LIQUIDITY OUTLOOK
MQL5 Blogs : https://www.mql5.com/en/blogs/post/772731
MT4 Version : https://www.mql5.com/en/market/product/185521
MT5 Version : https://www.mql5.com/en/market/product/185522
Liquidity Outlook [tambangEA] is a technical analysis indicator designed to map potential liquidity concentrations around the current market price.
The indicator identifies active imbalance zones and stop pools, evaluates their relative significance, tracks how price interacts with them, and organizes the information into five structured dashboard views:
- Overview
- Top Zones
- Statistics
- Pressure
- Scenario
Liquidity Outlook does not open, modify, or close trades. It is a discretionary decision-support tool intended to help traders organize market structure, liquidity context, and scenario planning.
Main Functions
Liquidity Outlook combines several analytical components in one chart interface:
- Imbalance and Fair Value Gap detection
- Confirmed swing-based stop-pool detection
- Dynamic zone-consumption tracking
- Composite liquidity-zone scoring
- Nearest liquidity level calculation
- Upside and downside liquidity-pressure comparison
- Historical gap-fill and pool-sweep statistics
- Reaction-rate measurement
- Structured scenario mapping
- Multi-symbol liquidity scanner
- Chart alerts and indicator buffers for integration
Liquidity Zone Detection
The indicator detects two primary types of liquidity areas.
Imbalance / Gap Zones
An imbalance represents a price area where market movement created an inefficient or incomplete price distribution.
Liquidity Outlook can identify:
- Three-candle Fair Value Gaps
- Legacy adjacent-candle gaps
- Bullish imbalances below current price
- Bearish imbalances above current price
Gap qualification can be filtered using:
- ATR-normalized minimum size
- Percentage-based minimum size
- Price tolerance
- Historical starting point
- Maximum lookback range
Stop Pools
Stop pools are estimated liquidity clusters located around confirmed swing highs and swing lows.
The pivot engine uses separate left-side and right-side confirmation bars. A stop pool is created only after the swing has been confirmed, rather than being displayed historically before confirmation was available.
Completed-Bar Processing
The main detection engine operates using completed candles.
Confirmed zones are not created from unfinished-bar information. Active zones, scores, statistical measurements, and scenarios can still change as new candles close and price interacts with existing zones.
This means the indicator provides a continuously updated liquidity map rather than a permanently fixed forecast.
Dynamic Zone Lifecycle
Each liquidity zone is monitored through its complete lifecycle.
A zone may be classified as:
- Active
- Partially consumed
- Fully resolved
- Filled
- Swept
- Stale
- Hidden from the chart but retained for statistics
When price enters a zone, the visible rectangle can contract to show only the portion that has not yet been consumed.
The Consumed percentage shows how much of the original zone has already been filled or interacted with.
Composite Zone Score
Every active zone receives a score from 0.0 to 10.0.
The score may incorporate:
- Relative volume participation
- ATR-normalized zone size
- Zone freshness or repeated tests
- Confluence with nearby zones
- Distance from current price
- Time-based score decay
- Remaining unconsumed zone size
The score is a ranking mechanism. It does not represent a guaranteed probability of reversal, continuation, or profit.
Elite Zones
Zones meeting the configured elite threshold are classified as Elite Zones.
The default scoring model gives greater value to fresh zones and progressively reduces the test component after repeated interactions. Alternative test-scoring behavior can be selected through the inputs.
Dashboard Views
1. Overview
The Overview page summarizes the current liquidity environment.
Regime
Displays the current market character based on the internal moving-average structure.
Possible classifications may include:
- Trend
- Rotation
- Accumulation
- Distribution
- Transitional conditions
Live Zones
Shows:
- Total active zones
- Number of zones above price
- Number of zones below price
Elite
Displays how many active zones currently meet or exceed the configured elite-score threshold.
Net Pull
Shows which side currently has the larger calculated liquidity attraction:
- Upside Pull
- Downside Pull
- Balanced
Pull Meter
Provides a visual comparison between the cumulative liquidity mass above and below current price.
Nearest Above
Displays the nearest active liquidity zone above current price together with its percentage distance.
Strength Above
Displays the current score of the nearest zone above price.
Nearest Below
Displays the nearest active liquidity zone below current price together with its percentage distance.
Strength Below
Displays the current score of the nearest zone below price.
ATR
Shows the current ATR reference used for volatility normalization and distance calculations.
Resolved
Displays the relationship between completed zones and the total number of tracked zones.
2. Top Zones
The Top Zones page ranks the most relevant active liquidity areas.
Each row contains:
- Zone rank
- Zone type
- Direction marker
- Representative price
- Dynamic score bar
- Numerical score
Direction Markers
- Up marker: zone is above current price
- Down marker: zone is below current price
Color Reference
- Teal: lower-side liquidity zone
- Magenta: upper-side liquidity zone
- Gold: scenario or neutral derived value
The ranking is recalculated as price changes, zones are consumed, and zone scores evolve.
3. Statistics
The Statistics page measures historical interaction behavior using the selected symbol, timeframe, and indicator settings.
Gap Fill Within Horizon
Shows the percentage and count of eligible imbalance zones that were completely filled within the configured statistical horizon.
Average Fill Bars
Shows the average number of candles required to fill a qualifying imbalance after its creation.
Pool Sweep Within Horizon
Shows the percentage and count of eligible stop pools swept within the statistical horizon.
Average Sweep Bars
Shows the average number of candles required to sweep a qualifying pool.
Reaction Rate
Measures how often completed liquidity interactions were followed by the configured ATR-based price reaction.
Reaction Test
Displays the ATR multiplier and number of bars used to determine whether a valid reaction occurred.
Open / Hidden
Shows the number of currently visible statistical zones and the number still being tracked internally after removal from the chart.
Eligible Sample
Displays the number of statistically eligible observations.
Statistics are descriptive and parameter-dependent. They should be used as historical context rather than as certainty about future behavior.
4. Pressure
The Pressure page compares the calculated liquidity concentration above and below the market.
Zone Mass Up
Cumulative weighted score of active liquidity zones above current price.
Zone Mass Down
Cumulative weighted score of active liquidity zones below current price.
Tug of War
A dynamic visual comparison between upper-side and lower-side liquidity pressure.
Pull Bias
Expresses the directional imbalance between both sides on a scale centered around zero.
- Positive value: stronger calculated upside attraction
- Negative value: stronger calculated downside attraction
- Value near zero: relatively balanced conditions
Estimated Volume Up
Estimated volume contribution associated with active upper-side zones.
Estimated Volume Down
Estimated volume contribution associated with active lower-side zones.
Volume Split
Shows the proportional balance between estimated volume above and below price.
Net Delta Above
Directional pressure estimate associated with upper-side liquidity zones.
Net Delta Below
Directional pressure estimate associated with lower-side liquidity zones.
Partially Eaten
Displays the number of active zones that have already been partially consumed.
Important Delta Note
The displayed delta values are geometry- and candle-based estimates. They are not exchange-level bid/ask order-flow delta and should not be interpreted as centralized order-book data.
5. Scenario
The Scenario page converts the current liquidity arrangement into a structured sequence of reference levels.
A scenario may contain:
- Trigger
- Reverse
- Retest
- Target
- Extension
Trigger Direction
Shows the first calculated directional draw:
- Run Highs First
- Run Lows First
- Neutral
Trigger
The first liquidity level expected to be engaged by the scenario structure.
Reverse
A projected reaction or retracement level after the trigger phase.
Retest
A projected revisit level before the next scenario leg.
Target
The primary destination level selected from the opposing liquidity structure.
Extension
An optional continuation objective beyond the primary target.
Move to Target
Displays:
- Remaining percentage distance
- ATR-equivalent travel estimate
Trigger-to-Target
Shows the total projected path distance and a simplified risk-reference ratio.
Path Confidence
A relative confidence score derived from the supporting trigger, target, and intermediate liquidity zones.
It is not a win-rate prediction.
Anchoring
Indicates whether the scenario target is:
- Anchored to an active liquidity zone
- Derived from a projected geometric level
Neutral Scenario State
When liquidity pressure remains inside the configured neutral threshold, the live scenario direction is set to neutral.
An optional neutral preview may still display possible reference geometry without generating an active directional scenario signal.
Scenario Disclaimer
The scenario path represents level geometry based on the current liquidity map. It is not a guaranteed price forecast.
Chart Objects
Liquidity Outlook displays the following analytical objects directly on the chart:
- Active imbalance rectangles
- Active stop-pool rectangles
- Partially consumed zone areas
- Resolved zone references
- Zone type labels
- Zone direction
- Zone score
- Percentage distance
- Consumed percentage
- Trigger line
- Reverse level
- Retest level
- Target level
- Extension level
- Scenario projection path
The number of logical zones used by the calculation is separated from the number of visible zones displayed on the chart.
This allows the indicator to retain a broader analytical data set while limiting chart clutter.
Multi-Symbol Scanner
The integrated scanner monitors a configurable list of symbols.
Each symbol tile displays:
- Symbol name
- Directional arrow
- Current liquidity-bias reading
The currently active chart symbol is highlighted in gold.
Clicking a symbol tile changes the chart to the selected instrument while preserving the indicator interface.
Scanner Features
- Broker prefix and suffix detection
- Gold-symbol alias handling
- Incremental closed-bar updates
- Per-symbol cached liquidity state
- Automatic history bootstrap
- Directional pressure display
- Configurable scan list
- Configurable scanner timeframe
The scanner performs an initial historical calculation and then processes newly completed candles incrementally to reduce repeated calculations.
