Delivery Shift CISD

The [Viprasol] Delivery Shift CISD indicator provides an advanced Change in State of Delivery detection system that identifies market reversals when price closes beyond the origin of an opposing momentum leg. This tool combines ICT-based delivery shift logic with a multi-factor confluence scoring system to grade trade quality and project automated risk management levels.

Usage

The Usage section explains how to interpret the delivery shifts and the grading system provided by the script.

CISD Detection and Grading

The indicator tracks price action to find moments where price "flips" the delivery state. When a candle closes back through the open of a previous opposing candle, a CISD event is triggered.

• A/B/C Grades: Each signal is automatically graded based on a 0-4 confluence score. This score is derived from displacement strength, liquidity sweeps, HTF alignment, and volume surges.
• Origin Levels: Horizontal green (bullish) or red (bearish) lines mark the price level where the delivery shift originated, serving as points of interest for retests.

Signal Filtering

To refine entries, users can apply several "gates" through the settings:

• Minimum Score: Filter out low-probability "C" grade setups by requiring a minimum confluence score.
• Volume Surge: Ensures the shift is backed by institutional participation by requiring volume to exceed a rolling average.
• HTF Bias: Only allows bullish signals when price is above a Higher Timeframe EMA (and vice versa for bearish).
• Cooldown: Prevents over-trading by enforcing a minimum bar count between qualified signals.

Risk Management

When a "Qualified" signal appears (one that passes all active filters), the indicator projects an automated risk overlay:

• Entry: Set at the CISD origin level.
• Stop-Loss (SL): Placed beyond the local swing extreme plus an ATR-based buffer.
• Take-Profit (TP): Calculated based on the user-defined Risk:Reward ratio.

Details

The script executes a multi-step detection engine to ensure signal validity. It first identifies "Swing Liquidity" by tracking pivot highs and lows; if a CISD occurs immediately after a liquidity sweep, it is flagged as a "Strong CISD."

The "Displacement Ratio" test is a core implementation detail. It measures the strength of the leg relative to the origin level. A marginal "noise" move will not trigger a CISD; price must decisively close through the origin with a ratio exceeding the user-defined Noise Filter. The Higher Timeframe (HTF) calculations use non-repainting logic (request.security with lookahead disabled) to ensure the bias reflects real-time trading conditions.

Settings

Calculations

• Noise Filter: Threshold for the displacement ratio (0.0 to 1.0). Higher values require stronger price moves to trigger a signal.
• Swing Period: The lookback period for detecting pivot highs/lows.
• Expiry Bars: Number of bars before inactive liquidity lines are removed.
• Liquidity Lookback: Number of bars to check for a sweep prior to a CISD.

Signal Filters (Viprasol)

• Signal Cooldown: Minimum number of bars required between qualified signals.
• Require Volume Surge: Toggles volume-based filtering. Includes length and multiplier settings.
• Require HTF EMA Bias: Filters signals based on the trend of a higher timeframe.

Confluence & Quality

• Show Quality Grade: Displays the A/B/C label on the chart.
• Minimum Confluence Score: The threshold (0-4) a signal must reach to be considered "Qualified."

Risk Overlay

• ATR Period: Used for calculating the Stop-Loss buffer.
• SL ATR Buffer: Multiplier for ATR to add extra room to the Stop-Loss.
• Risk:Reward: Sets the distance for the Take-Profit relative to the risk.

FAQ

What makes a CISD signal "Grade A"? A Grade A signal typically meets 3 or 4 confluence criteria: strong displacement, occurring after a liquidity sweep, aligning with the HTF trend, and having a significant volume surge.

Why are some CISD lines not showing the Risk Overlay? The Risk Overlay only appears on "Qualified" signals. If a signal does not meet your Minimum Confluence Score or fails an active filter (like HTF Bias), it will show the CISD origin but not the SL/TP levels.

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