OPEN-SOURCE SCRIPT
Liquidity Delta Profiler [LuxAlgo]
The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals.
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window, the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars (Hold Time). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
🔹 Decay & Reversals
🔹 Dashboard
🔹 Style
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
- Buy Delta Fill: Indicates aggressive buyers were more active in that specific price slice.
- Sell Delta Fill: Indicates aggressive sellers dominated that section.
- Intensity: The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
- ABS (Absorption): Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction.
- EXH (Exhaustion): Occurs when a sweep happens on very low relative volume, suggesting no follow-through.
- DIV (Divergence): Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level.
- REJ (Snapback Rejection): Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone.
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window, the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars (Hold Time). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
- Pivot Length: Lookback/lookforward period for detecting swing highs and lows.
- Max Zones per Type: Maximum number of active and historical zones to keep on the chart.
- Show Swept Zones: Keeps zones visible with dashed outlines after they have been breached.
- Filter Overlapping Zones: Prevents the creation of new zones that overlap with existing active zones.
🔹 Decay & Reversals
- Show Zone Decay: Toggles the health percentage labels.
- Zone Volume Capacity: Multiplier for average volume to determine how much volume a zone can absorb.
- Enable Reversal Detection: Toggles the signal bubbles for reversal patterns.
🔹 Dashboard
- Show Dashboard: Toggles the performance tracking table.
- Eval Window (Bars): The maximum number of bars the script waits for a reversal to manifest.
- Hold Time (Bars): The number of consecutive bars price must stay in profit to be considered a successful reversal.
- Position/Size: Customizes the UI placement and scale of the dashboard.
🔹 Style
- Colors: Customize colors for BSL/SSL outlines and the positive/negative volume delta fills.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
Build your own edge with AI: luxalgo.com
All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.
All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
Build your own edge with AI: luxalgo.com
All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.
All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.