OPEN-SOURCE SCRIPT
Mis à jour EDGE Market Maker Strategy
DCAA HedgeFlow System
Objective: Provide real-time, structured analysis for ENS/USDT trades by focusing on market maker liquidity flows and footprints, rather than traditional retail indicators. This approach is designed to grant an institutional-level execution edge.
1. Liquidity-Based Market Assessment
• Liquidity Zones: Locate areas where market makers trap retail (bull/bear traps).
• Order Book Imbalances: Highlight significant buy/sell pressure absorption.
• Volume Clusters & Absorption: Detect liquidity exhaustion points.
• Market Maker Footprints: Pinpoint institutional positioning.
Restriction: Do not use static support/resistance. All levels must derive from liquidity traps, absorption points, and institutional footprints.
2. DCAA & Trade Optimization
Analyze and recommend optimal DCAA levels by examining market maker absorption and real-time positioning, instead of offering fixed levels.
• Short DCAA: Identify zones where short sellers are trapped before a reversal; confirm entries via VWAP, CVD, and Open Interest.
• Long DCAA: Identify accumulation zones where market makers absorb liquidations; confirm entries using order book absorption and volume imbalances.
3. Take-Profit Analysis: Liquidity Exit Points
Provide dynamic TP zones that update in real time based on liquidity exhaustion—never static.
• Short TP: Reveal zones where sellers are absorbed and liquidity fades; confirm via volume divergence, order book imbalances, and market maker exits.
• Long TP: Identify zones where buyers are absorbed before market makers exit; confirm via VWAP alignment and liquidity exhaustion.
4. Market Maker Trap Detection
Analyze bull/bear traps with liquidity data:
• Bull Trap: Detect resistance absorption that traps late buyers; confirm with CVD divergence and order book shifts.
• Bear Trap: Identify stop-hunt areas where market makers absorb forced liquidations; confirm with VWAP and Open Interest spikes.
Provide a probability (%) for each trap scenario to guide risk assessment.
5. Hedge Strategy Analysis
Recommend hedging only if order flow confirms institutional absorption:
• Short Hedge: Identify zones for short hedging to counter bullish market maker shifts.
• Long Hedge: Identify zones for long hedging against stop hunts and forced liquidations.
Hedge recommendations must adapt to VWAP shifts, liquidity depth, and institutional moves.
6. Order Flow Tracking: Institutional Footprint Analysis
Track and validate:
• VWAP: Confirm institutional absorption or positioning.
• CVD (Cumulative Volume Delta): Detect trapped buyers/sellers.
• Open Interest: Confirm accumulation or liquidation trends.
All conditions must be met before finalizing DCAA or TP levels.
7. Structured Execution
For every ENS/USDT analysis:
1. Identify liquidity traps, absorption zones, and market maker footprints.
2. Confirm stop hunts or liquidation events before finalizing DCAA zones.
3. Integrate VWAP, CVD, and Open Interest data to validate trades.
4. Provide dynamic TP zones (not static) based on real-time liquidity.
5. Evaluate hedges according to shifts in market maker positioning.
8. Analysis Restrictions & Optimization
• No static S/R or retail indicators (e.g., moving averages, RSI, MACD).
• No predefined TP levels—always dynamic and liquidity-based.
• Prioritize liquidity tracking, volume imbalances, institutional footprints.
• Offer probability-based breakout, breakdown, and ranging assessments using real-time data.
9. Market Maker Validation
Before finalizing a trade:
1. VWAP: Must confirm institutional absorption (yes → proceed; no → reassess).
2. CVD: Must show divergence with trapped traders (yes → proceed; no → delay).
3. Open Interest: Must confirm accumulation/liquidation (yes → proceed; no → wait).
4. Stop Hunt: Must have confirmation of a completed stop hunt or liquidation (yes → proceed; no → hold off).
Any conclusion not supported by liquidity data should be rejected.
10. Continuous Refinement
This strategy refines analysis accuracy by:
• Tracking historical forecasts and adjusting probability models.
• Adapting liquidity zone detection with real-time data updates.
• Speeding up detection of stop hunts and hedge signals.
Final Confirmation: Institutional-Grade Analysis Tool
All analysis must be rooted in liquidity flow and smart money positioning. The goal is to optimize trade execution with risk-adjusted insights, eliminate retail inefficiencies, and adapt dynamically to market conditions—functioning as a truly institutional-level analysis engine for ENS/USDT.
Use or adapt these instructions to maintain an institutional-grade focus on liquidity-driven market dynamics.
Objective: Provide real-time, structured analysis for ENS/USDT trades by focusing on market maker liquidity flows and footprints, rather than traditional retail indicators. This approach is designed to grant an institutional-level execution edge.
1. Liquidity-Based Market Assessment
• Liquidity Zones: Locate areas where market makers trap retail (bull/bear traps).
• Order Book Imbalances: Highlight significant buy/sell pressure absorption.
• Volume Clusters & Absorption: Detect liquidity exhaustion points.
• Market Maker Footprints: Pinpoint institutional positioning.
Restriction: Do not use static support/resistance. All levels must derive from liquidity traps, absorption points, and institutional footprints.
2. DCAA & Trade Optimization
Analyze and recommend optimal DCAA levels by examining market maker absorption and real-time positioning, instead of offering fixed levels.
• Short DCAA: Identify zones where short sellers are trapped before a reversal; confirm entries via VWAP, CVD, and Open Interest.
• Long DCAA: Identify accumulation zones where market makers absorb liquidations; confirm entries using order book absorption and volume imbalances.
3. Take-Profit Analysis: Liquidity Exit Points
Provide dynamic TP zones that update in real time based on liquidity exhaustion—never static.
• Short TP: Reveal zones where sellers are absorbed and liquidity fades; confirm via volume divergence, order book imbalances, and market maker exits.
• Long TP: Identify zones where buyers are absorbed before market makers exit; confirm via VWAP alignment and liquidity exhaustion.
4. Market Maker Trap Detection
Analyze bull/bear traps with liquidity data:
• Bull Trap: Detect resistance absorption that traps late buyers; confirm with CVD divergence and order book shifts.
• Bear Trap: Identify stop-hunt areas where market makers absorb forced liquidations; confirm with VWAP and Open Interest spikes.
Provide a probability (%) for each trap scenario to guide risk assessment.
5. Hedge Strategy Analysis
Recommend hedging only if order flow confirms institutional absorption:
• Short Hedge: Identify zones for short hedging to counter bullish market maker shifts.
• Long Hedge: Identify zones for long hedging against stop hunts and forced liquidations.
Hedge recommendations must adapt to VWAP shifts, liquidity depth, and institutional moves.
6. Order Flow Tracking: Institutional Footprint Analysis
Track and validate:
• VWAP: Confirm institutional absorption or positioning.
• CVD (Cumulative Volume Delta): Detect trapped buyers/sellers.
• Open Interest: Confirm accumulation or liquidation trends.
All conditions must be met before finalizing DCAA or TP levels.
7. Structured Execution
For every ENS/USDT analysis:
1. Identify liquidity traps, absorption zones, and market maker footprints.
2. Confirm stop hunts or liquidation events before finalizing DCAA zones.
3. Integrate VWAP, CVD, and Open Interest data to validate trades.
4. Provide dynamic TP zones (not static) based on real-time liquidity.
5. Evaluate hedges according to shifts in market maker positioning.
8. Analysis Restrictions & Optimization
• No static S/R or retail indicators (e.g., moving averages, RSI, MACD).
• No predefined TP levels—always dynamic and liquidity-based.
• Prioritize liquidity tracking, volume imbalances, institutional footprints.
• Offer probability-based breakout, breakdown, and ranging assessments using real-time data.
9. Market Maker Validation
Before finalizing a trade:
1. VWAP: Must confirm institutional absorption (yes → proceed; no → reassess).
2. CVD: Must show divergence with trapped traders (yes → proceed; no → delay).
3. Open Interest: Must confirm accumulation/liquidation (yes → proceed; no → wait).
4. Stop Hunt: Must have confirmation of a completed stop hunt or liquidation (yes → proceed; no → hold off).
Any conclusion not supported by liquidity data should be rejected.
10. Continuous Refinement
This strategy refines analysis accuracy by:
• Tracking historical forecasts and adjusting probability models.
• Adapting liquidity zone detection with real-time data updates.
• Speeding up detection of stop hunts and hedge signals.
Final Confirmation: Institutional-Grade Analysis Tool
All analysis must be rooted in liquidity flow and smart money positioning. The goal is to optimize trade execution with risk-adjusted insights, eliminate retail inefficiencies, and adapt dynamically to market conditions—functioning as a truly institutional-level analysis engine for ENS/USDT.
Use or adapt these instructions to maintain an institutional-grade focus on liquidity-driven market dynamics.
Notes de version
DCAA HedgeFlow SystemObjective: Provide real-time, structured analysis for ENS/USDT trades by focusing on market maker liquidity flows and footprints, rather than traditional retail indicators. This approach is designed to grant an institutional-level execution edge.
1. Liquidity-Based Market Assessment
• Liquidity Zones: Locate areas where market makers trap retail (bull/bear traps).
• Order Book Imbalances: Highlight significant buy/sell pressure absorption.
• Volume Clusters & Absorption: Detect liquidity exhaustion points.
• Market Maker Footprints: Pinpoint institutional positioning.
Restriction: Do not use static support/resistance. All levels must derive from liquidity traps, absorption points, and institutional footprints.
2. DCAA & Trade Optimization
Analyze and recommend optimal DCAA levels by examining market maker absorption and real-time positioning, instead of offering fixed levels.
• Short DCAA: Identify zones where short sellers are trapped before a reversal; confirm entries via VWAP, CVD, and Open Interest.
• Long DCAA: Identify accumulation zones where market makers absorb liquidations; confirm entries using order book absorption and volume imbalances.
3. Take-Profit Analysis: Liquidity Exit Points
Provide dynamic TP zones that update in real time based on liquidity exhaustion—never static.
• Short TP: Reveal zones where sellers are absorbed and liquidity fades; confirm via volume divergence, order book imbalances, and market maker exits.
• Long TP: Identify zones where buyers are absorbed before market makers exit; confirm via VWAP alignment and liquidity exhaustion.
4. Market Maker Trap Detection
Analyze bull/bear traps with liquidity data:
• Bull Trap: Detect resistance absorption that traps late buyers; confirm with CVD divergence and order book shifts.
• Bear Trap: Identify stop-hunt areas where market makers absorb forced liquidations; confirm with VWAP and Open Interest spikes.
Provide a probability (%) for each trap scenario to guide risk assessment.
5. Hedge Strategy Analysis
Recommend hedging only if order flow confirms institutional absorption:
• Short Hedge: Identify zones for short hedging to counter bullish market maker shifts.
• Long Hedge: Identify zones for long hedging against stop hunts and forced liquidations.
Hedge recommendations must adapt to VWAP shifts, liquidity depth, and institutional moves.
6. Order Flow Tracking: Institutional Footprint Analysis
Track and validate:
• VWAP: Confirm institutional absorption or positioning.
• CVD (Cumulative Volume Delta): Detect trapped buyers/sellers.
• Open Interest: Confirm accumulation or liquidation trends.
All conditions must be met before finalizing DCAA or TP levels.
7. Structured Execution
For every ENS/USDT analysis:
1. Identify liquidity traps, absorption zones, and market maker footprints.
2. Confirm stop hunts or liquidation events before finalizing DCAA zones.
3. Integrate VWAP, CVD, and Open Interest data to validate trades.
4. Provide dynamic TP zones (not static) based on real-time liquidity.
5. Evaluate hedges according to shifts in market maker positioning.
8. Analysis Restrictions & Optimization
• No static S/R or retail indicators (e.g., moving averages, RSI, MACD).
• No predefined TP levels—always dynamic and liquidity-based.
• Prioritize liquidity tracking, volume imbalances, institutional footprints.
• Offer probability-based breakout, breakdown, and ranging assessments using real-time data.
9. Market Maker Validation
Before finalizing a trade:
1. VWAP: Must confirm institutional absorption (yes → proceed; no → reassess).
2. CVD: Must show divergence with trapped traders (yes → proceed; no → delay).
3. Open Interest: Must confirm accumulation/liquidation (yes → proceed; no → wait).
4. Stop Hunt: Must have confirmation of a completed stop hunt or liquidation (yes → proceed; no → hold off).
Any conclusion not supported by liquidity data should be rejected.
10. Continuous Refinement
This strategy refines analysis accuracy by:
• Tracking historical forecasts and adjusting probability models.
• Adapting liquidity zone detection with real-time data updates.
• Speeding up detection of stop hunts and hedge signals.
Final Confirmation: Institutional-Grade Analysis Tool
All analysis must be rooted in liquidity flow and smart money positioning. The goal is to optimize trade execution with risk-adjusted insights, eliminate retail inefficiencies, and adapt dynamically to market conditions—functioning as a truly institutional-level analysis engine for ENS/USDT.
Use or adapt these instructions to maintain an institutional-grade focus on liquidity-driven market dynamics.
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Pour un accès rapide sur un graphique, ajoutez ce script à vos favoris - en savoir plus ici.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.
Pour un accès rapide sur un graphique, ajoutez ce script à vos favoris - en savoir plus ici.
Clause de non-responsabilité
Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.