OPEN-SOURCE SCRIPT
Adaptive Structural Liquidity Map
Description
Adaptive Structural Liquidity Map is a market-structure and liquidity visualization tool designed to organize confirmed liquidity references around price and show how those references are distributed above and below the current market.
Rather than treating every swing as equally important, the indicator maintains an adaptive map of active liquidity pools and presents them through a compact visual hierarchy.
How It Works
The indicator processes confirmed structural pivots and maintains qualifying liquidity references on both sides of price.
Each active pool is evaluated within the liquidity engine and displayed according to its relative classification:
HIGH LIQ — comparatively stronger liquidity concentration within the active map.
MED LIQ — intermediate liquidity concentration.
LOW LIQ — comparatively lighter liquidity concentration.
These classifications are relative analytical measurements within the indicator's current active sample. They are not probabilities or guarantees that price will interact with a level.
Liquidity Depth Map
Active liquidity references are displayed as horizontal depth structures extending from their respective price areas.
The visual width and emphasis help distinguish the relative liquidity structure without requiring every historical swing to remain on the chart.
Upper and lower liquidity use separate visual treatment so the distribution around current price can be interpreted quickly.
Liquidity Map Dashboard
The dashboard summarizes the current state of the active map through:
ACTIVE POOLS — number of liquidity references currently maintained by the engine.
BIAS — whether the active liquidity distribution is Upper-Heavy, Lower-Heavy, or Balanced.
NEAREST ↑ — nearest active liquidity reference above current price.
NEAREST ↓ — nearest active liquidity reference below current price.
“Bias” describes the distribution of identified liquidity pools. It is not a directional trade signal.
BOS and CHOCH Context
Confirmed structural breaks are annotated with compact BOS and CHOCH labels.
BOS identifies a confirmed break consistent with the incumbent structural direction, while CHOCH identifies the first confirmed structural break against that direction.
These annotations provide structural context to the liquidity map rather than functioning as standalone entry or exit signals.
Liquidity Sweeps
The indicator can also mark qualifying interactions where price trades through a structural liquidity reference and subsequently closes back through the relevant area.
Sweep markers are contextual events only and should not be interpreted as automatic reversal signals.
ATH and ATL Context
All-Time High and All-Time Low references are tracked independently and displayed with horizontal contextual guides when enabled.
Time-based positioning is used for these historical extremes so old ATH/ATL references can be maintained without relying on distant bar-index placement.
Originality and Intended Use
The indicator combines confirmed structural references, adaptive liquidity-pool maintenance, relative liquidity classification, upper/lower distribution analysis, structural break context, sweep detection, historical extremes, and a compact depth-map visualization into one interacting framework.
Its purpose is to answer a specific analytical question:
Where is the currently identified structural liquidity concentrated, and how is that liquidity distributed around price?
It is intended for market-structure research and contextual chart analysis across different symbols and timeframes.
Calculation Timing
Structural references use confirmed pivot information and therefore become available only after the required confirmation bars have elapsed.
BOS/CHOCH events use confirmed closes. This confirmation process intentionally introduces latency in exchange for avoiding premature structural classification.
Limitations
Liquidity levels represent algorithmically identified structural references, not verified exchange order-book liquidity.
HIGH, MED, and LOW classifications are relative to the indicator's methodology and active sample.
Historical liquidity concentration does not imply that price must revisit, reject, break, or reverse from a displayed level.
ATH/ATL, BOS/CHOCH, sweep markers, dashboard bias, and nearest liquidity references are descriptive analytical context rather than Buy/Sell signals.
The indicator does not provide probabilities, guaranteed outcomes, price targets, or expected returns.
Adaptive Structural Liquidity Map is a market-structure and liquidity visualization tool designed to organize confirmed liquidity references around price and show how those references are distributed above and below the current market.
Rather than treating every swing as equally important, the indicator maintains an adaptive map of active liquidity pools and presents them through a compact visual hierarchy.
How It Works
The indicator processes confirmed structural pivots and maintains qualifying liquidity references on both sides of price.
Each active pool is evaluated within the liquidity engine and displayed according to its relative classification:
HIGH LIQ — comparatively stronger liquidity concentration within the active map.
MED LIQ — intermediate liquidity concentration.
LOW LIQ — comparatively lighter liquidity concentration.
These classifications are relative analytical measurements within the indicator's current active sample. They are not probabilities or guarantees that price will interact with a level.
Liquidity Depth Map
Active liquidity references are displayed as horizontal depth structures extending from their respective price areas.
The visual width and emphasis help distinguish the relative liquidity structure without requiring every historical swing to remain on the chart.
Upper and lower liquidity use separate visual treatment so the distribution around current price can be interpreted quickly.
Liquidity Map Dashboard
The dashboard summarizes the current state of the active map through:
ACTIVE POOLS — number of liquidity references currently maintained by the engine.
BIAS — whether the active liquidity distribution is Upper-Heavy, Lower-Heavy, or Balanced.
NEAREST ↑ — nearest active liquidity reference above current price.
NEAREST ↓ — nearest active liquidity reference below current price.
“Bias” describes the distribution of identified liquidity pools. It is not a directional trade signal.
BOS and CHOCH Context
Confirmed structural breaks are annotated with compact BOS and CHOCH labels.
BOS identifies a confirmed break consistent with the incumbent structural direction, while CHOCH identifies the first confirmed structural break against that direction.
These annotations provide structural context to the liquidity map rather than functioning as standalone entry or exit signals.
Liquidity Sweeps
The indicator can also mark qualifying interactions where price trades through a structural liquidity reference and subsequently closes back through the relevant area.
Sweep markers are contextual events only and should not be interpreted as automatic reversal signals.
ATH and ATL Context
All-Time High and All-Time Low references are tracked independently and displayed with horizontal contextual guides when enabled.
Time-based positioning is used for these historical extremes so old ATH/ATL references can be maintained without relying on distant bar-index placement.
Originality and Intended Use
The indicator combines confirmed structural references, adaptive liquidity-pool maintenance, relative liquidity classification, upper/lower distribution analysis, structural break context, sweep detection, historical extremes, and a compact depth-map visualization into one interacting framework.
Its purpose is to answer a specific analytical question:
Where is the currently identified structural liquidity concentrated, and how is that liquidity distributed around price?
It is intended for market-structure research and contextual chart analysis across different symbols and timeframes.
Calculation Timing
Structural references use confirmed pivot information and therefore become available only after the required confirmation bars have elapsed.
BOS/CHOCH events use confirmed closes. This confirmation process intentionally introduces latency in exchange for avoiding premature structural classification.
Limitations
Liquidity levels represent algorithmically identified structural references, not verified exchange order-book liquidity.
HIGH, MED, and LOW classifications are relative to the indicator's methodology and active sample.
Historical liquidity concentration does not imply that price must revisit, reject, break, or reverse from a displayed level.
ATH/ATL, BOS/CHOCH, sweep markers, dashboard bias, and nearest liquidity references are descriptive analytical context rather than Buy/Sell signals.
The indicator does not provide probabilities, guaranteed outcomes, price targets, or expected returns.
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.
Get exclusive analysis and trade setups on my Telegram channel: t.me/+ljltWsU9ex01YTQ0
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.
Get exclusive analysis and trade setups on my Telegram channel: t.me/+ljltWsU9ex01YTQ0
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.