OPEN-SOURCE SCRIPT
Fractal Delivery Model
OVERVIEW
The HTF Fractal Delivery Model is a multi-timeframe price-action indicator designed to visualize higher-timeframe candle development, liquidity sweeps, and lower-timeframe Change in State of Delivery (CISD) confirmations.
The indicator combines the structure of a selected higher timeframe with lower-timeframe price action. Its purpose is to help traders identify situations where price sweeps a previously confirmed higher-timeframe liquidity level and subsequently confirms a directional shift.
This script is an independently developed implementation based on general price-action, liquidity, and multi-timeframe analysis concepts.
CORE MODEL
The model uses the previous confirmed higher-timeframe candle as its primary liquidity reference.
For a bullish setup:
1. Price trades below the previous confirmed HTF low.
2. The event is classified as a sell-side liquidity sweep.
3. The script tracks bearish lower-timeframe candles formed around the sweep.
4. The opening price of the relevant bearish delivery candle becomes the bullish CISD level.
5. A lower-timeframe close above that level confirms the bullish setup.
For a bearish setup:
1. Price trades above the previous confirmed HTF high.
2. The event is classified as a buy-side liquidity sweep.
3. The script tracks bullish lower-timeframe candles formed around the sweep.
4. The opening price of the relevant bullish delivery candle becomes the bearish CISD level.
5. A lower-timeframe close below that level confirms the bearish setup.
RIGHT-SIDE HTF CANDLES
The indicator displays four higher-timeframe candles in the empty space to the right of the chart:
• C1 — three confirmed HTF candles ago
• C2 — two confirmed HTF candles ago
• C3 — the previous confirmed HTF candle
• C4* — the currently developing HTF candle
The asterisk on C4 indicates that the candle is still open. Its high, low, close, body color, and wick can change until the higher-timeframe period closes.
Users can customize:
• Right-side candle offset
• Candle body width
• Distance between candles
• Bullish and bearish candle colors
• Wick color
• C1/C2/C3/C4 labels
• Current HTF open reference line
TIMEFRAME PAIRING
Two higher-timeframe selection modes are available:
• Automatic
• Manual
Automatic mode selects an HTF according to the current chart timeframe. Every automatic pairing can be customized in the indicator settings.
The default automatic pairings are:
• Up to 1 minute → 15-minute HTF
• Up to 5 minutes → 1-hour HTF
• Up to 15 minutes → 4-hour HTF
• Up to 1 hour → Daily HTF
• Up to 4 hours → Weekly HTF
• Up to Daily → Monthly HTF
Manual mode allows users to select any supported higher timeframe.
The chart timeframe must be lower than the selected HTF for the complete lower-timeframe model to operate as intended. The information table displays a warning when the pairing is invalid.
DISPLAYED LEVELS
C1 Liquidity
The high or low of the previous confirmed HTF candle used as the liquidity reference for the setup.
CISD
The opening price of the relevant opposite-direction lower-timeframe delivery candle. A confirmed close through this price activates the setup.
Equilibrium
The 50% midpoint between the previous confirmed HTF high and low.
T-Spot
In this implementation, the T-Spot is calculated as the midpoint between the swept liquidity level and the confirmed CISD price.
Projection Levels
Projection levels are calculated from the distance between the liquidity level and the CISD level:
Model Range = Absolute Value of (CISD − Liquidity)
Bullish Projection =
Liquidity + Model Range × Projection Magnitude
Bearish Projection =
Liquidity − Model Range × Projection Magnitude
Five customizable projection magnitudes are available. The default values are:
• -1.0
• -2.0
• -2.5
• -4.0
• -4.5
The script uses the absolute magnitude of each projection input and applies the direction automatically.
BIAS FILTER
The bias setting controls which formations may be detected:
• Neutral — displays bullish and bearish setups
• Bullish — displays bullish setups only
• Bearish — displays bearish setups only
This filter can be used to align lower-timeframe confirmations with a separately determined higher-timeframe directional bias.
TIME FILTERS
The script includes up to three customizable session windows.
Users can configure:
• Session 1
• Session 2
• Session 3
• Session timezone
• Individual session activation
• Global session-filter activation
When time filtering is enabled, new liquidity-sweep candidates are accepted only inside one of the active session windows.
SETUP FAILURE
A confirmed setup can be marked as failed when price invalidates its liquidity reference.
Two failure modes are available:
• Close-based invalidation
• Wick-based invalidation
When a setup fails:
• Its active lines stop extending
• Its objects change to the selected failure color
• Its setup label changes to “FAILED”
Historical setup depth can be configured from the current setup only to a maximum of 40 previous setups.
INFORMATION TABLE
The optional information table displays:
• Current chart and HTF pairing
• Pairing validity
• Time remaining until the current HTF close
• Selected directional bias
• Current sweep candidate
• Number of stored setups
ALERTS
The indicator provides two alert conditions:
• Bullish CISD
• Bearish CISD
To create an alert:
1. Add the indicator to the chart.
2. Open TradingView’s Create Alert dialog.
3. Select this indicator under Condition.
4. Select Bullish CISD or Bearish CISD.
5. For confirmed signals, use Once Per Bar Close.
REPAINTING AND REALTIME BEHAVIOR
Confirmed C1, C2, and C3 HTF candle values use completed higher-timeframe candles and do not change afterward.
C4 is intentionally a developing HTF candle. Its high, low, close, wick, and body color update in realtime until the HTF candle closes. This is expected realtime behavior and should not be interpreted as a confirmed historical signal.
When “Confirm CISD On Closed Candle” is enabled, CISD signals are generated only after the lower-timeframe candle closes. This is the recommended setting for stable alerts.
Disabling closed-candle confirmation allows intrabar detection. Intrabar conditions may appear and disappear before the current lower-timeframe candle closes.
No future-looking data is intentionally used to generate CISD signals.
RECOMMENDED WORKFLOW
1. Use Automatic mode or select an HTF manually.
2. Confirm that the chart timeframe is lower than the selected HTF.
3. Select Neutral, Bullish, or Bearish bias.
4. Wait for price to sweep the previous confirmed HTF high or low.
5. Wait for a lower-timeframe CISD close.
6. Use liquidity, equilibrium, T-Spot, and projection levels as analytical references.
7. Apply independent risk management and market-context analysis.
LIMITATIONS
• This indicator is a rule-based interpretation of liquidity sweeps and CISD.
• C1–C4 labels represent chronological HTF candles, not guaranteed market phases.
• The T-Spot formula is specific to this implementation.
• A liquidity sweep does not guarantee a reversal.
• Projection levels are mathematical reference levels, not price targets guaranteed to be reached.
• Session behavior may vary across symbols because of exchange hours, holidays, and timezone settings.
• Higher-timeframe values can differ between instruments with different trading sessions.
• The indicator does not place orders or manage positions.
DISCLAIMER
This indicator is provided for informational and educational purposes only. It is not financial, investment, or trading advice.
Nothing displayed by this script should be interpreted as a recommendation to buy or sell any financial instrument. Trading involves substantial risk, and past performance does not guarantee future results.
Users are solely responsible for their trading decisions, position sizing, risk management, and verification of all signals.
Copy
Suggested tags
CopyCISD
Liquidity
Liquidity Sweep
Higher Timeframe
Multi-Timeframe
Price Action
Market Structure
HTF Candles
Projection Levels
Fractal
Suggested release notes
CopyInitial public release.
Features:
• Automatic and manual HTF pairing
• Right-side C1–C4 HTF candle visualization
• Bullish and bearish liquidity-sweep detection
• Lower-timeframe CISD confirmation
• Bias filtering
• Equilibrium and T-Spot levels
• Five customizable projection levels
• Three configurable time filters
• Setup failure detection
• Historical setup management
• Information table
• Bullish and bearish CISD alerts
The HTF Fractal Delivery Model is a multi-timeframe price-action indicator designed to visualize higher-timeframe candle development, liquidity sweeps, and lower-timeframe Change in State of Delivery (CISD) confirmations.
The indicator combines the structure of a selected higher timeframe with lower-timeframe price action. Its purpose is to help traders identify situations where price sweeps a previously confirmed higher-timeframe liquidity level and subsequently confirms a directional shift.
This script is an independently developed implementation based on general price-action, liquidity, and multi-timeframe analysis concepts.
CORE MODEL
The model uses the previous confirmed higher-timeframe candle as its primary liquidity reference.
For a bullish setup:
1. Price trades below the previous confirmed HTF low.
2. The event is classified as a sell-side liquidity sweep.
3. The script tracks bearish lower-timeframe candles formed around the sweep.
4. The opening price of the relevant bearish delivery candle becomes the bullish CISD level.
5. A lower-timeframe close above that level confirms the bullish setup.
For a bearish setup:
1. Price trades above the previous confirmed HTF high.
2. The event is classified as a buy-side liquidity sweep.
3. The script tracks bullish lower-timeframe candles formed around the sweep.
4. The opening price of the relevant bullish delivery candle becomes the bearish CISD level.
5. A lower-timeframe close below that level confirms the bearish setup.
RIGHT-SIDE HTF CANDLES
The indicator displays four higher-timeframe candles in the empty space to the right of the chart:
• C1 — three confirmed HTF candles ago
• C2 — two confirmed HTF candles ago
• C3 — the previous confirmed HTF candle
• C4* — the currently developing HTF candle
The asterisk on C4 indicates that the candle is still open. Its high, low, close, body color, and wick can change until the higher-timeframe period closes.
Users can customize:
• Right-side candle offset
• Candle body width
• Distance between candles
• Bullish and bearish candle colors
• Wick color
• C1/C2/C3/C4 labels
• Current HTF open reference line
TIMEFRAME PAIRING
Two higher-timeframe selection modes are available:
• Automatic
• Manual
Automatic mode selects an HTF according to the current chart timeframe. Every automatic pairing can be customized in the indicator settings.
The default automatic pairings are:
• Up to 1 minute → 15-minute HTF
• Up to 5 minutes → 1-hour HTF
• Up to 15 minutes → 4-hour HTF
• Up to 1 hour → Daily HTF
• Up to 4 hours → Weekly HTF
• Up to Daily → Monthly HTF
Manual mode allows users to select any supported higher timeframe.
The chart timeframe must be lower than the selected HTF for the complete lower-timeframe model to operate as intended. The information table displays a warning when the pairing is invalid.
DISPLAYED LEVELS
C1 Liquidity
The high or low of the previous confirmed HTF candle used as the liquidity reference for the setup.
CISD
The opening price of the relevant opposite-direction lower-timeframe delivery candle. A confirmed close through this price activates the setup.
Equilibrium
The 50% midpoint between the previous confirmed HTF high and low.
T-Spot
In this implementation, the T-Spot is calculated as the midpoint between the swept liquidity level and the confirmed CISD price.
Projection Levels
Projection levels are calculated from the distance between the liquidity level and the CISD level:
Model Range = Absolute Value of (CISD − Liquidity)
Bullish Projection =
Liquidity + Model Range × Projection Magnitude
Bearish Projection =
Liquidity − Model Range × Projection Magnitude
Five customizable projection magnitudes are available. The default values are:
• -1.0
• -2.0
• -2.5
• -4.0
• -4.5
The script uses the absolute magnitude of each projection input and applies the direction automatically.
BIAS FILTER
The bias setting controls which formations may be detected:
• Neutral — displays bullish and bearish setups
• Bullish — displays bullish setups only
• Bearish — displays bearish setups only
This filter can be used to align lower-timeframe confirmations with a separately determined higher-timeframe directional bias.
TIME FILTERS
The script includes up to three customizable session windows.
Users can configure:
• Session 1
• Session 2
• Session 3
• Session timezone
• Individual session activation
• Global session-filter activation
When time filtering is enabled, new liquidity-sweep candidates are accepted only inside one of the active session windows.
SETUP FAILURE
A confirmed setup can be marked as failed when price invalidates its liquidity reference.
Two failure modes are available:
• Close-based invalidation
• Wick-based invalidation
When a setup fails:
• Its active lines stop extending
• Its objects change to the selected failure color
• Its setup label changes to “FAILED”
Historical setup depth can be configured from the current setup only to a maximum of 40 previous setups.
INFORMATION TABLE
The optional information table displays:
• Current chart and HTF pairing
• Pairing validity
• Time remaining until the current HTF close
• Selected directional bias
• Current sweep candidate
• Number of stored setups
ALERTS
The indicator provides two alert conditions:
• Bullish CISD
• Bearish CISD
To create an alert:
1. Add the indicator to the chart.
2. Open TradingView’s Create Alert dialog.
3. Select this indicator under Condition.
4. Select Bullish CISD or Bearish CISD.
5. For confirmed signals, use Once Per Bar Close.
REPAINTING AND REALTIME BEHAVIOR
Confirmed C1, C2, and C3 HTF candle values use completed higher-timeframe candles and do not change afterward.
C4 is intentionally a developing HTF candle. Its high, low, close, wick, and body color update in realtime until the HTF candle closes. This is expected realtime behavior and should not be interpreted as a confirmed historical signal.
When “Confirm CISD On Closed Candle” is enabled, CISD signals are generated only after the lower-timeframe candle closes. This is the recommended setting for stable alerts.
Disabling closed-candle confirmation allows intrabar detection. Intrabar conditions may appear and disappear before the current lower-timeframe candle closes.
No future-looking data is intentionally used to generate CISD signals.
RECOMMENDED WORKFLOW
1. Use Automatic mode or select an HTF manually.
2. Confirm that the chart timeframe is lower than the selected HTF.
3. Select Neutral, Bullish, or Bearish bias.
4. Wait for price to sweep the previous confirmed HTF high or low.
5. Wait for a lower-timeframe CISD close.
6. Use liquidity, equilibrium, T-Spot, and projection levels as analytical references.
7. Apply independent risk management and market-context analysis.
LIMITATIONS
• This indicator is a rule-based interpretation of liquidity sweeps and CISD.
• C1–C4 labels represent chronological HTF candles, not guaranteed market phases.
• The T-Spot formula is specific to this implementation.
• A liquidity sweep does not guarantee a reversal.
• Projection levels are mathematical reference levels, not price targets guaranteed to be reached.
• Session behavior may vary across symbols because of exchange hours, holidays, and timezone settings.
• Higher-timeframe values can differ between instruments with different trading sessions.
• The indicator does not place orders or manage positions.
DISCLAIMER
This indicator is provided for informational and educational purposes only. It is not financial, investment, or trading advice.
Nothing displayed by this script should be interpreted as a recommendation to buy or sell any financial instrument. Trading involves substantial risk, and past performance does not guarantee future results.
Users are solely responsible for their trading decisions, position sizing, risk management, and verification of all signals.
Copy
Suggested tags
CopyCISD
Liquidity
Liquidity Sweep
Higher Timeframe
Multi-Timeframe
Price Action
Market Structure
HTF Candles
Projection Levels
Fractal
Suggested release notes
CopyInitial public release.
Features:
• Automatic and manual HTF pairing
• Right-side C1–C4 HTF candle visualization
• Bullish and bearish liquidity-sweep detection
• Lower-timeframe CISD confirmation
• Bias filtering
• Equilibrium and T-Spot levels
• Five customizable projection levels
• Three configurable time filters
• Setup failure detection
• Historical setup management
• Information table
• Bullish and bearish CISD alerts
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.
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.