Multi-Timeframe Market Structure Toolkit

Overview

This script integrates higher timeframe structure analysis with displacement detection, liquidity mapping, and imbalance identification to provide contextual bias and execution alignment.

The components are designed to work together by:

• Establishing higher timeframe directional context
• Detecting structural shifts within that context
• Highlighting liquidity sweeps and imbalances
• Projecting probabilistic expansion targets

📈 Higher Timeframe (HTF) Structure

The script overlays four higher timeframe candles (C1–C4) onto the current chart.

Purpose:
• Visualize expansion vs compression phases
• Identify liquidity sweeps between HTF candles
• Define premium/discount zones using C3 equilibrium (50% level)

Default HTF alignment:

1m → 15m
5m → 1H
15m → 4H
1H → 1D

This structure keeps directional bias higher than execution timeframe.

🔄 CSID – Change in State of Delivery

CSID is defined as:

• Break of a prior swing high/low
• Followed by displacement candle
• Body size exceeding recent average range
• Momentum shift relative to prior structure

This event suggests potential transition from consolidation to expansion.

CSID is used to:
• Trigger deviation projections
• Validate structural continuation
• Align with HTF bias

📉 Standard Deviation Projections

Following a CSID event, projected levels are calculated using deviation from the displacement origin.

Levels available:
-1
-2
-2.5
-4

These represent potential expansion zones rather than guaranteed targets.

💧 Liquidity Sweep Detection

The script identifies HTF sweep relationships:

• C4 taking C3 high/low
• C3 taking C2
• C2 taking C1

This visualizes liquidity engineering across higher timeframe structure.

Liquidity levels are removed once swept.

📦 Fair Value Gap (HTF Imbalance)

Imbalance is defined as a three-candle inefficiency:

Bullish:
Low (3rd candle) > High (1st candle)

Bearish:
High (3rd candle) < Low (1st candle)

Detected across:
• C1–C3
• C2–C4

Unfilled zones remain visible as potential rebalancing areas.

🔍 SMT Divergence

SMT compares correlated instruments to identify structural divergence.

Method:
• Compare relative swing highs/lows
• Detect mismatch in continuation

Predefined correlations include:
NQ / ES
Gold / Silver
EUR / GBP
BTC / ETH

Manual selection available.

📊 Multi-Timeframe Trend Table

Trend classification is based on:

• Higher highs & higher lows → Bullish
• Lower highs & lower lows → Bearish

Displayed for:
1m, 5m, 15m, 1H, 4H, 1D

Intended Use

Designed for traders who:
• Use market structure concepts
• Align entries with higher timeframe bias
• Monitor liquidity and imbalance
• Trade futures, forex, crypto, or indices

Notes

This script is a structural analysis tool.
It does not provide trade recommendations or financial advice.