Quantum Liquidity Map - VP, VWAP & CVD Confluence

The Quantum Liquidity Map indicator provides an institutional-grade overlay that merges Volume Profile, session-anchored VWAP, and Cumulative Volume Delta (CVD) to identify high-probability liquidity zones and order-flow confluence. By integrating these three distinct methodologies, the tool helps traders determine where institutional size is being defended, how far price has deviated from fair value, and whether current price moves are supported by actual volume conviction.

Usage

The Usage section focuses on identifying high-confluence setups where multiple systems align. Users should first identify key structural levels using the Volume Profile, specifically the Point of Control (POC) and Value Area boundaries (VAH/VAL). Once price reaches these levels, the VWAP standard deviation bands serve as a measure of statistical stretch; a touch of the ±2σ bands indicates price is overextended.

The final layer of confirmation comes from CVD divergences. If price reaches a Value Area edge while outside the VWAP bands and a CVD divergence prints, it signals a high-probability reversal setup. Conversely, if price tests a Naked POC with CVD trending in the same direction, the level is more likely to be breached or act as a strong magnet.

Details

The indicator is built on three core components:

• Volume Profile: Utilizes a visible-range calculation split into horizontal price buckets. It uses the CBOT value-area method to identify the 70% volume zone. It also tracks "Naked POCs"—untested high-volume clusters from previous sessions.
• Anchored VWAP: Calculates the volume-weighted average price from a user-defined anchor (e.g., Session, Weekly). It includes two sets of standard deviation bands derived from running variance to identify mean-reversion zones.
• CVD Divergence: Estimates Cumulative Volume Delta using the close-location-within-range method. It identifies structural swing highs/lows and flags divergences when price makes a new extreme that is not confirmed by volume pressure, filtered by an ATR gate to remove market noise.

Settings

• Profile Rows: Determines the number of horizontal buckets for the profile heatmap; higher values increase resolution.
• Value Area %: Sets the percentage of total volume used to calculate the Value Area (default is 70%).
• Lookback Bars: Defines the historical range used for the main profile calculation.
• VWAP Period: Selects the anchor reset period, ranging from 1 hour to 1 year.
• Inner/Outer SD Multiplier: Adjusts the width of the VWAP standard deviation bands.
• CVD Pivot Lookback: Sets the number of bars required on each side to confirm a swing for divergence detection.
• Mode: Toggle between "Easy" (minimalist view) and "Advanced" (full suite including HVN/LVN, Initial Balance, and Liquidity Sweeps).

FAQ

How can I access the Quantum Liquidity Map? You can get access on the LuxAlgo Library for charting platforms like TradingView, MetaTrader (MT4/MT5), and NinjaTrader for free.

Does this indicator repaint its signals? No, the indicator is non-repainting. CVD divergence signals only fire on confirmed closed bars once the required pivot lookback period has been satisfied.

What markets work best with this tool? It is recommended for liquid instruments such as futures, major FX pairs, and large-cap equities where volume data is meaningful. Avoid using it on illiquid symbols or non-standard chart types like Renko or Heikin Ashi.