OverUnder Yield Spread🗺️ OverUnder is a structural regime visualizer , engineered to diagnose the shape, tone, and trajectory of the yield curve. Rather than signaling trades directly, it informs traders of the world they’re operating in. Yield curve steepening or flattening, normalizing or inverting — each regime reflects a macro pressure zone that impacts duration demand, liquidity conditions, and systemic risk appetite. OverUnder abstracts that complexity into a color-coded compression map, helping traders orient themselves before making risk decisions. Whether you’re in bonds, currencies, crypto, or equities, the regime matters — and OverUnder makes it visible.
🧠 Core Logic
Built to show the slope and intent of a selected rate pair, the OverUnder Yield Spread defaults to 🇺🇸US10Y-US2Y, but can just as easily compare global sovereign curves or even dislocated monetary systems. This value is continuously monitored and passed through a debounce filter to determine whether the curve is:
• Inverted, or
• Steepening
If the curve is flattening below zero: the world is bracing for contraction. Policy lags. Risk appetite deteriorates. Duration gets bid, but only as protection. Stocks and speculative assets suffer, regardless of positioning.
📍 Curve Regimes in Bull and Bear Contexts
• Flattening occurs when the short and long ends compress . In a bull regime, flattening may reflect long-end demand or fading growth expectations. In a bear regime, flattening often precedes or confirms central bank tightening.
• Steepening indicates expanding spread . In a bull context, this may signal healthy risk appetite or early expansion. In a bear or crisis context, it may reflect aggressive front-end cuts and dislocation between short- and long-term expectations.
• If the curve is steepening above zero: the world is rotating into early expansion. Risk assets behave constructively. Bond traders position for normalization. Equities and crypto begin trending higher on rising forward expectations.
🖐️ Dynamically Colored Spread Line Reflects 1 of 4 Regime States
• 🟢 Normal / Steepening — early expansion or reflation
• 🔵 Normal / Flattening — late-cycle or neutral slowdown
• 🟠 Inverted / Steepening — policy reversal or soft landing attempt
• 🔴 Inverted / Flattening — hard contraction, credit stress, policy lag
🍋 The Lemon Label
At every bar, an anchored label floats directly on the spread line. It displays the active regime (in plain English) and the precise spread in percent (or basis points, depending on resolution). Colored lemon yellow, neither green nor red, the label is always legible — a design choice to de-emphasize bias and center the data .
🎨 Fill Zones
These bands offer spatial, persistent views of macro compression or inversion depth.
• Blue fill appears above the zero line in normal (non-inverted) conditions
• Red fill appears below the zero line during inversion
🧪 Sample Reading: 1W chart of TLT
OverUnder reveals a multi-year arc of structural inversion and regime transition. From mid-2021 through late 2023, the spread remains decisively inverted, signaling persistent flattening and credit stress as bond prices trended sharply lower. This prolonged inversion aligns with a high-volatility phase in TLT, marked by lower highs and an accelerating downtrend, confirming policy lag and macro tightening conditions.
As of early 2025, the spread has crossed back above the zero baseline into a “Normal / Steepening” regime (annotated at +0.56%), suggesting a macro inflection point. Price action remains subdued, but the shift in yield structure may foreshadow a change in trend context — particularly if follow-through in steepening persists.
🎭 Different Traders Respond Differently:
• Bond traders monitor slope change to anticipate policy pivots or recession signals.
• Equity traders use regime shifts to time rotations, from growth into defense, or from contraction into reflation.
• Currency traders interpret curve steepening as yield compression or divergence depending on region.
• Crypto traders treat inversion as a liquidity vacuum — and steepening as an early-phase risk unlock.
🛡️ Can It Compare Different Bond Markets?
Yes — with caveats. The indicator can be used to compare distinct sovereign yield instruments, for example:
• 🇫🇷FR10Y vs 🇩🇪DE10Y - France vs Germany
• 🇯🇵JP10Y vs 🇺🇸US10Y - BoJ vs Fed policy curves
However:
🙈 This no longer visualizes the domestic yield curve, but rather the differential between rate expectations across regions
🙉 The interpretation of “inversion” changes — it reflects spread compression across nations , not within a domestic yield structure
🙊 Color regimes should then be viewed as relative rate positioning , not absolute curve health
🙋🏻 Example: OverUnder compares French vs German 10Y yields
1. 🇫🇷 Change the long-duration ticker to FR10Y
2. 🇩🇪 Set the short-duration ticker to DE10Y
3. 🤔 Interpret the result as: “How much higher is France’s long-term borrowing cost vs Germany’s?”
You’ll see steepening when the spread rises (France decoupling), flattening when the spread compresses (convergence), and inversions when Germany yields rise above France’s — historically rare and meaningful.
🧐 Suggested Use
OverUnder is not a signal engine — it’s a context map. Its value comes from situating any trade idea within the prevailing yield regime. Use it before entries, not after them.
• On the 1W timeframe, OverUnder excels as a macro overlay. Yield regime shifts unfold over quarters, not days. Weekly structure smooths out rate volatility and reveals the true curvature of policy response and liquidity pressure. Use this view to orient your portfolio, define directional bias, or confirm long-duration trend turns in assets like TLT, SPX, or BTC.
• On the 1D timeframe, the indicator becomes tactically useful — especially when aligning breakout setups or trend continuations with steepening or flattening transitions. Daily views can also identify early-stage regime cracks that may not yet be visible on the weekly.
• Avoid sub-daily use unless you’re anchoring a thesis already built on higher timeframe structure. The yield curve is a macro construct — it doesn’t oscillate cleanly at intraday speeds. Shorter views may offer clarity during event-driven spikes (like FOMC reactions), but they do not replace weekly context.
Ultimately, OverUnder helps you decide: What kind of world am I trading in? Use it to confirm macro context, avoid fighting the curve, and lean into trades aligned with the broader pressure regime.
Tìm kiếm tập lệnh với "liquidity"
M2 Global Liquidity Index - X Days LeadThis custom indicator overlays the Bitcoin price chart with the Global Liquidity M2 chart, providing a unique perspective on how monetary supply might influence Bitcoin's price movements. The indicator distinguishes between past and future segments of the liquidity data using two distinct colors.
- Past Segment: The portion of the Global Liquidity M2 chart that has already passed is displayed in one color, allowing users to assess historical correlations with Bitcoin's price.
- Future Segment: The upcoming part of the liquidity chart is shown in a different color, offering insights into potential future impacts on Bitcoin's price trajectory.
by walkin
Normalized FX Weighted Daily % Change vs DXYThis indicator tracks international liquidity flows by measuring the USD’s relative strength against major currencies—EUR, CNY, JPY, GBP, and CAD. It calculates the weighted percentage change of each pair over a specified interval. A positive reading means the USD is weakening (liquidity flowing out of the US), while a negative reading indicates the USD is strengthening (liquidity flowing in). Additionally, the indicator incorporates the DXY index and VIX, with all components normalized using Z-scores for clear, comparable insights into market dynamics.
BTC-USDT Liquidity Trend [Ajit Pandit]his script helps traders visualize trend direction and identify liquidity zones where price might react due to past pivot levels. The color-coded candles and extended pivot lines make it easier to spot support/resistance levels and potential breakout points.
Key Features:
1. Trend Detection Using EMA
Uses two EMA calculations to determine the trend:
emaValue: Standard EMA based on length1
correction: Adjusted price movement relative to EMA
Trend: Another EMA of the corrected value
Determines bullish (signalUp) and bearish (signalDn) signals when Trend crosses emaValue.
2. Candlestick Coloring Based on Trend
Candlesticks are colored:
Uptrend → Blue (up color)
Downtrend → Pink (dn color)
Neutral → No color
3. Liquidity Zones (Pivot Highs & Lows)
Identifies pivot highs and lows using a customizable pivot length.
Draws liquidity lines:
High pivot lines (Blue, adjustable width)
Low pivot lines (Pink, adjustable width)
Extends lines indefinitely until price breaks above/below the level.
Removes broken pivot levels dynamically.
2:30 [LuciTech]this is a technical analysis tool designed to highlight key price levels and patterns during a specific trading window, based on UK time (Europe/London). It overlays visual elements on the chart, including a 12 PM reference line, Buy Side Liquidity (BSL) and Sell Side Liquidity (SSL) levels, a highlighted 2:30 PM candle, and Engulfing Fair Value Gaps (FVGs). This indicator is intended for traders who focus on intraday price action and liquidity zones.
Features
The 12 PM Line displays a vertical line at 12:00 PM (UK time) to mark the start of the session. It’s customizable, allowing you to enable or disable it and adjust its color.
BSL/SSL Lines track the highest high (BSL) and lowest low (SSL) from 12:00 PM to 2:00 PM (UK time). These lines extend horizontally until 3:30 PM, after which they remain static at their last recorded levels. You can customize them by enabling or disabling visibility, adjusting colors, choosing a line style (solid, dashed, or dotted), and setting the width.
The 2:30 PM Candle highlights the candle at 2:30 PM (UK time) with a distinct color. It’s customizable, with options to enable or disable it and change its color.
Engulfing FVG (Fair Value Gap) identifies bullish and bearish engulfing patterns with a gap from the prior candle’s range. It draws a shaded box over the FVG area, and you can customize it by enabling or disabling it and adjusting the box color.
How It Works
The indicator operates within a session starting at 12:00 PM (UK time). BSL/SSL levels update between 12:00 PM and 2:00 PM, with lines extending until 3:30 PM. After 3:30 PM, these lines freeze.
BSL/SSL lines show the highest price (BSL) and lowest price (SSL) reached during the 12:00 PM to 2:00 PM window. After 3:30 PM, they remain static, marking the final range boundaries.
The 2:30 PM candle emphasizes a key timestamp, often of interest to intraday traders.
Engulfing FVGs detect significant price gaps created by engulfing candles, which may indicate potential reversal or continuation zones.
Settings
12 PM Line Settings let you toggle visibility and set the line color.
BSL/SSL Line Settings allow you to toggle visibility, set BSL and SSL colors, choose a line style (Solid, Dashed, Dotted), and adjust width (1-4).
2:30 Candle Settings let you toggle visibility and set the candle color.
Engulfing FVG Settings allow you to toggle visibility and set the box color.
Interpretation
The 12 PM Line serves as a reference for the session start.
BSL/SSL Lines may act as potential support or resistance zones or highlight liquidity areas. After 3:30 PM, they remain static, showing the session’s final range.
The 2:30 PM Candle can be monitored for price action signals, such as reversals or breakouts.
Engulfing FVGs shaded areas may indicate imbalances in supply and demand, useful for identifying trade opportunities or stop-loss placement.
Notes
The timezone is set to Europe/London (UK time). Ensure your chart’s timezone aligns for accurate results.
This indicator is best used on intraday timeframes, such as 1-minute or 5-minute charts.
It provides visual aids for analysis and does not generate buy or sell signals on its own.
Advanced Liquidity Trap & Squeeze Detector [MazzaropiYoussef]DESCRIPTION:
The "Advanced Liquidity Trap & Squeeze Detector" is designed to identify potential liquidity traps, short and long squeezes, and market manipulation based on open interest, funding rates, and aggressive order flow.
KEY FEATURES:
- **Relative Open Interest Normalization**: Avoids scale discrepancies across different timeframes.
- **Liquidity Trap Detection**: Identifies potential bull and bear traps based on open interest and funding imbalances.
- **Squeeze Identification**: Highlights conditions where aggressive buyers or sellers are trapped before a reversal.
- **Volume Surge Confirmation**: Alerts when abnormal volume activity supports liquidity events.
- **Customizable Parameters**: Adjust thresholds to fine-tune detection sensitivity.
HOW IT WORKS:
- **Long Squeeze**: Triggered when relative open interest is high, funding is negative, and aggressive selling occurs.
- **Short Squeeze**: Triggered when relative open interest is high, funding is positive, and aggressive buying occurs.
- **Bull Trap**: Triggered when relative open interest is high, funding is positive, and price crosses above the trend line but fails.
- **Bear Trap**: Triggered when relative open interest is high, funding is negative, and price crosses below the trend line but fails.
USAGE:
- This indicator is useful for traders looking to anticipate reversals and avoid being caught in market manipulation events.
- Works best in combination with order book analysis and volume profile tools.
- Can be applied to crypto, forex, and other leveraged markets.
**/
ILD inverse liquidity Divergence StrategyDetermine Bias (Bullish):
H4 chart shows an uptrend with higher highs and higher lows.
Identify a swing high where resting liquidity (buy-side) is likely above.
Look for SMT Divergence (Lower Timeframes):
On M15, EUR/USD makes a higher high while GBP/USD fails to, signaling potential manipulation.
Spot an Inverse Fair Value Gap (IFVG):
Price has impulsively moved up, leaving a fair value gap below.
Wait for a Retracement (Entry):
Price retraces into the IFVG near a Fibonacci 61.8% retracement level.
Enter long here with a SL below the gap.
Set Risk-to-Reward:
SL = 10 pips below the entry.
TP = 20 pips above (1:2 R:R), targeting a resting liquidity zone above a recent swing high.
Monitor and Exit:
Price moves into the liquidity zone, hits TP, and completes the trade.
M2 Global Liquidity Index - Time-Shift - KHM2 Global Liquidity Index - Enhanced Time-Shift Indicator
Based on original work by @Mik3Christ3ns3n
Enhanced with advanced time-shift functionality and overlay capabilities.
Description:
This indicator tracks and visualizes the global M2 money supply from five major economies, allowing precise time-shift analysis for correlation studies. All values are converted to USD in real-time and aggregated to provide a comprehensive view of global liquidity conditions.
Key Features:
- Advanced time-shift capability (-1000 to +1000 days) with shape preservation
- Real-time currency conversion to USD
- Overlay functionality with main chart
- Right-scale display for better comparison
- Full historical data preservation during time shifts
Components Tracked:
- US M2 Money Supply (USM2)
- China M2 Money Supply (CNM2)
- Eurozone M2 Money Supply (EUM2)
- Japan M2 Money Supply (JPM2)
- UK M2 Money Supply (GBM2)
Primary Use Cases:
1. Correlation Analysis:
- Compare global liquidity trends with asset prices
- Identify leading/lagging relationships through time-shift
- Study monetary policy impacts across different time periods
2. Market Analysis:
- Track global liquidity conditions
- Monitor central bank policy effects
- Identify potential macro trend changes
Settings:
- Time Offset: Shift the M2 data backwards or forwards (-1000 to +1000 days)
- Positive values: Move M2 data into the future
- Negative values: Move M2 data into the past
- Zero: Current alignment
Technical Notes:
- Data updates follow central banks' M2 publication schedules
- All currency conversions performed in real-time
- Historical shape preservation during time-shifts
- Enhanced data consistency through lookahead mechanism
Credits:
Original concept and base code by @Mik3Christ3ns3n
Enhanced version includes advanced time-shift capabilities and shape preservation
License:
Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
#M2 #GlobalLiquidity #MoneySupply #Macro #CentralBanks #MonetaryPolicy #TimeShift #Correlation #TradingIndicator #MacroAnalysis #LiquidityAnalysis #MarketIndicator
Immediate Rebalance ICT [TradingFinder] No Imbalances - MTF Gaps🔵 Introduction
The concept of "Immediate Rebalance" in technical analysis is a powerful and advanced strategy within the ICT (Inner Circle Trader) framework, widely used to identify key market levels.
Unlike the "Fair Value Gap," which leaves a price gap requiring a retracement for a fill, an Immediate Rebalance fills the gap immediately, representing an instant balance that strengthens the prevailing market trend. This structure allows traders to quickly spot critical price zones, capitalizing on strong trend continuations without the need for price retracement.
The "Immediate Rebalance ICT" indicator leverages this concept, providing traders with automated identification of critical supply and demand zones, order blocks, liquidity voids, and key buy-side and sell-side liquidity levels.
Through features like crucial liquidity points and immediate rebalancing areas, this tool enables traders to perform precise real-time market analysis and seize profitable opportunities.
🔵 How to Use
The Immediate Rebalance indicator assists traders in identifying reliable trading signals by detecting and analyzing Immediate Rebalance zones. By focusing on supply and demand areas, the indicator pinpoints optimal entry and exit positions.
Here’s how to use the indicator in both bearish (Supply Immediate Rebalance) and bullish (Demand Immediate Rebalance) structures :
🟣 Bullish Structure (Demand Immediate Rebalance)
In a bullish scenario, the indicator detects a Demand Immediate Rebalance formed by two consecutive bullish candles with overlapping wicks. This structure signifies an immediate demand zone, where price instantly balances within the zone, reducing the likelihood of a revisit and indicating potential upside momentum.
Zone Identification : Look for two consecutive bullish candles with overlapping wicks, forming a demand zone. This structure, due to its rapid balance, usually does not require a revisit and supports further upward movement.
Entry and Exit Levels : If price revisits this zone, percentage markers, particularly 50% and 75%, act as supportive levels, creating ideal entry points for long positions.
Example : In the second image, an example of a Demand Immediate Rebalance is shown, where overlapping bullish candle shadows indicate immediate balance, supporting the continuation of the bullish trend.
🟣 Bearish Structure (Supply Immediate Rebalance)
In a bearish setup, the indicator identifies a Supply Immediate Rebalance when two consecutive bearish candles with overlapping wicks appear. This formation signals an immediate supply zone, suggesting a high probability of trend continuation to the downside, with minimal expectation for price to retrace back to this area.
Zone Identificatio n: Look for two consecutive bearish candles with overlapping shadows. This structure forms a supply area where price is expected to continue its downtrend without revisiting the zone.
Entry and Exit Level s: Should price revisit this zone, percentage-based levels (e.g., 50% and 75%) serve as potential resistance points, optimizing entry for short positions, especially if the downtrend is expected to persist.
Example : The attached chart illustrates a Supply Immediate Rebalance, where overlapping candle shadows define this area, reassuring traders of a continued downward trend with a low likelihood of price returning to this zone.
🔵 Settings
ImmR Filter : This filter allows users to adjust the detection of Immediate Rebalance zones in four modes, from "Very Aggressive" to "Very Defensive," based on zone width. The chosen mode controls the sensitivity of Immediate Rebalance detection, allowing users to fine-tune the indicator to their trading style.
Multi Time Frame : Enabling this option allows users to set the indicator to a specific timeframe (1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 4 hours, daily, weekly, or monthly), broadening the perspective for identifying Immediate Rebalance zones across multiple timeframes.
🔵 Conclusion
The Immediate Rebalance indicator, based on rapid balancing zones within supply and demand areas, serves as a powerful tool for market analysis and improving trade decision-making.
By accurately identifying zones where price achieves instant balance without gaps, the indicator highlights areas likely to support strong trend continuations, exempt from common retracements.
The indicator’s use of percentage levels enables traders to pinpoint optimal entry and exit points more effectively, with levels like 50% and 75% acting as support within demand zones and resistance within supply zones. This empowers traders to ride strong trends without the worry of abrupt reversals.
Overall, the Immediate Rebalance is a reliable tool for both professional and beginner traders seeking precise methods to recognize supply and demand zones, capitalizing on consistent trends.
By choosing appropriate settings and focusing on the zones highlighted by this indicator, traders can enter trades with greater confidence and improve their risk management.
Liquidation Estimates (Real-Time) [LuxAlgo]The Liquidation Estimates (Real-Time) experimental indicator attempts to highlight real-time long and short liquidations on all timeframes. Here with liquidations, we refer to the process of forcibly closing a trader's position in the market.
By analyzing liquidation data, traders can gauge market sentiment, identify potential support and resistance levels, identify potential trend reversals, and make informed decisions about entry and exit points.
🔶 USAGE
Liquidation refers to the process of forcibly closing a trader's position. It occurs when a trader's margin account can no longer support their open positions due to significant losses or a lack of sufficient margin to meet the maintenance requirements.
Liquidations can be categorized as either a long liquidation or a short liquidation. A long liquidation is a situation where long positions are being liquidated, while short liquidation is a situation where short positions are being liquidated.
The green bars indicate long liquidations – meaning the number of long positions liquidated in the market. Typically, long liquidations occur when there is a sudden drop in the asset price that is being traded. This is because traders who were bullish on the asset and had opened long positions on the same will now face losses since the market has moved against them.
Similarly, the red bars indicate short liquidations – meaning the number of short positions liquidated in the futures market. Short liquidations occur when there is a sudden spike in the price of the asset that is being traded. This is because traders who were bearish on the asset and had opened short positions will now face losses since the market has moved against them.
Liquidation patterns or clusters of liquidations could indicate potential trend reversals.
🔹 Dominance
Liquidation dominance (Difference) displays the difference between long and short liquidations, aiming to help identify the dominant side.
🔹 Total Liquidations
Total liquidations display the sum of long and short liquidations.
🔹 Cumulative Liquidations
Cumulative liquidations are essentially the cumulative sum of the difference between short and long liquidations aiming to confirm the trend and the strength of the trend.
🔶 DETAILS
It's important to note that liquidation data is not provided on the Trading View's platform or can not be fetched from anywhere else.
Yet we know that the liquidation data is closely tied in with trading volumes in the market and the movement in the underlying asset’s price. As a result, this script analyzes available data sources extracts the required information, and presents an educated estimate of the liquidation data.
The data presented does not reflect the actual individual quantitative value of the liquidation data, traders and analysts shall look to the changes over time and the correlation between liquidation data and price movements.
The script's output with the default option values has been visually checked/compared with the liquidation chart presented on coinglass.com.
🔶 SETTINGS
🔹Liquidations Input
Mode: defines the presentation of the liquidations chart. Details are given in the tooltip of the option.
Longs Reference Price: defines the base price in calculating long liquidations.
Shorts Reference Price: defines the base price in calculating short liquidations.
🔶 RELATED SCRIPTS
Liquidation-Levels
Liquidity-Sentiment-Profile
Buyside-Sellside-Liquidity
Opposite Side Liquidity Dominance NJROpposite Side Liquidity Dominance Indicator Explanation :
Imagine you're trading in the financial markets, and you want to understand who's in control - the buyers or the sellers. The "Opposite Side Liquidity Dominance" indicator is here to help you do just that in a simple and visual way.
1. **Lookback Period**: This indicator looks at historical data to make its assessments. You can choose how far back it should look by adjusting the "lookback period." For example, setting it to 50 means it'll consider the last 50 days.
2. **Opposite Side Volume**: It calculates the total trading volume on the side opposite to the current market price. This helps us understand how strong the trading activity is from traders who have a different view than the current market price.
3. **Dominance Calculation**: We determine the "Opposite Side Liquidity Dominance" by comparing the current trading volume to the historical average. If the current volume is larger than what's typical, it suggests dominance, and we color the background of the chart green. If it's smaller, we color it red to indicate a lack of dominance.
4. **Visual Representation**: In addition to the background color, we also provide a line on the chart. This line shows the Opposite Side Liquidity Dominance over time. When it goes up, it means that traders who disagree with the market are in control; when it goes down, it means the market price is dominating.
So, in a nutshell, this indicator helps you see at a glance whether the buyers or sellers who disagree with the current market price are taking control. When the background is green, it suggests they are, and when it's red, it suggests the market price is holding sway. The line on the chart provides a more detailed view of how this dominance changes over time.
You can easily customize this indicator to fit your specific trading needs by adjusting the lookback period and colors to match your preferences.
For better trading compare 30 minutes time frame in forex
Net USD Liquidity w/ overlays [tedtalksmacro]This script aggregates and analyses total USD market liquidity in trillions of dollars - albeit with lagged, weekly data (live data is not available in TradingView!)
There's a positive correlation with the total liquidity available in the world's largest economy and risk assets like BITSTAMP:BTCUSD
The formula for net liquidity is as follows and uses account balances at the Fed and of the Treasury's General Account:
Fed Balance Sheet ECONOMICS:USCBBS — Accepted Reverse Repo Bids FRED:RRPONTTLD — Treasury General Account Balance FRED:WTREGEN
This script shows positive prints when liquidity is above it's 7 day EMA and negative when below... don't use this on timeframes lower than the 1D chart!
USD Market Liquidity [tedtalksmacro]This script aggregates and analyses total USD market liquidity in trillions of dollars - albeit with lagged, weekly data (live data is not available in TradingView!)
There's a positive correlation with the total liquidity available in the world's largest economy and risk assets like BITSTAMP:BTCUSD
The formula for net liquidity is as follows and uses account balances at the Fed and of the Treasury's General Account:
Fed Balance Sheet ECONOMICS:USBBS — Accepted Reverse Repo Bids FRED:RRPONTTLD — Treasury General Account Balance FRED:WTREGEN
This script shows positive prints when liquidity is above it's 7 day EMA and negative when below... don't use this on timeframes lower than the 1D chart!
Newzage - Fed Net LiquidityThe Fed Net Liquidity indicator is a concept discovered by Max Anderson to calculate the fair value of SPX (S&P 500 Index).
The formula he shared on Twitter uses the Fed Balance Sheet, TGA (Treasury General Account), and Reverse Repo.
Net Liquidity = Fed Balance Sheet - (TGA + Reverse Repo)
The data for each component above is accessible on the FRED website.
Fed Balance Sheet fred.stlouisfed.org
Treasury General Account (TGA) fred.stlouisfed.org
Reverse Repo fred.stlouisfed.org
This script uses net liquidity (NL) fair value calculation for SPX, then estimates entry and next target exit target for both long and short trades on SPY.
The script added RSI oversold/overbought signal to the original NL signal from Max... improving the "precision" of the buy/sell signals.
The script also uses RSI to estimate targets based on how overbought or oversold the index/SPY is.
USD Liquidity Conditions IndexUSD Liquidity Conditions Index = — —
"Bitcoin vs. USD Liquidity Conditions Index
In this current phase of the crypto currency capital markets, Bitcoin represents a high-powered coincident (and sometimes leading indicator) of global USD liquidity conditions."
cryptohayes.medium.com
Structural Liquidity ZonesTitle: Structural Liquidity Zones
Description:
This script is a technical analysis system designed to map market structure (Liquidity) using dynamic, volatility-adjusted zones, while offering an optional Trend Confluence filter to assist with trade timing.
Concept & Originality:
Standard support and resistance indicators often clutter the chart with historical lines that are no longer relevant. This script solves that issue by utilizing Pine Script Arrays and User-Defined Types to manage the "Lifecycle" of a zone. It automatically detects when a structure is broken by price action and removes it from the chart, ensuring traders only see valid, fresh levels.
By combining this structural mapping with an optional EMA Trend Filter, the script serves as a complete "Confluence System," helping traders answer both "Where to trade?" (Structure) and "When to trade?" (Trend).
Key Features:
1. Dynamic Structure (The Array Engine)
Pivot Logic: The script identifies major turning points using a customizable lookback period.
Volatility Zones: Instead of thin lines, zones are projected using the ATR (Average True Range). This creates a "breathing room" for price, visualizing potential invalidation areas.
Active Management: The script maintains a memory of active zones. As new bars form, the zones extend forward. If price closes beyond a zone, the script's garbage collection logic removes the level, keeping the chart clean.
2. Trend Confluence (Optional)
EMA System: Includes a Fast (9) and Slow (21) Exponential Moving Average module.
Signals: Visual Buy/Sell labels appear on crossover events.
Purpose: This allows for "Filter-based Trading." For example, a trader can choose to take a "Buy" bounce from a Support Zone only if the EMA Trend is also bullish.
Settings:
Structure Lookback: Controls the sensitivity of the pivot detection.
Max Active Zones: Limits the number of lines to optimize performance.
ATR Settings: Adjusts the width of the zones based on volatility.
Enable Trend Filter: Toggles the EMA lines and signals on/off.
Usage:
This tool is intended for structural analysis and educational purposes. It visualizes the relationship between price action pivots and momentum trends.
1H & 15M Swing Liquidity BSL / SSL (Projected to Lower TFs)I created this script to plot 1H intermediate and 15m short term liquidity on the lower timeframe charts. Works best when used with high timeframe keylevels as a catalyst to move price to these liquidity zones.
Global Liquidity Tracker (Open Data)This indicator displays a global liquidity and money supply estimate (M2), aggregated across major economies such as the United States, Eurozone, China, Japan, and the United Kingdom.
It provides a simple way to visualize global monetary expansion and contraction trends, helping identify key macroeconomic liquidity cycles.
Data is derived from public economic indicators available on TradingView and updated automatically.
Friday & Monday HighlighterFriday & Monday Institutional Range Marker — Know Where Big Firms Set the Trap!
🧠 Description
This indicator automatically highlights Friday and Monday sessions on your chart — days when institutional players and algorithmic firms (like Citadel, Jane Street, or Tower Research) quietly shape the upcoming week’s price structure.
🔍 Why Friday & Monday matter
Friday : Large institutions often book profits or hedge into the weekend. Their final-hour moves reveal the next week’s bias.
Monday : Big players rebuild positions, absorbing liquidity left behind by retail traders.
Together, these two days define the range traps and breakout zones that often control price action until midweek.
> In short, the Friday–Monday high and low often act as invisible walls — guiding scalpers, option sellers, and swing traders alike.
🧩 What this tool does
✅ Highlights Friday (red) and Monday (green) sessions
✅ Adds optional day labels above bars
✅ Works across all timeframes (best on 15min to 1hr charts)
✅ Helps you visually identify where institutions likely built their positions
Use it to quickly spot:
* Range boundaries that trap traders
* Gap zones likely to get filled
* High–low sweeps before reversals
⚙️ Recommended Use
1. Mark Friday’s high–low → Watch for liquidity sweeps on Monday.
2. When Monday holds above Friday’s high , breakout continuation is likely.
3. When Monday fails below Friday’s low , expect a reversal or trap.
4. Combine this with OI shifts, IV crush, and FII–DII flow data for confirmation.
⚠️ Disclaimer
This indicator is for **educational and analytical purposes only**.
It does **not constitute financial advice** or a trading signal.
Markets are dynamic — always perform your own research before trading or investing.
GLOBAL LIQUIDITY PROXY, G5 Total Liquidity (CBBS + M2) - USDG5 Total Liquidity (CBBS + M2) - USD
G5 (US, CN, EU, JP, GB)
Somma Balance Sheet Central Banks e M2 convertiti in USD
LSVR - Liquidity Sweep & Volume ReversalLSVR condenses a pro workflow into one visual overlay: Higher-Timeframe (HTF) Trend → Liquidity Sweep & Reclaim → Volume Confirmation. A signal only prints when all three gates align at bar close, and the chart shows everything you need—trend context, the sweep “trap” candle, and a projected Entry/SL/TP based on your chosen R multiple.
How it works
HTF Trend Filter: Projects a smoothed KAMA/EMA from a higher timeframe to the chart using a safe, lookahead-off request. Long signals are considered only above the HTF line; shorts only below.
Liquidity Sweep & Reclaim: Finds confirmed swing highs/lows, then detects an ATR-scaled overshoot through that swing followed by a reclaim (close back inside a configurable % of the bar range).
Volume Confirmation: Requires either a volume spike over Volume SMA × multiplier or optional OBV divergence. No participation = no signal.
Score: Each setup is scored: trend (0/1) + overshoot strength (0..1.5) + conviction (0/1). Signals fire only when the score ≥ Min Signal Score.
What you see
HTF Ribbon (subtle green/red backdrop) for bias.
Sweep Box on the signal candle (green = long, red = short).
Signal markers (“L” / “S”) with a small score label.
Projected lines that persist until the next signal: Entry (close), Stop (beyond swept swing), Target (R multiple).
Heatmap that intensifies when the score crosses your threshold.
Dashboard (top-right): HTF direction, Volume×SMA, current Score, gate pass status.
Tooltip on the last bar with quick stats.
Quick start
Apply to any liquid symbol and set HTF to ~3–6× your chart timeframe (e.g., 15m chart → 1H–4H).
Trade with the HTF trend: take L signals above the HTF line and S signals below it.
Entry = signal bar close, SL = beyond the swept swing, TP = your Projected Take-Profit (R).
Tighten or loosen selectivity with Min Signal Score, Reclaim %, Overshoot (ATR×), and Cooldown.
Recommended presets
Choppy/crypto 15m: minScore 1.25, reclaimPct 0.60–0.65, overshootATR 1.0–1.2, useOBVDiv=false, cooldown 8.
FX 5m / session trend: minScore 1.0–1.1, reclaimPct 0.50–0.55, overshootATR 0.8–1.0, useOBVDiv=true, cooldown 5.
Indices 1m (RTH): minScore 1.2, reclaimPct 0.55–0.60, useOBVDiv=false, cooldown 10.
Non-repainting by design
HTF values use lookahead_off with realtime offset.
Swings are confirmed pivots (no “forming” pivots).
Signals print at bar close only.
Notes
OBV divergence can add sensitivity on liquid markets; keep it off for stricter filtering.
Use Cooldown to avoid clustered sweeps.
This is an overlay/analysis tool, not financial advice. Test settings in Replay/Paper Trading before using live.
VWAP + Range Breakout (Pre-Signal for Manual Entry)WHAT IT DOES
This tool highlights potential breakout opportunities when price sweeps the previous day’s high or low and aligns with VWAP and short-term range levels. It provides both pre-signals (early warnings) and confirmed signals (breakout closed) so traders can prepare before momentum accelerates.
Works on all timeframes and across markets (indices, forex, crypto). Especially useful during active London and New York sessions.
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KEY FEATURES
Daily sweep logic: previous day high/low as liquidity reference
VWAP with cumulative calculation
Adjustable range breakout levels
Optional SMA trend filter
Session filter (London / NY trading hours)
Pre-Signal markers (early alert before breakout)
Confirmed LONG/SHORT signals after breakout close
Alerts for Pre-Long, Pre-Short, and Confirmed entries
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HOW TO USE
1. Wait for price to sweep the previous day high/low.
2. Look for alignment with VWAP and the defined range breakout levels.
3. Use trend/session filters for higher accuracy.
4. Combine with your own risk management rules.
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SETTINGS TIPS
Adjust range lookback for different timeframes (shorter for fast intraday, longer for higher timeframes).
Enable/disable session filters depending on your market.
Use SMA trend filter to stay aligned with higher-timeframe bias.
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WHO IT’S FOR
Scalpers, intraday, and swing traders who want early signals when liquidity is taken and price is preparing for a breakout.
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NOTES
For educational purposes only. No financial advice.
This script is open-source; redistribution follows TradingView rules.
[delta2win] Liquidity Zone Map🔥 Liquidity Zone Map — Volume‑normalized pivot zones with adaptive ATR scaling
📊 What it does:
• Detects potential liquidity/liquidation zones above confirmed highs and below confirmed lows
• Draws dynamic zones whose height scales with ATR and whose color intensity scales with volume
• Zones extend right and terminate on rule‑based events (midline cross)
🔬 How it works (core formulas):
• Pivot detection: ta.pivothigh/ta.pivotlow with length L
• Zone height: H = max(ATR(T) × M, MinTicks)
• Intensity (volume‑normalized):
– Z‑Score mode: I = clamp((V − μ) / (σ + ε), 0..1)
– Piecewise mode: I = clamp(V ≤ μ ? V/μ : (V − μ) / (Vmax − μ + ε), 0..1)
• Gradient color: col = Gradient(I) (start → mid → end)
• Zone life‑cycle:
– Creation on new pivot (top/bottom)
– Right edge follows bar_index
– Termination when with Mid = (Top+Bottom)/2, or optional TTL timeout
• Analysis range: global or constrained (Bars Back or ±% price window). Color scaling can be global or range‑scoped.
🆕 What’s new/different:
• Selectable volume normalization (Z‑Score or Piecewise)
• Timeframe‑adaptive ATR multiplier
• Range‑scoped vs. global color scaling
• Optional midlines, borders, info legend, scale legend
• Optional TTL termination for zones (lifetime in bars)
• Object management (cleanup/pooling) for performance
🧭 How to use (suggested presets):
• 1–5m: L=2, T=200, M=0.25, Range=Bars Back 1000, Intensity=Piecewise
• 15–60m: L=3, T=200, M=0.20, Range=Bars Back 1500, Intensity=Piecewise
• 4h+: L=4, T=200, M=0.20, Range=Off, Intensity=Z‑Score
⚙️ Settings:
• Pivot length L, ATR length T, multiplier M, MinTicks
• Opacity: base/auto (min/max)
• Range: Bars Back | Price Range ±% | Off
• Scaling: global vs. range‑scoped
• Midlines/borders/legends on/off
💡 Usage notes:
• Smaller L → more reactive, less robust
• Larger M → longer‑lasting zones
• On higher TFs, constrain "Bars Back" for performance
⚠️ Limitations:
• Non‑predictive; regime/volatility dependent
• Data quality impacts intensity computation
