CRT Market Structure Toolkit v2What This Script Does
CRT Market Structure Toolkit v2 is a contextual market analysis tool designed to help traders visualize liquidity, market structure, and session-based behavior on the chart.
This script does not generate trade signals and does not automate entries or exits.
Its purpose is to provide objective reference levels and market context that traders can integrate into their own discretionary trading models.
Why This Is NOT a Simple Indicator Mashup
Although this script combines multiple analytical components, each module serves a specific role within a single, unified market structure framework.
All components are designed to work together to answer three core questions:
Where is liquidity located?
When has liquidity been taken (swept)?
During which sessions is price more likely to expand or react?
This makes the script a cohesive toolkit, not a random collection of indicators.
Core Concepts Used
This script is based on widely used market structure and liquidity concepts, including:
Previous Day High / Low (daily liquidity pools)
Higher Timeframe Highs & Lows
Liquidity sweeps (wick-based stop runs)
Fair Value Gaps (price imbalance)
Balanced Price Ranges (overlapping imbalances)
Session timing and volatility windows (Killzones)
Module Explanation
1. Previous Day High / Low (PDH / PDL – New York Session)
Tracks the full 24-hour New York trading day
Projects previous day highs and lows forward
Detects when price wicks above or below these levels
Swept levels remain visible and change style for clarity
These levels are commonly used to identify daily liquidity targets.
2. Higher Timeframe Highs & Lows
Allows the user to select any higher timeframe (e.g. 4H)
Projects completed HTF highs and lows onto lower timeframes
Detects liquidity sweeps on these HTF levels
Each level maintains its own sweep state
This helps traders align lower timeframe execution with higher timeframe structure.
3. NY Midnight Open
Marks the New York midnight opening price
Acts as a daily equilibrium reference
Resets automatically every New York trading day
This level is often used for bias and mean reversion analysis.
4. Fair Value Gap (FVG) Detection & Nearest FVG Selection
Identifies bullish and bearish Fair Value Gaps using a 3-bar displacement model
Filters FVGs based on:
Lookback period
Minimum price gap
User-defined mitigation rules
Displays only the nearest valid FVG to current price
Detects Balanced Price Ranges (BPR) when bullish and bearish FVGs overlap
This module helps visualize price imbalance and potential reaction zones, not entries.
5. Killzones (Session-Based Analysis)
Highlights user-defined time windows (sessions)
Draws dynamic boxes that expand with price
Helps traders focus on periods where volatility and liquidity are typically higher
Sessions are fully configurable.
Liquidity Sweep Configuration
Lower Timeframe (LTF) sweeps can be filtered by specific hours or minute ranges, allowing traders to focus only on liquidity events relevant to their strategy.
Daily PDH / PDL levels are fixed to the full New York trading day and are not adjustable, ensuring consistency.
How This Script Is Intended To Be Used
This script is meant to be used as a visual decision-support tool, alongside:
Price action analysis
Risk management rules
A personal trading plan
It does not replace trader judgment and should not be used in isolation.
Disclaimer
This script is provided for educational and analytical purposes only.
It is not a signal indicator, does not provide trading advice, and does not guarantee any trading outcome.
All trading decisions and associated risks remain entirely the responsibility of the user.
The developer assumes no liability for losses or damages resulting from the use of this script.
Final Notes for Moderation
This script is original in structure and implementation
All components are intentionally integrated into a single market structure framework
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