ICT Liquidty H/L [MK]indicator shows liquidity levels at pivot highs and lows on the chart timeframe. Levels are drawn as a horizontal line up to the last active bar. Once a level has been passed through, the level is highlighted. The liquidity level will remain highlighted until a pre determined amount of bars have closed after the level was passed. These liquidity levels can be used as targets for trades, or as potential reversal points. Liquidity (or resting orders) at key pivot points form a key part of the ICT trading system. Users can configure the indicator to display the untapped liquidity levels, or they can be completely hidden until they are passed through.
在腳本中搜尋"liquidity"
Key Levels: Daily, Weekly, Monthly [BackQuant]Key Levels: Daily, Weekly, Monthly
Map the market’s “memory” in one glance—yesterday’s range, this week’s chosen day high/low, and D/W/M opens—then auto-clean levels once they break.
What it does
This tool plots three families of high-signal reference lines and keeps them tidy as price evolves:
Chosen Day High/Low (per week) — Pick a weekday (e.g., Monday). For each past week, the script records that day’s session high and low and projects them forward for a configurable number of bars. These act like “memory levels” that price often revisits.
Daily / Weekly / Monthly Opens — Plots the opening price of each new day, week, and month with separate styling. These opens frequently behave like magnets/flip lines intraday and anchors for regime on higher timeframes.
Auto-pruning — When price breaks a stored level, the script can automatically remove it to reduce clutter and refocus you on still-active lines. See: (broken levels removed).
Why these levels matter
Liquidity pockets — Prior day’s high/low and the daily open concentrate stops and pending orders. Mapping them quickly reveals likely sweep or fade zones. Example: previous day highs + daily open highlighting liquidity:
Context & regime — Monthly opens frame macro bias; trading above a rising cluster of monthly opens vs. below gives a clean top-down read. Example: monthly-only “macro outlook” view:
Cleaner charts — Auto-remove broken lines so you focus on what still matters right now.
What it plots (at a glance)
Past Chosen Day High/Low for up to N prior weeks (your choice), extended right.
Current Daily Open , Weekly Open , and Monthly Open , each with its own color, label, and forward extension.
Optional short labels (e.g., “Mon High”) or full labels (with week/month info).
How breaks are detected & cleaned
You control both the evidence and the timing of a “break”:
Break uses — Choose Close (more conservative) or Wick (more sensitive).
Inclusive? — If enabled, equality counts (≥ high or ≤ low). If disabled, you need a strict cross.
Allow intraday breaks? — If on, a level can break during the tracked day; if off, the script only counts breaks after the session completes.
Remove Broken Levels — When a break is confirmed, the line/label is deleted automatically. (See the demo: )
Quick start
Pick a Day of Week to Track (e.g., Monday).
Set how many weeks back to show (e.g., 8–10).
Choose how far to extend each family (bars to the right for chosen-day H/L and D/W/M opens).
Decide if a break uses Close or Wick , and whether equality counts.
Toggle Remove Broken Levels to keep the chart clean automatically.
Tips by use-case
Intraday bias — Watch the Daily Open as a magnet/flip. If price gaps above and holds, pullbacks to the daily open often decide direction. Pair with last day’s high/low for sweep→reversal or true breakout cues. See:
Weekly structure — Track the week’s chosen day (e.g., Monday) high/low across prior weeks. If price stalls near a cluster of old “Monday Highs,” look for sweep/reject patterns or continuation on reclaim.
Macro regime — Hide daily/weekly lines and keep only Monthly Opens to read bigger cycles at a glance (BTC/crypto especially). Example:
Customization
Use wicks or bodies for highs/lows (wicks capture extremes; bodies are stricter).
Line style & thickness — solid/dashed/dotted, width 1–5, plus global transparency.
Labels — Abbreviated (“Mon High”, “D Open”) or full (month/week/day info).
Color scheme — Separate colors for highs, lows, and each of D/W/M opens.
Capacity controls — Set how many daily/weekly/monthly opens and how many weeks of chosen-day H/L to keep visible.
What’s under the hood
On your selected weekday, the script records that session’s true high and true low (using wicks or body-based extremes—your choice), then projects a horizontal line forward for the next bars.
At each new day/week/month , it records the opening price and projects that line forward as well.
Each bar, the script checks your “break” rules; once broken, lines/labels are removed if auto-cleaning is on.
Everything updates in real time; past levels don’t repaint after the session finishes.
Recommended presets
Day trading — Weeks back: 6–10; extend D/W opens: 50–100 bars; Break uses: Close ; Inclusive: off; Auto-remove: on.
Swing — Fewer daily opens, more weekly opens (2–6), and 8–12 weeks of chosen-day H/L.
Macro — Show only Monthly Opens (1–6 months), dashed style, thicker lines for clarity.
Reading the examples
Broken lines disappear — decluttering in action:
Macro outlook — monthly opens as cycle rails:
Liquidity map — previous day highs + daily open:
Final note
These are not “signals”—they’re reference points that many participants watch. By standardising how you draw them and automatically clearing the ones that no longer matter, you turn a noisy chart into a focused map: where liquidity likely sits, where price memory lives, and which lines are still in play.
Cluster Reversal Zones📌 Cluster Reversal Zones – Smart Market Turning Point Detector
📌 Category : Public (Restricted/Closed-Source) Indicator
📌 Designed for : Traders looking for high-accuracy reversal zones based on price clustering & liquidity shifts.
🔍 Overview
The Cluster Reversal Zones Indicator is an advanced market reversal detection tool that helps traders identify key turning points using a combination of price clustering, order flow analysis, and liquidity tracking. Instead of relying on static support and resistance levels, this tool dynamically adjusts to live market conditions, ensuring traders get the most accurate reversal signals possible.
📊 Core Features:
✅ Real-Time Reversal Zone Mapping – Detects high-probability market turning points using price clustering & order flow imbalance.
✅ Liquidity-Based Support/Resistance Detection – Identifies strong rejection zones based on real-time liquidity shifts.
✅ Order Flow Sensitivity for Smart Filtering – Filters out weak reversals by detecting real market participation behind price movements.
✅ Momentum Divergence for Confirmation – Aligns reversal zones with momentum divergences to increase accuracy.
✅ Adaptive Risk Management System – Adjusts risk parameters dynamically based on volatility and trend state.
🔒 Justification for Mashup
The Cluster Reversal Zones Indicator contains custom-built methodologies that extend beyond traditional support/resistance indicators:
✔ Smart Price Clustering Algorithm: Instead of plotting fixed support/resistance lines, this system analyzes historical price clustering to detect active reversal areas.
✔ Order Flow Delta & Liquidity Shift Sensitivity: The tool tracks real-time order flow data, identifying price zones with the highest accumulation or distribution levels.
✔ Momentum-Based Reversal Validation: Unlike traditional indicators, this tool requires a momentum shift confirmation before validating a potential reversal.
✔ Adaptive Reversal Filtering Mechanism: Uses a combination of historical confluence detection + live market validation to improve accuracy.
🛠️ How to Use:
• Works well for reversal traders, scalpers, and swing traders seeking precise turning points.
• Best combined with VWAP, Market Profile, and Delta Volume indicators for confirmation.
• Suitable for Forex, Indices, Commodities, Crypto, and Stock markets.
🚨 Important Note:
For educational & analytical purposes only.
SPX Fair Value Bands V2An updated version of the SPX Fair Value Bands script from dharmatech and based on the net liquidity concept by MaxJAnderson .
Now with full customization of parameters through the settings (Dialog Box) and allowing the options to the use of
1) Standard Bands based on Offsets of the Fair Value
2) Bollinger Bands
3) Keltner Channels
to better capture buy/sell areas rather than relying on noisy unreliably (and unevenly) updated data from the Treasury/Fed.
==================================
Net Liquidity's importance in the new post-COVID QE to QT regime as described MaxJAnderson
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" In past cycles, size of Fed's balance sheet changed a lot, while TGA and RRP changed relatively little. So size of balance sheet roughly equated Net Liquidity.
(The Treasury General Account) TGA and (Reverse Repo) RRP didn't matter. They were rounding errors by comparison.
But starting in 2020, relative changes in TGA and RRP have been THREE TIMES LARGER than the change in size of the Fed's balance sheet. As result, changes in TGA and RRP have taken over as the primary drivers Net Liquidity.
This is new, and changes the game significantly. Again - the size of the Fed's balance sheet doesn't matter.
What matters is the portion of it that's available to circulate in the economy (Net Liquidity).
And ever since 2020, the Treasury and Reverse Repo have become what controls that. Not the size of Fed's balance sheet.
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The idea that follows is simple,short when $SPX reaches extreme levels of overvaluation, and close out when SPX returns to being undervalued. Here's the formulas I currently use to determine fair value:
Fair Value = (Fed Bal Sheet - TGA - RRP)/1.1 - 1625
And here's the trading rules I currently follow:
Short when diff of $SPX - Fair Value > 350
Close when diff of $SPX - Fair Value < 150
When one of these rules is triggered upon market close on a given day, trades are entered at open of the following day "
4-Year Cycles [jpkxyz]Overview of the Script
I wanted to write a script that encompasses the wide-spread macro fund manager investment thesis: "Crypto is simply and expression of macro." A thesis pioneered by the likes of Raoul Pal (EXPAAM) , Andreesen Horowitz (A16Z) , Joe McCann (ASYMETRIC) , Bob Loukas and many more.
Cycle Theory Background:
The 2007-2008 financial crisis transformed central bank monetary policy by introducing:
- Quantitative Easing (QE): Creating money to buy assets and inject liquidity
- Coordinated global monetary interventions
Proactive 4-year economic cycles characterised by:
- Expansionary periods (low rates, money creation)
- Followed by contraction/normalisation
Central banks now deliberately manipulate liquidity, interest rates, and asset prices to control economic cycles, using monetary policy as a precision tool rather than a blunt instrument.
Cycle Characteristics (based on historical cycles):
- A cycle has 4 seasons (Spring, Summer, Fall, Winter)
- Each season with a cycle lasts 365 days
- The Cycle Low happens towards the beginning of the Spring Season of each new cycle
- This is followed by a run up throughout the Spring and Summer Season
- The Cycle High happens towards the end of the Fall Season
- The Winter season is characterised by price corrections until establishing a new floor in the Spring of the next cycle
Key Functionalities
1. Cycle Tracking
- Divides market history into 4-year cycles (Spring, Summer, Fall, Winter)
- Starts tracking cycles from 2011 (first cycle after the 2007 crisis cycle)
- Identifies and marks cycle boundaries
2. Visualization
- Colors background based on current cycle season
- Draws lines connecting:
- Cycle highs and lows
- Inter-cycle price movements
- Adds labels showing:
- Percentage gains/losses between cycles
- Number of days between significant points
3. Customization Options
- Allows users to customize:
- Colors for each season
- Line and label colors
- Label size
- Background opacity
Detailed Mechanism
Cycle Identification
- Uses a modulo calculation to determine the current season in the 4-year cycle
- Preset boundary years include 2015, 2019, 2023, 2027
- Automatically tracks and marks cycle transitions
Price Analysis
- Tracks highest and lowest prices within each cycle
- Calculates percentage changes:
- Intra-cycle (low to high)
- Inter-cycle (previous high to current high/low)
Visualization Techniques
- Background color changes based on current cycle season
- Dashed and solid lines connect significant price points
- Labels provide quantitative insights about price movements
Unique Aspects
1. Predictive Cycle Framework: Provides a structured way to view market movements beyond traditional technical analysis
2. Seasonal Color Coding: Intuitive visual representation of market cycle stages
3. Comprehensive Price Tracking: Captures both intra-cycle and inter-cycle price dynamics
4. Highly Customizable: Users can adjust visual parameters to suit their preferences
Potential Use Cases
- Technical analysis for long-term investors
- Identifying market cycle patterns
- Understanding historical price movement rhythms
- Educational tool for market cycle theory
Limitations/Considerations
- Based on a predefined 4-year cycle model (Liquidity Cycles)
- Historic Cycle Structures are not an indication for future performance
- May not perfectly represent all market behavior
- Requires visual interpretation
This script is particularly interesting for investors who believe in cyclical market theories and want a visual, data-driven representation of market stages.
Weighted Global Liquidity Index (WGLI) ROCThe Weighted Global Liquidity Index (WGLI) ROC indicator calculates the rate of change (ROC) of the WGLI, providing valuable insights into the dynamics of global liquidity. The WGLI consolidates major central bank balance sheets and key financial indicators, such as Foreign Exchange Reserves, Interbank Rates, and Interest Rates, converted to USD and expressed in trillions. Specific US accounts like the Treasury General Account (TGA) and Reverse Repurchase Agreements (RRP) are subtracted from the Federal Reserve's balance sheet for a more detailed view of US liquidity.
Using both the WGLI and the WGLI ROC together allows users to track changes in global liquidity and understand policy trajectories and economic conditions. This dual approach offers insights into asset pricing and helps investors make informed decisions about capital allocation.
Feel free to explore and customize the WGLI ROC script to suit your analysis needs!
DTLLC Time & PriceDTLLC Time and Price with Signals
This indicator is built for traders who understand ICT concepts and want a structured, visual way to align time-based price action with key market levels. By combining customizable trading windows, breakout logic, and daily reference points, it helps you identify high-probability trade opportunities while filtering out market noise.
Key Features
1. Dual Custom Time Ranges (Kill Zones)
Set two independent time ranges per day (start/end hour and minute).
Each range identifies the highest high and lowest low within its window.
Built-in breakout detection generates buy/sell signals when price moves beyond these levels.
2. Volatility Filtering
Adjustable volatility threshold based on True Range relative to ATR.
Filters out low-quality signals during choppy, low-volatility conditions.
3. ATR-Based Stop Loss
Custom ATR length and stop-loss multiplier settings.
Automatically plots ATR-based stop levels for triggered trades.
4. Daily Key Levels
Plots Previous Day High, Previous Day Low, and Midnight Open continuously on the chart.
Useful for spotting breakout and reversal opportunities in line with ICT market structure concepts.
5. Liquidity & Engulfing Candle Highlights
Highlights potential liquidity grab zones (yellow candles) when significant highs/lows are set within your lookback period.
Detects bullish (green) and bearish (red) engulfing patterns for added confluence.
6. Visual & Signal Tools
Buy/Sell signals plotted directly on chart (separate colors for Range 1 and Range 2). Continuous plotting of reference levels to maintain market context throughout the session.
Example Use Case:
A common ICT-inspired reversal setup:
Wait for price to sweep the Previous Day’s High or Low during your chosen time range.
Look for a buy or sell signal with volatility confirmation.
Manage risk using the ATR-based stop-loss plot.
Disclaimer: This script is for educational purposes only and is not financial advice. Trade responsibly and always test strategies before applying them in live markets.
Smooth Cloud + RSI Liquidity Spectrum + Zig Zag Volume ProfileSmooth Cloud + RSI Liquidity Spectrum + Zig Zag++ Volume Profile" Indicator
| Advanced Trend & Liquidity Analysis.
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📌 Key Features & Enhancements (Zig Zag++)
This advanced indicator combines **trend-following moving averages, RSI momentum with liquidity factors, and an improved Zig Zag++ algorithm with volume profiling** for precise swing detection.
🔹 Zig Zag++ Upgrades:
✅ **Dynamic Reversal Detection** – Adapts to volatility using percentage-based pivots.
✅ **Volume-Weighted Swing Points** – Highlights high-liquidity turning points.
✅ **Multi-Timeframe Confirmation** – Uses historical pivots for stronger signals.
✅ **Volume Profile Clustering** – Reveals key support/resistance zones based on traded volume.
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📊 Indicator Components Breakdown
1️⃣ Smooth Cloud (Trend Filter)
- **Fast MA (20-period) & Slow MA (50-period)** – Configurable as EMA, SMA, or WMA.
- **Cloud Coloring** – Green when fast MA > slow MA (bullish), red otherwise (bearish).
- **Purpose**: Acts as a trend filter—only take trades in the direction of the cloud.
2️⃣ RSI Liquidity Spectrum (Momentum + Volume)
- **RSI (14-period default)** – Standard momentum oscillator.
- **Liquidity-Adjusted Momentum** = `(RSI + ROC(RSI,3)) * (Volume / SMA(Volume, RSI Length))`
- **Purpose**: Identifies overbought/oversold conditions with volume confirmation (high volume = stronger signal).
3️⃣ Zig Zag++ (Swing Detection & Volume Profiling)
📈 Zig Zag Logic:**
- **Percentage-Based Reversals** (default: 5%) – Only plots swings exceeding this threshold.
- **Pivot Tracking** – Stores price & bar index of each swing point in arrays.
- **Dynamic Line Drawing** – Connects swing points with yellow trendlines.
📊 Volume Profile at Swings:
- **Lookback Period** (200 bars default) – Analyzes volume distribution between Zig Zag turns.
- **10-Price Bin Clustering** – Splits the price range into 10 levels and calculates traded volume at each.
- **Transparency Scaling** – Higher volume zones appear darker (stronger support/resistance).
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🎯 Step-by-Step Trading Strategies
📈 Strategy 1: Trend-Following with RSI Liquidity Confirmation**
1. **Enter Long** when:
- Smooth Cloud is **green** (fast MA > slow MA).
- RSI Liquidity Momentum crosses above **30** (bullish momentum + volume).
- Price pulls back to the **Volume Profile high-volume zone** (demand area).
2. **Enter Short** when:
- Smooth Cloud is **red** (fast MA < slow MA).
- RSI Liquidity Momentum crosses below **70** (bearish momentum + volume).
- Price rallies into the **Volume Profile high-volume zone** (supply area).
3. **Exit** when:
- Zig Zag++ detects a new reversal (5% move against position).
- RSI Liquidity Momentum crosses back mid-level (50).
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📉 Strategy 2: Swing Trading with Zig Zag++ Pivots**
1. **Buy at Swing Lows** when:
- Zig Zag++ prints a **higher low** (bullish structure).
- Volume Profile shows **strong absorption** (high volume at the low).
- RSI Liquidity Momentum is rising from oversold (<30).
2. **Sell at Swing Highs** when:
- Zig Zag++ prints a **lower high** (bearish structure).
- Volume Profile shows **distribution** (high volume at the top).
- RSI Liquidity Momentum is falling from overbought (>70).
3. **Stop Loss**:
- Below the recent Zig Zag low (for longs).
- Above the recent Zig Zag high (for shorts).
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📌 Additional Enhancements (Pro Tips)**
- **Combine with Higher Timeframe (HTF) Cloud** – Use a 4H/1D cloud to filter trades.
- **Divergence Detection** – Hidden bullish/bearish divergences between Zig Zag & RSI Liquidity.
- **Volume Spike Confirmation** – Only trade if volume exceeds SMA(volume, 20) at reversal points.
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🚀 Conclusion
This **all-in-one indicator** provides:
✔ **Trend direction** (Smooth Cloud)
✔ **Momentum + Liquidity strength** (RSI Spectrum)
✔ **Precise swing points** (Zig Zag++)
✔ **Volume-based S/R zones** (Profile Clustering)
Best used on **15M-4H timeframes** for swing/day trading. Adjust parameters based on asset volatility.
[TTM] ICT Sessions & Ranges🌟 Overview 🌟
The ICT Sessions & Ranges Indicator helps traders identify key intraday price levels by marking custom session highs/lows and opening ranges.
It helps traders spot potential liquidity grabs, reversals, and breakout zones by tracking price behavior around these key areas
🌟 Session Highs & Lows – Liquidity Zones 🌟
Session highs and lows often attract price due to stop orders resting above or below them. These levels are frequently targeted during high-volatility moves.
🔹 Asia Session
- Usually ranges in low volatility.
- Highs/lows often get swept during early London.
- Price may raid these levels, then reverse.
🔹 London Session
- First major volatility of the day.
- Highs/lows often tested or swept in New York.
- Commonly forms the day’s true high or low.
🌟 Opening Range Concepts 🌟
The Opening Range is the first 15, 30, or 60 minutes of a session (e.g., New York).
The high (ORH) and low (ORL) define the market’s initial balance and key reaction levels.
🔹 Breakout Trade
- Price breaks ORH/ORL with momentum.
- Signals directional intent.
- Traders enter on the breakout, with stops inside the range.
🔹 Liquidity Raid
- Price briefly breaks ORH/ORL to trigger stops.
- Reverses after the sweep.
- Look for structure shift and entry near FVG or OB.
🌟 Customizable Settings 🌟
The indicator includes 3 configurable ranges , each with:
Start & End Time – Set any custom time window.
Display Type – Choose Box (highlight range) or Lines (mark high/low).
Color Settings – Set custom colors for boxes and lines.
🌟 Default Settings 🌟
Range 1 : 19:00–00:00 (Asia Session)
Range 2 : 01:45–05:15 (London Session)
Range 3 : 09:30–10:00 (NY Opening Range – 30m)
Amihud Liquidity RatioCalculates liquidity as a sort of moving average over time
The Amihud Illiquidity Ratio (ILLIQ) measures the price impact of trading volume. It's calculated as the absolute daily return divided by the daily dollar volume:
𝐼𝐿𝐿𝐼𝑄ₜ = |𝑅ₜ| / 𝑉𝑂𝐿𝐷ₜ
Where:
|𝑅ₜ| is the absolute value on return day t
𝑉𝑂𝐿𝐷ₜ is the dollar trading volume on day t
Here's how you can incorporate this indicator into your analysis:
1. Identifying Liquidity Regimes:
High Liquidity (Low Indicator Values): When the indicator is consistently low, it suggests a market or asset where it's generally easier to enter and exit positions without significant slippage. This might be a more favorable environment for strategies that rely on tight spreads and efficient order execution.
Low Liquidity (High Indicator Values): When the indicator is consistently high or spiking, it signals periods of lower liquidity. This can lead to:
Increased Volatility: Fewer participants and larger bid-ask spreads can amplify price movements.
Higher Slippage: Executing large orders might result in getting a worse price than expected.
Gap Risk: Significant price gaps can occur between trading sessions due to a lack of continuous trading interest.
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2. Confirming Trends and Breakouts:
Trend Confirmation:
Uptrend with Increasing Liquidity (Falling Amihud): A healthy uptrend often sees increasing participation and ease of trading. A falling Amihud during an uptrend can provide confidence in the trend's sustainability.
Uptrend with Decreasing Liquidity (Rising Amihud): An uptrend accompanied by rising Amihud might be less stable. It could suggest that the price increase is driven by fewer participants and might be more prone to reversals.
The same logic applies to downtrends, but in reverse.
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Breakout Confirmation:
Breakout with Increasing Liquidity (Falling Amihud): A breakout accompanied by increasing liquidity (falling Amihud) can suggest strong conviction and a higher probability of the breakout being sustained.
Breakout with Decreasing Liquidity (Rising Amihud): A breakout on low liquidity might be more suspect and could be a "fakeout" if there isn't enough sustained buying or selling pressure.
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3. Identifying Potential Reversal Points:
Liquidity Exhaustion: Sometimes, a prolonged period of low liquidity (high Amihud) might precede a reversal. The lack of active trading interest at those levels could make the price more susceptible to a shift in sentiment.
Liquidity Surges: A sudden spike in liquidity (a sharp drop in Amihud) after a period of low liquidity could indicate renewed interest and potentially the start of a new trend or a reversal of the previous one.
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Blockchain Fundamentals: Liquidity Cycle MomentumLiquidity Cycle Momentum Indicator
Overview:
This indicator analyzes global liquidity trends by calculating a unique Liquidity Index and measuring its year-over-year (YoY) percentage change. It then applies a momentum oscillator to the YoY change, providing insights into the cyclical momentum of liquidity. The indicator incorporates a limited historical data workaround to ensure accurate calculations even when the chart’s history is short.
Features Breakdown:
1. Limited Historical Data Workaround
Function: The limit(length) function adjusts the lookback period when there isn’t enough historical data (i.e., near the beginning of the chart), ensuring that calculations do not break due to insufficient data.
2. Global Liquidity Calculation
Data Sources:
TVC:CN10Y (10-year yield from China)
TVC:DXY (US Dollar Index)
ECONOMICS:USCBBS (US Central Bank Balance Sheet)
FRED:JPNASSETS (Japanese assets)
ECONOMICS:CNCBBS (Chinese Central Bank Balance Sheet)
FRED:ECBASSETSW (ECB assets)
Calculation Methodology:
A ratio is computed (cn10y / dxy) to adjust for currency influences.
The Liquidity Index is then derived by multiplying this ratio with the sum of the other liquidity components.
3. Year-over-Year (YoY) Percent Change
Computation:
The indicator determines the number of bars that approximately represent one year.
It then compares the current Liquidity Index to its value one year ago, calculating the YoY percentage change.
4. Momentum Oscillator on YoY Change
Oscillator Components:
1. Calculated using the Chande Momentum Oscillator (CMO) applied to the YoY percent change with a user-defined momentum length.
2. A weighted moving average (WMA) that smooths the momentum signal.
3. Overbought and Oversold zones
Signal Generation:
Buy Signal: Triggered when the momentum crosses upward from an oversold condition, suggesting a potential upward shift in liquidity momentum.
Sell Signal: Triggered when crosses below an overbought condition, indicating potential downward momentum.
State Management:
The indicator maintains a state variable to avoid repeated signals, ensuring that a new buy or sell signal is only generated when there’s a clear change in momentum.
5. Visual Presentation and Alerts
Plots:
The oscillator value and signalline are plotted for visual analysis.
Overbought and oversold levels are marked with dashed horizontal lines.
Signal Markers:
Buy and sell signals are marked with green and maroon circles, respectively.
Background Coloration:
Optionally, the chart’s background bars are colored (yellow for buy signals and fuchsia for sell signals) to enhance visual cues when signals are triggered.
Conclusion
In summary, the Liquidity Cycle Momentum Indicator provides a robust framework to analyze liquidity trends by combining global liquidity data, YoY changes, and momentum oscillation. This makes it an effective tool for traders and analysts looking to identify cyclical shifts in liquidity conditions and potential turning points in the market.
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.
Multi-Timeframe High Low (@JP7FX)Multi-Timeframe High Low Levels (@JP7FX)
This Price Action indicator displays high and low levels from a selected timeframe on your current chart.
These levels COULD represent areas of potential liquidity, providing key price points where traders can target entries, reversals, or continuation trades.
Key Features:
Display high and low levels from a selected timeframe.
Customize line width, colors for high and low levels, and label text color.
Enable or disable the display of high levels, low levels, and labels.
Receive alerts when the price takes out high or low levels.
How to use:
It is important to note that using this indicator on it's own is not advisable. Instead, it should be combined with other tools and analysis for a more comprehensive trading strategy.
Possibly look to use my MTF Supply and Demand Indicator to look for zones to trade from at these levels?
If the price breaks above a high level, you might consider entering a long position, with the expectation that the price will continue to rise. Conversely, if the price breaks below a low level, you may think about entering a short position, anticipating further downward movement.
On the other hand, you can also use high or low levels to look for reversal trades, as these areas can represent attractive liquidity zones.
By identifying these key price points, you could take advantage of potential market reversals and capitalise on new trading opportunities.
Always remember to use this indicator in conjunction with other technical analysis tools for the best results.
Additionally, you can enable alerts to notify you when the price takes out high or low levels, helping you stay informed about significant price movements.
This indicator could be a valuable tool for traders looking to identify key price points for potential trading opportunities.
As always with the markets, Trade Safe :)
US Liquidity-Weighted Business Cycle📈 BTC Liquidity-Weighted Business Cycle
This indicator models the Bitcoin macro cycle by comparing its logarithmic price against a log-transformed liquidity proxy (e.g., US M2 Money Supply). It helps visualize cyclical tops and bottoms by measuring the relative expansion of Bitcoin price versus fiat liquidity.
🧠 How It Works:
Transforms both BTC and M2 using natural logarithms.
Computes a liquidity ratio: log(BTC) – log(M2) (i.e., log(BTC/M2)).
Runs MACD on this ratio to extract business cycle momentum.
Plots:
🔴 Histogram bars showing cyclical growth or contraction.
🟢 Top line to track the relative price-to-liquidity trend.
🔴 Cycle peak markers to flag historical market tops.
⚙️ Inputs:
Adjustable MACD lengths
Toggle for liquidity trend line overlay
🔍 Use Cases:
Identifying macro cycle tops and bottoms
Timing long-term Bitcoin accumulation or de-risking
Confirming global liquidity's influence on BTC price movement
Note: This version currently uses US M2 (FRED:M2SL) as the liquidity base. You can easily expand it with other global M2 sources or adjust the weights.
MP MTF LiquidityMP MTF Liquidity
Multi-Timeframe Liquidity Levels – Automatic High/Low Tracking
This indicator automatically tracks and draws liquidity levels (recent highs and lows) from up to 6 custom timeframes directly on your chart. It’s designed for advanced traders who want to visualize important swing points and liquidity pools across multiple timeframes—ideal for Smart Money Concepts (SMC), ICT, and price action trading.
Key Features:
Multi-Timeframe Support:
Select up to 6 different timeframes (ex: 1H, 4H, Daily, Weekly, etc.), each with separate color and visibility controls.
Real Liquidity (No Repaint):
Levels are only drawn from fully closed bars on each timeframe—no lines from currently forming candles, ensuring accuracy and no forward-looking bias.
Automatic Detection:
Highs and lows are detected automatically. Levels that get swept (price breaks through) are converted to dashed lines for easy visual distinction.
Customizable:
Choose line colors for highs/lows and set the maximum number of active levels per timeframe to keep charts clean.
Extended Lines:
All levels are extended to the right, helping you see how current price interacts with past liquidity.
How It Works:
On every new bar of your chosen higher timeframe(s), the indicator records the high and low of the previous (just-closed) candle.
These levels are extended as rays until price sweeps (crosses) them.
When a level is swept, it is redrawn as a dashed line to highlight liquidity grabs or stop hunts.
No lines are drawn for the “live” bar—only confirmed, closed levels are displayed.
Who is this for?
SMC, ICT, and price action traders seeking high-confidence liquidity zones.
Intraday, swing, and multi-timeframe traders who want an automated, visual edge.
Anyone wanting to avoid repainting or “fake” levels from unfinished candles.
Tip:
Combine this indicator with your favorite order block, fair value gap (FVG), or market structure tools for even greater context and confluence.
Disclaimer:
No indicator guarantees profits. Always use with proper risk management and in conjunction with your trading plan.
Global M2 Money Supply (USD) GrowthThe Global M2 Growth indicator evaluates the total liquid money supply, including cash, checking deposits, and assets that can be easily converted to cash. It reflects changes in global liquidity by tracking year-on-year (YoY) changes in the Global M2 money supply rather than its absolute value. This approach highlights the velocity of liquidity expansion or contraction, offering a clearer understanding of its correlation with asset performance, such as Bitcoin.
How It Works
When the Global M2 money supply expands, it reflects an increase in available liquidity. This often leads to an influx of capital into higher-yielding and riskier assets like Bitcoin, equities, and commodities. Conversely, when M2 contracts, liquidity tightens, leading to declines in the values of these assets.
An essential insight is that Bitcoin's price is not immediately affected by changes in M2. Research shows a lag of approximately 56-60 days (around two months) between liquidity changes and Bitcoin's price movements. Shifting the liquidity data forward by this period improves the correlation between Global M2 and Bitcoin performance.
How to Use
Track Global M2 YoY Change: Focus on liquidity's yearly change to identify trends. Rapid increases in liquidity often signify favorable conditions for Bitcoin and other risk assets to rise, while contractions often predict price declines or consolidation phases.
Account for the Lag Effect: Incorporate the two-month lag into your analysis to predict Bitcoin's potential moves more accurately. For instance, a recent resurgence in liquidity growth could signal a Bitcoin rally within the next two months.
Use as a Macro Indicator: Monitor liquidity trends alongside other economic indicators and asset performance metrics to build a more comprehensive investment framework.
By tracking these dynamics, traders and investors can better anticipate Bitcoin's trajectory and make informed decisions.
Global Liquidity IndexThis custom indicator provides a composite measure of global liquidity by combining key central bank balance sheet data with additional liquidity proxies. The script aggregates asset data from major economies—including the United States, Japan, China, and the Eurozone—converting non-USD values into U.S. dollars using real-time exchange rates. It then subtracts selected liability measures (such as reverse repurchase agreements and other adjustments) to approximate net central bank liquidity.
Key features include:
• Multi-Regional Coverage:
Incorporates data from the U.S. Federal Reserve, Bank of Japan, Chinese central bank proxies, and the European Central Bank, allowing you to gauge liquidity across major global markets.
• Dynamic Currency Conversion:
Uses live exchange rates (JPY/USD, CNY/USD, EUR/USD) to ensure that all regional figures are consistently expressed in U.S. dollars.
• Customizable Weighting:
Assign adjustable weights to each region’s data, so you can reflect economic size or your own view of their relative importance.
• Additional Liquidity Proxies:
Optionally integrates measures for global money supply and global credit/repo activity (or other proxies of your choice) with user-defined scaling factors.
• User-Friendly Configuration:
All key parameters—including weights and scaling factors—are available as inputs, making the indicator flexible and easy to tailor to your analysis needs.
This indicator is designed for traders and analysts seeking a broad view of global monetary conditions. Whether you’re tracking shifts in central bank policies or assessing global market liquidity, the Global Liquidity Index provides an insightful, customizable tool to help you visualize and interpret liquidity trends over time.
ICT Candle Block (fadi)ICT Candle Block
When trading using ICT concepts, it is often beneficial to treat consecutive candles of the same color as a single entity. This approach helps traders identify Order Blocks, liquidity voids, and other key trading signals more effectively.
However, in situations where the market becomes choppy or moves slowly, recognizing continuous price movement can be challenging.
The ICT Candle Block indicator addresses these challenges by combining consecutive candles of the same color into a single entity. It redraws the resulting candles, making price visualization much easier and helping traders quickly identify key trading signals.
FVGs and Blocks
In the above snapshot, FVGs/Liquidity Voids, Order Blocks, and Breaker Blocks are easily identified. By analyzing the combined candles, traders can quickly determine the draw on liquidity and potential price targets using ICT concepts.
Unlike traditional higher timeframes that rigidly combine lower timeframe candles based on specific start and stop times, this indicator operates as a "mixed timeframe." It combines all buying and all selling activities into a single candle, regardless of when the transactions started and ended.
Limitations
There are currently TradingView limitations that affect the functionality of this indicator:
TradingView does not have a Candle object; therefore, this indicator relies on using boxes and lines to mimic the candles. This results in wider candles than expected, leading to misalignment with the time axis below (plotcandle is not the answer).
There is a limit on the number of objects that can be drawn on a chart. A maximum of 500 candles has been set.
A rendering issue may cause a sideways box to appear across the chart. This is a display bug in TradingView; scroll to the left until it clears.
Fed Net LiquidityNet Liquidity = Federal Reserve Total Assets - Treasury General Account (TGA) - Reverse Repurchase Agreements (RRP) Balance
1. Federal Reserve Total Assets: This is the sum of everything the Fed owns, like government bonds and mortgage-backed securities. You can snag this data from the Fed’s weekly balance sheet report.
2. Treasury General Account (TGA): Think of this as the U.S. government’s checking account at the Fed. When the TGA balance goes up, it means the government is pulling liquidity out of the market, and vice versa.
3. Reverse Repurchase Agreements (RRP) Balance: This represents the liquidity the Fed absorbs from the market through reverse repo operations. When financial institutions park money in the Fed’s RRP account, there’s less cash available in the market.
Why Use Net Liquidity?
Net liquidity is seen as a key indicator of the actual amount of money available in the market. It helps gauge the overall liquidity conditions that can influence financial markets.
Where to Find the Data:
1. Federal Reserve Total Assets: You can find this in the Fed’s weekly balance sheet (the H.4.1 report). Here’s the link: Federal Reserve Statistical Release - H.4.1.
Steps to Calculate Net Liquidity Yourself:
1. Get the Fed’s Total Assets: Look up the latest H.4.1 report and jot down the total assets figure.
2. Find the TGA Balance: Head over to the U.S. Treasury’s Daily Treasury Statement to locate the “Treasury General Account” balance.
3. Get the RRP Balance: You can find this number in the H.4.1 report or on the New York Fed’s website under “Reverse Repurchase Agreements.”
4. Do the Math: Simply subtract the TGA and RRP balances from the Fed’s total assets—that gives you the net liquidity.
Central Banks Balance Sheets ROI% ChangeIntroducing the "Central Banks Balance Sheets ROI% Change" indicator, a tool designed to offer traders and analysts an understanding of global liquidity dynamics.
This indicator tracks the Return on Investment (ROI) percentage changes across major central banks' balance sheets, providing insights into shifts in global economic liquidity not tied to cumulative figures but through ROI calculations, capturing the pulse of overall economic dynamics.
Key Enhancements:
ROI Period Customization: Users can now adjust the ROI calculation period, offering flexibility to analyze short-term fluctuations or longer-term trends in central bank activities, aligning with their strategic time horizons.
Chart Offset Feature: This new functionality allows traders to shift the chart view, aiding in the alignment of data visualization with other indicators or specific analysis needs, enhancing interpretive clarity.
Central Bank Selection: With options to include or exclude data from specific central banks among the world's top 15 economies (with the exception of Mexico and the consolidation of the EU's central bank data), traders can tailor the analysis to their regional focus or diversification strategies.
US M2 Option: Recognizing the significance of the M2 money supply as a liquidity metric, this indicator offers an alternative view focusing solely on the US M2, allowing for a concentrated analysis of the US liquidity environment.
Comprehensive Coverage: The tool covers a wide array of central banks, including the Federal Reserve, People's Bank of China, European Central Bank, and more, ensuring a broad and inclusive perspective on global liquidity.
Visualization Enhancements: A histogram plot vividly distinguishes between positive and negative ROI changes, offering an intuitive grasp of liquidity expansions or contractions at a glance.
This indicator is a strategic tool designed for traders who seek to understand the undercurrents of market liquidity and its implications on global markets.
Whether you're assessing the impact of central bank policies, gauging economic health, or identifying investment opportunities, the "Central Banks Balance Sheets ROI% Change" indicator offers a critical lens through which to view the complex interplay of global liquidity factors.
NetLiquidityLibraryLibrary "NetLiquidityLibrary"
The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, 0 is returned.
Parameters:
t : The timestamp of the date you are requesting the Net Liquidity value for.
Returns: The Net Liquidity value for the specified date.
get_net_liquidity()
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Net Liquidity time series.
Valid Monthly LevelsValid Monthly Levels (No Sweeps) + Smart Labels
This tool automatically plots the highs and lows of each completed monthly candle and tracks their validity in real time. A level is considered valid until it has been swept (price trades strictly beyond that high or low). Once swept, the line and label can either be removed or dimmed depending on your settings.
Key features:
Monthly highs and lows: Each month’s range is marked with horizontal levels that extend forward.
Valid vs. swept logic: Levels are only valid until breached; swept levels can be hidden or kept as dotted/grey lines.
Smart labels: Each level is labeled with the month and year (e.g., Sep ’25 H/L). On higher timeframes, labels sit at the candle; on lower timeframes, labels automatically shift to the right edge so they don’t disappear off-screen.
Customizable appearance: Choose colors for highs, lows, and swept levels; adjust line styles; and limit how many past months are shown.
Clutter control: Cap the maximum number of labels, so your chart stays readable even on small intraday timeframes.
This indicator is useful for traders who track monthly supply/demand extremes, liquidity sweeps, and higher-timeframe context when executing on lower timeframes.
Untouched ExtremesWhat it is
Untouched Extremes plots horizontal levels at green-candle highs and red-candle lows. Each level is considered “untouched” (clean liquidity) until price revisits it; on the first valid touch the line auto-deletes, keeping only live targets on your chart.
How it works (logic)
Bar close event
If close > open, the script draws a line at that bar’s high and extends it to the right.
If close < open, it draws a line at that bar’s low and extends it to the right.
(Optional) Perfect/almost-dojis can be classified as green or red via settings.
Touch & removal
A green-high line is removed when any later bar’s high ≥ level (optionally within a tick tolerance).
A red-low line is removed when any later bar’s low ≤ level (optionally within a tick tolerance).
You can delay deletion by N bars to make the touch visible before the line disappears.
Housekeeping
Maximum active lines per side and line styling are user-configurable.
Why it’s useful
Untouched highs/lows often coincide with resting liquidity and incomplete price probes. Tracking them helps:
Define targets and magnets price may seek.
Frame mean-reversion rotations after a failed push.
Keep the chart clean: only levels that have not been traded are displayed.
How to use it (trading idea)
Confirmation rule: Treat the line as a level/zone. Price can pierce it; wait for a clear reversal candle pattern (e.g., pin bar, engulfing, strong momentum shift) at or immediately after the touch.
Directional play:
If a bullish reversal pattern forms at/around a red-low line, the working assumption is that price will move toward the first untouched upper line (nearest green-high line above). Many traders use that as the primary target.
Conversely, if a bearish reversal pattern forms at/around a green-high line, expect rotation toward the first untouched lower line.
Risk management: Stops typically go just beyond the level or beyond the pattern’s wick. Consider a fixed R:R (e.g., 1:2) and partials at intermediate levels.
Settings
Doji handling: Choose how to classify close ≈ open bars (Green / Red / Ignore). A small equality margin (ticks) helps with rounding on some symbols.
Touch tolerance (ticks): Counts near-misses as touches if desired.
Deletion delay (bars): Wait N bars after creation before a line becomes eligible for deletion.
Max lines per side / width / colors: Keep the view readable.
Tips
Works on any symbol/timeframe; lower TFs produce more levels—adjust Max lines accordingly.
Combining with a trend filter (e.g., EMA-200), ATR distance, or volume clues can improve selectivity.
If spreads or wicks are noisy, increase tolerance slightly and/or use deletion delay to visualize touches.
Note: This tool provides structure and potential targets, not signals by itself. Always require your reversal pattern as confirmation and manage risk appropriately.
