A premium TradingView indicator for fair value gaps, order blocks, liquidity rows, CVMI imbalance pressure, and structured alert workflows.
Built for traders who already read market structure and want pressure, mitigation, liquidity, sweeps, exhaustion, failure states, and JSON webhook alerts on one clean chart.
Flagship BTC 12H showcase highlighting multi-timeframe order blocks and spatial liquidity voids.
"Three standalone powerhouses, designed to reinforce one another as a single cognitive trading engine."
Traditional setups force you to read support levels, fair value gaps, order blocks, and volume context in isolation. The Institutional Imbalance Framework removes that clutter. CVMI quantifies unresolved displacement pressure, SOMM maps the mitigation lifecycle of HTF blocks, and the Liquidity Matrix shows where active and filled structural volume sits.
Quantifies the unresolved volumetric displacement and scores reversion extremes.
Dissects HTF block wicks to calculate real-time gap fill percentages.
Maps resting stopped volume and active gap ranges pro-rata beside candles.
CVMI tracks unresolved market displacement so traders can read imbalance pressure before a zone fully closes or fades from the chart.
Instead of relying on rigid, full visual gap closures, CVMI unwinds dynamically using opposing-side trading volume as a proxy. This helps identify rebalancing before price fully fills the structural gap on the chart.
Forms with dense participation, strong absorption, and clear structural sponsorship. This movement is treated as durable, contributing minimally to CVMI mean-reversion pressure.
Characterized by vacuum-style expansion and aggressive one-sided chasing through thin liquidity. Highly unstable, triggering heavy CVMI buildup and immediate structural mean-reversion risk.
SOMM detects HTF order blocks and dissects their internal LTF fair value gaps for volume-aware mitigation tracking.
Adaptive HTF selectors monitor displacement candles forming classic 3-bar fair value gaps. Multi-level filtering uses consecutive gap counts, minimum widths, and spatial proximity to qualify structurally valid blocks.
The engine maps every LTF FVG contained within the order block price boundaries. As price revisits, each gap is neutralized independently, updating the aggregate mitigation percentage in real time. Full mitigation is confirmed only when all internal gaps are satisfied.
Each block carries a specific structural invalidation distance. If price prints a confirmed close beyond this maximum distance, the block retires instantly, notifying the user that the institutional block has failed.
Fires when the active HTF block mitigation reaches the configured target fill threshold concurrently with normalized CVMI reaching overbought/oversold extremes.
Triggers instantly when a wick sweeps past the block's outer limit, reclaims the zone structurally, and prints a close back inside within the designated candle cushion.
A live, forward-projected liquidity dashboard plotted directly alongside candles to visualize price-specific clusters of structural transaction volume.
Calculates potential structural volume. Plotted on the left, it identifies where untested historical clusters are concentrated and still relevant to price.
Highlights absorbed and completely resolved transaction volume. Plotted on the right, it maps the exact mitigation and structural efficiency of historical price rows.
Extracts details directly from the active FVG origin pool. Outstanding gap volume is distributed pro-rata across active prices. Values dynamically scale down on partial fills.
Extracts details from qualified macro and minor pivot highs/lows. Highlights untapped stops and liquidations in the Active column and swept orders in the Filled column.
Seamlessly monitor active directional bias, scan compression breakouts, and configure JSON alert routing in one unified environment.
The Confluence Engine is the framework's programmable decision layer. Instead of firing a signal from one isolated event, it combines trigger events, structural criteria, confirmations, and invalidations into a clean alert condition. When the rule resolves, the chart prints a confluence marker and the Alert Suite can emit a structured JSON payload to webhook-based automation.
OB created, tapped, mitigated, Exhaustion, Sweep, Failure, Squeeze, Shift Detected, Shift Broken, and Trend Change.
CVMI state, order block direction, mitigation percentage, session context, confirmation event, invalidation event, and timeout windows.
{
"event": "NY Bullish Rebalance",
"ticker": "BTCUSD.P",
"exchange": "BINANCE",
"tf": "720",
"htf": "1W",
"osc": 18.5,
"time": 1779246306000
}Arm a rule from an OB tap, mitigation, squeeze, sweep, or structural shift.
Layer CVMI, mitigation thresholds, trend state, and session filters.
Emit flat payloads into downstream execution or routing systems.
The framework is built to visually filter chaotic market noise, isolating price-action zones where displacement is exhausted and structured reversal candidates can form. A standard rebalancing routine follows these consecutive analytical stages:
Use signal wicks, sweep indicators, and shift lines strictly as context at qualified locations, rather than simple, unvalidated blind execution triggers.
Scan the Liquidity Matrix to identify high-density, untested active volume clusters sitting beside thin, resolved structural gaps. This isolates the primary draw target for potential structural rebalancing.
Use the floating Trend Panel to check the macro momentum environment. Cross-check this with SOMM active order block limits and mitigation percentages to ensure you are looking at valid, non-expired structural zones.
As price wicks enter the target order block boundary, verify that the CVMI pressure gauge has reached a normalized extreme overbought or oversold reading, such as below 20 or above 80. This confirms displacement exhaustion.
Watch for direct Exhaustion, Sweep, or Shifts labels to stamp the chart, summarizing structural location and oscillator compression. Alternatively, let your Confluence Engine pass the JSON alert to execution algorithms.
Designed to run completely repaint-free. All key metrics, sweeps, and block calculations are calculated and sealed on confirmed bar closes, ensuring identical behavior in historical backtests and real-time execution (with the exception of experimental real-time Footprint Mode). Drawings are color-coded in real-time during unconfirmed periods to give instant intuitive feedback on active price behavior.
Engineered with performance guardrails to fit within TradingView's strict CPU cycles. Bounded histories and optimized visual drawing buffers guarantee lag-free operation across high-volatility intra-day timeframes, maintaining clean, unmitigated chart environments without screen lag.
Get TradingView access to the Institutional Imbalance Framework. Test CVMI pressure, SOMM order block mitigation, the Liquidity Matrix, and structured webhook alerts on your own charts.
Quant conceptualized and built by Alien_Algorithms.