Sattam Supply | DemandSATTAM Supply | Demand Zones (Multi-Timeframe)
OVERVIEW
This indicator maps supply and demand zones from a timeframe you choose and draws them on your current chart. Instead of marking every swing point, it only accepts a swing that is followed by a genuine displacement move away from that level, measured against volatility (ATR). The goal is a chart with a small number of meaningful zones rather than dozens of overlapping boxes. Zones are drawn as boxes with a 50% midline, extended to the right until price invalidates them.
HOW A ZONE IS CREATED
A zone is created in two stages.
1) Pivot detection
The script looks for a pivot high (for supply) or a pivot low (for demand) on the selected timeframe. A pivot needs "Pivot Length" bars on each side to confirm, so the swing is a completed structural turning point and not a temporary extreme.
2) Displacement confirmation
A confirmed pivot is not enough on its own. After the pivot confirms, the script watches the next few bars ("Displacement Window") for a decisive close away from the level:
- Supply: a close below the pivot candle's low by more than ATR(14) x displacement factor
- Demand: a close above the pivot candle's high by more than ATR(14) x displacement factor
The ATR value used is the one captured at the pivot bar itself, so the confirmation threshold reflects the volatility that existed when the level formed, not the volatility at the moment of the breakout. If no qualifying close appears inside the window, the pivot is discarded and no zone is drawn.
The displacement factor is derived from the "Sensitivity" input: max(0.10, 1.15 - Sensitivity x 0.10). Higher sensitivity means a smaller required move, which produces more zones. Lower sensitivity demands a stronger reaction and produces fewer, more selective zones.
ZONE BOUNDARIES
Each zone is anchored at the pivot candle's own time, so the box starts where the level actually formed.
- Supply: the top is the pivot high, the bottom is the pivot candle's body top, min(open, close).
- Demand: the bottom is the pivot low, the top is the pivot candle's body bottom, max(open, close).
If that body-to-wick distance is unusually thin, the height is expanded to a volatility-based minimum (ATR at the pivot x width factor) so the zone stays usable on quiet candles. The "Width" input scales that minimum.
ZONE MANAGEMENT
Overlap filter: a new zone is rejected if it overlaps an existing zone by more than 45% of the smaller zone's height, or if it forms close in time with a nearly identical midpoint. This prevents clusters of near-duplicate boxes around the same level.
Zone limit: "Max Zones Per Side" caps how many supply and demand zones stay on the chart. When the limit is reached, the oldest zone is removed.
Invalidation: with "Hide Invalidated Zones" enabled, a supply zone is deleted after a close above its top and a demand zone after a close below its bottom. Disable it to keep broken zones visible for context.
Extension: active zones extend to the right by "Zones Offset" bars of the current chart so they stay visible ahead of price.
REPAINTING
Zones are committed only from closed bars of the selected timeframe. When a new higher-timeframe bar opens, the script reads the signal produced by the bar that just closed, and request.security is called with lookahead_off. A zone that has been drawn will not move or disappear on a later refresh, and no zone appears from a still-forming higher-timeframe bar.
Because of this, a zone always appears with a delay of at least "Pivot Length" bars plus the displacement bars on the selected timeframe. That delay is inherent to pivot-based confirmation.
SETTINGS
Source
- Timeframe: the timeframe the zones are calculated from (default 4H). Leave empty to use the chart timeframe.
- Pivot Length: bars required on each side of a swing for it to count as a pivot.
- Sensitivity: 1 to 10. Higher values loosen the displacement filter and allow more zones.
- Displacement Window: how many bars after a pivot confirms the script keeps waiting for a displacement close before discarding the pivot.
Zones
- Width: scales the volatility-based minimum zone thickness.
- Zones Offset: how far zones extend to the right.
- Max Zones Per Side: maximum simultaneous supply and demand zones.
- Hide Invalidated Zones: remove zones after price closes through them.
Style : fill and border colors for supply and demand, plus midline style (dashed, dotted, solid).
Timeframe Label : an on-chart label showing which timeframe the zones come from, with position, size and color options.
HOW TO USE IT
Set the Timeframe higher than your chart timeframe, for example 4H zones on a 15m chart, so you keep a structural reference while working on a lower timeframe. Zones mark areas where an imbalance formed and price left the level quickly. They are areas of interest for observing price behaviour, not signals in themselves.
Reduce Sensitivity and raise Pivot Length on noisy or lower timeframes if too many zones appear. Raise Sensitivity on higher timeframes or slow instruments if too few appear.
ALERTS
Two alert conditions are available: New Supply Zone and New Demand Zone. Both fire when a zone is confirmed from a closed higher-timeframe bar.
NOTES AND LIMITATIONS
- The indicator describes structure that has already formed. It does not predict direction and produces no buy or sell signals.
- Zone quality depends on the selected timeframe and instrument. Settings that work on one market will not automatically suit another.
- Very illiquid symbols or timeframes with wide gaps may produce fewer valid displacement confirmations.
This script is published for educational and analytical purposes only. It is not financial advice and does not guarantee any result. Always test any tool on your own instruments and timeframes before relying on it.
مؤشر مناطق العرض والطلب - متعدد الفريمات
نظرة عامة
يرسم المؤشر مناطق العرض والطلب من فريم تختاره أنت ويعرضها على الشارت الحالي. بدلاً من تعليم كل قمة وقاع، لا يقبل المؤشر السوينق إلا إذا تبعته حركة اندفاع حقيقية بعيداً عن المستوى، تُقاس نسبةً إلى تذبذب السوق عبر ATR. الهدف شارت فيه عدد قليل من المناطق المهمة بدل عشرات الصناديق المتداخلة. تُرسم المنطقة على شكل صندوق مع خط منتصف عند 50% ويمتد لليمين حتى يُبطله السعر.
كيف تتكوّن المنطقة
المرحلة الأولى: البحث عن قمة بيفوت للعرض أو قاع بيفوت للطلب على الفريم المختار. يحتاج البيفوت إلى عدد الشموع المحدد في Pivot Length على كل جانب حتى يتأكد، حتى يكون نقطة انعكاس بنيوية مكتملة لا مجرد طرف مؤقت.
المرحلة الثانية: البيفوت وحده لا يكفي. بعد تأكده يراقب المؤشر الشموع التالية خلال Displacement Window بحثاً عن إغلاق حاسم بعيداً عن المستوى:
- العرض: إغلاق أسفل قاع شمعة البيفوت بمسافة أكبر من ATR(14) مضروباً في معامل الاندفاع.
- الطلب: إغلاق أعلى قمة شمعة البيفوت بمسافة أكبر من ATR(14) مضروباً في معامل الاندفاع.
قيمة ATR المستخدمة هي القيمة المسجّلة عند شمعة البيفوت نفسها، أي أن حد التأكيد يعكس التذبذب الذي كان قائماً وقت تكوّن المستوى لا وقت الاختراق. وإذا لم يظهر إغلاق مؤهّل داخل النافذة يُلغى البيفوت ولا تُرسم منطقة.
معامل الاندفاع مشتق من إدخال Sensitivity بالمعادلة: max(0.10, 1.15 - Sensitivity x 0.10). كلما ارتفعت الحساسية قلّت المسافة المطلوبة وزاد عدد المناطق، وكلما انخفضت تطلّب المؤشر رد فعل أقوى وأعطى مناطق أقل وأكثر انتقائية.
حدود المنطقة
المنطقة مثبّتة على وقت شمعة البيفوت نفسها، فيبدأ الصندوق من حيث تكوّن المستوى فعلاً.
- العرض: القمة هي قمة البيفوت، والقاع هو أعلى جسم الشمعة أي min(open, close).
- الطلب: القاع هو قاع البيفوت، والقمة هي أسفل جسم الشمعة أي max(open, close).
وإذا كانت هذه المسافة رفيعة بشكل غير معتاد يُوسَّع الارتفاع إلى حد أدنى مبني على ATR عند البيفوت مضروباً في معامل العرض، حتى تبقى المنطقة قابلة للاستخدام على الشموع الهادئة. ويتحكم إدخال Width في هذا الحد الأدنى.
إدارة المناطق
فلتر التداخل: تُرفض أي منطقة جديدة تتداخل مع منطقة قائمة بأكثر من 45% من ارتفاع الأصغر بينهما، أو تتكوّن قريباً منها زمنياً بمنتصف شبه مطابق. هذا يمنع تراكم صناديق شبه مكررة حول المستوى نفسه.
حد المناطق: يحدّد Max Zones Per Side أقصى عدد للمناطق على كل جهة، وتُحذف الأقدم عند تجاوز الحد.
الإبطال: مع تفعيل Hide Invalidated Zones تُحذف منطقة العرض بعد إغلاق فوق قمتها، ومنطقة الطلب بعد إغلاق تحت قاعها. ويمكن تعطيله للإبقاء على المناطق المكسورة كسياق.
الامتداد: تمتد المناطق النشطة لليمين بمقدار Zones Offset من شموع الشارت الحالي لتبقى ظاهرة أمام السعر.
إعادة الرسم
تُعتمد المناطق من الشموع المغلقة فقط على الفريم المختار. عند فتح شمعة جديدة على الفريم الأعلى يقرأ المؤشر الإشارة الناتجة عن الشمعة التي أُغلقت للتو، وتُستدعى request.security بخيار lookahead_off. لذلك المنطقة بعد ظهورها لا تتحرك ولا تختفي عند التحديث، ولا تظهر أي منطقة من شمعة لم تُغلق بعد.
ونتيجة لذلك تظهر المنطقة متأخرة بمقدار شموع البيفوت زائد شموع الاندفاع على الفريم المختار، وهو تأخير ملازم لأي تأكيد مبني على البيفوت.
الإعدادات
المصدر
- Timeframe: الفريم الذي تُحسب منه المناطق، والافتراضي 4 ساعات. اتركه فارغاً لاستخدام فريم الشارت.
- Pivot Length: عدد الشموع المطلوبة على كل جانب لاعتماد البيفوت.
- Sensitivity: من 1 إلى 10، والقيم الأعلى تخفف فلتر الاندفاع وتسمح بمناطق أكثر.
- Displacement Window: عدد الشموع التي يواصل المؤشر خلالها انتظار إغلاق الاندفاع بعد تأكد البيفوت قبل إلغائه.
المناطق
- Width: يتحكم في الحد الأدنى لسماكة المنطقة المبني على التذبذب.
- Zones Offset: مدى امتداد المناطق لليمين.
- Max Zones Per Side: أقصى عدد متزامن لمناطق العرض والطلب.
- Hide Invalidated Zones: حذف المناطق بعد إغلاق السعر خلالها.
الستايل: ألوان التعبئة والحدود للعرض والطلب، ونمط خط المنتصف متقطع أو منقّط أو متصل.
مؤشر الفريم: لوحة صغيرة على الشارت تبيّن الفريم الذي جاءت منه المناطق، مع خيارات الموضع والحجم واللون.
طريقة الاستخدام
اجعل الفريم في الإعدادات أعلى من فريم الشارت، مثل مناطق 4 ساعات على شارت 15 دقيقة، لتحتفظ بمرجع بنيوي وأنت تعمل على فريم أصغر. المناطق تعلّم أماكن تكوّن اختلال في التوازن غادر السعر مستواها بسرعة، وهي مناطق اهتمام لمراقبة سلوك السعر لا إشارات بحد ذاتها.
خفّض Sensitivity وارفع Pivot Length على الفريمات الصغيرة أو الأسواق المزعجة إذا ظهرت مناطق كثيرة، وارفع Sensitivity على الفريمات الكبيرة أو الأدوات البطيئة إذا كانت المناطق قليلة.
التنبيهات
تنبيهان متاحان: منطقة عرض جديدة، ومنطقة طلب جديدة، ويُطلقان عند تأكيد المنطقة من شمعة مغلقة على الفريم الأعلى.
ملاحظات وحدود
- المؤشر يصف بنية سعرية تكوّنت بالفعل، ولا يتنبأ بالاتجاه ولا يعطي إشارات شراء أو بيع.
- جودة المناطق تعتمد على الفريم والأداة المختارة، والإعدادات التي تناسب سوقاً لا تناسب غيره تلقائياً.
- الرموز ضعيفة السيولة أو الفريمات ذات الفجوات الواسعة قد تعطي تأكيدات اندفاع أقل.
يُنشر هذا المؤشر لأغراض تعليمية وتحليلية فقط، وليس نصيحة مالية ولا يضمن أي نتيجة. اختبر أي أداة على أدواتك وفريماتك قبل الاعتماد عليها. Indicator
Liquidity Shift Detection [LSD] (Zeiierman)█ Overview
Liquidity Shift Detection (Zeiierman) is a liquidity and market acceptance framework designed to identify where the market sweeps liquidity and subsequently establishes acceptance away from that liquidity event.
The script continuously tracks swing highs and swing lows, monitors for liquidity sweeps beyond those levels, and waits for confirmation through displacement or structural acceptance. Once confirmed, the swept level becomes a Liquidity Shift Detection (LSD) level.
The LSD level acts as a reference point between two important market phases:
• The Sweep Area , where liquidity was collected.
• The Acceptance Area , where the market demonstrated acceptance after the liquidity event occurred.
Rather than focusing solely on reversals, the indicator helps traders visualize where liquidity was taken, where acceptance formed, and where price subsequently began discovering value.
⚪ Acceptance and Price Discovery
The LSD framework is designed to identify where liquidity collection transitions into market acceptance.
• The Sweep Area shows where liquidity was taken.
• The LSD level shows where acceptance was established after the sweep.
From that point, the price may continue to discover value, either higher or lower, depending on future market participation. This allows traders to separate the liquidity event itself from the market behavior that followed it.
█ How It Works
⚪ Swing Structure Detection
The script continuously identifies swing highs and swing lows that may act as future liquidity pools.
ph = ta.pivothigh(high, len, len)
pl = ta.pivotlow(low, len, len)
These levels become the reference points used to detect future liquidity sweeps and market acceptance.
⚪ Liquidity Sweep Detection
Once a swing level is established, the script monitors for sweeps beyond that level.
low < swingLow and close > swingLow
high > swingHigh and close < swingHigh
A sweep occurs when price trades beyond a previous swing level and then returns back through it. These events often represent liquidity collection, stop runs, or failed breakout attempts.
⚪ The Sweep Area
When a valid sweep occurs, the indicator creates a Sweep Area.
The Sweep Area highlights where liquidity was collected and where the liquidity event occurred.
This area may contain:
• Triggered stop-losses
• Trapped breakout traders
• Absorbed liquidity
The Sweep Area itself does not predict direction. It simply identifies where liquidity was taken.
⚪ The LSD Level
The swept swing level becomes the Liquidity Shift Detection (LSD) level.
bullLevel := swingLow
bearLevel := swingHigh
The LSD level acts as the market’s acceptance reference after the sweep.
⚪ Confirmation
After a sweep occurs, the script waits for confirmation.
Confirmation can occur through displacement or structural acceptance.
bullLSD = bullPending and (bullBreak or bullDisp)
bearLSD = bearPending and (bearBreak or bearDisp)
This helps filter weaker sweeps and focuses on situations where the market is actively moving away from the liquidity event.
⚪ Liquidity Shift Detection (LSD)
When a sweep is followed by confirmation, a Liquidity Shift Detection event is created. The script plots the LSD level and visualizes the completed formation.
At this stage, the market has demonstrated acceptance away from the original liquidity event.
█ How to Use
⚪ Identify Liquidity Collection
The Sweep Area shows where liquidity was taken.
This helps traders identify:
• Stop runs
• Liquidity grabs
• Failed breakouts
• Areas where resting orders may have been absorbed
⚪ Monitor Market Acceptance
Once an LSD is confirmed, traders can evaluate how the market behaves relative to the LSD level.
Acceptance above or below the level may provide insight into whether the liquidity shift remains active.
The farther price moves away from the LSD level while maintaining acceptance, the stronger the resulting move becomes.
⚪ Analyze the Relationship Between the Sweep and Acceptance
The indicator separates two distinct market concepts:
• Sweep Area → Where liquidity was collected.
• LSD Level → Where acceptance was established after the sweep.
This allows traders to clearly distinguish between the liquidity event itself and the market behavior that followed it.
█ Settings
Swing Length / Structure Sensitivity: Controls how sensitive swing high and swing low detection becomes.
Displacement Body ATR Multiplier: Controls the minimum candle body size required for displacement confirmation.
LSD Display Mode: Choose between displaying only confirmed LSD formations or showing live developing formations.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Candle Displacement [D4A]Quantifying Market Momentum
Spotting sudden, aggressive price action often called displacement doesn't have to be a guessing game. Finding who is in control - buyers or sellers - can be as easy as looking for candles with specific colors. The script objectively track these explosive price moves by comparing candle's range against multiple of ATR over a specific lookback period (ATR Length).
True displacement should create a gap or FVG (Fair Value Gap) which indicates strong price move in one direction and this script provides the logic to catch this specific scenario while filtering out noise. Additionally, the cript marks break-of-structure displacement candles to highlight the beginning of strong directional move or a reversal. There is also filter provided to find only candles with significant gap created (FVG threshold). This script works best on smaller timeframes, eg. 1m or 5m.
SETTINGS
- Displacement - show displacement candles
- Min Body % - displacement candle should have at least this body size compared to whole candle range
- Require FVG - filters out the candles which don't create a gap. True displacement should create FVG
- Threshold - a valid FVG should be larger than this ATR multiplier
- Highlight candles which broke structure - color-codes the candles that broke recent market structure (high or low)
- Bars to define recent high/low (structure) - how many bars back should the script look to find recent high or low
- ATR length - ATR value over period of time to calculate average candle range
- Multiplier - used to find candles which are this times bigger than average ATR
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Disclaimer
The content provided in this script is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. Indicator
Delivery Shift CISD [Viprasol]Overview
This indicator is based on an open-source "Change in State of Delivery (CISD)" community script, which detects the ICT concept of a delivery shift — the moment price reverses and closes back through the opening level of the opposing momentum leg that produced it. The original tracks swing-point liquidity, detects bullish and bearish CISD events using a displacement-ratio test, marks the origin level, and flags "strong" CISDs that occur right after opposing liquidity is swept. This version keeps that detection engine intact and adds a Viprasol confluence and execution layer: a 0-4 confluence score with A/B/C grading, optional volume-surge and higher-timeframe bias filters, a signal cooldown, a minimum-score gate, and an ATR-anchored Entry/SL/TP risk overlay drawn on qualified signals.
It is built for ICT/SMC traders who use CISD as a confirmation of intraday delivery direction and want each event graded by confluence, with optional filters and an automatic risk projection.
How It Works
Swing Liquidity (from original):
Pivot highs and lows over the swing period create horizontal liquidity lines that extend forward each bar. A line is mitigated when price trades through it (high >= level for a high, low <= level for a low) on a confirmed bar, and removed; lines older than the expiry threshold stop updating. The most recently mitigated high and low, and how many bars ago they were taken, are retained for the sweep test below.
CISD Detection (from original):
When a candle flips color (a down candle followed by an up candle, or vice versa), its open is stored as a potential CISD origin along with its bar index. On each later bar the script checks whether price has closed back beyond that stored open. If it has, it measures the displacement of the leg as a ratio: for a bearish CISD, (highest close in the leg − origin open) / (top of the bearish run − origin open). If that ratio exceeds the Noise Filter, the event qualifies as a CISD, the origin level is drawn, and the trend state flips. Weaker candidates are discarded and the scan continues to older candidates.
Liquidity-Sweep Confluence (from original):
A CISD is flagged "strong" when it fires within the liquidity-lookback window after the opposing liquidity was swept — a bearish CISD where a swing high was just taken and price closed back below it, or a bullish CISD where a swing low was taken and price closed back above. These print the labeled sweep arrows.
Confluence Score & Grade (new):
Every CISD event is scored 0-4 by summing four independent confluence checks:
score = strongDisplacement? + liquiditySweep? + htfAligned? + volumeSurge?
- strongDisplacement = the measured ratio is at least halfway between the Noise Filter and 1.0 (a decisively strong leg, not a marginal one).
- liquiditySweep = the original sweep confluence is present.
- htfAligned = the CISD direction agrees with the higher-timeframe EMA.
- volumeSurge = volume on the CISD bar exceeds its rolling average × the multiplier.
The score maps to a grade — A (>= 3), B (= 2), C (<= 1) — labeled at the origin level.
Filters & Qualified Signals (new):
Four optional gates can be applied without altering the original CISD drawing: a volume-surge requirement, a higher-timeframe EMA bias (bull only above, bear only below), a per-signal cooldown (minimum bars between qualified signals), and a minimum-confluence-score requirement. A CISD that passes all active gates becomes a "qualified" signal, which is what the risk overlay and the two new qualified alerts use. With every gate at its default (cooldown 0, filters off, min score 0), every CISD qualifies and the original behaviour is unchanged.
Risk Overlay (new):
On a qualified CISD, the script projects three lines: Entry at the CISD origin level, Stop-Loss beyond the CISD swing extreme (the highest/lowest close captured during detection) plus an ATR buffer, and Take-Profit at Entry ± risk × the Risk:Reward ratio, where risk is the Entry-to-SL distance. Colored ENTRY/SL/TP price labels mark the line ends. Only the most recent qualified signal's projection is kept, to avoid clutter.
What Is Original (Viprasol Additions)
1. Confluence score (0-4) and A/B/C grade per CISD, from displacement strength, liquidity sweep, HTF alignment, and volume surge.
2. Minimum-confluence-score gate and the "qualified signal" concept layered on top of raw CISD detection.
3. Optional volume-surge filter (volume above its rolling average × multiplier on the CISD bar).
4. Optional higher-timeframe EMA bias filter (and an always-computed HTF read used for grading).
5. Per-signal cooldown to prevent qualified-signal clustering.
6. ATR-anchored Entry/SL/TP risk overlay with colored price labels, with the stop anchored to the CISD swing extreme.
Key Features
From the Original:
- Swing-point liquidity lines with forward extension, mitigation, and expiry
- Displacement-ratio CISD detection for both directions with a Noise Filter
- Origin-level lines drawn on each CISD
- Trend/delivery-state tracking
- Liquidity-sweep confluence with labeled strong-CISD arrows
- Swing-high / swing-low dots
- Trend-gradient candle coloring
Added in This Version (Viprasol):
- 0-4 confluence score with A/B/C grade label
- Minimum-score gate and qualified-signal logic
- Volume-surge filter, HTF EMA bias filter, and signal cooldown
- ATR-anchored Entry/SL/TP risk overlay with price labels
- Info dashboard (delivery state, last grade, sweep, HTF bias, volume, live liquidity counts)
- Two new alerts for qualified bull/bear signals; all alert messages made dynamic
How to Use
Getting Started:
1. Add to a standard candlestick chart (not Heikin Ashi).
2. With defaults, every CISD is drawn and graded — read the A/B/C label to judge each event's confluence.
3. To trade only stronger setups, raise the Minimum Confluence Score or enable the volume / HTF filters.
Reading the Chart:
- Candles tint green/red with the current delivery state.
- A thick green/red horizontal line marks a CISD origin level; the A/B/C label shows its grade.
- ▲/▼ arrows mark strong CISDs that followed an opposing liquidity sweep.
- On a qualified CISD (with SL/TP enabled), Entry/SL/TP lines and price labels project to the right.
Recommended Starting Points:
- Intraday (1m-15m): Swing Period 10-12, Noise Filter 0.6-0.7, Min Score 0-1
- Swing (1H-4H): Swing Period 15-20, Noise Filter 0.7-0.8, Min Score 2, enable HTF bias
- Higher conviction: Min Score 3 (grade A), or require volume surge + HTF bias
These are starting points only — every market and timeframe behaves differently. Backtest and adjust before trading live.
Settings
Calculations: Noise Filter (displacement ratio threshold), Swing Period, Expiry Bars, Liquidity Lookback.
Signal Filters (Viprasol): signal cooldown, volume-surge requirement (length + multiplier), and HTF EMA bias (resolution + length).
Confluence & Quality (Viprasol): show grade on CISD, minimum confluence score.
Risk Overlay (Viprasol): show SL/TP on qualified CISD, show price labels, ATR period, SL ATR buffer, Risk:Reward.
Appearance: bullish/bearish colors, candle body and wick transparency, hide expired levels, hide mitigated levels.
Dashboard / Display: dashboard toggle and position.
Alerts
1. Swing High Mitigation — a swing-high liquidity line was taken
2. Swing Low Mitigation — a swing-low liquidity line was taken
3. Bearish CISD — a bearish change in state of delivery fired
4. Bullish CISD — a bullish change in state of delivery fired
5. Strong Bearish (Sweep) — bearish CISD following an opposing liquidity sweep
6. Strong Bullish (Sweep) — bullish CISD following an opposing liquidity sweep
7. Qualified Bull — a bullish CISD that passed all active filters and the score gate
8. Qualified Bear — a bearish CISD that passed all active filters and the score gate
All alerts include {{ticker}}, {{close}}, and {{interval}} for dynamic notification messages.
Limitations & Disclaimer
- CISD detection scans backward through stored candidate origins and uses closing relationships; signals are evaluated as bars confirm and the displacement ratio is measured after the move.
- The HTF EMA bias uses request.security with lookahead disabled; HTF values update only as the higher-timeframe bar develops.
- Swing liquidity lines are capped (oldest pruned) and can expire; in fast markets some mitigations may occur off-screen relative to the visible levels.
- The risk overlay's stop is anchored to the captured swing extreme plus an ATR buffer — it is a mechanical projection, not an optimized stop, and the lines are visual references only; they do not place or manage trades.
- Filters and the minimum-score gate reduce the number of qualified signals; in choppy conditions valid CISDs may not qualify, while with all gates off qualified signals equal raw CISDs.
- Past performance does not guarantee future results. This indicator is for educational and analytical purposes only and is not financial advice. Always use proper risk management and test on historical data before trading live.
Credits & Attribution
Based on an open-source "Change in State of Delivery (CISD)" community indicator, which provided the swing-point liquidity lines with extension/mitigation/expiry, the displacement-ratio CISD detection for both directions, the origin-level drawing, the trend/delivery-state tracking, the liquidity-sweep confluence with labeled strong-CISD arrows, the swing dots, and the trend-gradient candle coloring. CISD is an Inner Circle Trader (ICT) concept. Added by Viprasol: the 0-4 confluence score and A/B/C grading, the minimum-score gate and qualified-signal logic, the volume-surge and HTF EMA bias filters, the signal cooldown, the ATR-anchored Entry/SL/TP risk overlay with colored price labels, the info dashboard, and the two additional qualified-signal alerts with dynamic messages.
Published open-source per PulseWire House Rules.
Indicator
Indicator
Meridian Structure Lattice [JOAT]Meridian Structure Lattice
Introduction
Meridian Structure Lattice is an open-source market structure and zone-mapping overlay designed to visualize how price interacts with prior swing liquidity, displacement, fair value gaps, structural blocks, and supply-demand regions. It focuses on the structural side of chart reading rather than on generic trend-following averages.
The problem this script solves is fragmentation. Traders often need separate tools for BOS detection, sweep identification, imbalance mapping, and supply-demand marking. Meridian Structure Lattice consolidates those ideas into one coordinated structure model so the user can see which event happened, where it happened, and which zones remain active or invalidated afterward.
Core Concepts
1. Pivot-Based Structure Engine
Confirmed swing highs and lows are tracked with symmetric pivot logic. Those pivots become the active structural reference points for bullish and bearish breaks, as well as the levels that can later be swept without closing through them.
2. BOS Versus Shift Logic
When price closes beyond the latest active pivot high or low, the script classifies the event relative to the existing structure bias. Continuation breaks are labeled as BOS, while breaks against the prior bias are labeled as shifts.
3. Liquidity Sweeps
Sweeps occur when price trades beyond a stored pivot but closes back through it. These are displayed with event lines anchored to the original pivot zone rather than floating labels only.
4. Zone Families
The script can create and maintain fair value gaps, structural blocks, and ATR-width supply-demand zones. Each zone extends forward, can display a midpoint, can show a live price label on the right edge, and changes state when price mitigates it.
Features
Pivot-confirmed structure model: Swing highs and lows drive all event logic
Bullish and bearish BOS detection: Confirmed continuation breaks
Bullish and bearish shift detection: Regime-sensitive structural reversals
Liquidity sweep detection: Wick-through and close-back behavior against stored pivots
Fair value gap zones: Bullish and bearish imbalance regions
Structural blocks: Structure-derived reaction zones that can be upgraded after displacement
Supply and demand mapping: ATR-scaled zones projected forward
Zone midlines and price labels: Optional midpoint and right-edge price tagging
Mitigation logic: Zones can retire on close-through or wick-through behavior
Dashboard: Active zone counts, last event, sweep age, displacement state, and pivot spread
Confirmed-bar mode: Events can be restricted to confirmed candles only
Input Parameters
Structure:
Swing Length controls structural sensitivity
BOS, sweep, and label toggles control the event layer
Zones And Display:
Fair value gap, structural block, and supply-demand toggles
Supply-demand ATR width and maximum active zones per side
Displacement threshold, mitigation mode, confirmed-bar requirement, midline, price label, dashboard, and forward extension settings
How to Use This Indicator
Step 1: Identify the most recent event in the dashboard to understand whether structure is breaking or only sweeping.
Step 2: Use BOS and shift labels to determine whether the current break is continuation or reversal behavior.
Step 3: Use sweeps as failed acceptance signals around prior liquidity.
Step 4: Use active zones as forward reference areas for mitigation, continuation, or rejection.
Step 5: Monitor whether a zone remains active or has already been invalidated before treating it as tradeable.
Indicator Limitations
Pivot logic confirms after the pivot forms, so structural labels intentionally appear with delay to avoid repainting
Fast moves may skip through multiple nearby zones before the chart can display a clean response
Zone families are analytical references, not guaranteed reversal areas
Dense structure on lower timeframes can still require selective display settings for clarity
Originality Statement
Meridian Structure Lattice is original in the way it coordinates structural events and multiple forward zone families inside a single non-repainting framework. The different components are not merged for convenience alone; they are combined because BOS, shifts, sweeps, blocks, gaps, and supply-demand zones describe different parts of the same structure narrative.
Disclaimer
This indicator is provided for educational and informational purposes only. It does not provide financial advice or guaranteed support and resistance levels. Structural events and zones are derived from historical price behavior and should be used with disciplined risk management.
-Made with passion by jackofalltrades
Indicator
Smart Money Displacement Ladder [AGPro Series]Smart Money Displacement Ladder
🧠 Core Idea
Is displacement strong, clean, and sustained enough to shift market context?
📌 Overview / What it does
Smart Money Displacement Ladder is a rule-based market-structure and price-action visualization tool designed to study strong directional displacement candles.
The script identifies clean bullish or bearish displacement, maps the imbalance shelf created by the candle, tracks ladder-style follow-through, and highlights whether the displacement is being sustained or failing.
It does not predict price direction, automate trades, or guarantee that displacement will continue. It is a structured decision-support map for displacement quality, imbalance shelf behavior, ladder continuation, and failure context.
🎯 Purpose & Design Philosophy
Many smart-money or imbalance tools mark a gap, a candle, or a generic continuation zone.
This script was built to answer a more complete question:
Did displacement actually change context, and is the market defending that displacement?
The design goal is to help traders read displacement as a progression: clean candle, shelf defense, ladder step, sustained pressure, or failure.
⚡ Why This Script Is Different
Most tools focus on single displacement candles, fair value gaps, or basic momentum signals.
This script does NOT treat every large candle as meaningful displacement.
Instead, it checks candle body, range, close location, optional volume participation, shelf defense, and ladder continuation. The focus is displacement quality and progression rather than simple candle marking.
⚙️ Methodology
1. Candle Quality Detection
The script evaluates candle body size, full range, and close strength relative to ATR.
2. Displacement Validation
A candle must satisfy directional and quality thresholds before it becomes the active displacement anchor.
3. Imbalance Shelf Mapping
After displacement forms, the script projects an imbalance shelf from the displacement candle.
4. Ladder Evaluation
Price extension beyond the active ladder level increases the ladder step count and strengthens the continuation context.
5. Visual Output
The chart displays the displacement box, imbalance shelf, ladder rails, centered shelf label, event labels, right-side tags, alerts, and a compact AG Pro decision panel.
🗺️ How to Read the Chart
Displacement Box = the active candle range that created the displacement anchor.
Imbalance Shelf = the projected shelf that should ideally remain defended after displacement.
Ladder Rail = the active extension level used to track follow-through.
Centered Shelf Label = the main visual anchor inside the active imbalance shelf.
Right-Side Tags = current displacement state, quality score, and shelf reference.
Event Labels = clean displacement, ladder continuation, or displacement failure labels.
Panel = summarizes displacement state, direction, quality score, ladder steps, shelf range, next context, and timeframe.
🚦 Signals & States
• CLEAN DISPLACEMENT → a directional candle meets displacement quality rules.
• FOLLOW-THROUGH → price extends beyond the active ladder level after displacement.
• LADDER STEP → a new continuation step is formed.
• SUSTAINED DISPLACEMENT → multiple ladder steps are active after the displacement anchor.
• DISPLACEMENT FAIL → price loses the imbalance shelf during the failure window.
• WAIT DISPLACEMENT → no valid displacement anchor is active yet.
🔔 Alerts Logic
Alerts trigger when a major displacement state appears.
• Clean Displacement → a clean directional displacement candle has formed.
• Displacement Ladder Continuation → price extended the active displacement ladder.
• Displacement Failure → price lost the active imbalance shelf after displacement.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The context becomes stronger when:
• Candle body is large relative to ATR
• Candle range expands cleanly
• Close location is strong in the displacement direction
• Relative volume supports participation
• The imbalance shelf remains defended
• Price forms additional ladder steps
• The panel state agrees with chart labels
If these elements do not align, the script avoids forcing a displacement continuation interpretation.
📊 When to Use
• Smart-money displacement studies
• Market-structure shift review
• Momentum expansion analysis
• Imbalance shelf tracking
• Trend continuation context
• Crypto, forex, stocks, and index markets
• 1H, 4H, and daily charts
⚠️ When NOT to Use
• Very low-liquidity symbols
• Extremely noisy markets with unreliable candle structure
• News spikes where displacement quality may be distorted
• Ultra-low timeframes with excessive wick noise
• Markets where large candles repeatedly fail without structure
• Situations where displacement should not be interpreted without broader context
🎛️ Key Inputs
• ATR Length → normalizes displacement size, shelf depth, and label spacing.
• Minimum Body ATR → controls how large the candle body must be before displacement qualifies.
• Minimum Range ATR → controls how much total candle expansion is required.
• Close Strength Threshold → controls how strong the candle close must be inside the range.
• Use Volume Confirmation → adds relative volume to quality scoring.
• Shelf Failure Window → controls how long shelf failure remains relevant after displacement.
• Imbalance Shelf ATR → controls shelf thickness.
• Projection Bars → controls how far shelves, rails, and tags project.
• Label Font Size → controls chart label and tag text size.
• Panel Font Size → controls panel text size.
🖥️ Interface & Visual Design
The visual hierarchy is built around the displacement progression.
The displacement box marks the anchor candle.
The shelf shows where displacement should ideally remain defended.
The ladder rail shows whether price is extending.
The centered badge keeps the active shelf readable at first glance.
The AG Pro panel summarizes the current displacement state without requiring the user to inspect every candle manually.
🧪 Practical Usage Workflow
1. Wait for a clean displacement candle.
2. Check the imbalance shelf created by that candle.
3. Watch whether price defends or loses the shelf.
4. Look for ladder steps after shelf defense.
5. Use the panel to confirm direction, quality, ladder count, and next context.
6. Interpret the output inside broader trend, liquidity, volatility, and structure context.
🔍 Interpretation Guidelines
Clean displacement does not guarantee continuation. It means the candle met the script's displacement quality rules.
A defended shelf does not guarantee trend expansion. It means price has not invalidated the displacement shelf during the active window.
A ladder step does not guarantee follow-through. It means price extended the active ladder reference.
A displacement failure is a structural warning, not a trading command.
🚫 What This Script Is NOT
This script is not a prediction engine.
It is not financial advice.
It is not an auto-trading system.
It does not provide guaranteed entry or exit signals.
It is not a simple fair value gap marker.
It is not a full smart-money concept trading system.
⚠️ Limitations & Transparency
Displacement quality depends on ATR and candle structure.
Timeframe differences can change displacement visibility.
High volatility can create large candles that fail quickly.
Low-liquidity markets may create misleading candle expansion.
Shelf behavior should be interpreted within broader market structure.
The script is designed for structured interpretation, not certainty.
🧠 Market Context Notes
Displacement often matters most when it appears near important structure, after liquidity events, or during momentum expansion.
The same displacement candle can mean different things in a strong trend, a range, a liquidity sweep, or a news shock.
The script should be read together with volume, volatility, liquidity, and higher-timeframe context.
🧾 Use Case Examples
• If a bullish displacement candle forms and the shelf remains defended, the ladder may show follow-through context.
• If a bearish displacement candle forms and price quickly reclaims the shelf, the map may show displacement failure.
• If multiple ladder steps form after displacement, the script may classify the move as sustained displacement.
🧱 System Philosophy
Smart Money Displacement Ladder is part of the AGPro Series approach to decision-support tools:
clear structure, premium chart readability, honest interpretation, and no promise of certainty.
The goal is to help traders see whether displacement is being defended and extended, without turning every strong candle into a forced signal.
🔐 Non-Promise Statement
No script can know the future.
No displacement candle guarantees continuation.
No signal should be interpreted without broader market context.
📉 Risk Disclosure
Trading involves risk.
Markets can move unpredictably.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use this script to study how displacement develops after a strong candle.
The value is not only in the displacement label. The value is in learning whether the market defends the shelf, extends through ladder steps, or rejects the displacement context.
Indicator
Compression Shift Index [JOAT]Compression Shift Index
Introduction
Compression Shift Index is an open-source Pine Script v6 indicator designed to detect transitions between compression and displacement. It measures whether price is storing energy in a tight state, whether that energy is beginning to release directionally, and whether the release is supported by enough pressure and travel efficiency to matter.
The problem this indicator solves is timing. Traders often recognize trend after the move is already mature, or they chase weak momentum bursts that never become true displacement. Compression Shift Index is built to distinguish between quiet compression, directional pressure, and confirmed shift conditions so the user can see whether price is merely active or whether a real state change is underway.
The script lives in its own pane, but it also projects tactical shift ranges onto the main chart. That means it can work as both a state engine and a visual execution aid. The pane handles classification and scoring. The overlay range preserves the high, low, and midpoint of the most recent active shift so price can be read against the trigger zone directly on the chart.
Rather than relying on one oscillator reading, the script blends moving-average spread, RSI of momentum, ATR expansion, path efficiency, and compression mathematics. The result is not a conventional trend tool. It is a state-transition tool built to show when stored pressure is becoming directional opportunity.
Core Concepts
1. Compression Score
Compression is measured by comparing the recent price range to ATR-normalized movement over a configurable window. As the range contracts relative to expected volatility, the compression score rises.
float compressionRatio = safeDiv(ta.highest(high, compressionLength) - ta.lowest(low, compressionLength), ta.atr(compressionLength) * compressionLength) * 100.0
float compressionScore = clamp(100.0 - compressionRatio, 0, 100)
This means the script is not labeling compression by candle size alone. It evaluates the market relative to its own volatility conditions.
2. Displacement Score
Displacement is measured through moving-average spread magnitude, RSI-based pressure away from neutrality, and fast-versus-slow ATR expansion. A high displacement score means price is no longer just compressed. It is pushing with enough directional force to deserve attention.
3. Pressure Confirmation
Directional pressure requires more than a large reading. Bullish pressure needs positive spread and price acceptance above the fast EMA. Bearish pressure requires the opposite. This creates a separation between raw movement and directional pressure that is actually aligned with the current path of price.
4. Shift Range Memory
When a confirmed bull or bear shift occurs, the script stores the initiating bar’s high and low, then extends that range for a configurable number of bars. As new bars arrive, the active range updates its upper and lower boundaries.
This transforms the shift from a momentary signal into a tactical map. The trader can judge whether price is holding inside the shift range, stretching away from it, or failing back through the structure.
5. Quality And Travel Efficiency
Not every shift is equal. The script measures path efficiency by comparing net travel to the cumulative path traveled across the efficiency window. That helps distinguish efficient directional release from noisy back-and-fill movement.
When displacement, pressure, and efficiency all align, the quality score rises. This is especially useful for separating impulsive continuation from unstable burst behavior.
Features
Compression and displacement state engine: Differentiates quiet conditions from directional release
Bull and bear shift detection: Confirms directional shifts only after displacement and pressure criteria align
Tactical overlay range: Projects the active shift high, low, and midpoint onto the main chart
Ribbon bias display: Adds a visual ribbon showing directional pressure inside the pane
Travel efficiency scoring: Measures whether displacement is clean or noisy
State backdrop and candle tinting: Tints both pane and chart context according to the current state
Detailed dashboard: Publishes compression, displacement, ATR ratio, heat, range, stretch, velocity, efficiency, quality, and persistence
Confirmed-bar alerts: Includes compression, bull shift, bear shift, pressure, release, fade, and quality-state alerts
Data-window exports: Makes many internal scores accessible without adding extra plots to the pane
Range-aging logic: Tracks how long the active shift has been in effect
Visual Elements
Pane state curves: The net shift, compression, and displacement lines provide a layered read of current state
Ribbon bias fill: The pane ribbon helps show whether directional pressure is leaning bullish or bearish before full shift confirmation
Overlay shift range: The active high, low, and midpoint are projected onto the price chart for tactical context
Backdrop and candle tinting: The indicator colors both pane and chart state to make transitions easier to identify at a glance
Dashboard diagnostics: The top-right panel summarizes metrics that would otherwise require several separate indicators
Best Practices
Wait for displacement to dominate compression before assuming a move has truly released
Use high-quality shifts as higher-priority context than low-efficiency state changes
Read the active shift range as a tactical map, not as a guarantee that price will respect every boundary
If pressure improves but displacement remains weak, treat the move as developing rather than already established
Use the state engine to filter your existing entries instead of trying to trade every alert in isolation
Input Parameters
Signal Engine:
Fast MA Length: Sets the fast trend reference
Slow MA Length: Sets the slow trend reference
Compression Window: Defines the state lookback for range contraction
RSI Length: Sets the smoothing period for momentum pressure evaluation
Momentum Length: Defines the raw momentum lookback
Thresholds:
Compression Threshold: Determines how compressed the market must be to count as compressed
Displacement Threshold: Determines how forceful the move must be to count as a shift
Shift Hold Bars: Controls how long the active shift range remains alive
Efficiency Length: Sets the path-efficiency lookback
Show Trigger Range: Toggles the projected overlay range on the chart
Visual Language:
Bull and bear color pairs
Neutral color and panel background
Show Dashboard toggle
Show State Backdrop toggle
Show State Ribbon toggle
How to Use This Indicator
Step 1: Identify The Current State
Start with the dashboard and pane. If compression is dominant, the market is still storing energy. If bull or bear pressure is present, directional force is building. If a bull or bear shift is confirmed, the state transition has already occurred.
Step 2: Compare Compression To Displacement
The most useful read is not the absolute number alone, but the relationship between compression and displacement. When compression is high and displacement is still low, the market is coiled. When displacement overtakes compression, the release phase is gaining control.
Step 3: Use The Active Shift Range
Once a shift is active, watch the projected upper, lower, and midpoint lines on the main chart. These define the tactical zone created by the displacement event. Price behavior around that range often provides better context than the signal bar alone.
Step 4: Check Quality And Efficiency
A high-quality state means the release is not only directional but also relatively efficient. If quality is weak, treat the shift more cautiously because the move may be noisy or unstable.
Step 5: Use It As A State Filter
Compression Shift Index is most effective as a state filter for your own process. It can help you avoid forcing breakout logic during compression and avoid fading a move that is still in active displacement.
Indicator Limitations
Compression does not guarantee that a strong displacement event will follow immediately
A shift can fail quickly if the broader market context does not support follow-through
Travel efficiency can lag during early release phases because noisy price action is still being absorbed into the lookback
The active shift range is a tactical reference zone, not an automatic support or resistance guarantee
Originality Statement
Compression Shift Index is original in the way it turns compression, displacement, pressure, efficiency, and range memory into one unified transition model. It is not simply an oscillator blend for cosmetic effect:
It frames compression and release as a state transition rather than a single threshold cross
It preserves the originating shift range on the main chart, which links pane analysis to execution context
It includes efficiency and velocity metrics that help separate orderly displacement from noisy expansion
It uses a dashboard that summarizes the full state stack rather than forcing the user to infer everything from one line
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Compression and displacement readings describe market state, not guaranteed future direction. Markets can remain compressed longer than expected or reverse immediately after a shift appears. Always use independent judgment and proper risk management.
-Made with passion by jackofalltrades
Indicator
Volume Displacement Engine [JOAT]Volume Displacement Engine
Introduction
Volume Displacement Engine (VDE) is an open-source volume regime oscillator that measures the ratio of short-term volume activity to long-term volume baseline, smooths it into a clean oscillator, and classifies current market activity into four distinct regimes: Low, Normal, High, and Extreme. The histogram and background tint update in real time with regime-specific coloring, reference lines mark each threshold boundary, and breakout signals fire when price closes beyond a rolling high or low during elevated volume regimes. A consolidation detection layer identifies consecutive low-volume bars as ranging periods. Trade outcomes from breakout signals are tracked for statistical win rate context, displayed in a structured dashboard.
The core problem VDE solves is the absence of context in standard volume indicators. Raw volume bars communicate size but not relevance — a large bar on a trending instrument in a high-liquidity session is very different from the same bar during off-hours. By expressing volume as a ratio to a rolling baseline and classifying it into regimes, VDE communicates whether current activity is institutionally significant (High or Extreme) or routine (Normal/Low). Price breakouts during High or Extreme volume are fundamentally different propositions than the same price moves on thin volume — VDE makes that distinction explicit and actionable.
Core Concepts
1. Volume Ratio Oscillator
The core calculation divides a short-term volume simple moving average by a long-term volume simple moving average, then applies an EMA smoothing pass to reduce bar-to-bar noise:
float rawRatio = volShort / math.max(volLong, 1.0)
float volRatio = ta.ema(rawRatio, i_smoothLen)
A ratio above 1.0 means recent volume is above the long-term average — activity is elevated. A ratio below 1.0 means recent volume is below the baseline — activity is depressed. The smoothing EMA gives the oscillator a cleaner shape while maintaining responsiveness to regime changes.
2. Four-Tier Regime Classification
Four threshold boundaries define the regime tiers. All thresholds are fully configurable:
Low: Ratio below the low threshold (default: 0.70) — below-average activity, reduced institutional participation
Normal: Ratio between low and normal ceiling (default: 0.70–1.20) — baseline activity
High: Ratio between normal ceiling and high threshold (default: 1.20–1.80) — elevated activity, potential institutional flow
Extreme: Ratio above the high threshold (default: 1.80+) — exceptional volume surge, likely significant price event
3. Breakout Signal Detection
Breakout signals are generated when price closes beyond the rolling highest high or lowest low of the configurable lookback window during a High or Extreme volume regime. This combines price displacement with volume confirmation, filtering out low-conviction breakouts that occur on thin volume:
bool bullBreak = barstate.isconfirmed and close > hh and (isHigh or isExtreme)
bool bearBreak = barstate.isconfirmed and close < ll and (isHigh or isExtreme)
4. Consolidation Detection
When multiple consecutive bars fall below the consolidation volume threshold, VDE identifies the period as a consolidation zone. The minimum bar count ensures short dips below the threshold are not misclassified as ranges. A dotted reference line marks consolidation periods in the oscillator pane, providing context for identifying compression before expansion moves.
5. Gradient Fill and Regime Tint
The oscillator histogram is colored to match the current regime. A fill between the histogram and the 1.0 baseline uses the regime color with transparency, providing a visual area representation of volume expansion or contraction. During High and Extreme regimes, a background tint activates in the oscillator pane to immediately draw attention to elevated activity periods without requiring inspection of the histogram height.
Features
Volume Ratio Oscillator: Short/long MA ratio smoothed by EMA — measures relative volume displacement from baseline
Four-Tier Regime Classification: Low, Normal, High, and Extreme regimes with independent color coding and configurable thresholds
Histogram Coloring: Bar color matches current regime — immediate visual reading of activity level
Regime Background Tint: High and Extreme volume periods highlighted with a pane background color for immediate attention
Threshold Reference Lines: Horizontal dashed lines at each regime boundary and at the 1.0 baseline for quick ratio reading
Gradient Regime Fill: Fill between oscillator and baseline communicates expansion/contraction area visually
Price Breakout Signals: Bull and bear breakout signals fire when price closes beyond rolling extremes during elevated volume regimes only
Consolidation Detection: Consecutive below-threshold volume bars identified as consolidation periods
Breakout Win Rate Tracking: Outcomes from breakout signals tracked against ATR-based TP/SL levels for statistical context
Non-Repainting: All signals gated on barstate.isconfirmed
Dashboard (Top Right): Current regime label, vol ratio value, consolidation status, and win rate breakdown for High and Extreme regime breakouts
Vol Momentum Columns: 3-bar rate-of-change of the vol ratio displayed as green/red column bars in the oscillator pane — shows whether volume activity is accelerating or decelerating relative to 3 bars prior
Rolling 20-Bar Vol Ratio Peak Reference Line: A purple reference line tracks the rolling 20-bar peak vol ratio — provides a visual ceiling for recent activity levels and highlights when the current ratio is approaching or exceeding recent extremes
Vol Ratio Delta in Dashboard: Vol ratio delta shown in real time in the dashboard with a directional arrow (▲/▼) — communicates whether volume pressure is building or fading on the current bar
CONS Label on Consolidation Start: A "CONS" label fires at the bar when a consolidation zone begins — marks the exact start of identified compression periods directly on the oscillator
Breakout Strength Labels: "BRK +X.XX" and "BRK -X.XX" labels appear at each breakout signal showing the vol ratio value at the moment of the break — communicates the institutional conviction level behind each breakout directly on the chart
Input Parameters
Volume Engine:
Short Vol Window: Short-term volume MA period (default: 10)
Long Vol Window: Long-term volume MA period (default: 40)
Ratio Smooth: EMA smoothing length for ratio (default: 3)
Low Vol Threshold: Ratio below which regime is Low (default: 0.70)
Normal Vol Ceiling: Ratio above which regime is High (default: 1.20)
High Vol Threshold: Ratio above which regime is Extreme (default: 1.80)
Consolidation:
Consolidation Window: Lookback window for consolidation range (default: 8)
Consolidation Vol Max: Maximum ratio to qualify as a consolidation bar (default: 0.80)
Min Consolidation Bars: Minimum consecutive qualifying bars to declare consolidation (default: 4)
Breakout Signal:
Breakout Lookback: Rolling high/low lookback window (default: 20)
ATR Length: Period for ATR calculation (default: 14)
ATR SL Multiplier: Stop loss distance (default: 1.5)
Reward:Risk Ratio: TP multiple (default: 3.0)
Show TP/SL Labels: Toggle label display in the oscillator pane (default: enabled)
How to Use This Indicator
Step 1: Read the Regime
Glance at the dashboard regime label and histogram color. A grey histogram (Low) indicates the market is in a quiet, low-participation period — avoid breakout strategies during these windows. A teal histogram (Normal) is baseline. An amber histogram (High) or red (Extreme) signals institutional-grade activity.
Step 2: Identify Consolidation Periods
When the dotted consolidation line is active in the oscillator pane, the market is in a low-volume compression phase. These periods typically precede expansion moves — the direction of the subsequent breakout, confirmed on volume, is a key signal.
Step 3: React to Breakout Signals
Breakout signals (triangles at the top/bottom of the oscillator pane) only fire during High or Extreme regimes. When a bull breakout label appears, price has closed above the rolling high on elevated volume — a confirmed displacement. The ATR TP/SL levels from that bar define the immediate risk/reward.
Step 4: Monitor the Ratio Trend
The oscillator line trending upward while above 1.0 indicates sustained institutional accumulation of activity — these sustained elevated periods often coincide with trending phases. A declining ratio from Extreme back toward Normal often signals activity exhaustion.
Indicator Limitations
Volume data quality varies significantly by instrument and data provider. On synthetic instruments, indices, or assets where volume reflects contract count rather than notional size, the ratio will not accurately represent true monetary volume displacement
TP/SL outcome tracking in the oscillator pane uses price data for TP/SL hit detection but displays in the volume pane — the label positions are approximate visual markers, not precise price levels on the main chart
The consolidation detector uses a fixed volume threshold. In trending markets where baseline volume rises over time, the historical consolidation threshold may not match current market conditions without recalibrating the threshold input
Breakout signals require both a price breakout and an elevated volume regime simultaneously. In markets with persistently high volume baselines (e.g., during major economic event periods), the Extreme threshold may trigger more frequently than on typical days — the thresholds may need upward adjustment on those instruments
The short/long MA window ratio is a relative measure. It compares recent volume to a historical baseline — it does not measure absolute volume in shares, contracts, or dollars
Originality Statement
VDE combines a smoothed relative volume ratio oscillator with a four-tier classification framework, consolidation detection, and volume-gated breakout signals in a unified indicator. This is original for the following reasons:
Expressing volume as a ratio of short-term to long-term moving average — rather than showing raw volume bars — normalizes the oscillator across instruments and timeframes, making the same threshold values meaningful on a liquid equity, a commodity, and a cryptocurrency without manual recalibration
The four-tier classification system with independently configurable thresholds and a gradient color scheme provides a richer regime reading than simple volume-above-average/below-average binary indicators
Volume-gated breakout detection explicitly requires the price breakout and the volume regime elevation to occur simultaneously on the same confirmed bar — preventing breakout signals from firing on thin-volume price moves that carry low institutional conviction
The consolidation detection layer adds a compression-identification capability within the volume pane, providing context for identifying low-activity ranging periods before the volume regime shifts to support a directional move
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Volume regime classification and breakout signals are statistical constructs — elevated volume at a price breakout does not guarantee continuation in the breakout direction. Win rate statistics are derived from historical bar data and do not predict future performance. Always apply proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
FVG Quality Scorer | Flux ChartsGENERAL OVERVIEW:
FVG Quality Scorer is a Fair Value Gap analysis tool designed to extend beyond basic gap detection. Instead of treating every gap equally, this indicator evaluates each FVG across four independent scoring axes and assigns a letter grade (A through D) based on configurable thresholds. This creates a structured view of the chart where gaps are organized by their relative characteristics.
Every FVG is scored once at the moment of creation across Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment. Each axis is scored from 0 to 25, producing a weighted composite score out of 100. Scores are fixed at creation, ensuring the evaluation reflects the conditions present at the time of formation and does not change retroactively. In contrast, each FVG’s lifecycle state (Fresh, Tested, Partially Filled, Mitigated) updates in real time as price interacts with the zone, providing a current view of how price is interacting with each gap.
A companion dashboard tracks grade distribution, active counts, total formations, and average fill times across the visible chart history. Score labels at the edge of each FVG box provide a quick reference to the assigned grade, with optional tooltips displaying the full scoring breakdown and current lifecycle state.
FEATURES:
◇ Four-axis scoring system: Displacement Strength, Volume Delta, Contextual Location, and Structural Alignment, each scored from 0 to 25 for a maximum composite score of 100
◇ Letter grade assignment (A, B, C, D) using per-axis threshold gates with configurable minimum scores and required axes per grade
◇ Lower timeframe volume delta analysis using intrabar data to estimate directional volume distribution within the displacement candle
◇ Higher timeframe FVG nesting detection to identify when current timeframe gaps are positioned within higher timeframe imbalances
◇ Session timing reference covering Asian, London, New York AM, and New York PM sessions based on New York time
◇ Premium and Discount zone scoring using a proportional gradient based on the FVG’s position within a defined price range
◇ Market structure classification using swing high and swing low sequences to label conditions as bullish, bearish, or mixed
◇ Break of Structure (BOS) tracking using crossover logic to identify recent structural breaks relative to the FVG direction
◇ Post-sweep proximity detection identifying FVGs that form after a liquidity sweep of a swing level
◇ Lifecycle state tracking: Fresh → Tested → Partially Filled → Mitigated, with corresponding visual updates on the chart
◇ Score labels with optional tooltips displaying axis scores and current lifecycle state
◇ Dashboard displaying active counts, total formations, and average bars to mitigation per grade, along with nearest A-grade distance tracking
◇ Configurable axis weights for adjusting the influence of each scoring dimension in the composite score
◇ Alerts for newly formed A-grade and B-grade FVGs based on defined grading criteria
WHAT IS A FAIR VALUE GAP?
A Fair Value Gap is a three-candle price formation that highlights an imbalance in price movement. It occurs when the third candle’s wick does not overlap with the first candle’s wick, leaving a visible gap created by the middle candle. This middle candle is often referred to as the “displacement” candle, as it reflects a relatively strong move in price over a short period.
In a bullish FVG, the low of the third candle is positioned above the high of the first candle. In a bearish FVG, the high of the third candle is positioned below the low of the first candle. The space between these two wicks defines the FVG zone.
Within ICT and Smart Money Concepts frameworks, these gaps are interpreted as areas where price moved quickly, leaving limited trading activity at certain levels. As a result, these zones are often monitored as areas of interest if price revisits them in the future. However, not all FVGs share the same characteristics, and variations in formation context are what this indicator evaluates using its scoring system.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
The core premise behind FVG Quality Scorer is that gap detection alone does not capture the full context of how Fair Value Gaps form. On any given trading day, multiple FVGs can appear across timeframes, each with different characteristics depending on the surrounding price action. This indicator evaluates those characteristics using a structured scoring approach.
Not all FVGs form under the same conditions. For example, a gap created by a relatively small candle during low volume periods in a ranging market will differ in structure from one formed during a strong displacement move with increased volume, aligned with broader market structure and session timing. These differences are often considered when analyzing FVGs, but evaluating them manually across multiple factors and timeframes can be time intensive and subjective. FVG Quality Scorer standardizes this process by quantifying these characteristics into a consistent framework.
The indicator’s four-axis model reflects commonly used analytical considerations within ICT and Smart Money Concepts methodologies. These include measuring displacement strength, assessing volume characteristics, evaluating contextual positioning within a range or session, and identifying alignment with market structure. By organizing these factors into a rule-based system, the indicator provides a consistent method for comparing FVG formations based on their underlying attributes.
Axis 1: Displacement Strength (0 to 25 points)
The displacement candle is the middle candle of the three-bar FVG formation and is the candle responsible for creating the gap. This axis evaluates the characteristics of that candle based on its size, structure, and relation to surrounding price action. Candles with larger bodies relative to their total range, higher relative size compared to recent volatility, and alignment with neighboring candles are scored differently than candles with smaller bodies or more pronounced wicks.
The indicator evaluates three sub-metrics within this axis. Body-to-range ratio (0 to 10 points) measures how much of the candle’s total range is composed of the body versus the wicks. A ratio of 0.85 or higher receives 10 points, ratios between 0.70 and 0.85 receive 7 points, ratios between 0.55 and 0.70 receive 4 points, and anything below 0.55 receives zero.
ATR multiple (0 to 10 points) compares the displacement candle’s total range to the 14-period Average True Range. A range equal to or greater than 2 times the ATR receives 10 points, 1.5x to 2x receives 7 points, 1x to 1.5x receives 4 points, and values below 1x receive zero.
Consecutive displacement (0 to 5 points) evaluates whether the candles immediately before and after the displacement candle close in the same direction as the FVG. If both surrounding candles align, the FVG receives 5 points. If one aligns, it receives 2 points. If neither aligns, it receives zero. This metric reflects the consistency of direction across the three-candle formation.
Axis 2: Volume Delta (0 to 25 points)
Volume reflects how much activity occurred, while volume delta separates that activity into directional components based on price movement. By analyzing lower timeframe data, volume can be divided into buying and selling activity within the displacement candle, providing additional context on how volume was distributed during the move.
The indicator uses lower timeframe intrabar data (configurable, default 1 minute) to estimate this distribution. Each lower timeframe candle within the displacement bar is classified as bullish volume (close above open) or bearish volume (close at or below open), and these values are aggregated to form a directional breakdown.
This axis evaluates three sub-metrics. LTF dominance (0 to 12 points) measures the percentage of total volume on the displacement candle that aligns with the FVG direction. Values above 75% receive 12 points, 60% to 75% receive 8 points, 50% to 60% receive 4 points, and values below 50% receive zero.
Relative volume (0 to 8 points) compares the displacement candle’s volume to the 20-period volume average. Volume equal to or greater than 2 times the average receives 8 points, 1.5x to 2x receives 5 points, 1x to 1.5x receives 2 points, and values below the average receive zero.
Volume rising (0 to 5 points) evaluates whether volume increases across the three candles of the formation, where volume on the displacement candle exceeds the prior candle, and the prior candle exceeds the one before it. This metric captures the progression of volume across the formation.
Screenshot: Zoomed view showing the Delta volume panel below with visible volume spike on the displacement candle]
Axis 3: Contextual Location (0 to 25 points)
The location of an FVG within the recent price range provides additional context for how it formed. In ICT methodology, the range is often divided into two halves using the equilibrium (50%) level. The lower half is referred to as the “discount zone,” while the upper half is referred to as the “premium zone.”
A bullish FVG forming in the lower portion of the range is positioned within the discount zone, while a bearish FVG forming in the upper portion is positioned within the premium zone. FVGs that form closer to the midpoint or on the opposite side of the range can be described as having different contextual positioning relative to the defined range.
This indicator incorporates that positioning into its scoring by evaluating where the FVG forms within the selected lookback range, using a proportional approach rather than a fixed cutoff at the midpoint.
In addition to premium and discount positioning, other contextual factors can be used to describe how an FVG forms within the broader price environment. These include whether the FVG appears after a liquidity sweep, whether it is positioned within a higher timeframe FVG, and whether it forms during specific session windows. These elements provide additional structure for evaluating the formation context.
This axis evaluates four sub-metrics. Premium and Discount scoring (0 to 8 points) uses a proportional gradient across the recent price range defined by the Range Lookback setting. For bullish FVGs, gaps forming in the lower half of the range (below equilibrium) receive the full 8 points. Gaps forming above equilibrium receive a reduced score that decreases progressively as the FVG approaches the top of the range. The same logic is applied in reverse for bearish FVGs.
HTF FVG nesting (0 to 8 points) evaluates whether the current FVG is fully contained within a higher timeframe FVG of the same direction. The indicator retrieves higher timeframe data using the configurable HTF input and checks for this containment condition.
Post-sweep proximity (0 to 5 points) evaluates whether a swing level was exceeded shortly before the FVG formed. A sweep is defined as price moving beyond a swing high or swing low and then returning back within the prior range. This metric checks for that condition within a configurable lookback window.
Killzone timing (0 to 4 points) evaluates whether the FVG forms during predefined session windows. The indicator converts bar time to New York time and checks against four intervals: Asian session (20:00 to 00:00), London session (02:00 to 05:00), New York AM (09:30 to 11:00), and New York PM (13:30 to 16:00).
Axis 4: Structural Alignment (0 to 25 points)
Market structure provides a framework for describing how price is evolving over time. This axis evaluates how the direction of an FVG relates to the current structure defined by swing highs and swing lows.
The indicator identifies swing highs and swing lows using pivot detection with a configurable swing length and evaluates three sub-metrics. Market structure classification (0 to 10 points) compares the most recent swing highs and swing lows to determine whether price is forming higher highs and higher lows, lower highs and lower lows, or a mixed sequence. These conditions are labeled as bullish, bearish, or mixed. Scoring is then assigned based on the relationship between the FVG direction and the identified structure.
EMA alignment (0 to 8 points) evaluates the position of price relative to a configurable Exponential Moving Average (default 50 period). For bullish FVGs, higher scores are assigned when price is positioned above the EMA, while for bearish FVGs, higher scores are assigned when price is positioned below the EMA. Scores are reduced when price is positioned on the opposite side relative to the FVG direction.
Recent BOS detection (0 to 7 points) evaluates whether a Break of Structure (BOS) has occurred within a configurable lookback window (default 20 bars). A BOS is defined as price closing beyond a recent swing high or swing low. The indicator uses crossover logic to identify these events and ensures each structural break is only counted once. Scoring is based on whether a recent BOS aligns with, differs from, or is absent relative to the FVG direction.
Screenshot: Showing BoS and HH
Grade Assignment System
Instead of using a single composite score cutoff, FVG Quality Scorer applies a per-axis threshold system for grade assignment. For each grade level (A, B, C), you can define which axes are required and the minimum score each must meet. An FVG must satisfy all required axis thresholds to be assigned a given grade. This structure ensures that each selected dimension is evaluated independently rather than relying on a single averaged value.
For example, with default settings, an A grade requires all four axes to meet a minimum score of 12 out of 25. A B grade requires only the Displacement and Volume axes to meet a minimum of 12, while a C grade requires those same axes to meet a minimum of 8. Any FVG that does not meet the criteria for A, B, or C is assigned a D grade. These thresholds and required axes can be fully customized for each grade level.
A weighted composite score (0 to 100) is also calculated and displayed in the score label tooltip for reference, but it does not determine the assigned grade. This allows the grading system to operate independently of the composite value. The composite score uses configurable axis weights (default 25 per axis), which can be adjusted to modify how each dimension contributes to the total score.
Lifecycle State Machine
Each FVG is tracked through a series of lifecycle states as price interacts with the zone, and these transitions occur automatically regardless of grade. The lifecycle begins at Fresh when the FVG forms and no candle has interacted with the zone boundary. When price first wicks into the boundary (detected using crossover logic that excludes the formation candle), the state transitions to Tested.
If price closes within the zone, the state changes to Partially Filled, and the visual appearance of the box is adjusted to reflect this state. If price later closes back outside the zone, the state returns to Tested rather than Fresh, as the zone has already been interacted with. When price fully crosses through the zone, the FVG is marked as Mitigated. The definition of mitigation can be configured to require either a wick crossing or a full candle close beyond the zone.
Mitigated FVGs can either be removed from the chart or remain visible as dimmed boxes using the Show Historic setting. When mitigation occurs, the right edge of the box is fixed at the candle where the event took place. The current lifecycle state is displayed in the tooltip alongside the scoring breakdown when hovering over the score label.
🔹 Dashboard
The dashboard provides a statistical summary of FVG activity across the visible chart history. It is structured as a table with one row per grade (A through D) and three data columns. The Active column displays the number of unmitigated FVGs currently present on the chart for each grade. The Total column shows the total number of FVGs formed for each grade across the chart history. The Avg Fill Time column displays the average number of bars between formation and mitigation for FVGs of that grade that have been fully mitigated. This calculation includes only completed (mitigated) FVGs.
A bottom row in the dashboard tracks the nearest active A-grade FVG relative to the current price. It displays the distance from the current close to the nearest boundary of the zone (the lower boundary if the FVG is above price, or the upper boundary if below), along with a directional indicator. If price is currently within an A-grade zone, the dashboard displays “Inside zone.” If no A-grade FVGs are active, it displays “None active.” The dashboard position and text size can be configured.
Screenshot: Close up of the dashboard table showing all four grade rows with Active, Total, and Avg Fill Time populated. Include the Nearest A row showing a directional arrow with distance.
🔹 Score Labels and Tooltips
Each FVG box displays its grade letter (A, B, C, or D) centered inside the zone. At the right edge of the box, a small label shows the composite quality score out of 100. Hovering over this label reveals a detailed tooltip with the complete scoring breakdown: the total score, the grade, individual scores for all four axes (each out of 25), and the current lifecycle state. This gives you instant access to why a particular FVG earned its grade without needing to open any settings. Score labels can be toggled off using the Show Score Labels setting if you prefer a cleaner chart.
INPUTS:
🔹 Settings
◇ Swing Length: Lookback period for pivot high and pivot low detection used in market structure analysis, BOS tracking, and sweep detection. Higher values produce fewer, more significant swing points. Default 5.
◇ ATR Length: Period for the Average True Range calculation used in displacement scoring. Default 14.
◇ LTF for Volume Delta: Lower timeframe used to calculate intrabar volume delta on the displacement candle. Default 1 minute. Must be lower than the chart timeframe for accurate results.
◇ HTF for FVG Nesting: Higher timeframe checked for FVG nesting confluence. Default 60 minutes (1 hour). Should be higher than the chart timeframe.
◇ Range Lookback: Number of bars used to calculate the premium and discount range for contextual scoring. Default 50.
◇ Sweep Proximity Window: Number of bars to look back for recent liquidity sweeps when scoring post sweep proximity. Default 5.
◇ BOS/CHoCH Lookback: Maximum number of bars a Break of Structure can be from the current bar and still be considered "recent" for structural scoring. Default 20.
◇ EMA Length: Period for the Exponential Moving Average used in structural alignment scoring. Default 50.
◇ Mitigation Method: Determines how FVG invalidation is measured. Wick mode triggers mitigation when a wick crosses through the zone. Close mode requires a candle close beyond the zone. Default Wick.
Screenshot of the Settings input group in PulseWire showing all the configurable parameters: Swing Length, ATR Length, LTF, HTF, Range Lookback, Sweep Window, BOS Lookback, EMA Length, and Mitigation Method.
🔹 Axis Weights
◇ Displacement Weight: Relative weight applied to the Displacement Strength axis when calculating the composite score displayed in the tooltip. Higher weight increases this axis's influence on the total score. Default 25.
◇ Volume Delta Weight: Relative weight for the Volume Delta axis. Default 25.
◇ Contextual Weight: Relative weight for the Contextual Location axis. Default 25.
◇ Structural Weight: Relative weight for the Structural Alignment axis. Default 25.
🔹 Display
◇ Minimum Display Grade: Hides FVGs below this grade threshold from the chart. Set to D to show all grades, or A to show only the highest quality gaps. Default C.
◇ Show Historic (Mitigated): When enabled, mitigated FVGs remain visible as grayed out boxes instead of being removed from the chart. Useful for studying how different grade levels performed historically. Default off.
◇ Show Score Labels: Toggles the score labels at the right edge of each FVG box. Hover over the label to see the full axis breakdown tooltip. Default on.
◇ Grade Colors (A → D): Four color pickers on a single row controlling the color for each grade tier. Defaults are green (A), teal (B), amber (C), and gray (D).
🔹 Dashboard
◇ Show Dashboard: Toggles the statistics dashboard on or off. Default on.
◇ Dashboard Position: Choose from all nine screen positions (top, middle, bottom combined with left, center, right). Default Top Right.
◇ Dashboard Size: Controls the text size of the dashboard. Options are Tiny, Small, Normal, and Large. Default Small.
🔹 A Grade / B Grade / C Grade
◇ Each grade tier has its own settings group with four minimum score thresholds (one per axis, 0 to 25) and four toggle switches to select which axes are required for that grade. An FVG must meet or exceed the minimum score on every required axis to earn the grade. Grades are checked top down: A first, then B, then C. Any FVG that fails all three checks receives a D grade. Unchecking a required axis means that axis is ignored for that grade's evaluation, allowing you to create grade profiles that focus on specific quality dimensions.
Screenshot of the settings panel showing the A Grade, and B Grade input groups with their min score thresholds and require toggles visible.
ALERTS:
◇ New A Grade FVG: Fires when a new Fair Value Gap is detected that meets all A grade requirements. Use this to get notified of the highest quality setups without watching the chart continuously.
◇ New B Grade FVG: Fires when a new Fair Value Gap is detected that meets B grade requirements but does not qualify for A grade.
UNIQUENESS:
Many FVG indicators on PulseWire focus on detecting gaps and may include basic filtering based on size or direction. FVG Quality Scorer extends this approach by evaluating each gap across multiple dimensions, including lower timeframe volume distribution, higher timeframe positioning, market structure classification, and session-based context. These factors are combined into a structured scoring framework.
The axis-based grading system provides an alternative to single-threshold scoring methods. Instead of relying on a single composite cutoff, each grade level is determined by minimum requirements across selected axes. This ensures that each specified dimension meets defined criteria rather than being offset by higher values in other areas.
The lifecycle state system tracks how each FVG evolves as price interacts with the zone, while the dashboard aggregates metrics such as counts and average bars to mitigation across grade levels. These features provide a structured way to review how FVGs have behaved over the selected chart history and to adjust grading configurations accordingly. Indicator
Deviation Lens [JOAT]Deviation Lens
Introduction
Deviation Lens is an open-source multi-dimensional statistical displacement tool that applies Z-Score analysis simultaneously to three market dimensions: price level, close-to-close price change, and volume. Rather than using arbitrary overbought/oversold thresholds derived from historical maxima and minima, Deviation Lens computes exactly how many standard deviations each dimension is from its recent rolling mean. This provides a precise, adaptive, distribution-aware measure of how statistically extreme current market conditions are.
The core insight is that markets are mean-reverting systems over short time horizons. Statistical extremes — conditions where price, momentum, or volume are far from their recent averages — represent transient states. The further from the mean, the greater the statistical probability that conditions will normalize. Deviation Lens quantifies this probability directly, from 0% (at the mean) to 99.7% (at three standard deviations), and displays it as a live reversal probability for every bar.
Core Concepts
1. Three-Dimensional Z-Score Calculation
Three independent Z-Scores are computed on every bar:
The Price Z-Score measures how far the current close is from the rolling mean close in standard deviation units. This captures whether the current price level is statistically cheap or expensive relative to recent history.
The Change Z-Score measures how far the current bar's close-to-close price change is from the rolling mean change — quantifying momentum extremity rather than price level extremity.
The Volume Z-Score measures how far the current volume is from the rolling mean volume. High-volume Z-Score values identify bars where unusual institutional participation is statistically evident:
priceZ = priceStd > 0 ? (close - priceMean) / priceStd : 0.0
changeZ = changeStd > 0 ? (chg - changeMean) / changeStd : 0.0
volumeZ = volStd > 0 ? (volume - volMean) / volStd : 0.0
2. Reversal Probability Mapping
The absolute Z-Score is mapped to a reversal probability percentage based on the properties of the normal distribution. A Z-Score of 1.0 corresponds to 68.3% of values lying within one standard deviation — meaning only 31.7% of readings exceed this level, implying a 68.3% probability of mean reversion. A Z-Score of 2.0 corresponds to 95.4%, and 3.0 to 99.7%:
calcRevProb(float z) =>
float absZ = math.abs(z)
absZ >= 3.0 ? 99.7 : absZ >= 2.5 ? 98.8 : absZ >= 2.0 ? 95.4 : absZ >= 1.5 ? 86.6 : absZ >= 1.0 ? 68.3 : absZ >= 0.5 ? 38.3 : 0.0
This probability is displayed in the dashboard alongside the live Z-Score value, giving the trader both the raw statistical reading and its corresponding reversal likelihood.
3. Composite Z-Score and Zone Classification
The three individual Z-Scores are combined into a composite score using configurable weights for each dimension. The composite is then classified into a zone: EXTREME (above the configurable extreme threshold), ELEVATED, NEUTRAL, or the opposing directional equivalents. Zone classification determines the dashboard color coding and alert triggers:
composite = (priceZ * wPrice + changeZ * wChange + volumeZ * wVolume) / totalWeight
4. Divergence and Hidden Divergence Detection
Deviation Lens monitors for two divergence conditions. Standard divergence occurs when the Z-Score direction disagrees with the price direction — price makes a higher high but the Z-Score makes a lower high (bearish divergence), or price makes a lower low but the Z-Score makes a higher low (bullish divergence). Hidden divergence occurs when the Z-Score makes an extreme move while price action is relatively contained — a potential continuation pattern. Divergence events are labeled directly on the chart with bold, clearly sized labels:
bullDiv = close > close and priceZ < priceZ // Price up, Z down = bull div
bearDiv = close < close and priceZ > priceZ // Price down, Z up = bear div
Labels: BULL DIV, BEAR DIV (size.small), H.BULL, H.BEAR (size.tiny for hidden divergence).
5. Multi-Dimensional Dashboard
The institutional dashboard presents all three Z-Scores, the composite Z-Score, current zone classification, reversal probability, and divergence status simultaneously. The layout is designed so the most actionable information — Zone and Rev. Probability — is displayed at the largest text size, with supporting metrics at smaller sizes.
Features
Three independent Z-Scores: Price level, price change (momentum), and volume — each computed on its own rolling mean and standard deviation
Configurable Z-Score weights: The composite score uses adjustable per-dimension weights allowing emphasis on price, momentum, or volume depending on trading context
Live reversal probability: Probability percentage mapped directly from the Z-Score using normal distribution properties (68.3% at 1σ through 99.7% at 3σ)
Zone classification: Composite Z-Score classified as Extreme, Elevated, or Neutral in both directions with color-coded dashboard display
Divergence labels (BULL DIV / BEAR DIV): Z-Score vs price direction disagreement labeled on-chart at size.small
Hidden divergence labels (H.BULL / H.BEAR): Z-Score extreme with contained price action labeled at size.tiny
Configurable extreme and elevated thresholds: Both Z-Score thresholds independently adjustable
Institutional dashboard (top right): 14-row table with Price Z, Change Z, Volume Z, Composite Z, Zone, Reversal Probability, and divergence status
Adaptive thresholds: All calculations normalize to the rolling lookback period, adapting to current instrument and timeframe volatility
Alerts: Separate alertconditions for extreme bull and extreme bear composite Z-Score readings
Input Parameters
Z-Score Settings:
Z-Score Length: Rolling window for all three Z-Score calculations (default: 20)
Extreme Threshold: Z-Score magnitude classified as Extreme zone (default: 2.0)
Elevated Threshold: Z-Score magnitude classified as Elevated zone (default: 1.0)
Dimension Weights:
Price Weight: Relative weight of the price Z-Score in composite (default: 1.0)
Change Weight: Relative weight of the momentum Z-Score in composite (default: 1.0)
Volume Weight: Relative weight of the volume Z-Score in composite (default: 0.5)
Divergence:
Divergence Lookback: Bars back for divergence comparison (default: 5)
Show Divergence Labels toggle
Display:
Show Dashboard toggle
Bull and Bear color inputs
How to Use This Indicator
Step 1: Read the Composite Zone
The Zone row in the dashboard shows the current composite Z-Score classification. EXTREME readings at the top of the scale indicate the highest statistical probability of mean reversion. NEUTRAL readings indicate current conditions are close to the mean and have low statistical directional edge from this tool alone.
Step 2: Check Reversal Probability
The Rev. Probability row translates the Z-Score magnitude directly into a percentage. A reading above 95% means the current composite Z-Score is in the outer 5% of its historical distribution — a statistical extreme that has preceded mean reversion 95% of the time in the measured period.
Step 3: Assess Each Dimension Independently
The three individual Z-Score rows reveal which dimension is driving the composite. A high composite driven entirely by volume Z-Score is a different setup than one driven by price Z-Score. Understanding which dimension is extreme helps filter entries: a price Z-Score extreme without supporting momentum or volume Z-Score extremes may be a lower-conviction reading.
Step 4: React to Divergence Labels
BULL DIV and BEAR DIV labels appear when Z-Score momentum diverges from price direction. These signal that the statistical driver of a move is weakening even as price continues. H.BULL and H.BEAR hidden divergence labels flag potential continuation setups where Z-Score is extreme but price is not.
Step 5: Combine with Structural Context
Deviation Lens produces the highest value when its extreme readings coincide with a structural confluence point — an order block, session low, or structure level. A 99.7% reversal probability at a tested support zone is a higher-conviction setup than the same reading in open air.
Indicator Limitations
All Z-Scores are computed relative to the rolling lookback window. The lookback defines what "normal" means. A very short lookback will produce extreme readings frequently; a very long lookback will rarely reach the extreme threshold. Calibration to the instrument and timeframe is required
The reversal probability percentages are derived from the normal distribution assumption. Price change and volume distributions are not perfectly normal — they exhibit fat tails and skew. The probabilities are approximations, not precise statistical guarantees
The composite Z-Score uses equal weights by default. Changing dimension weights significantly alters which market conditions produce extreme readings. Weight adjustments should be based on the specific instrument's characteristics
Divergence detection uses a simple lookback comparison, not a peak-detection algorithm. In choppy markets, divergence labels may appear frequently without providing actionable signals
Originality Statement
Deviation Lens is original in its simultaneous, weighted multi-dimensional Z-Score framework that maps composite statistical extremity directly to a reversal probability percentage. This indicator is published because:
Applying Z-Score analysis to three independent market dimensions simultaneously — price level, momentum (close-to-close change), and volume — rather than a single oscillator provides a richer statistical picture of current market extremity than any single-dimension Z-Score tool
The direct mapping of Z-Score magnitude to reversal probability percentages using normal distribution properties gives traders an immediately interpretable statistic rather than a raw number requiring subjective interpretation
The composite weighted Z-Score system, where each dimension's contribution to the overall reading is configurable, allows the indicator to be tuned toward price-mean-reversion strategies, momentum exhaustion strategies, or volume anomaly detection depending on the trader's methodology
The combined detection of standard divergence and hidden divergence between the Z-Score and price direction provides trend continuation and reversal signals from the same framework
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Z-Score readings and reversal probability percentages are statistical tools based on historical distributions and do not guarantee any future price behavior. The normal distribution assumption applied to price and volume data is an approximation. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Displacement Forge [JOAT]Displacement Forge
Introduction
Displacement Forge is an open-source order block detection engine built on Z-Score impulse analysis. It identifies statistically significant price displacements — moves that exceed a configurable standard deviation threshold relative to recent price change history — and marks the candle immediately preceding each displacement as an Order Block Zone. Order blocks represent the price ranges from which institutional order flow originates. Price regularly returns to these zones to fill remaining orders, and Displacement Forge identifies and tracks each one, monitors for zone reactions, and records cumulative rejection statistics.
The problem order block analysis solves is entry precision. A trend bias tells you direction. An order block tells you at what price the institutions that created that trend loaded their positions. Returning to those prices to enter alongside institutional flow — rather than chasing moves already in progress — is the conceptual foundation Displacement Forge is built on. The Z-Score gate ensures only statistically significant displacements qualify, filtering out small impulses caused by normal market noise.
Core Concepts
1. Z-Score Displacement Detection
Rather than using fixed ATR multiples to define a "significant" move, Displacement Forge computes the Z-Score of each bar's price change relative to the rolling distribution of recent price changes. The Z-Score measures how many standard deviations the current move is from the recent mean:
priceChg = close - close
avgChg = ta.sma(priceChg, zscoreLen)
stdChg = ta.stdev(priceChg, zscoreLen)
zscore = stdChg > 0 ? (priceChg - avgChg) / stdChg : 0.0
A positive Z-Score above the threshold with a bullish candle close and a higher close than recent highs — filtered by an EMA and VWAP trend context — constitutes a bullish displacement impulse. A negative Z-Score below the negative threshold with a bearish close and lower-than-recent lows in the opposing trend context constitutes a bearish displacement impulse.
2. Order Block Zone Identification
When a displacement impulse is detected, the indicator looks backward through the impulse lookback window for the last candle in the opposite direction — the candle just before the institutional move began. That candle's high and low define the order block zone. This captures the price range where institutional orders were being placed before the displacement candle consumed available liquidity:
if bullImpulse
for i = 1 to impulseLook
if close < open // Last bearish candle before the impulse
obLow := low
obHigh := high
break
Each zone is drawn as a box on the chart using the pre-impulse candle's range. Bull order blocks are drawn with a bullish tint (price expected to react bullishly when revisited). Bear order blocks with a bearish tint.
3. EMA and VWAP Trend Filter
Two independent trend filters gate displacement qualification. The EMA filter (200-period by default, configurable) requires bull displacements to occur above the EMA and bear displacements below it. The VWAP filter adds an intraday fair-value gate — bull displacements require price to be above the current VWAP, bear displacements require price to be below. Both filters can be independently enabled or disabled:
bullImpulse = zscore > threshold and close > open
and close > ta.highest(close, impulseLook)
and (not useEma or close > ema200)
and (not useVwap or close > ta.vwap)
4. Zone Reaction Detection and Rejection Counting
Active order block zones are continuously monitored for price reactions. A bullish reaction occurs when the candle low touches or enters the bull zone range with a bullish close. A bearish reaction occurs when the high touches or enters the bear zone range with a bearish close. Each confirmed reaction increments the independent bull and bear rejection counters displayed in the dashboard:
if ob.isBull and low <= ob.top and low >= ob.bottom and close > open
bullReactionDetected := true
totalBullRejections += 1
5. Zone Lifespan and Active Zone Management
Each zone carries an age counter that increments bar by bar. Zones exceeding the maximum age (configurable) are automatically removed as inactive. The active zone count and total tested zone count are tracked and displayed in the dashboard, giving a running picture of how many zones are currently relevant versus how many have been tested and absorbed.
Features
Z-Score impulse gate: Displacement qualification based on standard deviations from the rolling price-change distribution, not arbitrary fixed thresholds
Order block zone boxes: Pre-impulse candle ranges drawn as colored boxes on the chart for both bull and bear impulses
EMA trend filter: Configurable EMA length gates displacement direction relative to long-term trend
VWAP trend filter: Intraday VWAP provides a fair-value gate alongside the EMA for dual confirmation
Zone reaction monitoring: Active zones continuously checked for price reactions with independent bull and bear rejection counters
Zone age management: Configurable maximum zone age with automatic removal of expired zones
Active and tested zone counts: Dashboard tracks how many zones are live versus how many have been tested
Bull and bear rejection totals: Cumulative counts of all confirmed zone reactions by direction
Displacement markers: Labeled arrows at each confirmed displacement bar (BULL DISP, BEAR DISP) with size and style differentiation
Divergence detection: Z-Score divergence against price direction labeled (BULL DIV, BEAR DIV) and hidden divergence (H.BULL, H.BEAR)
Institutional dashboard (top right): 13-row table with Z-Score, displacement state, OB reactions, active zone count, tested zone count, EMA and VWAP filter status
Fully configurable: Z-Score length and threshold, impulse lookback, EMA length, VWAP toggle, zone max age, and zone visibility independently adjustable
Alerts: Separate alertconditions for bullish and bearish displacement impulses
Input Parameters
Displacement Detection:
Z-Score Length: Rolling window for mean and standard deviation calculation (default: 20)
Z-Score Threshold: Standard deviation threshold for displacement qualification (default: 1.5)
Impulse Lookback: Bars back to search for the pre-impulse order block candle (default: 5)
Trend Filters:
EMA Length: Trend EMA period (default: 200)
Use EMA Filter toggle (default: enabled)
Use VWAP Filter toggle (default: enabled)
Zone Management:
Max Zone Age (Bars): Maximum bar lifespan of active zones before automatic removal (default: 100)
Show OB Zones toggle
Display:
Show Dashboard toggle
Show Divergence Labels toggle
Bullish and Bearish color inputs
How to Use This Indicator
Step 1: Identify the Current Z-Score and Displacement State
The dashboard shows the live Z-Score value and displacement state (BULL IMPULSE, BEAR IMPULSE, or NEUTRAL). Use the Z-Score value as a real-time gauge of how statistically extreme the current price move is relative to recent history.
Step 2: Locate Active Order Block Zones
After any displacement, a colored box marks the pre-impulse candle range. These zones are the areas where institutional orders were accumulated before the move. The dashboard's Active Zones row shows how many live zones are currently on the chart.
Step 3: Wait for Price to Return to a Zone
When price retraces after a displacement and enters an active zone, watch for a reaction candle. A bullish close from within a bull zone or a bearish close from within a bear zone constitutes a zone reaction and increments the dashboard's rejection counter.
Step 4: Apply EMA and VWAP Context
The EMA filter status (ABOVE/BELOW) and VWAP filter status in the dashboard confirm whether the trend context supports the zone direction. An active bull zone with price above both the EMA and VWAP provides a higher-context long reaction than the same zone in a downtrend.
Step 5: Observe Divergence Labels
BULL DIV and BEAR DIV labels appear when the Z-Score diverges from price direction — Z-Score momentum and price momentum disagree. H.BULL and H.BEAR mark hidden divergence. These are secondary signals that may precede displacement reversals.
Indicator Limitations
The Z-Score is computed relative to the rolling price-change distribution of the configured lookback period. During regime changes or low-liquidity periods, the distribution can shift and cause the threshold to misfire
Order block identification looks backward from the displacement bar. The pre-impulse candle selection is algorithmic — it finds the last opposite-direction candle within the lookback. In some impulse structures this may not match the manually identified order block
Zone reaction detection requires the candle to touch the zone range in the same bar that a directional close occurs. Multi-bar zone entry sequences are not separately tracked
The VWAP calculation resets at daily boundaries. On instruments that trade across midnight or on continuous futures contracts, the VWAP reset behavior may differ from expectations
This indicator identifies order block zones and reactions. It does not generate trade entry signals, and zone reactions do not guarantee price continuation from the zone
Originality Statement
Displacement Forge is original in its application of Z-Score analysis to price change distribution as the gate for order block qualification, combined with a dual trend filter and automatic zone reaction monitoring with cumulative statistics. This indicator is published because:
Using the rolling Z-Score of bar-by-bar price changes — rather than raw ATR multiples — to define what constitutes a statistically significant displacement provides an adaptive, distribution-aware threshold that adjusts to current volatility rather than using fixed values
The pre-impulse candle lookback logic that identifies the order block as the last opposite-direction candle before the displacement provides a specific, repeatable rule for zone placement that eliminates the ambiguity of manual order block selection
The dual trend filter combining a configurable EMA with VWAP — both independently togglable — provides layered directional context that single-MA systems do not offer
Tracking cumulative bull and bear rejection counts alongside active and tested zone counts provides ongoing statistical feedback on how the order block zones are performing across the chart history
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Order block zones are identified using statistical and structural criteria but do not guarantee any particular price reaction when revisited. Z-Score thresholds are parameters that require adjustment to match specific instruments and timeframes. Past zone reactions do not guarantee future reactions. Always use proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Repricing Belt Engine [AGPro Series]Repricing Belt Engine
🔹 OVERVIEW
Repricing Belt Engine identifies qualifying displacement impulses and constructs ATR-scaled repricing belts around the impulse body, then tracks each belt's first-revisit lifecycle through three discrete outcomes: Held, Rejected, and Broken. The engine turns raw impulse candles into structured, evaluable reaction zones — giving traders a clean framework for studying how price behaves when it returns to the scene of a decisive move.
Unlike generic supply/demand or order block tools, this indicator does not simply mark impulse zones and leave them on the chart indefinitely. Every belt has a full state machine: Active → first qualifying touch → terminal outcome. A top-right status panel summarizes active belts, current belt context, 50-bar directional bias, and outcome counts so the chart context is always one glance away.
🔸 UNIQUE EDGE
Most displacement or supply/demand indicators stop at drawing a box. Repricing Belt Engine differentiates itself with four specific mechanics:
• ATR-scaled geometry — Belt width is normalized by ATR (not raw body size), producing consistently visible zones across volatility regimes and symbols. Optional "Auto (Body)" and "Body 70%" modes are available for traders who prefer tighter constructions.
• Three-outcome lifecycle model — Every belt resolves into one of five states (Active, Held, Rejected, Broken, Expired) based on penetration depth and close position. No more static zones cluttering the chart after price has decisively moved on.
• Depth-gated touch qualification — Wick-grazing does not trigger state transitions. A revisit must penetrate the belt by a configurable minimum depth (ATR-relative) before it counts, filtering noise from meaningful reactions.
• Excursion-tolerant hold detection — A belt can be marked Held even when price briefly dips beyond it, as long as the close respects the belt and the excursion stays within the Hold Tolerance band. This matches how institutional levels actually react in live markets.
🔹 METHODOLOGY
1. Impulse Qualification: A bar qualifies as an impulse when its body magnitude exceeds Impulse Threshold × ATR AND its body-to-range ratio is at least Min Body / Range Ratio. Both gates must pass — this filters out long-wick bars that look decisive but are not.
2. Belt Construction: On a qualifying impulse, a belt is drawn using the selected Width Mode. In ATR Scaled mode (default), the belt is centered on the impulse body midpoint and spans ±ATR Width Half-Span × ATR. A mid-line is drawn through the belt center.
3. Cooldown: A minimum bar gap (Cooldown Between Belts) is enforced between consecutive belt formations, preventing rapid clustering in extended trends.
4. Lifecycle Tracking: On every confirmed close, each active belt is evaluated:
• If close breaches the belt with excursion beyond Reject Tolerance → Broken
• If close recovers but excursion exceeded Hold Tolerance → Rejected
• If close respects the belt after a qualifying touch → Held
• If no resolution within Belt Max Lifetime bars → Expired
5. Active Cap: A maximum number of concurrent active belts is enforced (Max Active Belts). When the cap is reached, the oldest active belt is auto-expired to keep the chart focused on the current narrative.
🔸 SIGNALS & ALERTS
On-chart visuals:
• Bull/Bear belt zones with ATR-scaled width and mid-line
• Impulse origin markers (small triangles) anchoring each belt to its source bar
• State-colored labels at resolution: Held OK (state color), Broken X (opposite state color), Rejected (neutral, shown only in Detailed label mode)
• Faded rendering for resolved belts so the active story stays visually dominant
Top-right status panel:
• Active belt count
• Current belt context (side, position, held flag)
• 50-bar directional bias (Bull UP / Bear DN / Neutral)
• 50-bar outcome counts (Held / Rejected / Broken)
Alert conditions:
• Repricing Belt Formed
• Belt Touched (first qualifying revisit)
• Belt Held
• Belt Rejected
• Belt Broken
🔹 KEY INPUTS
Engine
• Impulse Threshold (x ATR) — impulse size gate
• Min Body / Range Ratio — decisive-close gate
• ATR Length — volatility normalization period
• Cooldown Between Belts — anti-clustering filter
Belt
• Width Mode — ATR Scaled / Auto (Body) / Body 70%
• ATR Width Half-Span — belt half-width in ATR units
• Belt Max Lifetime — auto-expiry age
• Max Active Belts — concurrent belt cap
State Thresholds
• Min Touch Depth (x ATR) — qualifying penetration
• Hold Tolerance (x ATR) — clean-hold excursion ceiling
• Reject Tolerance (x ATR) — rejected-vs-broken threshold
Visuals
• Label Mode — Clean / Detailed
• Panel Font Size, Label Font Size
• Show Impulse Markers toggle
🔸 HOW TO USE
1. Apply to any symbol and timeframe. The engine is timeframe-agnostic and self-calibrates via ATR.
2. Watch for new belt formations on displacement impulses. The impulse marker confirms the origin bar.
3. When price returns, observe the lifecycle resolution: Held reactions often mark continuation points; Broken reactions frequently signal structural shifts.
4. Use the 50-bar Bias readout for directional context — sustained one-sided belt formation suggests an active trend.
5. Combine with structure tools (swing highs/lows, trendlines) for confluence. The belt is a reaction zone, not a standalone entry system.
6. Tune Impulse Threshold per timeframe: lower values (1.5–1.7) for intraday, higher (1.8–2.2) for swing.
🔹 LIMITATIONS & TRANSPARENCY
• This indicator is not a strategy and does not generate buy/sell signals. It is an analytical visualization tool.
• Belt outcomes are historical observations, not predictions. Past Held/Broken patterns do not guarantee future reactions.
• Performance varies by symbol, timeframe, and market regime. Always test parameter settings on the instruments you trade.
• Very low-liquidity or gappy symbols may produce noisy impulses. Increase Impulse Threshold or Min Body Ratio for cleaner selection.
• The Max Active Belts cap intentionally limits chart information to keep focus on the current context — raise it only if your workflow benefits from longer belt history.
⚠️ RISK DISCLOSURE
This script is provided for educational and analytical purposes only. It is not financial advice and does not constitute a recommendation to buy, sell, or hold any asset. Trading involves substantial risk of loss. Always conduct your own analysis, manage risk responsibly, and never trade with capital you cannot afford to lose. Past performance of any pattern or setup is not indicative of future results.
Published as Public / Open-source under Mozilla Public License 2.0. Indicator
Liquidity Void Navigator [AGPro Series]Liquidity Void Navigator
🔹 OVERVIEW
Liquidity Void Navigator identifies impulsive price displacements that were produced with disproportionately low volume participation — the institutional footprint of a true liquidity void. Unlike geometric gap concepts that rely purely on wick-to-wick imbalance, this engine measures the efficiency of each impulsive bar: how much price moved relative to how much volume was transacted. When price travels faster than the order book justifies, a magnet zone is born. These zones frequently act as high-probability retest and mean-reversion targets for SMC and ICT traders.
🔹 UNIQUE EDGE
Most gap-based tools on PulseWire detect Fair Value Gaps using a 3-bar geometric pattern. This indicator uses a fundamentally different signature:
- Volume Efficiency Ratio (core innovation): efficiency = (volume / avgVol) / (range / ATR). Values below the threshold reveal bars where price displacement outpaced volume effort — the statistical definition of a liquidity void.
- Body-based zones, not wick-to-wick: the void box spans the impulsive candle body, excluding wicks that represent liquidity sweeps.
- Dynamic lifecycle management: zones are tracked from birth through mid-line mitigation, with configurable trigger modes (close cross, wick touch, or full fill).
- Strongest-void emphasis: the lowest-efficiency active void automatically receives a bold neutral-colored border, giving traders an at-a-glance view of the most reliable magnet on the chart.
🔹 METHODOLOGY
Each completed bar is evaluated against four quality filters:
1. Range Expansion — bar range must exceed ATR × configurable multiplier (default 1.3).
2. Volume Efficiency — the efficiency ratio must fall below the configurable cap (default 0.85).
3. Minimum Height — void must be at least a fraction of ATR to filter micro-noise (default 0.5×).
4. Body Dominance — the candle body must represent at least 50% of the total range, confirming directional conviction rather than indecision.
Qualifying bars create a directional void zone spanning the body. An optional next-bar gap confirmation adds stricter FVG-style filtering. Active zones are continuously evaluated against the selected mitigation mode and updated in real time. Oldest active voids are pruned when the per-side cap is exceeded, keeping the chart focused on recent, actionable structure.
🔹 SIGNALS & ALERTS
Four alert conditions are available:
- New Bullish Liquidity Void — an upward impulsive void is detected.
- New Bearish Liquidity Void — a downward impulsive void is detected.
- Bull Void Mitigated — closing price crosses the mid-line of an active bullish void from above.
- Bear Void Mitigated — closing price crosses the mid-line of an active bearish void from below.
Each alert fires only on bar close to eliminate repainting concerns. Alert messages include the ticker and timeframe for multi-chart workflows.
🔹 KEY INPUTS
Void Detection
- Volume Baseline Lookback — window for average volume and range calculations.
- Min Range Expansion (×ATR) — minimum impulsive bar size.
- Max Volume Efficiency Ratio — core void qualification threshold.
- Min Void Height (×ATR) — filters micro-voids.
- Require Gap with Next Bar — optional strict confirmation.
- Mitigation Trigger — choose between Close Cross (institutional default), Wick Touch (strict), or Full Fill (swing).
Lifecycle
- Max Active Voids per Side — visual cap to prevent chart clutter.
- Zone Right Extension — how far zones project to the right.
- Show Mitigated Voids — optionally display filled zones in gray.
Visuals
- Bullish / Bearish / Mitigated colors, mid-line toggle, projection arrow toggle, label size.
Panel
- Show / position / font size.
🔹 HOW TO USE
Trend-aligned reversion entries: When price returns to an unmitigated void in the direction of the higher-timeframe trend, watch for rejection at the mid-line or far edge as a potential long (bull void) or short (bear void) trigger.
Breakout continuation context: Newly formed voids in the direction of a breakout often indicate institutional participation. Waiting for a retest of the void zone can provide improved risk-to-reward compared to chasing the breakout bar.
Strongest-void bias: The yellow-bordered void on the chart represents the lowest-efficiency (statistically strongest) active zone. Traders can treat it as the highest-probability magnet for price revisits.
Fill Rate context: A persistently high fill rate on a given symbol or timeframe indicates that voids fill rapidly — more suitable for scalping. A lower fill rate suggests that unfilled voids accumulate meaningfully, offering swing-style opportunities.
Multi-timeframe workflow: Identify voids on a higher timeframe (4H or 1D) as strategic bias zones, then use a lower timeframe (15m or 1H) for tactical execution when price approaches those higher-timeframe voids.
🔹 LIMITATIONS & TRANSPARENCY
- This indicator is built for liquid markets with reliable volume data. Thinly traded symbols or instruments without accurate volume feeds (some spot FX, certain indices) will produce unreliable results.
- Not every detected void will be retested or filled. Voids are statistical zones of interest, not guarantees.
- The indicator is a visualization and analytical tool, not a trading strategy. It does not generate buy or sell recommendations.
- Fill rate statistics are computed over the visible history of active and mitigated voids and are approximate; they are intended as a relative gauge of symbol behavior, not as a backtested performance metric.
- Mitigation triggers are bar-close based to avoid repainting. Intrabar signals may appear and disappear until the bar confirms.
- Zones have a fixed right extension from their birth bar; the indicator does not extend zones infinitely.
🔹 RISK DISCLOSURE
Trading financial markets involves substantial risk of loss and is not suitable for all investors. Past performance of any technical indicator, including this one, is not indicative of future results. This tool is provided for educational and analytical purposes only and does not constitute financial advice, investment recommendations, or solicitation to trade. Users are solely responsible for their own trading decisions, risk management, and outcomes. Always conduct independent analysis and consult with a qualified financial advisor before making investment decisions. Indicator
AG Pro Displacement Quality Finder [AGPro Series]AG Pro Displacement Quality Finder
Overview / What It Does
AG Pro Displacement Quality Finder is designed to identify displacement candles that stand out for structural intent rather than simple size alone. Instead of highlighting every large bar on the chart, the script evaluates whether a candle shows the type of directional expansion that traders often associate with meaningful repricing. The goal is to help separate ordinary volatility from displacement events that may deserve closer attention.
The core logic focuses on the quality of the candle itself and the context immediately connected to it. A displacement candle can look impressive at first glance while still lacking the characteristics that make it useful in analysis. This script addresses that problem by combining body expansion measurements, marubozu-style pressure assessment, and optional volume confirmation into a single quality framework. The result is a more selective view of bullish and bearish displacement conditions.
Once a valid event is detected, the script does not stop at marking the candle. It also maps a follow-up reclaim zone derived from the displacement structure so the user can monitor whether price revisits, respects, or interacts with that area later. This creates a workflow that is not limited to signal spotting. It extends the idea into post-event tracking, which is often the more practical part of chart analysis.
The visual design is intended to keep the chart readable while still making the key information obvious. Displacement candles can be recolored, quality tags can classify stronger events, and reclaim zones can remain visible long enough to preserve market context. The panel summarizes the latest state and core ratios so the user can quickly understand why the most recent event qualified.
Unique Edge
The distinctive feature of this script is that it treats displacement as a quality problem, not just a range problem. Many tools mark large candles. This script tries to isolate higher-conviction expansion candles by checking whether the body is meaningfully large relative to ATR and average body size, whether the candle shows strong close-to-extreme behavior, and whether optional volume confirmation supports the move.
A second differentiator is the reclaim-zone workflow. Instead of placing a marker and ending the analysis there, the script projects a reclaim area from the detected displacement structure. That makes the tool useful both at the moment of expansion and in the bars that follow. Traders who study impulsive moves often care just as much about what happens after the expansion candle as they do about the candle itself.
The script also uses visual hierarchy to keep stronger and more relevant structures easier to read than older or lower-priority ones. This helps reduce the “everything matters equally” problem that often makes zone-based tools harder to use in practice.
Methodology
The script evaluates bullish and bearish displacement candidates using multiple filters that are designed to work together rather than as isolated checks. At the center of the model is body expansion. The candle body is compared against ATR and against an average-body baseline so that the script can judge whether a bar is unusually forceful for the instrument and timeframe being viewed.
A marubozu-proximity component is then used to assess directional cleanliness. In simple terms, the script looks for candles whose closing behavior suggests genuine directional pressure rather than a wide but indecisive bar. This helps reduce false positives from candles that are large in total range but weak in directional conviction.
An optional volume confirmation layer can be enabled for users who want displacement selection to include participation strength. This does not redefine the script into a volume indicator. It simply acts as an additional confirmation filter for users who prefer more selectivity.
When a displacement event qualifies, the script can recolor the candle and assign a quality tag. The quality tag reflects the combined strength of the measured conditions rather than a single-factor reading. The script then builds a reclaim zone tied to that displacement structure and extends it forward so later interaction can be monitored on the chart.
Signals & Alerts
The script is built around bullish and bearish displacement detection. When the selected conditions are met, the chart can display a quality tag and the displacement candle can be visually emphasized. Reclaim zones are then plotted so the user can follow the area after the impulse.
Bullish and bearish alerts can be used to notify the user when a qualified displacement event appears. These alerts are intended to identify the script’s filtered displacement conditions, not to predict the full future path of price. In practice, they are most useful as chart-review prompts or workflow triggers rather than as stand-alone trade instructions.
Key Inputs
Users can customize the strictness and presentation of the model through inputs such as:
- Body expansion sensitivity relative to ATR
- Body expansion sensitivity relative to average candle body
- Marubozu proximity threshold
- Optional volume confirmation
- Candle recoloring
- Quality tag visibility
- Reclaim zone visibility and extension length
- Panel font size
- Label font size
- General visual display preferences
These controls allow the script to be tuned for more aggressive discovery or more selective filtering depending on instrument behavior and timeframe.
Limitations & Transparency
This script does not claim to identify every important move, nor does it assume that every qualified displacement event will lead to continuation. Some valid expansion candles can fail quickly, while some useful moves may be excluded if the filters are set too strictly. That trade-off is part of any selective model.
Reclaim zones are analytical reference areas, not guarantees of support or resistance. Price may react, ignore the zone, briefly interact with it, or invalidate it entirely. The script is designed to visualize these areas in a structured way, but interpretation remains with the user.
Results can vary materially across assets, sessions, volatility regimes, and timeframes. Thresholds that work well on one instrument may be too loose or too strict on another. Users should expect to calibrate settings rather than assume one configuration is universally optimal.
As with most chart tools, visual density can increase if many qualifying events occur in the same region. The script includes hierarchy-oriented visual handling, but it is still best used with sensible chart context and reasonable parameter choices.
Risk Disclosure
This script is an analytical charting tool. It is not financial advice, not a promise of performance, and not a guarantee of future results. It does not know the user’s objectives, risk tolerance, execution quality, or portfolio constraints.
Displacement, momentum expansion, and reclaim behavior can all be useful concepts in market analysis, but none of them remove uncertainty. Users should apply their own process, risk controls, and independent judgment before acting on any chart observation generated by this script.
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Smart Money Range + Displacement🧠 How This Indicator Works
This indicator is based on Smart Money Concepts, which follow how institutions actually move the market:
Build liquidity → Take liquidity → Show intent → Move price
It does not predict the market.
It reacts only after confirmation.
1️⃣ Trend Filter (EMA) – Market Direction
What it does:
The Exponential Moving Average (EMA) shows the dominant market direction.
How it’s used:
Price above EMA → bullish bias → only BUY signals
Price below EMA → bearish bias → only SELL signals
Why it matters:
Institutions usually push price in the direction of the higher-timeframe trend.
This filter removes low-probability counter-trend trades.
2️⃣ Smart Money Range – Liquidity Zone
What it does:
The indicator calculates the highest high and lowest low over a fixed number of candles to create a trading range.
Why this range matters:
Equal highs and equal lows form inside ranges
Retail stop-loss orders accumulate at range boundaries
These areas become liquidity pools
Institutions need liquidity to enter large positions — this shows where it is.
3️⃣ Liquidity Sweep – Stop Hunt Detection
What it does:
The indicator detects when price breaks above or below the range but fails to close outside it.
What this means:
Stops above highs or below lows are triggered
Retail traders are trapped
Smart money absorbs liquidity
This is manipulation, not a real breakout.
4️⃣ Displacement Candle – Institutional Entry
What it does:
The indicator checks for a candle with a body significantly larger than recent candles.
Why displacement is important:
Large candle bodies show strong order flow
Confirms that institutions have entered the market
Filters out weak or fake moves
No displacement = no trade.
5️⃣ Trade Confirmation Logic – Final Signal
BUY Signal Conditions
Liquidity taken below the range
Strong displacement candle
Price above EMA
SELL Signal Conditions
Liquidity taken above the range
Strong displacement candle
Price below EMA
Meaning:
Only trade after liquidity is taken and real momentum appears in trend direction.
6️⃣ Signal Plotting – Clear Execution
What you see on the chart:
BUY label below the candle
SELL label above the candle
Signals appear only after candle close, ensuring no repainting.
🔁 Market Behavior This Indicator Reads
Market moves sideways (range formation)
Liquidity builds
Stops are taken (false breakout)
Displacement confirms intent
Price expands in one direction
This is how institutional trading works.
⚠️ Best Usage Guidelines
Best timeframes: 15m, 30m, 1H
Avoid major news releases
Wait for candle close
Use structure-based stop loss, not fixed pips
🎯 Why This Indicator Is Effective
Logic-based, not lag-based
No repainting
Works on Gold, BTC, Forex, Indices
Filters noise and emotional trading Indicator
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[TehThomas] - MA Cross with DisplacementThis PulseWire script, "MA Cross with Displacement," is designed to detect potential long and short trade opportunities based on moving average (MA) crossovers combined with price displacement confirmation. The script utilizes two simple moving averages (SMA) and highlights potential trade signals when a crossover occurs alongside a strong price movement (displacement).
Why This Indicator is Useful
This indicator enhances the standard moving average crossover strategy by incorporating a displacement condition, making trade signals more reliable. Many traders rely on moving average crossovers to determine trend reversals, but false signals often occur due to minor price fluctuations. By requiring a significant price movement (displacement), this indicator helps filter out weak or insignificant crossovers, leading to more high-probability trade opportunities.
How It Works
Calculates Two Moving Averages (MA)
The user can set two different MA periods:
MA 1 (blue line): Default period is 9 (shorter-term trend).
MA 2 (red line): Default period is 21 (longer-term trend).
These moving averages smooth out price fluctuations to identify overall trends.
Detects Crossovers
Bullish crossover: The blue MA crosses above the red MA + displacement candle → Potential long signal.
Example of bullish cross with displacement:
Bearish crossover: The blue MA crosses below the red MA + displacement candle → Potential short signal.
Example of bearish cross with displacement:
Confirms Displacement (Strong Price Move)
A price displacement threshold is used (default: 1.1% of the previous candle size).
For a valid trade signal, a crossover must occur alongside a strong price movement.
Bullish Displacement Condition: Price increased by more than the threshold.
Bearish Displacement Condition: Price decreased by more than the threshold.
Visual Indicators on the Chart
Bars are colored green when there is a bullish displacement.
Bars are colored red when there is a bearish displacement.
These color changes help traders quickly identify potential trade setups.
How to Use the Indicator
Add the Script to Your Chart
Copy and paste the script into PulseWire's Pine Script Editor.
Click "Add to Chart" to activate it.
Customize the Settings
Adjust the moving average periods to fit your trading strategy.
Modify the displacement threshold based on market volatility.
Change the bar colors for better visualization.
Look for Trade Signals
Long Trade (Buy Signal)
The blue MA crosses above the red MA (bullish crossover).
A green bar appears, confirming bullish displacement.
Short Trade (Sell Signal)
The blue MA crosses below the red MA (bearish crossover).
A red bar appears, confirming bearish displacement.
Use in Conjunction with Other Indicators
This indicator works best when combined with support & resistance levels, RSI, MACD, or volume analysis to improve trade accuracy.
Final Thoughts
The MA Cross with Displacement Indicator improves the reliability of moving average crossovers by requiring strong price movements to confirm a trade signal. This helps traders avoid false breakouts and weak trends, making it a powerful tool for identifying high-probability trades.
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2022 Model ICT Entry Strategy [TradingFinder] One Setup For Life🔵 Introduction
The ICT 2022 model, introduced by Michael Huddleston, is an advanced trading strategy rooted in liquidity and price imbalance, where time and price serve as the core elements. This ICT 2022 trading strategy is an algorithmic approach designed to analyze liquidity and imbalances in the market. It incorporates concepts such as Fair Value Gap (FVG), Liquidity Sweep, and Market Structure Shift (MSS) to help traders identify liquidity movements and structural changes in the market, enabling them to determine optimal entry and exit points for their trades.
This Full ICT Day Trading Model empowers traders to pinpoint the Previous Day High/Low as well as the highs and lows of critical sessions like the London and New York sessions. These levels act as Liquidity Zones, which are frequently swept prior to a market structure shift (MSS) or a retracement to areas such as Optimal Trade Entry (OTE).
Bullish :
Bearish :
🔵 How to Use
The ICT 2022 model is a sophisticated trading strategy that focuses on identifying key liquidity levels and price movements. It operates based on two main principles. In the first phase, the price approaches liquidity zones and sweeps critical levels such as the previous day’s high or low and key session levels.
This movement is known as a Liquidity Sweep. In the second phase, following the sweep, the price retraces to areas like the FVG (Fair Value Gap), creating ideal entry points for trades. Below is a detailed explanation of how to apply this strategy in bullish and bearish setups.
🟣 Bullish ICT 2022 Model Setup
To use the ICT 2022 model in a bullish setup, start by identifying the Previous Day High/Low or key session levels, such as those of the London or New York sessions. In a bullish setup, the price usually moves downward first, sweeping the Liquidity Low. This move, known as a Liquidity Sweep, reflects the collection of buy orders by major market participants.
After the liquidity sweep, the price should shift market structure and start moving upward; this shift, referred to as Market Structure Shift (MSS), signals the beginning of an upward trend. Following MSS, areas like FVG, located within the Discount Zone, are identified. At this stage, the trader waits for the price to retrace to these zones. Once the price returns, a long trade is executed.
Finally, the stop-loss should be set below the liquidity low to manage risk, while the take-profit target is usually placed above the previous day’s high or other identified liquidity levels. This structure enables traders to take advantage of the upward price movement after the liquidity sweep.
🟣 Bearish ICT 2022 Model Setup
To identify a bearish setup in the ICT 2022 model, begin by marking the Previous Day High/Low or key session levels, such as the London or New York sessions. In this scenario, the price typically moves upward first, sweeping the Liquidity High. This move, known as a Liquidity Sweep, signifies the collection of sell orders by key market players.
After the liquidity sweep, the price should shift market structure downward. This movement, called the Market Structure Shift (MSS), indicates the start of a downtrend. Following MSS, areas such as FVG, found within the Premium Zone, are identified. At this stage, the trader waits for the price to retrace to these areas. Once the price revisits these zones, a short trade is executed.
In this setup, the stop-loss should be placed above the liquidity high to control risk, while the take-profit target is typically set below the previous day’s low or another defined liquidity level. This approach allows traders to capitalize on the downward price movement following the liquidity sweep.
🔵 Settings
Swing period : You can set the swing detection period.
Max Swing Back Method : It is in two modes "All" and "Custom". If it is in "All" mode, it will check all swings, and if it is in "Custom" mode, it will check the swings to the extent you determine.
Max Swing Back : You can set the number of swings that will go back for checking.
FVG Length : Default is 120 Bar.
MSS Length : Default is 80 Bar.
FVG Filter : This refines the number of identified FVG areas based on a specified algorithm to focus on higher quality signals and reduce noise.
Types of FVG filters :
Very Aggressive Filter: Adds a condition where, for an upward FVG, the last candle's highest price must exceed the middle candle's highest price, and for a downward FVG, the last candle's lowest price must be lower than the middle candle's lowest price. This minimally filters out FVGs.
Aggressive Filter: Builds on the Very Aggressive mode by ensuring the middle candle is not too small, filtering out more FVGs.
Defensive Filter: Adds criteria regarding the size and structure of the middle candle, requiring it to have a substantial body and specific polarity conditions, filtering out a significant number of FVGs.
Very Defensive Filter: Further refines filtering by ensuring the first and third candles are not small-bodied doji candles, retaining only the highest quality signals.
🔵 Conclusion
The ICT 2022 model is a comprehensive and advanced trading strategy designed around key concepts such as liquidity, price imbalance, and market structure shifts (MSS). By focusing on the sweep of critical levels such as the previous day’s high/low and important trading sessions like London and New York, this strategy enables traders to predict market movements with greater precision.
The use of tools like FVG in this model helps traders fine-tune their entry and exit points and take advantage of bullish and bearish trends after liquidity sweeps. Moreover, combining this strategy with precise timing during key trading sessions allows traders to minimize risk and maximize returns.
In conclusion, the ICT 2022 model emphasizes the importance of time and liquidity, making it a powerful tool for both professional and novice traders. By applying the principles of this model, you can make more informed trading decisions and seize opportunities in financial markets more effectively.
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