Liqudation HeatMap [BigBeluga]🔵 OVERVIEW
An advanced liquidity visualization tool that plots horizontal heat zones to highlight where potential liquidations and volume clusters are most likely hiding beneath price action.
Liqudation HeatMap scans historical price movements for local highs and lows with elevated volume or candle range. It then draws dynamic heatmap boxes—shaded from lime (low interest) to yellow (high interest)—revealing potential zones of trapped positions or stop clusters. A vertical scale on the right shows you the relative strength of volume behind each level, from 0 to the highest detected.
🔵 CONCEPTS
Maps areas of potential liquidity using volume or candle range (if volume is unavailable).
Identifies swing highs/lows (pivots) and extends heatmap boxes outward from these levels. Colors each zone based on the relative strength of volume concentration.
Fades or removes zones once price crosses their midpoints, simulating the idea of liquidity being “consumed.”
Displays a live vertical scale that shows the volume range for quick reference.
🔵 FEATURES
Dynamic Heatmap Zones:
Draws few boxes above and after pivot highs and below pivot lows, each shaded based on volume concentration.
Smart Coloring System:
Uses a gradient from lime (low) to yellow (high) to visually distinguish between weak and strong liquidity zones.
Adaptive ATR Widths:
Automatically adjusts zone thickness based on volatility (ATR), scaling intelligently across timeframes.
Liquidity Consumption Logic:
Zones are stope extending once price interacts with them—mimicking the behavior of real liquidation sweeps.
Volume Scale Legend:
A real-time scale is plotted on the right side, showing the min-max range of volume used for heat calculations.
🔵 HOW TO USE
Look for thick yellow zones to identify areas of concentrated stop losses or liquidation triggers.
Use these levels to anticipate mean reversion points or high-volatility zones.
Combine with your trend or structure tools to trade into or fade these liquidity pools.
On lower timeframes, use this tool to confirm entries around sweeps or deviations.
Use the right-side scale to compare relative zone strength instantly.
🔵 CONCLUSION
Liqudation HeatMap is a powerful visualization tool that uncovers where liquidity likely resides on the chart. By highlighting hidden traps and reactive levels in real-time, it gives traders a significant edge when it comes to spotting stop hunts, mean reversions, and areas of institutional interest. Whether you’re scalping or swing trading, this heatmap provides unmatched context on the market’s hidden intent.
Liquidationlevels
Liquidity Location Detector [BigBeluga]
This indicator helps traders identify potential liquidity zones by detecting significant volume levels at key highs and lows. By using color intensity and scoring numbers, it visually highlights areas where liquidity concentration may be highest while incorporating trend analysis through EMAs.
🔵Key Features:
Liquidity Zone Detection: Automatically detects and marks areas where significant volume has accumulated at swing highs and lows.
Dynamic Box Plotting: Draws liquidity boxes at key highs and lows, updating based on market conditions.
Volume Strength Scaling: Uses a scoring system to rank liquidity zones, helping traders identify the strongest areas.
Color Intensity for Volume Strength: More transperent color indicate less liquidity, while less transperent represent stronger volume concentrations.
Customizable Display: Users can adjust the number of displayed liquidity zones and modify colors to suit their trading style.
Real-Time Liquidity Adaptation: As price interacts with liquidity zones, the indicator updates dynamically to reflect changing market conditions.
Auto-Stopping Liquidity Zones: Liquidity boxes automatically stop extending to the right once price crosses them, preventing outdated zones from interfering with live market action.
Trend Analysis with EMAs: Includes two optional EMAs (fast and slow) to help traders analyze market trends. Users can enable or disable these EMAs in the settings and use crossover signals for trend confirmation.
🔵Usage:
Identify Key Liquidity Areas: Use color intensity and transparency levels to determine high-impact liquidity zones.
Support & Resistance Confirmation: Liquidity zones can act as potential support and resistance levels, enhancing trade decision-making.
Market Structure Analysis: Observe how price interacts with liquidity to anticipate breakout or reversal points.
Scalping & Swing Trading: Works for both short-term and long-term traders looking for liquidity-based trade setups.
Liquidation Map Insight: A liquidity map highlights areas where large amounts of leveraged positions (both long and short) are likely to get liquidated. Since many traders use leverage, sharp price movements can trigger a cascade of liquidations, leading to rapid price surges or drops. Monitoring these liquidity zones and trends helps traders anticipate where price might react strongly.
Liquidity Location Detector is an essential tool for traders seeking to map out potential liquidity zones, providing deeper insights into market structure and trading volume dynamics.
Liquidity Zones [BigBeluga]This indicator is designed to detect liquidity zones on the chart by identifying significant pivot highs and lows filtered by volume strength. It plots these zones as boxes, highlighting areas where liquidity is likely to accumulate. The indicator also draws lines extending from these boxes, marking the levels where price may "grab" this liquidity. The size of these boxes can be dynamic, adjusting based on the volume size, offering a visual representation of market areas where traders might expect significant price reactions.
🔵 IDEA
The idea behind the Liquidity Zones indicator is to help traders identify key market levels where liquidity accumulates. Liquidity zones are areas where there are enough buy or sell orders that can potentially lead to significant price movements. By focusing on pivot points filtered by volume strength, the indicator aims to provide a clearer picture of where large players may have positioned their orders. This insight allows traders to anticipate potential market reactions, such as reversals or breakouts, when the price reaches these zones. The option for dynamic box height further refines the visualization, showing the extent of liquidity based on the volume's intensity.
🔵 KEY FEATURES & USAGE
◉ Volume-Filtered Pivot Highs and Lows:
The indicator scans for pivot highs and lows on the chart, filtering these points based on the volume strength setting (Low, Mid, High). This ensures that only the most significant liquidity zones, backed by notable trading volume, are highlighted. Traders can adjust the filter to focus on different levels of market activity, from small fluctuations to major volume spikes.
Low:
Mid:
High:
◉ Dynamic and Static Liquidity Zones:
Liquidity zones are plotted as boxes around pivot points, with an optional dynamic mode that adjusts the box height based on the normalized volume. This dynamic adjustment reflects the liquidity carried by the volume, making it easier to gauge the significance of each zone. In static mode, the boxes have a fixed height, providing a consistent visual reference for the zones.
◉ Color Intensity Based on Volume:
The indicator adjusts the color intensity of the liquidity zones based on the volume strength. Higher volume zones will be displayed with more intense colors, giving a visual cue to the strength of the liquidity present in that area. This makes it easier to differentiate between zones of varying importance at a glance, allowing traders to quickly identify where the market has the highest concentration of liquidity.
◉ Liquidity Grab Detection and Red Circles:
When the price interacts with a liquidity zone, the indicator detects whether liquidity has been "grabbed" at these levels. If the price moves into a zone and crosses a level, the box label changes to "Liquidity Grabbed," and the line marking the level becomes dashed.
Reversal Points:
The beginning of a trend:
Additionally marks these "liquidity grabs" with red circles, indicating both recent and past liquidity grabs. This feature helps traders identify areas where liquidity has been absorbed by the market, which may signal potential reversals or shifts in market direction.
◉ Dashboard Display:
A dashboard in the upper right corner of the chart provides an overview of the indicator's settings and status. It shows the number of plotted zones, as set in the input settings, and whether the dynamic mode is active. This quick reference helps traders stay informed about the indicator's configuration without needing to open the settings panel.
🔵 CUSTOMIZATION
Length & Zones Amount: Set the length for pivot detection and the maximum number of zones to be displayed on the chart. This allows you to control how many liquidity zones you want to monitor at any given time.
Volume Strength Filter: Adjust the filter to Low, Mid, or High to control the strength of volume required for a pivot to be considered a significant liquidity zone. Higher settings focus on zones with greater volume, indicating stronger liquidity.
Dynamic Distance Mode: Enable or disable the dynamic mode, which adjusts the box height based on the volume size. When dynamic mode is off, the boxes have a fixed height based on the ATR, offering a consistent visualization regardless of the volume size.
The Liquidity Zones indicator is a versatile tool for identifying areas of significant market activity, offering a clear view of where liquidity is likely to reside. By filtering these zones through volume strength and providing dynamic or static visualization options, it equips traders with insights into potential market reaction points, enhancing their ability to anticipate and respond to market movements. The varying color intensity based on volume further aids in quickly recognizing the most critical liquidity zones on the chart.
Liquidation Levels with Liquidity Sweeps/Breakouts [AlgoAlpha]🌊📈 Dive into the depths of market liquidity with "Liquidation Levels with Liquidity Sweeps/Breakouts" - your ultimate tool for navigating the turbulent waters of trading! 🧹💹 Crafted by the wizards at AlgoAlpha, this Pine Script™ masterpiece illuminates the unseen liquidity levels and sweeps, guiding you through the financial seas with insight. 🚀🔍
Key Features:
🕒 Timeframe Flexibility: Customize your analysis with a TimeFrame Multiplier, allowing the indicator to operate on higher timeframes for broader market insight.
💥 Dynamic Volume Threshold: Set your sensitivity to breakouts with the High Volume Threshold, ensuring you catch significant market movements while avoiding fakeouts.
👀 Visibility Controls: Toggle the display of swept liquidity and highlight liquidity breakouts with customizable background colors for clear, actionable insights.
🎨 Custom Appearance: Personalize your chart with bullish, bearish, and breakout colors to match your trading style.
How to Use the Liquidity Levels with Liquidation Sweeps Indicator:
Maximize your trading efficiency with the Liquidity Levels with Liquidation Sweeps Indicator by following these simple steps! 🚀🌟
⚙️ Customize Settings: Access the indicator settings to personalize the TimeFrame Multiplier, High Volume Threshold, and Relative Volume Period. Tailor these settings to match your trading strategy and chart preferences.
👁️ Analyze Liquidity Levels: Monitor the chart for liquidity levels and sweeps. Bullish sweeps are marked with green labels, bearish sweeps with red, and breakouts highlighted by the chart background.
🔔 Set Alerts: Enable alert conditions for liquidity breakouts and sweeps within the indicator's settings. This feature allows you to receive real-time notifications, helping you to act promptly on trading opportunities.
How It Works:
The heart of this indicator lies in its ability to track and highlight liquidity levels derived from swing pivots, and sweeps across multiple timeframes. By calculating relative volume against a user-defined threshold, it identifies strong volume movements indicative of liquidity breakouts, this helps filter out fake-outs. When a liquidity level is breached but not completely mitigated, it's either marked as a bullish or bearish sweep, which come with the option to show an estimate of the number of liquidations during the sweep.
if peakform and peakprinted != 1
aR.push(line.new(bar_index-mult, h.get(1), bar_index+1, h.get(1), color = red))
aRv.push(h.get(1))
peakprinted := 1
if valleyform and valleyprinted != 1
aS.push(line.new(bar_index-mult, l.get(1), bar_index+1, l.get(1), color = green))
aSv.push(l.get(1))
valleyprinted := 1
Liquidation Level ScreenerThe Liquidation Level Screener is an analytical tool designed for traders who seek a comprehensive view of potential liquidation zones in the market. This script, adaptable to almost any timeframe from 1 minute to 3 days, offers a unique perspective by mapping out key liquidation levels where significant market actions could occur.
Key Features:
Multi-Exchange Data Aggregation: Unlike many other indicators, the Liquidation Levels Indicator compiles data from multiple leading exchanges including Binance, Bitmex, Kraken, and Bitfinex. This approach ensures a more holistic and accurate representation of market sentiment, providing insights into potential liquidation points across various platforms.
Customizable Timeframes and Modes: The script is versatile, working effectively across various timeframes. It operates in two distinct modes:
Actual Levels Display: Visually represents potential liquidation levels.
Settings Mode: Showcases an open interest (OI) oscillator. When OI is exceptionally high, indicating a surge in opened positions at a specific candle, it signals traders to be vigilant about upcoming liquidation levels.
Three-Tier Liquidation System: The indicator categorizes liquidation levels into three distinct tiers based on open interest levels—1, 2, and 3—with Level 3 representing the highest concentration of open positions. This tiered approach allows traders to gauge the significance of each level and adjust their strategies accordingly.
Histogram Visualization: A novel feature of this script is the histogram on the chart's right side, representing the concentration of liquidation levels in specific market zones. This visual aid helps traders identify crucial areas that warrant close attention, enhancing decision-making.
Customizable Options:
Moving Averages: Choose from a wide range of moving average types, including VWMA, SMA, EMA, and more, to tailor the indicator to your analysis style.
Histogram Settings: Adjust the number of histograms, lookback bars, and their proximity to the latest candle, allowing for a personalized density and range of visualization.
Liquidation Level Sensitivity: Set thresholds for different liquidation levels, fine-tuning the indicator to detect varying degrees of market leverage.
Color Coding: Customize the color scheme for different leverage levels, enhancing visual clarity and ease of interpretation.
The Liquidation Level Screener offers a unique edge by highlighting potential zones where significant market movements can occur due to liquidations. By consolidating data from multiple exchanges, it provides a more rounded view of market behavior, which is essential in today’s interconnected trading environment. The tiered liquidation system and histogram feature equip traders with the ability to identify and focus on key market segments where high activity is expected. This tool is particularly valuable for traders who base their strategies on market liquidity and leverage dynamics.
Liquidations Meter [LuxAlgo]The Liquidation Meter aims to gauge the momentum of the bar, identify the strength of the bulls and bears, and more importantly identify probable exhaustion/reversals by measuring probable liquidations.
🔶 USAGE
This tool includes many features related to the concept of liquidation. The two core ones are the liquidation meter and liquidation price calculator, highlighted below.
🔹 Liquidation Meter
The liquidation meter presents liquidations on the price chart by measuring the highest leverage value of longs and shorts that have been potentially liquidated on the last chart bar, hence allowing traders to:
gauge the momentum of the bar.
identify the strength of the bulls and bears.
identify probable reversal/exhaustion points.
Liquidation of low-leveraged positions can be indicative of exhaustion.
🔹 Liquidation Price Calculator
A liquidation price calculator might come in handy when you need to calculate at what price level your leveraged position in Crypto, Forex, Stocks, or any other asset class gets liquidated to add a protective stop to mitigate risk. Monitoring an open position gets easier if the trader can calculate the total risk in order for them to choose the right amount of margin and leverage.
Liquidation price is the distance from the trader's entry price to the price where trader's leveraged position gets liquidated due to a loss. As the leverage is increased, the distance from trader's entry price to the liquidation price shrinks.
While you have one or several trades open you can quickly check their liquidation levels and determine which one of the trades is closest to their liquidation price.
If you are a day trader that uses leverage and you want to know which trade has the best outlook you can calculate the liquidation price to see which one of the trades looks best.
🔹 Dashboard
The bar statistics option enables measuring and presenting trading activity, volatility, and probable liquidations for the last chart bar.
🔶 DETAILS
It's important to note that liquidation price calculator tool uses a formula to calculate the liquidation price based on the entry price + leverage ratio.
Other factors such as leveraged fees, position size, and other interest payments have been excluded since they are variables that don’t directly affect the level of liquidation of a leveraged position.
The calculator also assumes that traders are using an isolated margin for one single position and does not take into consideration the additional margin they might have in their account.
🔹Liquidation price formula
the liquidation distance in percentage = 100 / leverage ratio
the liquidation distance in price = current asset price x the liquidation distance in percentage
the liquidation price (longs) = current asset price – the liquidation distance in price
the liquidation price (shorts) = current asset price + the liquidation distance in price
or simply
the liquidation price (longs) = entry price * (1 – 1 / leverage ratio)
the liquidation price (shorts) = entry price * (1 + 1 / leverage ratio)
Example:
Let’s say that you are trading a leverage ratio of 1:20. The first step is to calculate the distance to your liquidation point in percentage.
the liquidation distance in percentage = 100 / 20 = 5%
Now you know that your liquidation price is 5% away from your entry price. Let's calculate 5% below and above the entry price of the asset you are currently trading. As an example, we assume that you are trading bitcoin which is currently priced at $35000.
the liquidation distance in price = $35000 x 0.05 = $1750
Finally, calculate liquidation prices.
the liquidation price (longs) = $35000 – $1750 = $33250
the liquidation price (short) = $35000 + $1750 = $36750
In this example, short liquidation price is $36750 and long liquidation price is $33250.
🔹How leverage ratio affects the liquidation price
The entry price is the starting point of the calculation and it is from here that the liquidation price is calculated, where the leverage ratio has a direct impact on the liquidation price since the more you borrow the less “wiggle-room” your trade has.
An increase in leverage will subsequently reduce the distance to full liquidation. On the contrary, choosing a lower leverage ratio will give the position more room to move on.
🔶 SETTINGS
🔹Liquidations Meter
Base Price: The option where to set the reference/base price.
🔹Liquidation Price Calculator
Liquidation Price Calculator: Toggles the visibility of the calculator. Details and assumptions made during the calculations are stated in the tooltip of the option.
Entry Price: The option where to set the entry price, a value of 0 will use the current closing price. Details are given in the tooltip of the option.
Leverage: The option where to set the leverage value.
Show Calculated Liquidation Prices on the Chart: Toggles the visibility of the liquidation prices on the price chart.
🔹Dashboard
Show Bar Statistics: Toggles the visibility of the last bar statistics.
🔹Others
Liquidations Meter Text Size: Liquidations Meter text size.
Liquidations Meter Offset: Liquidations Meter offset.
Dashboard/Calculator Placement: Dashboard/calculator position on the chart.
Dashboard/Calculator Text Size: Dashboard text size.
🔶 RELATED SCRIPTS
Here are some of the scripts that are related to the liquidation and liquidity concept, for more and other conceptual scripts you are kindly invited to visit LuxAlgo-Scripts .
Liquidation-Levels
Liquidations-Real-Time
Buyside-Sellside-Liquidity
Liquidation Levels [LuxAlgo]The Liquidation Levels indicator aims at detecting and estimating potential price levels where large liquidation events may occur.
By analyzing liquidation Levels, traders can identify potential support & resistance levels, identify stop-loss levels, and gauge market sentiment and potential areas of price volatility.
🔶 USAGE
Liquidation refers to the process of forcibly closing a trader's leveraged positions in the market. It occurs when a trader's margin account can no longer support their open positions due to significant losses or a lack of sufficient margin to meet the maintenance margin requirements.
Liquidation events happen at all times and the script focuses on detecting the most significant ones. Bubbles will appear on the relevant price bar when larger trading activity has been detected. Larger bubbles represent more significant potential liquidation levels. The lines attached to the bubbles represent the liquidation zones at that price.
These liquidation levels are based on clusters of price points where highly leveraged traders open long or short positions. High leverage is identified as 100x, 50x, and 25x leverages used for both long and short positions. The script allows users to either remove or customize leverage levels.
Price generally heads towards zones or clusters of liquidity.
🔶 SETTINGS
🔹Liquidation Levels
Reference Price: defines the base price in calculating liquidation levels.
Volume Threshold: The volume threshold is the primary factor in detecting the significant trading activities that could potentially lead to liquidating leveraged positions.
Volatility Threshold: The volatility threshold option is the secondary factor that aims at detecting significant movement in the underlying asset’s price with relatively lower trading activities that could potentially also lead to liquidating high-leveraged positions.
Leverage Options: The leverage options are where the trader will set the desired leverage value and customize the potential liquidation level colors.
Hide Liquidation Bubbles: Toggles the visibility of the bubbles.
Hide Liquidation Levels: Toggles the visibility of the lines.
🔶 RELATED SCRIPTS
Liquidity-Sentiment-Profile
Buyside-Sellside-Liquidity
Liquidation Ranges + Volume/OI Dots [Kioseff Trading]Hello!
Introducing a multi-faceted indicator "Liquidation Ranges + Volume Dots" - this indicator replicates the volume dot tools found on various charting platforms and populates a liquidation range on crypto assets!
Features
Volume/OI dots populated according to user settings
Size of volume/OI dots corresponds to degree of abnormality
Naked level volume dots
Fixed range capabilities for volume/OI dots
Visible time range capabilities for volume/OI dots
Lower timeframe data used to discover iceberg orders (estimated using 1-minute data)
S/R lines drawn at high volume/OI areas
Liquidation ranges for crypto assets (10x - 100x)
Liquidation ranges are calculated using a popular crypto exchange's method
# of violations of liquidation ranges are recorded and presented in table
Pertinent high volume/OI price areas are recorded and presented in table
Personalized coloring for volume/OI dots
Net shorts / net long for the price range recorded
Lines shows reflecting net short & net long increases/decreases
Configurable volume/OI heatmap (displayed between liquidation ranges)
And some more (:
Liquidation Range
The liquidation range component of the indicator uses a popular crypto exchange's calculation (for liquidation ranges) to populate the chart for where 10x - 100x leverage orders are stopped out.
The image above depicts features corresponding to net shorts and net longs.
The image above shows features corresponding to liquidation zones for the underlying coin.
The image above shows the option to display volume/oi delta at the time the corresponding grid was traded at.
The image above shows an instance of using the "fixed range" feature for the script.
*The average price of the range is calculated to project liquidation zones.
*Heatmap is calculated using OI (or volume) delta.
Huge thank you to Pine Wizard @DonovanWall for his range filter code!
Price ranges are automatically detected using his calculation (:
Volume / OI Dots
Similar to other charting platforms, the volume/OI dots component of the indicator distinguishes "abnormal" changes in volume/OI; the detected price area is subsequently identified on the chart.
The detection method uses percent rank and calculates on the last bar of the chart. The "agelessness" of detection is contingent on user settings.
The image above shows volume dots in action; the size of each volume dot corresponds to the amount of volume at the price area.
Smaller dots = lower volume
Larger dots = higher volume
The image above exemplifies the highest aggression setting for volume/OI dot detection.
The table oriented top-right shows the highest volume areas (discovered on the 1-minute chart) for the calculated period.
The open interest change and corresponding price level are also shown. Results are listed in descending order but can also be listed in order of occurrence (most relevant).
Additionally, you can use the visible time range feature to detect volume dots.
The feature shows and explains how the visible range feature works. You select how many levels you want to detect and the script will detect the selected number of levels.
For instance, if I select to show 20 levels, the script will find the 20 highest volume/OI change price areas and distinguish them.
The image above shows a narrower price range.
The image above shows the same price range; however, the script is detecting the highest OI change price areas instead of volume.
* You can also set a fixed range with this feature
* Naked levels can be used
Additionally, you can select for the script to show only the highest volume/ OI change price area for each bar. When active, the script will successively identify the highest volume / OI change price area for the most recent bars.
Naked Levels
The image above shows and explains how naked levels can be detected when using the script.
And that's pretty much it!
Of course, there're a few more features you can check out when you use the script that haven't been explained here (:
Thank you again to @DonovanWall
Thank you to @Trendoscope for his binary insertion sort library (:
Thank you to @PineCoders for their time library
Thank you for checking this out!
[Mad] Liquidation LevelsThe Liquidation Lines Technical Indicator is a trading tool designed to assist traders in identifying potential liquidation levels. This indicator generates virtual positions, known as "liquidation lines", which mark the points at which these positions would be liquidated under specified conditions.
Key Features:
Quantity of Lines: The indicator can create up to 125 liquidation lines, evenly distributed between long and short positions. This limit is derived from a maximum of 500 lines, divided by four to account for two types of leverage (long and short).
Customizable Liquidation Levels: Users are given the ability to set liquidation levels according to their individual trading strategies and the current market conditions.
Customizable Visuals: The color and thickness of the liquidation lines can be adjusted to suit personal preferences, providing a clear visual representation on the trading chart for ease of analysis.
Selectable Signal Sources: The indicator provides the flexibility to choose the signal source for creating the liquidation lines. Users can select from a range of popular technical analysis tools such as Bollinger Bands, MACD crosses, EMA crosses, or SMA crosses. This feature allows traders to customize the formation of liquidation lines based on their preferred technical indicators, adding to the comprehensiveness and versatility of the tool.
Two selectable Leverages: The indicator accommodates both long and short leverages, offering a comprehensive understanding of potential liquidation points for various trading scenarios.
Selectable Exchange Maintenance: The indicator allows users to select their specific cryptocurrency exchange. This feature ensures that the liquidation lines are accurately calculated according to the maintenance margin requirements of the chosen exchange, adding precision and customization to the trading analysis.
Liquidation Levels on OIThis indicator is used to display estimated contract liquidation prices. When there are dense liquidation areas on the chart, it indicates that there may be a lot of liquidity at that price level. The horizontal lines of different colors on the chart represent different leverage ratios. See below for details.
Let me introduce the principle behind this indicator:
1. When position trading volume increases or decreases significantly higher than usual levels in a specific candlestick chart, it indicates that a large number of contracts were opened during that period. We use the 60-day moving average change as a benchmark line. If the position trading volume changes more than 1.2x, 2x or 3x its MA60 value, it is considered small, medium or large abnormal increase or decrease.
2. This indicator takes an approximate average between high, open, low and close prices of that candlestick as opening price.
3. Since contracts involve liquidity provided by both buyers and sellers with equal amounts of long and short positions corresponding to each contract respectively; since we cannot determine actual settlement prices for contract positions; therefore this indicator estimates settlement prices instead which marks five times (5x), ten times (10x), twenty-five times (25x), fifty times (50x) and one hundred times (100x) long/short settlement prices corresponding to each candlestick chart generating liquidation lines with different colors representing different leverage levels.
4. We can view areas where dense liquidation lines appear as potential liquidation zones which will have high liquidity.
5. We can adjust orders based on predicted liquidation areas because most patterns in these areas will be quickly broken.
6. We provide a density histogram to display the liquidation density of each price range.
Special thanks to the following TradingView community members for providing open-source indicators and contributing to the development of this indicator!
Liquidation - @Mysterysauce
Open Interest Delta - By Leviathan - @LeviathanCapital
Regarding the relationship with the above-mentioned open source indicators:
1. Indicator Liquidation - @Mysterysauce can also draw a liquidation line in the chart, but:
(1) Our indicator generates a liquidation line based on abnormal changes in open interest; their indicator generates a liquidation line based on trading volume.
(2) Our indicator will generate both long and short liquidation lines at the same time; their indicator will only generate a liquidation line in a single direction.
We refer to their method of drawing liquidation lines when drawing our own.
2. Indicator Open Interest Delta - By Leviathan - @LeviathanCapital obtained OI data for Binance USDT perpetual contracts in the code. We refer to their method of obtaining OI data in our code.
============= 中文版本 =============
此指标用于显示估计合约清算价格。当图表上有密集的清算区域时，表示该价格水平可能存在大量流动性。图表上不同颜色的水平线代表不同杠杆比率。详情请参见下面的说明。
让我介绍一下这个指标背后的原理：
1. 当特定蜡烛图对应的合约仓位增加量（OI Delta）显著高于通常水平时，表示在那段时间有大量合约开仓。我们使用OI Delta的60日移动均线作为基准线。如果OI Delta超过其MA60值的1.2倍、2倍或3倍，则认为是小型、中型或大型的异常OI Delta。
2. 该指标将上述蜡烛图高、开、低和收盘价的平均值作为近似的合约开仓价。
3. 由于合约涉及买方和卖方之间相互提供流动性，每个合约对应相等数量的多头和空头头寸。由于我们无法确定合约头寸的实际清算价格，因此该指标估计了清算价格。它标记了与该蜡烛图相对应的多头和空头5倍、10倍、25倍、50倍和100倍的清算价格，生成清算线。不同杠杆水平用不同颜色表示。
4. 我们可以将出现密集清算线的区域视为潜在的清算区域。这些区域将具有高流动性。
5. 我们可以根据预测到的清算区域调整自己的订单，因为根据规律，这些清算区域大部分都会很快被击穿。
6. 我们提供了密度直方图来显示每个价格范围的清算密度
特别感谢以下TradingView社区成员提供开源指标并为该指标的开发做出贡献！
Liquidation - @Mysterysauce
Open Interest Delta - By Leviathan - @LeviathanCapital
与上述开源指标的关系：
1. 指标Liquidation - @Mysterysauce也可以在图中绘制清算线，但是：
（1）我们的指标是基于open interest的异常变化生成的清算线；他们的指标是基于成交量生成的清算线
（2）我们的指标会同时生成多头和空头清算线；他们的指标仅会在单一方向生成清算线
我们的指标在绘制清算线上参考了他们绘制清算线的方式
2. 指标Open Interest Delta - By Leviathan - @LeviathanCapital在代码中获取了Binance USDT永续合约的OI数据。我们在代码中参考他们获取OI数据的方式
Leverage Liquidation Circles/dots/alertsThis plots liquidation alerts for different levels of leverage. The script calculates the liquidation prices for both long and short positions based on the inputted leverage values. Then, it plots dots on the chart where liquidation can occur for each level of leverage. Additionally, it plots circles on the chart only when a liquidation event occurs, at which point the circle changes color to indicate the level of leverage that triggered the liquidation.
The script allows traders to visualize potential liquidation events for different levels of leverage, which can be helpful in managing risk when trading on margin. The different colors of the circles can quickly communicate which level of leverage triggered the liquidation, allowing traders to quickly assess the situation and adjust their positions if necessary.
Liquidation_linesLibrary "Liquidationline"
f_calculateLeverage(_leverage, _maintainance, _value, _direction)
Parameters:
_leverage
_maintainance
_value
_direction
f_liqline_update(_Liqui_Line, _killonlowhigh)
Parameters:
_Liqui_Line
_killonlowhigh
f_liqline_draw(_Liqui_Line, _priceorliq)
Parameters:
_Liqui_Line
_priceorliq
f_liqline_add(_Liqui_Line, linetoadd, _limit)
Parameters:
_Liqui_Line
linetoadd
_limit
Liquidationline
Fields:
creationtime
stoptime
price
leverage
maintainance
line_active
line_color
line_thickness
line_style
line_direction
line_finished
text_active
text_size
text_color
this library can draw typical liquidation lines, which can be called e.g. by indicator signals
You can see the default implementation in the lower part of the code, starting with RUNTIME
Don't forget to increase max lines to 500 in your script.
It can look like this screenshot here, with only minor changes to your executing script.
The base is the same
Rolling HTF Liquidity Levels [CHE]█ OVERVIEW
This indicator displays a Rolling HTF Liquidity Levels . Contrary to HTF Liquidity Levels indicators which use a fix time segment, Rolling HTF Liquidity Levels calculates using a moving window defined by a time period (not a simple number of bars), so it shows better results.
This indicator is inspired by
The indicator introduces a new representation of the previous rolling time frame highs & lows (DWM HL) with a focus on untapped levels.
█ CONCEPTS
Untapped Levels
It is popularly known that the liquidity is located behind swing points or beyond higher time frames highs/lows.
Rolling HTF Liquidity Levels uses a moving window, it does not exhibit the static of the HTF Liquidity Levels plots.
█ HOW TO USE IT
Load the indicator on an active chart (see the Help Center if you don't know how).
Time period
By default, the script uses an auto-stepping mechanism to adjust the time period of its moving window to the chart's timeframe. The following table shows chart timeframes and the corresponding time period used by the script. When the chart's timeframe is less than or equal to the timeframe in the first column, the second column's time period is used to calculate the Rolling HTF Liquidity Levels:
Chart Time
timeframe period
1min 🠆 1H
5min 🠆 4H
1H 🠆 1D
4H 🠆 3D
12H 🠆 1W
1D 🠆 1M
1W 🠆 3M
By default, the time period currently used is displayed in the lower-right corner of the chart. The script's inputs allow you to hide the display or change its size and location.
This indicator should make trading easier and improve analysis. Nothing is worse than indicators that give confusingly different signals.
I hope you enjoy my new ideas
best regards
Chervolino
TriexDev - Liquidation Rekt LevelsTriexDev - Liquidation Rekt Levels TradingView Indicator
A basic indicator which lets you see where positions will be liquidated. Each line is based on default leverage levels typically used for trading. (3x,5x,10x,25x,50x)
Have a subtle 'label prompt' on the 3x - because I had noticed some people didn't understand what labels were in other indicators.
In the settings:
- There is an offset to adjust the levels horizontally, this is to help make it easier to track if the chart has hit liquidation positions.
- You can change colours/opacity of the lines.
- You can hide the 'Labels', and/or 'label prompt'
- In the 'Style' tab you can hide individual levels.
Inspired/initially based off 'Mex Rekt Level'
I often have this added to my charts, and toggle visibility when I want to check the liq levels.
GitHub Repo for tidier/more detailed documentation as it is updated.
Pivot and liquidation lines [LM]Hello traders,
I would like to introduce you pivot and liquidation zones. Levels are rendered based on pivot points. We are looking for confluence of liquidation lines in order to have the gist where the market could go. calculation for the liquidation lines are taken from Bybit. It's good to look for line clusters. Indicator doesn't tell you where the market will go but it tells you where are the potential zones of position liquidations
There are several settings:
pivot setting - ordinary pivot lines setting
first leverage - setting for first leverage
second leverage - setting for second leverage
third leverage - setting for first leverage
fourth leverage - setting for second leverage
Hope you will enjoy it.
Liquidation Levels
I got sick of calculating leverage all of the time, so I made this real time calculator. It is primarily for crypto derivatives.
It tracks and displays the liquidation price for 5 customisable leverage levels and plots them either historically and/or in real time, with labels beside each including the estimated price.
These calculations include maintenance margin and can be configured for linear futures (USDT) or non-linear futures. Never again make dumb mistakes that are obvious with a bit of maths.
To jazz it up, you can customise the colours, disable various labels, set different leverage multiples, and change the offsets and number of bars to plot in the past.
Alternatively, you can change the offset to 24 on an hourly chart and change show last bars to 0. By doing this, you can see which levels most often get liquidated. It is crude, I know, and there are better tools for tracking liquidation hunts. This is not an attempt to replace or compete with them.
Enjoy and trade safely.
