Void — Indicators and Strategies

Price Void Atlas [AGPro Series]Price Void Atlas 🗺️ OVERVIEW Price Void Atlas maps the chart's low-interaction price corridors — zones where price travelled fast and spent very little time — and tracks how price behaves when it returns. Unlike volume-based profiles that highlight crowded price levels, this indicator surfaces the opposite: the empty highways of the chart. Every corridor carries a live state (Fresh, Entered, Passed, Rejected) so you can read return behavior at a glance. 🧭 UNIQUE EDGE Most volume profile and imbalance tools show where price concentrated. Price Void Atlas inverts the question: where did price refuse to concentrate? The detection engine is purely time-weighted and ATR-normalized, so it works identically on instruments without reliable volume data (forex, many altcoins, CFDs). The state machine adds a second layer — it does not just detect voids, it follows their return stories. This combination (time-based emptiness detection + entry-side-aware state tracking) is the core differentiator. 🔬 METHODOLOGY The Scan Length window is sliced into 40 horizontal price bands. For each historical bar in the window, every band it intersects receives an ATR-normalized time weight. Bands that accumulate weight below a sensitivity-driven percentile threshold are flagged as empty. Contiguous empty bands form a corridor. Height is capped at 50% of total range to keep corridors structurally meaningful. Candidates are scored on a 65/35 weighted blend of emptiness intensity and ATR-normalized height, then the top N survivors are kept. Optional vertical proximity merging (0.3×ATR) consolidates nearby corridors into larger atlas-feel zones. The state machine then observes price behavior per corridor: - Fresh → never touched since birth - Entered → price crossed inside; entry side is locked (top or bottom) - Passed → close crossed beyond the far boundary (clean traversal) - Rejected → close reversed beyond entry side by 35% of corridor depth 🔔 SIGNALS & ALERTS Three independent alert channels: - Void Entered — price re-enters an active corridor - Void Passed — price closes through the far boundary - Void Rejected — price reverses past its entry side Each alert fires once per bar on confirmed close. Corridors are drawn as persistent ATR-aware rectangles with state-colored borders and labels. A dominant corridor (highest rank score) gets a thicker border as a visual hierarchy cue. 🎛️ KEY INPUTS Core Engine - Scan Length (100–1000): window of bars analyzed - Sensitivity (Strict / Balanced / Loose): emptiness threshold - Max Voids (1–6): hard cap on simultaneous corridors - Hide Resolved Voids: removes Passed/Rejected for a clean view - Merge Vertically Close Voids: atlas consolidation Visual - Panel Location (5 positions), Panel Theme (Dark / Light) - Panel Font Size, Label Font Size (tiny → large, default normal) - Show Entry Side Hint (↑ / ↓ arrows on Entered labels) Alerts - Individual toggles for Entered / Passed / Rejected 🎯 HOW TO USE 1. Apply on a chart with enough history (200+ bars recommended for 300 Scan Length) 2. Fresh amber zones are untouched voids — potential re-interaction targets 3. When price approaches a Fresh zone, the corridor turns indigo (Entered) 4. Observe whether the interaction resolves as a traversal (Passed, teal) or a turn-away (Rejected, pink) 5. Use corridor boundaries as structural reference points alongside your own system 6. The dominant corridor (thickest border) represents the cleanest void by rank score 7. Works across all timeframes; adaptive rebuild cadence keeps performance consistent ⚠️ LIMITATIONS & TRANSPARENCY - This is an analysis aid, not a trading strategy. It does not generate buy or sell signals. - Corridor detection requires at least Scan Length bars of history; newly loaded charts render progressively as history accumulates. - The time-weighted emptiness metric depends on ATR stability; very low-volatility environments may produce fewer meaningful voids. - State transitions are evaluated on confirmed bar closes to prevent intrabar repainting. - Corridors persist across bars but are rebuilt on an adaptive cadence (5–25 bars depending on timeframe) for CPU efficiency. - All visuals are computed from the visible historical data on the current chart; extending the lookback will refresh the atlas. 🛡️ RISK DISCLOSURE This indicator is provided for educational and analytical purposes only. It does not predict future price movement, does not generate trade recommendations, and does not constitute financial advice. Trading involves substantial risk of loss. Past corridor interactions do not guarantee future behavior. Always conduct your own research and risk management.

by AGProLabs

Liquidity Void Navigator [AGPro Series]Liquidity Void Navigator 🔹 OVERVIEW Liquidity Void Navigator identifies impulsive price displacements that were produced with disproportionately low volume participation — the institutional footprint of a true liquidity void. Unlike geometric gap concepts that rely purely on wick-to-wick imbalance, this engine measures the efficiency of each impulsive bar: how much price moved relative to how much volume was transacted. When price travels faster than the order book justifies, a magnet zone is born. These zones frequently act as high-probability retest and mean-reversion targets for SMC and ICT traders. 🔹 UNIQUE EDGE Most gap-based tools on TradingView detect Fair Value Gaps using a 3-bar geometric pattern. This indicator uses a fundamentally different signature: - Volume Efficiency Ratio (core innovation): efficiency = (volume / avgVol) / (range / ATR). Values below the threshold reveal bars where price displacement outpaced volume effort — the statistical definition of a liquidity void. - Body-based zones, not wick-to-wick: the void box spans the impulsive candle body, excluding wicks that represent liquidity sweeps. - Dynamic lifecycle management: zones are tracked from birth through mid-line mitigation, with configurable trigger modes (close cross, wick touch, or full fill). - Strongest-void emphasis: the lowest-efficiency active void automatically receives a bold neutral-colored border, giving traders an at-a-glance view of the most reliable magnet on the chart. 🔹 METHODOLOGY Each completed bar is evaluated against four quality filters: 1. Range Expansion — bar range must exceed ATR × configurable multiplier (default 1.3). 2. Volume Efficiency — the efficiency ratio must fall below the configurable cap (default 0.85). 3. Minimum Height — void must be at least a fraction of ATR to filter micro-noise (default 0.5×). 4. Body Dominance — the candle body must represent at least 50% of the total range, confirming directional conviction rather than indecision. Qualifying bars create a directional void zone spanning the body. An optional next-bar gap confirmation adds stricter FVG-style filtering. Active zones are continuously evaluated against the selected mitigation mode and updated in real time. Oldest active voids are pruned when the per-side cap is exceeded, keeping the chart focused on recent, actionable structure. 🔹 SIGNALS & ALERTS Four alert conditions are available: - New Bullish Liquidity Void — an upward impulsive void is detected. - New Bearish Liquidity Void — a downward impulsive void is detected. - Bull Void Mitigated — closing price crosses the mid-line of an active bullish void from above. - Bear Void Mitigated — closing price crosses the mid-line of an active bearish void from below. Each alert fires only on bar close to eliminate repainting concerns. Alert messages include the ticker and timeframe for multi-chart workflows. 🔹 KEY INPUTS Void Detection - Volume Baseline Lookback — window for average volume and range calculations. - Min Range Expansion (×ATR) — minimum impulsive bar size. - Max Volume Efficiency Ratio — core void qualification threshold. - Min Void Height (×ATR) — filters micro-voids. - Require Gap with Next Bar — optional strict confirmation. - Mitigation Trigger — choose between Close Cross (institutional default), Wick Touch (strict), or Full Fill (swing). Lifecycle - Max Active Voids per Side — visual cap to prevent chart clutter. - Zone Right Extension — how far zones project to the right. - Show Mitigated Voids — optionally display filled zones in gray. Visuals - Bullish / Bearish / Mitigated colors, mid-line toggle, projection arrow toggle, label size. Panel - Show / position / font size. 🔹 HOW TO USE Trend-aligned reversion entries: When price returns to an unmitigated void in the direction of the higher-timeframe trend, watch for rejection at the mid-line or far edge as a potential long (bull void) or short (bear void) trigger. Breakout continuation context: Newly formed voids in the direction of a breakout often indicate institutional participation. Waiting for a retest of the void zone can provide improved risk-to-reward compared to chasing the breakout bar. Strongest-void bias: The yellow-bordered void on the chart represents the lowest-efficiency (statistically strongest) active zone. Traders can treat it as the highest-probability magnet for price revisits. Fill Rate context: A persistently high fill rate on a given symbol or timeframe indicates that voids fill rapidly — more suitable for scalping. A lower fill rate suggests that unfilled voids accumulate meaningfully, offering swing-style opportunities. Multi-timeframe workflow: Identify voids on a higher timeframe (4H or 1D) as strategic bias zones, then use a lower timeframe (15m or 1H) for tactical execution when price approaches those higher-timeframe voids. 🔹 LIMITATIONS & TRANSPARENCY - This indicator is built for liquid markets with reliable volume data. Thinly traded symbols or instruments without accurate volume feeds (some spot FX, certain indices) will produce unreliable results. - Not every detected void will be retested or filled. Voids are statistical zones of interest, not guarantees. - The indicator is a visualization and analytical tool, not a trading strategy. It does not generate buy or sell recommendations. - Fill rate statistics are computed over the visible history of active and mitigated voids and are approximate; they are intended as a relative gauge of symbol behavior, not as a backtested performance metric. - Mitigation triggers are bar-close based to avoid repainting. Intrabar signals may appear and disappear until the bar confirms. - Zones have a fixed right extension from their birth bar; the indicator does not extend zones infinitely. 🔹 RISK DISCLOSURE Trading financial markets involves substantial risk of loss and is not suitable for all investors. Past performance of any technical indicator, including this one, is not indicative of future results. This tool is provided for educational and analytical purposes only and does not constitute financial advice, investment recommendations, or solicitation to trade. Users are solely responsible for their own trading decisions, risk management, and outcomes. Always conduct independent analysis and consult with a qualified financial advisor before making investment decisions.

by AGProLabs

Liquidity Structure & Order Flow [LuxAlgo]The Liquidity Structure & Order Flow indicator is a comprehensive technical tool that visualizes market depth through volume distribution, order flow delta, and liquidity voids. It aims to provide traders with a high-fidelity view of where market participants are most active and where price is likely to find support, resistance, or rapid acceleration. 🔶 USAGE The tool combines traditional volume profiling with modern visualization to identify market imbalances. By projecting liquidity depth directly onto the chart, users can observe the "weight" of the market at various price levels. 🔹 Identification and Strategy Identify Fair Value: Use the Value Area (VAH to VAL) to determine where the majority of trading has occurred. Price trading within this zone suggests a balanced market, while a breakout from this area often signals the start of a new trend. Spot Absorption: Look for high Volume Delta (bright green or red intensities) near the edges of the Value Area. If price fails to move further despite high delta, it suggests absorption by limit orders. Anticipate Volatility: Use the Widest Void zones to identify "liquidity gaps." Price often moves rapidly through these areas due to a lack of historical orders, making them ideal targets for take-profits or entry triggers. Confirm Reversals: Unusual Volume Bubbles appearing at key structural levels (like the POC or VA extremes) can signal climatic action or the entry of institutional players. 🔹 Unusual Volume Bubbles These bubbles identify extreme market events using a Z-Score calculation based on a 200-period volume baseline. A Smart Lane Anti-Overlap System ensures that multiple volume spikes occurring in quick succession do not obscure one another by stacking them in dynamic lanes. Larger bubbles with glow effects indicate higher statistical outliers, highlighting where "smart money" may be entering the market. 🔹 Volume Delta Backdrop The **Volume Delta Panel** calculates the net difference between buying and selling pressure (Aggressive Delta) within each price bin of the Value Area. It uses an EMA-smoothed volume delta to filter noise, rendering higher intensities when one side of the market is significantly more aggressive than the other at a specific price level. 🔶 DETAILS 🔹 Widest Void Analysis The script includes an automated logic to identify the "Widest Void." This is calculated by scanning the volume profile for the longest continuous sequence of price bins where volume falls below a specific threshold (15% of the Point of Control volume). In market auction theory, these voids represent areas where price discovery was inefficient. Because there is little "historical friction" in these zones, price tends to traverse them quickly, acting as a vacuum between high-liquidity nodes. 🔹 Dynamic Volume Ribbons At the leading edge of the indicator, two cumulative polylines project the volume distribution of the upper and lower halves of the lookback range. The Upper Ribbon (Red) represents the volume distribution above the price midpoint, while the Lower Ribbon (Green) represents the distribution below it. 🔶 SETTINGS 🔹 Volume Profile Settings Lookback Period: The number of historical bars used to calculate the profile. Weight Recent Volume: When enabled, recent volume data has a higher impact on the profile shape. Value Area %: Defines the percentage of total volume used to calculate the VAH and VAL. Profile Smoothing: Adjusts the visual "noise" of the heatmap. 🔹 Volume Delta Backdrop Show Volume Delta Panel: Toggles the Delta distribution within the Value Area. Delta Intensity: Controls color saturation based on the magnitude of the delta. Delta Smoothing Length: The EMA length used to calculate the volume delta flow. 🔹 Unusual Volume Bubbles Sensitivity (Z-Score): The number of standard deviations required to trigger a bubble. Min/Max Bubble Size: Sets the visual constraints for the volume spikes. 🔹 Visualization & Dashboard Show Heatmap: Toggles the background liquidity heatmap. Highlight Widest Void: Toggles the detection and labeling of the primary liquidity gap. Curves X-Offset: Moves the polyline ribbons further into the future. Dashboard: Toggles the on-screen table containing metrics such as Mass Skew, Dist. to POC, and Aggregated Delta.

by LuxAlgo

Liquidity Voids (FVG) [LuxAlgo]The Liquidity Voids (FVG) indicator is designed to detect liquidity voids/imbalances derived from the fair value gaps and highlight the distribution of the liquidity voids at specific price levels. Fair value gaps and liquidity voids are both indicators of sell-side and buy-side imbalance in trading. The only difference is how they are represented in the trading chart. Liquidity voids occur when the price moves sharply in one direction forming long-range candles that have little trading activity, whilst a fair value is a gap in price. 🔶 USAGE Liquidity can help you to determine where the price is likely to head next. In conjunction with higher timeframe market structure, and supply and demand, liquidity can give you insights into potential price movement. It's essential to practice using liquidity alongside trend analysis and supply and demand to read market conditions effectively. The peculiar thing about liquidity voids is that they almost always fill up. And by “filling”, we mean the price returns to the origin of the gap. The reason for this is that during the gap, an imbalance is created in the asset that has to be made up for. The erasure of this gap is what we call the filling of the void. And while some voids waste no time in filling, some others take multiple periods before they get filled. 🔶 SETTINGS The script takes into account user-defined parameters and detects the liquidity voids based on them, where detailed usage for each user-defined input parameter in indicator settings is provided with the related input's tooltip. 🔹 Liquidity Detection Liquidity Voids Threshold: Act as a filter while detecting the Liquidity Voids. When set to 0 basically means no filtering is applied, increasing the value causes the script to check the width of the void compared to a fixed-length ATR value Bullish: Color customization option for Bullish Liquidity Voids Bearish: Color customization option for Bearish Liquidity Voids Labels: Toggles the visibility of the Liquidity Void label Filled Liquidity Voids: Toggles the visibility of the Filled Liquidity Voids 🔹 Display Options Mode: Controls the lookback length of detection and visualization # Bars: Lookback length customization, in case Mode is set to Present 🔶 RELATED SCRIPTS Buyside-Sellside-Liquidity Fair-Value-Gaps

by LuxAlgo

FVGs & CEs + Alerts: simple & efficient method Fair Value Gap indicator: Paints FVGs and their midlines (CEs). Stops painting when CE is hit, or when fully filled; user choice of threshold. This threshold is also used in the Alert conditions. ~~Plotted here on ES1! (CME), on the 15m timeframe~~ -A FVG represents a 'naked' body where the wicks/tails on either side do not meet. This can be seen as a type of 'gap', which price will have a tendency to want to re-fill (in part or in full). -The midline (CE, or 'Consequent encroachment') of FVGs also tend to show price sensitivity. -This indicator paints all FVGs until priced into, and should give an idea of which are more meaningful and which are best ignored (based on context: location, Time of day, market structure, etc). -This is a simpler and more efficient method of painting Fair value gaps which auto-stop painting when price reaches them. //Aims of Publishing: -Education of ICT concepts of Fair Value Gaps and their midlines (CEs): To easily see via forward testing or backtesting, the sensitivity that price shows to these areas & levels. -Demonstration of a much more efficient way of plotting FVGs which terminate at price, thanks to a modification of @Bjorgums's clever looping method referenced below. //Settings: -Toggle on/off upward and downward FVGs independently(blue and orange by default). -Toggle on/off midline (CE). -Standard color/line formatting options. -Choose Threshold: CE of FVG or Full Fill of FVG: This will determine both the 'stop-painting' trigger and the 'Alert' trigger. -Choose number of days lookback to control how many historical FVGs paint on chart. //On alerts: -Simple choice of 2 alerts: ~~One for price crossing into/above the nearest untouched 'premium' FVG above ( orange ). Trigger is user choice of CE or full fill. ~~Another for price crossing into/below the nearest untouched 'discount' FVG below (blue). Trigger is user choice of CE or full fill. -Alerts set via the three dots in indicator status line. //Cautionary notes: -Do not use the alerts blindly to find trades. Wait until you have identified a good FVG above/below which you think price may show sensitivity to -Usage on very low timeframes can cause unexpected results with alerts: due to new FVGs forming in realtime the Alert will always trigger at the most recent FVG above/ below having its threshold hit. -Big thank you to @Bjorgum for his fantastic extendAndRemove method. Modified here for use with boxes and to integrate Alerts. -Also Credit to ICT (inner circle trader) for the concepts used here: Fair value gaps and their Consequent Encroachment (CE).

by twingall