Inizia

Liquidity

Liquidity Price Depth Chart [LuxAlgo]The Liquidity Price Depth Chart is a unique indicator inspired by the visual representation of order book depth charts, highlighting sorted prices from bullish and bearish candles located on the chart's visible range, as well as their degree of liquidity. Note that changing the chart's visible range will recalculate the indicator. 🔶 USAGE The indicator can be used to visualize sorted bullish/bearish prices (in descending order), with bullish prices being highlighted on the left side of the chart, and bearish prices on the right. Prices are highlighted by dots, and connected by a line. The displacement of a line relative to the x-axis is an indicator of liquidity, with a higher displacement highlighting prices with more volume. These can also be easily identified by only keeping the dots, visible voids can be indicative of a price associated with significant volume or of a large price movement if the displacement is more visible for the price axis. These areas could play a key role in future trends. Additionally, the location of the bullish/bearish prices with the highest volume is highlighted with dotted lines, with the returned horizontal lines being useful as potential support/resistances. 🔹 Liquidity Clusters Clusters of liquidity can be spotted when the Liquidity Price Depth Chart exhibits more rectangular shapes rather than "V" shapes. The steepest segments of the shape represent periods of non-stationarity/high volatility, while zones with clustered prices highlight zones of potential liquidity clusters, that is zones where traders accumulate positions. 🔹 Liquidity Sentiment At the bottom of each area, a percentage can be visible. This percentage aims to indicate if the traded volume is more often associated with bullish or bearish price variations. In the chart above we can see that bullish price variations make 63.89% of the total volume in the range visible range. 🔶 SETTINGS 🔹 Bullish Elements Bullish Price Highest Volume Location: Shows the location of the bullish price variation with the highest associated volume using one horizontal and one vertical line. Bullish Volume %: Displays the bullish volume percentage at the bottom of the depth chart. 🔹 Bearish Elements Bearish Price Highest Volume Location: Shows the location of the bearish price variation with the highest associated volume using one horizontal and one vertical line. Bearish Volume %: Displays the bearish volume percentage at the bottom of the depth chart. 🔹 Misc Volume % Box Padding: Width of the volume % boxes at the bottom of the Liquidity Price Depth Chart as a percentage of the chart visible range
Indicatore Pine Script®
di LuxAlgo
14
Liquidation Estimates (Real-Time) [LuxAlgo]The Liquidation Estimates (Real-Time) experimental indicator attempts to highlight real-time long and short liquidations on all timeframes. Here with liquidations, we refer to the process of forcibly closing a trader's position in the market. By analyzing liquidation data, traders can gauge market sentiment, identify potential support and resistance levels, identify potential trend reversals, and make informed decisions about entry and exit points. 🔶 USAGE Liquidation refers to the process of forcibly closing a trader's position. It occurs when a trader's margin account can no longer support their open positions due to significant losses or a lack of sufficient margin to meet the maintenance requirements. Liquidations can be categorized as either a long liquidation or a short liquidation. A long liquidation is a situation where long positions are being liquidated, while short liquidation is a situation where short positions are being liquidated. The green bars indicate long liquidations – meaning the number of long positions liquidated in the market. Typically, long liquidations occur when there is a sudden drop in the asset price that is being traded. This is because traders who were bullish on the asset and had opened long positions on the same will now face losses since the market has moved against them. Similarly, the red bars indicate short liquidations – meaning the number of short positions liquidated in the futures market. Short liquidations occur when there is a sudden spike in the price of the asset that is being traded. This is because traders who were bearish on the asset and had opened short positions will now face losses since the market has moved against them. Liquidation patterns or clusters of liquidations could indicate potential trend reversals. 🔹 Dominance Liquidation dominance (Difference) displays the difference between long and short liquidations, aiming to help identify the dominant side. 🔹 Total Liquidations Total liquidations display the sum of long and short liquidations. 🔹 Cumulative Liquidations Cumulative liquidations are essentially the cumulative sum of the difference between short and long liquidations aiming to confirm the trend and the strength of the trend. 🔶 DETAILS It's important to note that liquidation data is not provided on the Trading View's platform or can not be fetched from anywhere else. Yet we know that the liquidation data is closely tied in with trading volumes in the market and the movement in the underlying asset’s price. As a result, this script analyzes available data sources extracts the required information, and presents an educated estimate of the liquidation data. The data presented does not reflect the actual individual quantitative value of the liquidation data, traders and analysts shall look to the changes over time and the correlation between liquidation data and price movements. The script's output with the default option values has been visually checked/compared with the liquidation chart presented on coinglass.com. 🔶 SETTINGS 🔹Liquidations Input Mode: defines the presentation of the liquidations chart. Details are given in the tooltip of the option. Longs Reference Price: defines the base price in calculating long liquidations. Shorts Reference Price: defines the base price in calculating short liquidations. 🔶 RELATED SCRIPTS Liquidation-Levels Liquidity-Sentiment-Profile Buyside-Sellside-Liquidity
Indicatore Pine Script®
di LuxAlgo
12
itradesize /\ Previous HTF x OHLC Box FYI: It is an invite-only script, if you are interested in, please scroll down to see the Author's instructions. Introducing an indicator which inspired by ICT concepts that use a model, based on what TTrades teaches in some of his DOL videos about how to get a proper bias. Having a daily bias can be frustrating and this script could make it easy for you besides creating a ton of opportunities for scalpers as well as not only helpful for a daily bias, it can also help you to determine the actual H4 or H1 bias or even lower. Always keep in mind: the higher the timeframe you use, the more accurate it can be. You can use OHLC to determine the current or higher time frame bias as it can be used on any of them and properly gain a sentiment of a drawn of liquidity. This model integrates the previous candle's open, high, low, and close values (or open, low, high close) in addition to their equilibrium to make it easier to identify where the price should go moreover they can be used as reference points for potential trading opportunities. The 50% also known as equilibrium creates premium and discount zones within the previous candles. Using the former higher timeframe candle’s OHLC you can simply have an external range of liquidity and where the current price should it drawn to. With this tool, you can achieve a proper trading framework as you can easily recognize the external & internal range of liquidity, so whether you are a scalper or a day trader you are able to rely on the indicator. A bit of a candlestick analysis: When the price wicks below means a potential bullish reversal is incoming. When the price wicks above, then it means a potential bearish reversal is happening. Closing below means lower prices. (Bearish trend) Closing above means higher prices. (Bullish trend) This indicator is an absolute monster for the OHLC guys. How to use it? - Analyse the trend on the higher timeframe, bullish trend is when the price continuously takes the previous candle’s high over and over again. Bearish trend is the total opposite. - Wait for external liquidity to be taken. - When it's happening there should be a displacement back to the range with an actual structure shift. - Looking for an imbalance in the displacement. - Aiming for an imbalance that is above 50% of the former move. - Aggressive stop: below or above the candle which has an imbalance - Conservative stop: below or above the former swing Classic sell setup: Classic buy setup: The indicator has a ton of customizable features, the power of the tool is really in there, as you can find or refine your own model with it. Once you're familiar with your setup you will be really feeling the power of the tool, I promise. Indicator Features: • M5/M15/H1/H4/D Time frames • OHLC bar with an offset (you can have a look at the current HTF bar developing or you can use it as a locked previous bar) • Current time frame OHLC / OLHC box with extended lines to the current time • Showing the previous time frame OHLC / OLHC box with extended lines and the ability to add labels. The color of the OHLC or OLHC box is based on the candle closing. If it's a bear candle, if it's a bull candle. • Previous high time frame open / close lines with labels, customisable colours, label sizes • It has a lot of customisable features, the power of the tool is really in there as you can find or refine your own model with it. • Every box and bar automatically switches its colors based on the close of the candle whether it's a bear or a bull candle. • The color of the labels is switching automatically based on the coloring of your chart. • You can customize each and every box color - OHLC/OLHC based on your taste, and the open and closing lines of the previous HTF. Additional Information: You can combine it with my own model. If you are not familiar with it, you can find here . Or you can combine it with other frameworks for extra confluences like combining it with Daye’s QT in some simple equation: Open → Q1 , High → Q2, Low → Q3, Close → Q4 Open → Q1, Low → Q2, High → Q3, Close → Q4
Indicatore Pine Script®
di itradesize
31
Session Breakout/Sweep with alertsThis indicator is based on popular London breakout strategy. but as I noticed that it don't work good with breakouts so I made it to be used as reversal entries as well. By default the timing is set for asian session but you can change it according to your need. Use as breakout Use as liquidity sweep Note: On some pairs the timing changes automatically (I don't know why), if you face this issue , go to settings and set the timing accordingly and save it as templet so that you don't have to change it every time you load the chart with timing issue. I hope you guys find it useful. Do share your though and feedback in comments.
Indicatore Pine Script®
di a_guy_from_wall_street
14
Liquidation Levels [LuxAlgo]The Liquidation Levels indicator aims at detecting and estimating potential price levels where large liquidation events may occur. By analyzing liquidation Levels, traders can identify potential support & resistance levels, identify stop-loss levels, and gauge market sentiment and potential areas of price volatility. 🔶 USAGE Liquidation refers to the process of forcibly closing a trader's leveraged positions in the market. It occurs when a trader's margin account can no longer support their open positions due to significant losses or a lack of sufficient margin to meet the maintenance margin requirements. Liquidation events happen at all times and the script focuses on detecting the most significant ones. Bubbles will appear on the relevant price bar when larger trading activity has been detected. Larger bubbles represent more significant potential liquidation levels. The lines attached to the bubbles represent the liquidation zones at that price. These liquidation levels are based on clusters of price points where highly leveraged traders open long or short positions. High leverage is identified as 100x, 50x, and 25x leverages used for both long and short positions. The script allows users to either remove or customize leverage levels. Price generally heads towards zones or clusters of liquidity. 🔶 SETTINGS 🔹Liquidation Levels Reference Price: defines the base price in calculating liquidation levels. Volume Threshold: The volume threshold is the primary factor in detecting the significant trading activities that could potentially lead to liquidating leveraged positions. Volatility Threshold: The volatility threshold option is the secondary factor that aims at detecting significant movement in the underlying asset’s price with relatively lower trading activities that could potentially also lead to liquidating high-leveraged positions. Leverage Options: The leverage options are where the trader will set the desired leverage value and customize the potential liquidation level colors. Hide Liquidation Bubbles: Toggles the visibility of the bubbles. Hide Liquidation Levels: Toggles the visibility of the lines. 🔶 RELATED SCRIPTS Liquidity-Sentiment-Profile Buyside-Sellside-Liquidity
Indicatore Pine Script®
di LuxAlgo
18
Liquidity Hunter [ChartPrime]The Liquidity Hunter helps traders identify areas in the market where reversals may occur by analyzing candle formations and structures. █ Wick-to-Body Analysis: The Liquidity Hunter analyses each candlestick to identify those with distinctive wick-to-body ratios. By focusing on candles with significant wick imbalances, it can reveal potential liquidity absorption zones that may influence market behavior. Users can fine-tune this ratio to their preferences through customizable body% and wick% inputs, allowing for tailored analysis. █ Body Size Significance: To ensure the relevance and impact of its findings, this indicator evaluates the size of the candle body. Only candles with bodies meeting a certain size threshold are considered, eliminating noise and highlighting candles of significance. █ Dynamic Target Setting: The Liquidity Hunter employs the Average True Range (ATR) as a foundation for target calculation. Users can adjust their trading targets by specifying a multiplier, offering flexibility in capturing potential profit or managing risk. Customizable target inputs ensure adaptability to your trading strategy. █ Stop Loss Protection: In addition to setting your profit targets, the Liquidity Hunter incorporates stop loss levels, safeguarding your investments from excessive risk. By implementing a well-balanced risk-reward ratio, users may be better at navigating market fluctuations. █ Market Character Labels: The Liquidity Hunter Indicator goes beyond basic analysis by detecting changes in market character. It identifies shifts in sentiment providing traders with invaluable insights into evolving market conditions. █ Candle Color Highlighting: To enhance user-friendliness and visualization, the indicator employs distinctive candle colors between trades. These color cues help you easily spot and interpret trading opportunities, drawing your attention to potential entry and exit points. Overall this indicator is designed to help simplify liquidity analysis and give visual targets in a market.
Indicatore Pine Script®
di ChartPrime
11
Impulse-Correction MappingAbout Impulse-Correction Mapper is an indicator of impulses and corrections (valid pullbacks). Consecutive candlesticks moving in the same direction means an impulse, and a pullback below/above the previous candlestick means a correction. This way you can identify IDM zones and find significant POIs on the chart. Below, you can observe valid pullbacks : And now, the invalid pullbacks : The impulse and correction shows us the strength of the bulls or bears and also helps us to identify important liquidity areas, including IDMs. Each high and low of the impulse-correction serves as liquidity for the institutional algorithmic bots. The indicator can be a self-sufficient tool for market analysis and identification of liquidity swaps. If the price made a liquidity sweep - it can serve as a signal for a reversal to the nearest liquidity area. When evaluating the daily movement, you can focus on the impulse-correction indicator: if there is a correction - it is very likely that the price will turn around and you can look for a confirmed entry point to the LTF. The momentum-correction indicator is the basis of the entire Advanced SMC strategy - it is the foundation for determining the market structure.
Indicatore Pine Script®
di WinWorldTeam
6
Crypto Liquidation HeatmapThis indicator is designed to identify potential areas of liquidations, in most crypto assets. How does it work? At the core of this indicator, it utilizes Open Interest (a statistic measuring the sum of all open futures positions), which I will refer to as OI. The script monitors changes in OI, and then correlates these changes to the price action trend to derive an estimation of whether an increase in OI relates to an increase in Shorts or in Longs. The trend is currently identified by the candle closing direction, therefore a bullish candle with increasing OI, results in the script counting an increase in Long Positions. Whereas a bearish candle and increasing OI, results in an increase of Short Positions. Following that, the script estimates where these new positions will be liquidated (set either as a manual percentage, or using one of the defined presets). ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ What makes this indicator unique from "Liquidation Levels" scripts, is the the way it groups potential liquidation volumes in segments, creating a cumulative view of liquidity potential - a true heatmap, not simply levels. To further clarify, liquidity within a set range is added to the segment of that range. The settings allow you to set the resolution of the range, according to preference. There is also an Automatic mode (at this moment limited to Bitcoin). Regular OI Liquidation levels do not combine their volumes when overlapped, nor do they adhere to any ranges - making them scattered and not representative of the true liquidity in that area. This Liquidation Heatmap fixes all of those limitations. Another unique addition to this Liquidation Heatmap, is my custom three tier color gradients with alpha support (transparency). This function allows a seamless transition of the coloring in liquidation potential from purple (minimum), to blue (medium), to yellow (maximum). This allows a larger range of liquidity identification, along with further aesthetic bonuses. ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ How to use this indicator? In general, such a tool can be used in numerous ways. It is not a standalone signal, meaning you should always compliment this tool with your own TA and reasoning. One way of using this tool, is to anticipate that the price will continue on its trend, when you see it moving towards a zone of high liquidity (expecting that liquidity to be taken out). Another way of using this tool, would be to anticipate a kickback after a liquidation event has taken place, thus returning to the mean.
Indicatore Pine Script®
di Alien_Algorithms
36
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.
Indicatore Pine Script®
di LuxAlgo
6
HTF Fair Value Gap [LuxAlgo]The HTF Fair Value Gap indicator aims to display the exact time/price locations of fair value gaps within a higher user-selected chart timeframe. 🔶 USAGE The indicator can be used to detect higher time frame fair value gaps. Detected historical HTF FVG are displayed as changes in chart background colors, with a green color indicating a bullish FVG and red a bearish FVG. The most recent HTF FVG is displayed as a candle to the right of the most recent price candle. Dashed lines indicate the exact location of the FVG upper and lower extremities. The wicks of the FVG candle indicate the price deviation from the FVG extremities after its formation and can help determine where the FVG is located within a trend. A "Status" dashboard is included to indicate if the FVG is mitigated or not. This is also indicated by the border of the FVG candle, with a solid border indicating an unmitigated FVG. 🔶 SETTINGS Timeframe: Chart timeframe used to retrieve the fair value gaps 🔹 Style Offset: Offset to the right (in bars) of the FVG candle from the most recent bar. Width: Width (in bars) of the FVG candle. 🔹 Dashboard Show Dashboard: Determine whether to display the dashboard or not. Location: Location of the dashboard on the chart. Size: Size of the dashboard on the chart.
Indicatore Pine Script®
di LuxAlgo
30
Supply Demand Profiles [LuxAlgo]The Supply Demand Profiles is a charting tool that measures the traded volume at all price levels on the market over a specified time period and highlights the relationship between the price of a given asset and the willingness of traders to either buy or sell it, in other words, highlights key concepts as significant supply & demand zones, the distribution of the traded volume, and market sentiment at specific price levels within a specified time period, allowing traders to reveal dominant and/or significant price levels and to analyze the trading activity of a particular user-selected range. In other words, this tool highlights key concepts as significant supply & demand zones, the distribution of the traded volume, and market sentiment at specific price levels within a specified time period, allowing traders to reveal dominant and/or significant price levels and to analyze the trading activity of a particular user-selected range. Besides having the tool as a combo tool, the uniqueness of this version of the tool compared to its early versions is its ability to benefit from different volume data sources and its ability to use a variety of different polarity methods, where polarity is a measure used to divide the total volume into either up volume (trades that moved the price up) or down volume (trades that moved the price down). 🔶 USAGE Supply & demand zones are presented as horizontal zones across the selected range, hence adding the ability to visualize the price interaction with them By default, the right side of the profile is the volume profile which highlights the distribution of the traded activity at different price levels, emphasizing the value area, the range of price levels in which the specified percentage of all volume was traded during the time period, and levels of significance, such as developing point of control line, value area high/low lines, and profile high/low labels The left side of the profile is the sentiment profile which highlights the market sentiment at specific price levels 🔶 DETAILS 🔹 Volume data sources The users have the option to select volume data sources as either 'volume' (regular volume) or 'volume delta', where volume represents all the recorded trades that occur at a given bar and volume delta is the difference between the buying and the selling volume, that is, the net demand at a given bar 🔹 Polarity methods The users are able to choose the methods of how the tool to take into consideration the polarity of the bar (the direction of a bar, green (bullish) or red (bearish) bar) among a variety of different options, such as 'bar polarity', 'bar buying/selling pressure', 'intrabar (chart bars at a lower timeframe than the chart's) polarity', 'intrabar buying/selling pressure', and 'heikin ashi bar polarity'. Finally, the interactive mode of the tool is activated, as such users can easily modify the intervals of their interest just by selecting the indicator and moving the points on the chart 🔶 SETTINGS The script takes into account user-defined parameters and plots the profiles and zones 🔹 Calculation Settings Volume Data Source and Polarity: This option is to set the desired volume data source and polarity method Lower Timeframe Precision: This option is applicable in case any of the 'Intrabar (LTF)' options are selected, please check the tooltip for further details Value Area Volume %: Specifies the percentage for the value area calculation 🔹 Presentation Settings Supply & Demand Zones: Toggles the visibility of the supply & demand zones Volume Profile: Toggles the visibility of the volume profile Sentiment Profile: Toggles the visibility of the sentiment profile 🔹 Presentation, Others Value Area High (VAH): Toggles the visibility of the VAH line and color customization option Point of Control (POC): Toggles the visibility of the developing POC line and color customization option Value Area Low (VAL): Toggles the visibility of the VAL line and color customization option 🔹 Supply & Demand, Others Supply & Demand Threshold %: This option is used to set the threshold value to determine supply & demand zones Supply/Demand Zones: Color customization option 🔹 Volume Profile, Others Profile, Up/Down Volume: Color customization option Value Area, Up/Down Volume: Color customization option 🔹 Sentiment Profile, Others Sentiment, Bullish/Bearish: Color customization option Value Area, Bullish/Bearish: Color customization option 🔹 Others Number of Rows: Specify how many rows the profile will have Placment: Specify where to display the profile Profile Width %: Alters the width of the rows in the profile, relative to the profile range Profile Price Levels: Toggles the visibility of the profile price levels Profile Background, Color: Fills the background of the profile range Value Area Background, Color: Fills the background of the value area range Start Calculation/End Calculation: The tool is interactive, where the user may modify the range by selecting the indicator and moving the points on the chart or can set the start/end time using these options 🔶 RELATED SCRIPTS Volume-Profile Volume-Profile-Maps Volume-Delta
Indicatore Pine Script®
di LuxAlgo
21
Premium Dashboard [TFO]The purpose of this indicator is to serve as a scanner/dashboard for several symbols across multiple timeframes. At the time of release, the scanner looks for the following criteria on all selected timeframes: - Whether price is in a Fair Value Gap (FVG) - Whether price is in an Order Block (OB) - Current Market Structure - Nearest Liquidity Pivots - Proximity to said Liquidity Pivots For FVGs, the user selects a Displacement Strength to validate FVGs from the selected timeframes; larger values require greater displacement. The table will indicate whether price is presently trading in a valid bullish FVG, bearish FVG, or none. With OBs, the user selects a similar Displacement Strength to validate OBs from the selected timeframes. Again, larger values require greater displacement to validate an OB. The table will indicate whether price is presently trading in a bullish OB, bearish OB, or none. For Market Structure, the table will indicate whether the current structure is bullish or bearish on each respective timeframe. A pivot strength parameter is used to determine which swing highs and swing lows warrant valid Market Structure Shifts (reversals) or Breaks of Structure (continuations). The Liquidity section of the dashboard displays the nearest Buyside and Sellside Liquidity (major highs and lows) from each respective timeframe. A similar pivot strength parameter is used to determine how "strong" the highs and lows must be in order to be considered valid. The Premium / Discount section offers an alternative view of the nearest Liquidity Pivots, where it will instead display a percent value to describe how close price is to Buyside or Sellside Liquidity. Values approaching 100% imply price is trading close to the nearest Buyside Liquidity, while values approaching 0% imply price is trading close to Sellside Liquidity. Users can also choose to show any of the above features on their current chart: FVGs, OBs, cumulative Market Structure, and Liquidity, all from the various selected timeframes.
Indicatore Pine Script®
di tradeforopp
20
Liquidity Concepts [BigBeluga]The Liquidity Concepts indicator is designed to represent the liquidity on the chart using pivot points as potential stop-losses / liquidity grabs. The indicator is facilitated by a market structure detector and pivot points to identify resting liquidity / stop-loss levels. A liquidity grab or a stop-loss hunt is when retail traders place their stop-loss orders at recent highs / most recent highs or lows. This is a spot where big players attempt to push the market to trigger all the stop-loss orders and gain a better entry in their favor. 🔶 CALCULATION The indicator uses the Higher Lower script made by @LonesomeTheBlue to determine these pivot points. When a pivot point is formed, it is displayed on the chart with the corresponding symbol (HH - HL - LH - LL). When one of these points is broken, a line is drawn between the pivot point and the candle that broke it. A liquidity grab is only recognized after it has occurred, and it is represented with a box showing all the candles that were involved in the sweep / stop-loss hunt. A pivot point is established only after the selected lookback period and cannot be printed beforehand in any manner. This ensures that it captures the highest point within the lookback period following the candle formation. An HL (Higher Low) point is established when it is lower than an HH (Higher High) point, whereas an LH (Lower High) point is established when it is higher than an LL (Lower Low) point. Boxes are formed in two different types: Major and Minor. - Major boxes occur when LH or HL points are breached, with their high or low point crossing above or below in the specific lookback period. - Minor boxes occur when HH or LL points are breached, with their high or low point crossing above or below in the specific lookback period. Minor points are less efficient since they represent key highs and lows, and before taking out those liquidity levels, the HL and LH points should be cleared. Representation of Pivot Point Formation: Liquidity wicks are a minor representation of a stop-loss hunt during the retracement of a pivot point. This means that a pivot point is broken only by the wick and not by the entire body. Bigger wick = more liquidity Lower wick = less liquidity Liquidity wicks can be used as trade confirmation or targets for your entry to enhance accuracy. Users have the option to display candle coloring based on the currently detected trend. 🔶 VERIFICATION Users have the option to specify the verification length for when the liquidity should occur. This means that if the length is set to 7, the indicator will search for the liquidity formation within the last 7 candles; otherwise, it will be considered invalid. 🔶 CONCEPTS The whole idea is to help find possible zone of stop loss hunting helping having a better entry in our trading, we can utilize a lot more tools, and this shoud be used as confluence only 🔶 OPTIONS Users have complete control over the settings, allowing them to: - Disable pivot points. - Disable the display of boxes. - Disable liquidity wicks. - Customize colors to their preferences. - Adjust lookback settings for historical data analysis. - Modify candle coloring settings. - Adjust the text size of labels for better readability and customization. 🔶 RECAP Box => Represents liquidity formation / stop-loss hunt - Minor Box HH / LL point - Major Box LH / HL point Liquidity Wicks => Formed when a pivot point is broken only by the wick BOS / CHoCH => Calculated using the pivot points from the @LonesomeTheBlue script 🔶 RELATED SCRIPTS Price Action Concepts =>
Indicatore Pine Script®
di BigBeluga
26
Liquidity Sentiment Profile (Auto-Anchored) [LuxAlgo] The Liquidity Sentiment Profile (Auto-Anchored) is an advanced charting tool that measures by combining PRICE and VOLUME data over specified anchored periods and highlights the distribution of the liquidity and the market sentiment at specific price levels. This version is a variation of the previously published Liquidity Sentiment Profile , wherewith this version allows users to select a variety of different anchoring periods, such as 'Auto', 'Fixed Range', 'Swing High', 'Swing Low', 'Session', 'Day', 'Week', 'Month', 'Quarter', and 'Year' Liquidity refers to the availability of orders at specific price levels in the market, allowing transactions to occur smoothly. 🔶 USAGE A Liquidity Sentiment Profile (Auto-Anchored) is a combination of liquidity and a sentiment profile, where the right side of the profile highlights the distribution of the traded activity at different price levels, and the left side of the profile highlights the market sentiment at those price levels The liquidity profile is categorized by assigning different colors based on the significance of the traded activity of the specific price levels, allowing traders to reveal significant price levels, such as support and resistance levels, supply and demand zones, liquidity gaps, consolidation zones, etc The Liquidity Sentiment Profiles aim to present Value Areas based on the significance of price levels, thus allowing users to identify value areas that can be formed more than once within the range of a single profile Level of Significance Line - displays the changes in the price levels with the highest traded activity (developing POC) Buyside & Sellside Liquidity Zones - displays Liquidity Levels, also known as Supply and Demand Zones 🔶 SETTINGS The script takes into account user-defined parameters and plots the profiles, where detailed usage for each user-defined input parameter in indicator settings is provided with the related input's tooltip. 🔹 Liquidity Sentiment Profile Anchor Period: The indicator resolution is set by the input of the Anchor Period. Fixed Period: Applicable if the Anchor Period is set to 'Fixed Range' then the period of the profile is defined with this option Swing Detection Length: Applicable if the Anchor Period is set to 'Swing High' or 'Swing Low' then the length required to detect the Swing Levels is defined with this option which is then used to determine the period of the profile 🔹 Liquidity Profile Liquidity Profile: Toggles the visibility of the Liquidity Profiles High Traded Nodes: Threshold and Color option for High Traded Nodes Average Traded Nodes: Color option for Average Traded Nodes Low Traded Nodes: Threshold and Color option for Low Traded Nodes 🔹 Sentiment Profile Sentiment Profile: Toggles the visibility of the Sentiment Profiles Bullish Nodes: Color option for Bullish Nodes Bearish Nodes: Color option for Bearish Nodes 🔹 Buyside & Sellside Liquidity Zones Buyside & Sellside Liquidity Zones: Toggles the visibility of the Liquidity Levels Buyside Liquidity Nodes: Color option for Buyside Liquidity Nodes Sellside Liquidity Nodes: Color option for Sellside Liquidity Nodes 🔹 Other Settings Level of Significance: Toggles the visibility of the Level of Significance Line Price Levels, Color: Toggles the visibility of the Profile Price Levels Number of Rows: Specify how many rows each profile histogram will have. Caution, having it set to high values will quickly hit Pine Script™ drawing objects limit and fewer historical profiles will be displayed Profile Width %: Alters the width of the rows in the histogram, relative to the profile length Profile Range Background Fill: Toggles the visibility of the Profiles Range 🔶 RELATED SCRIPTS Liquidity-Sentiment-Profile Buyside-Sellside-Liquidity ICT-Concepts
Indicatore Pine Script®
di LuxAlgo
19
Liquidity Heatmap [BigBeluga]The Liquidity Heatmap is an indicator designed to spot possible resting liquidity or potential stop loss using volume or Open interest. The Open interest is the total number of outstanding derivative contracts for an asset—such as options or futures—that have not been settled. Open interest keeps track of every open position in a particular contract rather than tracking the total volume traded. The Volume is the total quantity of shares or contracts traded for the current timeframe. 🔶 HOW IT WORKS Based on the user choice between Volume or OI, the idea is the same for both. On each candle, we add the data (volume or OI) below or above (long or short) that should be the hypothetical liquidation levels; More color of the liquidity level = more reaction when the price goes through it. Gradient color is calculated between an average of 2 points that the user can select. For example: 500, and the script will take the average of the highest data between 500 and 250 (half of the user's choice), and the gradient will be based on that. If we take volume as an example, a big volume spike will mean a lot of long or short activity in that candle. A liquidity level will be displayed below/above the set leverage (4.5 = 20x leverage as an example) so when the price revisits that zone, all the 20x leverage should be liquidated. Huge volume = a lot of activity Huge OI = a lot of positions opened More volume / OI will result in a stronger color that will generate a stronger reaction. 🔶 ROUTE Here's an example of a route for long liquidity: Enable the filter = consider only green candles. Set the leverage to 4.5 (20x). Choose Data = Volume. Process: A green candle is formed. A liquidity level is established. The level is placed below to simulate the 20x leverage. Color is applied, considering the average volume within the chosen area. Route completed. 🔶 FEATURE Possibility to change the color of both long and short liquidity Manual opacity value Manual opacity average Leverage Autopilot - set a good average automatically of the opacity value Enable both long or short liquidity visualization Filtering - grab only red/green candle of the corresponding side or grab every candle Data - nzVolume - Volume - nzOI - OI 🔶 TIPS Since the limit of the line is 500, it's best to plot 2 scripts: one with only long and another with only short. 🔶 CONCLUSION The liquidity levels are an interesting way to think about possible levels, and those are not real levels.
Indicatore Pine Script®
di BigBeluga
34
Liquidity Levels/Voids (VP) [LuxAlgo]The Liquidity Levels/Voids (VP) is a script designed to detect liquidity voids & levels by measuring traded volume at all price levels on the market between two swing points and highlighting the distribution of the liquidity voids & levels at specific price levels. 🔶 USAGE Liquidity is a fundamental market force that shapes the trajectory of assets. The creation of a liquidity level comes as a result of an initial imbalance of supply/demand, which forms what we know as a swing high or swing low. As more players take positions in the market, these are levels that market participants will use as a historical reference to place their stops. When the levels are then re-tested, a decision will be made. The binary outcome here can be a breakout of the level or a reversal back to the mean. Liquidity voids are sudden price changes that occur in the market when the price jumps from one level to another with little trading activity (low volume), creating an imbalance in price. The price tends to fill or retest the liquidity voids area, and traders understand at which price level institutional players have been active. Liquidity voids are a valuable concept in trading, as they provide insights about where many orders were injected, creating this inefficiency in the market. The price tends to restore the balance. 🔶 SETTINGS The script takes into account user-defined parameters and detects the liquidity voids based on them, where detailed usage for each user-defined input parameter in indicator settings is provided with the related input's tooltip. 🔹 Liquidity Levels / Voids Liquidity Levels/Voids: Color customization option for Unfilled Liquidity Levels/Voids. Detection Length: Lookback period used for the calculation of Swing Levels. Threshold %: Threshold used for the calculation of the Liquidity Levels & Voids. Sensitivity: Adjusts the number of levels between two swing points, as a result, the height of a level is determined, and then based on the above-given threshold the level is checked if it matches the liquidity level/void conditions. Filled Liquidity Levels/Voids: Toggles the visibility of the Filled Liquidity Levels/Voids and color customization option for Filled Liquidity Levels/Voids. 🔹 Other Features Swing Highs/Lows: Toggles the visibility of the Swing Levels, where tooltips present statistical information, such as price, price change, and cumulative volume between the two swing levels detected based on the detection length specified above, Coloring options to customize swing low and swing high label colors, and Size option to adjust the size of the labels. 🔹 Display Options Mode: Controls the lookback length of detection and visualization. # Bars: Lookback length customization, in case Mode is set to Present. 🔶 RELATED SCRIPTS Liquidity-Voids-FVG Buyside-Sellside-Liquidity Swing-Volume-Profiles
Indicatore Pine Script®
di LuxAlgo
15
Dynamic Liquidity Map [Kioseff Trading]Hello! Just a quick/fun project here: "Dynamic Heatmap". This script draws a volume delta or open interest delta heatmap for the asset on your chart. The adjective "Dynamic" is used for two reasons (: 1: Self-Adjusting Lower Timeframe Data The script requests ~10 lower timeframe volume and open interest data sets. When using the fixed range feature the script will, beginning at the start time, check the ~10 requested lower timeframes to see which of the lower timeframes has available data. The script will always use the lowest timeframe available during the calculation period. As time continues, the script will continue to check if new lower timeframe data (lower than the currently used lowest timeframe) is available. This process repeats until bar time is close enough to the current time that 1-minute data can be retrieved. The image above exemplifies the process. Incrementally lower timeframe data will be used as it becomes available. 1: Fixed range capabilities The script features a "fixed range" tool, where you can manually set a start time (or drag & drop a bar on the chart) to determine the interval the heatmap covers. From the start date, the script will calculate the calculate the sub-intervals necessary to draw a rows x columns heatmap. Consequently, setting the start time further back will draw a heat map with larger rows x columns, whereas, a start time closer to the current bar time will draw a more "precise" heatmap with smaller rows x columns. Additionally, the heatmap can be calculated using open interest data. The image above shows the heatmap displaying open interest delta. The image above shows alternative settings for the heatmap. Delta values have been hidden alongside grid border colors. These settings can be replicated to achieve a more "traditional" feel for the heatmap. Thanks for checking this out!
Indicatore Pine Script®
di KioseffTrading
17
Liquidity PoolsThis indicator displays liquidity based on swing highs and swing lows. Since large liquidity rests above swing highs and below swing lows, the indicator can show swing highs and lows as well so that you can easily find where liquidity stays. To determine swing high/low, left bars and right bars can be specified on inputs. How to use this indicator? You can use this indicator to; observe how liquidity is used as the market moves. watch which liquidity will be taken before the market moves and which liquidity will be targeted as the market progresses. -------------------------------------- リクイディティ(Liquidity)を表示するインジケーターです。 リクイディティとはマネー、注文を指します。 わかりやすくするために、敢えて損切り注文と書いてみましょう。 大きなリクイディティ(損切り注文)はスイングハイの直上(買いのストップオーダー)、スイングローの直下(売りのストップオーダー)に控えています。インジケーターはスイングハイ・ローも同時に表示することができるため、リクイディティ(損切り注文)を容易に特定することが可能です。 使い方 ・リクイディティ(損切り注文)が相場が動く中でどのように使われているのかを観察 ・マーケットが動く前にどのリクイディ(損切り注文)を取り、トレンドが進展するにつれどのリクイディティ(損切り注文)をターゲットとするかを観察
Indicatore Pine Script®
di FX365_Thailand
33
ICT Institutional Order Flow (fadi)ICT Institutional Order Flow indicator is intended to provide wholistic view to better analyze order flow and where price may go to next. The concept follows ICT principles. ICT Market Structure ICT breaks down Pivot points into three categories: Short Term High/Low (STH/STL) is a 3 candle pattern with a low with higher low on each side (STL), or a high with lower high on each side (STH) Intermediate Term High/Low (ITH/ITL) uses the calculated STH/STL and marks any STH that has lower or STH on each side, and STL that has higher STL on each side Long Term High/Low (LTH/LTL) uses the calculated ITH/ITL and marks any ITH that has lower or ITH on each side, and ITL that has higher ITL on each side Note: ICT also states that if a STH wicks into and closes (almost?) a FVG, he marks it as ITH even if it does not have STH on reach side. This scenario is not covered by this indicator Liquidity liquidity is usually present under pivot points. The more prominent the pivot point, the more likely higher values liquidity pools reside under/above it. Liquidity under ITL and LTL as an example, will have better indication of which liquidity the price may seek next. Displacement Displacement registers above average move in the price resulting in strong visible move. If requiring a FVG is enabled (in settings), then the displacement could possibly (but never guaranteed) be used to visually recognize a move as it develops. Full Credit: The calculation for Displacement is derived from TFO's Visualizing Displacement Imbalances Imbalances can come in different forms. This indicator identifies three type of imbalances: 1. FVG 2. Volume Imbalance 3. Open Gaps Imbalances completes the picture by help visualize strong moves, where possible pivot points may develop, and how to enter or manage a trade.
Indicatore Pine Script®
di fadizeidan
120
Master Pattern [LuxAlgo]The Master Pattern indicator is derived from the framework proposed by Wyckoff and automatically displays major/minor patterns and their associated expansion lines on the chart. Liquidity levels are also included and can be used as targets/stops. Note that the Liquidity levels are plotted retrospectively as they are based on pivots. 🔶 USAGE The Master Pattern indicator detects contraction phases in the markets (characterized by a lower high and higher low). The resulting average from the latest swing high/low is used as expansion line. Price breaking the contraction range upwards highlights a bullish master pattern, while a break downward highlights a bearish master pattern. During the expansion phase price can tend to be stationary around the expansion level. This phase is then often followed by the price significantly deviating from the expansion line, highlighting a markup phase. Expansion lines can also be used as support/resistance levels. 🔹 Major/Minor Patterns The script can classify patterns as major or minor patterns. Major patterns occur when price breaks both the upper and lower extremity of a contraction range, with their contraction area highlighted with a border, while minor patterns have only a single extremity broken. 🔶 SETTINGS Contraction Detection Lookback: Lookback used to detect the swing points used to detect the contraction range. Liquidity Levels: Lookback for the swing points detection used as liquidity levels. Higher values return longer term liquidity levels. Show Major Pattern: Display major patterns. Show Minor Pattern: Display minor patterns.
Indicatore Pine Script®
di LuxAlgo
20
HTF Liquidity Dashboard [TFO]The purpose of this indicator is to server as a multi-symbol scanner that indicates when user-defined symbols have exceeded their previous Day/Week/Month highs and lows. By default, the dashboard will use a compact view where the green ✔ means that price has swept and is currently exceeding the level of interest, the red ❌ implies that price swept the level but reversed back into the original range, and - indicates that the level hasn't been reached. However, the dashboard text can be toggled to show the numerical values of the highs and lows instead of these compact strings, as shown in the following image. These levels may be shown and customized on the current chart as well via the Show Levels option. By default, levels from the selected timeframes will initially be plotted as black, and will change to red once traded through. Users can optionally increase the Session Limit parameter to show more than one previous high/low on their chart, for each selected timeframe. Optionally, we can also plot labels to show when any of the user-defined symbols have exceeded their respective highs and lows, for any of the selected timeframes. Alerts can be created for these events as well; simply select the desired symbols and timeframes, create a new alert using this indicator, and you should be alerted when highs and lows are traded through. Note: if you encounter any issues with duplicate alerts, try deleting the alert, navigating to a lower timeframe such as the 1m, and making a new alert.
Indicatore Pine Script®
di tradeforopp
26
Liquidity Voids (FVG) [LuxAlgo]The Liquidity Voids (FVG) indicator is designed to detect liquidity voids/imbalances derived from the fair value gaps and highlight the distribution of the liquidity voids at specific price levels. Fair value gaps and liquidity voids are both indicators of sell-side and buy-side imbalance in trading. The only difference is how they are represented in the trading chart. Liquidity voids occur when the price moves sharply in one direction forming long-range candles that have little trading activity, whilst a fair value is a gap in price. 🔶 USAGE Liquidity can help you to determine where the price is likely to head next. In conjunction with higher timeframe market structure, and supply and demand, liquidity can give you insights into potential price movement. It's essential to practice using liquidity alongside trend analysis and supply and demand to read market conditions effectively. The peculiar thing about liquidity voids is that they almost always fill up. And by “filling”, we mean the price returns to the origin of the gap. The reason for this is that during the gap, an imbalance is created in the asset that has to be made up for. The erasure of this gap is what we call the filling of the void. And while some voids waste no time in filling, some others take multiple periods before they get filled. 🔶 SETTINGS The script takes into account user-defined parameters and detects the liquidity voids based on them, where detailed usage for each user-defined input parameter in indicator settings is provided with the related input's tooltip. 🔹 Liquidity Detection Liquidity Voids Threshold: Act as a filter while detecting the Liquidity Voids. When set to 0 basically means no filtering is applied, increasing the value causes the script to check the width of the void compared to a fixed-length ATR value Bullish: Color customization option for Bullish Liquidity Voids Bearish: Color customization option for Bearish Liquidity Voids Labels: Toggles the visibility of the Liquidity Void label Filled Liquidity Voids: Toggles the visibility of the Filled Liquidity Voids 🔹 Display Options Mode: Controls the lookback length of detection and visualization # Bars: Lookback length customization, in case Mode is set to Present 🔶 RELATED SCRIPTS Buyside-Sellside-Liquidity Fair-Value-Gaps
Indicatore Pine Script®
di LuxAlgo
18
LIQUID-VOL-DISP-INDICThe "Liquidation Volume Disparity Indicator" indicator, is a tool designed to analyze the volume disparity between spot and futures markets. It aims to identify potential liquidation events that may have occurred based on the difference in trading volume. The indicator calculates the difference between the volume of the spot market and the volume of the futures market. Positive values indicate a higher volume in the futures market compared to the spot market, while negative values suggest higher volume in the spot market. Key Features: Automatic Ticker Detection: The indicator can dynamically detect the spot and futures markets corresponding to the current symbol, ensuring accurate data representation. Binance as the Default Source: By default, Binance is used as the data source for perpetuals. This can be overridden if needed. Manual Ticker Selection: Users have the flexibility to manually select the symbols for the spot and futures markets if autodetection is disabled. Stop-Loss Level Adjustment: The indicator allows users to adjust the stop-loss level based on the average band of liquidations. By increasing the multiplier, the stop-loss level can be set higher than the average, providing risk management flexibility. Aesthetic Customization: Users can customize the color scheme for long and short liquidations, choose to display spot and futures market volumes, and adjust various visual elements for enhanced readability. By plotting the liquidation volume disparity on the chart, the indicator provides valuable insights into potential market dynamics. Traders can utilize this information to better understand the relationship between spot and futures markets, identify possible liquidation events, and potentially incorporate it into their trading strategies. Additionally, the indicator generates alerts for long and short exit signals based on the detected stop-loss levels, providing timely notifications to traders for potential trade management actions.
Indicatore Pine Script®
di shortenjoyner
2