LIQUIDITY ANCHORMicro E-mini Nasdaq-100 Index Futures (Jun 2026)CME_MINI:MNQM2026marcohernandez937// This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International // https://creativecommons.org/licenses/by-nc-sa/4.0/ // © BigBeluga //@version=6 indicator("Liquidity-Anchored Trailing Stop ", overlay=true, max_bars_back = 5000, max_lines_count = 500) // ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ atrLength = input.int(14, "ATR Length", minval=1, group="Calculation Settings", tooltip="The lookback period used for the Average True Range (ATR) calculation to determine market volatility.") src = input.source(close, "Source", group="Calculation Settings", tooltip="The price source (e.g., Close, HL2) used as the baseline for the trailing stop calculations.") mult1 = input.float(6.5, "Band Offset", step=0.1, group="Calculation Settings", tooltip="The base ATR multiplier for the first trailing stop band. Subsequent bands (2, 3, and 4) are calculated by adding +1, +2, and +3 to this value respectively.") // Incremental offsets logic mult2 = mult1 + 1 mult3 = mult2 + 1 mult4 = mult3 + 1 // Volume Profile Inputs vp_show = input.bool(true, "Show Volume Profile", group="Volume Profile", tooltip="Toggle the visibility of the volume profile histogram on the right side of the chart.") vp_rows = input.int(30, "Profile Rows", minval=5, maxval=100, group="Volume Profile", tooltip="Defines the vertical granularity by dividing the trend range into this many price bins.") vp_width = input.int(40, "Profile Width (Bars)", minval=1, group="Volume Profile", tooltip="The maximum horizontal width of the volume bars, measured in chart bars.") vp_peaks = input.bool(true, "Show Peak Levels (HVNs)", group="Volume Profile", inline = "HVNs") vp_peaks_st = input.string("Dotted", "", , inline = "HVNs", group="Volume Profile") vp_peaks_width = input.int(1, "", inline = "HVNs", group="Volume Profile" , tooltip="When enabled, the indicator identifies 'High Volume Nodes' where a bin's volume is higher than both its upper and lower neighbors, drawing horizontal structural levels at these points.") vp_peaks_stl = switch vp_peaks_st "Dotted" => line.style_dotted "Solid" => line.style_solid "Dashed" => line.style_dashed // Color Inputs bullColor = input.color(color.rgb(26, 209, 96), "Bullish Trend Line", group="Visual Settings", tooltip="Primary color used for the heatmap and volume profile during an uptrend.") bearColor = input.color(color.rgb(26, 84, 209), "Bearish Trend Line", group="Visual Settings", tooltip="Primary color used for the heatmap and volume profile during a downtrend.") atrDisp = input.bool(true, "Trailing Stop (Heatmap)", group="Visual Settings") vp_offset = vp_width + 10 // } // ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ atr = ta.atr(atrLength) // Initialize variables var float ts1 = na var float ts2 = na var float ts3 = na var float ts4 = na var int trend = 1 // 1 for Up, -1 for Down // Calculate basic offsets upper1 = src - (atr * mult1) upper2 = src - (atr * mult2) upper3 = src - (atr * mult3) upper4 = src - (atr * mult4) lower1 = src + (atr * mult1) lower2 = src + (atr * mult2) lower3 = src + (atr * mult3) lower4 = src + (atr * mult4) // Trend & Trailing Logic if trend == 1 if src < ts4 trend := -1 ts1 := lower1 ts2 := lower2 ts3 := lower3 ts4 := lower4 else ts1 := math.max(upper1, nz(ts1, upper1)) ts2 := math.max(upper2, nz(ts2, upper2)) ts3 := math.max(upper3, nz(ts3, upper3)) ts4 := math.max(upper4, nz(ts4, upper4)) else if src > ts4 trend := 1 ts1 := upper1 ts2 := upper2 ts3 := upper3 ts4 := upper4 else ts1 := math.min(lower1, nz(ts1, lower1)) ts2 := math.min(lower2, nz(ts2, lower2)) ts3 := math.min(lower3, nz(ts3, lower3)) ts4 := math.min(lower4, nz(ts4, lower4)) // Visuals & Logic activeTrendColor = trend == 1 ? bullColor : bearColor // Create dynamic heatmap colors based on the trend and user-defined opacity hColor1 = activeTrendColor trendChange = trend != trend lowest = ta.lowest(30) highest = ta.highest(30) var trendHigh = high var trendLow = low var trendStartBar = 0 if trendChange trendHigh:= ts4 > highest ? ts4 : highest trendLow := ts4 < lowest ? ts4 : lowest trendStartBar := bar_index else trendHigh := math.max(trendHigh, high) trendLow := math.min(trendLow, low) // Plots plot1 = plot(trendChange ? na : ts1, "Stop 1", color=color.new(activeTrendColor, 80), linewidth=1, style = plot.style_linebr, display = display.none) plot2 = plot(trendChange ? na : ts2, "Stop 2", color=color.new(activeTrendColor, 50), linewidth=2, style = plot.style_linebr, display = display.none) plot3 = plot(trendChange ? na : ts3, "Stop 3", color=color.new(activeTrendColor, 25), linewidth=2, style = plot.style_linebr, display = display.none) plot4 = plot(trendChange ? na : ts4, "Stop 4", color=color.new(activeTrendColor, 0), linewidth=3, style = plot.style_linebr) // Heatmap Fills fill(plot1, plot2, color.new(activeTrendColor, 90), title="Inner Heatmap", display = atrDisp ? display.all : display.none) fill(plot2, plot3, color.new(activeTrendColor, 75), title="Middle Heatmap", display = atrDisp ? display.all : display.none) fill(plot3, plot4, color.new(activeTrendColor, 60), title="Outer Heatmap", display = atrDisp ? display.all : display.none) if trendChange if trend == 1 label.new(bar_index, ts4, "▲\nBull", color = na, textcolor = chart.fg_color, style = label.style_label_up) else label.new(bar_index, ts4, "Bear\n▼", color = na, textcolor = chart.fg_color, style = label.style_label_down) // } // ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{ // Volume Profile & Peak Detection var box vpBoxes = array.new_box() var line vpLines = array.new_line() var label vpLabels = array.new_label() if barstate.islast for b in vpBoxes box.delete(b) for l in vpLines line.delete(l) for l in vpLabels label.delete(l) array.clear(vpBoxes) array.clear(vpLines) array.clear(vpLabels) float binSize = (trendHigh - trendLow) / vp_rows float volumes = array.new_float(vp_rows, 0.0) float maxVol = 0.0 // Accumulate volume across the current trend segment int lookback = math.min(bar_index, bar_index - trendStartBar+100) for i = 0 to lookback int binIdx = math.min(vp_rows - 1, math.max(0, int((close - trendLow) / binSize))) float v = nz(volume) float currentBinVol = array.get(volumes, binIdx) array.set(volumes, binIdx, currentBinVol + v) if (currentBinVol + v) > maxVol maxVol := currentBinVol + v // Drawing Loop for i = 0 to vp_rows - 1 float vol = array.get(volumes, i) float top = trendLow + (binSize * (i + 1)) float bottom = trendLow + (binSize * i) float mid = (top + bottom) / 2 int boxWidth = int((vol / maxVol) * vp_width) color binCol = color.from_gradient(boxWidth, 0, vp_width, color.new(activeTrendColor, 65), activeTrendColor) if vp_show b = box.new(bar_index + vp_offset+1, top, bar_index + vp_offset - boxWidth, bottom, bgcolor=binCol, border_color=chart.bg_color, text = boxWidth == vp_width ? str.tostring(vol, format.volume) : "", text_color = color.rgb(255, 206, 71)) vpBoxes.push(b) // Peak Logic: Check if current bin is higher than its neighbors if vp_peaks and i > 0 and i < vp_rows - 1 float prevVol = array.get(volumes, i - 1) float nextVol = array.get(volumes, i + 1) if vol > prevVol and vol > nextVol l = line.new(trendStartBar, mid, bar_index + vp_offset - (vp_show ? boxWidth : 0), mid, color=binCol, width=boxWidth == vp_width ? 3 : 1, style= boxWidth == vp_width ? line.style_solid : vp_peaks_stl) vpLines.push(l) if boxWidth != vp_width and vp_show b = vpBoxes.get(i) b.set_text(str.tostring(vol, format.volume)) b.set_text_color(color.new(chart.fg_color, 40)) if boxWidth == vp_width lbl = label.new(trendStartBar, mid, "", color = binCol, size = size.tiny, style = label.style_circle) lbl1 = label.new(bar_index + vp_offset+1, mid, str.tostring(mid, "(##,###,###.####)"), color = na, textcolor = chart.fg_color, size = size.normal, style = label.style_label_left) vpLabels.push(lbl1) vpLabels.push(lbl) // }