AG Pro Liquidity Heatmap [AGPro Series]AG Pro Liquidity Heatmap
Overview / What it does
AG Pro Liquidity Heatmap is a visual liquidity-mapping tool designed to project areas where resting stop interest is more likely to be concentrated. Instead of focusing on a single pattern or a one-bar signal, this script builds a forward-looking heatmap from clustered pivot behavior and displays that information as persistent horizontal liquidity bands on the chart.
The core idea is simple: repeated reactions around similar price levels often create zones where traders place stops, breakout orders, or defensive exits. When those levels begin to cluster, they can become structurally important. This script converts that clustering behavior into a heat score and renders it as layered Fire / Ice bands so traders can quickly identify where liquidity concentration may be building above or below current price.
The script is not built as a prediction engine, and it does not attempt to claim where price must go next. Its purpose is to help traders organize the chart, monitor the nearest active liquidity bands, and understand which nearby levels appear more saturated, more persistent, or already mitigated. In that sense, it is best used as a market-structure context tool rather than as a standalone entry model.
This script is also intentionally different from traditional support/resistance overlays, breakout detectors, and liquidity sweep labels. It does not merely mark recent highs and lows. It clusters pivot-derived levels, weights them into a dynamic heat score, extends them cleanly to the right side of the chart, and then updates or extinguishes them as price interacts with those zones.
Unique Edge
The unique edge of this script is that it treats liquidity as a developing field rather than a static line. A normal horizontal level script may show one prior high or one prior low. AG Pro Liquidity Heatmap instead tracks repeated pivot concentration, merges nearby levels into composite zones, scores those zones, and then visualizes the result as a layered heat structure.
A second differentiator is the lifecycle logic. Once a band has been interacted with, the script does not leave every level unchanged forever. Depending on the selected behavior, a zone can fade or be removed after liquidity is taken. This helps reduce visual clutter and keeps the chart focused on currently relevant liquidity structures rather than a permanently accumulating archive of old levels.
A third differentiator is presentation. The script is designed to produce a clean forward projection area with right-extending heat bands, readable labels, Fire / Ice theme control, a functional heatmap panel, and an optional EQ Magnet line that tracks the balance area between the nearest active upper and lower liquidity bands. The goal is not only analytical clarity, but also a chart layout that remains readable during live use.
Methodology
1) Pivot detection
The script first identifies pivot highs and pivot lows using user-defined left and right pivot lengths. These pivots are treated as candidate liquidity reference points.
2) Cluster merging
If a new pivot forms close enough to an existing level, based on an ATR-driven merge distance, the script merges that information into the existing zone rather than creating unnecessary duplication. This allows nearby pivots to accumulate into a stronger composite band.
3) Heat scoring
Each zone receives a heat score. Repeated clustering increases that score. When volume weighting is enabled, pivots formed with relatively stronger volume can contribute more heavily to the final score. This does not reveal actual order book liquidity, but it can provide a useful proxy for where market attention and stop concentration may be stronger.
4) Layered rendering
Each active zone is rendered as a multi-layer horizontal band. The band thickness and saturation scale with heat score, which makes stronger zones visually heavier than weaker ones. This helps the chart communicate intensity without requiring the user to read every value manually.
5) Liquidity lifecycle
When price reaches a zone, the script can either fade it or remove it depending on the selected extinguish mode. Optional mitigation tracking can leave a visual reminder of where liquidity was taken. This behavior is important because it keeps the heatmap adaptive rather than static.
6) Balance tracking
When both upper and lower active liquidity bands are available, the script can display an EQ Magnet line between the nearest bands. This is not a target call. It is a contextual balance reference that can help visualize the midpoint of the currently nearest active liquidity field.
States & Visual Elements
- Fire bands represent upper liquidity concentration derived from pivot highs.
- Ice bands represent lower liquidity concentration derived from pivot lows.
- Stronger zones become visually denser and more prominent as heat score rises.
- Zone labels display side, heat score, and price information in either compact or detailed mode.
- The Heatmap Panel summarizes active band count, nearest zones, strongest zones, heat balance, last sweep information, and the current extinguish behavior.
- The EQ Magnet line highlights the midpoint between the nearest active upper and lower bands when enabled.
- Optional mitigation tracks can remain on the chart after liquidity is taken.
How to use it
This script is generally most useful as a context layer.
Many traders may choose to use it in one of three ways:
- to map where price may interact with nearby liquidity concentration,
- to judge whether the closest active field is above or below current price,
- to avoid taking impulsive decisions directly into dense opposing liquidity.
The script can also be useful for chart organization. Traders who already use trend tools, structure tools, or trigger models may use the heatmap as a location filter. For example, a setup forming directly into a strong opposing liquidity band may deserve more caution than a setup developing in cleaner space.
Key Inputs
Pivot Left / Right Bars
Controls how pivots are detected. Smaller values can produce more frequent zones; larger values can make the structure more selective.
Cluster Merge Distance (ATR)
Defines how close pivots must be to merge into the same liquidity band. Lower values keep zones more separated; higher values create broader clustering.
Volume-Weighted Mode
Allows higher-volume pivots to contribute more strongly to heat score. This is a proxy weighting mechanism, not direct order-flow confirmation.
Minimum Heat Score To Show
Filters out weaker zones from the visual display.
Visual Saturation Score
Controls how quickly the visual intensity reaches its maximum appearance.
Base Band Height and Horizontal Band Density
Shape the visual footprint of each zone and determine how rich or minimal the rendered band structure appears.
Label controls
Allow the user to choose label mode, font size, theme, label offsets, and label density.
Panel controls
Allow the user to change panel visibility, location, theme, and font size.
Liquidity Taken Behavior
Determines whether mitigated zones fade or are removed.
Limitations & Transparency
This script does not access order book data, exchange liquidation feeds, or hidden liquidity information. The displayed heatmap is derived from chart-based pivot clustering and optional volume weighting. For that reason, the bands should be understood as technical liquidity proxies rather than direct measurements of real resting orders.
The heat score is also relative to the script's own internal logic. It is a ranking mechanism inside this model, not an absolute market-wide score. A higher score means a zone has accumulated more structural weight within the selected settings; it does not guarantee a reaction.
Like any chart tool based on pivots, the behavior of the script depends on the chosen timeframe, the selected sensitivity inputs, and the structure of the instrument being analyzed. Lower timeframes can create more noise, while higher timeframes can produce fewer but broader zones.
The EQ Magnet line is a contextual midpoint reference only. It should not be interpreted as a fixed target, a required destination, or a directional forecast.
Risk Disclosure
This script is a visual analysis tool for chart study and trade planning. It is not financial advice, not an execution system, and not a promise of future price behavior. Liquidity zones can fail, be overrun, or be ignored by price entirely.
No indicator should be used in isolation. Traders should consider market structure, volatility, risk management, execution quality, and their own process before making trading decisions. Always test settings carefully and use position sizing appropriate to your own risk tolerance.
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