Liquidity Levels and Open Fibonacci

Liquidity Levels and Open Fibonacci is an institutional-grade price action indicator designed for Smart Money Concepts (SMC), ICT, and intraday session traders.

It bridges two key market mechanisms:

1. Dynamic Buyside and Sellside Liquidity Pool detection with automatic Support/Resistance flip tracking.

2. True Open Price anchoring (Daily and Monthly) combined with an automated Equilibrium (50%) Fibonacci matrix.

By tracking where stop orders cluster and monitoring whether price is expanding above or below the institutional Open Price, traders can identify high-probability reversal, expansion, and retest setups without chart clutter.

============================================================ KEY FEATURES ============================================================

• Buyside & Sellside Liquidity (BSL / SSL): Identifies key swing pivots and clusters them into distinct order-pool zones using a dynamic volatility margin (Wilder's ATR).

• Expansion Invalidation & S/R Flip Engine: When an institutional liquidity zone is breached with sustained candle closes, the indicator detects the breakout. It can either hide the blown zone or turn it into an active Support/Resistance Flip level.

• Institutional Session Open Price: Automatically fetches and projects the Daily or Monthly Open level onto lower intraday charts (M1, M5, M15, H1).

• Dynamic Fibonacci Equilibrium Matrix: Upon a session open crossover, the indicator anchors:

- 100% Level: Base Crossover candle

- 50% Level: True Equilibrium / Fair Value boundary

- 0% Level: Expanding Impulse Peak / Extreme

• Liquidity Voids / Imbalance Boxes: Visualizes liquidity gaps and unmitigated market imbalances (Fair Value Gaps) with auto-close detection upon fill.

• Performance Optimized: Runs heavy historical calculations strictly on bar opens, with lightweight intra-bar peak tracking to eliminate terminal lag and CPU spikes.

============================================================ HOW TO TRADE ============================================================

1. The Liquidity Sweep (Reversal Setup): Look for price to pierce into a Buyside Liquidity (green) or Sellside Liquidity (red) zone. If price rejects and closes back inside, an institutional sweep has completed. Target the 50% Equilibrium or the opposite liquidity pool.

3. S/R Flip Retest: When an active liquidity zone is broken by consecutive candles, it flips into gray S/R support/resistance. Wait for price to pull back and test the flipped zone before entering.

============================================================ INPUT PARAMETERS ============================================================

=== Liquidity Detection ===

• Detection Length: Swing pivot scan sensitivity (Default: 7).

• Margin: Cluster aggregation tolerance multiplier (Default: 6.9).

• Buyside Liquidity Zones: Enable/disable buyside pools (Default: true).

• Buyside Margin / Color: Visual thickness and color for buyside zones.

• Sellside Liquidity Zones: Enable/disable sellside pools (Default: true).

• Sellside Margin / Color: Visual thickness and color for sellside zones.

• Liquidity Voids: Display unfilled volatility voids (Default: false).

=== Invalidation & S/R Filter ===

• Enable Expansion Filter: Invalidate zones when blown out by momentum (Default: true).

• Invalidation ATR Buffer: Volatility padding required to confirm a breach (Default: 0.5).

• Consecutive Closes to Invalidate: Number of closes beyond zone required to invalidate (Default: 2).

• Hide Blown Boxes: When false, blown zones convert to gray S/R Flip levels (Default: true).

=== Open Price & Fibonacci Settings ===

• Base Timeframe for Open Price: Choose Daily (PERIOD_D1) or Monthly (PERIOD_MN1).

• Fibonacci Peak Anchor Mode:

- Peak Formed After Crossover: Measures the impulse swing since the crossover candle.

- Entire Session Extremum: Measures against the absolute session high/low.

• Open Price & Fib Level Styling: Full customization of colors, line widths, and styles.

============================================================ RECOMMENDED SETTINGS & TIMEFRAMES ============================================================