Liquidity Vacuum Detector

This indicator identifies liquidity vacuum zones—price areas where the market previously moved quickly with little resistance. These zones often allow price to travel faster once re-entered, which is favorable for intraday options trading.

Vacuum zones are created during strong, clean impulse moves (large range, low overlap, thin participation). When price later enters a stored vacuum zone with volume expansion, the indicator prints a directional triangle to highlight a potential high-speed move.

Optional filters include VWAP directional bias and regular trading hours (RTH).
Designed as a trade filter and acceleration tool, not a predictive signal.

Best used in combination with key levels (PMH/PML, ORH/ORL, VWAP) and volume confirmation.