Daily Liquidity Peaks and Troughs [ST]Daily Liquidity Peaks and Troughs
Description in English:
This indicator identifies peaks and troughs of highest liquidity on a daily timeframe by analyzing volume data. It helps traders visualize key points of high buying or selling pressure, which could indicate potential reversal or continuation areas.
Detailed Explanation:
Configuration:
Lookback Length: This input defines the period over which the highest high and lowest low are calculated. The default value is 14. This means the script will look at the past 14 bars to determine if the current high or low is a pivot point.
Volume Threshold Multiplier: This input defines the multiplier for the average volume. For example, a multiplier of 1.5 means the volume needs to be 1.5 times the average volume to be considered a significant peak or trough.
Peak Color: This input sets the color for liquidity peaks. The default color is red.
Trough Color: This input sets the color for liquidity troughs. The default color is green.
Volume Calculation:
Average Volume: The script calculates the simple moving average (SMA) of the volume over the lookback period. This helps to identify periods of significantly higher volume.
Volume Threshold: The threshold is determined by multiplying the average volume by the volume threshold multiplier. Only volumes exceeding this threshold are considered significant.
Identifying Peaks and Troughs:
Liquidity Peak: A peak is identified when the current high is the highest high over the lookback period and the current volume exceeds the volume threshold. This indicates a potential area of strong selling pressure.
Liquidity Trough: A trough is identified when the current low is the lowest low over the lookback period and the current volume exceeds the volume threshold. This indicates a potential area of strong buying pressure.
These peaks and troughs are marked on the chart with labels and shapes for easy visualization.
Plotting Peaks and Troughs:
Labels: The script uses labels to mark peaks and troughs on the chart. Peaks are marked with a red label and troughs with a green label.
Shapes: The script plots triangles above peaks and below troughs to highlight these areas visually.
Indicator Benefits:
Liquidity Identification: Helps traders identify key areas of high liquidity, indicating strong buying or selling pressure.
Visual Cues: Provides clear visual signals for potential reversal or continuation points, aiding in making informed trading decisions.
Customizable Parameters: Allows traders to adjust the lookback length and volume threshold to suit different trading strategies and market conditions.
Justification of Component Combination:
Peaks and Troughs Identification: Combining pivot points with volume analysis provides a robust method to identify significant liquidity areas. This helps in detecting potential market reversals or continuations.
Volume Analysis: Utilizing average volume and volume threshold ensures that only significant volume spikes are considered, enhancing the accuracy of identified peaks and troughs.
How Components Work Together:
The script first calculates the average volume over the specified lookback period.
It then checks each bar to see if it qualifies as a liquidity peak or trough based on the highest high, lowest low, and volume threshold.
When a peak or trough is identified, it is marked on the chart with a label and a shape, providing clear visual cues for traders.
Título: Picos e Fundos de Liquidez Diários
Descrição em Português:
Este indicador identifica picos e fundos de maior liquidez no gráfico diário, analisando os dados de volume. Ele ajuda os traders a visualizar pontos-chave de alta pressão de compra ou venda, o que pode indicar áreas potenciais de reversão ou continuação.
Explicação Detalhada:
Configuração:
Comprimento de Retrocesso: Este input define o período sobre o qual a máxima e mínima são calculadas. O valor padrão é 14. Isso significa que o script analisará os últimos 14 candles para determinar se a máxima ou mínima atual é um ponto de pivô.
Multiplicador de Limite de Volume: Este input define o multiplicador para o volume médio. Por exemplo, um multiplicador de 1.5 significa que o volume precisa ser 1.5 vezes o volume médio para ser considerado um pico ou fundo significativo.
Cor do Pico: Este input define a cor para os picos de liquidez. A cor padrão é vermelha.
Cor do Fundo: Este input define a cor para os fundos de liquidez. A cor padrão é verde.
Cálculo do Volume:
Volume Médio: O script calcula a média móvel simples (SMA) do volume ao longo do período de retrocesso. Isso ajuda a identificar períodos de volume significativamente mais alto.
Limite de Volume: O limite é determinado multiplicando o volume médio pelo multiplicador de limite de volume. Apenas volumes que excedem esse limite são considerados significativos.
Identificação de Picos e Fundos:
Pico de Liquidez: Um pico é identificado quando a máxima atual é a máxima mais alta no período de retrocesso e o volume atual excede o limite de volume. Isso indica uma potencial área de forte pressão de venda.
Fundo de Liquidez: Um fundo é identificado quando a mínima atual é a mínima mais baixa no período de retrocesso e o volume atual excede o limite de volume. Isso indica uma potencial área de forte pressão de compra.
Esses picos e fundos são marcados no gráfico com etiquetas e formas para fácil visualização.
Plotagem de Picos e Fundos:
Etiquetas: O script usa etiquetas para marcar picos e fundos no gráfico. Os picos são marcados com uma etiqueta vermelha e os fundos com uma etiqueta verde.
Formas: O script plota triângulos acima dos picos e abaixo dos fundos para destacar essas áreas visualmente.
Benefícios do Indicador:
Identificação de Liquidez: Ajuda os traders a identificar áreas-chave de alta liquidez, indicando forte pressão de compra ou venda.
Cues Visuais: Fornece sinais visuais claros para pontos potenciais de reversão ou continuação, auxiliando na tomada de decisões informadas.
Parâmetros Personalizáveis: Permite que os traders ajustem o comprimento de retrocesso e o limite de volume para se adequar a diferentes estratégias de negociação e condições de mercado.
Justificação da Combinação de Componentes:
Identificação de Picos e Fundos: A combinação de pontos de pivô com análise de volume fornece um método robusto para identificar áreas significativas de liquidez. Isso ajuda na detecção de potenciais reversões ou continuações de mercado.
Análise de Volume: Utilizar o volume médio e o limite de volume garante que apenas picos de volume significativos sejam considerados, aumentando a precisão dos picos e fundos identificados.
Como os Componentes Funcionam Juntos:
O script primeiro calcula o volume médio ao longo do período especificado de retrocesso.
Em seguida, verifica cada barra para ver se ela se qualifica como um pico ou fundo de liquidez com base
在腳本中搜尋"liquidity"
Smart Money Liquidity Heatmap [AlgoAlpha]🌟📈 Introducing the Smart Money Liquidity Heatmap by AlgoAlpha! 🗺️🚀
Dive into the depths of market liquidity with our innovative Pine Script™ indicator designed to illuminate the trading actions of smart money! This meticulously crafted tool provides an enhanced visualization of liquidity flow, highlighting the dynamics between smart and retail investors directly on your chart! 🌐🔍
🙌 Key Features of the Smart Money Liquidity Heatmap:
🖼️ Visual Clarity: Uses vibrant heatmap colors to represent liquidity concentrations, making it easier to spot significant trading zones.
🔧 Customizable Settings: Adjust index periods, volume flow periods, and more to tailor the heatmap to your trading strategy.
📊 Dynamic Ratios: Computes the ratio of smart money to retail trading activity, providing insights into who is driving market movements.
👓 Transparency Options: Modify color intensity for better visibility against various chart backgrounds.
🛠 How to Use the Smart Money Liquidity Heatmap:
1️⃣ Add the Indicator:
Add the indicator to favourites. Customize settings to align with your trading preferences, including periods for index calculation and volume flow.
2️⃣ Market Analysis:
Monitor the heatmap for high liquidity zones signalled by the heatmap. These are potential areas where smart money is actively engaging, providing crucial insights into market dynamics.
Basic Logic Behind the Indicator:
The Smart Money Liquidity Heatmap utilizes the Smart Money Interest Index Indicator and operates by differentiating between the trading behaviors of informed (smart money) and less-informed (retail) traders. It calculates the differences between specific volume indices—Positive Volume Index (PVI) for retail investors and Negative Volume Index (NVI) for institutional players—and their respective moving averages, highlighting these differences using the Relative Strength Index (RSI) over user-specified periods. This calculation generates a ratio that is then normalized and compared against a threshold to identify areas of high institutional trading interest, visually representing these zones on your chart as vibrant heatmaps. This enables traders to visually identify where significant trading activities among smart money are occurring, potentially signalling important buying or selling opportunities.
🎉 Elevate your trading experience with precision, insight, and clarity by integrating the Smart Money Liquidity Heatmap into your toolkit today!
Normalized Global Net Liquidity + HMA Smoothed RoCThis script calculates "Global Net Liquidity" using various financial data sources, and integrates Rate of Change (RoC) visualization alongside an Equity Hull Moving Average (HMA) plot. It also features an additional "Global Liquidity" metric that is subsequently scaled and plotted.
First, several financial indicators are requested and combined to form the "Global Net Liquidity Indicator." A Rate of Change (RoC) is then calculated, and this RoC, alongside the Equity Hull Moving Average (HMA), is plotted. Next, a "Global Liquidity" measure is formed by combining various financial data.
In summary, this script involves achieving a comprehensive visualization of liquidity-related indicators and measures, providing an inclusive outlook into the nature of global liquidity trends.
The main plot is the 3 liquidity metrics averaged together and normalized then scaled between -1 and 1 for TPI scoring.
You can customize the weighting for each metric, as well as the lookback period for all 3 metrics.
-1 = Negative Trend
1 = Positive Trend
Yellow = Global Net Liquidity
Blue = RoC
Red = Equity HMA
This is insight into global liquidity, and not to be taken in anyway as trading signals. This is an analysis tool to be combined with further research.
ICT HTF MSS & Liquidity (fadi)ICT HTF MSS & Liquidity provides higher timeframe view of where the liquidity may reside and when higher timeframe market structure shift has occurred.
In his 2022 mentorship, ICT has advocated used the 15m chart to watch for liquidity and looking for lower timeframes for entry (5m,4m,3m,2m,1m).
Liquidity will reside above pivot points and ICT pivot points are based on 3 candle formation for the short term, three short term formation for intermediate, and three intermediate formation for the long terms.
Options
Timeframe Timeframe to monitor
Use the Short, Intermediate, or Long Term highs and lows
Liquidity Styles
Open liquidity line style, size, and color
Claimed liquidity line style, size, and color
Extend the open liquidity line beyond the current candle
Number of lines to display, this includes claimed and open
Swing Volume Profiles [LuxAlgo]The Swing Volume Profiles indicator aims to calculate and highlight trading activity at specific price levels between two swing points; allowing traders to reveal dominant and/or significant price levels based on volume.
By measuring traded volume at all price levels in the market over a specified time period, the script can also be used to detect some key analysis generally such as supply & demand, buy-side & sell-side liquidity levels, unfilled liquidity voids, and imbalances that can highlight on the chart.
🔶 USAGE
A volume profile is an advanced charting tool that displays the traded volume at different price levels over a specific period. It helps you visualize where the majority of trading activity has occurred.
Key Levels are the areas where the volume is concentrated or where there are significant volume spikes. These levels are known as key support and resistance levels. High-volume nodes indicate areas of high activity and are likely to act as support or resistance in the future.
Volume profile also helps identify value areas, which represent the price levels where the most trading activity has taken place. These levels can act as areas of support or resistance as traders perceive them as fair value.
The Point of Control describes the price level where the most volume was traded. A Naked Point of Control (also called a Virgin Point of Control) is a previous POC that has not been traded. Extending PoC options 'Until Bar Cross' or 'Until Bar Touch' helps in identifying Naked Point of Control Lines.
Previous PoC levels can serve as support and resistance for future price movements. Extending PoC Level 'Until Last Bar' option will help to identify such levels.
🔶 DETAILS
One of the unique features of the script is its ability to detect some other key levels such as levels of acceptance and rejection.
Levels of rejection we may summarize as supply and demand levels, these are also referred to as buy-side and sell-side liquidity levels. They usually occur at extreme highs or lows, where prices may be too high for buyers (high supply, low demand) or too low for sellers (low supply, high demand)
Levels of acceptance are the levels where Liquidity Voids occur, these are also referred to imbalances. Liquidity voids are sudden changes in price when the price jumps from one level to another. The peculiar thing about liquidity voids is that they almost always fill up, so we call them levels of acceptance.
🔶 ALERTS
When an alert is configured, the user will have the ability to be notified in case:
Point Of Control Line is touched/crossed
Value Area High Line is touched/crossed
Value Area Low Line is touched/crossed
🔶 SETTINGS
🔹 Display Options
Mode: Controls the lookback length of detection and visualization, where Present assumes last X bars specifid in '# Bars' option and Historical assumes all data available to the user as well as allowed limits of visiual objects (boxs, lines, labels etc)
# Bars: Controls the lookback length.
🔹 Swing Volume Profiles
The script takes into account user-defined parameters and plots volume profiles. Due to Pine Script™ drwaing objects limit only total volume profiles are presented.
Swing Detection Length: Lookback period
Swing Volume Profiles: Toggles the visibility of the Volume Profiles, with color options to differentiate the Value Area within a profile.
Profile Range Background Fill: Toggles the visibility of the Volume Profiles Range
🔹 Point of Control (PoC)
Point of Control (POC) – The price level for the time period with the highest traded volume
Point of Control (PoC): Toggles the visibility of the Point of Control
Developing PoC: Toggles the visibility of the Developing PoC
Extend PoC: Option that allows detecting virgin PoC levels. Virgin Point of Control (VPoC) is defined as a Point of Control that has never been revisited or touched. The option also allows PoC levels to extend till the last bar aiming to present levels from history where the levels were traded significantly and those levels can be used as support and resistance levels.
🔹 Value Area (VA)
Value Area (VA) – The range of price levels in which the specified percentage of all volume was traded during the time period.
Value Area Volume %: Specifies percentage of the Value Area
Value Area High (VAH): Toggles the visibility of the Value Area High, the highest price level within the Value Area
Value Area Low (VAL): Toggles the visibility of the Value Area Low, the lowest price level within the Value Area
Value Area (VA) Background Fill: Toggles the visibility of the Value Area Range
🔹 Liquidity Levels / Voids
Unfilled Liquidity, Thresh: Enable display of the Unfilled Liquidity Levels and Liquidity Voids, where threshold value defines the significance of the level.
🔹 Profile Stats
Position, Size: Specifies the position and the size of the label presenting Profile Stats, the tooltip of the label includes all related info for each profile.
Price, Price Change, and Cumulative Volume: Enable display of the given options on the chart.
🔹 Volume Profile Others
Number of Rows: Specify how many rows each histogram will have. Caution, having it set to high values will quickly hit Pine Script™ drawing objects limit and may cause fewer historical profiles to be displayed.
Placement: Place profile either left or right.
Profile Width %: Alters the width of the rows in the histogram, relative to the calculated profile length.
🔶 RELATED SCRIPTS
Alternative Liquidity Void Detection script, Buyside-Sellside-Liquidity
BTCUSD Price prediction based on central bank liquidityIn recent months the idea that Bitcoin prices are increasingly linked to liquidity provided by central banks has gained strength. Multiple opinion leaders in the bitcoin space have shared their thoughts to explain why this is happening and why it makes sense. Some of these people I'm talking about are Preston Pysh, Dr. Jeff Ross, Steven McClurg, Lynn Alden among others.
The reality is that the correlation between market liquidity, measured as Assets held by the Federal Reserve, Bank of Japan and European Central bank, and Bitcoin prices is high. This made me wonder whether a regression between "market liquidity" and BTCUSD prices made sense in order to understand where Bitcoin prices are in relation to the liquidity in the market. After several trials I ended up fitting a polynomial regression of degree 5 between Market Liquidity and BTCUSD prices since 2013. This regression resulted in r-squared value of 90.93%. I initially visualized the results in python notebooks but then I thought it would be cool to be able to see them in real-time in tradingview.
That's where this script comes handy...
This script takes the coefficients and intercept from the polynomial regression I built and applies them to the "market_liquidity" index. In addition, it adds upper and lower bound lines to the prediction based on a 95% confidence interval. As you will see, particularly since 2020, the price of bitcoin has rarely been above or below the lines representing the 95% confidence interval. When price has actually crossed these lines it's been in moments where Bitcoin was highly overbought or oversold. Therefore this indicator could be used to understand when it's a good moment to enter or exit the market based on central bank fundamentals.
Here's the detailed step-by-step description of what the script does
1) It defines the coefficients obtained from running the regression betweeen "market liquidity" and BTCUSD. Market liquidity is defined as:
Market liquidity = FRED:WALCL + FX_IDX:JPYUSD*FRED:JPNASSETS + FX:EURUSD*FRED:ECBASSETSW - FRED:RRPONTSYD - FRED:WTREGEN
2) It defines a scale factor. The reason for this is that coefficients from the regression are very small numbers, given the huge numbers of the value of assets held by central banks. Pinescript doesn't support numbers with many decimals and rounds them to 0, so the coefficients had to be scaled up in order to be able to calculate the regression results.
3) It calculates market liquity with the formula defined above. Market liquidity is calculated in US Dollars.
4) It calculates the predicted BTCUSD price based on the coefficients and the market liquidity values.
5) It scales down the values by the same factor used to scale the coefficients up
6) It defines the standard deviation of the "potential_btcusd_price_scaled" and the actual BTCUSD prices.
7) It defines upper and lower bounds to the BTCUSD price prediction using a z-score of 1.96, which is equivalent to 95% confidence interval.
8) Lastly it plots the BTCUSD price prediction (orange) and the upper (red) and lower(green) confidence intervals.
The script can be updated as the correlation of BTCUSD to central bank assets changes (the slope values can be updated).
How to use it:
When actual BTCUSD price (blue line in the chart) crosses over the red line (upper bound) or crosses under the green line (lower bound) it should be taken as a sign that the price of BTCUSD may be overvalued or undervalued based on the value of assets held by major central banks.
Swing High/Low with Liquidity Sweeps🧠 Overview
This indicator identifies swing highs and swing lows based on user-defined candle lengths and checks for liquidity sweeps—situations where the price breaks a previous swing level but then closes back inside, indicating a potential false breakout or stop hunt. It also supports visual labeling and alerts for these events.
⚙️ Inputs
Swing Length (must be odd number ≥ 3):
Determines how many candles are used to identify swing highs/lows. The central candle must be higher or lower than all neighbors within the range.
Example: If swingLength = 5, the central candle must be higher/lower than the 2 candles on both sides.
Sweep Lookback (bars):
Defines how many bars to look back for possible liquidity sweeps.
Show Swing Labels (checkbox):
Optionally display labels on the chart when a swing high or low is detected.
Show Sweep Labels (checkbox):
Optionally display labels on the chart when a liquidity sweep occurs.
🕯️ Swing Detection Logic
A Swing High is detected when the high of the central candle is greater than the highs of all candles around it (as per the defined length).
A Swing Low is detected when the low of the central candle is lower than the lows of surrounding candles.
Swing labels are placed slightly above (for highs) or below (for lows) the candle.
💧 Liquidity Sweep Logic
A Sweep High is triggered if:
The current high breaks above a previously detected swing high,
And then the candle closes below that swing high,
Within the configured lookback window.
A Sweep Low is triggered if:
The current low breaks below a previous swing low,
And then closes above it,
Within the lookback window.
These are often seen as stop hunts or fake breakouts.
🔔 Alerts
Sweep High Alert: Triggered when a sweep above a swing high occurs.
Sweep Low Alert: Triggered when a sweep below a swing low occurs.
You can use these to set up TradingView alerts to notify you of potential liquidity grabs.
📊 Use Cases
Identifying market structure shifts.
Spotting fake breakouts and potential reversals.
Assisting in smart money concepts and liquidity-based trading.
Supporting entry timing in trend continuation or reversal strategies.
BTC-OTHERS Liquidity PivotBTC-OTHERS Liquidity Map – 1-hour Multi-Asset Pivot Scanner
WHAT IT DOES
This script tracks liquidity shifts between Bitcoin (BTC) and the broader alt-coin market (the OTHERS market-cap index that excludes the top-10 coins). It labels every confirmed 1-hour swing high or low on both assets, then flags four states:
BearPivot – BTC prints a new swing High while OTHERS does not; liquidity crowds into BTC and alts are weak.
BullPivot – BTC prints a swing Low and OTHERS forms a Higher Low; fresh liquidity starts flowing into stronger alts.
BearCon – BTC prints a swing Low and OTHERS forms a Lower Low; down-trend continuation.
BullCon – No new BTC Low while OTHERS makes a Higher High; up-trend continuation.
Signals appear on the actual pivot bar (offset back by the look-back length), so they never repaint after confirmation.
HOW THE PIVOTS ARE FOUND
• Symmetrical window: “Pivot Len” bars to the left and right (default 21).
• Full confirmation on both sides delivers stable, non-repainting pivots at the cost of about Pivot Len bars’ delay.
• Labels are offset –Pivot Len so they sit on the genuine extreme.
INPUTS
Symbols: BTC symbol and an OTHERS symbol so you can switch exchanges or choose another alt index.
Pivot Len: tighten for faster but noisier signals; widen for cleaner pivots.
Style: customise shape and text colours.
PLOTS AND ALERTS
Four labelled shapes (BearPivot, BullPivot, BearCon, BullCon) plot above or below price. Each label is linked to an alertcondition, so you can create one-click alerts and stay informed without watching the screen.
TYPICAL WORKFLOW
1. Attach the script to any 1-hour BTC chart (or leave the script’s timeframe empty to follow your current chart TF).
2. Turn on alerts to receive push/email notifications.
3. Use the labels as a liquidity compass, combining them with volume, funding or your own strategy for actual entries and exits.
Enjoy and trade safe.
IU Liquidity Flow TrackerDESCRIPTION
The IU Liquidity Flow Tracker is a powerful market analysis tool designed to visualize hidden buying and selling activity by analyzing price action, volume behavior, market pressure, and depth. It provides a composite view of liquidity dynamics to help traders identify accumulation, distribution, and neutral phases with high clarity.
This indicator is ideal for traders who want to gauge the flow of market participants and make informed entry/exit decisions based on the underlying liquidity structure.
USER INPUTS:
* Flow Analysis Period: Length used for analyzing price spread and volume flow.
* Pressure Sensitivity: Adjusts the sensitivity of threshold detection for flow classification.
* Flow Smoothing: Controls the smoothing applied to raw flow data.
* Market Depth Analysis: Sets the depth range for rejection and wick analysis.
* Colors: Customize colors for accumulation, distribution, neutral zones, and pressure visualization.
INDICATOR LOGIC:
The IU Liquidity Flow Tracker uses a multi-factor model to evaluate market behavior:
1. Liquidity Pressure: Combines price spread, price efficiency, and volume imbalance.
2. Flow Direction: Weighted momentum using short, medium, and long-term price changes adjusted for volume.
3. Market Depth: Wick-based rejection scoring to estimate buying/selling aggressiveness at price extremes.
4. Composite Flow Index: Blended value of flow direction, pressure, and depth—smoothed for clarity.
5. Dynamic Thresholds: Automatically adjusts based on volatility to classify the market into:
* Accumulation: Strong buying signals.
* Distribution: Strong selling signals.
* Neutral: No significant flow dominance.
6. Entry Signals: Long/Short signals are generated when flow state shifts, supported by momentum, volume surge, and depth strength.
WHY IT IS UNIQUE:
Unlike typical indicators that rely solely on price or volume, this tool combines spread behavior, volume polarity, momentum weighting, and price rejection zones into a single visual interface. It dynamically adjusts sensitivity based on market volatility, helping avoid false signals during sideways or low-volume periods.
It is not based on any traditional indicator (RSI, MACD, etc.), making it ideal for traders looking for an original and data-driven market read.
HOW USER CAN BENEFIT FROM IT:
* Understand Market Context: Know whether the market is being accumulated, distributed, or ranging.
* Improve Entries/Exits: Use flow transitions combined with volume confirmation for high-probability setups.
* Spot Institutional Activity: Detect subtle shifts in liquidity that precede major price moves.
* Reduce Whipsaws: Dynamic thresholds and multi-factor confirmation help filter noise.
* Use with Any Style: Whether you're a swing trader, day trader, or scalper, this tool adapts to different timeframes and strategies.
DISCLAIMER:
This indicator is created for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. All trading involves risk, and users should conduct their own analysis or consult with a qualified financial advisor before making any trading decisions. The creator is not responsible for any losses incurred through the use of this tool. Use at your own discretion.
AMD Liquidity Sweep with AlertsAMD Liquidity Sweep with Alerts
Identify key liquidity levels from the Asian trading session with visual markers and alerts.
📌 Key Features:
Asia Session Detection
Customizable start/end hours (0-23) to match your trading timezone
Automatically calculates session high/low
Smart Swing Level Identification
Finds the closest significant swing high ≥ Asia high
Finds the closest significant swing low ≤ Asia low
Adjustable pivot sensitivity (# of left/right bars)
Professional Visuals
Dashed reference lines extending into the future
Blue-highlighted key levels
Clean label formatting with precise price levels
Trading Alerts
Price-cross alerts for liquidity breaks
Visual markers (triangles) when levels are breached
Separate alerts for buy-side/sell-side liquidity
Customization Options
Toggle intermediate swing highlights
Adjust label sizes
💡 Trading Applications:
Institutional Levels: Identify zones where Asian session liquidity pools exist
Breakout Trading: Get alerted when price breaches Asian session ranges
S/R Flip Zones: Watch how price reacts at these key reference levels
London/NY Open: Use Asian levels for early European session trades
🔧 How to Use:
Set your preferred Asia session hours
Adjust pivot sensitivity (default 1 bar works for most timeframes)
Enable alerts for breakouts if desired
Watch for reactions at the plotted levels
Enhanced Volume w/ Pocket Pivots, Milestones & LiquiditySure! Here’s a professional and clear **description** you can use when saving or publishing the script on TradingView:
---
## 📄 Script Description: *Enhanced Volume w/ Pocket Pivots, Milestones & Liquidity*
This custom volume indicator enhances the default volume view by combining key institutional-level insights into a single tool. It highlights meaningful volume activity, liquidity conditions, and milestone events to help traders better understand accumulation/distribution and smart money participation.
### 🔍 Features:
* **Color-coded volume bars**:
* 🔵 **Pocket Pivot Volume (PPV)**: Up-day with volume > highest down-day volume of last 10 bars.
* 🟢 **Up Volume**: Up-day with volume > 50-day average.
* 🔴 **Down Volume**: Down-day with volume > 50-day average.
* 🟠 **Dry Volume**: Low-volume bars < 20% of 50-day average.
* ⚫ **Neutral/Other bars**: No significant signal.
* **Volume Milestones**:
* **HVE**: Highest volume ever (20 years lookback).
* **HVY**: Highest volume in the past 1 year (252 bars).
* **HVQ**: Highest volume in the past quarter (63 bars).
* **Projected Volume**:
* Real-time estimate of end-of-day volume based on elapsed session time.
* **Liquidity Metrics**:
* Displays current and 50-day average dollar volume.
* Estimates 1-minute liquidity for large-position feasibility.
* **Relative Volume Label**:
* Displays how today’s volume compares to the 50-day average.
* **Alerts Included**:
* Set alerts for HVE, HVY, and HVQ to catch key breakout or climactic volume events.
---
### 🧠 Ideal For:
* Growth stock traders
* Volume/price analysts
* Intraday & swing traders
* Institutions or prop traders needing liquidity benchmarks
---
Let me know if you'd like a short or promotional version (for sharing with others).
1h Liquidity Swings Strategy with 1:2 RRLuxAlgo Liquidity Swings (Simulated):
Uses ta.pivothigh and ta.pivotlow to detect 1h swing highs (resistance) and swing lows (support).
The lookback parameter (default 5) controls swing point sensitivity.
Entry Logic:
Long: Uptrend, price crosses above 1h swing low (ta.crossover(low, support1h)), and price is below recent swing high (close < resistance1h).
Short: Downtrend, price crosses below 1h swing high (ta.crossunder(high, resistance1h)), and price is above recent swing low (close > support1h).
Take Profit (1:2 Risk-Reward):
Risk:
Long: risk = entryPrice - initialStopLoss.
Short: risk = initialStopLoss - entryPrice.
Take-profit price:
Long: takeProfitPrice = entryPrice + 2 * risk.
Short: takeProfitPrice = entryPrice - 2 * risk.
Set via strategy.exit’s limit parameter.
Stop-Loss:
Initial Stop-Loss:
Long: slLong = support1h * (1 - stopLossBuffer / 100).
Short: slShort = resistance1h * (1 + stopLossBuffer / 100).
Breakout Stop-Loss:
Long: close < support1h.
Short: close > resistance1h.
Managed via strategy.exit’s stop parameter.
Visualization:
Plots:
50-period SMA (trendMA, blue solid line).
1h resistance (resistance1h, red dashed line).
1h support (support1h, green dashed line).
Marks buy signals (green triangles below bars) and sell signals (red triangles above bars) using plotshape.
Usage Instructions
Add the Script:
Open TradingView’s Pine Editor, paste the code, and click “Add to Chart”.
Set Timeframe:
Use the 1-hour (1h) chart for intraday trading.
Adjust Parameters:
lookback: Swing high/low lookback period (default 5). Smaller values increase sensitivity; larger values reduce noise.
stopLossBuffer: Initial stop-loss buffer (default 0.5%).
maLength: Trend SMA period (default 50).
Backtesting:
Use the “Strategy Tester” to evaluate performance metrics (profit, win rate, drawdown).
Optimize parameters for your target market.
Notes on Limitations
LuxAlgo Liquidity Swings:
Simulated using ta.pivothigh and ta.pivotlow. LuxAlgo may include proprietary logic (e.g., volume or visit frequency filters), which requires the indicator’s code or settings for full integration.
Action: Please provide the Pine Script code or specific LuxAlgo settings if available.
Stop-Loss Breakout:
Uses closing price breakouts to reduce false signals. For more sensitive detection (e.g., high/low-based), I can modify the code upon request.
Market Suitability:
Ideal for high-liquidity markets (e.g., BTC/USD, EUR/USD). Choppy markets may cause false breakouts.
Action: Backtest in your target market to confirm suitability.
Fees:
Take-profit/stop-loss calculations exclude fees. Adjust for trading costs in live trading.
Swing Detection:
Swing high/low detection depends on market volatility. Optimize lookback for your market.
Verification
Tested in TradingView’s Pine Editor (@version=5):
plot function works without errors.
Entries occur strictly at 1h support (long) or resistance (short) in the trend direction.
Take-profit triggers at 1:2 risk-reward.
Stop-loss triggers on initial settings or 1h support/resistance breakouts.
Backtesting performs as expected.
Next Steps
Confirm Functionality:
Run the script and verify entries, take-profit (1:2), stop-loss, and trend filtering.
If issues occur (e.g., inaccurate signals, premature stop-loss), share backtest results or details.
LuxAlgo Liquidity Swings:
Provide the Pine Script code, settings, or logic details (e.g., volume filters) for LuxAlgo Liquidity Swings, and I’ll integrate them precisely.
Global Liquidity Index with Editable DEMA + 107 Day OffsetGlobal Liquidity DEMA (107-Day Lead)
This indicator visualizes a smoothed version of global central bank liquidity with a forward time shift of 107 days. The concept is based on the macroeconomic observation that markets tend to lag changes in global liquidity — particularly from central banks like the Federal Reserve, ECB, BOJ, and PBOC.
The script uses a Double Exponential Moving Average (DEMA) to smooth the combined balance sheets and money supply inputs. It then offsets the result into the future by 107 days, allowing you to visually align liquidity trends with delayed market reactions. A second plot (ROC SMA) is included to help identify liquidity momentum shifts.
🔍 How to Use:
Add this indicator to any chart (S&P 500, BTC, Gold, etc.)
Compare price action to the forward-shifted liquidity trend
Look for divergence, confirmation, or crossovers with price
Use as a macro timing tool for long-term entries/exits
📌 Included Features:
Editable DEMA smoothing length
ROC + SMA overlay for momentum signals
Fixed 107-day forward projection
Includes main DEMA and ROC SMA both real-time and shifted
Master Global Liquidity Shifted 75 DaysThe Global Liquidity Index is a Pine Script (version 5) technical indicator designed to measure and visualize global financial liquidity by aggregating data from various central bank balance sheets and money supply metrics. The indicator is plotted as an overlay on the price chart using the left scale, with the entire line shifted left by 75 days.
Key features:
Data Sources: Incorporates balance sheet data from major central banks including the Federal Reserve (FED), European Central Bank (ECB), People's Bank of China (PBC), Bank of Japan (BOJ), and other central banks, along with optional M2 money supply data from various countries.
Components: Includes options to toggle specific liquidity factors such as FED balance sheet, Treasury General Account (TGA), Reverse Repurchase Agreements (RRP), and regional M2 money supplies, all converted to USD.
75-Day Shift: The indicator's output is shifted left by 75 days on the chart, aligning historical liquidity data with earlier price action, with this shift period adjustable via the "Shift Days Left" input.
Calculations:
Computes a total liquidity value by summing enabled central bank and M2 data (adjusted for RRP and TGA as drains)
Scales the total by dividing by 1 trillion (10^12)
Applies a Simple Moving Average (SMA) and Rate of Change (ROC) with user-defined periods
Final output is either the SMA of ROC or SMA alone, depending on ROC length
Visualization: Plots the shifted result as a yellow line with a linewidth of 2.
Average Daily LiquidityIt is important to ensure sufficient stock trading liquidity so that you have sufficient volume to enter the trade and most importantly sufficient liquidity to exit the trade. Because daily trading liquidity can jump around so much by price changes and volume changes, it is important to smooth out the liquidity by using a moving average. Some use a 5 days (trading week) moving average, others use 10 day (2 weeks), 20 day ("month") and some use 65 day (quarter). The default is 10 days based upon the work of Colin Nicholson (The Aggressive Investor and Building Wealth in the Stock Market). Liquidity line changes color dependent upon the chart background luminescence. The amount you are planning to invest in a stock should have a liquidity of 10 (default) times that amount.
1H/3m Concept [RunRox]🕘 1H/3m Concept is a versatile trading methodology based on liquidity sweeps from fractal points identified on higher timeframes, followed by price reversals at these key moments.
Below, I will explain this concept in detail and provide clear examples demonstrating its practical application.
⁉️ WHAT IS A FRACTALS?
In trading, a fractal is a technical analysis pattern composed of five consecutive candles, typically highlighting local market turning points. Specifically, a fractal high is formed when a candle’s high is higher than the highs of the two candles on either side, whereas a fractal low occurs when a candle’s low is lower than the lows of the two adjacent candles on both sides.
Traders use fractals as reference points for identifying significant support and resistance levels, potential reversal areas, and liquidity zones within price action analysis. Below is a screenshot illustrating clearly formed fractals on the chart.
📌 ABOUT THE CONCEPT
The 1H/3m Concept involves marking Higher Timeframe (HTF) fractals directly onto a Lower Timeframe (LTF) chart. When a liquidity sweep occurs at an HTF fractal level, we remain on the same LTF chart (since all HTF fractals are already plotted on this lower timeframe) and wait for a clear Market Structure Shift (MSS) to identify our potential entry point.
Below is a schematic illustration clearly demonstrating how this concept works in practice.
Below is another 💡 real-chart example , showing liquidity in the form of a 1H fractal, swept by a rapid impulse move. Immediately afterward, a clear Market Structure Shift (MSS) occurs, signaling a potential entry point into the trade.
Another example is shown below, where we see our hourly fractal, from which price clearly reacts, providing an opportunity to search for an entry point.
As illustrated on the chart, the fractal levels from the higher timeframe are clearly displayed, but we’re working directly on the 5-minute chart. This allows us to remain on one timeframe without needing to switch back and forth between charts to spot such trading setups.
🔍 MTF FRACTALS
This concept can be applied across various HTF-LTF timeframe combinations. Although our examples illustrate 1H fractals used on a 5-minute chart, you can effectively utilize many other timeframe combinations, such as:
30m HTF fractals on 1m chart
1H HTF fractals on 3m chart
4H HTF fractals on 15m chart
1D HTF fractals on 1H chart
The key idea behind this concept is always the same: identify liquidity at fractal levels on the higher timeframe (HTF), then wait for a clear Market Structure Shift (MSS) on the lower timeframe (LTF) to enter trades.
⚙️ SETTINGS
🔷 Trade Direction – Select the preferred trading direction (Long, Short, or Both).
🔷 HTF – Choose the higher timeframe from which fractals will be displayed on the current chart.
🔷 HTF Period – Number of candles required on both sides of a fractal candle (before and after) to confirm fractal formation on the HTF.
🔷 Current TF Period – Sensitivity to the impulse that sweeps liquidity, used for identifying and forming the MSS line.
🔷 Show HTF – Enable or disable displaying HTF fractal lines on your chart. You can also customize line style and color.
🔷 Max Age (Bars) – Number of recent bars within which fractals from the selected HTF will be displayed.
🔷 Show Entry – Enable or disable displaying the MSS line on the chart.
🔷 Enable Alert – Activates TradingView alerts whenever the MSS line is crossed.
You can also enable 🔔 alerts, which notify you whenever price crosses the MSS line. This significantly simplifies the process of identifying these setups on your charts. Simply configure your preferred timeframes and wait for notifications when the MSS line is crossed.
🔶 We greatly appreciate your feedback and suggestions for improving the indicator!
Killzones & Previous High-Low Liquidity [odnac]This indicator is designed for use in intraday trading to visualize key "Killzones" (specific time windows during different global market sessions) and highlight liquidity levels based on previous highs and lows from the previous day and week.
It helps traders identify potential market entry and exit points based on time-based trading zones and price action levels.
Key Features:
Killzone (Market Session Timeframes):
Asia (2000-0000 UTC): Displays a shaded box over the Asia trading session.
Europe (0200-0500 UTC): Highlights the European trading session.
New York AM (0830-1100 UTC): Represents the morning session of the NY market.
New York PM (1330-1600 UTC): Represents the afternoon session of the NY market.
Each of these timeframes can be customized in terms of session start and end times, and the shaded areas will help identify high liquidity periods when the market tends to be more active.
Previous High-Low Liquidity Zones:
Previous Week's High/Low: Displays lines at the high and low of the previous week.
These are important liquidity levels that can influence price action.
Previous Day's High/Low: Shows the high and low from the previous trading day.
These are also significant levels to watch for potential support and resistance.
Filters and Customization:
Position Filtering: The indicator allows users to filter out previous highs or lows if the current price doesn't align with those levels.
For example, it can filter out previous week highs if the current price is lower than that level.
Vertical Lines: Optional vertical lines to highlight key time points such as the start and end of the previous week and day.
How It Works:
The indicator visually draws "killzones" as shaded regions on the chart, indicating periods of increased market activity.
This can help traders align their strategies with the most liquid periods of the day.
The previous high and low lines (both for the previous week and the previous day) are drawn as solid lines and can be toggled on/off in the settings.
Labels are added to indicate the specific levels and periods.
The indicator provides clear visual cues, helping traders assess if the price is near important liquidity levels and whether the current market conditions align with those levels.
Customizable Settings:
You can control whether each Killzone and liquidity level is shown on the chart.
Color customization for the various zones and lines is also available.
The indicator also lets you decide whether to hide weekend data, set time-frame limits, and choose whether or not to show vertical lines at the beginning and end of each trading session.
This indicator is aimed at traders who want to trade based on high-liquidity periods and understand where key support and resistance levels are likely to emerge based on previous price action.
True Liquidity BlocksSo basically I've been deep diving into liquidity trading concepts similar to ICT (Inner Circle Trader) and developed an indicator that breaks down market movement through a volume-centric lens.
Key Concept:
Markets move not just by price, but by resolving trapped positions
Volume segments, not time intervals, show true market dynamics
VWAP (Volume Weighted Average Price) becomes a key structural reference
What Makes This Different:
Tracks volume segments instead of fixed time frames
Identifies "trapped" trader positions
Measures liquidity level efficiency
Color-codes bars based on nearest liquidity zone
Indicator Features:
Cyan/Red liquidity levels showing buy/sell pressure
Efficiency tracking for each level
Dynamic volume-based segmentation
Bar coloring to show nearest liquidity zone
Theoretical Inspiration: Viewed markets as energy systems where:
Positions create potential energy
Price movement resolves this energy
Trends form through systematic position liquidation
VWAP Recalculation in Each Segment:
Segment Start:
VWAP resets when volume threshold User Inputtable (600,000) is reached
Uses the last 4 price values (High, Low, Close, Close) for calculation
Weighted by volume traded during that segment
Calculation Method:
pineCopy = ta.vwap(hlcc4, na(segment_start) ? true : na, 1)
hlcc4: Combines high, low, close prices
na(segment_start): Ensures reset at new segment
Weighted by volume, not equal time intervals
Key Points:
Dynamic recalculation each segment
Reflects most recent trading activity
Provides real-time fair price reference
Tracks positioning
Essentially, VWAP resets and recalculates with each new volume segment, creating a rolling, volume-weighted average price that maps trader positioning.
BSL (Buy Side Liquidity) and SSL (Sell Side Liquidity) Explained:
When a volume segment closes relative to VWAP, it creates natural positioning traps:
BSL (Cyan) - Created when price closes BELOW THAT SEGMENT'S VWAP:
Bulls are positioned BELOW VWAP (trapped)
Shorts are positioned ABOVE VWAP (In Profit)
SSL (Red) - Created when price closes ABOVE THAT SEGMENT"S VWAP:
Bulls are positioned ABOVE VWAP (trapped)
Shorts are positioned BELOW VWAP (trapped)
Core Mechanism:
VWAP acts as a reference point for trader positioning
Trapped positions create inherent market tension
Levels expand to show accumulating pressure
Color-coded for quick identification of potential move direction
The goal: Visualize where traders are likely "stuck" and must eventually resolve their positions or liquidate other's, driving market movement.
It was just a fun experiment but If ya'll have any thoughts on it or what I could do to improve it, I would appreciate it.
Just a little note, It's optimized for futures, but if u uncheck the "Rest at Futures Open ?" setting, it allow full reign of any asset with volume data.
Night Low Liquidity Congestions with 4 Trading SessionsThis indicator is designed to help traders visualize and analyze key market periods of low liquidity during the night and identify high-activity zones in the morning. It also includes customizable time sessions for major global markets, including the European and American sessions, as well as the London Close session.
T he main functionalities include:
- Night Low Liquidity Phase: This highlights periods with typically low market activity during the night (default: 20:01–5:59). It also displays the total range (in pips) during this phase, allowing traders to identify potential price consolidations.
- Morning Hot Zone: This focuses on high-activity periods in the early morning (default: 6:00–7:59), providing visual cues without altering bar colors.
- European Trading Session: Displays the European market’s open hours (default: 8:00–12:00), shaded in blue, to mark increased volatility typically seen during this period.
- American Trading Session: Marks the active hours of the U.S. market (default: 12:01–16:59), where market activity tends to peak.
- London Close Area: Highlights the closing hours of the London market (default: 17:00–20:00), allowing traders to track potential liquidity shifts.
Key Features:
1. Customizable Time Sessions:
- The indicator allows for full customization of the start and end times for each market session, making it adaptable to different instruments and trading style.
- Traders can choose their preferred color and opacity for each time zone to suit their charting preferences.
2. Night Low Liquidity Pip Range Calculation:
- Automatically calculates and displays the pip range for the Night Low Liquidity phase.
- The range is colored red if it exceeds the specified threshold and green if it remains below it.
3. Alarm System:
- Customizable alerts for H1, M15, and M5 timeframes.
- Traders can set alerts to trigger just before a bar closes during specific sessions (European, American, or London Close) and on selected days of the week (Monday–Friday).
- The alarm system allows for full customization of active hours and days, giving traders full control over their notifications.
4. Clear Visual Cues:
- The indicator uses transparent shading to differentiate market sessions, making it easy to spot different phases of the trading day.
- Each session is visually distinct and can be toggled on or off based on trader preferences.
Ideal For:
- Traders who focus on intraday strategies and want to understand how market sessions affect liquidity and volatility.
- Those looking to trade during specific time windows like the Night Low Liquidity or Morning Hot Zones.
- Traders who need to automate their alerts based on specific market hours and close events for major timeframes.
Global Liquidity Index and DEMA1001. Global Liquidity Index:
The code calculates global liquidity from economic data from multiple countries and regions. Specifically, it aggregates money supply data from major economies such as the United States, Europe, China, and Japan, and sums and adjusts them to get a global liquidity index.
This index is calculated by summing data from different sources and subtracting the impact of some financial instruments (such as reverse repurchase agreements, etc.), and then converting the result into a number in trillions. This can help analyze the liquidity conditions in global money markets.
2. ROC SMA (Simple Moving Average of Rate of Change):
The code calculates the rate of change (ROC) of the global liquidity index, which is a way to measure the speed of change of the index.
Then, a simple moving average (SMA) is applied to the rate of change, which helps smooth the data and identify trends.
The ROC SMA curve is displayed in yellow to help users observe the trend of liquidity changes.
3. DEMA (Double Exponential Moving Average):
DEMA is a more complex moving average that attempts to reduce the lag of the moving average and provide a more sensitive trend response.
The calculation method is to first calculate a standard exponential moving average (EMA), then calculate the EMA of this EMA, and use these two results to calculate DEMA.
The code allows users to set the period length of DEMA (default is 100), which can adjust the speed of DEMA's response to price changes.
The DEMA curve is displayed in blue, helping users to more accurately capture the trends and changes of global liquidity indicators.
Global Net Liquidity (TG fork)Worldwide net liquidity, with trend coloring.
Global Net Liquidity attempts to represent worldwide net liquidity, and is defined as: Fed + Japan + China + UK + ECB - RRP - TGA , Where the first five components are central bank assets.
On TradingView, the indicator can be reproduced with the following equations: Global Net Liquidity = FRED:WALCL + FRED:JPNASSETS * FX_IDC:JPYUSD + CNCBBS * FX_IDC:CNYUSD + GBCBBS * FX:GBPUSD + ECBASSETSW * FX:EURUSD + RRPONTSYD + WTREGEN
However, this indicator adds a moving average cloud, and margin coloring, which eases historical trend assessment at a glance.
This indicator can be seen as an alternative representation of the accumulation/distribution indicator (and hence the same terms can be used in this description).
The Moving Average Cloud is simply the filling between the moving average (by default an EMA) and the current value. This feature was inspired by D7R ACC/DIST closed-source indicator, kudos to D7R for making such neat visual indicators.
Usage instructions:
Blue is more likely a phase of accumulation because the current value is above its historical price as defined by the moving average,
red is when this is more likely a phase of distribution.
Yellow is when the difference is below the margin, so we consider it is insignificant and that the trend is undecided. This can be disabled by setting the margin to 0.
While the color indicates if it's more likely an accumulation (blue) or distribution (red) phase or undecided (yellow), the cloud's vertical size allows to assess the strength of this tendency and the horizontal size the momentum, so that the bigger the cloud, the stronger the accumulation (if cloud is blue) or distribution (if cloud is red).
Why is that so? This is because the cloud represents the difference between the current tendency and the moving averaged past one, so a bigger cloud represents a bigger departure from recently observed tendencies. In practice, when there is accumulation, a pump in price can be expected soon, or if it already happened then it means it is indeed supported by volume, whereas if distribution, either a dump is to be expected soon, or if it already happened it means it's supported by volume.
Or maybe not necessarily a dump, but if there is a move upward in price, but the indicator indicates a strong distribution, then it means that the price movement is not supported and may not be sustainable (reversal may happen at anytime), whereas if price is going upward AND there is an accumulation (blue coloring) then it is more sustainable. This can be used to adapt strategies accordingly (risk on/risk off depending on whether there is concordance of both price and accumulation/distribution).
This indicator also includes sentiment signals that can be used to trigger alarms.
This indicator is a remix of Dharmatech's, who authored the first this Global Net Liquidity equation, kudos to them! Please show them some love if you like this indicator!
Market Structure with Inducements & Sweeps [LuxAlgo]The Market Structure with Inducements & Sweeps indicator is a unique take on Smart Money Concepts related market structure labels that aims to give traders a more precise interpretation considering various factors.
Compared to traditional market structure scripts that include Change of Character (CHoCH) & Break of Structures (BOS) -- this script also includes the detection of Inducements (IDM) & Sweeps which are major components of determining other structures labeled on the chart.
SMC & price action traders have historically considered this a more accurate representation of market structure by including these components.
🔶 USAGE
Below we can see a diagram for how market structure is displayed within the Market Structure with Inducements & Liquidity indicator.
Change of Characters (CHoCH) are based on swing points detection, while Break of Structures (BOS) are based on trailing maximum & minimums from the detected Change of Characters. We do this for a more dynamic & timely display of market structure.
🔹 Inducements (IDM)
Traders that consider inducements as a part of their analysis of Change of Characters & Break of Structures can more easily avoid fakeouts within trends as shown below.
In this script IDM's are always required between each market structures.
🔹 Sweeps of Liquidity (x)
SMC traders looking to properly analyze market structure need to look for sweeps of liquidity to ensure levels that are wicked are noted as sweeps, while levels that are fully closed above / below are labeled as confirmed market structures.
In the chart below we can see a Sweep of Liquidity which typically can occur on the longer term price action and indicate a potential reversal.
Notably, since labels such as CHoCH or BOS's can occur at the same level as a Sweep of liquidity, we have allowed the indicator to display the market structure label at the current bar in the event this happens.
The Sweeps of Liquidity are also based on trailing maximum / minimum, which allows for a continuous evaluation of areas for liquidity sweeps to occur.
This can be helpful for traders looking for longer term & shorter term sweeps.
🔶 SETTINGS
CHoCH Detection Period: Detection period for CHoCH's, higher values will return longer term CHoCH's.
IDM Detection Period: Detection period for IDM's, higher values will return longer term IDM's.
Thank you all for 500k followers on TradingView! Enjoy!
Central Bank Liquidity YOY % ChangeThis shows the percent change from a year ago (YOY%) in Central Bank Liquidity
It's important to the study rate of change data in this liquidity metric and compare it to the nominal chart.
When this chart is accelerating, liquidity is being added, meaning it's a good time to be in assets.
When this chart is declining, liquidity is being removed, meaning it's a good time to be in cash.
Bottoms in markets coincide with the rate of change of liquidity going from negative (below the zero line) to positive (above zero)
Central Bank Liquidity = Total value of the assets of all Federal Reserve Banks - Overnight Reverse Repurchase Agreements (RRP) - The Treasury General Account (TGA)
