Institutional PointOverview Institutional Point is a sophisticated data-mining indicator designed to identify and track "institutional footprints" by isolating the single candle with the highest volume relative to a specific time anchor. Unlike traditional volume profiles that aggregate data into price bins, this script pinpoints the exact temporal origin of massive liquidity injections.
Core Methodology The script operates on a multi-timeframe analysis engine (MTF). It scans sub-chart data (2-minute or 15-minute intervals) to find the absolute maximum volume peak within a defined period. Once the "Institutional Point" is identified:
Source Identification: The origin candle is highlighted in white, signaling a high-conviction entry or exit by large-scale market participants.
Zone Projection: A borderless "Institutional Zone" is projected forward from the spike’s high/low range.
Dynamic Interaction: The zone remains active until the price revisits the area (mitigation) or until the time-based expiration is reached.
Anchor Modes & Precision
8-Hour Cycle: Optimized for high-frequency scalping. Anchors reset at 00:00, 08:00, and 16:00. Utilizes ultra-precise 2-minute volume detection.
Daily Session: Designed for intraday and swing traders. Anchors to the Daily Open. Utilizes 2-minute volume detection to isolate precise institutional orders.
Weekly Cycle: Built for identifying major structural pivots. Anchors to the Weekly Open. Utilizes 15-minute volume detection for macro-liquidity analysis.
Key Features
Naked Level Tracking: Zones automatically stop extending the moment they are "hit" by price action, providing a clean visual of unmitigated liquidity.
Anti-Noise Filter: Automatically excludes Saturday and Sunday data to maintain statistical integrity across global markets.
Minimalist Interface: High-contrast visual design focused on scannability and professional chart aesthetics.
Use Cases
Data Science & Backtesting: Ideal for measuring the "Z-Score" or "Percentile Distance" from institutional peaks.
Supply & Demand Trading: Automated identification of the "Origin of the Move."
Magnet Analysis: Tracking "Naked" volume spikes as high-probability magnets for future price mean reversion.
Liquidity
Apex Delivery: Body-Anchored CISD & Liquidity EngineA precision-grade execution toolkit designed for the professional ICT trader. This script focuses on the "Change in State of Delivery" (CISD) and the automated tracking of institutional liquidity, built with a strict "Clean Chart" philosophy to ensure only active, relevant data remains on your workspace.
I. Body-Anchored CISD (Change in State of Delivery)
This script implements a strict rule-based approach to CISD, focusing on the candle body rather than wicks to identify true shifts in narrative.
Bearish CISD: Dynamically anchored only to the top of the candle body.
Bullish CISD: Dynamically anchored only to the bottom of the candle body.
This asymmetry ensures you are looking at the correct "draw" or "protection" levels based on the current state of delivery.
II. The "Clean Chart" Engine
The script acts as an automated housekeeper. To prevent "analysis paralysis," it identifies and immediately removes:
Broken Session Levels: Once a Session High or Low (Asia, London, NY) is breached, the line and label are purged.
Mitigated Zones: Filled FVGs and mitigated 1H Order Blocks are removed in real-time.
Proximity Filtering: Levels that are too far from the current price action are cleared to keep your focus on the active trade.
III. Institutional Framework
1H Order Blocks: High-volume 1-hour OBs serve as your Higher Timeframe (HTF) anchor.
5m FVG/IFVG: Tracks displacement-based gaps and automatically flips them into Inversion FVGs when price closes through them.
Session Liquidity: Clearly labeled session extremes provide the "Draw on Liquidity" (DOL).
Swing-Based SMT: A background correlation filter to confirm "Cracks in Correlation" at key levels.
Usage Philosophy
Identify the HTF Narrative: Locate a 1H Order Block or a Session Liquidity pool.
Monitor the Delivery: Watch for a Body-Anchored CISD to confirm the institutional shift.
Execute & Target: Use the 5m FVGs or IFVGs for entry, targeting the next available Session High/Low label.
Legacy Lab FX Pro [Institutional Protocol]Legacy Lab FX Pro is a comprehensive trading system designed to automate the detection of institutional liquidity sweeps during the New York Session. Built on the logic that "breakouts" during specific time windows are often liquidity traps, this tool helps traders identify high-probability reversals at the 8:00 AM EST Open.
1. The Methodology: The London Sweep
The core logic of this indicator is based on time-segmented price action. It tracks the specific "Liquidity Build" phase established during the London Session (default 02:00 – 07:00 EST).
The Trap: Retail traders often place stop losses just above or below this range.
The Sweep: Institutions push price past these levels to collect liquidity before reversing.
The Logic: The indicator waits for a "Sweep" (a wick that breaks the range but closes back inside) during the Execution Window (08:00 – 12:00 EST).
2. Key Features
A. Visual Liquidity Ranges The script automatically highlights the specific Highs and Lows of the London session with an Orange Liquidity Box. This removes the need to manually draw lines or calculate time zones.
B. "Gold Candle" Confirmation When a valid sweep occurs that meets all filter criteria (ATR, Trend, Time), the signal candle is painted GOLD. This serves as a visual execution trigger.
C. Integrated Risk Management The indicator projects a fixed, rule-based risk framework onto the chart:
Stop Loss (Red): Fixed pip distance (Default: 10 pips) from the sweep level.
TP1 (Green): 0.8R (Conservative banking).
TP2 (Green): 1.6R (Standard target).
TP3 (Green): 2.4R (Extended institutional target).
D. Smart Data Dashboard The bottom-right panel provides real-time backtesting data for the current chart. It features a unique "Best Reached" logic, which calculates the maximum potential R-multiple of every signal (e.g., if price hits TP2 then reverses, it is recorded as a +1.6R win rather than a loss).
Win Rate %
Net R (Return on Risk)
Total Trade Count
3. Institutional Filters
To prevent false signals during high-volatility news events or strong trends, the script includes:
ATR Filter: Rejects signals if the candle is abnormally large (Volatility protection).
Trend Filter: Optional 200 EMA filter to only take trades in the direction of the long-term trend.
Sweep Size: Configurable minimum pip distance required for a sweep to be valid.
4. How to Use
Timezone: Ensure your chart is set to New York time (or adjust the settings to match your local time).
Wait: Allow the Orange Liquidity Box to form (2am-7am).
Signal: Wait for a Gold Candle to appear during the 8am-12pm window.
Execute: Enter at the close of the Gold Candle. Place SL at the Red Line and TPs at the Green Lines.
5. Settings Configuration
Session Timing: fully customizable start/end times for the range and the entry window.
Risk Protocol: Adjust the fixed SL pips and R-Multiples for TP1, TP2, and TP3.
JPY Pairs: Check box to integrate automated pip-size detection engine.
Backtest Engine: Toggle between "TP1 Only" mode (conservative stats) or "Best Reached" mode (maximum potential stats).
This script is Invite-Only. It is the official tool of the Legacy Lab FX trading community. Access is granted to members to ensure proper understanding of the liquidity protocols used within the code.
Smart Money Flow Oscillator [MarkitTick]💡This script introduces a sophisticated method for analyzing market liquidity and institutional order flow. Unlike traditional volume indicators that treat all market activity equally, the Smart Money Flow Oscillator (SMFO) employs a Logic Flow Architecture (LFA) to filter out market noise and "churn," focusing exclusively on high-impact, high-efficiency price movements. By synthesizing price action, volume, and relative efficiency, this tool aims to visualize the accumulation and distribution activities that are often attributed to "smart money" participants.
✨ Originality and Utility
Standard indicators like On-Balance Volume (OBV) or Money Flow Index (MFI) often suffer from noise because they aggregate volume based simply on the close price relative to the previous close, regardless of the quality of the move. This script differentiates itself by introducing an "Efficiency Multiplier" and a "Momentum Threshold." It only registers volume flow when a price move is considered statistically significant and structurally efficient. This creates a cleaner signal that highlights genuine supply and demand imbalances while ignoring indecisive trading ranges. It combines the trend-following nature of cumulative delta with the mean-reverting insights of an In/Out ratio, offering a dual-mode perspective on market dynamics.
🔬 Methodology
The underlying calculation of the SMFO relies on several distinct quantitative layers:
• Efficiency Analysis
The script calculates a "Relative Efficiency" ratio for every candle. This compares the current price displacement (body size) per unit of volume against the historical average.
If price moves significantly with relatively low volume, or proportional volume, it is deemed "efficient."
If significant volume occurs with little price movement (churn/absorption), the efficiency score drops.
This score is clamped between a user-defined minimum and maximum (Efficiency Cap) to prevent outliers from distorting the data.
• Momentum Thresholding
Before adding any data to the flow, the script checks if the current price change exceeds a volatility threshold derived from the previous candle's open-close range. This acts as a gatekeeper, ensuring that only "strong" moves contribute to the oscillator.
• Variable Flow Calculation
If a move passes the threshold, the script calculates the flow value by multiplying the Typical Price and Volume (Money Flow) by the calculated Efficiency Multiplier.
Bullish Flow: Strong upward movement adds to the positive delta.
Bearish Flow: Strong downward movement adds to the negative delta.
Neutral: Bars that fail the momentum threshold contribute zero flow, effectively flattening the line during consolidation.
• Calculation Modes
Cumulative Delta Flow (CDF): Sums the flow values over a rolling period. This creates a trend-following oscillator similar to OBV but smoother and more responsive to real momentum.
In/Out Ratio: Calculates the percentage of bullish inflow relative to the total absolute flow over the period. This oscillates between 0 and 100, useful for identifying overextended conditions.
📖 How to Use
Traders can utilize this oscillator to identify trend strength and potential reversals through the following signals:
• Signal Line Crossovers
The indicator plots the main Flow line (colored gradient) and a Signal line (grey).
Bullish (Green Cloud): When the Flow line crosses above the Signal line, it suggests rising buying pressure and efficient upward movement.
Bearish (Red Cloud): When the Flow line crosses below the Signal line, it suggests dominating selling pressure.
• Divergences
The script automatically detects and plots divergences between price and the oscillator:
Regular Divergence (Solid Lines): Suggests a potential trend reversal (e.g., Price makes a Lower Low while Oscillator makes a Higher Low).
Hidden Divergence (Dashed Lines): Suggests a potential trend continuation (e.g., Price makes a Higher Low while Oscillator makes a Lower Low).
"R" labels denote Regular, and "H" labels denote Hidden divergences.
• Dashboard
A dashboard table is displayed on the chart, providing real-time metrics including the current Efficiency Multiplier, Net Flow value, and the active mode status.
• In/Out Ratio Levels
When using the Ratio mode:
Values above 50 indicate net buying pressure.
Values below 50 indicate net selling pressure.
Approaching 70 or 30 can indicate overbought or oversold conditions involving volume exhaustion.
⚙️ Inputs and Settings
Calculation Mode: Choose between "Cumulative Delta Flow" (Trend focus) or "In/Out Ratio" (Oscillator focus).
Auto-Adjust Period: If enabled, automatically sets the lookback period based on the chart timeframe (e.g., 21 for Daily, 52 for Weekly).
Manual Period: The rolling lookback length for calculations if Auto-Adjust is disabled.
Efficiency Length: The period used to calculate the average body and volume for the efficiency baseline.
Eff. Min/Max Cap: Limits the impact of the efficiency multiplier to prevent extreme skewing during anomaly candles.
Momentum Threshold: A factor determining how much price must move relative to the previous candle to be considered a "strong" move.
Show Dashboard/Divergences: Toggles for visual elements.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
This indicator represents a hybrid synthesis of academic Market Microstructure theory and classical technical analysis. It utilizes an advanced algorithm to quantify "Price Impact," leveraging the following theoretical frameworks:
• 1. The Amihud Illiquidity Ratio (2002)
The core logic (calculating body / volume) functions as a dynamic implementation of Yakov Amihud’s Illiquidity Ratio. It measures price displacement per unit of volume. A high efficiency score indicates that "Smart Money" has moved the price significantly with minimal resistance, effectively highlighting liquidity gaps or institutional control.
• 2. Kyle’s Lambda (1985) & Market Depth
Drawing from Albert Kyle’s research on market microstructure, the indicator approximates Kyle's Lambda to measure the elasticity of price in response to order flow. By analyzing the "efficiency" of a move, it identifies asymmetries—specifically where price reacts disproportionately to low volume—signaling potential manipulation or specific Market Maker activity.
• 3. Wyckoff’s Law of Effort vs. Result
From a classical perspective, the algorithm codifies Richard Wyckoff’s "Effort vs. Result" logic. It acts as an oscillator that detects anomalies where "Effort" (Volume) diverges from the "Result" (Price Range), predicting potential reversals.
• 4. Quantitative Advantage: Efficiency-Weighted Volume
Unlike linear indicators such as OBV or Chaikin Money Flow—which treat all volume equally—this indicator (LFA) utilizes Efficiency-Weighted Volume. By applying the efficiency_mult factor, the algorithm filters out market noise and assigns higher weight to volume that drives structural price changes, adopting a modern quantitative approach to flow analysis.
● Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Vilantro SMC, Sessions, FRVP Master Algo V2.3Vilantro SMC, Sessions, FRVP Master Algo (V2.3)
Overview The Vilantro SMC Master Algo is a comprehensive institutional trading toolkit designed for Smart Money Concepts (SMC) and ICT traders. It combines Time, Price, Volume, and Structure into a single, high-performance indicator.
Instead of cluttering your chart with multiple indicators, this tool provides a "mechanical" framework to identify high-probability setups by visualizing Liquidity Sweeps, Order Blocks, Fair Value Gaps, and Session Kill Zones automatically.
Key Features
1. Advanced Session & Kill Zones Time is the most critical element in ICT trading. This module highlights key trading windows to help you catch volatility. • Asia Range: Visualizes the accumulation phase (Default: 20:00 - 00:00 NY). • London Kill Zone: Captures the "Judas Swing" or initial breakout (Default: 02:00 - 05:00 NY). • New York Kill Zone: The primary session for trend continuation or reversals (Default: 07:00 - 10:00 NY). • Custom Session: A user-defined window (e.g., Close, Lunch) for added flexibility. • Feature: Toggle any session ON/OFF individually.
2. Smart Money Concepts (PD Arrays) The core engine automatically detects institutional reference points: • Order Blocks (OB): Highlights the last candle before a strong move. Green for Bullish, Red for Bearish. • Fair Value Gaps (FVG): Detects imbalances where price moved too quickly. • Breaker Blocks (BB): Advanced Logic. Automatically identifies Failed Order Blocks (e.g., a Bullish OB that got smashed through) and marks them as Breakers for retests. • Inversion FVGs (IFVG): Advanced Logic. Marks Failed FVGs that flip from support to resistance (or vice versa).
3. Market Structure & Swings • Swing Points: Automatically labels HH (Higher High), LL (Lower Low), LH , and HL to visualize the trend. • Break of Structure (BOS): Draws lines when trend continuation occurs. • Change of Character (CHoCH): Draws lines when the trend potentially reverses. • Customization: You can toggle the Labels and Lines independently to keep charts clean.
4. Fixed Range Volume Profile (FRVP) - Gap Logic Unlike standard indicators, this calculates the Volume Profile specifically for the "Gap" periods between sessions (e.g., Pre-London or Pre-NY). • POC (Point of Control): The price level with the highest volume traded during the gap. • VAH / VAL: Volume Area High and Low lines. • Usage: Helps identify where price is likely to magnetize before the next session opens.
5. Liquidity & Sweeps • Equal Highs/Lows (EQH/EQL): Automatically spots "Double Top/Bottom" formations where retail stops are hiding. • Sweep Signals: Provides real-time BUY/SELL signals when a session high/low is swept (liquidity raid) and price reverses back into the range.
6. Daily Premium & Discount • Calculates the Daily High , Daily Low , and Equilibrium (50%) level. • Helps you avoid buying in "Premium" (expensive) or selling in "Discount" (cheap) zones.
Settings Guide
Kill Zones • Show : Toggle visibility for Asia, London, NY, or Custom boxes. • Time Inputs: Set start/end times (Format: HHmm-HHmm in NY time).
Visuals • Colors: Customize the background colors and opacity for each session.
Premium / Discount • Calculate P/D: Enables the Daily Range calculation. • Show BG/Lines: Toggles the background shading or the High/Low/Eq lines.
Volume Profile • POC / VAH / VAL: Customize the color, width, and style (Solid/Dash) of volume lines.
SMC • Show FVG / OB: Toggles standard Order Blocks and Fair Value Gaps. • Req FVG?: Filter: Only shows OBs that created a Fair Value Gap (High Quality). • Show Breakers / IFVG: Toggles advanced "flipped" zones (Breaker Blocks & Inversion FVGs).
Structure • Show Swings: Toggles HH/LL labels on pivots. • Show Structure Lines: Toggles BOS/CHoCH horizontal lines.
Liquidity • Thresh: Sensitivity for detecting Equal Highs/Lows.
Trade Mgmt • Show Signals: Toggles the Buy/Sell labels on the chart.
How to Trade (Strategy Examples)
Strategy A: The "Session Sweep" (Reversal)
Wait for a Session Box (e.g., Asia) to form.
Look for price to break out above the Session High (Sweep).
Wait for a "SELL (Sweep)" signal. This confirms price grabbed liquidity and closed back inside.
Target: The opposing side of the session (Asia Low) or the Session POC.
Strategy B: The "Unicorn" (Breaker + FVG)
Identify a Breaker Block (BB) (a failed OB that flipped).
Look for a Fair Value Gap (FVG) overlapping with that Breaker.
Entry: Limit order at the overlap of the BB and FVG.
Stop Loss: Just outside the Breaker structure.
Disclaimer: This tool is for educational and analytical purposes only. Trading involves significant risk. Always combine these signals with your own analysis and risk management rules.
HTF Liquidity Pool Levels + Intraday OpensPrecision Liquidity Pro: HTF & Intraday Levels
Overview
Precision Liquidity Pro is an institutional-grade technical analysis tool designed to automatically map out high-probability liquidity zones across multiple timeframes. By combining Higher Timeframe (HTF) previous session data with current session opening prices and precision-fetched intraday levels, this script provides a comprehensive "map" of the market's most significant pivot points.
Whether you trade ICT concepts, Supply & Demand, or Mean Reversion, this script eliminates the manual work of drawing levels and ensures your charts remain precise to the dollar.
Key Features
1. Multi-Timeframe Liquidity Pools
The script tracks and plots the following levels for Daily, Weekly, Monthly, Quarterly, and Yearly timeframes:
Previous Session Highs & Lows: Vital "liquidity draws" where stops often reside.
Midpoints (Equilibrium): The 50% mark of the previous session, used to determine premium vs. discount pricing.
Current Session Opens: Dynamic anchor points (CDO, CWO, CMO, etc.) that track the starting price of the current active period.
2. New York Precision Openings
Unlike standard indicators that rely on your current chart's timeframe, this script uses request.security to pull data from the 1-minute interval. This ensures that the key New York opening prices are exact, regardless of whether you are viewing a 5m or 1H chart:
00:00 Midnight Open: The daily "True Open" anchor.
08:30 & 09:30 Opens: Critical for NY session "Power of 3" entries.
10:00 Open: Often marks the end of the initial volatility and the start of the "Silver Bullet" window.
3. Advanced Visual Management
Staggered Labels: Prevent "label soup." You can horizontally separate labels by timeframe so they don't overlap, or set spacing to 0 for a compact stack.
Customizable Extension: Control how far the lines extend into the right margin (white space) for better visibility.
Visual Legend: A toggleable on-screen table that explains every abbreviation (PDH, PQL, etc.), ensuring you never lose track of what a line represents.
How to Use
Trend Confirmation: Use the Current Opens (CDO/CWO) as a bias filter. If price is above the open, look for long opportunities at HTF liquidity; if below, look for shorts.
Reversal Signals: Watch for price to "sweep" a PDH (Previous Daily High) or PWH and then reclaim the Midnight Open.
Targeting: Use the Midpoint levels as high-probability take-profit zones for mean reversion trades.
Settings Breakdown
General: Adjust label size, background visibility, and horizontal stagger spacing.
Timeframe Toggles: Every level (High, Low, Mid, Open) for every timeframe can be individually enabled or disabled.
Style Control: Full control over color, opacity, line thickness, and line style (Solid, Dashed, Dotted) for each timeframe group.
Legend Table: Customize the position (Top/Bottom/Left/Right) and color of the on-screen abbreviation key.
Technical Specifications
Script Version: Pine Script v5
Overlay: True
Data Handling: Uses lookahead=barmerge.lookahead_on for historical accuracy and request.security for cross-timeframe precision.
Legacy Lab FX Pro [Ultra]Legacy Lab FX Pro is a comprehensive trading system designed to automate the detection of institutional liquidity sweeps during the New York Session. Built on the logic that "breakouts" during specific time windows are often liquidity traps, this tool helps traders identify high-probability reversals at the 8:00 AM EST Open.
1. The Methodology: The London Sweep
The core logic of this indicator is based on time-segmented price action. It tracks the specific "Liquidity Build" phase established during the London Session (default 02:00 – 07:00 EST).
The Trap: Retail traders often place stop losses just above or below this range.
The Sweep: Institutions push price past these levels to collect liquidity before reversing.
The Logic: The indicator waits for a "Sweep" (a wick that breaks the range but closes back inside) during the Execution Window (08:00 – 12:00 EST).
2. Key Features
A. Visual Liquidity Ranges The script automatically highlights the specific Highs and Lows of the London session with an Orange Liquidity Box. This removes the need to manually draw lines or calculate time zones.
B. "Gold Candle" Confirmation When a valid sweep occurs that meets all filter criteria (ATR, Trend, Time), the signal candle is painted GOLD. This serves as a visual execution trigger.
C. Integrated Risk Management The indicator projects a fixed, rule-based risk framework onto the chart:
Stop Loss (Red): Fixed pip distance (Default: 10 pips) from the sweep level.
TP1 (Green): 0.8R (Conservative banking).
TP2 (Green): 1.6R (Standard target).
TP3 (Green): 2.4R (Extended institutional target).
D. Smart Data Dashboard The bottom-right panel provides real-time backtesting data for the current chart. It features a unique "Best Reached" logic, which calculates the maximum potential R-multiple of every signal (e.g., if price hits TP2 then reverses, it is recorded as a +1.6R win rather than a loss).
Win Rate %
Net R (Return on Risk)
Total Trade Count
3. Institutional Filters
To prevent false signals during high-volatility news events or strong trends, the script includes:
ATR Filter: Rejects signals if the candle is abnormally large (Volatility protection).
Trend Filter: Optional 200 EMA filter to only take trades in the direction of the long-term trend.
Sweep Size: Configurable minimum pip distance required for a sweep to be valid.
4. How to Use
Timezone: Ensure your chart is set to New York time (or adjust the settings to match your local time).
Wait: Allow the Orange Liquidity Box to form (2am-7am).
Signal: Wait for a Gold Candle to appear during the 8am-12pm window.
Execute: Enter at the close of the Gold Candle. Place SL at the Red Line and TPs at the Green Lines.
5. Settings Configuration
Session Timing: fully customizable start/end times for the range and the entry window.
Risk Protocol: Adjust the fixed SL pips and R-Multiples for TP1, TP2, and TP3.
Backtest Engine: Toggle between "TP1 Only" mode (conservative stats) or "Best Reached" mode (maximum potential stats).
This script is Invite-Only. It is the official tool of the Legacy Lab FX trading community. Access is granted to members to ensure proper understanding of the liquidity protocols used within the code.
STRX - Pro Session Range & Liquidity TrapsOverview STRX - Pro Session Range & Liquidity Traps is an advanced institutional trading tool designed to visualize key market sessions and detect liquidity grabs (fakeouts). Unlike standard session indicators that simply draw boxes, this script implements smart logic to identify when the market is manipulating Highs and Lows to trap traders before a reversal.
Core Concept The indicator tracks four major market sessions: Asia, Frankfurt, London, and New York . It defines the initial High/Low range for each session and then extends these levels into a specific "Hunting Phase".
The unique feature of this script is the Trap Detection Algorithm . It monitors price action during the extension phase to validate false breakouts.
Key Features
1. Smart Session Management
• Displays High, Low, and 50% Equilibrium (Midline) for 4 customizable sessions.
• Clearly marks the session box and extends crucial levels forward in time.
2. Liquidity Trap Detection (The "Trap" Signal) The indicator looks for specific "Fakeout" patterns during the extension time:
• ⚠️ TRAP (Red Label): Occurs when price trades ABOVE the session High but the candle Closes BELOW it. This indicates a Bull Trap (Liquidity Grab on buy stops).
• ⚠️ TRAP (Green Label): Occurs when price trades BELOW the session Low but the candle Closes ABOVE it. This indicates a Bear Trap (Liquidity Grab on sell stops).
• Reliability: The logic includes a filter to show only the first clear signal per side to keep the chart clean. Signals do not repaint once the candle is closed.
3. Live Dashboard A comprehensive data table on the chart provides an instant market overview:
• STATUS: Tells you if the session is Active (forming), Hunt (looking for traps), or Done.
• RANGE: Displays the session volatility size in points/pips.
• ACTION: Indicates if the current price is BULL (above range), BEAR (below range), or INSIDE.
4. Optimized UX
• Includes tooltips for all settings to guide the user.
• Fully customizable colors and times.
• Clean visual style to avoid chart clutter.
How to Trade with STRX
1. Identify the defined Range of a completed session (e.g., Asia Range).
2. Wait for the price to interact with the High or Low bounds during the "Extension/Hunt" window.
3. Look for the TRAP label. This confirms that a breakout attempt has failed and institutional liquidity has been taken.
4. This setup often suggests a potential reversal back towards the Session Midline or the opposing range boundary.
Settings
• General: Toggle labels, adjust line width, and position dashboard.
• Sessions: Enable/Disable individual sessions, set times for Range Formation and Trap Extension, and toggle Midlines.
[longshorti] FVG - Fair Value GapThis script is an educational tool designed to help traders and students of technical analysis visualize the concept of Fair Value Gaps (FVG) and price imbalances. It provides a mathematical framework to observe how these zones are formed and subsequently "mitigated" (filled) by price action over time.
By quantifying price gaps into data points like volume and percentage, this tool allows for a deeper study of market mechanics and liquidity concepts as described in various trading theories like Smart Money Concepts (SMC).
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📊 Educational Metrics Breakdown
The indicator provides a data label for each detected zone to help analyze the "life cycle" of an imbalance: Example: 17.86M / 13.66M USDT (75.4%)
Fill Progress (17.86M): * Weighted Mode: Shows a calculated value representing the physical fill of the gap relative to its initial volume.
Total Activity Mode: Tracks the total cumulative volume traded within the zone's coordinates since its inception.
Initial Impulse Volume (13.66M): The total volume of the candle that created the imbalance.
Remaining Open Gap ((75.4%)): A mathematical representation of the portion of the FVG that has not yet been touched by subsequent price action.
Relative Price Weight ( ): The height of the FVG expressed as a percentage of the asset's price at the time of creation.
Key Educational Features
Adaptive Step Visualization: Dynamically divides imbalances into "steps" to help students observe exactly where price finds support or resistance within a gap.
Price % Filtering: Teaches the user to distinguish between significant market imbalances and minor price noise based on a percentage threshold.
Historical Context: Past imbalances are kept on the chart in a subtle #363a45 color to allow for the study of "S/R Flip" phenomena (where a filled FVG later acts as support/resistance).
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⚠️ DISCLAIMER (Educational Purposes Only)
This script is provided for educational and research purposes only. It is not a financial advisor, and it does not provide financial advice or trade recommendations.
No Guarantees: Past performance as visualized by this tool does not guarantee future results.
Not a Signal Tool: This indicator should be used as a supplementary visualization aid and never as a standalone basis for making financial decisions.
Risk Warning: Trading in financial markets involves significant risk of loss. Always perform your own due diligence and consult with a certified financial professional before making any investment.
The author of this script is not responsible for any financial losses incurred through the use of this tool. By using this script, you acknowledge that you understand its educational nature and use it at your own risk.
How to Study with this Tool
Observe Mitigation: Watch how price reacts when it enters the "Remaining %" zone.
Volume Analysis: Compare the "Initial Volume" with the "Total Activity" to see how levels of high interest are formed.
Filtered Perspectives: Use the Price % filter to see how market structure changes when only major imbalances are considered.
The Physics Engine [@Ash_TheTrader]Here is the updated, ultra-detailed TradingView description. I have expanded the strategy
⚛️ Kinematic Impulse Engine: Measuring the G-Force of Price
By @Ash_TheTrader
Traditional technical analysis often relies on "lagging" indicators. Tools like the RSI or moving averages tell you where price has been . While useful, they are like driving a car looking only in the rearview mirror.
The Kinematic Impulse Engine (KIE) is a next-generation momentum tool.
It treats price action like a physical object moving through space to measure its Velocity (Speed) , Acceleration (G-Force) , and Mass (Volume) . By understanding the physics behind a move, we can determine if a trend is a powerful impulse or an exhausted drift waiting to reverse.
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⚛️ The Core Concept: Trading with G-Force
If you step on the gas pedal in a car, you feel pushed back into your seat. That is acceleration (positive G-Force). When you slam on the brakes, you are thrown forward. That is deceleration (negative G-Force).
The market works the same way.
Standard momentum indicators only measure speed. The KIE measures how fast that speed is changing .
The Problem: Price can be moving higher (high speed), but the rate at which it is moving higher is slowing down. Standard indicators look bullish right up until the crash.
The Solution: The KIE detects that deceleration instantly, warning you that the "G-Force" pushing the price up has vanished, often before the price peaks.
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🎨 Visual Decoder: Reading the Heatmap
We have eliminated the need to stare at complex oscillator lines. The KIE paints the candles directly based on their "Kinetic Energy."
1. Neon Cyan: The Impulse (High G-Force) 🚀
Physics State: High Velocity + Positive Acceleration.
The market has "pedal to the metal." Buyers are aggressive, and the move is speeding up.
Meaning: DO NOT SHORT. Look for entries or hold positions.
2. Deep Purple: Exhaustion (Braking) 🛑
Physics State: High Velocity + Negative Acceleration (Deceleration).
The car is still moving forward, but the driver has taken their foot off the gas.
Meaning: Take profits, tighten stops, or prepare for a reversal.
3. Dark Gray: Equilibrium (Chop) 💤
Physics State: Low Velocity.
No significant energy. The market is waiting for news or liquidity.
Meaning: Stay out. Save your fees.
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🛡️ STRATEGY GUIDE: How to Leverage This Indicator
Here is the step-by-Step guide to using the Physics Engine for two distinct playstyles:
Strategy A: The "Rocket" Breakout (Trend Following)
Best for catching the meat of the move.
Step 1 (The Setup): Wait for price to be in a Gray (Chop) zone. This indicates potential energy is building up.
Step 2 (The Ignition): Wait for the first Neon Cyan candle to close outside of the range.
Step 3 (Validation): Look for the small Triangle Icon (Impulse Start). This confirms that G-Force has kicked in.
Step 4 (The Exit): Hold the trade as long as candles remain Cyan. The moment a candle turns Purple , the acceleration is gone. Exit or trail your stop loss tight.
Strategy B: The "Gravity" Reversal (Sniper Entry)
Best for catching tops and bottoms.
Step 1 (The Setup): Identify an extended trend where candles have been Cyan for a long time.
Step 2 (The Warning): Wait for candles to shift from Cyan to Deep Purple . This means the buyers are exhausted.
Step 3 (The Trigger): Look for the "GRAVITY" label. This is the strongest signal in the script. It means Price is making a New High, but G-Force is crashing.
Step 4 (Execution): Enter the reversal trade. Place your stop loss just above the high of the Gravity candle.
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🧠 The Engine Room (Technical Details)
For the quants and data nerds, here is how @Ash_TheTrader designed the math:
1. Relative Velocity: Price changes are normalized against ATR (Average True Range). A $10 move in Bitcoin is not the same as a $10 move in Forex; the KIE adjusts automatically.
2. Mass Integration: Force = Mass x Acceleration. The script uses relative Volume as "Mass." A move on low volume will show weaker colors than a move on high volume.
3. The HUD: The dashboard gives you raw numbers. If G-Force is positive (Green), the trend is safe. If G-Force is negative (Red), the trend is in danger.
Trade smart. Trade with physics.
Developed by @Ash_TheTrader .
Session Liquidity Raid ModelSession Liquidity Raid Model
This indicator helps you understand what each market session is doing with liquidity — without guessing, predicting, or over-complicating things.
It tracks the Asia, London, and New York sessions and shows you:
Where each session’s highs and lows are
Whether those levels have been taken (raided) or are still untouched
When New York is likely cleaning up liquidity left by London
The basic idea (very simple)
If London moves price strongly without taking Asia’s opposite side, New York often comes back to raid London levels first before the real move happens.
This indicator makes that process visible at a glance.
What it shows on the chart
Asia High & Low
London High & Low
Whether each level is taken or not
A simple Bullish / Bearish / Neutral session bias
Clean horizontal lines for key session levels
No buy or sell signals.
No indicators stacked on top of each other.
Just context.
How to use it
Use it to avoid bad trades, not force trades
Wait for liquidity to be taken before looking for entries
Combine it with your own price action, structure, or FVGs
If you trade CME_MINI:NQ1! , this helps you stay aligned with what New York is actually doing, instead of reacting late.
Important note
This is not a trading strategy and it does not predict the future.
It simply shows which session still owes liquidity and which one has already been cleared.
Malama's Market Structure: Malama's Market Structure is a comprehensive price action utility that unifies four essential institutional trading concepts—Supply/Demand, Liquidity, Trendlines, and Key Levels—into a single, optimized toolkit.
Justification for this Combination (The Mashup): Institutional analysis requires monitoring multiple layers of market structure simultaneously. Using separate indicators for S/D zones, liquidity pools, and daily levels creates chart clutter and conflicting visual signals. This script solves this by integrating these components into a single Zone Management Engine. This engine ensures that when a zone is broken, it is automatically invalidated or marked as a "Retest" candidate, creating a cleaner, actionable chart without manual drawing tools.
What Has Been Fixed in This Version:
Zero-Division Protection: Added safety checks in the Liquidity module avg_ph != 0 to prevent runtime crashes on assets with zero values.
Explicit Zone Typing: The code now strictly differentiates between "Standard Supply" and "Liquidity Supply" to apply correct breakout logic (Close > Top vs Close < Bottom).
Smart Garbage Collection: Implemented a FIFO (First-In, First-Out) memory management system that prioritizes deleting inactive/broken zones before active ones, ensuring critical levels remain on the chart longer without hitting TradingView drawing limits.
Optimized Key Levels: Switched from creating new line objects every bar (which causes memory leaks) to updating a single var line object using line.set_xy.
Underlying Calculations & Logic:
Pivot Analysis (The Foundation): The script identifies structural Swing Highs and Lows using a customizable lookback.
Liquidity Logic: It compares adjacent Pivot Highs. If they are within a strict threshold (0.15%), they are flagged as "Equal Highs (EQH)"—a magnet for price.
Zone Management: An internal array tracks every zone. If price closes beyond a zone, the script detects the "Break" event and visually fades the zone to gray. If price touches a valid zone without breaking, the label updates to "Retest."
How to Use:
Entries: Look for price to reject from active Red (Supply) or Blue (Demand) zones.
Targets: Target the Gray "Liquidity" zones (EQH/EQL), as price often gravitates toward these to clear stops.
Confluence: Use the intersection of Auto-Trendlines and Key Levels as high-probability reversal areas.
Disclaimer: This tool is for educational analysis only. Trading involves significant risk.
AIO Advanced Trendlines with TPO-inspired LiquidityOVERVIEW
A professional indicator for trendline detection, breakout signals, support/resistance, and Market Profile–inspired liquidity mapping. It combines rigorous trendline validation, smart breakout confirmation, session-based liquidity discovery, sweep detection, and multi-factor quality scoring to highlight high-probability setups and reduce noise.
**What Makes This Different:**
5-Layer Trendline Validation - Only mathematically sound trendlines appear
Smart Breakout Confirmation - Candle pattern validation eliminates weak breaks
Professional Liquidity Mapping - Session-based order flow zones with sweep detection
Quality Star Ratings - ★/★★/★★★ scoring helps prioritize best setups
Adaptive Structure Logic - Signals self-invalidate and recover based on market structure
CORE FEATURES
1. INTELLIGENT TRENDLINE SYSTEM
Automatic trendline detection with multi-layer filters:
Slope Filter: Excludes near-horizontal lines (default min slope 0.3%).
Pivot Distance (same type): Requires pivot spacing (default ≥1%) to avoid clustered pivots.
Pivot Cross Distance (optional): Minimum spacing between high and low pivots to avoid crossed lines.
No Violations Between Pivots: Rejects lines if price violates the line between the defining pivots.
No Breakout Conflict: Avoids drawing lines that conflict with historical breakouts.
Dynamic Line Management:
Main trendlines extend until broken and optionally extend by an offset post-break.
History lines (configurable count) are shown in lighter colors for past structure.
Independent color/width controls for upper/lower/history lines.
2. BREAKOUT SIGNALS (B Up / B Down)
Robust breakout detection using candle validation and optional scoring:
Trigger Conditions: Close above/below trendline with strong candle criteria (body % of range, close near extreme) or validated multi-candle pattern within a short window.
Candle Validation: Body ≥50% of range or engulfing patterns (2–3 bars) to reduce false breaks.
Quality Scoring (0–100): Combines Volume Spike (40), Candle Strength (30), and Follow-Through (30).
Star Ratings: ★★★ (premium), ★★ (good), ★ (average) based on configurable score thresholds.
3. UP BUY / DOWN SELL SIGNALS
High-probability pullback entries after confirmed breakouts:
Up Buy (after B Up):
Break above pre-B Up TPH (Trendline Pivot High).
New higher TPH forms (new extreme pivot).
Price retraces ≥50% between new TPH and prior TPL; enter on a valid support candle.
Down Sell (after B Down): Mirror logic for short entries.
Quality Scoring (0–100): Pullback Depth (35), Trendline Distance (25), Volume (20), Candle Pattern (20).
Invalidation & Recovery: Signals invalidate when a locked pivot breaks; recover when a new extreme pivot forms.
4. TRENDLINE SUPPORT / RESISTANCE (S/R)
Validated S/R from trendline touches:
Support (S): Touches lower trendline after a genuine pullback (default ≥1%); requires prior pivot and a valid bullish support candle.
Resistance (R): Mirror for upper trendline.
Quality Filters: Minimum spacing (bars and %), pivot confirmation, and reset rules to avoid repeated signals.
Strong S/R: Occurs near recent opposite breakout (default within 100 bars).
Invalidation/Recovery: Locked pivot breaks invalidate signals; new extremes restore them.
5. PROFESSIONAL LIQUIDITY MAPPING (TPO-inspired)
Session-based price discovery with edge-focused liquidity levels:
Session Analysis: Scans configurable past daily sessions (default 10) and optionally excludes the current day.
Bin Counting: Divides session range into configurable bins (default 30) and counts visits per bin.
Edge Focus: Targets bins at the range edges (10–30% from top/bottom) where low activity often implies latent liquidity.
Liquidity Classification & Scoring
Very High (★★★): 1 touch at extremes (top/bottom 10%); highest priority.
High (★★): 1–2 touches at edges (10–30%); strong targets.
Medium (★): 2–3 touches at edges; supportive levels.
Enhanced Scoring (0–100): Distance (35 pts), Volume Spike at line (30 pts), Liquidity Type (25 pts), Session Freshness (10 pts).
Stars: ★★★ (≥80), ★★ (≥55), ★ (≥30) by final score.
Visual & Behavior Features:
Customizable styles (Solid/Dashed/Dotted) and widths per type.
Labels: session number, stars, side (Long/Short), distance %, and optional price.
Consolidation: Merge nearby lines (< configurable %) and retain highest priority (VH > H > M; active > swept).
TRADING GUIDELINES
Strategy Recommendations:
Trend Traders: Prefer B Up/B Down with ★★★/★★, enter on Up Buy/Down Sell, target VH lines first.
Pullback Traders: Use validated S/R touches and MA/HTF filters for confluence.
Liquidity Hunters: Focus on VH/★★★ lines <2% distance, monitor sweeps for continuation or exhaustion.
ALERTS & UI
Alert Types:
Breakout Alerts: B Up / B Down.
Up Buy / Down Sell Alerts.
Support/Resistance Touch Alerts.
Market Structure Table: Shows current trendline status (Up/Down/Broken), market structure (Up/Down/Ranging), and quick stats. Configurable position and size.
IMPLEMENTATION NOTES
Non-Repainting: Signals are confirmed on closed bars; session liquidity is session-locked but may shift slightly on reload due to history order.
Data Requirements: Best results with ≥2000 bars history for full session coverage.
Timeframe Guidance: Liquidity modules intended for multi-minute or higher timeframes; intraday minimum configurable in indicator (recommended ≥2–5 minutes).
Simplified TPO: Uses bin counts (not full time-based profile); designed for performance and clarity.
WHAT MAKES THIS UNIQUE
Combines multi-filter trendlines, validated breakouts, post-break entries with scoring and invalidation logic, and session-based liquidity mapping with sweep detection — all in a highly configurable package.
ENDUSER NOTES
Adjust sensitivity (bins, max days, pivot distances) to match your trading timeframe and instrument volatility.
Use star ratings to prioritize setups rather than as absolute trade signals.
Backtest logic across symbols and timeframes before trading live.
NIFTY Bank Nifty RSI5 Regime BUY + ATR SL (Consecutive Control)This indicator is primarily for Nifty and Banknifty option buying, however can be adapted for equity buying as well. High performance time frame is 5 min for which it is optimised.
From high time frame ensure uptrend or downtrend of index, then if uptrend employ this indicator on call, otherwise on put. On sideways days avoid trading.
Dont employ this to call or put blindly. If employed wisely in alignment with high time frame on non sideways market, this indicator has very high win rate.
To get full ownership of the source code you may reach out to me through comment,
LBMA London Gold Fix Times [Auto DST]## Overview
This lightweight indicator automatically marks the **LBMA Gold Price Fixing** times on your chart using vertical lines. It is designed specifically for **XAUUSD (Gold)** traders who need to monitor institutional liquidity and volatility shifts during the London session.
The indicator tracks the two key daily fixing moments:
* **AM Fix:** 10:30 (London Time)
* **PM Fix:** 15:00 (London Time)
## Key Features
* **🌍 Auto Daylight Saving Time (DST):** Built with the `Europe/London` timezone parameter. It automatically adjusts to British Summer Time (BST) and GMT, so you never have to manually change the UTC offset settings.
* **⚡ Minimalist Design:** Draws clean vertical lines without cluttering your chart with text labels.
* **🎨 Fully Customizable:** You can adjust the line color, width, and style (Solid, Dashed, Dotted) for both AM and PM sessions independently.
## Why are these times important?
The London Gold Fix (LBMA Gold Price) is the global benchmark for physical gold settlement. Major institutions, central banks, and mining companies settle contracts at these times. Consequently, **10:30** and **15:00** (London time) often witness:
1. Significant spikes in volatility.
2. Trend reversals or accelerations.
3. Massive volume injection.
## Usage Tips
* **Timeframe:** This indicator works best on **Intraday Timeframes** (1-minute to 30-minute charts).
* *Note:* It may not be visible on H1 (1-hour) charts or higher because the fix times (e.g., 10:30) occur in the middle of an hourly candle.
* **Setup:** Simply add it to your chart. No timezone configuration is required; the script calculates London time internally.
## Settings
* **AM Fix Color:** Default is Blue (London Morning).
* **PM Fix Color:** Default is Red (London Afternoon/US Morning overlap).
* **Line Style:** Choose between Solid, Dashed, or Dotted lines.
概述 (Overview)
这是一个轻量级的辅助指标，通过垂直线在图表上自动标记 LBMA 伦敦金定盘价（LBMA Gold Price Fixing） 的时刻。它是专为 XAUUSD（黄金） 交易者设计的，旨在帮助大家捕捉伦敦时段内机构流动性和市场波动的关键节点。
该指标会自动锁定每天两个核心的定盘时间：
上午定盘 (AM Fix): 10:30 (伦敦时间)
下午定盘 (PM Fix): 15:00 (伦敦时间)
主要功能 (Key Features)
🌍 自动识别夏令时 (Auto DST): 代码内置 Europe/London 时区参数。无论英国处于夏令时 (BST) 还是冬令时 (GMT)，指标都会自动精准对齐，无需用户手动调整时区设置。
⚡ 极简主义设计: 仅绘制干净的垂直线，不显示任何文字标签，避免遮挡K线或干扰视线。
🎨 高度可定制: 您可以独立调整上午和下午定盘线的颜色、粗细以及样式（实线、虚线或点线）。
为什么要关注这两个时间点？
LBMA 伦敦金定盘价是全球实物黄金结算的基准价格。大型金融机构、中央银行和金矿公司通常会在这个时间点集中进行合约结算。因此，在伦敦时间 10:30 和 15:00 前后，市场经常会出现：
波动率瞬间激增。
短期趋势的反转或加速。
巨量成交量的涌入。
使用建议 (Usage Tips)
适用周期: 建议在 日内分时图（1分钟、5分钟、15分钟或30分钟）上使用。
注意: 在 1小时 (H1) 或更大的周期上，线条可能无法显示，因为定盘时间（如 10:30）发生在整点K线的内部，无法被单独标记。
设置方法: 加载指标即可使用。无论您本地电脑的时间设置如何，脚本内部会自动计算正确的伦敦时间。
参数设置 (Settings)
AM Fix Color: 上午定盘线颜色（默认为蓝色）。
PM Fix Color: 下午定盘线颜色（默认为红色，此时往往也是美盘初期的波动高峰）。
Line Style: 线条样式选择（实线、虚线、点线）。
Pro Session Liquidity Sweeps [SMC/ICT]This is a professional-grade session indicator designed for Smart Money Concepts (SMC) and ICT traders who focus on Liquidity Raids and Turtle Soup setups.
Unlike standard indicators that simply draw boxes, the Pro Session Sweeps engine actively monitors the High and Low of the Asia, London, and New York sessions. When price "sweeps" (breaks) these levels to grab liquidity, the script automatically draws a dynamic vector line connecting the original session peak to the exact candle of the sweep
Scalp Signal v1.0 [Scalping-Algo]═══════════════════════════════════════════════════════════════
MTF SCALP HELPER - TRADINGVIEW DESCRIPTION ═══════════════════════════════════════════════════════════════
SHORT DESCRIPTION:
-----------------------------------
Multi-timeframe confluence overlay combining directional bias scoring, volume anomaly detection, and automatic zone mapping.
FULL DESCRIPTION:
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𝗛𝗼𝘄 𝗧𝗵𝗲 𝗖𝗼𝗺𝗽𝗼𝗻𝗲𝗻𝘁𝘀 𝗪𝗼𝗿𝗸 𝗧𝗼𝗴𝗲𝘁𝗵𝗲𝗿
This is not simply indicators placed side-by-side. Each component feeds into a scoring system:
𝟭. 𝗗𝗶𝗿𝗲𝗰𝘁𝗶𝗼𝗻𝗮𝗹 𝗕𝗶𝗮𝘀 𝗘𝗻𝗴𝗶𝗻𝗲
Nine factors are evaluated on each bar: EMA ribbon alignment (8/13/21/34), dual Supertrend readings, VWAP position, Hull MA direction, RSI zone, MACD histogram slope, Stochastic RSI crossover state, ADX/DMI readings, and higher timeframe EMA structure.
Each factor that confirms the direction adds +1 to a bias score. When the score crosses a user-adjustable threshold AND the higher timeframe confirms, candles are colored to reflect the bias. This creates a visual filter - you can quickly scan and see which periods had strong directional agreement vs mixed signals.
𝟮. 𝗖𝗼𝗻𝗳𝗹𝘂𝗲𝗻𝗰𝗲 𝗦𝗰𝗼𝗿𝗶𝗻𝗴 𝗳𝗼𝗿 𝗘𝗻𝘁𝗿𝘆 𝗦𝗶𝗴𝗻𝗮𝗹𝘀
The main signals use weighted scoring across 13 factors. Not all factors are equal - for example, an RSI extreme reading adds +2 while simple VWAP position adds +0.5. This weighting reflects that some conditions are more significant than others.
Signals only appear when:
- Confluence score meets minimum threshold (adjustable: 8-11)
- Volatility is within acceptable range (ATR-based filter)
- Minimum bars have passed since last signal (prevents clustering)
- Optional: Session time filter and strict trend alignment
The score is displayed on each signal label so you can see exactly how strong the confluence was.
𝟯. 𝗩𝗖𝗥𝗘 (𝗩𝗼𝗹𝘂𝗺𝗲 𝗖𝗹𝗶𝗺𝗮𝘅 𝗥𝗲𝘃𝗲𝗿𝘀𝗮𝗹 𝗘𝗻𝗴𝗶𝗻𝗲)
This component identifies potential exhaustion points using a specific pattern:
- Price breaks below/above the lows/highs of the previous N bars (lookback adjustable)
- This breakout bar has volume exceeding 2x the 20-period average
- Within the next few bars, price reverses back through the breakout bar's range
- Confirmation volume is checked on the reversal bar
The star rating (3-5) reflects how many confirmation factors were present. This is a mechanical pattern recognition system, not a prediction.
𝟰. 𝗩𝗩𝗥𝗦 (𝗩𝗼𝗹𝘂𝗺𝗲 𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗥𝗲𝘃𝗲𝗿𝘀𝗮𝗹 𝗦𝘆𝘀𝘁𝗲𝗺)
Uses statistical analysis (z-scores) to identify when buying or selling volume deviates significantly from the historical mean. When volume anomalies appear in one direction but a Supertrend-style indicator flips the other way within a confirmation window, it flags this divergence.
Z-score threshold is adjustable - higher values mean fewer but more statistically significant anomalies are flagged.
𝟱. 𝗔𝘂𝘁𝗼𝗺𝗮𝘁𝗶𝗰 𝗭𝗼𝗻𝗲 𝗠𝗮𝗽𝗽𝗶𝗻𝗴
Supply and demand zones are drawn when specific criteria are met:
- A candle with above-average volume and range
- Followed by N consecutive candles moving away from that area
- Zone strength (1-5) is calculated from: engulfing pattern presence, volume confirmation, ATR-relative size, and subsequent price movement
Zones extend forward and can serve as reference levels. They are not predictive - they simply mark areas where notable activity occurred.
𝟲. 𝗠𝘂𝗹𝘁𝗶-𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲 𝗗𝗮𝘀𝗵𝗯𝗼𝗮𝗿𝗱
The panel calculates momentum, sentiment, and volatility scores across 5 timeframes using request.security() calls. These are normalized to 0-100 scales for easy comparison.
- Momentum: Weighted combination of RSI, ROC, MOM, and MACD histogram
- Sentiment: EMA stack positioning, volume-weighted price change, swing structure
- Volatility: ATR, Bollinger width, true range, and standard deviation ratios
The dashboard provides context - you can see if lower and higher timeframes are aligned or diverging.
𝟳. 𝗘𝗠𝗔 𝟮𝟬𝟬 (𝗦𝗹𝗼𝘄 𝗧𝗿𝗲𝗻𝗱 𝗥𝗲𝗳𝗲𝗿𝗲𝗻𝗰𝗲)
The 200-period EMA is plotted as a separate line for longer-term trend context.
How it integrates with other components:
- Used in confluence scoring: price position relative to EMA 200 adds to buy/sell scores (+1 for perfect alignment, +0.5 for partial)
- The "perfect stack" condition (fast EMA > medium EMA > EMA 200 with price above all) is weighted heavily in signal generation
- VCRE system references EMA 200 for its star rating - reversals occurring on the "right side" of the 200 receive higher strength scores
- Provides macro context that the shorter-term components don't capture
The combination of cloud (short-term structure) and EMA 200 (long-term structure) allows you to see both immediate trend state and broader positioning in one view.
8. 𝗘𝗠𝗔 𝗖𝗹𝗼𝘂𝗱 𝗦𝘆𝘀𝘁𝗲𝗺
The cloud is formed between a fast EMA (default 13) and medium EMA (default 48). Rather than just plotting two lines, the space between them is filled to create a visual "zone."
How it functions in this script:
- Cloud color changes based on EMA relationship (fast above slow = bullish color, fast below slow = bearish color)
- The cloud width itself provides information - wider cloud often indicates stronger trend momentum, narrow cloud suggests potential consolidation or transition
- Price position relative to cloud gives quick visual context: trading above a bullish cloud vs below it vs inside it
- The cloud edges often act as dynamic reference points where price may react
This is integrated with the bias system - EMA alignment is one of the 9 factors in the directional bias calculation. When the cloud is bullish AND price is above it, that contributes positively to the bias score.
𝗪𝗵𝗮𝘁 𝗠𝗮𝗸𝗲𝘀 𝗧𝗵𝗶𝘀 𝗗𝗶𝗳𝗳𝗲𝗿𝗲𝗻𝘁
The integration layer is the original contribution here. Specifically:
1. The weighted confluence scoring system that combines standard indicators into a single numerical output with transparent weighting
2. The interaction between the 9-factor bias engine and the signal generation (signals can optionally require bias alignment)
3. VCRE pattern recognition with its specific breakout-then-reversal sequence and volume requirements
4. VVRS statistical approach using z-scores on directional volume combined with trend flip confirmation
5. Zone mapping with multi-factor strength scoring
Each component can be enabled/disabled independently, and all thresholds are exposed as inputs so users can adjust sensitivity.
𝗜𝗺𝗽𝗼𝗿𝘁𝗮𝗻𝘁 𝗡𝗼𝘁𝗲𝘀
- This script identifies patterns and calculates scores based on the logic described above
- It does not predict future price movement
- Past patterns appearing in backtesting do not indicate future results
- All signals should be evaluated with additional context and risk management
- The effectiveness of any pattern or indicator varies with market conditions, timeframe, and instrument
- Users should thoroughly test on demo/paper before any live application
- Default settings may not be suitable for all instruments or trading styles
𝗦𝗲𝘁𝘁𝗶𝗻𝗴𝘀 𝗢𝘃𝗲𝗿𝘃𝗶𝗲𝘄
• Signal Frequency: Adjusts minimum confluence score (Lots=8, Rare=11)
• Bias Sensitivity: Aggressive/Standard/Conservative threshold for candle coloring
• Strict Filter Mode: Requires trend + session + DMI alignment for signals
• Session Filter: Limits signals to high-volume market hours (EST)
• Each component (VCRE, VVRS, Zones) can be toggled on/off
• All lookback periods, thresholds, and multipliers are adjustable
𝗨𝘀𝗮𝗴𝗲 𝗦𝘂𝗴𝗴𝗲𝘀𝘁𝗶𝗼𝗻𝘀
Start with default settings to understand baseline behavior. Observe how signals correlate with the dashboard readings. Adjust signal frequency lower (toward "Rare") if seeing too many signals. Enable strict mode for additional filtering. Test on the specific instruments and timeframes you plan to use.
SULTAN SMC PRO v1The SULTAN SMC PRO v9 is a comprehensive institutional trading framework. Unlike basic SMC scripts that simply plot boxes on every pivot, this script utilizes a custom Displacement Filter and ATR-based Volatility logic to separate low-probability noise from high-probability institutional moves.
Why this is NOT a simple Mashup:
This script integrates three distinct analytical layers that work in synergy:
Dynamic Mitigation Tracking: Every Order Block and FVG is monitored in real-time. The script calculates the "Mitigation Count" which helps traders understand the exhaustion of a zone—a feature not found in standard open-source SMC tools.
Breakout Strength Engine: We have implemented a proprietary logic that compares candle body size, volume, and ATR to label structure breaks as "(Real) 🔥" or "(Weak/Trap)". This prevents traders from entering on fakeouts.
Non-Repainting MTF Implementation: Using barmerge.lookahead_off, we provide a safe way to view Higher Timeframe (HTF) context without the risk of historical repainting.
How to use this script:
Step 1: Identify the institutional trend via the Dashboard.
Step 2: Look for a Liquidity Sweep (marked with ⚔️) near a HTF Supply/Demand zone.
Step 3: Confirm with a CHoCH that has a "(Real) 🔥" strength label.
Step 4: Enter at the FVG or Order Block mitigation.
Transparency & Credits
Built-in Functions: This script uses standard Pine Script™ pivot and security functions for data fetching.
Public Domain Concepts: The core concepts of BOS, CHoCH, and FVG are well-documented in the public domain.
Custom Improvements: The "Breakout Strength" algorithm and "Zone Volume" accumulation logic are original additions to this codebase to provide extra utility to the community.
Swing Failure Signals [AlgoAlpha]🟠 OVERVIEW
This script detects swing failure patterns by tracking how price interacts with recent swing highs and lows, then confirming those sweeps with a change in candle behavior. The goal is to highlight areas where price briefly breaks a key level, fails to continue, and then shifts direction. These events often occur around liquidity runs, where stops are triggered before price reverses. The script draws levels, colors bars, and prints clear markers to help visualize where these failures occur and when they are confirmed.
🟠 CONCEPTS
The logic starts with pivot-based swing detection. Recent swing highs and lows are stored and monitored. When price trades beyond one of these levels within a defined historical window, it is treated as a sweep. A sweep alone is not enough. The script then waits for a Change in State of Delivery (CISD), which is defined by a shift in candle structure that shows follow-through in the opposite direction. A tolerance filter measures how far price traveled beyond the level relative to the reaction that followed. If the reaction is strong enough and happens within a limited number of bars, the sweep is validated as a swing failure. In short: the swing defines the reference, the sweep shows intent, and the CISD confirms acceptance or rejection.
🟠 FEATURES
Sweep detection with a maximum lookback to avoid outdated levels
CISD confirmation using candle structure and price expansion
Alert conditions for bullish and bearish swing failures
🟠 USAGE
Setup : Add the script to your chart. It works on any market and timeframe. Lower timeframes highlight intraday liquidity runs, while higher timeframes show structural failures. Start with the default inputs before adjusting.
Read the chart : A bullish swing failure occurs when price sweeps a prior low, then reverses and confirms with a bullish CISD. A bearish swing failure is the opposite, sweeping a prior high and confirming with a bearish CISD. Dashed lines mark the swept swing. Solid lines mark the CISD level. Bars are colored while the SFP state is active.
Settings that matter : Increasing Pivot Detection Length finds more significant swings but fewer signals. Reducing Max Pivot Point Edge limits how far back sweeps are allowed, keeping signals more current. The Patience setting controls how many bars are allowed for confirmation after a sweep. The Trend Noise Filter raises or lowers how strong the reaction must be to qualify as a valid failure.
[ICT Sebo] Liquidity SweepsOverview
This indicator identifies and tracks liquidity sweep levels derived from pivot highs and pivot lows. It highlights areas where price is likely to interact with resting liquidity and marks the moment when those levels are traded.
The script is designed as a contextual liquidity visualization tool and does not generate trade signals.
How it works
Liquidity levels are generated from confirmed pivot highs and pivot lows using a configurable lookback length. Each pivot is evaluated using a volume-normalized activity filter to reduce low-quality or insignificant levels.
Only pivots formed during relatively elevated activity are accepted. The indicator optionally adjusts zone distance using volatility measures to better reflect current market conditions.
Once a valid pivot is detected, a horizontal liquidity level and an associated zone are projected forward until price trades through the level.
Liquidity sweep detection
When price trades through a liquidity level, the indicator marks the event directly on the chart and updates the visual state of the level. The affected level switches to a dashed style and is removed from active tracking to avoid repeated signals.
An optional real-time alert is triggered at the moment the liquidity level is claimed.
Visualization and behavior
Liquidity zones adapt their visual intensity based on relative market activity. Only a limited number of the most recent liquidity zones are retained to maintain chart clarity.
A temporary background highlight reflects the most recent liquidity sweep direction, providing immediate visual context.
The indicator focuses on forward-tracking price interaction and does not repaint previously confirmed levels.
Intended use
This tool supports liquidity-based market structure analysis, stop-run observation and contextual price interpretation. It is suitable for intraday and short-term analysis and should be used in combination with broader market context and risk management.
Notes
This indicator does not predict price direction, does not provide entry or exit signals and is intended purely as a visual and analytical reference.
[ICT Sebo] HTF High & LowsOverview
This indicator identifies and tracks significant higher-timeframe highs and lows (HTF Highs & Lows) and projects them onto a lower-timeframe chart. It dynamically monitors how price interacts with these levels and highlights liquidity sweep events within a defined trading session.
The script is designed as a higher-timeframe liquidity and structure reference tool and does not generate trade signals.
How it works
The indicator internally aggregates higher-timeframe candles based on the selected timeframe input. From consecutive higher-timeframe candles, it derives structurally relevant highs and lows and extends these levels forward in time.
Each HTF level remains active until price trades through it. When price touches and trades through a level, the indicator classifies the event as a liquidity sweep and visually updates the level state.
Session logic is applied so that sweep detection, alerts and background highlighting are only active during the defined trading session, ensuring time-filtered context.
Liquidity sweep detection and visualization
When price trades through a higher-timeframe high or low, the level switches to a dashed state and a sweep label is plotted directly on the chart. A temporary background highlight reflects the most recent sweep direction, providing immediate visual context.
Swept levels are automatically aged and removed after a defined number of bars, keeping the chart clean and focused on relevant structure.
Additional context and references
Optional reference candles from the originating higher timeframe can be displayed to visually confirm how each high or low was formed. Each level is also accompanied by a dynamic label showing the originating timeframe and the elapsed time since the level was created.
Intended use
This tool supports higher-timeframe market structure analysis, liquidity mapping and session-based context evaluation. It is suitable for intraday analysis where HTF highs and lows are used as key reference levels and should be combined with broader market context and risk management.
Notes
This indicator does not predict price direction, does not provide entry or exit signals and is intended purely as a visual and analytical reference for higher-timeframe liquidity levels.
GLI Fed Plumbing Regime (v1.0)GLI Regime Index
Global Liquidity Intelligence for Risk Markets
The GLI Regime Index is a macro-liquidity regime engine that classifies the financial system based on where cash is actually flowing inside the Fed–Treasury plumbing.
Markets do not move on narratives.
They move on liquidity .
GLI measures that liquidity in real time by combining four institutional-grade signals:
• Fed Reverse Repo (RRP) – where excess cash is being parked
• 3-Month Treasury Bills – where short-term money prefers to earn yield
• IORB – the Federal Reserve’s policy floor
• SOFR – the true cost of funding in the system
By comparing these flows, GLI identifies which institution is currently in control of money:
Regime What It Means
FED DOMINANT Abundant reserves, liquidity flowing into risk assets
T-BILL DOMINANT Treasury absorbing liquidity, risk tightening
CASH GLUT Excess money trapped at the Fed (RRP high)
FUNDING STRESS Funding markets under pressure (SOFR > IORB)
NEUTRAL Transition state between regimes
Why this matters
Assets like NVDA, BTC, high-beta tech, and growth stocks don’t trade on earnings — they trade on marginal liquidity.
GLI tells you:
When rallies are supported by real money
When breakouts are likely to fail
When dips are being bought vs distributed
When risk is being quietly withdrawn
How to use it
Apply GLI to any chart.
When the background turns:
Green (Fed Dominant) → Risk assets are structurally supported
Orange (T-Bill Dominant) → Liquidity is draining from risk
Blue (Cash Glut) → Money is stuck at the Fed, rallies struggle
Red (Funding Stress) → Volatility and liquidation risk rise
The built-in Liquidity HUD shows:
RRP usage
Fed vs Treasury dominance
SOFR stress
Rate spreads in real time
No interpretation required.
What GLI is not
GLI is not a technical indicator.
It does not look at price, volume, or momentum .
It looks at the money behind the price .
That’s why it works.
Wyckoff Map (TR + S/D + Springs/Upthrusts)Wyckoff Map is a context-aware market structure overlay that visualizes key Wyckoff concepts directly on the price chart — without repainting and without relying on black-box signals.
Instead of generating isolated buy/sell alerts, this tool maps the environment in which price is operating, helping traders understand where supply and demand are interacting, where liquidity is being swept, and which phase the market is likely in.
What the script shows
Trading Range (TR)
Automatically detects a recent trading range
Displays the range as a shaded box for immediate context
Supply & Demand Zones
Demand zone near the range low (buyers’ area)
Supply zone near the range high (sellers’ area)
Zones adapt dynamically as the range evolves
Wyckoff Events
Spring: downside liquidity sweep followed by a reclaim (potential accumulation behavior)
Upthrust: upside liquidity sweep followed by failure (potential distribution behavior)
Events are filtered by range context and optional volume confirmation
Market Phase (Heuristic)
Labels the current environment as:
Accumulation
Distribution
Neutral Trading Range
Markup / Markdown
Phase is inferred from price position within the range and moving-average slope
Legend & Visual Guidance
A floating legend explains all zones and events
Designed to remain readable during replay and live trading
How to use
This script is not a standalone trading strategy.
It is best used to:
Avoid chasing breakouts into supply
Identify failed breakdowns near demand
Recognize accumulation vs distribution behavior
Add context to lower-timeframe entries
Combine with your own execution model (structure, risk, or order flow)
Higher-timeframe context is strongly recommended.
⚙️ Customization
You can adjust:
Trading range length
Zone thickness (ATR-based)
Pivot sensitivity
Volume confirmation
Event confirmation strictness
Visibility of zones, events, phase labels, and legend
Disclaimer
Wyckoff analysis is contextual and probabilistic, not deterministic.
This tool visualizes structural behavior — it does not predict future price.
Use proper risk management.
TL;DR (Short Description)
A non-repainting Wyckoff market structure overlay that maps trading ranges, supply/demand zones, Springs, Upthrusts, and accumulation/distribution phases directly on the chart.
