OPEN-SOURCE SCRIPT
Diupdate Proximated Liquidity
Proximated Liquidity: Adaptive Heatmap
Liquidity is the fuel that moves the market. However, it is important to clarify that this indicator is NOT based on L2 (Level 2) data or real-time Order Book data. Genuine liquidity can only be seen through order books.
Instead, this tool provides a Proximated Model of liquidity. While standard liquidity heatmaps often rely solely on simple ATR values (which can lack structural context), this indicator uses a sophisticated Pivot-based Hybrid Logic combined with ATR Adaptability to offer a more precise and structurally sound analysis of where liquidity is likely resting.
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🧠 The Philosophy: Why Pivot + ATR?
Many existing liquidity heatmaps simply draw boxes based on Volume & ATR, which often results in "floating" zones that don't align with market structure.
Proximated Liquidity solves this by:
Pivot-Based Anchoring: Using structural swing highs and lows as the "source" of liquidity. This ensures every zone is anchored to a price level that market participants actually react to.
ATR-Based Volume Scaling: Once a structural point is identified, ATR is used to calculate the "gravity field" or range of that liquidity, ensuring the zones adapt perfectly to current market volatility.
「 Note for ICT Purists: I understand that traditional ICT methodology often prioritizes "pure" price action and may view indicators like ATR or Volume weighting with skepticism. However, these elements have been meticulously integrated here to maximize the indicator's robustness and objectivity. My goal is not to replace the core principles of ICT, but to provide a data-driven "bridge" that helps traders identify high-probability liquidity clusters with greater consistency and visual clarity. 」
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🚀 Key Features
1. Smart Auto Scaling
The indicator analyzes your current timeframe and pivot density to optimize visual output. The "Smart Scaling" logic ensures the liquidity zones are perfectly sized—thinner in low volatility and broader in high volatility—without manual tweaking.
2. State-Based Sweep Detection
This engine tracks the internal state of price action within the zone rather than deactivating it upon a simple touch.
Sweep (X Marker): If price enters a zone and is rejected back outside within your defined candle limit, it is marked with an 'X'.
Breakout: If price closes decisively beyond the outer edge of the zone, the liquidity is considered "mitigated," signaling a potential trend continuation.
3. Dual-Saturation Heatmap
Session Levels: Liquidity zones saturate within their session-specific colors based on volume and density.
Super Liquidity (Purple): When a zone's strength crosses a critical threshold, it transforms into a high-visibility Purple "Super Zone," acting as a major magnet for price.
4. Performance Optimized
Includes a History Limit toggle to focus calculations on recent bars, ensuring a lag-free experience even on 1-minute charts.
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📈 How to Trade with Proximated Liquidity
A. The Liquidity Sweep (Rejection Play)
Look for the 'X' marker. When price "sweeps" a high-density pivot zone and rejects within 3-5 candles, it often signals a powerful reversal.
B. Structural Mitigation (Breakout Play)
If price closes through the outer edge of a box, that specific structural liquidity has been consumed. Watch for these levels to flip from resistance to support (or vice versa).
C. Super Liquidity Targeting
Purple zones represent clusters of significant historical interest. These areas frequently serve as high-probability Take Profit (TP) targets.
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🛠 Settings Guide
Smart Auto Scaling: Recommended 'ON' for an optimized experience.
Max Sweep Candle Limit: Adjust based on your style (recommand 3 to 5).
Recent Bars Limit: Control how far back the indicator calculates to preserve browser performance.
=================================================================================
Disclaimer: This is a mathematical approximation model and does not represent actual exchange order book data. It is for educational and analytical purposes only and does not constitute financial advice.
License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike)
Liquidity is the fuel that moves the market. However, it is important to clarify that this indicator is NOT based on L2 (Level 2) data or real-time Order Book data. Genuine liquidity can only be seen through order books.
Instead, this tool provides a Proximated Model of liquidity. While standard liquidity heatmaps often rely solely on simple ATR values (which can lack structural context), this indicator uses a sophisticated Pivot-based Hybrid Logic combined with ATR Adaptability to offer a more precise and structurally sound analysis of where liquidity is likely resting.
=================================================================================
🧠 The Philosophy: Why Pivot + ATR?
Many existing liquidity heatmaps simply draw boxes based on Volume & ATR, which often results in "floating" zones that don't align with market structure.
Proximated Liquidity solves this by:
Pivot-Based Anchoring: Using structural swing highs and lows as the "source" of liquidity. This ensures every zone is anchored to a price level that market participants actually react to.
ATR-Based Volume Scaling: Once a structural point is identified, ATR is used to calculate the "gravity field" or range of that liquidity, ensuring the zones adapt perfectly to current market volatility.
「 Note for ICT Purists: I understand that traditional ICT methodology often prioritizes "pure" price action and may view indicators like ATR or Volume weighting with skepticism. However, these elements have been meticulously integrated here to maximize the indicator's robustness and objectivity. My goal is not to replace the core principles of ICT, but to provide a data-driven "bridge" that helps traders identify high-probability liquidity clusters with greater consistency and visual clarity. 」
=================================================================================
=================================================================================
🚀 Key Features
1. Smart Auto Scaling
The indicator analyzes your current timeframe and pivot density to optimize visual output. The "Smart Scaling" logic ensures the liquidity zones are perfectly sized—thinner in low volatility and broader in high volatility—without manual tweaking.
2. State-Based Sweep Detection
This engine tracks the internal state of price action within the zone rather than deactivating it upon a simple touch.
Sweep (X Marker): If price enters a zone and is rejected back outside within your defined candle limit, it is marked with an 'X'.
Breakout: If price closes decisively beyond the outer edge of the zone, the liquidity is considered "mitigated," signaling a potential trend continuation.
3. Dual-Saturation Heatmap
Session Levels: Liquidity zones saturate within their session-specific colors based on volume and density.
Super Liquidity (Purple): When a zone's strength crosses a critical threshold, it transforms into a high-visibility Purple "Super Zone," acting as a major magnet for price.
4. Performance Optimized
Includes a History Limit toggle to focus calculations on recent bars, ensuring a lag-free experience even on 1-minute charts.
=================================================================================
=================================================================================
📈 How to Trade with Proximated Liquidity
A. The Liquidity Sweep (Rejection Play)
Look for the 'X' marker. When price "sweeps" a high-density pivot zone and rejects within 3-5 candles, it often signals a powerful reversal.
B. Structural Mitigation (Breakout Play)
If price closes through the outer edge of a box, that specific structural liquidity has been consumed. Watch for these levels to flip from resistance to support (or vice versa).
C. Super Liquidity Targeting
Purple zones represent clusters of significant historical interest. These areas frequently serve as high-probability Take Profit (TP) targets.
=================================================================================
=================================================================================
🛠 Settings Guide
Smart Auto Scaling: Recommended 'ON' for an optimized experience.
Max Sweep Candle Limit: Adjust based on your style (recommand 3 to 5).
Recent Bars Limit: Control how far back the indicator calculates to preserve browser performance.
=================================================================================
Disclaimer: This is a mathematical approximation model and does not represent actual exchange order book data. It is for educational and analytical purposes only and does not constitute financial advice.
License: CC BY-NC-SA 4.0 (Attribution-NonCommercial-ShareAlike)
Catatan Rilis
[2026-03-14 20:48] Fixed sweep logic bugsSkrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.