Advanced Volume Gaps & Liquidity Sweeps

Advanced Volume Fair Value Gaps Detector with Liquidity Sweep Alerts
📊 Overview
This advanced Pine Script indicator combines sophisticated Fair Value Gap (FVG) detection with comprehensive volume analysis and liquidity sweep alerts. It provides traders with a powerful tool to identify high-probability trading opportunities by analyzing price gaps through the lens of volume dynamics and market structure.

🔧 Key Features
🎯 Smart Gap Detection

Advanced gap size filtering using percentile ranking
Sophisticated quality filters to eliminate noise
Dynamic timeframe adaptation for volume analysis
Bullish and Bearish FVG identification
📈 Volume Analysis Engine

Real-time volume segmentation by price direction
Visual volume profile bars within each gap
Percentage-based volume distribution display
Multi-timeframe volume aggregation
⚡ Liquidity Sweep Detection

Automated raid detection on Fair Value Gaps
Visual sweep indicators with confirmation logic
Real-time sweep tracking and visualization
Advanced sweep confirmation algorithms
🔔 Comprehensive Alert System

FVG creation alerts (Bullish/Bearish)
Liquidity sweep/raid detection alerts
Customizable alert frequency settings
Detailed price level information in alerts
⚙️ Configuration Options
Detection Settings:

Gap Mitigation Method: Choose between "close" or "high/low" for gap invalidation
Quality filters for gap significance
Display Controls:

Toggle Long/Short gaps independently
Volume profile bar visibility
Liquidity sweep detection on/off
Color customization for bullish (green) and bearish (red) gaps
Alert System:

Enable/disable liquidity sweep alerts
Real-time notifications for gap creation and raids
🎨 Visual Elements
Gap Visualization:

Color-coded boxes (Green for bullish, Red for bearish)
Semi-transparent backgrounds for clear chart reading
Dynamic gap extension as price develops
Volume Profile:

Integrated volume bars showing buying vs selling pressure
Percentage labels for quick volume assessment
Color-coded volume distribution
Sweep Indicators:

Lightning bolt markers for confirmed sweeps
Horizontal lines tracking sweep levels
Direction-specific label positioning
📋 How It Works
Gap Detection: The indicator identifies significant price gaps using advanced filtering techniques that consider gap size relative to historical data.
Volume Analysis: Each gap is analyzed for volume characteristics, breaking down buying vs selling pressure during gap formation.
Sweep Monitoring: The system continuously monitors price action around existing gaps to detect liquidity sweeps/raids.
Alert Generation: Real-time alerts notify traders of new gap formations and liquidity sweep events.
🎯 Trading Applications
Reversal Trading: Use FVG raids as potential reversal signals
Continuation Patterns: Identify gaps that may act as support/resistance
Volume Confirmation: Validate gap significance through volume analysis
Risk Management: Use gap levels for stop-loss and take-profit placement
⚠️ Important Notes
Enable "Liquidity Sweep Detection" in settings to see raid visualizations
Alerts work on all timeframes but are optimized for intraday trading
Volume analysis requires sufficient market data for accuracy
Best used in conjunction with other technical analysis tools
🔧 Settings Guide
Gap Mitigation Method: Determines how gaps are considered "filled"
Show Long/Short Gaps: Toggle gap types based on your trading strategy
Volume Profile Bars: Display detailed volume information within gaps
Liquidity Sweep Detection: Enable advanced raid detection and alerts
This indicator is perfect for traders who want to combine price action analysis with volume dynamics and liquidity concepts for more informed trading decisions.