays potential liquidation levels above (Shorts) and below (Longs) the price, with leverage settings from 5x to 125x.
Includes a Minimum Liquidity Sensitivity filter (0.1-1.0) to exclude small-order noise.
Features a dynamic gradient (purple to yellow) with adjustable intensity based on OI.
Note: Exact trader leverage isn’t known; liquidation zones are inferred from market psychology, as traders often favor specific leverage levels (e.g., 25x, 50x, 125x).
Histograms
Display the density of potential liquidity across price levels, complementing the Heatmap. Note that the largest histogram bars may appear in different locations compared to the most intense (yellow) areas of the Heatmap, as histograms primarily focus on the accumulation of smaller orders.
OI Table
Aggregates OI data from all supported exchanges (Binance, BitMEX, OKX, Kraken) in base currency and USD, sortable by volume.
Displays total OI and individual exchange contributions automatically.
Liquidity Exit Bubbles
Plots bubbles for significant negative OI changes, sized as small, medium, or large based on magnitude.
Positioned above or below candles depending on volatility direction, with customizable colors.
Volume Bubbles
Marks high-volume activity from perpetual futures, with sizes (normal, high, ultra-high) tied to intensity.
Offers adjustable sensitivity and offset for precise placement.
RSI Labels
Provides real-time RSI readings, highlighting overbought (≥70) and oversold (≤30) levels.
Configurable by price source (e.g., High/Low, Close) and timeframe, with customizable appearance.
Moving Averages
Supports SMA, EMA, WMA, and VWMA with three user-defined periods (default: 21, 50, 100).
Toggleable visibility and colors for trend analysis.
How to Use
Scalping/Day Trading (1m-15m):
Load the indicator three times: one at 125x leverage (visible), one at 50x (hidden), and one at 25x (hidden). Use the 125x Heatmap to identify immediate liquidation zones. When price breaks through the 125x liquidity pool, enable the 50x instance, then 25x as needed, to track cascading liquidations.
Pair with Histograms to monitor potential liquidity density, Volume Bubbles for breakout signals, and Liquidity Exit Bubbles for reversals.
Check RSI Labels on short timeframes (e.g., 15m) for overextended moves.
Swing Trading (1H-4H):
Set the Heatmap to lower leverage (e.g., 25x, 10x) and combine with Moving Averages to confirm trends.
Use RSI Labels on matching timeframes to time entries/exits based on momentum.
Reference the OI Table to assess overall market exposure.
Liquidity Analysis:
Adjust the Minimum Liquidity Sensitivity to focus on significant OI clusters. Higher filtering removes small orders, so use Volume Bubbles and the OI Table for broader context in sideways markets.
Use the OI Table to see total OI across all exchanges.
General Tips:
Toggle features (e.g., Bubbles, MAs) to focus on relevant data.
Test settings on your asset—optimized for Bitcoin, adjustable for altcoins.
Settings
Exchanges: Data from Binance, BitMEX, OKX, and Kraken is automatically included.
Heatmap: Enable Longs/Shorts, set start date, adjust leverage and color intensity.
Liquidity Filtering: Tune Minimum Liquidity Sensitivity (0.1-1.0) to balance detail and noise.
Histograms: Automatically active, showing potential liquidity density; no direct settings.
OI Table: Toggle visibility and choose position (e.g., Top Right).
Bubbles: Enable/disable Liquidity Exit and Volume Bubbles, set sensitivities and colors.
RSI: Pick price source, timeframe, and label style (size, color, offset).
Moving Averages: Select type, periods, and visibility.
Why It’s Unique
This indicator blends liquidity tools (Heatmap, Histograms, OI Table, Bubbles) with momentum and trend analysis (RSI, MAs). The adjustable Heatmap intensity enhances visibility of significant OI levels, while the multi-tool approach provides a fuller market perspective.
Notes
Best suited for perpetual futures; test on spot or other instruments for compatibility.
High leverage (e.g., 125x) excels on short timeframes; use 5x-25x for daily/weekly views.
Experiment with settings to optimize for your asset and timeframe.
This indicator relies on the availability of Open Interest (OI) data from TradingView. Functionality may vary depending on data access for your chosen asset and exchange.
Feedback
Your input is valued to enhance this tool. Enjoy trading with a fuller market perspective!
Uptrick : HMA Adaptive Trend and Volatility BandsThis proprietary trading indicator, named "Uptrick: HMA Adaptive Trend and Volatility Bands," offers a sophisticated blend of trend detection and volatility measurement for financial markets. Designed to overlay directly on the price chart, it leverages a variety of technical analysis tools to provide clear visual signals and comprehensive market insights.
Key Features:
Hull Moving Average (HMA) with Volatility Bands:
HMA Calculation: Utilizes the Hull Moving Average (HMA) for smooth trend identification, applied to the average price of high and low (hl2).
Adaptive Volatility Bands: Incorporates bands around the HMA based on a responsive standard deviation adjusted by an Exponential Moving Average (EMA). These bands dynamically expand and contract with market volatility.
Parameters:
Length: Configurable period for the HMA and standard deviation (default 14).
Multiplier: Determines the width of the bands (default 2.0).
MACD (Moving Average Convergence Divergence):
MACD Calculation: Includes fast and slow EMA periods with a signal line to detect trend direction and strength.
Histogram: Difference between MACD line and signal line to visualize momentum.
Parameters:
Fast Length: Short-term EMA period (default 6).
Slow Length: Long-term EMA period (default 13).
Signal Length: Signal line EMA period (default 5).
Relative Strength Index (RSI):
RSI Calculation: Measures the speed and change of price movements to identify overbought or oversold conditions.
Parameter:
RSI Length: Period for RSI calculation (default 10).
Average True Range (ATR):
ATR Calculation: Evaluates market volatility by considering the true range over a specified period.
Parameter:
ATR Length: Period for ATR calculation (default 7).
Volume and Liquidity Analysis:
Volume: Directly incorporated into the indicator to gauge market activity.
Liquidity: Assessed using the HMA of volume to determine the ease of trade execution.
Parameter:
Liquidity Length: Period for HMA of volume calculation (default 14).
Trend Identification:
Uptrend Conditions: A combination of positive MACD histogram, RSI above 50, ATR above its HMA, and volume exceeding liquidity.
Downtrend Conditions: Negative MACD histogram, RSI below 50, ATR above its HMA, and volume exceeding liquidity.
Visual Cues: Color-coded background (green for uptrend, red for downtrend) with corresponding labels on the price chart to indicate trend shifts.
Additional Moving Averages and Bollinger Bands:
SMA (Simple Moving Average): Includes 50 and 200-period SMAs for long-term trend analysis.
EMA (Exponential Moving Average): Includes a 20-period EMA for short-term trend analysis.
Bollinger Bands: Standard deviation bands around a 20-period SMA to measure market volatility and identify potential breakout points.
Information Table:
Real-Time Data Display: An optional table that provides current values for key metrics such as price, volume, liquidity, ATR, RSI, MACD histogram, SMAs, EMA, Buy+Sell Pressure, ATH, Global liquidity, Distance from ATH and Bollinger Bands, offering traders a comprehensive snapshot of market conditions.
Visualization:
Upper and Lower Bands: Clearly plotted with distinct colors (blue for upper, red for lower) to highlight volatility boundaries.
Trend Labels: Automatic annotations on the chart to signal uptrend and downtrend conditions.
Background Highlighting: Subtle shading to visually emphasize prevailing trend conditions.
This indicator is designed for traders seeking an advanced tool to detect trends, measure volatility, and make informed trading decisions based on comprehensive technical analysis. By integrating multiple technical indicators and providing clear visual signals, it aims to enhance trading accuracy and market insight.
Master Pattern [UAlgo]🔶 Description:
"Master Pattern by UAlgo" aims to identify and visualize "Master Patterns" in price movements on financial charts, and focusing on detecting liquidity levels and sweeps. The indicator provides users with the ability to customize settings such as master pattern detection and detection flexibility, sensitivity to liquidity levels, and visualization preferences.
🔶 What is the Master Pattern ?
The Master Pattern is a framework built around understanding market cycles, which include three main phases: Contraction, Expansion, and Trend.
Contraction Phase: During this phase, the market fluctuates less and consolidates within a narrow range. Institutional trading volumes tend to be low and it is recommended to avoid trading entries during this period.
Expansion Phase: volatility increases and prices fluctuate greatly. Institutional traders begin to establish positions at this stage and may manipulate prices to attract retail traders to create liquidity for their own buy or sell targets.
Trend Phase: The final phase that completes the market cycle. Institutional traders started taking profits, causing the trend to reverse. This triggered panic among retail traders, leading to liquidations and stop-losses. This creates liquidity from which institutional traders can profit, while retail traders' positions are overvalued.
🔶 Key Features:
Pattern Detection : The indicator detects and visualizes contraction patterns in price movements, helping traders identify potential areas of price consolidation.
Also traders can choose between different modes (Strict, Normal, Relax) for obtaining master patterns, providing flexibility in pattern identification based on individual trading strategies and preferences.
The Value/Expansion Line : This value line is considered by institutional traders as a potential “Point of Origin” for future price movements.
An Application Example of the Master Pattern :
Select the Appropriate Timeframes: A significant separation between the higher timeframe (HTF) and the lower timeframe (LTF) is essential. For instance, combinations like 4H and 15M, 4H and 5M, or 1H and 1M. You can change this according to your own strategy.
Trade Based on Contraction Box, Value Line and Liquidity: When the HTF is above value, look for buying opportunities on your LTF below value. Conversely, when the HTF is below value, seek selling opportunities on your LTF above value. Sweeping liquidity in LTF is also an important parameter.
Also Value/Expansion Line can also be used as Support/Resistance zone,
Liquidity Levels : The indicator includes functionality to detect and display liquidity levels on the chart.
Dashboard Display : A customizable dashboard provides users with key information, including liquidity levels, master pattern values, and whether the current price is above or below Master Pattern's value lines.
Additionally, when liquidity is swept or the price rises above or falls below the value line. this information can be displayed on the dashboard.
Customizable Settings: Users can adjust parameters such as the pattern detection mode, sensitivity to liquidity levels, liquidity type (cumulative or individual for each swing), visualization preferences for master patterns, the position and font size of the dashboard.
🔶 Disclaimer:
Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals.
Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (UAlgo) shall not be held responsible for any trading losses incurred as a result of using this indicator.
Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies.
Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses.
No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future results.
ICT Liquidity Levels [TakingProphets]Overview
This indicator is designed to dynamically identify and display key liquidity levels—areas where market participants are likely to engage. By analyzing price swing points, it highlights potential support and resistance zones that can signal reversals or breakouts. The script distinguishes between buyside and sellside liquidity levels, presenting them with customizable visual cues and labels for immediate clarity.
How It Works
Swing Point Detection:
The indicator uses a pivot-based method (with a configurable “Base Swing Strength”) to detect swing highs and lows. Each detected swing is evaluated for its “swing size” (percentage price movement), and if it exceeds a user-defined threshold, the level is classified as major.
Level Creation and Classification:
Overview
Built on core ICT principles, this indicator identifies key liquidity zones—areas where market imbalances can lead to liquidity sweeps. By dynamically analyzing swing points, it offers traders a real-time view of where liquidity is clustering, allowing for a deeper understanding of market structure. 🚀
How It Works
Swing Point Detection 🔍
• Uses a pivot-based method with a configurable “Base Swing Strength” to detect significant price swings.
• Calculates the swing size (percentage change) to flag zones that exceed the “Major Level Threshold” as major liquidity zones.
Level Creation & Classification 🛠️
• Buyside Liquidity Levels (BSL):
Identified from swing highs, marking zones where buying liquidity clusters.
• Sellside Liquidity Levels (SSL):
Identified from swing lows, highlighting zones of concentrated selling liquidity.
• Each zone is stored with its price, bar index, and classification (major or standard) before being drawn as a horizontal line on the chart.
Dynamic Level Management 🔄
• Extension: Liquidity lines automatically extend from their detection point to the current bar.
• Consolidation: When levels are close in price, the script merges them—updating labels (e.g., “REQH” or “REQL”) to denote unified liquidity zones.
• Traded-Through Detection: Adjusts or removes levels if the market moves beyond them, based on your settings.
• Age-Based Cleanup: Inactive zones are automatically removed after a set number of bars to maintain clarity.
Customization Options ⚙️
Visual Settings:
• Choose from solid, dashed, or dotted line styles and adjust line width.
• Option to display labels with customizable placement (left or right) for optimal clarity.
Color & Opacity:
• Set distinct colors for buyside and sellside liquidity zones.
• Configure opacity for zones that have been traded through, keeping them visible yet de-emphasized.
Detection & Cleanup Parameters:
• Adjust “Base Swing Strength” to control pivot detection sensitivity.
• Set the “Major Level Threshold %” to filter for significant liquidity zones.
• Decide whether to retain or remove zones once price moves through them.
• Define how many bars should pass before inactive zones are automatically deleted.
How to Use 🚀
Apply the Indicator:
Simply add the script to your chart—it automatically detects and marks key liquidity zones based on recent price action.
Adjust Inputs:
Fine-tune parameters like swing strength, threshold percentages, and visual settings to match the asset’s characteristics and your trading strategy.
Interpret the Visuals:
• Major Liquidity Zones:
Highlighted with thicker lines and distinct labels (e.g., “Major BSL/SSL”), indicating areas of heightened liquidity concentration.
• Consolidated Zones:
Merged labels (e.g., “REQH/REQL”) denote unified liquidity zones where clustering is significant.
• Traded-Through Zones:
Changes in opacity signal that the market has moved beyond a previously identified liquidity zone.
Underlying ICT Concepts 💡
Liquidity Pools & Sweeps:
Focused on identifying where liquidity is concentrated, the indicator aligns with ICT methodologies that highlight zones crucial for liquidity sweeps.
Pivot Analysis for Liquidity:
Enhances traditional pivot detection to spotlight liquidity clusters, providing a deeper insight into market structure.
Real-Time Adaptation:
With continuous updates and built-in cleanup, the indicator ensures that liquidity zones accurately reflect current market conditions.
FU Candle Indicator V3.2What the FU Candle Indicator does:
First we need to understand what FU candles are. There's bullish and bearish FU candles.
Bullish FU candles are candles that have a long wick that takes out the previous candles low, then turns around and closes above the high of the previous candle.
Bearish FU candles are candles that have a long wick that takes out the previous candles high, then turns around and closes below the low of the previous candle.
Then there's so called attempted FU candles (ATT FU)
The difference between normal FU candles and ATT FU candles is, that the ATT FU candle doesn't close above/below the high/low of the previous candle but only above the previous candle's body close.
Bullish ATT FU Candle:
Bearish ATT FU Candle:
Detection of Bullish FU Candles:
Bullish FU Candles are detected by measuring the distance between the low of the previous candle and the low of the current candle.
Then the distance between the previous candles high and the current candles close price are measured.
If current candle low < previous candle low and current candle close > previous candle high = Bullish FU Candle.
Detection of Bullish ATT FU Candles:
Bullish ATT FU Candles are detected by measuring the distance between the low of the previous candle and the low of the current candle.
Then the distance between the previous candles close or open price and the current candles close price are measured. If the previous candle closed bearish, the open price is used for comparison, if the previous candle closed bullish, the close price is used for comparison.
If current candle low < previous candle low and current candle close > previous candle open or close = Bullish ATT FU Candle.
Detection of Bearish FU Candles:
Bearish FU Candles are detected by measuring the distance between the high of the previous candle and the high of the current candle.
Then the distance between the previous candles low, AND the current candles close price are measured.
If current candle high > previous candle high, AND current candle close < previous candle low = Bearish FU Candle.
Detection of Bearish ATT FU Candles:
Bearish ATT FU Candles are detected by measuring the distance between the high of the previous candle and the high of the current candle.
Then the distance between the previous candles close or open price and the current candles close price are measured. If the previous candle closed bearish, the open price is used for comparison, if the previous candle closed bullish, the close price is used for comparison.
If current candle high > previous candle high and current candle close < previous candle open or close = Bearish ATT FU Candle.
What makes this script unique?
It shows and liquidity grab and a break of structure on a lower timeframe in one candle.
It allows to adjust the settings for the asset and timeframe you're using
The built in filters (Fractal Filter and EMA Filter) are both optional but allow to filter out certain candles and most importantly it leaves room for experimentation and optimisation to your trading style.
Input Settings and how to use them:
Bullish FU Candle Color --> This setting is to set the color for bullish FU candles.
Bearish FU Candle Color --> This setting is to set the color for bearish FU candles.
Chart --> This setting enables you to display FU's on different timeframes instead of only the current time. It's set to current timeframe by default.
Liq. Grab in Points --> This is the strength of the liquidity grab. By how many points has the current candle taken out the low/ high of the previous candle. It's set to 20 by default but it has to be adjusted to the timeframe and asset you're using.
Engulfing in Points --> This the strength of the engulfing of the previous candle. It measures the distance of the current close price to the open, close, high or low of the previous candle. It depends if the current candle is bullish or bearish and if the previous candle was bullish or bearish and if ATT FUs are enabled but this setting applies to all methods. It's set to 20 by default but you have to adjust it to the asset and timeframe you're using.
Min. Size in Points --> This setting is to filter out tiny candles. It measures the overall size of the FU candle from low to high. It's set to 20 by default but you have to adjust it to the asset and timeframe you are using.
Min. Body Size in Points --> This setting is to filter out FU candles that have a tiny body. It measures the size of the body from open to close. It's set to 20 by default but you have to adjust it to the asset and timeframe you are using.
Max. Body Size in Points --> This setting is to filter out FU candles that have a huge body. It measures the size of the body from open to close. It's set to 10000 by default but you have to adjust it to the asset and timeframe you are using.
Show ATT FU Candles --> ATT FU Candles are FU's where the body only engulfs the previous candles body but not the wick. This type of FU candles is just as valid as the strong FU's where the Body and the wick of the previous Candle is engulfed. The setting is enabled by default.
Rejection Filter --> This setting is used filter out FU candles where the opposite side rejection is stronger than the body direction of the FU. This filters out a lot of traps. It's disabled by default.
Fractal Filter --> FU's are only valid if they broke a fractal of the past x candles. This filters out some of the FU candles that are inside a range and therefore invalid. This is an optional filter and disabled by default.
EMA Filter --> FU's are only if they are above/ below the EMA. This is to filter out most of the FU candles that are inside ranges. The EMA period can be set too. This is an optional filter and enabled and EMA length set to 7 by default. You can enable it and/ or change the length of the EMA to fit your trading style.
Show Entry Lines --> The entry line setting has been changed in terms of styling. The upper and lower line has been removed. Now only the 50% retracement line of the candle body is displayed and the line type, color, strength and length can be set to keep charts as clean as possible.
Alert Timeframes --> You can select the timeframes for which you want to receive an alert if you set and alert for the FU Candle indicator. If you set an alert for the FU Candle Indicator it will send an alert for every FU candle on every selected timeframe.
TF1-TF8 --> This setting is to enable or disable alerts for timeframe 1 - timeframe 8. By default all alerts are disabled, I recommend only enabling the ones that you actually use.
Recommended use:
A bullish FU candle doesn't necessarily mean it's a long and vice versa a bearish FU candle doesn't necessarily mean it's a short. In fact, most FU candles are traps. Often times you'll see a bullish FU candle starting a bearish reversal.
Whenever you see an FU Candle check the following:
Did the FU candle take relevant liquidity?
Is the FU Candle in line with the overall bias or does it go against the bias?
Where did the FU react? Example: A bearish FU candle that reacts in a bullish FVG is a perfect long entry and vice versa.
A bullish FU candle that takes out a relevant swing high can often be a fake-out and price can immediately reverse as the next candle opens.
Timing is also very important. Usually the valid FU candles happen after a strong move to one direction during high volume times and right before or right after a new candle opens on a higher timeframe.
Examples of valid setups:
Nr. 1) Mitigation Setup
Overall bullish on the higher time frame, liquidity grab to the downside, shift in momentum, strong move to the upside left a FVG. later price comes back into the FVG and forms a FU candle --> perfect long trade targeting the opposite side of the range.
Entry either at close of the FU or at the 50% retracement.
Nr. 2) Trap Setup
Clear bullish trend respecting the trend line, bearish FU candle forms but it didn't take any relevant liquidity to the upside. Only internal range liquidity. Perfect long entry using a buy limit below the lower wick of the FU candle with the SL below the nearest low.
Nr. 3) Liquidity Grab Setup
Bearish trend, price comes up aggressively and takes out a high and forms an FU Candle. Market entry short at close of the FU candle or at the 50% retracement of the FU candle or by putting a limit order right above the wick of the candle that follows the FU candle, targeting the opposite side of the range.
Nr. 4) Fake Breakout Setup
Price takes out a significant HTF low, then makes at least 2 BOS on the LTF and forms an Order Block or leaves an FVG. Price forms a bearish U that fails to close below the FVG or Orderblock.
Market entry long at the close of the bearish FU targeting the opposite side of the range. Vice versa for shorts. In simple terms: Bullish FUs at the top of the range and bearish FUs at the bottom of the range are usually always traps.
Sometimes price takes out the high/low of a trap FU before reversing aggressively so you can also have a limit order below the low of the bearish FU or above the high of a bullish FU in this case. But you risk missing the trade.
Entry Methods:
Entry Type 1) Market Entry at the close of the FU candle. --> Never miss a trade, not the best RRR.
Entry Type 2 Limit Entry at the 50% retracement of the body of the FU candle. --> Miss some of the trades but better RRR.
Entry Type 3 Limit order below the wick of the candle that follows the FU candle. --> Miss quite a lot of trades but by far best RRR.
Why this is a closed source script:
The source code of this script is not open because I have spent several years of my life developing it and I use it in all my trading bots.
Also I'm open for feedback and will modify/ update the script for free if I get input that can make it better.
For questions, please reach out via DM or check out my youtube channel. I have several videos explaining in detail how I use these candles, which are valid and which aren't.
Pure Price Action ICT Tools [LuxAlgo]The Pure Price Action ICT Tools indicator is designed for pure price action analysis, automatically identifying real-time market structures, liquidity levels, order & breaker blocks, and liquidity voids.
Its unique feature lies in its exclusive reliance on price patterns, without being constrained by any user-defined inputs, ensuring a robust and objective analysis of market dynamics.
🔶 MARKET STRUCTURES
A Market Structure Shift, also known as a Change of Character (CHoCH), is a pivotal event in price action analysis indicating a potential change in market sentiment or direction. An MSS occurs when the price reverses from an established trend, signaling that the prevailing trend may be losing momentum and a reversal might be underway. This shift is often identified by key technical patterns, such as a higher low in a downtrend or a lower high in an uptrend, which indicate a weakening of the current trend's strength.
A Break of Structure typically indicates the continuation of the current market trend. This event occurs when the price decisively moves beyond a previous swing high or low, confirming the strength of the prevailing trend. In an uptrend, a BOS is marked by the price breaking above a previous high, while in a downtrend, it is identified by the price breaking below a previous low.
While a Market Structure Shift (MSS) can indicate a potential trend reversal and a Break of Structure (BOS) often confirms trend continuation, they do not assure a complete reversal or continuation. MSS and BOS levels can also function as liquidity zones or areas of price consolidation rather than definitively signaling a change in market direction. Traders should approach these signals cautiously and validate them with additional factors before making trading decisions. For further details on other components of the tool, please refer to the following sections.
🔶 ORDER & BREAKER BLOCKS
Order and Breaker Blocks are key concepts in price action analysis that help traders identify significant levels in the market structure.
Order Blocks are specific price zones where significant buying or selling activity has occurred. These zones often represent the actions of large institutional traders or market makers, who execute substantial orders that impact the market.
Breaker Blocks are specific price zones where a strong reversal occurs, causing a break in the prevailing market structure. These blocks indicate areas where the price encountered significant resistance or support, leading to a reversal.
In summary, Order and Breaker Blocks are essential tools in price action analysis, providing insights into significant market levels influenced by institutional trading activities. These blocks help traders make informed decisions about potential support and resistance levels, trend reversals, and breakout confirmations.
🔶 BUYSIDE & SELLSIDE LIQUIDITY
Both buy-side and sell-side liquidity zones are critical for identifying potential turning points in the market. These zones are where significant buying or selling interest is concentrated, influencing future price movements.
In summary, buy-side and sell-side liquidity provide crucial insights into market demand and supply dynamics, helping traders make informed decisions based on the availability of orders at different price levels.
🔶 LIQUIDITY VOIDS
Liquidity voids are gaps or areas on a price chart where there is a lack of trading activity. These voids represent zones with minimal to no buy or sell orders, often resulting in sharp price movements when the market enters these areas.
In summary, liquidity voids are crucial areas on a price chart characterized by a lack of trading activity. These voids can lead to rapid price movements and increased volatility, making them essential considerations for traders in their analysis and decision-making processes.
🔶 SWING POINTS
Reversal price points are commonly referred to as swing points. Traders often analyze historical swing points to discern market trends and pinpoint potential trade entry and exit points.
Do note that in this script these are subject to backpainting, that is they are not located where they are detected.
The detection of swing points and the unique feature of this script rely exclusively on price action, eliminating the need for numerical user-defined settings. The process begins with detecting short-term swing points:
Short-Term Swing High (STH): Identified as a price peak surrounded by lower highs on both sides.
Short-Term Swing Low (STL): Recognized as a price trough surrounded by higher lows on both sides.
Intermediate-term and long-term swing points are detected using the same approach but with a slight modification. Instead of directly analyzing price candles, previously detected short-term swing points are utilized. For intermediate-term swing points, short-term swing points are analyzed, while for long-term swing points, intermediate-term ones are used.
This method ensures a robust and objective analysis of market dynamics, offering traders reliable insights into market structures. Detected swing points serve as the foundation for identifying market structures, buy-side/sell-side liquidity levels, and order and breaker blocks presented with this tool.
In summary, swing points are essential elements in technical analysis, helping traders identify trends, support, and resistance levels, and optimal entry and exit points. Understanding swing points allows traders to make informed decisions based on the natural price movements in the market.
🔶 SETTINGS
🔹 Market Structures
Market Structures: Toggles the visibility of the market structures, both shifts and breaks.
Detection: An option that allows users to detect market structures based on the significance of swing levels, including short-term, intermediate-term, and long-term.
Market Structure Labels: Controls the visibility of labels that highlight the type of market structure.
Line Style: Customizes the style of the lines representing the market structure.
🔹 Order & Breaker Blocks
Order & Breaker Blocks: Toggles the visibility of the order & breaker blocks.
Detection: An option that allows users to detect order & breaker blocks based on the significance of swing levels, including short-term, intermediate-term, and long-term.
Last Bullish Blocks: Number of the most recent bullish order/breaker blocks to display on the chart.
Last Bearish Blocks: Number of the most recent bearish order/breaker blocks to display on the chart.
Use Candle Body: Allows users to use candle bodies as order block areas instead of the full candle range.
🔹 Buyside & Sellside Liquidity
Buyside & Sellside Liquidity: Toggles the visibility of the buyside & sellside liquidity levels.
Detection: An option that allows users to detect buy-side & sell-side liquidity based on the significance of swing levels, including short-term, intermediate-term, and long-term.
Margin: Sets margin/sensitivity for a liquidity level detection.
Visible Levels: Controls the amount of the liquidity levels/zones to be visualized.
🔹 Liquidity Voids
Liquidity Voids: Enable display of both bullish and bearish liquidity voids.
Threshold Multiplier: Defines the multiplier for the threshold, which is hard-coded to the 200-period ATR range.
Mode: Controls the lookback length for detection and visualization. Present considers the last X bars specified in the option, while Historical includes all available data.
Label: Enable display of a label indicating liquidity voids.
🔹 Swing Highs/Lows
Swing Highs/Lows: Toggles the visibility of the swing levels.
Detection: An option that allows users to detect swing levels based on the significance of swing levels, including short-term, intermediate-term, and long-term.
Label Size: Control the size of swing level labels.
🔶 RELATED SCRIPTS
Pure-Price-Action-Structures.
Market-Structures-(Intrabar).
Buyside-Sellside-Liquidity.
Order-Breaker-Blocks.
iFVG Pro ToolkitThe iFVG Pro Toolkit is a collaboration with @TIMELESS1_ to bring you a one stop indicator giving you the ability to filter iFVGs with things like:
- The number of max number of candles allowed before an inversion is considered invalid.
- ATR filter to filter out smaller FVGs.
- Session Filter to show only iFVGs in your trading window.
- Historical iFVGs allowed to plot.
- iFVG Entry type.
- Complete color customization
- Automated Customizable MTF Liquidity Levels.
- Liquidity Timeframe Info Table
- Toggles to enable and disable Lines, FVGs, and Entries
- SMT Divergences with a validation filter
- Alerts for iFVGs and SMTs
A little bit about iFVGs:
Inversion Fair Value Gaps occur when a previous bullish or bearish Fair Value Gap is closed through hence the 'Inversion' aspect.
This can be a very strong sign that price may reverse and sweep the opposing liquidity.
Its a great visual way to see order flow when you inverse the opposite bias momentum within just a few candles.
Waiting for a sweep of BSL or SSL and an iFVG to occur after the fact can be a strong sign that we will reverse and sweep opposing liquidity before pushing higher or lower.
A little bit about Liquidity Levels:
Liquidity levels also know as Buyside Liquidity (BSL) and Sellside Liquidity (SSL) is commonly used as targets to take profit or to look for entries due to most traders and institutions having large blocks of orders sitting in those areas which can act as a magnet for price.
A little bit about SMT Divergence:
SMT Divergences occur daily in the market.
This is when a ticker like SEED_ALEXDRAYM_SHORTINTEREST2:NQ and NYSE:ES are doing the opposite of each other.
Making the opposite highs and/or lows.
When SMTs are forming on the lows it is considered Bullish SMT Divergence which can be strong confluence to enter a long trade when an iFVG is formed before or after a sweep of liquidity or FVG.
When SMTs are forming on the highs it is considered Bearish SMT Divergence which can be strong confluence to enter a short trade when an iFVG is formed before or after a sweep of liquidity of FVG.
Smart Money Setup 06 [TradingFinder] Liquidity Sweeps + OB Swing🔵 Introduction
Smart Money, managed by large investors, injects significant capital into financial markets by entering real capital markets.
Capital entering the market by this group of individuals is called smart money. Traders can profit from financial markets by following such individuals.
Therefore, smart money can be considered one of the effective methods for analyzing financial markets.
Sometimes, before a market movement, fluctuation movements that create price movement cause many traders' "Stop Loss" to be triggered. These movements are created in various patterns.
One of these patterns is similar to an "Expanding Triangle", which touches the stop loss of individuals who have placed their stop loss in the cash area in the form of 5 consecutive openings.
To better understand this setup, pay attention to the images below.
Bullish Setup Details :
Bearish Setup Details :
🔵 How to Use
After adding the indicator to the chart, wait for trading opportunities to appear. By changing the "Time Frame" and "Pivot Period", you can see different trading positions.
In general, the smaller the "Time Frame" and "Pivot Period", the more likely trading opportunities will appear.
Bullish Setup Details on Chart :
Bearish Setup Details on Chart :
🔵 Settings
You have access to "Pivot Period", "Order Block Refine", and "Refine Mode" through settings.
By changing the "Pivot Period", you can change the range of zigzag that identifies the setup.
Through "Order Block Refine", you can specify whether you want to refine the width of the order blocks or not. It is set to "On" by default.
Through "Refine Mode", you can specify how to improve order blocks.
If you are "risk-averse", you should set it to "Defensive" mode because in this mode, the width of the order blocks decreases, the number of your trades decreases, and the "reward-to-risk ratio "increases.
If you are on the opposite side and are "risk-taker", you can set it to "Aggressive" mode. In this mode, the width of the order blocks increases, and the likelihood of losing positions decreases.
