OPEN-SOURCE SCRIPT
ICT Time-based Liquidity Sessions
This indicator plots the three primary index futures sessions (Asia, London, New York) using fixed Eastern Time windows to help traders visually track where liquidity is most likely to build and be attacked. The goal is not to mark exchange business hours, but to highlight behavioral time blocks where sweeps, displacement, and HTF inefficiency reactions statistically occur more often.
Session Windows (ET):
Asia: 18:00 – 03:00
Range construction, slower movement, sets highs/lows often targeted later.
London: 03:00 – 12:00
Increased volatility, frequent raids on Asia range, early displacement.
New York AM: 09:30 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.
New York PM: 12:00 – 16:00
Secondary continuation or controlled reversals, generally lower volatility than AM.
Purpose
Visualize session ranges and transitions.
Identify likely sweep zones (Asia High/Low, London High/Low).
Align entries with time-of-day confluence instead of price alone.
Reduce noise by keeping session boxes clean while mentally noting overlaps (especially London–NY).
Use Case
Designed for equity index futures (NQ, ES, YM). Best paired with liquidity levels, HTF inefficiencies, and displacement/FVG models to improve timing and context rather than act as a standalone signal.
Session Windows (ET):
Asia: 18:00 – 03:00
Range construction, slower movement, sets highs/lows often targeted later.
London: 03:00 – 12:00
Increased volatility, frequent raids on Asia range, early displacement.
New York AM: 09:30 – 12:00
Highest probability window for liquidity sweeps, HTF FVG reactions, and expansion.
New York PM: 12:00 – 16:00
Secondary continuation or controlled reversals, generally lower volatility than AM.
Purpose
Visualize session ranges and transitions.
Identify likely sweep zones (Asia High/Low, London High/Low).
Align entries with time-of-day confluence instead of price alone.
Reduce noise by keeping session boxes clean while mentally noting overlaps (especially London–NY).
Use Case
Designed for equity index futures (NQ, ES, YM). Best paired with liquidity levels, HTF inefficiencies, and displacement/FVG models to improve timing and context rather than act as a standalone signal.
开源脚本
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这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。