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Candle volume analysis The indicator is designed for traders who are more interested in market structures and price action using volumes. Volume analysis can help traders build a clearer understanding of zones of buyer and seller interest, as well as places to capture liquidity (traders' stop levels). Key Features: The indicator highlights candle volumes in selected colors, where the volume is greater individually than the volumes of the trader's chosen number of preceding candles. Or the volume that is greater than the sum of volumes of the trader's chosen number of preceding candles.
Pine Script® Indikator
von AlexeyWolf
1
Volumetric Toolkit [LuxAlgo]The Volumetric Toolkit is a complete and comprehensive set of tools that display price action-related analysis methods from volume data. A total of 4 features are included within the toolkit. Symbols that do not include volume data will not be supported by the script. 🔶 USAGE The volumetric toolkit puts a heavy focus on price action, returning support/resistance levels, ranges, volume divergences...etc. The main premise between each feature is that volume has a direct relationship with market participants level of interest over a specific symbol, and that this interest is not constant over time. Each individual feature is detailed below. 🔹 Ranges Of Interest The Ranges Of Interest construct a range from a surge of high liquidity in the market. This range is constructed from the price high and price low of the candle with the associated significant liquidity. The returned extremities can be used as support and resistance, with breakouts often being accompanied by significant liquidity as well, suggesting potential trend continuations. The length setting associated with this feature determines how sensitive the range detection algorithm is to volume, with higher values requiring more significant volume in order to display a new range. 🔹 Impulses Impulses highlight times when volume makes a new higher high while the price makes a new higher high or lower low, suggesting increased market participation. When this occurs when the price makes a new higher high the impulse is considered bullish (green), if the price makes a new lower low the impulse is bearish (red). Impulses occurring within an established trend opposite to it (e.g a bearish impulse on an uptrend) might be indicative of reversals. The length setting works similarly to the previously described ranges of interest, with higher values requiring longer-term volume higher high and price higher high/lower low, highlighting more significant impulse and potentially longer-term reversals. 🔹 Levels Of Interest Levels of interest display price levels of significant trading activity, contrary to the range of interest only the closing price is taken into account, also volume peaks are used to detect significant trading activity. Note that this feature is subject to backpainting, that is lines are set retrospectively. Users can determine the amount of most recent levels to display on the chart. These can be used as classical support/resistances. 🔹 Volume Divergence We define volume divergence as a decreased market participation while a trend is still developing. More precisely volume divergences are highlighted if volume makes a lower high while price is making a new higher high/lower low. This can be indicative of a lack of further participation in the current trend, indicating a potential reversal. Using higher length values will return longer-term divergences. Note that this feature is subject to backpainting, that is lines are set retrospectively. 🔶 SETTINGS 🔹 Ranges Of Interest Show Ranges Of Interest: Display Ranges Of Interest. Length: Ranges Of Interest sensitivity to volume. 🔹 Impulses Show Impulses: Display Ranges Of Interest. Length: Impulses sensitivity to volume. 🔹 Levels Of Interest Show: Determine if Levels Of Interest are displayed, and how many from the most recent. Length: Level detection sensitivity to volume. 🔹 Volume Divergences Show Divergences: Determine if Volume Divergences are displayed. Length: Period for the detection of price tops/bottoms and volume peaks.
Pine Script® Indikator
von LuxAlgo
6
Smarter Money Concepts - OBs [PhenLabs]📊 Smarter Money Concepts - OBs Version: PineScript™ v6 📌 Description Smarter Money Concepts - OBs (Order Blocks) is an advanced technical analysis tool designed to identify and visualize institutional order zones on your charts. Order blocks represent significant areas of liquidity where smart money has entered positions before major moves. By tracking these zones, traders can anticipate potential reversals, continuations, and key reaction points in price action. This indicator incorporates volume filtering technology to identify only the most significant order blocks, eliminating low-quality signals and focusing on areas where institutional participation is likely present. The combination of price structure analysis and volume confirmation provides traders with high-probability zones that may attract future price action for tests, rejections, or breakouts. 🚀 Points of Innovation Volume-Filtered Block Detection : Identifies only order blocks formed with significant volume, focusing on areas with institutional participation Advanced Break of Structure Logic : Uses sophisticated price action analysis to detect legitimate market structure breaks preceding order blocks Dynamic Block Management : Intelligently tracks, extends, and removes order blocks based on price interaction and time-based expiration Structure Recognition System : Employs technical analysis algorithms to find significant swing points for accurate order block identification Dual Directional Tracking : Simultaneously monitors both bullish and bearish order blocks for comprehensive market structure analysis 🔧 Core Components Order Block Detection : Identifies institutional entry zones by analyzing price action before significant breaks of structure, capturing where smart money has likely positioned before moves. Volume Filtering Algorithm : Calculates relative volume compared to a moving average to qualify only order blocks formed with significant market participation, eliminating noise. Structure Break Recognition : Uses price action analysis to detect legitimate breaks of market structure, ensuring order blocks are identified only at significant market turning points. Dynamic Block Management : Continuously monitors price interaction with existing blocks, extending, maintaining, or removing them based on current market behavior. 🔥 Key Features Volume-Based Filtering : Filter out insignificant blocks by requiring a minimum volume threshold, focusing only on zones with likely institutional activity Visual Block Highlighting : Color-coded boxes clearly mark bullish and bearish order blocks with customizable appearance Flexible Mitigation Options : Choose between “Wick” or “Close” methods for determining when a block has been tested or mitigated Scan Range Adjustment : Customize how far back the indicator looks for structure points to adapt to different market conditions and timeframes Break Source Selection : Configure which price component (close, open, high, low) is used to determine structure breaks for precise block identification 🎨 Visualization Bullish Order Blocks : Blue-colored rectangles highlighting zones where bullish institutional orders were likely placed before upward moves, representing potential support areas. Bearish Order Blocks : Red-colored rectangles highlighting zones where bearish institutional orders were likely placed before downward moves, representing potential resistance areas. Block Extension : Order blocks extend to the right of the chart, providing clear visualization of these significant zones as price continues to develop. 📖 Usage Guidelines Order Block Settings Scan Range : Default: 25. Defines how many bars the indicator scans to determine significant structure points for order block identification. Bull Break Price Source : Default: Close. Determines which price component is used to detect bullish breaks of structure. Bear Break Price Source : Default: Close. Determines which price component is used to detect bearish breaks of structure. Visual Settings Bullish Blocks Color : Default: Blue with 85% transparency. Controls the appearance of bullish order blocks. Bearish Blocks Color : Default: Red with 85% transparency. Controls the appearance of bearish order blocks. General Options Block Mitigation Method : Default: Wick, Options: Wick, Close. Determines how block mitigation is calculated - “Wick” uses high/low values while “Close” uses close values for more conservative mitigation criteria. Remove Filled Blocks : Default: Disabled. When enabled, order blocks are removed once they’ve been mitigated by price action. Volume Filter Volume Filter Enabled : Default: Enabled. When activated, only shows order blocks formed with significant volume relative to recent average. Volume SMA Period : Default: 15, Range: 1-50. Number of periods used to calculate the average volume baseline. Min. Volume Ratio : Default: 1.5, Range: 0.5-10.0. Minimum volume ratio compared to average required to display an order block; higher values filter out more blocks. ✅ Best Use Cases Identifying high-probability support and resistance zones for trade entries and exits Finding optimal stop-loss placement behind significant order blocks Detecting potential reversal areas where price may react after extended moves Confirming breakout trades when price clears major order blocks Building a comprehensive market structure map for medium to long-term trading decisions Pinpointing areas where smart money may have positioned before major market moves ⚠️ Limitations Most effective on higher timeframes (1H and above) where institutional activity is more clearly defined Can generate multiple signals in choppy market conditions, requiring additional filtering Volume filtering relies on accurate volume data, which may be less reliable for some securities Recent market structure changes may invalidate older order blocks not yet automatically removed Block identification is based on historical price action and may not predict future behavior with certainty 💡 What Makes This Unique Volume Intelligence : Unlike basic order block indicators, this script incorporates volume analysis to identify only the most significant institutional zones, focusing on quality over quantity. Structural Precision : Uses sophisticated break of structure algorithms to identify true market turning points, going beyond simple price pattern recognition. Dynamic Block Management : Implements automatic block tracking, extension, and cleanup to maintain a clean and relevant chart display without manual intervention. Institutional Focus : Designed specifically to highlight areas where smart money has likely positioned, helping retail traders align with institutional perspectives rather than retail noise. 🔬 How It Works 1. Structure Identification Process : The indicator continuously scans price action to identify significant swing points and structure levels within the specified range, establishing a foundation for order block recognition. 2. Break Detection : When price breaks an established structure level (crossing below a significant low for bearish breaks or above a significant high for bullish breaks), the indicator marks this as a potential zone for order block formation. 3. Volume Qualification : For each potential order block, the algorithm calculates the relative volume compared to the configured period average. Only blocks formed with volume exceeding the minimum ratio threshold are displayed. 4. Block Creation and Management : Valid order blocks are created, tracked, and managed as price continues to develop. Blocks extend to the right of the chart until they are either mitigated by price action or expire after the designated timeframe. 5. Continuous Monitoring : The indicator constantly evaluates price interaction with existing blocks, determining when blocks have been tested, mitigated, or invalidated, and updates the visual representation accordingly. 💡 Note: Order Blocks represent areas where institutional traders have likely established positions and may defend these zones during future price visits. For optimal results, use this indicator in conjunction with other confluent factors such as key support/resistance levels, trendlines, or additional confirmation indicators. The most reliable signals typically occur on higher timeframes where institutional activity is most prominent. Start with the default settings and adjust parameters gradually to match your specific trading instrument and style.
Pine Script® Indikator
von PhenLabs
6
Global M2 ex-China MonitorGlobal M2 Monitor - Ultimate Edition 🎯 OVERVIEW Advanced global M2 money supply monitoring indicator, offering a unique macroeconomic view of global liquidity. Real-time tracking of M2 evolution in major developed economies. 📊 KEY FEATURES Global M2 Aggregation : USA, Japan, Canada, Eurozone, United Kingdom Currency Conversion : All data converted to USD for consistent analysis High Resolution Display : Daily curve by default Technical Analysis : 50-period moving average (SMA/EMA/WMA) Accurate YoY Calculation : Annual variation based on monthly data Advanced Signal System : Multi-condition color codes 🎨 COLOR SYSTEM - DEFAULT SETTINGS 🟢 GREEN : YoY ≥ 7% AND M2 ≥ SMA → Strong growth + Bullish momentum 🔴 RED : YoY ≤ 2% AND M2 ≤ SMA → Weak growth + Bearish momentum 🟢 LIGHT GREEN : YoY ≥ 7% BUT M2 < SMA → Good fundamentals, temporarily weak momentum 🔴 LIGHT RED : YoY ≤ 2% BUT M2 > SMA → Weak fundamentals, price still supported 🔵 BLUE : YoY between 2% and 7% → Neutral zone of moderate growth 🇨🇳 WHY IS CHINA EXCLUDED BY DEFAULT? Chinese M2 data presents methodological reliability and transparency issues. Exclusion allows for more consistent analysis of mature market economies. Different M2 definition vs Western standards Capital controls affecting real convertibility Frequent monetary manipulations by authorities ✅ Available option : Can be activated in settings ⚙️ OPTIMIZED DEFAULT PARAMETERS // DISPLAY SETTINGS Candle Period: D (Daily) // MOVING AVERAGE MA Period: 50, Type: SMA // BACKGROUND LOGIC YoY Bullish: 7%, YoY Bearish: 2% SMA Method: absolute, Threshold: 0.2% // COLORS Transparency: 5% China M2: Disabled 📈 RECOMMENDED USAGE Traders : Anticipate sector rotations Investors : Identify abundant/restricted liquidity phases Macro-analysts : Monitor monetary policy impacts Portfolio managers : Understand inflationary pressures 🔍 ADVANCED INTERPRETATION M2 ↗️ + YoY ≥ 7% → Favorable risk-on environment M2 ↘️ + YoY ≤ 2% → Defensive risk-off environment Divergences → Early warning signals for trend changes 💡 WHY THIS INDICATOR? Global money supply is the lifeblood of the financial economy . Its growth or contraction typically precedes market movements by 6 to 12 months. "Don't fight the Fed... nor the world's central banks" 🛠️ ADVANCED CUSTOMIZATION All parameters are customizable: YoY bullish/bearish thresholds SMA comparison method (absolute/percentage) Colors and transparency Moving average period and type Optional China inclusion 📋 TECHNICAL INFORMATION YoY Calculation : Based on monthly data for consistency Sources : FRED, ECONOMICS, official data Updates : Real-time with publications Currencies : Updated exchange rates
Pine Script® Indikator
von Ox_kali
Climax Absorption Engine [AlgoPoint]Overview Have you ever noticed that during a sharp, fast-moving trend, the single candle with the highest volume often appears right at the end, just before the price reverses? This is no coincidence. It's the footprint of a Climax Event. This indicator is designed to detect these critical moments of maximum panic (capitulation) and maximum euphoria (FOMO). These are the moments when retail traders are driven by emotion, creating a massive pool of liquidity. The "Climax Absorption Engine" identifies when Smart Money is likely absorbing this liquidity to enter large positions against the crowd, right before a potential reversal. It's a tool built not just on mathematical formulas, but on the principles of market psychology and smart money activity. How It Works: The 3-Step Logic The indicator uses a sequential, three-step process to identify high-probability reversal setups: 1. Momentum Move Detection: First, the engine identifies a period of strong, directional momentum. It looks for a series of consecutive, same-colored candles and confirms that the move is backed by a steeply sloped moving average. This ensures we are only looking for climactic events at the end of a significant, non-random move. 2. Climax Candle Identification: Within this momentum move, the indicator scans for a candle with abnormally high volume—a volume spike that is significantly larger than the recent average. This candle is marked on your chart with a diamond shape and is identified as the Climax Candle. This is the point of peak emotion and the primary area of interest. No signal is generated yet. 3. Absorption & Reversal Confirmation: A climax is a warning, not a signal. The final signal is only triggered after the market confirms the reversal. - For a BUY Signal: After a bearish (red) Climax Candle, the indicator waits for a subsequent green candle to close decisively above the midpoint of the Climax Candle. This confirms that the panic selling has been absorbed by buyers. - For a SELL Signal: After a bullish (green) Climax Candle, it waits for a subsequent red candle to close decisively below the midpoint. This confirms that the euphoric buying has evaporated. How to Interpret & Use This Indicator - The Diamond Shape: A diamond shape on your chart is an early warning. It signifies that a climax event has occurred and the underlying trend is exhausted. This is the time to pay close attention and prepare for a potential reversal. - The BUY/SELL Labels: These are the final, actionable signals. They appear only after the reversal has been confirmed by price action. - A BUY signal suggests that capitulation selling is over, and buyers have absorbed the pressure. - A SELL signal suggests that FOMO buying is over, and sellers are now in control. Key Settings - Momentum Detection: Adjust the number of consecutive bars and the EMA slope required to define a valid momentum move. - Climax Detection: Fine-tune the sensitivity of the volume spike detection using the Volume Multiplier. Higher values will find only the most extreme events. - Confirmation Window: Define how many bars the indicator should wait for a reversal candle after a climax event before the setup is cancelled.
Pine Script® Indikator
von Iamalala
9
smc bullrider 1.0The smc bullrider 1.0 indicator is specifically crafted for mapping market structures. It excels in clearly recognizing type of Points Of Interest (SCOB) offering traders a straightforward and effective method to analyze market movements. It helps identify strategic entry points with precision. 🟠 Exploring Structure Mapping. 🔹This indicator presents a distinctive method for examining the market structure, emphasizing liquidity through the concept of 'Inducement'. Inducement plays a pivotal role in pinpointing essential structural indicators in the market, including Higher Highs (HH), Higher Lows (HL), Lower Lows (LL), and Lower Highs (LH). 🔹Consider Inducement as a strategically placed trap near supply or demand zones. It lures in eager buyers or sellers before the actual zone is reached, effectively creating liquidity. To validate an inducement, it must signify a legitimate pullback. 🔹A valid scenario arises when the price either sweeps or closes beyond the high or low of the preceding candle. In this context, the candle's color, whether bullish or bearish, holds no significance, and both situations are deemed valid. Inside bars are disregarded unless they meet this specific criterion. The indicator facilitates this process by automatically highlighting valid pullbacks with a distinctive gray round label. 🔹This feature serves not only as a visual guide but also as a vital tool for effortlessly comprehending market movements, offering a clear and visual representation of ongoing market trends 🟣 Understanding POI Functionality 🔹Single Candle Order Block (SCOB): Leveraging single-candle mitigation proves to be a powerful method for incorporating multiple entries into your successful trades. 🔵 How to Utilize the smc bullrider 1.0 Indicator: 🔹The smc bullrider 1.0 Indicator is crafted to elevate your trading strategy by pinpointing crucial order blocks and market signals. Below is a guide on how to make the most of the different components of the smc bullrider 1.0 Indicator: 🔹SCOB (Single Candle Order Block): Application: SCOB is well-suited for scaling into a position. It is best utilized to increase positions when the market responds to OB or OB-EXT, signaling a potential reversal. 🟢Here's how to use it. 🔹Market Structure Drawing This diagram depicts significant market indicators, such as instances of ascending prices (Higher Highs - HH) or descending prices (Lower Lows - LL). It serves as a valuable visual tool for comprehending the dynamics of market behavior PICTURE (DIAGRAM) Live Chart Example: Our indicator efficiently dissects market structure, showcasing the 'Inducement' concept with precision in real-time trends—highlighting HH, HL, LL, and LH PICTURE (REAL CHART) Valid Pullback ( IDM ): Valid Pullback Example: This image illustrates a common situation where the price extends beyond the high or low of the preceding candle, signifying a valid pullback. Pay attention to the identifiable gray dotted line label marking the inducement point. PICTURE (DRAW/REAL) Single Candle Order Block (SCOB) The provided chart showcases the SCOB in a real trading setting, highlighting its effectiveness in optimizing trades. 🟡 Summary 🔹smc bullrider 1.0 Indicator distinguishes itself in the realm of market analysis, with a distinct focus on structure mapping and high-probability Point of Interest (POI). Furthermore, it provides a visual representation of three key areas for each market move: discount, premium, and the equilibrium area at 50%. Its innovative approach involves scrutinizing market structure using the 'Inducement' concept, a pivotal strategy for identifying vital structural markers and steering
Pine Script® Indikator
von AHMAD_BULLRIDER
4
Engulfing Sweeps - Milana TradesEngulfing Sweeps The Engulfing Sweeps Candle is a candlestick pattern that: 1)Takes liquidity from the previous candle’s high or low. 2)Fully engulfs previous candles upon closing. 3)Indicates strong buying or selling pressure. 4)Helps determine the bias of the next candle. Logic Behind Engulfing Sweeps If you analyze this candle on a lower timeframe, you’ll often see popular models like PO3 (Power of Three) or AMD (Accumulation – Manipulation – Distribution). Once the candle closes, the goal is to enter a position on the retracement of the distribution phase. How to Use Engulfing Sweeps? Recommended Timeframes: 4H, Daily, Weekly – these levels hold significant liquidity. Personally, I prefer 4H, as it provides a solid view of mid-term market moves. Step1 - Identify Engulfing Sweep Candle Step 2-Switch to a lower timeframe (15m or 5m).And you task identify optimal trade entry Look for an entry pattern based on: FVG (Fair Value Gap) OB (Order Block) FIB levels (0/0.25/0.5/ 0.75/ 1) Wait for confirmation and take the trade. Automating with TradingView Alerts To avoid missing the pattern, you can set up alerts using a custom script. Once the pattern forms, TradingView will notify you so you can analyze the chart and take action. This approch helps me be more freedom
Pine Script® Indikator
von MilanaArsenovna
5
Double Purge Theory (DPT)The purpose of this script is to identify the Double Purge Theory-MMXM i.e. the run on liquidity on both the sell-side and the buy-side liquidity. The simple use case behind this script is to provide additional entry confluence for your trade setups and more efficient stop loss placement on any given timeframe. DPT in itself is a price signature that generally occurs before price makes impulsive move in the direction of the higher time frame narrative. It is not to be used as a standalone indicator for building narrative/framing bias. How to use this script ? 1) Wait for the indicator to display the BLUE CANDLE highlight (DPT candle) that indicates the double purge has occurred. 2) The DPT should occur at/after price has tapped into a key level and is within the ICT killzones. 3) Position to frame your trade setup once you get a candle with a body close below / above the DPT candle , depending on your bias and stop loss placement at DPT candle high/low or after the body closure as mentioned in step 2. For example :
Pine Script® Indikator
von AkariFX
21
Expected Move by Option's Implied Volatility High Liquidity This script plots boxes to reflect weekly, monthly and yearly expected moves based on "At The Money" put and call option's implied volatility. Symbols in range: This script will display Expected Move data for Symbols with high option liquidity. Weekly Updates: Each weekend, the script is updated with fresh expected move data, a job that takes place every Saturday following the close of the markets on Friday. In the provided script, several boxes are created and plotted on a price chart to represent the expected price moves for various timeframes. These boxes serve as visual indicators to help traders and analysts understand the expected price volatility. Definition of Expected Move: Expected Move refers to the anticipated range within which the price of an underlying asset is expected to move over a specific time frame, based on the current implied volatility of its options. Calculation: Expected Move is typically calculated by taking the current stock price and applying a multiple of the implied volatility. The most commonly used multiple is the one-standard-deviation move, which encompasses approximately 68% of potential price outcomes. Example: Suppose a stock is trading at $100, and the implied volatility of its options is 20%. The one-standard-deviation expected move would be $100 * 0.20 = $20. This suggests that there is a 68% probability that the stock's price will stay within a range of $80 to $120 over the specified time frame. Usage: Traders and investors use the expected move as a guideline for setting trading strategies and managing risk. It helps them gauge the potential price swings and make informed decisions about buying or selling options.There is a 68% chance that the underlying asset stock or ETF price will be within the boxed area at option expiry. The data on this script is updating weekly at the close of Friday, calculating the implied volatility for the week/month/year based on the "at the money" put and call options with the relevant expiry. This script will display Expected Move data for Symbols within the range of JBL-NOTE in alphabetical order. In summary, implied volatility reflects market expectations about future price volatility, especially in the context of options. Expected Move is a practical application of implied volatility, helping traders estimate the likely price range for an asset over a given period. Both concepts play a vital role in assessing risk and devising trading strategies in the options and stock markets.
Pine Script® Indikator
von ImpliedVolatilityScreener
2
TILT - Timed Index of Liquidity TrendsThe Timed Index of Liquidity Trends (TILT) is a tracking tool for high-market cap, high-volatility assets like Bitcoin (BTCUSD), the S&P 500 (SPY), the Nasdaq 100 (QQQ), and Gold. Liquidity drives markets; understanding when liquidity is expanding or contracting can help traders anticipate major market swings with greater confidence. TILT’s M2 Calculation TILT is based on a global M2 money supply proxy, which aggregates liquidity conditions from major economies. Since TradingView does not provide direct M2 data for all regions, the indicator uses market-based proxies instead: 🇺🇸 United States – S&P 500 Index (SPX) 🇨🇦 Canada – TSX Composite Index (TSX) 🇪🇺 Eurozone – EUR/USD Exchange Rate (EURUSD) 🇬🇧 United Kingdom – GBP/USD Exchange Rate (GBPUSD) 🇷🇺 Russia – Moscow Exchange Index (MOEX) 🇨🇳 China – China 50 Index (CN50USD) 🇯🇵 Japan – Nikkei 225 Index (JPN225) 🇦🇺 Australia – Gold (XAUUSD) as a liquidity proxy 🇮🇳 India – Nifty 50 Index (NIFTY) 🇰🇷 South Korea – KOSPI Index (KOSPI) 🇧🇷 Brazil – Bovespa Index (IBOV) 🇿🇦 South Africa – USD/ZAR Exchange Rate (USDZAR) By summing these liquidity proxies, TILT provides a comprehensive view of global M2 conditions, allowing traders to see when money supply is expanding (bullish liquidity conditions) or contracting (bearish liquidity conditions). How to Use TILT for Trading High-Volatility Assets TILT is not a traditional price indicator. It is a macro tool designed to show whether liquidity is flowing into or out of the financial system. Assets like Bitcoin, QQQ, and Gold tend to perform well when liquidity is expanding and decline when liquidity is contracting. ₿ Bitcoin (BTCUSD) – The Ultimate Liquidity Sponge Bitcoin thrives on excess liquidity because it is still a speculative asset with no central authority. · Liquidity Expanding → BTC tends to rise, as speculative capital flows in. · Liquidity Contracting → BTC struggles or enters a bear market as leverage dries up. Example Use Case: If TILT turns green (expanding liquidity) and BTC is near a technical support zone, it may indicate a buying opportunity before the next rally. 📊 S&P 500 (SPY) & Nasdaq 100 (QQQ) – Growth & Risk Appetite These indices are heavily influenced by liquidity conditions because they represent growth stocks and corporate credit access. · SPY (🇺🇸) → Moves based on global liquidity, particularly Fed policy & M2 expansion. · QQQ (🇺🇸) → Even more sensitive than SPY due to high exposure to tech stocks. Example Use Case: If TILT shows liquidity expansion, QQQ often leads SPY higher, providing early signals for market-wide risk-on behavior. 🥇 Gold – Liquidity & Inflation Hedge Gold is a monetary asset, meaning it benefits from liquidity expansion and inflation fears. · Liquidity Expanding → Gold can rally as real yields decline. · Liquidity Contracting → Gold struggles, especially if real yields rise. Example Use Case: If TILT turns red (liquidity contracting) and bond yields are rising, gold could enter a bearish phase. ⏱️ Timing Market Swings with the Offset Function The offset function in TILT allows traders to shift liquidity data forward or backward in time to find the best correlation with price action. However, the offset is not fixed and should be re-evaluated periodically to ensure it remains optimized as a leading indicator. Liquidity cycles and market conditions change over time, meaning an offset that worked well in one period may need adjustment in another. 🤔 Why Use an Offset? Liquidity moves markets with a lag – The effect of M2 expansion/contraction takes time to show up in risk assets. Finding the right lag helps confirm liquidity-driven price moves – This is crucial for Bitcoin, QQQ, and Gold, which react differently to liquidity shifts. Since liquidity conditions evolve, the offset should be adjusted from time to time to maintain predictive accuracy. 👋 How to Fit the Offset Using Vertical Reference Lines The best way to optimize the offset is by testing historical liquidity cycles and using vertical reference lines (and/or the Date Range tool) to align liquidity trends with major price swings. Step 1: Plot TILT and the asset you’re analyzing (e.g., BTCUSD) on the same chart. Step 2: Add vertical lines on significant price reversals (major tops & bottoms). Step 3: Adjust TILT’s offset forward or backward to see if liquidity trends lead or lag those reversals. Step 4: Periodically revisit the offset setting to ensure it still aligns well with current market conditions. Example: If BTC topped 10 bars after TILT turned red, you might set the offset to +10 to better align liquidity changes with price action. If, over time, BTC begins reacting faster or slower to liquidity shifts, the offset should be updated accordingly. 💡 Advanced Tips for TILT Users · Combine TILT With Sentiment Indicators Like the Fear & Greed Index · Low Fear & Expanding Liquidity → Strong buy signal for BTC & risk assets · High Greed & Contracting Liquidity → Caution: Market topping signal · Use With Volume & On-Chain Metrics for BTC · Rising TILT + Increasing BTC Volume → Confirms strong accumulation · TILT Falling + Weak BTC Volume → Potential distribution & market risk · Watch for Divergences If BTC makes a new high but TILT is falling, it could indicate a liquidity-driven market top. If BTC makes a new low but TILT is rising, it could indicate a bottom forming. Conclusion: TILT = The Macro Liquidity Key for Volatile Assets TILT is an effective tool for timing market swings in Bitcoin, QQQ, SPY, and Gold, as these assets are highly sensitive to liquidity cycles. · Tracks global M2 trends using liquidity proxies from major economies · Helps confirm major tops & bottoms in risk assets · Offset function allows precise timing of liquidity-driven market moves · Offset should be reviewed periodically to maintain optimal accuracy · Pairs well with sentiment tools like the Fear & Greed Index for crypto By using TILT correctly, traders can anticipate major market turns and position ahead of liquidity-driven moves.
Pine Script® Indikator
von TheLeadingIndicator
HTF LiquidityThe ICT Liquidity Sweeps Indicator is designed to track liquidity zones in the market areas where stop-losses and pending orders are typically clustered. This indicator marks buyside liquidity (resistance) and sellside liquidity (support) from HTF (H4, H1 and M15), helping traders identify areas where price is likely to manipulate liquidity before making a significant move. This tool is based on Inner Circle Trader (ICT) Smart Money Concepts, which emphasize how institutional traders, or “Smart Money,” manipulate liquidity to fuel price movements. By identifying these zones, traders can anticipate liquidity sweeps and position themselves accordingly. ⚙️ How It Works 1️⃣ Detects Key Liquidity Zones The script automatically identifies significant swing highs and swing lows in price action using a pivot-based method. A swing high (buyside liquidity) is a peak where price struggles to break higher, forming a resistance level. A swing low (sellside liquidity) is a valley where price struggles to go lower, creating a support level. These liquidity points are prime targets for liquidity sweeps before a true trend direction is confirmed. 2️⃣ Draws Liquidity Lines Once a swing high or low is identified, a horizontal line is drawn at that level. The lines extend to the right, serving as future liquidity targets until they are broken. The indicator allows customization in terms of color, line width, and maximum number of liquidity lines displayed at once. 3️⃣ Handles Liquidity Sweeps When price breaks a liquidity level, the indicator reacts based on the chosen action setting: Dotted/Dashed: The line remains visible but changes style to indicate a sweep. Delete: The line is completely removed once price has interacted with it. This feature ensures that traders can easily spot where liquidity has been taken and determine whether a reversal or continuation is likely. 4️⃣ Prevents Chart Clutter To maintain a clean chart, the script limits the number of liquidity lines displayed at any given time. When new liquidity zones are formed, the oldest lines are automatically removed, keeping the focus on the most relevant liquidity zones.
Pine Script® Indikator
von cattientk
AR-LiquidityAR-Liquidity is a clean, “chart-first” liquidity mapping tool built to automatically identify and maintain Buy-Side Liquidity (BSL) and Sell-Side Liquidity (SSL) levels, classify them as IRL / ERL using a dealing range filter, and mark sweeps/raids with an optional raid zone box—while keeping drawings stable using a fixed object bank (no random disappearing lines). ________________________________________ What it detects 1) BSL & SSL (Liquidity Pools) • BSL (Buy-Side Liquidity): swing highs clustered into meaningful levels (areas where stops tend to rest above price). • SSL (Sell-Side Liquidity): swing lows clustered into meaningful levels (areas where stops tend to rest below price). Instead of plotting every single pivot, the script clusters nearby pivots using an ATR-based margin so you get clean, actionable liquidity levels, not noise. 2) IRL / ERL (Dealing Range Context) Each liquidity level is labeled as: • IRL (Internal Range Liquidity): inside the dealing range • ERL (External Range Liquidity): outside the dealing range By default, the dealing range uses: • PDH / PDL (Previous Day High / Previous Day Low) as the IRL boundaries. This helps you instantly understand whether a level is “internal” (often targeted during consolidation/mean reversion) or “external” (often targeted during expansion/displacement). 3) Sweeps / Raids (Liquidity Taken) A sweep is flagged when price: • Wicks through a confirmed level • Then closes back inside (classic raid behavior) The script marks swept levels with a ✓ check mark in the label. Optionally, it can draw a raid zone box showing the wick-extreme to the level. ________________________________________ How it draws (stable & clean) This indicator uses banked objects for lines/labels/boxes. That means: • No flickering • No unstable rendering • No “objects disappearing” when new levels are created Lines will extend to the right, and can be configured to stop when invalidated (depending on your build/settings). ________________________________________ Inputs (what each one actually means) Detection • Swing length (pivot L=R): controls pivot sensitivity (higher = fewer, stronger swings). • ATR length: ATR basis for clustering margin. • Cluster margin × ATR: how close pivots must be to merge into one liquidity level. • Min touches to confirm: how many pivot touches are required before a level is considered valid. • Max clusters to scan (perf): performance cap for how many stored levels the script checks. Show / Filters • Mode (Present/Historical): o Present focuses on most relevant/active levels. o Historical can show deeper history depending on your scan/visibility limits. • Max visible levels per side: maximum number of BSL lines + SSL lines drawn at once. • Extend levels right: keeps levels projected forward. • Only above / only below: filter BSL above price and SSL below price (cleaner “current context” view). • Hide swept levels: removes already-raided levels from view (if you want only “untouched” liquidity). IRL / ERL (Dealing Range) • Use PDH/PDL as dealing range: defines IRL boundaries using previous day high/low. • Show PDH/PDL lines: plots those boundaries as dotted reference lines. Sweeps / Raid Zones • Mark sweeps: enables raid detection + check mark labeling. • Show raid zone box: displays a box from level to wick extreme. • Raid box extend (bars): how far the box projects to the right. Style Full control over: • IRL vs ERL colors for BSL/SSL • Line width • Label size • Raid box colors ________________________________________ How to use it (practical) • Use BSL above price as likely upside draw / where liquidity may be taken. • Use SSL below price as likely downside draw / where liquidity may be taken. • Use IRL/ERL to decide whether the market is targeting internals (range) or externals (expansion). • Use the ✓ sweep mark to identify “liquidity already taken” vs “still resting.” • Pair it with structure (MSS/BOS), sessions, and displacement to time entries after raids. ________________________________________ Pro tips • If you want more lines, increase: o Max visible levels per side o Max clusters to scan (perf) • If the chart is too busy, increase: o Swing length o Min touches o Or reduce Max visible levels per side
Pine Script® Indikator
von AdamRifau
ICT FVG & Order Flow (IRL to ERL)Overview Master liquidity with precision. This indicator brings the iCT trading concept to life by automatically detecting liquidity pools, fair value gaps, and key swing points. It shows you exactly where price is likely to move next — from Internal Range Liquidity (IRL) to External Range Liquidity (ERL). With built-in alerts and multi-timeframe validation, it helps you stay one step ahead of the market. Concept Markets move where liquidity is. According to iCT theory, price usually sweeps internal liquidity (IRL) first and then hunts for external liquidity (ERL). By mapping this process in real time, the indicator provides a clear framework for understanding market structure, liquidity grabs, and directional bias. How it works Detects the High-Probability Leg (HPL) — the leg containing a fair value gap (FVG) Highlights unmitigated FVGs within the current context. Marks swing points (SPs), IRL levels, and ERL targets automatically. Identifies IRL rejections when liquidity is taken inside the leg. Identifies if a FVG is Respected or Disrespected by 2 Candle Rejection (2CR) Notifies you of every critical liquidity event: New context leg New FVG IRL rejection ERL or SP liquidity sweep FVG is Respected or Disrespected by 2CR Key Features Automatic drawing of IRL, ERL, and SP levels FVG types: Simple FVG or Breakaway Gap (BAG) Multi-timeframe sweep check – if a single candle takes both IRL and ERL, the indicator zooms into a lower timeframe to confirm which liquidity was swept first Fully customizable alerts for all liquidity events Flexible settings for swing points, lookback depth, colors, and style How to use Start from the monthly chart to define the macro trend. Analyze the latest order flow leg: Bullish FVG = bullish context Bearish FVG = bearish context Step down to the daily timeframe and repeat the analysis. Wait for price to approach or reject from IRL (the indicator highlights it automatically). Drop to a lower timeframe for entries — use timeframe alignment to select the right LTF. Enter with the FVG model, targeting liquidity within the leg. Place take profit inside the context — e.g., never above ERL in a bullish setup. 🔔 Alerts New Context New FVG IRL Rejection ERL Sweep SP Sweep 2CR ⚙️ Customization Context side (auto/manual) LTF pointer (auto/manual) Show/hide Resistance FVG, Overlapping Defense, ERL/SP sweeps, 2CR Look back bars, swing lines, swing length, line offsets * Full color customization (FVG, bullish/bearish, labels, boxes)
Pine Script® Indikator
von vanchesz
2
LGZ – Liquidity Gravity Zones v1 📌 LGZ – Liquidity Gravity Zones (SVI + Net CVD + Volume) Original Liquidity-Driven Price Magnet Model by Thomas Aaroon 📘 Concept Overview LGZ (Liquidity Gravity Zones) is a new, original liquidity-based price-attraction model built using three core components: SVI (Shock Volume Index) – measures abnormal volume spikes at each strike Net CVD (NCP = CE_CVD − PE_CVD) – the real directional order-flow imbalance Total Volume (CE + PE) – true liquidity density at each strike Using these three elements, the indicator calculates Liquidity Gravity Weight (LGW) for every strike and identifies the strongest zones that attract price during the session. 🧠 Why This Indicator? Traditional OI-based methods (long build-up, short build-up, OI change etc.) often lag. LGZ focuses only on: Real traded volume Actual buy/sell aggression (CVD) Shock events Dealer hedging pressure Strike-level liquidity clusters This makes it far more responsive for intraday traders. ⭐ Core Formula Liquidity Gravity Weight (LGW) LGW = |SVI| × |Net CVD| × Total Volume Where: SVI = Shock Volume Index (Z-score based) Net CVD (NCP) = CE_CVD − PE_CVD Total Volume = CE_volume + PE_volume LGW indicates how strongly a strike is pulling price toward it. 🎯 What the Indicator Shows ✔ Top Liquidity Gravity Zones (LGZ-1, LGZ-2, LGZ-3) These are the strongest price magnets for the day. ✔ Gravity Lines on Chart Each LGZ is plotted as a horizontal magnet line extending to the right. ✔ Strike-Level Liquidity Table Shows: Strike SVI (Shock intensity) LGW (Gravity strength) This table gives a complete picture of the intraday liquidity landscape. 📈 How to Use (Intraday Trading Strategy) 🔵 1. Price gravitates toward LGZ-1 If price is below LGZ-1 → upward pull If price is above LGZ-1 → downward pull 🔵 2. LGZ Flips = Trend Change If LGZ-1 suddenly jumps to a different strike: → strong trend acceleration 🔵 3. LGZ Cluster = Reversal / Consolidation Zone Multiple LGZ levels around the same strike indicate → liquidity saturation → reversal or slowdown. 🔵 4. Combine with Price Action Best clarity on 5-minute timeframe Use 1-minute only for entry. 🔬 Why LGZ Works The indicator models the same reality driving option markets: Where option volume + orderflow (CVD) + shock liquidity concentrate, market makers hedge, and price moves toward that strike. This is the foundation of dealer hedging mechanics and liquidity-based price movement. 🔧 Inputs Symbol prefix (e.g., NIFTY) Expiry (YYMMDD) Center strike & range Number of gravity zones Color customization
Pine Script® Indikator
von MathThomas
Screener (ILPAC) [AlgoAlpha]🟠 OVERVIEW This script is a powerful multi-symbol scanner designed to work as a companion to the "Institutional Liquidity & PA Concepts" (ILPAC) indicator. It allows you to monitor the key price action and liquidity signals from the ILPAC suite across a watchlist of up to 18 assets, all from a single dashboard. The primary goal of this tool is to provide a high-level market overview, enabling you to efficiently spot assets that are showing strong structural trends, interacting with key liquidity zones, or exhibiting signs of FOMO-driven volatility. Instead of switching between dozens of charts, you can use this screener to quickly filter for assets that meet your specific trading criteria based on the advanced concepts of market structure, liquidity analysis, trend lines, and market sentiment. 🟠 CONCEPTS The screener is built upon the core analytical engine of the "Institutional Liquidity & PA Concepts" indicator. It applies the proprietary algorithms of the ILPAC indicator to each symbol in your watchlist and presents the results in an easy-to-digest table. The concepts are combined to create a holistic view of the market. Each column in the table is a window into a specific trading concept: Market Structure: This is the foundation of price action analysis. The screener identifies the current market trend (bullish or bearish) by tracking swing highs and lows. It also flags critical events like a Break of Structure (BOS), which signals trend continuation, and a Change of Character (CHoCH), which suggests a potential trend reversal. Liquidity Analysis: The screener analyzes order flow to determine where significant liquidity is resting. The "Liquidity Bias" column shows the net direction of this pressure, while the "Liquidity Event" column alerts you when price interacts with these key zones, either by forming a new one or mitigating an old one. Trend Lines: This concept automates the classic technical analysis technique of drawing trend lines. The screener identifies significant swing points to form trend lines and then monitors them, alerting you to potential trend continuations or breakouts. FOMO Bubbles: This concept measures crowd psychology by identifying sudden spikes in volume and price movement that are characteristic of "Fear of Missing Out." These signals can help identify potential trend exhaustion points or the start of a speculative rally. By presenting these distinct but interconnected concepts together, the screener provides a multi-faceted view that allows traders to build a strong, confluence-based trading thesis. 🟠 FEATURES This screener organizes a vast amount of data into a simple, color-coded table. Here is a breakdown of each column and the values you can expect to see: Asset: Displays the ticker symbol for the asset being analyzed. Market Structure: Shows the dominant trend based on swing highs and lows. Bull: The asset is in a structural uptrend (making higher highs and higher lows). Bear: The asset is in a structural downtrend (making lower highs and lower lows). Detecting: The trend is neutral or a clear structure has not yet been established. Structure Event: Flags the most recent significant market structure event. Bull CHoCH: A bullish Change of Character, signaling a potential shift from a downtrend to an uptrend. Bear CHoCH: A bearish Change of Character, signaling a potential shift from an uptrend to a downtrend. Bull BOS: A bullish Break of Structure, confirming the continuation of an uptrend. Bear BOS: A bearish Break of Structure, confirming the continuation of a downtrend. –: No significant event has occurred recently. Latest Swing Label: Identifies the most recently confirmed swing point. HH: Higher High. HL: Higher Low. LH: Lower High. LL: Lower Low. –: No new swing point has been confirmed. Liquidity Bias: Measures the net direction of liquidity and its relative strength. ▲ : A bullish liquidity bias, where the number indicates the strength. ▼ : A bearish liquidity bias, where the number indicates the strength. Balanced: Liquidity is relatively balanced between buyers and sellers. Liquidity Event: Indicates recent interactions with key liquidity zones. New▲: A new bullish liquidity zone has just formed. New▼: A new bearish liquidity zone has just formed. Mit▲: Price has just tested (mitigated) a key bullish liquidity zone. Mit▼: Price has just tested (mitigated) a key bearish liquidity zone. –: No recent interaction. Trend Line: Displays the status of automatically drawn trend lines. Break▲: Price has broken above a key bearish trend line. Break▼: Price has broken below a key bullish trend line. Bull TL: Price is respecting an active bullish trend line. Bear TL: Price is respecting an active bearish trend line. –: No significant trend line is currently active. FOMO: Detects sentiment-driven price moves of varying intensity. Big▲/Med▲/Small▲: A bullish FOMO bubble has been detected (large, medium, or small). Big▼/Med▼/Small▼: A bearish FOMO bubble has been detected (large, medium, or small). –: No FOMO activity detected. 🟠 USAGE The primary way to use this screener is to quickly scan your watchlist for assets that exhibit a confluence of bullish or bearish signals, which can significantly improve the probability of a trade. 1. Setup and Configuration: Add the screener to your chart. Open the settings and populate the "Watchlist" section with the symbols you want to track. Fine-tune the input settings for each component (Market Structure, Liquidity, etc.) to match your preferred trading style. These settings will apply to all symbols in the table. 2. Interpreting the Columns for Trading Decisions: Market Structure Columns: Use the first three structure columns to define your trading bias. For a high-probability long setup, you would look for an asset with a "Bull" structure, a recent "Bull BOS" event, and a "HL" as the latest swing point. This confirms the uptrend is healthy and ongoing. Liquidity Columns: These are crucial for identifying key price levels. A strong "Liquidity Bias" can confirm your directional bias. A "Mit▲" (mitigation) event at a support level can be a powerful entry trigger, as it shows that institutional buy orders are defending that zone. Trend Line Column: This is ideal for breakout traders. A "Break▲" signal can serve as an excellent entry confirmation, especially if the overall "Market Structure" is already "Bull". FOMO Column: This column is best used for identifying potential exhaustion points. For instance, if you are in a long trade and a "Big▲" FOMO signal appears after a strong rally, it could be a sign that the move is overextended and it's a good time to consider taking profits.
Pine Script® IndikatorBezahltes Script
von AlgoAlpha
1
Smart Money Flow Index (SMFI) - Advanced SMC [PhenLabs]📊Smart Money Flow Index (SMFI) Version: PineScript™v6 📌Description The Smart Money Flow Index (SMFI) is an advanced Smart Money Concepts implementation that tracks institutional trading behavior through multi-dimensional analysis. This comprehensive indicator combines volume-validated Order Block detection, Fair Value Gap identification with auto-mitigation tracking, dynamic Liquidity Zone mapping, and Break of Structure/Change of Character detection into a unified system. Unlike basic SMC indicators, SMFI employs a proprietary scoring algorithm that weighs five critical factors: Order Block strength (validated by volume), Fair Value Gap size and recency, proximity to Liquidity Zones, market structure alignment (BOS/CHoCH), and multi-timeframe confluence. This produces a Smart Money Score (0-100) where readings above 70 represent optimal institutional setup conditions. 🚀Points of Innovation Volume-Validated Order Block Detection – Only displays Order Blocks when formation candle exceeds customizable volume multiplier (default 1.5x average), filtering weak zones and highlighting true institutional accumulation/distribution Auto-Mitigation Tracking System – Fair Value Gaps and Order Blocks automatically update status when price mitigates them, with visual distinction between active and filled zones preventing trades on dead levels Proprietary Smart Money Score Algorithm – Combines weighted factors (OB strength 25%, FVG proximity 20%, Liquidity 20%, Structure 20%, MTF 15%) into single 0-100 confidence rating updating in real-time ATR-Based Adaptive Calculations – All distance measurements use 14-period Average True Range ensuring consistent function across any instrument, timeframe, or volatility regime without manual recalibration Dynamic Age Filtering – Automatically removes liquidity levels and FVGs older than configurable thresholds preventing chart clutter while maintaining relevant levels Multi-Timeframe Confluence Integration – Analyzes higher timeframe bias with customizable multipliers (2-10x) and incorporates HTF trend direction into Smart Money Score for institutional alignment 🔧Core Components Order Block Engine – Detects institutional supply/demand zones using characteristic patterns (down-move-then-strong-up for bullish, up-move-then-strong-down for bearish) with minimum volume threshold validation, tracks mitigation when price closes through zones Fair Value Gap Scanner – Identifies price imbalances where current candle's low/high leaves gap with two-candle-prior high/low, filters by minimum size percentage, monitors 50% fill for mitigation status Liquidity Zone Mapper – Uses pivot high/low detection with configurable lookback to mark swing points where stop losses cluster, extends horizontal lines to visualize sweep targets, manages lifecycle through age-based removal Market Structure Analyzer – Tracks pivot progression to identify trend through higher-highs/higher-lows (bullish) or lower-highs/lower-lows (bearish), detects Break of Structure and Change of Character for trend/reversal confirmation Scoring Calculation Engine – Evaluates proximity to nearest Order Blocks using ATR-normalized distance, assesses FVG recency and distance, calculates liquidity proximity with age weighting, combines structure bias and MTF trend into smoothed final score 🔥Key Features Customizable Display Limits – Control maximum Order Blocks (1-10), Liquidity Zones (1-10), and FVG age (10-200 bars) to maintain clean charts focused on most relevant institutional levels Gradient Strength Visualization – All zones render with transparency-adjustable coloring where stronger/newer zones appear more solid and weaker/older zones fade progressively providing instant visual hierarchy Educational Label System – Optional labels identify each zone type (Bullish OB, Bearish OB, Bullish FVG, Bearish FVG, BOS) with color-coded text helping traders learn SMC concepts through practical application Real-Time Smart Money Score Dashboard – Top-right table displays current score (0-100) with color coding (green >70, yellow 30-70, red <30) plus trend arrow for at-a-glance confidence assessment Comprehensive Alert Suite – Configurable notifications for Order Block formation, Fair Value Gap detection, Break of Structure events, Change of Character signals, and high Smart Money Score readings (>70) Buy/Sell Signal Integration – Automatically plots triangle markers when Smart Money Score exceeds 70 with aligned market structure and fresh Order Block detection providing clear entry signals 🎨Visualization Order Block Boxes – Shaded rectangles extend from formation bar spanning high-to-low of institutional candle, bullish zones in green, bearish in red, with customizable transparency (80-98%) Fair Value Gap Zones – Rectangular areas marking imbalances, active FVGs display in bright colors with adjustable transparency, mitigated FVGs switch to gray preventing trades on filled zones Liquidity Level Lines – Dashed horizontal lines extend from pivot creation points, swing highs in bearish color (short targets above), swing lows in bullish color (long targets below), opacity decreases with age Structure Labels – "BOS" labels appear above/below price when Break of Structure confirmed, colored by direction (green bullish, red bearish), positioned at 1% beyond highs/lows for visibility Educational Info Panel – Bottom-right table explains key terminology (OB, FVG, BOS, CHoCH) and score interpretation (>70 high probability) with semi-transparent background for readability 📖Usage Guidelines General Settings Show Order Blocks – Default: On, toggles visibility of institutional supply/demand zones, disable when focusing solely on FVGs or Liquidity Show Fair Value Gaps – Default: On, controls FVG zone display including active and mitigated imbalances Show Liquidity Zones – Default: On, manages liquidity line visibility, disable on lower timeframes to reduce clutter Show Market Structure – Default: On, toggles BOS/CHoCH label display Show Smart Money Score – Default: On, controls score dashboard visibility Order Block Settings OB Lookback Period – Default: 20, Range: 5-100, controls bars scanned for Order Block patterns, lower values detect recent activity, higher values find older blocks Min Volume Multiplier – Default: 1.5, Range: 1.0-5.0, sets minimum volume threshold as multiple of 20-period average, higher values (2.0+) filter for strongest institutional candles Max Order Blocks to Display – Default: 3, Range: 1-10, limits simultaneous Order Blocks shown, lower settings (1-3) maintain focus on most recent zones Fair Value Gap Settings Min FVG Size (%) – Default: 0.3, Range: 0.1-2.0, defines minimum gap size as percentage of close price, lower values detect micro-imbalances, higher values focus on significant gaps Max FVG Age (bars) – Default: 50, Range: 10-200, removes FVGs older than specified bars, lower settings (10-30) for scalping, higher (100-200) for swing trading Show FVG Mitigation – Default: On, displays filled FVGs in gray providing visual history, disable to show only active untouched imbalances Liquidity Zone Settings Liquidity Lookback – Default: 50, Range: 20-200, sets pivot detection period for swing highs/lows, lower values (20-50) mark shorter-term liquidity, higher (100-200) identify major swings Max Liquidity Age (bars) – Default: 100, Range: 20-500, removes liquidity lines older than specified bars, adjust based on timeframe Liquidity Sensitivity – Default: 0.5, Range: 0.1-1.0, controls pivot detection sensitivity, lower values mark only major swings, higher values identify minor swings Max Liquidity Zones to Display – Default: 3, Range: 1-10, limits total liquidity levels shown maintaining chart clarity Market Structure Settings Pivot Length – Default: 5, Range: 3-15, defines bars to left/right for pivot validation, lower values (3-5) create sensitive structure breaks, higher (10-15) filter for major shifts Min Structure Move (%) – Default: 1.0, Range: 0.1-5.0, sets minimum percentage move required between pivots to confirm structure change Multi-Timeframe Settings Enable MTF Analysis – Default: On, activates higher timeframe trend analysis incorporation into Smart Money Score Higher Timeframe Multiplier – Default: 4, Range: 2-10, multiplies current timeframe to determine analysis timeframe (4x on 15min = 1hour) Visual Settings Bullish Color – Default: Green (#089981), sets color for bullish Order Blocks, FVGs, and structure elements Bearish Color – Default: Red (#f23645), defines color for bearish elements Neutral Color – Default: Gray (#787b86), controls color of mitigated zones and neutral elements Show Educational Labels – Default: On, displays text labels on zones identifying type (OB, FVG, BOS), disable once familiar with patterns Order Block Transparency – Default: 92, Range: 80-98, controls Order Block box transparency FVG Transparency – Default: 92, Range: 80-98, sets Fair Value Gap zone transparency independently from Order Blocks Alert Settings Alert on Order Block Formation – Default: On, triggers notification when new volume-validated Order Block detected Alert on FVG Formation – Default: On, sends alert when Fair Value Gap appears enabling quick response to imbalances Alert on Break of Structure – Default: On, notifies when BOS or CHoCH confirmed Alert on High Smart Money Score – Default: On, alerts when Smart Money Score crosses above 70 threshold indicating high-probability setup ✅Best Use Cases Order Block Retest Entries – After Break of Structure, wait for price retrace into fresh bullish Order Block with Smart Money Score >70, enter long on zone reaction targeting next liquidity level Fair Value Gap Retracement Trading – When price creates FVG during strong move then retraces, enter as price approaches unfilled gap expecting institutional orders to continue trend Liquidity Sweep Reversals – Monitor price approaching swing high/low liquidity zones against prevailing Smart Money Score trend, after stop hunt sweep watch for rejection into premium Order Block/FVG Multi-Timeframe Confluence Setups – Identify alignment when current timeframe Order Block coincides with higher timeframe FVG plus MTF analysis showing matching trend bias Break of Structure Continuations – After BOS confirms trend direction, trade pullbacks to nearest Order Block or FVG in direction of structure break using Smart Money Score >70 as entry filter Change of Character Reversal Plays – When CHoCH detected indicating potential reversal, look for Smart Money Score pivot with opposing Order Block formation then enter on structure confirmation ⚠️Limitations Lagging Pivot Calculations – Pivot-based features (Liquidity Zones, Market Structure) require bars to right of pivot for confirmation, meaning these elements identify levels retrospectively with delay equal to lookback period Whipsaw in Ranging Markets – During choppy conditions, Order Blocks fail frequently and structure breaks produce false signals as Smart Money Score fluctuates without clear institutional bias, best used in trending markets Volume Data Dependency – Order Block volume validation requires accurate volume data which may be incomplete on Forex pairs or limited in crypto exchange feeds Subjectivity in Scoring Weights – Proprietary 25-20-20-20-15 weighting reflects general institutional behavior but may not optimize for specific instruments or market regimes, user cannot adjust factor weights Visual Complexity on Lower Timeframes – Sub-hour timeframes generate excessive zones creating cluttered charts, requires aggressive display limit reduction and higher minimum thresholds No Fundamental Integration – Indicator analyzes purely technical price action and volume without incorporating economic events, news catalysts, or fundamental shifts that override technical levels 💡What Makes This Unique Unified SMC Ecosystem – Unlike indicators displaying Order Blocks OR FVGs OR Liquidity separately, SMFI combines all three institutional concepts plus market structure into single cohesive system Proprietary Confidence Scoring – Rather than manual setup assessment, automated Smart Money Score quantifies probability by weighting five institutional dimensions into actionable 0-100 rating Volume-Filtered Quality – Eliminates weak Order Blocks forming without institutional volume confirmation, ensuring displayed zones represent genuine accumulation/distribution Adaptive Lifecycle Management – Automatically updates mitigation status and removes aged zones preventing trades on dead levels through continuous validity and age monitoring Educational Integration – Built-in tooltips, labeled zones, and reference panel make indicator functional for both learning Smart Money Concepts and executing strategies 🔬How It Works Order Block Detection – Scans for patterns where strong directional move follows counter-move creating last down-candle before rally (bullish OB) or last up-candle before sell-off (bearish OB), validates formations only when candle exhibits volume exceeding configurable multiple (default 1.5x) of 20-bar average volume Fair Value Gap Identification – Compares current candle’s high/low against two-candles-prior low/high to detect price imbalances, calculates gap size as percentage of close and filters micro-gaps below minimum threshold (default 0.3%), monitors whether subsequent price fills 50% triggering mitigation status Liquidity Zone Mapping – Employs pivot detection using configurable lookback (default 50 bars) to identify swing highs/lows where retail stops cluster, extends horizontal reference lines from pivot creation and applies age-based filtering to remove stale zones Market Structure Analysis – Tracks pivot progression using structure-specific lookback (default 5 bars) to determine trend, confirms uptrend when new pivot high exceeds previous by minimum move percentage, detects Break of Structure when price breaks recent pivot level, flags Change of Character for potential reversals Multi-Timeframe Confluence – When enabled, requests security data from higher timeframe (current TF × HTF multiplier, default 4x), compares HTF close against HTF 20-period MA to determine bias, contributes ±50 points to score ensuring alignment with institutional positioning on superior timeframe Smart Money Score Calculation – Evaluates Order Block component via ATR-normalized distance producing max 100-point contribution weighted at 25%, assesses FVG factor through age penalty and distance at 20% weight, calculates Liquidity proximity at 20%, incorporates structure bias (±50-100 points) at 20%, adds MTF component at 15%, applies 3-period smoothing to reduce volatility Visual Rendering and Lifecycle – Draws Order Block boxes, Fair Value Gap rectangles with color coding (green/red active, gray mitigated), extends liquidity dashed lines with fade-by-age opacity, plots BOS labels, displays Smart Money Score dashboard, continuously updates checking mitigation conditions and removing elements exceeding age/display limits 💡Note: The Smart Money Flow Index combines multiple Smart Money Concepts into unified institutional order flow analysis. For optimal results, use the Smart Money Score as confluence filter rather than standalone entry signal – scores above 70 indicate high-probability setups but should be combined with risk management, higher timeframe bias, and market regime understanding.
Pine Script® Indikator
von PhenLabs
4
Session Based Liquidity# Session Based Liquidity Indicator - Educational Open Source ## 📊 Overview The Session Based Liquidity indicator is a comprehensive educational tool designed to help traders understand and visualize liquidity concepts across major trading sessions. This indicator identifies Buy-Side Liquidity (BSL) and Sell-Side Liquidity (SSL) levels created during Asia, London, and New York trading sessions, providing insights into institutional order flow and potential market reversal zones. ## 🎯 Key Features ### 📈 Multi-Session Tracking - **Asia Session**: Tokyo/Sydney overlap (20:00-02:00 EST) - **London Session**: European markets (03:00-07:30 EST) - **New York Session**: US markets (09:30-16:00 EST) - Individual session toggle controls for focused analysis ### 💧 Liquidity Level Detection - **Buy-Side Liquidity (BSL)**: Identifies stop losses above swing highs where short positions get stopped out - **Sell-Side Liquidity (SSL)**: Identifies stop losses below swing lows where long positions get stopped out - Advanced filtering algorithm to identify only significant liquidity zones - Configurable pivot strength for sensitivity adjustment ### 🎨 Visual Management System - **Unclaimed Levels**: Active liquidity zones that haven't been hit (default: black lines) - **Claimed Levels**: Swept liquidity zones showing historical interaction (default: red lines) - Customizable line styles, colors, and widths for both states - Dynamic label system showing session origin and level significance - Real-time line extension and label positioning ### ⚙️ Advanced Configuration - **Pivot Strength**: Adjust sensitivity (1-20) for liquidity detection - **Max Levels Per Side**: Control number of tracked levels (1-10) per session - **Label Offset**: Customize label positioning - **Style Customization**: Full control over visual appearance ## 📚 Educational Value ### Core Concepts Explained - **Liquidity Pools**: Areas where stop losses and pending orders cluster - **Liquidity Sweeps**: When price moves through levels to trigger stops, then reverses - **Session-Based Analysis**: How different market sessions create distinct liquidity characteristics - **Institutional Order Flow**: Understanding how large players interact with retail liquidity ### Trading Applications - Identify high-probability reversal zones after liquidity sweeps - Understand where stop losses are likely clustered - Avoid trading into obvious liquidity traps - Use session context for timing entries and exits - Recognize institutional accumulation and distribution patterns ### Code Learning Opportunities - **Pine Script v6 Best Practices**: Modern syntax and efficient coding patterns - **Object-Oriented Design**: Custom types and methods for clean code organization - **Array Management**: Dynamic data structure handling for performance - **Visual Programming**: Line, label, and styling management - **Session Detection**: Time-based filtering and timezone handling ## 🔧 Technical Implementation ### Performance Optimized - Efficient memory management with automatic cleanup - Limited historical level tracking to maintain responsiveness - Optimized array operations for smooth real-time updates - Smart filtering to reduce noise and focus on significant levels ### Code Architecture - **Modular Design**: Clean separation of concerns with dedicated methods - **Type Safety**: Custom SessionLiquidity type for organized data management - **Extensible Structure**: Easy to modify and enhance for specific needs - **Educational Comments**: Comprehensive documentation throughout ## 💡 Usage Guide ### Basic Setup 1. Add indicator to chart 2. Configure session times for your timezone 3. Adjust pivot strength based on timeframe (higher for lower timeframes) 4. Enable/disable sessions based on your trading focus ### Interpretation - **Unclaimed levels**: Watch for price interaction and potential reversals - **Claimed levels**: Use as potential support/resistance after sweep - **External levels**: Beyond session range, higher significance - **Internal levels**: Within session range, may indicate ranging conditions ### Best Practices - Use higher timeframes (15m+) for cleaner signals - Combine with price action analysis for confirmation - Consider session overlap periods for increased significance - Monitor multiple sessions for comprehensive market view ## 🎓 Educational Goals This open-source project aims to: - Demystify liquidity concepts for retail traders - Provide practical coding examples in Pine Script v6 - Encourage understanding of institutional trading behavior - Foster community learning and collaboration - Bridge the gap between theory and practical application ## 📄 License & Usage Released under Mozilla Public License 2.0 - free for educational and commercial use with proper attribution. ## 🤝 Contributing As an open-source educational tool, contributions are welcome! Whether it's bug fixes, feature enhancements, or educational improvements, your input helps the trading community learn and grow. ## ⚠️ Disclaimer This indicator is for educational purposes only. All trading involves risk, and past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose. --- *By studying and using this indicator, traders can develop a deeper understanding of market microstructure and improve their ability to read institutional order flow patterns.*
Pine Script® Indikator
von Omarqqq
1
Historical LiquidityHistorical Liquidity Indicator – Backtesting Mitigated Hidden Order Blocks 🟠OVERVIEW: Historical Liquidity Indicator This script is a powerful backtesting tool and companion to our "Hidden Liquidity Indicator." It visualizes mitigated liquidity zones that have already been touched by price action. By showing a historical record of these events, it allows traders to systematically analyze past market structure, evaluate the effectiveness of liquidity zones, and refine their mitigation-based trading strategies. 🟠CORE LOGIC: The Connection to Hidden Liquidity The indicator's core logic is built upon the same proprietary methodology as our "Hidden Liquidity Indicator," which focuses on the relationship between Fair Value Gaps (FVGs) and candle bodies. The central idea is to identify institutional footprints—specifically, where hidden order blocks form—before the price revisits and "mitigates" them. The process involves two main steps: 1. Detection of Liquidity Zones: The script identifies and classifies a liquidity zone based on specific, rule-based criteria: o Hidden Order Block (HOB): A strong zone where a candle body fits 100% inside a Fair Value Gap, and is untouched by any wicks. For an HOB to be considered valid, its equilibrium (midpoint) must be crossed by the FVG. o Partial Hidden Order Block (PHOB): A weaker, but still significant, zone where a candle body fits at least 50% inside the FVG. 2. Tracking Mitigation: The indicator then continuously tracks these detected zones. A zone is considered mitigated when a subsequent candle's wick or body touches or enters at least 50% of that zone. Once a zone is detected and subsequently mitigated according to these rules, the indicator stores this information and visualizes it historically on the chart. This allows traders to see exactly where and how these hidden liquidity zones influenced past price action. 🟠SETTINGS & CUSTOMIZATION The indicator offers extensive customization to adapt to various trading styles and analysis needs. • General & Candle Settings: o Show Partial HOB: Toggle the visibility of Partial Hidden Order Blocks (PHOBs). o Candle back count: Determines the number of historical bars to be analyzed. o BB Deviation / BB Min Size Perc: These settings allow for fine-tuning the underlying volatility calculation, which helps in identifying the specific conditions for HOB formation. o Partial Min Size in FVG Perc: Customizes the percentage (default 50%) required for a candle body to be considered a PHOB. • Multi-Timeframe (MTF) Analysis: The indicator can check for liquidity zones on different timeframes. Users can select from pre-defined Low, Mid, or High Timeframe sets, or customize which specific timeframes are checked for analysis (e.g., 5m, 15m, 1h, 4h, 1D). • Color & Visualization: o HOBs and PHOBs: Users can customize the distinct colors for each type of liquidity zone. o Box Border: Option to display or hide the border around the detected zones. o Labels: Customize the color and text size of the labels describing each zone. 🟠PURPOSE & USAGE This indicator is specifically designed for systematic backtesting and strategic development. It is not intended to provide live trading signals. Its value lies in: • Quantifying Success: It enables traders to measure the success rate of different HOB types across various timeframes and market conditions. • Post-Mitigation Analysis: Users can analyze price behavior after a mitigation event, e.g., whether it led to continuation, reversal, or a retest. • Identifying Support/Resistance: It helps to identify historical support and resistance levels that were formed by previously respected liquidity blocks, offering a data-driven alternative to traditional S/R methods. 🟠WHY IT MATTERS This indicator transforms subjective order block analysis into an objective, data-driven process. By providing a clear, visual history of which liquidity zones were actually respected or invalidated by the market, it empowers traders to build and validate their strategies on a foundation of empirical evidence rather than on intuition alone.
Pine Script® Indikator
von HiddenLiquidty
1