Hourly Liquidity Clock HOD/LOD Probability Map (AlgoForex) Most intraday tools tell you WHERE price may react. This one tells you WHEN.
Hourly Liquidity Clock builds a rolling statistical profile of the trading day
for the symbol you have open, and answers three questions:
• Which hour of the day most often contains the DAILY HIGH?
• Which hour most often contains the DAILY LOW?
• Which hour carries the largest average range?
── HOW IT WORKS ──────────────────────────────────────────────
For every completed day inside the lookback window (default 60 days) the script
records the hour in which the daily high and the daily low were printed, in the
timezone you select. Those counts are converted into a percentage of days.
In parallel it aggregates each clock hour independently: average high-to-low
range, and the share of hours that closed above their open (directional bias).
The three hours with the highest combined HOD + LOD count are labelled Power
Hours and tinted on the chart, so you can see at a glance whether the current
candle sits inside a historically decisive window or inside dead time.
Session ranges are drawn on top of this: Asia, London and New York boxes with
their high and low projected forward. When a projected level is traded through,
the level stops extending and a sweep marker is printed.
── HOW TO READ IT ────────────────────────────────────────────
HOD% column — share of days whose high formed in that hour. Brighter = higher.
LOD% column — share of days whose low formed in that hour.
BIAS column — green above 55%, red below 45%, neutral in between.
RANGE column — average range of that hour, in symbol price units.
A hour with a high HOD% and a low LOD% is a hour that historically completes
upside expansion. The mirror case marks downside expansion. Hours with low
values in both columns are consolidation windows.
── SETTINGS ──────────────────────────────────────────────────
Timezone — set this to your broker or server time so the hours match
the clock you actually trade on. Everything reprints.
Lookback (days) — 60 is a balance between sample size and adaptation.
Raise it for stable instruments, lower it after a regime
change.
Power Hours — how many hours are highlighted.
Sessions — three fully editable windows, name, time and colour.
Sweeps — markers and alert() calls on session high/low takes.
── NOTES ─────────────────────────────────────────────────────
Use a 1H timeframe or lower. On 4H and above an hour cannot be resolved and the
table will warn you.
The statistics need history. Give the chart enough bars for the lookback window
to fill, otherwise the sample is too small to read.
This is a timing and context tool. It produces no entries, no exits and no
buy/sell signals, and past hourly distributions do not guarantee future ones.
Nothing here is financial advice. Indicator
Session Profitability Visualizer
What it shows
Session Profitability Visualizer breaks the trading day into its 24 hours and shows, for each hour, how price has historically behaved on your chart. It answers a simple statistical question: "When this market trades at 09:00 vs. 14:00 vs. 20:00, how have bars in that hour tended to move?"
For every hour with enough data it displays a table with:
- Hour — the hour-of-day bucket (00:00–23:00) in the symbol's exchange timezone
- Cum move — the cumulative close-minus-open of all completed bars in that hour (in points, or in % if you select the percent metric)
- Bars — how many completed bars contributed to that bucket (the sample size)
- % Pos — the share of those bars that closed above their open
Rows are tinted green or red by the sign of the cumulative move, with color intensity scaled by magnitude relative to the strongest hour, so the "heavier" hours stand out at a glance. An optional (off by default) background shading tints the chart by the historical statistics of the hour the current bar belongs to.
How it works
On every completed intraday bar inside the lookback window, the script:
1. Determines the bar's hour of day using the symbol's exchange timezone (syminfo.timezone).
2. Computes the bar's move — either close − open in points, or (close − open) / open × 100 in percent, depending on the Metric input.
3. Adds that move to the hour's running sum, increments the hour's bar count, and increments a positive-bar counter when the move is positive.
The per-hour sums, counts, and positive counts are held in three 24-element arrays. The table is rendered once on the last bar from those arrays. There is no request.security() call, no reference to future data, and only confirmed bars are counted — the statistics do not repaint on historical data (the live, still-forming bar is excluded until it closes).
Inputs
- Lookback (bars) — how many recent bars feed the statistics (default 5000). Larger windows are more stable; smaller windows react faster to regime changes.
- Metric — Points (close − open) or Percent (bar return %). Percent is more comparable across price levels and long histories.
- Min samples per hour — hours with fewer completed bars than this are hidden (default 30), so thin buckets don't masquerade as meaningful.
- Table position — where the table sits on the chart.
- Shade background — optional tint of the current bar's hour by its historical stats (off by default).
How to use it
Apply it to any intraday chart (15m or 1h are good starting points — on a 15m chart each hour bucket gets four bars per session). Look for hours where the cumulative move and the % positive rate agree and the sample count is healthy; those are the hours where the market has shown a persistent directional lean on your symbol. Compare the same symbol on different lookbacks to see whether the pattern is stable or an artifact of one period.
Limitations — please read
- Hour buckets use the symbol's exchange timezone, not your chart's display timezone. A "09:00" row on NASDAQ symbols means 09:00 America/New_York regardless of your local clock.
- Bar close-minus-open is a directional proxy, not trade P&L. It ignores spreads, slippage, position sizing, and intrabar path.
- The statistics are a historical observation, not a prediction. An hour that has drifted up for 5000 bars can stop doing so at any time; sample sizes shrink quickly on higher intraday timeframes.
- The script is intraday-only by design; on daily and above it shows an explanatory message instead of statistics.
This is a statistical visualization tool. It does not generate signals or recommendations of any kind.
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Indicator
Ichimoku PourSamadi Signal [TradingFinder] KijunSen Magic Number🔵 Introduction
The Ichimoku Kinko Hyo system is one of the most comprehensive market analysis tools ever created. Developed by Goichi Hosoda, a Japanese journalist in the 1930s, its purpose was to allow traders to recognize the balance between price, time, and momentum at a single glance. (In Japanese, Ichimoku literally means “one look.”)
At the core of the system lie five key components: Tenkan-sen (Conversion Line), Kijun-sen (Baseline), Chikou Span (Lagging Line), and the two leading spans, Senkou Span A and Senkou Span B, which together form the well-known Kumo or cloud representing both temporal structure and equilibrium zones in the market.
Although Ichimoku is commonly used to identify trends and support/resistance levels, a deeper layer of time philosophy exists within it. Ichimoku was not designed solely for price analysis but equally for time analysis.
In the classical model, the numerical cycles 9, 26, 52 reflect the natural rhythm of the market originally based on the Tokyo Stock Exchange’s trading schedule in the 1930s.
These values repeat across the system’s calculations, forming the foundation of Ichimoku’s time symmetry where price and time ultimately seek equilibrium.
In recent years, modern analysts have explored new approaches to extract time-based turning points from Ichimoku’s structure. One such approach is the analysis of flat segments on the Kijun-sen and Senkou B lines.
Whenever one of these lines remains flat for a period, it signals temporary balance between buyers and sellers; when the flat breaks, the market exits equilibrium and a new cycle begins.
This indicator is built precisely upon that philosophy. Following the timing methodology introduced by M.A. Poursamadi, the focus shifts away from price signals and line crossovers toward identifying flat periods on Kijun-sen (period 52) as time anchors.
From the first candle that changes the line’s slope, the tool begins a temporal count using a fixed sequence of key numbers: 5, 9, 13, 17, 26, 35, 43, 52, 63, 72, 81, 90.
Derived from both classical Ichimoku cycles and empirical testing, these numbers mark potential timing nodes where a market wave may end, a correction may begin, or a new leg may form.
Thus, this method serves not merely as another Ichimoku tool but as a temporal metronome for market structure a way to visualize moments when the market is ready to change rhythm, often before candles reveal it.
🔵 How to Use
The Kijun Timing BoX is built entirely on Ichimoku’s concept of time analysis.
Its core idea is that within every flat segment of the Kijun-sen, the market enters a temporary balance between opposing forces.
When that flat breaks, a new time cycle begins. From that first breakout candle, the indicator starts counting forward through the predefined time sequence(5, 9, 13, 17, 26, 35, 43, 52, 63, 72, 81, 90).
This counting framework creates a temporal map of market behavior, where each number represents an area where meaningful price fluctuations often occur.
A “meaningful fluctuation” does not necessarily imply reversal or continuation; rather, it marks a moment when the market’s internal energy balance shifts, typically visible as noticeable reactions on lower timeframes.
🟣 Identifying the Anchor Point
The first step is recognizing a valid flat zone on the Kijun-sen.
When this line remains flat for several candles and then changes slope, the indicator marks that bar as the Anchor, initiating the time count.
From that point onward, vertical gray lines appear at each interval in the key-number sequence, visualizing the time nodes ahead.
🟣 Reading the Timing Lines
Each numbered line represents a timing node a temporal point where a change in price rhythm is statistically more likely to occur.
At these nodes, the market may :
Enter a consolidation or minor correction phase.
Develop range-bound movement.
Or simply alter the speed and intensity of its move.
These behaviors do not imply a specific direction; they only highlight zones where time-based activity tends to cluster, giving traders a clearer view of cyclical rhythm.
🟣 Applying Time Analysis
The indicator’s primary use is to observe temporal order, not to predict price direction.
By tracking the distance between Anchors and the reactions that appear near major timing lines, traders can empirically identify each market’s characteristic rhythm—its own time DNA.
For example, one asset may consistently show significant fluctuations around the 13- and 26-bar marks,while another might react closer to 9 or 52. Recognizing such patterns helps traders understand how long typical cycles last before new phases of volatility emerge.
🟣 Combining with Other Tools
The indicator does not generate buy/sell signals on its own.
Its best use is in combination with price- or structure-based methods, to see whether meaningful price reactions occur around the same timing nodes.
In practice, it helps distinguish structured time-based fluctuations from random, noise-driven moves an insight often overlooked in conventional market analysis.
🔵 Settings
🟣 Logical Settings
KijunSen Period : Defines the baseline period used for timing analysis. Default = 52. It is the main line for detecting flats and generating time anchors.
Flat Event Filter : Controls how flat segments are validated before triggering a new timing event.
All : Every flat triggers a new Timing Box.
Automatic : Only flats longer than the historical average are used (recommended).
Custom : User manually defines the minimum flat length via Custom Count.
Update Timing Analysis BoX Per Event : If enabled, a new Timing Box is drawn each time a new flat event occurs. If disabled, the box completes its 90-bar window before refreshing.
🟣 Ichimoku Settings
TenkanSen Period : Defines the period for the Conversion Line (Tenkan-sen). Default = 9.
KijunSen Period : Sets the standard Ichimoku baseline (not the timing line). Default = 26.
Span B Period : Defines the period for Senkou Span B, the slower cloud boundary. Default = 52.
Shift Lines : Offsets cloud projection into the future. Default = 26.
🟣 Display Settings
Users can show or hide all Ichimoku lines Tenkan-sen, Kijun-sen, Chikou Span, Span A, and Span B as well as the Ichimoku Cloud.
They can also customize the color of each element to match personal chart preferences and improve visibility.
🔵 Conclusion
This analytical approach transforms Ichimoku’s time philosophy into a visual and measurable framework. A flat Kijun-sen represents a moment of market equilibrium; when its slope shifts, a new temporal cycle begins.
The purpose is not to forecast price direction but to highlight periods when meaningful fluctuations are more likely to develop.
Through this perspective, traders can observe the hidden rhythm of market time and expand their analysis beyond price into a broader time-cycle dimension.
Ultimately, the method revives Ichimoku’s original principle: the market can only be truly understood through the simultaneous harmony of price, time, and balance. Indicator
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