PROTECTED SOURCE SCRIPT
Liquidity Structure Screener [Z-Score Sniper]
"Stop guessing where value is. Start seeing the structure."
This indicator is an institutional-grade screener designed to visualize Liquidity Structure across up to 30 tickers simultaneously. It moves beyond standard support and resistance by using Auto-Anchored VWAPs and Volume Nodes to identify exactly where "Smart Money" is defending, trapped, or exhausted.
Core Concepts
This screener builds a dynamic "Liquidity Geometry" for every ticker on your watchlist based on the last 60 days (adjustable) of price action:
The "Whale" Level: Automatically detects the single highest-volume day in the lookback period and anchors a VWAP from that exact candle. This is the "Line in the Sand" for the market's biggest participant.
Market Structure Anchors:
Shorts (High Anchor): VWAP anchored from the highest high. Represents the average entry of short sellers (Resistance).
Longs (Low Anchor): VWAP anchored from the lowest low. Represents the average entry of buyers (Support).
Z-Score Sniper: Calculates how far price has stretched from the Short Anchor using ATR-normalized Standard Deviations. This detects extreme "rubber band" extensions for mean reversion plays.
How to Read the Signals
The screener processes this complex data into a simple SIGNAL column with actionable color-coded states:
🔵 DEFENSE LONG (The Fortress): Price is in the "Whale Zone" or "Squeeze" AND holding near the Long Anchor support (within 5% buffer). This indicates relative strength and active institutional defense.
🟢 BUY RETEST: Price has broken out above the Short Anchor (Resistance) and is dipping back to retest it. A classic "Resistance-to-Support Flip" entry.
🟠 COIL (The Pinch): Volatility is dead. Price is trapped tightly between the Whale Level and the Short Anchor (< 0.5% distance). A massive expansion move is imminent.
🟣 OVERSOLD: Price is in a breakdown but has stretched to an extreme statistical deviation (Z-Score < -3.0σ). Sellers are exhausted, signaling a potential "Dead Cat Bounce" or reversal.
🔴 AVOID: Structure is broken (below Long Anchor) with no statistical exhaustion. The floor is gone—do not catch the falling knife.
Key Features
30-Ticker Watchlist: Monitor your entire portfolio in one panel.
Smart Deduplication: Automatically cleans duplicate tickers from your inputs.
Customizable Lookback: Adjust the "Anchor Memory" to fit your trading style (Swing vs. Position).
Visual Heatmap: Color-coded zones for instant readability of market health.
Disclaimer: This tool provides structural analysis, not financial advice. Always use proper risk management.
This indicator is an institutional-grade screener designed to visualize Liquidity Structure across up to 30 tickers simultaneously. It moves beyond standard support and resistance by using Auto-Anchored VWAPs and Volume Nodes to identify exactly where "Smart Money" is defending, trapped, or exhausted.
Core Concepts
This screener builds a dynamic "Liquidity Geometry" for every ticker on your watchlist based on the last 60 days (adjustable) of price action:
The "Whale" Level: Automatically detects the single highest-volume day in the lookback period and anchors a VWAP from that exact candle. This is the "Line in the Sand" for the market's biggest participant.
Market Structure Anchors:
Shorts (High Anchor): VWAP anchored from the highest high. Represents the average entry of short sellers (Resistance).
Longs (Low Anchor): VWAP anchored from the lowest low. Represents the average entry of buyers (Support).
Z-Score Sniper: Calculates how far price has stretched from the Short Anchor using ATR-normalized Standard Deviations. This detects extreme "rubber band" extensions for mean reversion plays.
How to Read the Signals
The screener processes this complex data into a simple SIGNAL column with actionable color-coded states:
🔵 DEFENSE LONG (The Fortress): Price is in the "Whale Zone" or "Squeeze" AND holding near the Long Anchor support (within 5% buffer). This indicates relative strength and active institutional defense.
🟢 BUY RETEST: Price has broken out above the Short Anchor (Resistance) and is dipping back to retest it. A classic "Resistance-to-Support Flip" entry.
🟠 COIL (The Pinch): Volatility is dead. Price is trapped tightly between the Whale Level and the Short Anchor (< 0.5% distance). A massive expansion move is imminent.
🟣 OVERSOLD: Price is in a breakdown but has stretched to an extreme statistical deviation (Z-Score < -3.0σ). Sellers are exhausted, signaling a potential "Dead Cat Bounce" or reversal.
🔴 AVOID: Structure is broken (below Long Anchor) with no statistical exhaustion. The floor is gone—do not catch the falling knife.
Key Features
30-Ticker Watchlist: Monitor your entire portfolio in one panel.
Smart Deduplication: Automatically cleans duplicate tickers from your inputs.
Customizable Lookback: Adjust the "Anchor Memory" to fit your trading style (Swing vs. Position).
Visual Heatmap: Color-coded zones for instant readability of market health.
Disclaimer: This tool provides structural analysis, not financial advice. Always use proper risk management.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
v i p
i s r
c o
i s r
c o
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
v i p
i s r
c o
i s r
c o
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.