Vestrix.ai Liquidity Atlas

Vestrix.ai Liquidity Atlas
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A multi-layer map of non-obvious liquidity zones — the places where stop orders actually accumulate and where institutional reactions occur. Goes beyond the standard PDH / PWH / ONH levels every chart already shows by combining seven independent zone-detection modules into a single overlay.

What it does
Most "key level" indicators draw the obvious: yesterday's high, the weekly high, the overnight high. These levels matter, but they are public knowledge — every screen on every desk already shows them. The Liquidity Atlas focuses instead on the zones traders rarely chart by hand because each requires its own logic: equal highs, untouched legacy levels, isolated rejection wicks, failed breakouts, large fair-value gaps, untouched time-at-price highs, and round-number magnets.
Each zone type is a separate, individually toggleable module with its own parameters and its own mitigation behaviour. The real edge is confluence — where two or three of these zones overlap, reaction probability is meaningfully higher than at any single level.

How it works
The indicator runs seven detection modules in parallel. Each module identifies its zone type, draws it as a rectangle (so the zone has thickness, not just a line), keeps it on chart while it remains relevant, and removes or fades it once it is mitigated.

1. Equal Highs / Equal Lows (EQH / EQL)
Detects clusters of two or more pivot highs (or lows) that fall within a tight tolerance band. Tolerance is configurable as either an ATR multiplier or a fixed tick distance. These clusters mark resting buy-side / sell-side liquidity — pools of stop orders that have accumulated above the highs or below the lows. When price sweeps through such a zone, the liquidity grab is visible in real time.

2. Naked Levels
Tracks previous-day and previous-week highs / lows that have never been retouched since their formation. The longer a level remains untouched, the stronger its pull, because more time has passed without the resting orders being addressed. Levels expire automatically after a configurable number of days / weeks if they are not retouched.

3. Wick Clusters
Flags individual bars that produced a significant rejection wick — a wick larger than X × ATR, accounting for at least Y % of the bar's total range, and printed at an isolated extreme relative to the previous N bars. These wicks indicate that liquidity was defended at that price without trading occurring there, behaviour consistent with hidden iceberg-style orders.

4. Failed Breakouts
A two-stage detector. First, a pivot must be exceeded by at least X × ATR (the breakout). Then, within a configurable confirmation window, price must close back behind the pivot (the failure). When both conditions are met within the window, the level is marked as a failed-breakout zone — a textbook trap that statistically tends to be retested.

5. Liquidity Voids
Identifies large 3-bar fair-value gaps — only those exceeding a minimum size (X × ATR) qualify. Standard small FVGs are deliberately filtered out to avoid clutter. These voids represent vacuum areas where price moved through quickly without trading, and they tend to be filled later.

6. Naked POC
For each session, the price bucket touched by the most bars is recorded as that session's time-at-price high (a TPO-style approximation of a Point of Control, since Pine Script has no access to true volume profile data). When such a POC is never retested afterwards, it becomes a "naked POC" — typically the strongest single magnet of all the level types listed here. Bucket size is configurable to suit different instruments.

7. Round Quarters
Draws psychological round-number levels around the current price (e.g. every 25 points on ES, every 100 on NQ, every 1000 on BTC). Algorithms and retail stops cluster heavily at these prices. Configurable step size, count, and zone width.

Mitigation modes
Every module that can be mitigated offers three independently configurable mitigation modes:

Delete on Touch — the zone is removed as soon as a wick enters it. Best for keeping the chart clean.

Delete on Close Beyond — the zone is kept until a bar actually closes through it. More conservative, useful for slower timeframes.

Fade on Touch — the zone stays visible but is greyed out. Useful when you want to track historical liquidity events for context.

This per-module flexibility means you can, for example, fade EQH / EQL zones to study past sweeps while having Naked POC zones disappear immediately on first touch.

How to use it
The intended workflow is confluence-based: a single zone alone is rarely enough to trade off. The indicator earns its keep when two or three modules align at the same price.

An EQH that overlaps with a Naked POC above current price is a high-probability magnet — both stop liquidity and an unfilled value area pull.
A Liquidity Void that runs through a Round Quarter suggests the void will likely be filled at minimum to that level.
A Failed Breakout zone right above an EQH marks a textbook stop-run-and-reverse setup.

Recommended starting configuration: enable EQH / EQL, Naked Levels, and Liquidity Voids first. Add Wick Clusters and Naked POC once the chart is comfortable. Failed Breakouts and Round Quarters are best switched on situationally.
Settings

Global: label visibility, label size, max age (bars), fade transparency
Per module: enable toggle, detection thresholds, color, max-zones cap, mitigation mode
Instrument tuning: ATR-based thresholds keep the indicator self-scaling across timeframes; bucket size for Naked POC and step size for Round Quarters need to be adjusted for the instrument (ES default = 0.5 / 25; suggestions in the tooltips for MNQ, BTC, EUR/USD)

Alerts

EQH Sweep / EQL Sweep
Naked Level Hit
Failed Breakout Formed
Liquidity Void Filled

All alerts fire on confirmed bar close (no repainting).

Notes

Pivot-based modules (EQH / EQL, Failed Breakouts) confirm pivots with a Right Bars delay (default 5). New zones therefore appear with that delay relative to the pivot bar — this is normal and avoids repainting.
Wick Clusters, Voids, and Naked POC are computed in real time on the developing bar; only after bar close is the zone state final.
Naked POC is approximated through bar-count buckets, not true tick volume. It correlates strongly with a real Volume Profile POC on most instruments, but is not identical.
Concepts such as Equal Highs / Equal Lows, Liquidity Sweeps, Fair Value Gaps, and Naked POC are public Smart Money / ICT and Market Profile concepts. The contribution of this indicator is the unified detection, mitigation handling, and confluence visualization across all seven modules in a single tool.

Disclaimer
This indicator is provided for educational and analytical purposes only. It is not financial advice and does not predict future price movement. Past performance does not guarantee future results. Trade at your own risk.

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