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 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 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?

How is this different from marking swing highs and lows manually?

What does it cost?