OPEN-SOURCE SCRIPT
NQ Liquidity Zones (Pro Cluster - Ultimate) STM V1
# 📊 Liquidity Zones (Pro Cluster – Ultimate)
## 🧠 Overview
This indicator is a **multi-factor liquidity clustering engine** designed to identify high-probability price reaction zones using:
* Price density clustering (HLC3-based)
* Volume-weighted confirmation
* Relative volume filtering
* Multi-timeframe aggregation
* Session-aware liquidity separation (RTH vs overnight)
* Dynamic zone scoring + ranking system
Instead of drawing arbitrary support/resistance lines, it builds **statistically validated liquidity zones** based on repeated price interaction and participation strength.
---
## ⚙️ Core Concept
Markets tend to rotate around areas where:
* Price revisits frequently (liquidity accumulation)
* Volume participation increases (order concentration)
* Sessions overlap or transition (structural imbalance zones)
This tool identifies those regions by scoring price levels based on:
* Touch frequency (price clustering)
* Volume intensity (relative participation)
* Freshness (recency of interaction)
* Session behavior (RTH vs overnight separation)
---
## 📈 How It Works
### 1. Multi-Timeframe Data Engine
The indicator optionally pulls higher timeframe data to build **institutional-grade zones** that reflect broader liquidity structure, not just local noise.
---
### 2. Cluster Detection
Each price level is evaluated across a rolling lookback window:
* Prices within ATR-based proximity are grouped
* Each cluster accumulates:
* Touch count
* Relative volume contribution
* Session-based participation bias
---
### 3. Scoring System
Every cluster receives a composite strength score based on:
* Density of price interaction
* Volume weighting (optional)
* Session behavior (regular vs overnight liquidity)
* Recency of last interaction
Only clusters above a **minimum strength threshold** are promoted to active zones.
---
### 4. Zone Classification
Zones are automatically categorized as:
* **Support Zones (Demand)** → price below current market
* **Resistance Zones (Supply)** → price above current market
* **ETH King Zone (optional highlight)** → highest overnight liquidity concentration
---
### 5. Dynamic Filtering
To remove noise, the system filters zones using:
* Minimum strength score
* Minimum relative volume threshold
* Age-based decay (zones lose relevance over time)
* Sensitivity cutoff for stale liquidity
---
### 6. Visual Structure
Each zone is rendered as:
* A shaded liquidity band (not a thin line)
* Color-coded by type (supply/demand)
* Optional “King Zone” highlight for dominant liquidity clusters
* Transparent aging effect to show weakening levels over time
---
### 7. Alert Engine
The script generates real-time alerts for:
* **Zone Entry**
→ Price enters a liquidity zone from outside
* **Zone Break**
→ Price breaks through a liquidity zone boundary
Alerts are ranked so only the strongest zones trigger notifications (configurable top-N filtering).
---
## 🧩 What Makes It “Pro Grade”
Unlike standard support/resistance tools, this model:
* Uses **statistical clustering instead of manual pivots**
* Incorporates **volume-weighted liquidity strength**
* Separates **session-based liquidity regimes**
* Ranks zones dynamically instead of treating all levels equally
* Applies **aging decay to reflect real market relevance**
---
## 📌 Best Use Cases
* Intraday liquidity tracking (scalping / day trading)
* Breakout confirmation zones
* Reversal reaction areas
* Session transition analysis (Asia → London → NY)
* Institutional-style liquidity mapping
---
## ⚠️ Important Note
This tool does not predict direction.
It identifies **where liquidity is concentrated**, not what price will do — allowing traders to align entries around statistically significant reaction zones rather than arbitrary levels.
---
## 🧠 Overview
This indicator is a **multi-factor liquidity clustering engine** designed to identify high-probability price reaction zones using:
* Price density clustering (HLC3-based)
* Volume-weighted confirmation
* Relative volume filtering
* Multi-timeframe aggregation
* Session-aware liquidity separation (RTH vs overnight)
* Dynamic zone scoring + ranking system
Instead of drawing arbitrary support/resistance lines, it builds **statistically validated liquidity zones** based on repeated price interaction and participation strength.
---
## ⚙️ Core Concept
Markets tend to rotate around areas where:
* Price revisits frequently (liquidity accumulation)
* Volume participation increases (order concentration)
* Sessions overlap or transition (structural imbalance zones)
This tool identifies those regions by scoring price levels based on:
* Touch frequency (price clustering)
* Volume intensity (relative participation)
* Freshness (recency of interaction)
* Session behavior (RTH vs overnight separation)
---
## 📈 How It Works
### 1. Multi-Timeframe Data Engine
The indicator optionally pulls higher timeframe data to build **institutional-grade zones** that reflect broader liquidity structure, not just local noise.
---
### 2. Cluster Detection
Each price level is evaluated across a rolling lookback window:
* Prices within ATR-based proximity are grouped
* Each cluster accumulates:
* Touch count
* Relative volume contribution
* Session-based participation bias
---
### 3. Scoring System
Every cluster receives a composite strength score based on:
* Density of price interaction
* Volume weighting (optional)
* Session behavior (regular vs overnight liquidity)
* Recency of last interaction
Only clusters above a **minimum strength threshold** are promoted to active zones.
---
### 4. Zone Classification
Zones are automatically categorized as:
* **Support Zones (Demand)** → price below current market
* **Resistance Zones (Supply)** → price above current market
* **ETH King Zone (optional highlight)** → highest overnight liquidity concentration
---
### 5. Dynamic Filtering
To remove noise, the system filters zones using:
* Minimum strength score
* Minimum relative volume threshold
* Age-based decay (zones lose relevance over time)
* Sensitivity cutoff for stale liquidity
---
### 6. Visual Structure
Each zone is rendered as:
* A shaded liquidity band (not a thin line)
* Color-coded by type (supply/demand)
* Optional “King Zone” highlight for dominant liquidity clusters
* Transparent aging effect to show weakening levels over time
---
### 7. Alert Engine
The script generates real-time alerts for:
* **Zone Entry**
→ Price enters a liquidity zone from outside
* **Zone Break**
→ Price breaks through a liquidity zone boundary
Alerts are ranked so only the strongest zones trigger notifications (configurable top-N filtering).
---
## 🧩 What Makes It “Pro Grade”
Unlike standard support/resistance tools, this model:
* Uses **statistical clustering instead of manual pivots**
* Incorporates **volume-weighted liquidity strength**
* Separates **session-based liquidity regimes**
* Ranks zones dynamically instead of treating all levels equally
* Applies **aging decay to reflect real market relevance**
---
## 📌 Best Use Cases
* Intraday liquidity tracking (scalping / day trading)
* Breakout confirmation zones
* Reversal reaction areas
* Session transition analysis (Asia → London → NY)
* Institutional-style liquidity mapping
---
## ⚠️ Important Note
This tool does not predict direction.
It identifies **where liquidity is concentrated**, not what price will do — allowing traders to align entries around statistically significant reaction zones rather than arbitrary levels.
---
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。