LiquidityVolume Pro

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LiquidityVolumePro is a professional indicator for MetaTrader 5 that combines liquidity analysis, volume, and trend direction into a single trading system. It finds key level sweeps, filters them by volume and EMA, scores the signal strength on a 100-point scale, and automatically builds support/resistance levels.

The indicator is created by a practicing trader with 12 years of experience. It helps separate false breakouts from true ones, find entry points based on Smart Money Concepts, and see the real market picture without noise.

🎯 What the indicator shows

• Liquidity Sweeps:

  • 🟢 Green Arrow — Bullish sweep (low puncture + return above)

  • 🔴 Red Arrow — Bearish sweep (high puncture + return below)

• Signal Strength (0–100):

  • 🥇 STRONG (80–100) — strong signal

  • 🥈 MEDIUM (60–79) — medium signal

  • 🥉 WEAK (<60) — weak (hidden by default)

• Support/Resistance Levels:

  • RESISTANCE (red line) — automatically determined by swing highs

  • SUPPORT (green line) — automatically determined by swing lows

• Monitoring Dashboard:

  • Current symbol and timeframe

  • Current Resistance and Support values

  • Statistics: number of BUY / SELL / STRONG signals

  • Last signal with direction and strength

  • EMA200 direction: UP / DOWN / FLAT

  • Close position relative to EMA: ABOVE / BELOW

  • Trend blocks: how many sweeps were found and how many were rejected by the trend filter

  • Volume and trend filter status

✨ Key Features

• 📈 Liquidity Sweep Detection: The indicator finds swing highs and swing lows, tracks their punctures, and identifies moments when the price returns inside the range — a classic sign of "stop hunting" by a major player. The punctured level is always confirmed by bars preceding the signal bar: no look-ahead.

• 📊 Volume Filter: A sweep is considered valid only if the volume on the candle exceeds the 20-bar average by at least 1.3 times (configurable threshold). This filters out random punctures without the participation of large capital. Exceeding 1.5 and 2.0 times further increases the signal strength score.

• 🎯 Signal Strength Scoring (0–100): Each signal is evaluated on three components:

  • Base — 40 points for puncturing the level with a closing return

  • Wick Ratio — up to 30 points (30 for a wick of 50% of the range, 15 for 30%)

  • Volume Spike — up to 30 points (30 at x2.0, 20 at x1.5, 10 at x1.2)

• 📏 Strict EMA Trend Filter: The indicator compares the EMA value on the signal bar with the EMA value a specified number of bars back:

  • EMA pointing down — BUY signal does not appear

  • EMA pointing up — SELL signal does not appear

  • EMA is flat or history is insufficient — signal also does not appear

  • Additionally, you can require the close to be on the correct side of the EMA (enabled by default, disabled by one parameter). The filter's operation is visible in the dashboard: the Trend blocks counter shows how many sweeps were found and how many were rejected.

• 🚫 Noise and Duplicate Protection:

  • Minimum distance between signals (default 10 bars, calculated by bar time)

  • Maximum signals on the chart (default 50)

  • Automatic removal of old signals

  • One bar = one signal: history recalculation does not create duplicates or inflate counters

• 🔔 Notifications: Popup Alert, Push notifications to MT5 mobile app, Sound alert. Alerts only come for a signal on the last closed bar — no notifications on indicator load and history calculation, no spam on chart attach.

• 🎨 Flexible Settings: Colors of arrows, levels, dashboard; Thickness and style of S/R lines; Signal strength thresholds; Sweep detection sensitivity; Disabling any element. The dashboard can be dragged by the header and remembers its position separately for each symbol and timeframe.

🛠️ How to use

1. Installation:
   Copy LiquidityVolumePro.ex5 to the MQL5/Indicators/ folder. Restart MT5. Drag the indicator onto the chart.

2. Tuning for the instrument:

   Instrument	InpSwingBars	InpVolumeFactor	InpTrendPriceSide
   EURUSD, GBPUSD	5	1.3	true
   XAUUSD	7–10	1.5	true
   BTCUSD, ETHUSD	10–12	1.8–2.0	true
   Indices (US500, NAS100)	7–10	1.5	true
   Too few signals? First set InpTrendPriceSide = false (only EMA slope remains), then InpVolumeFactor = 1.1.

3. Trading Scenarios:

   • BUY STRONG after an SSL sweep with an upward EMA → entry on return to the level, SL below the sweep low

   • SELL STRONG after a BSL sweep with a downward EMA → entry on pullback, SL above the sweep high

   • Touching RESISTANCE → possible reversal down

   • Touching SUPPORT → possible reversal up

   • Combination: sweep + level touch = increased strength signal

   • Before entering, compare the distance to the sweep bar extreme with the distance to the opposite level: if the risk-to-reward ratio is unsatisfactory, skip the signal

4. Recommended Timeframes:

   • M5–M15 — scalping and intraday

   • M15–H1 — balanced intraday

   • H1–H4 — swing trading

   • D1 — medium-term trading

📋 Main Parameters

• Detection: InpSwingBars = 5, InpSweepSearchBars = 50, InpMinWickRatio = 0.20, InpLookbackBars = 1000

• Volume: InpUseVolumeFilter = true, InpVolumePeriod = 20, InpVolumeFactor = 1.3

• Trend: InpUseTrendFilter = true, InpTrendEMA = 200, InpTrendSlopeBars = 10, InpTrendPriceSide = true

• Signals: InpMinStrength = 60, InpMinBarsBetweenSigs = 10, InpMaxSignalsOnChart = 50

• Levels: InpShowSRLevels = true, InpSRLookback = 200, InpSRWidth = 1, InpSRStyle = STYLE_DOT

• Dashboard: InpShowPanel = true, InpPanelX = 20, InpPanelY = 20, InpRememberPanelPos = true, InpPanelDragHeader = true

📋 Implementation Details

• Pure MQL5 — no DLLs or external dependencies

• No repainting — calculated only on closed bars, the forming bar is not involved in the calculation

• Works on any instrument: Forex, crypto, metals, indices

• Supports all timeframes: from M1 to MN

• Optimized for performance — calculation on bar close, full recalculation only on history update

• The service buffer is not drawn and does not clutter the data window

• All objects (arrows, labels, levels, dashboard) are deleted when the indicator is removed

• ATR is used only for the label offset from the arrow

🆕 What's new in version 2.0

• Strict EMA trend filter with blocking on flat EMA and insufficient history

• Trend blocks counter in the dashboard — transparent filter operation

• Eliminated signal duplicates and counter inflation during history recalculation

• Distance between signals is calculated by bar time, not by index

• Signals only on closed bars, without accessing the forming bar

• Dashboard is draggable and remembers its position for each symbol and TF

• Fixed level object names and arrow anchoring

⚠️ Important to know

• The trend filter rejects a significant portion of sweeps — there are few signals, and this is normal behavior

• The EMA slope is measured on the current timeframe, so inside a flat, a signal against the higher TF trend is possible

• The indicator does not keep performance statistics and does not calculate SL/TP

• On Forex, tick volume is used — quote activity, not exchange turnover

• S/R levels are extremes for the analysis window; the level may already be broken, the breakout is not marked

• If the dashboard shows N/A (no history) — load history or reduce InpLookbackBars

⚠️ Important Warning
LiquidityVolumePro is not a trading system. It is a market analysis tool. The indicator does not provide 100% buy or sell signals — it shows zones of increased probability of reversal. Using the indicator does not guarantee profit. All trading decisions are made by the trader.

🏆 About the Developer
The indicator is created by Musa Khunarikov — a practicing trader with 12 years of experience trading real accounts (Forex, stocks, MOEX, metals). 51 certificates from the "Finam" Training Center in trading, algorithmic trading, and MetaTrader 5.
Services: development of Expert Advisors, indicators, dashboards, trading system audits.

📞 Support
30 days of free support after purchase. Bug fixes — within 48 hours.