Heatmap Liquidity Zones [BigBeluga]

🔵 OVERVIEW
Heatmap Liquidity Zones [BigBeluga] is a higher-timeframe volume heatmap tool designed to reveal where liquidity is concentrated inside institutional ranges.

Instead of plotting a traditional volume profile, this indicator builds a dynamic heatmap across each selected higher-timeframe candle.
It highlights high-volume price clusters, filters significant liquidity zones, and extends them forward as actionable support/resistance levels.



The result is a clean liquidity map that visualizes where participation is strongest — and where reactions are most likely to occur.

🔵 CORE CONCEPT

• HTF Range Segmentation — Each higher-timeframe candle (D/W/M or custom) defines a new accumulation range.
• ATR-Based Adaptive Binning — Vertical bin size is derived from ATR to maintain consistent resolution across volatility regimes.
• Volume Density Mapping — Volume is distributed into price bins and normalized relative to the highest-volume bin.
• Liquidity Filtering — Only bins exceeding a configurable percentage threshold are promoted to active liquidity levels.
• Self-Cleaning Zones — Liquidity levels automatically disappear once breached by price.

🔵 HOW IT WORKS

1️⃣ Higher-Timeframe Reset Logic

• When a new selected HTF candle begins, the previous range is finalized.
• A new accumulation range starts from that bar.
• High and Low are tracked dynamically throughout the segment.
  

2️⃣ ATR-Based Bin Construction

• ATR defines the vertical bin size (ATR × Multiplier).
• The total range is divided into up to Max Bins.
• This ensures bin resolution adapts automatically to volatility.
  

3️⃣ Volume Distribution

• For each completed segment, volume is distributed into bins based on proximity to bin midpoint.
• Volume per bin is normalized relative to the maximum bin.
• Each bin is assigned a heat color based on relative density:
  
  • Low Density → Purple
  • Mid Density → Cyan
  • High Density → Yellow
  
  

4️⃣ Liquidity Zone Creation

• If a bin exceeds the Liquidity Filter %, it becomes a tracked liquidity level.
  
• Liquidity levels extend forward as horizontal lines.
• The thickness is controlled by Liquidity Level Width.
• Stronger zones display larger markers and percentage labels.
  

🔵 HEATMAP VISUAL STRUCTURE

• Completed segments display full heatmap boxes across the range.
• Active segment updates in real time.
• Color intensity reflects liquidity concentration.
• High-density zones stand out clearly for institutional reference.

🔵 OPTIONAL MOVING AVERAGE

• Optional smoothing MA overlay (SMA, EMA, RMA, WMA, VWMA).
• Hidden by default.
• Can be used for confluence with liquidity zones.
  

🔵 KEY FEATURES

• Higher-timeframe segmented liquidity mapping.
• ATR-based adaptive resolution.
• Three-stage heatmap gradient.
• Configurable liquidity filtering.
• Auto-expiring support/resistance levels.
• Dynamic zone thickness based on volume strength.
• Real-time developing heatmap.
• Optional MA overlay.

🔵 HOW TO USE

• Focus on yellow (high-density) zones for strongest liquidity pools.
• Watch reactions at filtered liquidity levels.
• Use HTF segmentation (Weekly/Monthly) to identify institutional positioning.
• Combine with breakout tools for liquidity sweep setups.
• Lower ATR multiplier → more granular liquidity clusters.
• Higher Liquidity Filter % → only strongest zones remain.

🔵 INTERPRETING LIQUIDITY

• High density near highs → potential distribution.
• High density near lows → potential accumulation.
• Clustered zones → compression areas before expansion.
• Thin zones → low participation, faster price movement potential.

🔵 CONCLUSION
Heatmap Liquidity Zones [BigBeluga] transforms higher-timeframe volume into a structured liquidity map.

By combining ATR-adaptive binning, density-based heat gradients, and intelligent liquidity filtering, it highlights where institutional participation is concentrated — and where meaningful reactions are most likely.

This makes it especially powerful for identifying liquidity pools, sweep zones, and structural turning points.