# Historical Liquidity Proximity Heatmap Historical Liquidity Proximity Heatmap is an indicator on [Vela](https://vela.luxalgo.com/chart), our next-generation charting platform, written in Pine Script®. Maps the historical swing levels nearest to current price as a volume-graded field of heatmap dots: pivot highs stacked above, pivot lows below, each colored by the volume that formed it. Two volume-weighted average lines distill the field into clean breakout references. Nearby liquidity, mapped without the clutter of every old level. - Indicator in the LuxAlgo Library, by LuxAlgo, published May 12, 2026. - Access: free. - Concepts: [Resting Liquidity / Liquidity Heatmap](https://www.luxalgo.com/library/concept/resting-liquidity-liquidity-heatmap/) (primary), [Liquidity Pool](https://www.luxalgo.com/library/concept/liquidity-pool/) - Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=cmpwn20nz002rvhsgpx0uust7 - Page: https://www.luxalgo.com/library/indicator/historical-liquidity-proximity-heatmap/ **Historical Liquidity Proximity Heatmap** keeps a rolling memory of swing pivots and displays only those closest to the current price, colored by the volume traded when each level formed. It borrows the reading style of a [liquidity heatmap](https://www.luxalgo.com/library/concept/resting-liquidity-liquidity-heatmap/) but sources its levels from market structure: stored pivot highs above price and pivot lows below are sorted by distance on every bar, and only the nearest P levels are drawn, a support and resistance map focused on what price can actually reach next. ## How to Trade the Historical Liquidity Proximity Heatmap? - **Clustered dots**: several levels packed together suggest a concentration of resting orders, the kind of [liquidity pool](https://www.luxalgo.com/library/concept/liquidity-pool/) that can serve as target, obstacle, or sweep zone. - **High-contrast colors**: pivots formed on heavier volume, implying stronger participation; faint dots mark lighter, less significant structure. - **Sweep behavior**: price pushing through several pivot-high dots and quickly falling back suggests a buy-side sweep; the mirror move through pivot-low dots suggests a sell-side one. - **Volume-Weighted Highs / Lows**: the dotted red and green lines average the nearest pivots, weighted by volume. Clearing the highs line suggests nearby supply has been absorbed, breaking the lows line the same for demand. First contact tells you plenty: a sharp rejection at a dot marks a level still being defended, while an easy pass-through on momentum suggests the liquidity there is spent. ## Historical Liquidity Proximity Heatmap Settings - **Pivot Left/Right Length**: swing detection sensitivity. Larger values isolate major structure, smaller ones catch short-term pivots. - **Historical Buffer Size**: how many pivots are remembered; larger buffers reach further back in time. - **Number of Points (P)**: the maximum count of nearby levels shown and averaged. - **Dot Transparency** and **Color Theme**: visual controls, with palettes including Viridis, Inferno, Magma, Plasma, Cividis, and Turbo. ## Frequently Asked Questions ### What do the dot colors encode? The volume recorded when each pivot formed, mapped through perceptually uniform palettes so intensity differences read naturally. In the default Viridis and most other palettes, brighter dots mean heavier historical participation at that level; in Turbo the heaviest pivots run to dark red. ### How is this different from marking swing highs and lows manually? The indicator re-sorts its stored pivots on every bar by distance from price, so the map always reflects the levels that matter now. For the classic two-sided view of swing extremes as raidable liquidity, see [Buyside & Sellside Liquidity](https://www.luxalgo.com/library/indicator/buyside-sellside-liquidity/). ### What does it cost? Nothing. It is a free pick from the LuxAlgo Library. You can also copy the source code from this page and run it anywhere Pine Script® runs. ## Related indicators - [Liquidity Heatmap LTF](https://www.luxalgo.com/library/indicator/liquidity-heatmap-ltf/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/liquidity-heatmap-ltf.md - [Volume Bubbles & Liquidity Heatmap](https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap.md - [Crypto Liquidation Heatmap](https://www.luxalgo.com/library/indicator/crypto-liquidation-heatmap/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/crypto-liquidation-heatmap.md - [Liquidity Price Depth Chart](https://www.luxalgo.com/library/indicator/liquidity-price-depth-chart/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/liquidity-price-depth-chart.md - [Liquidity Swings](https://www.luxalgo.com/library/indicator/liquidity-swings/) (Liquidity Pool): markdown at https://www.luxalgo.com/library/indicator/liquidity-swings.md - [Liquidity Levels](https://www.luxalgo.com/library/indicator/liquidity-levels/) (Liquidity Pool): markdown at https://www.luxalgo.com/library/indicator/liquidity-levels.md - [Volume Footprint](https://www.luxalgo.com/library/indicator/volume-footprint/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-footprint.md - [Liquidity Structure & Order Flow](https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow.md --- Source: https://www.luxalgo.com/library/indicator/historical-liquidity-proximity-heatmap/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/