Indicators: ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city

 

ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city:

Shows where stops are likely resting and which ones were just taken. Liquidity pools = confirmed swing highs and lows that price has not traded through yet, equal highs/lows (a bigger pool) and yesterday's high and low. When a bar trades beyond a pool it is marked as swept, and as "grabbed & rejected" if the same bar closes back inside. Non-repainting: a swing is used only after N closed bars on each side. The panel is a neon city drawn on a CCanvas: the price is a flying car, sell stops are towers below it, buy stops floating platforms above it, yesterday's levels golden billboards, a searchlight sweeps the sky and a ticker runs today's catch. Two buffers give the nearest active pool above and below for use in an Expert Advisor. Indicator only: it never trades.

ATS Liquidity City - liquidity pools and sweeps, drawn as a neon city

Author: Andrea Michelon

 

Author here, a few practical notes.


- XAUUSD M5/M15: the default InpPivot = 5 works well. On M1, raise it to 8-10, otherwise the map gets crowded with small swings.

- Set InpAlert = true if you want a popup when a pool is swept on the last closed bar.

- Buffers 2 and 3 hold the nearest active pool above and below, so an Expert Advisor can read them with iCustom + CopyBuffer.


Which symbol and timeframe do you use it on, and what would you like to see in the next update? Questions and bug reports are welcome here.