OPEN-SOURCE SCRIPT
ATK/DEF Temporal Session Liquidity Flow
ATK/DEF - Temporal Session Liquidity Flow is a new quantitative framework for observing market liquidity movement across defined sessions.
The system uses Asia, London, and New York as independent temporal environments and restructures session analysis around liquidity movement, directional movement, momentum, impact, structural breaks, and ATK/DEF events**.
Rather than functioning as a conventional session-based decision system, the framework separates the underlying market-event components and reorganizes them into a dedicated liquidity observation layer.
### Core Framework
* **Temporal Session Structure**
Asia, London, and New York are treated as independent market-session environments.
* **Liquidity Movement**
Price movement is analyzed through defined breakout, breakdown, and rejection relationships within each session.
* **Directional Movement**
ATK and DEF classify defined upward and downward breakout structures based on preceding price ranges.
* **Momentum & Volume Impact**
Candle-body magnitude and volume are quantitatively compared with their 20-period averages. A High Impact event is defined when both exceed 1.5 times their respective averages.
* **Break & Reject Structure**
Breakout and rejection conditions identify changes in price interaction with previously defined reference levels.
* **Impact & Destruction**
The framework focuses on observable price and volume conditions surrounding market impact and structural disruption.
### Quantitative Liquidity Observation
The system converts defined price, volume, and temporal relationships into structured market events.
Its primary analytical dimensions include:
**Direction → Momentum → Impact → Break → Reject → ATK / DEF**
These components form the of the system and provide a quantitative session environments.
### Reconstructed Session Architecture
The original session framework is reorganized from a decision-oriented structure into a market-movement observation structure:
**Session → Liquidity Movement → Direction → Momentum → Impact → Break / Reject → ATK / DEF**
The session therefore functions as the temporal environment in which liquidity-related market events are observed and classified.
### Analytical Purpose
This indicator is designed for:
* Market liquidity observation
* Session-based market analysis
* Price movement analysis
* Momentum and volume analysis
* Impact and structural-break observation
* ATK / DEF structural analysis
The indicator is intended only for **market observation, quantitative analysis, and -defined decision-making**.
All ATK, DEF, Break, Reject, Impact, and related structures are analytical classifications generated from the defined conditions within the script.
**Market observation, quantitative analysis, and -defined decision-making only.**
The system uses Asia, London, and New York as independent temporal environments and restructures session analysis around liquidity movement, directional movement, momentum, impact, structural breaks, and ATK/DEF events**.
Rather than functioning as a conventional session-based decision system, the framework separates the underlying market-event components and reorganizes them into a dedicated liquidity observation layer.
### Core Framework
* **Temporal Session Structure**
Asia, London, and New York are treated as independent market-session environments.
* **Liquidity Movement**
Price movement is analyzed through defined breakout, breakdown, and rejection relationships within each session.
* **Directional Movement**
ATK and DEF classify defined upward and downward breakout structures based on preceding price ranges.
* **Momentum & Volume Impact**
Candle-body magnitude and volume are quantitatively compared with their 20-period averages. A High Impact event is defined when both exceed 1.5 times their respective averages.
* **Break & Reject Structure**
Breakout and rejection conditions identify changes in price interaction with previously defined reference levels.
* **Impact & Destruction**
The framework focuses on observable price and volume conditions surrounding market impact and structural disruption.
### Quantitative Liquidity Observation
The system converts defined price, volume, and temporal relationships into structured market events.
Its primary analytical dimensions include:
**Direction → Momentum → Impact → Break → Reject → ATK / DEF**
These components form the of the system and provide a quantitative session environments.
### Reconstructed Session Architecture
The original session framework is reorganized from a decision-oriented structure into a market-movement observation structure:
**Session → Liquidity Movement → Direction → Momentum → Impact → Break / Reject → ATK / DEF**
The session therefore functions as the temporal environment in which liquidity-related market events are observed and classified.
### Analytical Purpose
This indicator is designed for:
* Market liquidity observation
* Session-based market analysis
* Price movement analysis
* Momentum and volume analysis
* Impact and structural-break observation
* ATK / DEF structural analysis
The indicator is intended only for **market observation, quantitative analysis, and -defined decision-making**.
All ATK, DEF, Break, Reject, Impact, and related structures are analytical classifications generated from the defined conditions within the script.
**Market observation, quantitative analysis, and -defined decision-making only.**
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.