CCT Levels

GENERAL OVERVIEW:
The CCT Levels indicator is a multi-component market structure and context tool designed to automatically plot higher-timeframe Points of Interest (POI), Turtle Soup levels, Liquidity levels, Killzones, and Fair Value Gaps directly on the chart. It combines multiple structural reference models into a single indicator to help traders visualize where price has previously expanded, reversed, or created imbalance in order to trade the CCT Model.

This indicator was developed by Flux Charts in collaboration with Cramson Capital.

What is the theory behind the indicator?:
The CCT Levels indicator is built on Candle Continuation Theory (CCT), a mechanical framework. It’s designed to remove discretion from trend identification and execution.

At its core, CCT is based on one principle: Markets move as a sequence of candle ranges that expand, pull back, and then continue.

A single candle is not just a price bar. It is a completed range defined by a high and a low. When price closes beyond a previous candle’s range, the market has shown directional intent. When it fails to do so, price is still inside balance.

CCT does not attempt to predict direction. It waits for the market to prove continuation by closing outside prior ranges, then uses lower-timeframe structure to enter once price pulls back and re-expands.

The CCT Levels indicator translates this theory into fully rules-based, higher-timeframe reference levels that define where continuation, rejection, and liquidity are most likely to occur.

Specifically, the indicator highlights:

• Where price has already expanded (Point of Interest (POI) Levels)
  

These mark previously untapped highs or lows that a higher-timeframe candle closed beyond, confirming expansion and directional intent.

• Where false breaks may occur (Turtle Soup Levels)
  

These mark the high or low of the most recently closed candle, capturing areas where price may briefly break and reverse.

• Where price is most likely drawn back to (Liquidity Levels)
  

These mark the extreme of a completed higher-timeframe candle range and serve as continuation targets after pullbacks.

• When institutional trading activity is most active (CCT Killzones)
  

These highlight key session windows where expansions and reversals are most likely to occur.

• Where price moved too quickly to trade fairly (Fair Value Gaps)
  

These highlight imbalances where price may later rebalance before continuing.

CCT LEVELS FEATURES:
The CCT Levels indicator includes 5 main features:

1. POI Levels
   
2. Turtle Soup Levels
   
3. Liquidity Levels
   
4. CCT Killzones
   
5. Fair Value Gaps
   

POI LEVELS:
🔹What are POI Levels?
Point of Interest (POI) Levels are higher-timeframe expansion levels derived directly from completed candle ranges. In Candle Continuation Theory, a POI represents the exact moment the market proves directional intent by closing outside of a previously respected range.

A POI is not a random high or low. It is a range boundary that price had never traded through before, which was then accepted by a higher-timeframe candle close.

In CCT, this matters because:

• As long as price is inside a prior range, the market is still in balance
  
• Only when price closes beyond that range does continuation become valid
  
• POIs mark those confirmed expansion points
  

The CCT Levels indicator supports two independent POI level sets, each based on a user-selected timeframe, allowing traders to monitor multiple layers of higher-timeframe expansion simultaneously.

🔹How POI Levels Are Identified
POI Levels are calculated exclusively from the timeframe selected in the indicator settings, not from the chart timeframe. This allows traders to view higher-timeframe structure while operating on lower-timeframe charts.

For each enabled POI timeframe, the indicator follows a fixed, rules-based process:

1. The indicator continuously monitors the selected timeframe and waits for a candle to close. (Only closed candles are evaluated by the indicator. The currently forming candle is ignored.)
Once a candle closes, the indicator first determines the candle’s direction by comparing its open and close.

2. The indicator then checks whether that candle closed beyond a previously untapped area:

• For bullish candles, it checks whether price closed above prior untapped highs.
  
• For bearish candles, it checks whether price closed below prior untapped lows.
  

3. If the candle both:

• Closes in one direction and
  
• Breaks into an area that had not yet been traded through a new Point of Interest is created.
  

4. The level that was broken for the first time becomes the active POI for that timeframe. If a completed candle does not break into a new untapped area, no new POI is formed, and the most recent POI remains active and displayed.

POI Levels represent freshly broken, previously untouched highs or lows, not arbitrary candle extremes.

🔹Bullish POI Level Example
A Bullish Point of Interest Level forms when price expands upward into a previously untapped high on the selected POI timeframe. This process is entirely rules-based and only evaluates closed candles.

◇ Step One
The indicator first references the POI timeframe selected in the settings. All logic described below is evaluated only on that timeframe, regardless of the chart timeframe you are viewing.

For example, if the POI timeframe is set to 1H, then only closed 1-hour candles are evaluated.

◇ Step Two
Once a candle closes, the indicator compares its open and close.

A candle is classified as bullish when it closes above its open. If the candle does not close bullish, no bullish POI can form.

◇ Step Three
After confirming a bullish close, the indicator looks for previous highs that the current candle closed above and checks for untapped highs.

An untapped high is a high that formed and price never traded at the same level or higher since it formed.


◇ Step Four
For a bullish POI to form, the closed bullish candle must close above an untapped high, not just wick above it. This distinction is critical because a wick alone means rejection, but a close means acceptance of higher value.

The indicator will automatically plot the level, and when a POI forms, it will display a label indicating the timeframe from which it originated.


🔹Bearish POI Level Example
A Bearish POI Level forms when price expands downward into a previously untapped low on the selected POI timeframe. This process is entirely rules-based and evaluates only closed candles on the chosen POI timeframe.

◇ Step One
The indicator first references the POI timeframe selected in the settings. All bearish POI logic is evaluated strictly on that timeframe, regardless of the chart timeframe you are viewing.

For example, if the POI timeframe is set to 1H, then only 1-hour candles that closed are used to detect bearish POIs.

◇ Step Two
Once a candle on the POI timeframe fully closes, the indicator compares its open and close.

A candle is classified as bearish when it closes below its open. If the candle does not close bearish, no bearish POI can form, and the indicator moves on without updating the level.

◇ Step Three
After confirming a bearish close, the indicator looks for previous lows that the candle closed below and checks whether those lows were untapped.

An untapped low is a low that formed and price has never traded at or below that level since it formed. If price has previously wicked into or traded through that low, it is considered taken out and is ignored by the indicator.


◇ Step Four
For a bearish POI to form, the completed bearish candle must close below an untapped low, not wick below it. This distinction is critical since a wick below a low signals rejection, while a close below the low signals acceptance of lower value. Every untapped low the candle closes below is marked as a bearish POI level.

The indicator automatically plots the level(s) with labels showing the timeframe from which the POI originated.


🔹POI Level Replacement Logic
POI Levels are designed to always reflect the most recent valid higher-timeframe expansion, not every candle that prints.

Once a POI is formed, it becomes the active POI for that timeframe and remains visible on the chart until a new valid POI replaces it.

Here’s how that logic works in practice:

• If the next completed candle on the POI timeframe does not break into a new untapped area, no new POI is created
  
• When no new POI forms, the most recent POI remains active and continues extending on the chart
  

If price later prints a closed candle that breaks into a new untapped high (bullish) or untapped low (bearish), then:

• The previous POIs are removed
  
• The newly formed POIs replace them
  

At all times, the indicator shows only the latest valid POI per timeframe.

🔹POI Settings
◇ POI Timeframes
The indicator supports two separate POI level sets, each with its own timeframe selection. Each POI set’s timeframe can be customized, and each set can be individually enabled or disabled. This allows traders to view, for example, 1H and Daily POIs simultaneously on the same chart.


◇ Labels
The Labels option controls whether POI levels display text labels. When enabled, each POI shows a label with its originating timeframe (e.g., 1H, 1D). When disabled, POI lines remain visible, and labels are hidden. Label text color and size is fully customizable as well.


◇ Extend Levels
The Extend Levels setting controls how far POI levels project into the future. When enabled, POI levels extend a user-defined number of bars forward.

◇ Line Style
POI levels can be styled using:

• Solid
  
• Dashed
  
• Dotted
  

◇ Line Width
The Line Width setting controls the thickness of POI level lines.

◇ Color Customization
Each POI set has independent color controls for Bullish POI Levels and Bearish POI Levels. This makes it easy to visually separate direction, timeframe, or importance at a glance.

TURTLE SOUP LEVELS:
🔹What are Turtle Soup Levels?
Turtle Soup Levels are higher-timeframe false expansion reference levels derived from the most recently completed candle range. In Candle Continuation Theory, these levels highlight where price may briefly break a range and fail, trapping breakout traders before reversing.

While POI Levels mark accepted expansion, Turtle Soup Levels mark potential rejection.

They are designed to capture the exact edge of the most recent higher-timeframe candle range, which is often the first area price probes during continuation pullbacks or failed break attempts.

In the CCT Levels indicator, Turtle Soup Levels are:

• Automatically detected
  
• Based strictly on a user-selected timeframe
  
• Continuously updated using closed candles only
  

Unlike POI Levels, Turtle Soup Levels:

• Update every time a new candle closes
  
• Always reflect the most recent completed candle
  
• Do not depend on untapped highs or lows
  
• Do not persist conditionally
  

The indicator supports two independent Turtle Soup level sets, each with its own timeframe and styling options.

🔹How Turtle Soup Levels Are Identified
Turtle Soup Levels are calculated strictly from the timeframe selected in the settings, not the chart timeframe. For each enabled Turtle Soup timeframe, the indicator follows this exact process:

1. The indicator waits for a candle on the selected timeframe to fully close
   
2. Once the candle closes, the indicator evaluates its direction by comparing the open and close
   
3. Based on that direction, a single level is plotted. If the candle is Bearish, the high is considered the Turtle Soup. If the candle is Bullish, the low is considered the Turtle Soup.
   

That level becomes the active Turtle Soup level and is updated again on the next candle close

🔹Turtle Soup Low Example
A Turtle Soup Low forms when the most recently closed candle on the selected Turtle Soup timeframe closes bullish.

◇ Step One
The indicator references the Turtle Soup timeframe selected in the settings. All logic is evaluated only on that timeframe.

For example, if the Turtle Soup timeframe is set to 1H, only closed 1-hour candles are used.

◇ Step Two
Once the candle closes, the indicator checks its direction. A candle is classified as bullish when it closes above its open.

◇ Step Three
If the candle is bullish, the indicator automatically marks the low of that closed candle. That low becomes the Turtle Soup Level. The level is plotted immediately and labeled “TS” when labels are enabled.


🔹Turtle Soup High Example
A Turtle Soup High forms when the most recently closed candle on the selected Turtle Soup timeframe closes bearish.

◇ Step One
The indicator references the Turtle Soup timeframe selected in the settings. All logic is evaluated only on that timeframe.

For example, if the Turtle Soup timeframe is set to 1H, only closed 1-hour candles are used.

◇ Step Two
Once the candle closes, the indicator checks its direction. A candle is classified as bearish when it closes below its open.

◇ Step Three
If the candle is bearish, the indicator automatically marks the high of that closed candle. That high becomes the Turtle Soup Level. The level is plotted immediately and labeled “TS” when labels are enabled.


🔹Turtle Soup Level Replacement Logic
Turtle Soup Levels are intentionally designed to be fully dynamic and always current.

Unlike POI Levels, Turtle Soup Levels do not persist conditionally and do not wait for special criteria to remain active.

The update logic works as follows:

• On every completed candle of the selected Turtle Soup timeframe, the indicator recalculates the Turtle Soup Level
  
• The level is derived only from the most recently closed candle
  
• The previously plotted Turtle Soup level is removed, and the newly calculated level replaces it
  

Thus, there is always exactly one active Turtle Soup level per timeframe.

🔹Turtle Soup Settings
◇ Turtle Soup Timeframes
The indicator supports two separate Turtle Soup level sets, each with its own timeframe selection. Each Turtle Soup set’s timeframe can be customized, and each set can be individually enabled or disabled. This allows traders to view, for example, 1H and Daily Turtle Soups simultaneously on the same chart.


◇ Labels
The Labels option controls whether Turtle Soup levels display text labels. When enabled, each Turtle Soup level includes a label with text of “TS”. When disabled, Turtle Soup lines remain visible, and labels are hidden. Label text color and size is fully customizable as well.


◇ Extend Levels
The Extend Levels setting controls how far Turtle Soup levels project into the future. When enabled, Turtle Soup levels extend a user-defined number of bars forward.

◇ Line Style
Turtle Soup levels can be styled using:

• Solid
  
• Dashed
  
• Dotted
  

◇ Line Width
The Line Width setting controls the thickness of Turtle Soup lines.

◇ Color Customization
Each Turtle Soup set has independent color controls for different timeframes.

LIQUIDITY LEVELS:
🔹 What are Liquidity Levels?
Liquidity Levels are higher-timeframe draw-on reference levels derived from completed candle ranges and anchored to confirmed expansion events. In Candle Continuation Theory, once the market proves direction by closing beyond a prior range (a POI), price often revisits prior extremes where orders previously accumulated or were left unfilled. Liquidity Levels represent those areas.

They are not random highs or lows. They are range extremes of completed higher-timeframe candles, selected only after the market has already shown directional intent through a POI.

In CCT terms:

• POIs confirm directional acceptance
  
• Liquidity Levels define where price may seek resolution
  

This separation is intentional. Liquidity Levels are contextual targets, not entry signals.

🔹How Liquidity Levels Are Identified
Liquidity Levels are calculated strictly from the timeframe selected in the settings, not from the chart timeframe.

For each enabled Liquidity timeframe, the indicator follows this fixed, rules-based process:

1. The indicator continuously monitors the selected Liquidity timeframe and waits for a candle to fully close. (Only closed candles are evaluated)
   
2. Once a candle closes, the indicator evaluates its direction by comparing the candle’s open and close. If the candle closes bullish, the high of that candle becomes the Liquidity Level. If the candle closes bearish, the low of that candle becomes the Liquidity Level.
   
3. That price is plotted as the active Liquidity Level and labeled “$$$” when labels are enabled.
   

However, unlike Turtle Soup Levels, Liquidity Levels are not updated on every candle close.

🔹Liquidity Level Update Logic
Liquidity Levels are tied directly to POI formation.

This means:

• Liquidity Levels are only recalculated when a new POI forms
  
• If no new POI forms, Liquidity Levels remain unchanged, even as new candles close
  

This allows Liquidity Levels to persist across multiple candles like POI Levels.

In practice:

• When a POI updates, the Liquidity Level is recalculated using the most recent closed candle on the Liquidity timeframe
  
• When no POI updates occur, the Liquidity Level continues extending forward
  
• This behavior mirrors how POI Levels persist when no new POIs are formed, ensuring Liquidity Levels remain relevant and not noisy.
  

🔹Bullish Draw on Liquidity Example
A Bullish Liquidity Level forms when the most recent closed candle on the selected Liquidity timeframe closes bullish, and a new POI event triggers an update.

◇ Step One
The indicator references the Liquidity timeframe selected in the settings.

For example, if the Liquidity timeframe is set to 1H, only closed 1-hour candles are evaluated.

◇ Step Two
Once a candle closes, the indicator checks its direction. A candle is classified as bullish when it closes above its open.

◇ Step Three
If a new POI has formed and the candle is bullish, the indicator marks the high of that candle. That high becomes the Bullish Draw on Liquidity Level.

◇ Step Four
The level is labeled “$$$” when labels are enabled and remains active until the next POI-triggered update. If subsequent candles close bullish or bearish without a new POI forming, the Liquidity Level does not change.


🔹Bearish Draw on Liquidity Example
A Bearish Liquidity Level forms when the most recent closed candle on the selected Liquidity timeframe closes bearish, and a new POI event triggers an update.

◇ Step One
The indicator references the Liquidity timeframe selected in the settings.

For example, if the Liquidity timeframe is set to 1H, only closed 1-hour candles are evaluated.

◇ Step Two
Once a candle closes, the indicator checks its direction. A candle is classified as bearish when it closes below its open.

◇ Step Three
If a new POI has formed and the candle is bearish, the indicator marks the low of that candle. That low becomes the Bearish Draw on Liquidity Level.

◇ Step Four
The level is labeled “$$$” when labels are enabled and remains active until the next POI-triggered update. If subsequent candles close bullish or bearish without a new POI forming, the Liquidity Level does not change and continues extending on the chart.


🔹Liquidity Level Persistence Logic
Liquidity Levels are intentionally designed to be contextual and stable, rather than updating on every candle close. In Candle Continuation Theory, liquidity is only relevant after the market has proven direction through a higher-timeframe expansion. For that reason, Liquidity Levels are tied directly to POI formation, not to individual candles.

Once a Liquidity Level is plotted, it remains active and continues extending forward until a new POI forms. If additional candles close on the Liquidity timeframe without a new POI being created, the Liquidity Level does not change. This prevents unnecessary recalculation and ensures the level remains aligned with the most recent confirmed expansion rather than short-term price fluctuations.

When a new POI forms, the existing Liquidity Level is removed and a new one is calculated using the most recently closed candle on the selected Liquidity timeframe. At any given time, only the most recent Liquidity Level per timeframe is displayed. Liquidity Levels never stack, and they always correspond to the latest POI-driven market context.

🔹Liquidity Level Settings
◇ Liquidity Timeframes
The indicator supports two separate Liquidity Level sets, each with its own timeframe selection. Each Liquidity set’s timeframe can be customized, and each set can be individually enabled or disabled. This allows traders to view, for example, 1H and Daily Liquidity Levels simultaneously on the same chart.


◇ Labels
The Labels option controls whether Liquidity Levels display text labels. When enabled, each Liquidity Level includes a label with the text “$$$”. When disabled, Liquidity Level lines remain visible, and labels are hidden. Label text color and size are fully customizable as well.


◇ Extend Levels
The Extend Levels setting controls how far Liquidity Levels project into the future. When enabled, Liquidity Levels extend a user-defined number of bars forward.

◇ Line Style
Liquidity Levels can be styled using:

• Solid
  
• Dashed
  
• Dotted
  

◇ Line Width
The Line Width setting controls the thickness of Liquidity Level lines.

◇ Color Customization
Each Liquidity Level set has independent color controls, allowing traders to visually separate Liquidity Levels by timeframe or from other level types on the chart.

CCT KILLZONES:
🔹What Are CCT Killzones?
CCT Killzones are time-based market context zones designed to highlight specific trading sessions where institutional participation is most active. Rather than marking price levels, Killzones define when price is most likely to expand, consolidate, or reverse based on session transitions.

In Candle Continuation Theory, timing matters just as much as structure. Higher-timeframe expansions (POIs) and Liquidity Levels provide where price is reacting, while Killzones provide when meaningful interaction is more likely to occur.

The CCT Levels indicator includes built-in Killzones to visually frame price action during key global trading sessions without requiring manual session marking.

🔹How CCT Killzones Are Identified
CCT Killzones are calculated using fixed session times, not price-based conditions. They are plotted directly on the chart as shaded boxes during predefined windows, adjusted to New York time for consistency.

Each Killzone follows this rules-based process:

• The indicator checks whether the current chart timeframe is intraday
  
• If the chart is intraday, the indicator monitors time-of-day relative to predefined session windows
  
• When price enters a Killzone window, a shaded box begins plotting
  
• While the session is active, the box dynamically expands to capture the session’s high and low
  
• When the session ends, the box stops expanding and remains visible as historical context
  

🔹Included CCT Killzones
The indicator includes four Killzones, each corresponding to a major global trading session:

• Asia Killzone – 20:00-22:00 EST
  
• London Killzone – 02:00-04:00 EST
  
• New York Killzone – 10:00-12:00 EST
  
• Daily Open – 17:00-18:00 EST
  

Each Killzone can be independently enabled or disabled in the settings.

🔹CCT Killzone Settings
◇ Killzone Visibility
Each Killzone (Asia, London, New York) has its own enable/disable toggle, allowing traders to display only the sessions they want to focus on.

◇ Killzone Colors
Each Killzone has an independent color setting. Colors can be customized to visually distinguish sessions or match a preferred chart theme.


◇ Labels
The Labels option controls whether Killzones display text labels (e.g., ASIA, LONDON, NY). When enabled, labels appear within the Killzone box. Label color and size are fully customizable. When disabled, Killzones remain visible without text.


◇ Label Size
Label size can be adjusted using standard size options (Tiny, Small, Normal, Large, Huge).

FAIR VALUE GAPS:
🔹What is a Fair Value Gap?:
A Fair Value Gap (FVG) is an area where the market’s perception of fair value suddenly changes. On your chart, it appears as a three-candle pattern: a large candle in the middle, with smaller candles on each side that don’t fully overlap it. A bullish FVG forms when a bullish candle is between two smaller bullish/bearish candles, where the first and third candles’ wicks don’t overlap each other at all. A bearish FVG forms when a bearish candle is between two smaller bullish/bearish candles, where the first and third candles’ wicks don’t overlap each other at all.

Bullish & Bearish FVGs:


In the settings, you can toggle on/off FVGs, choose the invalidation method, adjust the sensitivity, and toggle on FVG Midline.

🔹FVG Settings
◇ Enabled
This toggle controls whether Fair Value Gaps are displayed on the chart. When disabled, no FVG zones are calculated or plotted.

◇ Invalidation Method
The Invalidation Method setting allows traders to choose how an FVG is invalidated. You can choose between Close and Wick.

• Close: A candle must close below a bullish FVG or above a bearish FVG to invalidate it.
  

• Wick: A candle’s wick must go below a bullish FVG or above a bearish FVG to invalidate it.
  

◇ Sensitivity
The sensitivity setting determines the minimum gap size required for an FVG detection. A higher sensitivity will filter out smaller gaps, while a lower sensitivity will detect more frequent, smaller gaps. Setting the sensitivity to 0 will display all gaps, regardless of their size.

◇ Midline
When enabled, the indicator plots a midline inside each Fair Value Gap. The midline represents the midpoint of the imbalance range and can be used as a reference for partial rebalancing or reactions.

Midline customization includes:

• Midline toggle on/off
  
• Midline color
  
• Midline line style (Solid, Dashed, Dotted)
  

◇ Only Show 1M/15M
This option restricts Fair Value Gap detection and display to only the 1-minute and 15-minute timeframes.

When enabled:

• FVGs will only appear when the chart timeframe is 1-minute or 15-minute
  
• Higher-timeframe FVGs are hidden
  

IMPORTANT NOTES:
TradingView has limitations when running features on multiple timeframes, which can result in the following restriction:

Computation Error:
The computation of using MTF features is very intensive on TradingView. This can sometimes cause calculation timeouts. When this occurs, simply force the recalculation by modifying one indicator’s settings or by removing the indicator and adding it to your chart again.

UNIQUENESS:
The CCT Levels indicator is unique because it provides a fully rules-based implementation of Candle Continuation Theory using only completed candle structure. Every level is derived mechanically from user-selected timeframes with no discretion, prediction, or repainting. POI Levels define confirmed expansion, Turtle Soup Levels mark failure risk, Liquidity Levels anchor continuation context, Killzones control timing, and Fair Value Gaps highlight imbalance. Together, these components form a single, objective framework for reading market context across all markets and timeframes.