INVITE-ONLY SCRIPT
Liquidation Levels
The Liquidation Levels indicator maps estimated liquidation price zones for leveraged positions across five tiers (10x, 25x, 50x, 100x, 200x). By analyzing volume spikes, open interest changes, and cumulative volume delta, it identifies bars where significant positioning activity occurred and projects the corresponding liquidation prices above and below the market.
Unlike simple fixed-percentage bands, this tool uses statistical thresholds (standard deviations above a rolling mean) to detect meaningful activity, then calculates where those positions would be forcibly closed. The result is a dynamic map of unclaimed liquidity that updates as levels are filled by price.
█ USAGE
Reading Liquidation Levels
Horizontal lines are drawn at estimated liquidation prices whenever volume, open interest, or CVD exceeds configurable standard deviation thresholds. Lines above price represent short liquidation zones; lines below represent long liquidation zones. Brighter colors indicate higher leverage tiers, which tend to cluster closer to price and get swept more frequently.
When price reaches a level, it is marked as "filled" — the liquidity at that zone has been claimed. Unfilled levels remain on the chart and extend forward, acting as potential magnets for future price action.
Liquidity Profile
A volume-profile-style histogram is rendered to the right of price, showing the distribution of all unclaimed liquidation levels. This provides an at-a-glance view of where the most liquidity is concentrated. The "MAX LIQ" label highlights the single row with the highest weighted liquidity — a zone where price sweeps are statistically more likely.
Display modes include Count (raw number of levels) and Weighted (factors in merge count, volume tier, and leverage multiplier for a more nuanced picture).
Liquidity Pools
Clusters of high-density liquidity rows are automatically grouped into pool boxes. Each pool highlights a contiguous zone of significant unclaimed liquidity. Within each pool, the peak liquidity row is emphasized with a separate highlight box, helping traders quickly identify the most important price zones.
Range Lines and Moving Averages
High/Low range lines track the outermost unfilled levels for each leverage tier, creating dynamic boundaries. Optional moving average smoothing reduces noise on these boundaries. Additional Fibonacci-based MA lines (Upper, Mid, Lower) derived from the highest enabled leverage range provide trend-following context within the liquidation framework.
Liquidity Signals
When enabled, the indicator generates LONG signals when price touches the 200x low range (potential sweep of longs) and SHORT signals when price touches the 200x high range (potential sweep of shorts). A configurable cooldown prevents signal spam.
█ DETAILS
Detection Method
The indicator monitors three data sources — Volume, Open Interest delta, and Cumulative Volume Delta — for statistical anomalies. Each is compared against its own rolling mean and standard deviation over a configurable lookback period (default 150 bars). When a bar's activity exceeds the mean by a specified number of standard deviations (Small: 1.5x, Medium: 2.5x, Large: 3.5x), liquidation levels are projected.
Liquidation Price Calculation
For each qualifying bar, liquidation prices are calculated using fixed percentage offsets from the reference price:
• 10x leverage: 10% from entry (long liq at 0.90x, short liq at 1.10x)
• 25x leverage: 4% from entry
• 50x leverage: 2% from entry
• 100x leverage: 1% from entry
• 200x leverage: 0.5% from entry
Level Consolidation
Nearby levels within the same leverage tier are merged using a configurable proximity threshold (default 0.05%). Merged levels display a volume-weighted average price and thicker lines, reducing visual clutter while preserving information about liquidity density.
Dynamic Color Hierarchy
Colors are assigned by rank among enabled leverage tiers — the brightest color always goes to the highest enabled leverage, regardless of which tiers are active. Seven built-in color schemes plus a fully custom option provide visual flexibility.
Open Interest Data
OI data is automatically fetched for supported exchanges (Binance, OKX, Bybit, and others). When using OI or OI+VOL mode on a spot symbol, a warning is displayed since OI data requires futures or perpetual contracts.
█ SETTINGS
Quick Settings
• Hide Liquidation Lines: Hides the horizontal lines while keeping all other features (profile, pools, signals) active.
• Show Liquidity Profile: Toggles the histogram showing unclaimed liquidity distribution.
• Show Liquidity Pools: Toggles the cluster boxes around significant liquidity zones.
• Show Max Liquidity Zone: Highlights the single zone with the highest unclaimed liquidity.
Data Source
• VOL: Volume spikes only.
• OI: Open interest changes only (requires futures/perps).
• OI+VOL: Both triggers combined (recommended for derivatives).
• CVD: Cumulative volume delta for directional bias detection.
Thresholds
• Small/Medium/Large Threshold: Standard deviations above the rolling mean required to trigger level creation. Higher values produce fewer but more significant levels.
Levels
• 10x / 25x / 50x / 100x / 200x: Enable or disable individual leverage tiers.
Consolidation
• Merge Threshold %: Maximum distance between levels for them to be merged.
• Opacity by Volume: When enabled, higher-volume levels appear more opaque.
Range Lines
• Show High/Low for each tier: Draws boundary lines at the outermost unfilled levels.
• Smooth Ranges (MA): Applies SMA smoothing to range lines.
• Mid/Upper/Lower MA: Moving averages derived from the highest leverage range.
• Fib Level: Controls the position of upper/lower MA lines within the range.
Liquidity Signals
• Enable Signals: Activates LONG/SHORT signals based on 200x range touches.
• Signal Cooldown: Minimum bars between consecutive signals.
Liquidity Profile
• Row Size: Granularity of the histogram (more rows = finer resolution).
• Display Mode: Count or Weighted.
• Range Mode: Highest Leverage, Full Liquidity, or Visible chart range.
Liquidity Pools
• Pool Threshold %: Minimum percentage of max liquidity to include in a pool.
• Min Pool Rows / Gap Tolerance: Controls pool formation sensitivity.
█ METHODOLOGY
This indicator employs proprietary liquidity-modeling logic that includes adaptive statistical detection thresholds calibrated across volume, open interest, and cumulative volume delta data sources. The level consolidation algorithm uses proprietary proximity-weighted merging to reduce visual noise while preserving liquidity density information. The liquidity profile system uses proprietary weighting that factors in merge count, volume tier, and leverage multiplier for a multi-dimensional view of unclaimed liquidity. The pool clustering algorithm uses proprietary density analysis with configurable gap tolerance. Source code protection preserves the integrity of these proprietary liquidity-modeling calculations.
This indicator estimates liquidation zones based on statistical volume and open interest analysis. Actual liquidation prices depend on individual position parameters, exchange-specific calculations, and market conditions. It does not constitute financial advice and past performance does not guarantee future results.
Unlike simple fixed-percentage bands, this tool uses statistical thresholds (standard deviations above a rolling mean) to detect meaningful activity, then calculates where those positions would be forcibly closed. The result is a dynamic map of unclaimed liquidity that updates as levels are filled by price.
█ USAGE
Reading Liquidation Levels
Horizontal lines are drawn at estimated liquidation prices whenever volume, open interest, or CVD exceeds configurable standard deviation thresholds. Lines above price represent short liquidation zones; lines below represent long liquidation zones. Brighter colors indicate higher leverage tiers, which tend to cluster closer to price and get swept more frequently.
When price reaches a level, it is marked as "filled" — the liquidity at that zone has been claimed. Unfilled levels remain on the chart and extend forward, acting as potential magnets for future price action.
Liquidity Profile
A volume-profile-style histogram is rendered to the right of price, showing the distribution of all unclaimed liquidation levels. This provides an at-a-glance view of where the most liquidity is concentrated. The "MAX LIQ" label highlights the single row with the highest weighted liquidity — a zone where price sweeps are statistically more likely.
Display modes include Count (raw number of levels) and Weighted (factors in merge count, volume tier, and leverage multiplier for a more nuanced picture).
Liquidity Pools
Clusters of high-density liquidity rows are automatically grouped into pool boxes. Each pool highlights a contiguous zone of significant unclaimed liquidity. Within each pool, the peak liquidity row is emphasized with a separate highlight box, helping traders quickly identify the most important price zones.
Range Lines and Moving Averages
High/Low range lines track the outermost unfilled levels for each leverage tier, creating dynamic boundaries. Optional moving average smoothing reduces noise on these boundaries. Additional Fibonacci-based MA lines (Upper, Mid, Lower) derived from the highest enabled leverage range provide trend-following context within the liquidation framework.
Liquidity Signals
When enabled, the indicator generates LONG signals when price touches the 200x low range (potential sweep of longs) and SHORT signals when price touches the 200x high range (potential sweep of shorts). A configurable cooldown prevents signal spam.
█ DETAILS
Detection Method
The indicator monitors three data sources — Volume, Open Interest delta, and Cumulative Volume Delta — for statistical anomalies. Each is compared against its own rolling mean and standard deviation over a configurable lookback period (default 150 bars). When a bar's activity exceeds the mean by a specified number of standard deviations (Small: 1.5x, Medium: 2.5x, Large: 3.5x), liquidation levels are projected.
Liquidation Price Calculation
For each qualifying bar, liquidation prices are calculated using fixed percentage offsets from the reference price:
• 10x leverage: 10% from entry (long liq at 0.90x, short liq at 1.10x)
• 25x leverage: 4% from entry
• 50x leverage: 2% from entry
• 100x leverage: 1% from entry
• 200x leverage: 0.5% from entry
Level Consolidation
Nearby levels within the same leverage tier are merged using a configurable proximity threshold (default 0.05%). Merged levels display a volume-weighted average price and thicker lines, reducing visual clutter while preserving information about liquidity density.
Dynamic Color Hierarchy
Colors are assigned by rank among enabled leverage tiers — the brightest color always goes to the highest enabled leverage, regardless of which tiers are active. Seven built-in color schemes plus a fully custom option provide visual flexibility.
Open Interest Data
OI data is automatically fetched for supported exchanges (Binance, OKX, Bybit, and others). When using OI or OI+VOL mode on a spot symbol, a warning is displayed since OI data requires futures or perpetual contracts.
█ SETTINGS
Quick Settings
• Hide Liquidation Lines: Hides the horizontal lines while keeping all other features (profile, pools, signals) active.
• Show Liquidity Profile: Toggles the histogram showing unclaimed liquidity distribution.
• Show Liquidity Pools: Toggles the cluster boxes around significant liquidity zones.
• Show Max Liquidity Zone: Highlights the single zone with the highest unclaimed liquidity.
Data Source
• VOL: Volume spikes only.
• OI: Open interest changes only (requires futures/perps).
• OI+VOL: Both triggers combined (recommended for derivatives).
• CVD: Cumulative volume delta for directional bias detection.
Thresholds
• Small/Medium/Large Threshold: Standard deviations above the rolling mean required to trigger level creation. Higher values produce fewer but more significant levels.
Levels
• 10x / 25x / 50x / 100x / 200x: Enable or disable individual leverage tiers.
Consolidation
• Merge Threshold %: Maximum distance between levels for them to be merged.
• Opacity by Volume: When enabled, higher-volume levels appear more opaque.
Range Lines
• Show High/Low for each tier: Draws boundary lines at the outermost unfilled levels.
• Smooth Ranges (MA): Applies SMA smoothing to range lines.
• Mid/Upper/Lower MA: Moving averages derived from the highest leverage range.
• Fib Level: Controls the position of upper/lower MA lines within the range.
Liquidity Signals
• Enable Signals: Activates LONG/SHORT signals based on 200x range touches.
• Signal Cooldown: Minimum bars between consecutive signals.
Liquidity Profile
• Row Size: Granularity of the histogram (more rows = finer resolution).
• Display Mode: Count or Weighted.
• Range Mode: Highest Leverage, Full Liquidity, or Visible chart range.
Liquidity Pools
• Pool Threshold %: Minimum percentage of max liquidity to include in a pool.
• Min Pool Rows / Gap Tolerance: Controls pool formation sensitivity.
█ METHODOLOGY
This indicator employs proprietary liquidity-modeling logic that includes adaptive statistical detection thresholds calibrated across volume, open interest, and cumulative volume delta data sources. The level consolidation algorithm uses proprietary proximity-weighted merging to reduce visual noise while preserving liquidity density information. The liquidity profile system uses proprietary weighting that factors in merge count, volume tier, and leverage multiplier for a multi-dimensional view of unclaimed liquidity. The pool clustering algorithm uses proprietary density analysis with configurable gap tolerance. Source code protection preserves the integrity of these proprietary liquidity-modeling calculations.
This indicator estimates liquidation zones based on statistical volume and open interest analysis. Actual liquidation prices depend on individual position parameters, exchange-specific calculations, and market conditions. It does not constitute financial advice and past performance does not guarantee future results.
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Инструкции от автора
To request access to this indicator, please send me a private message on TradingView.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Скрипт с ограниченным доступом
Доступ к этому скрипту имеют только пользователи, одобренные автором. Вам необходимо запросить и получить разрешение на его использование. Обычно оно предоставляется после оплаты. Для получения подробной информации следуйте инструкциям автора ниже или свяжитесь напрямую с lost_sol_.
TradingView НЕ рекомендует оплачивать или использовать скрипт, если вы полностью не доверяете его автору и не понимаете, как он работает. Вы также можете найти бесплатные, открытые альтернативы в наших скриптах сообщества.
Инструкции от автора
To request access to this indicator, please send me a private message on TradingView.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.