Liquidity Delta Engine 3D [NeBlok]
LIQUIDITY DELTA ENGINE 3D [NeBlok]
Liquidity Delta Engine 3D maps where liquidity sits on the chart, measures who was aggressive inside it (buyers or sellers), and flags four types of order-flow reversal signals. Every signal is graded automatically in an on-chart performance table, so you can see how each one has behaved on the symbol and timeframe you trade.
Everything is drawn in solid neon colors with an optional 3D extrusion effect. Labels and boxes are sized large so they stay readable on busy charts.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW IT WORKS
1) THE DELTA ENGINE
Delta is the difference between aggressive buying volume and aggressive selling volume.
By default, the script requests lower-timeframe (intrabar) data. It classifies each sub-bar's volume as buying or selling, which gives a much more accurate delta than estimating from the chart bar alone. The intrabar timeframe is picked automatically:
- 1-minute data on charts up to 15m
- 5-minute on charts up to 4H
- 15-minute on charts up to 1D
- 60-minute above that
You can override it in the settings.
If intrabar data isn't available, the script falls back to a Bar Approximation, which splits volume based on where the bar closed within its range. The bottom row of the performance table always shows which delta source is active.
The script also builds Cumulative Delta (CVD), a running total of delta. It is used for divergence detection and can be viewed in the Data Window.
2) LIQUIDITY ZONES
Zones form at confirmed swing highs (supply, red) and swing lows (demand, aqua). A swing must have at least average volume to qualify. Each zone is sized from the wick of the pivot candle, with its height kept between a minimum and maximum ATR multiple so zones stay readable and proportional.
Each zone is split into horizontal rows that form a mini delta profile. Every row shows the net delta traded at that price during the swing.
- Bright rows: delta favored the zone's side (selling in supply, buying in demand)
- Dim rows: delta went against the zone's side
The tag on the right side of each zone shows two numbers:
- % = LIQUIDITY REMAINING. 100% means price has not touched the zone. As price trades into it, the percentage drops, showing how much of the zone has been consumed.
- Δ = the net delta traded inside the zone while it formed
When price closes through the far side of a zone, the zone is marked broken. It stops extending and fades out, or it is removed entirely if you turn off "Keep Broken Zones."
3) REVERSAL SIGNALS
ABS (Absorption): Aggressive flow spikes at a local high or low, but price closes against it. Example: heavy buying at a new high, yet the bar closes in its lower half. Passive sellers absorbed the buyers.
EXH (Exhaustion): Price prints a new local high or low on weak delta after a stretch of sustained pressure in that direction. The move is running out of participants.
DIV (Delta Divergence): Price makes a higher high or lower low, but Cumulative Delta does not confirm it.
REJ (Zone Rejection): Price wicks into an active liquidity zone and closes back outside it, with delta agreeing with the zone. Example: wick into demand, close above it, positive delta.
Green labels below bars are bullish. Magenta labels above bars are bearish. Hover over any label for a short explanation of why it fired.
4) PERFORMANCE TABLE
Each signal is evaluated a set number of bars after it fires (default: 10). It counts as a win if price has moved in the signal's direction from the close of the signal bar. You can require a minimum favorable move measured in ATR, so small drifts don't count as wins.
The table shows total signals, wins, and win rate for each signal type. It lets you judge which signals are worth trusting on your instrument and timeframe before you rely on them.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW TO USE IT
1. Start with context. Active zones with a high liquidity-remaining % are untested areas where a reaction is more likely. Zones that are already down to a low % have been heavily consumed and are more likely to break.
2. Read the rows. A demand zone full of bright rows was built on real buying. A zone full of dim rows formed against the flow and deserves less confidence.
3. Wait for a signal at a level. Signals carry the most weight when they fire at or near an active zone. A single signal in the middle of nowhere is weaker than one that lines up with a level.
4. Look for stacking. An ABS or EXH that fires at a zone and is followed by a REJ of that same zone is a stronger read than any single label.
5. Check the table. If a signal type shows a poor win rate on your symbol and timeframe, turn it off or tighten its settings. Different markets behave differently. Let the stats guide you instead of assuming every signal works everywhere.
6. Manage risk your own way. The script does not generate stops or targets. A common approach is to place stops beyond the far edge of the zone the signal reacted from.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
SETTINGS GUIDE
Delta Engine
- Delta Source: Intrabar (recommended) or Bar Approximation
- Intrabar Timeframe: leave blank for auto, or set your own
Liquidity Zones
- Pivot Strength: bars on each side needed to confirm a swing. Higher = fewer, more significant zones.
- Profile Rows: number of delta rows per zone (1 to 10)
- Min / Max Zone Height: zone thickness limits in ATR
- Min Pivot Volume: a swing needs this multiple of average volume to create a zone. Set to 0 to disable.
- Max Zones: cap on zones kept on the chart
- Project Right: how far active zones extend past the current bar
- Break On: a zone breaks on a candle Close or a Wick through it
- Keep Broken Zones / Show Row Delta / Show Net Delta: display toggles
Reversal Signals
- Toggle each signal type on or off
- Extreme Lookback: bars used to define a local high or low for ABS and EXH
- ABS Delta Spike / Volume Spike: how unusual the flow must be. Higher = fewer, stronger signals.
- EXH Max Delta: how weak delta must be at the new extreme. Lower = stricter.
- DIV Pivot Length / Max Bars Between Pivots: divergence sensitivity
- Cooldown: minimum bars between repeats of the same signal
- Max Signal Labels: limits chart clutter
Performance Table
- Evaluate After: bars until a signal is graded
- Min Favorable Move (ATR): the move required to count as a win
- Position: where the table sits on the chart
Style
- Neon colors for zones, signals, and the table
- 3D Extrusion on/off, plus depth in bars and ATR
- Separate size controls for signal labels, zone tags, row text, and the table
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
ALERTS
Alerts are built in for bullish and bearish versions of all four signals. They fire once per bar close. To use them:
1. Create an alert on this indicator.
2. Choose "Any alert() function call."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
IMPORTANT NOTES
- Volume data is required. This script will not work properly on symbols without volume, such as some cash indices. Use futures, stocks, ETFs, or crypto.
- Intrabar history is limited. TradingView caps how much lower-timeframe data a script can load. On long charts, the oldest bars may run on Bar Approximation, which affects older zone profiles and performance stats.
- ABS signals need intrabar data. Under Bar Approximation, delta is derived from where the bar closed, so the "heavy flow but closed against it" condition cannot occur.
- Zones and divergences confirm with a delay. A swing is only confirmed after "Pivot Strength" bars have closed, and a divergence after "DIV Pivot Length" bars. When they confirm, zones and DIV labels are drawn back at the original pivot bar. They did not exist in real time until confirmation.
- ABS, EXH, and REJ are evaluated on bar close and do not repaint once the bar closes.
- The performance table is a simple directional measurement, not a full backtest. It does not include commissions, slippage, stops, or position sizing.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
DISCLAIMER
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security, futures contract, or other financial instrument.
Trading involves substantial risk of loss and is not suitable for every investor. Futures and leveraged products carry additional risk, and you can lose more than your initial investment.
Past performance, including any statistics shown in this script's performance table, does not guarantee future results. Signals can and will be wrong.
You are solely responsible for your own trading decisions. Always do your own research, test thoroughly, and consult a licensed financial professional before making any investment decisions.
Liquidity Delta Engine 3D maps where liquidity sits on the chart, measures who was aggressive inside it (buyers or sellers), and flags four types of order-flow reversal signals. Every signal is graded automatically in an on-chart performance table, so you can see how each one has behaved on the symbol and timeframe you trade.
Everything is drawn in solid neon colors with an optional 3D extrusion effect. Labels and boxes are sized large so they stay readable on busy charts.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW IT WORKS
1) THE DELTA ENGINE
Delta is the difference between aggressive buying volume and aggressive selling volume.
By default, the script requests lower-timeframe (intrabar) data. It classifies each sub-bar's volume as buying or selling, which gives a much more accurate delta than estimating from the chart bar alone. The intrabar timeframe is picked automatically:
- 1-minute data on charts up to 15m
- 5-minute on charts up to 4H
- 15-minute on charts up to 1D
- 60-minute above that
You can override it in the settings.
If intrabar data isn't available, the script falls back to a Bar Approximation, which splits volume based on where the bar closed within its range. The bottom row of the performance table always shows which delta source is active.
The script also builds Cumulative Delta (CVD), a running total of delta. It is used for divergence detection and can be viewed in the Data Window.
2) LIQUIDITY ZONES
Zones form at confirmed swing highs (supply, red) and swing lows (demand, aqua). A swing must have at least average volume to qualify. Each zone is sized from the wick of the pivot candle, with its height kept between a minimum and maximum ATR multiple so zones stay readable and proportional.
Each zone is split into horizontal rows that form a mini delta profile. Every row shows the net delta traded at that price during the swing.
- Bright rows: delta favored the zone's side (selling in supply, buying in demand)
- Dim rows: delta went against the zone's side
The tag on the right side of each zone shows two numbers:
- % = LIQUIDITY REMAINING. 100% means price has not touched the zone. As price trades into it, the percentage drops, showing how much of the zone has been consumed.
- Δ = the net delta traded inside the zone while it formed
When price closes through the far side of a zone, the zone is marked broken. It stops extending and fades out, or it is removed entirely if you turn off "Keep Broken Zones."
3) REVERSAL SIGNALS
ABS (Absorption): Aggressive flow spikes at a local high or low, but price closes against it. Example: heavy buying at a new high, yet the bar closes in its lower half. Passive sellers absorbed the buyers.
EXH (Exhaustion): Price prints a new local high or low on weak delta after a stretch of sustained pressure in that direction. The move is running out of participants.
DIV (Delta Divergence): Price makes a higher high or lower low, but Cumulative Delta does not confirm it.
REJ (Zone Rejection): Price wicks into an active liquidity zone and closes back outside it, with delta agreeing with the zone. Example: wick into demand, close above it, positive delta.
Green labels below bars are bullish. Magenta labels above bars are bearish. Hover over any label for a short explanation of why it fired.
4) PERFORMANCE TABLE
Each signal is evaluated a set number of bars after it fires (default: 10). It counts as a win if price has moved in the signal's direction from the close of the signal bar. You can require a minimum favorable move measured in ATR, so small drifts don't count as wins.
The table shows total signals, wins, and win rate for each signal type. It lets you judge which signals are worth trusting on your instrument and timeframe before you rely on them.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW TO USE IT
1. Start with context. Active zones with a high liquidity-remaining % are untested areas where a reaction is more likely. Zones that are already down to a low % have been heavily consumed and are more likely to break.
2. Read the rows. A demand zone full of bright rows was built on real buying. A zone full of dim rows formed against the flow and deserves less confidence.
3. Wait for a signal at a level. Signals carry the most weight when they fire at or near an active zone. A single signal in the middle of nowhere is weaker than one that lines up with a level.
4. Look for stacking. An ABS or EXH that fires at a zone and is followed by a REJ of that same zone is a stronger read than any single label.
5. Check the table. If a signal type shows a poor win rate on your symbol and timeframe, turn it off or tighten its settings. Different markets behave differently. Let the stats guide you instead of assuming every signal works everywhere.
6. Manage risk your own way. The script does not generate stops or targets. A common approach is to place stops beyond the far edge of the zone the signal reacted from.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
SETTINGS GUIDE
Delta Engine
- Delta Source: Intrabar (recommended) or Bar Approximation
- Intrabar Timeframe: leave blank for auto, or set your own
Liquidity Zones
- Pivot Strength: bars on each side needed to confirm a swing. Higher = fewer, more significant zones.
- Profile Rows: number of delta rows per zone (1 to 10)
- Min / Max Zone Height: zone thickness limits in ATR
- Min Pivot Volume: a swing needs this multiple of average volume to create a zone. Set to 0 to disable.
- Max Zones: cap on zones kept on the chart
- Project Right: how far active zones extend past the current bar
- Break On: a zone breaks on a candle Close or a Wick through it
- Keep Broken Zones / Show Row Delta / Show Net Delta: display toggles
Reversal Signals
- Toggle each signal type on or off
- Extreme Lookback: bars used to define a local high or low for ABS and EXH
- ABS Delta Spike / Volume Spike: how unusual the flow must be. Higher = fewer, stronger signals.
- EXH Max Delta: how weak delta must be at the new extreme. Lower = stricter.
- DIV Pivot Length / Max Bars Between Pivots: divergence sensitivity
- Cooldown: minimum bars between repeats of the same signal
- Max Signal Labels: limits chart clutter
Performance Table
- Evaluate After: bars until a signal is graded
- Min Favorable Move (ATR): the move required to count as a win
- Position: where the table sits on the chart
Style
- Neon colors for zones, signals, and the table
- 3D Extrusion on/off, plus depth in bars and ATR
- Separate size controls for signal labels, zone tags, row text, and the table
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
ALERTS
Alerts are built in for bullish and bearish versions of all four signals. They fire once per bar close. To use them:
1. Create an alert on this indicator.
2. Choose "Any alert() function call."
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
IMPORTANT NOTES
- Volume data is required. This script will not work properly on symbols without volume, such as some cash indices. Use futures, stocks, ETFs, or crypto.
- Intrabar history is limited. TradingView caps how much lower-timeframe data a script can load. On long charts, the oldest bars may run on Bar Approximation, which affects older zone profiles and performance stats.
- ABS signals need intrabar data. Under Bar Approximation, delta is derived from where the bar closed, so the "heavy flow but closed against it" condition cannot occur.
- Zones and divergences confirm with a delay. A swing is only confirmed after "Pivot Strength" bars have closed, and a divergence after "DIV Pivot Length" bars. When they confirm, zones and DIV labels are drawn back at the original pivot bar. They did not exist in real time until confirmation.
- ABS, EXH, and REJ are evaluated on bar close and do not repaint once the bar closes.
- The performance table is a simple directional measurement, not a full backtest. It does not include commissions, slippage, stops, or position sizing.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
DISCLAIMER
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security, futures contract, or other financial instrument.
Trading involves substantial risk of loss and is not suitable for every investor. Futures and leveraged products carry additional risk, and you can lose more than your initial investment.
Past performance, including any statistics shown in this script's performance table, does not guarantee future results. Signals can and will be wrong.
You are solely responsible for your own trading decisions. Always do your own research, test thoroughly, and consult a licensed financial professional before making any investment decisions.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。