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Order CHULE MORENO
Nearby liquidity refers to localized concentrations of resting orders positioned close to the current market price, typically derived from lower or equivalent timeframe market structure.
These liquidity pools commonly originate from:
Recent swing highs and swing lows
Equal highs (EQH) and equal lows (EQL)
Short-term range boundaries
Price interacts with nearby liquidity to facilitate order execution and generate short-term displacement.
Once this liquidity is absorbed, price often transitions toward higher-timeframe or more dominant liquidity pools.
Nearby liquidity serves as short-term fuel, not directional bias.
Directional intent is confirmed only after structural reaction or displacement.
These liquidity pools commonly originate from:
Recent swing highs and swing lows
Equal highs (EQH) and equal lows (EQL)
Short-term range boundaries
Price interacts with nearby liquidity to facilitate order execution and generate short-term displacement.
Once this liquidity is absorbed, price often transitions toward higher-timeframe or more dominant liquidity pools.
Nearby liquidity serves as short-term fuel, not directional bias.
Directional intent is confirmed only after structural reaction or displacement.
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受保護腳本
此腳本以閉源形式發佈。 不過，您可以自由使用，沒有任何限制 — 點擊此處了解更多。
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。