OPEN-SOURCE SCRIPT
ICT Time-based Liquidity Sessions
This indicator plots the three primary index futures sessions (Asia, London, New York) using fixed Eastern Time windows to help traders visually track where liquidity is most likely to build and be attacked. The goal is not to mark exchange business hours, but to highlight behavioral time blocks where sweeps, displacement, and HTF inefficiency reactions statistically occur more often.
Session Windows (ET):
Asia: 18:00 – 03:00
Range construction, slower movement, sets highs/lows often targeted later.
London: 03:00 – 12:00
Increased volatility, frequent raids on Asia range, early displacement.
New York AM: 09:30 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.
New York PM: 12:00 – 16:00
Secondary continuation or controlled reversals, generally lower volatility than AM.
Purpose
Visualize session ranges and transitions.
Identify likely sweep zones (Asia High/Low, London High/Low).
Align entries with time-of-day confluence instead of price alone.
Reduce noise by keeping session boxes clean while mentally noting overlaps (especially London–NY).
Use Case
Designed for equity index futures (NQ, ES, YM). Best paired with liquidity levels, HTF inefficiencies, and displacement/FVG models to improve timing and context rather than act as a standalone signal.
Session Windows (ET):
Asia: 18:00 – 03:00
Range construction, slower movement, sets highs/lows often targeted later.
London: 03:00 – 12:00
Increased volatility, frequent raids on Asia range, early displacement.
New York AM: 09:30 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.
New York PM: 12:00 – 16:00
Secondary continuation or controlled reversals, generally lower volatility than AM.
Purpose
Visualize session ranges and transitions.
Identify likely sweep zones (Asia High/Low, London High/Low).
Align entries with time-of-day confluence instead of price alone.
Reduce noise by keeping session boxes clean while mentally noting overlaps (especially London–NY).
Use Case
Designed for equity index futures (NQ, ES, YM). Best paired with liquidity levels, HTF inefficiencies, and displacement/FVG models to improve timing and context rather than act as a standalone signal.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。