ICT IPDA 7/24

-首先我要感謝 ICT 講師在交易領域的無私奉獻-

他在"ICT Mentorship Core Content - Month 05 - Defining Open Float Liquidity Pools"教學中簡單提到了IPDA的具體使用方法及概念 如果你對此很感興趣可以到ICT的Youtube頻道觀看教學影片

首先 IPDA data range 為什麼用 20、40、60 天做為區間,那是因為20天為1個交易月
而每1個月就會產生1個流動性池做為趨勢上行或是下行的燃料
而每3個交易月也就是每1個季度會由於大資金對市場的高度控制而有很高的可能性會產生
"季度市場結構轉換",這就是為什麼用60天做為最長區間來檢視當前市場。
另外在當前K棒的右側60天就是你對市場的判斷、偏見與展望。
左右加總120天就是你的"Open Float"

但是對於某些沒有休市期間的交易對 例如比特幣 就可能必須對應1個自然月30天的基數
所以才會有這個腳本的產生
可以自由更改IPDA區間

First of all, I want to express my gratitude to ICT for his selfless contribution to the field of trading.

In the video "ICT Mentorship Core Content - Month 05 - Defining Open Float Liquidity Pools", he briefly introduced the practical application and concept of IPDA.
If you're interested in this topic, I highly recommend watching the lesson on ICT's official YouTube channel.

To begin with, the IPDA data ranges use 20, 40, and 60 days as reference intervals because 20 trading days represent one trading month.
Each month typically forms a liquidity pool that serves as fuel for either upward or downward movement in price.
Every three trading months (i.e., a quarter) often results in a Quarterly Market Structure Shift, driven by the strong influence of large financial institutions.

That’s why 60 days is used as the longest reference window to assess the current state of the market.
Moreover, the 60 days to the right of the base candle represent your bias, expectations, and forecast for future price action.
When you combine 60 days to the left and 60 days to the right, you form what ICT calls the "Open Float".

However, for markets that do not have regular trading sessions or closures (such as Bitcoin),
it may be more appropriate to use 30 calendar days as the base unit for one month.

That’s the reason why this script was created —
to allow flexible customization of the IPDA time ranges depending on the asset being analyzed.
--Translated by Chat GPT--