ICT Smart Money Trading Suite PRO [SwissAlgo]

2 days ago

ICT SMC Trading Suite Pro [SwissAlgo]
Structure Detection. Imbalance Tracking. Trade Planning. Contextual Alerts.

Why This Integrated System Was Built
The ICT/SMC methodology requires tracking multiple analytical components simultaneously - a process prone to manual errors, time inefficiency, and visual clutter. This indicator consolidates these elements into a single, unified system, providing rules-based validation for experienced ICT traders who may struggle with execution speed, consistency, and manual calculations.
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What This Indicator Does
ICT/SMC methodology involves tracking multiple analytical components simultaneously. This indicator consolidates them into a single system.

Common challenges when applying ICT manually:

1️⃣ Structure Identification

Determining which pivots qualify as external (macro) structure versus internal (micro) structure requires consistent rules. Inconsistent structure identification affects the detection of the relevant trading range for entries, Change of Character (ChoCH), and Break of Structure (BoS). Accurate structure identification is paramount; a faulty reading invalidates the entire ICT thesis for the current swing. While no automated system can replace human judgment, the indicator provides you with a rules-based starting point for structural analysis. The key goal is to help you find and map the relevant structural leg to focus on.

2️⃣ Chart Organization

Drawing Fibonacci retracements, Fair Value Gaps, Order Blocks, and other imbalances manually creates visual complexity that can obscure the analysis. The indicator addresses this by striving to show all imbalances in a consistent, unified, and understandable visual way, using color coding and z-order layering to maintain clarity even when multiple components are active.

3️⃣ Imbalance Tracking

ICT methodology requires monitoring a vast array of institutional footprints: Fair Value Gaps (FVG), Order Blocks (OB), Breaker Blocks (BB), Liquidity Pools (LP), Volume Imbalances, Wick Imbalances, and Kill Zone ranges. Tracking all these simultaneously and manually monitoring their mitigation status is highly time-intensive and prone to oversight. The indicator constantly scans and tracks all key imbalance types for you, automatically updating their status and creating a dynamic, real-time visual heatmap of unmitigated institutional inefficiency.

4️⃣ Trade Calculation

Determining structure-based Stop Loss (SL) placement, calculating multiple Take Profit (TP) levels with accurate position-sizing splits, and computing the final blended Risk-to-Reward (R:R) ratio involves multiple time-sensitive, manual calculations per setup. The indicator automates this entire trade calculation process for you, instantly providing the necessary pricing (entry, SL, TP), sizing, and performance projections, and mitigating the risk of execution error.

5️⃣ Condition Monitoring

ICT setups often require specific technical conditions to align: price reaching discount Fibonacci levels (0.618-0.882 for shorts, 0.118-0.382 for longs), EMA crossovers confirming momentum, or structural shifts (ChoCH/BoS). Identifying these moments requires continuous chart observation across multiple assets and timeframes.

This indicator includes an alert system that monitors these technical conditions and sends notifications when they occur (real-time). The alert system is designed to minimize spam. This allows traders to review potential setups on demand rather than through continuous observation - particularly relevant for those monitoring multiple instruments or trading sessions outside their local timezone.

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Intended Use

This indicator is designed for traders who:

♦ Apply ICT/SMC methodology - Familiarity with concepts such as Fair Value Gaps, Order Blocks, Liquidity Pools, market structure, and discount/premium zones is assumed. The indicator does not teach these concepts but provides tools to apply them.

♦ Trade on intraday to swing timeframes - The structure detection and Fibonacci zone mapping work across multiple timeframes. Recommended primary timeframe: 1H (adjustable based on trading approach).

♦ Prefer systematic entry planning - The trade calculation feature computes stop loss, take profit levels, and risk-to-reward ratios based on structure and Fibonacci positioning. Suitable for traders who use defined entry criteria.

♦ Monitor multiple instruments or sessions - The alert functionality notifies when specific technical conditions occur (discount zone entries, EMA crossovers, structure changes), reducing the need for continuous manual monitoring.

♦ Use trade execution platforms - The trade summary table displays pre-formatted values (entry, SL, TP levels with quantity splits) that can be manually input into trading platforms or bot services like 3Commas.


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How To Use

Step 1: Structure Analysis

The indicator automatically detects external and internal market structure using pivot analysis. Structure lines are color-coded: red for bearish structure, green for bullish. External pivots are marked with larger triangles, internal pivots with smaller markers. The pivot length parameters (default: 20/20) can be adjusted in settings to align with your structural analysis approach and the asset you are analyzing.



Step 2: Define Your Trading Zone

Use the "Start Swing" and "End Swing" date inputs to mark the beginning and end of the (external) structural leg you wish to analyze. The indicator calculates Fibonacci retracement levels based on these points and color-codes the zones:
* Green zones: Discount area (0.618-0.882 for bearish / 0.118-0.382 for bullish)
* Yellow zones: Premium area (0.786-1.0 for bearish / 0.0-0.214 for bullish)
* Red zones: Extension area beyond structure (potential fake-out zones)



Step 3: Review Imbalances

The indicator identifies and displays multiple imbalance types:
🔥 Volume imbalances (from displacement candles based on PVSRA methodology)
🔥 Fair Value Gaps (FVG)
🔥 Order Blocks (OB) and Breaker Blocks (BB)
🔥 Liquidity Pools (LP) at equal highs/lows
🔥 Wick imbalances (exceptional wick formations)
🔥 Kill Zone liquidity from specific trading sessions (Asian, London, NY AM)

Volume Imbalances


Fair Value Gaps


Order Blocks


Liquidity Pools


Wick Imbalances


Kill Zone Imbalances


According to ICT methodology, imbalances act as price magnets - areas where price tends to return for mitigation. When multiple imbalances overlap at the same price level, this creates a confluence zone with a higher probability of price reaction.

Imbalances are displayed as gray boxes, creating a visual heatmap of institutional inefficiencies. When imbalances overlap, the zones appear darker due to layering, and labels combine to show confluence (e.g., "FVG + OB" or "Vol + LP").

Heatmap of Imbalances
User can view each type alone, or all together (heatmap)


Each imbalance type is tracked until mitigated by price according to ICT principles and can be toggled on/off independently in settings.



Step 4: Reference Levels & Sessions
The indicator displays additional reference data:
🔥 Daily Pivot Points (PP, R1-R3, S1-S3) calculated from previous day
🔥Average Daily Range (ADR) projected from the current day's extremes
🔥 Daily OHLC levels: Today's Open (DO), Previous Day High (PDH), Previous Day Low (PDL)
🔥Session backgrounds (optional): Color-coded boxes for Asian, London, NY AM, and NY PM sessions

Sessions


While these are not ICT-specific imbalances, they represent widely-watched price levels that often attract institutional activity and can act as additional reference points for support, resistance, and liquidity targeting.
All reference levels can be toggled independently in settings.



Step 5: Momentum Reference

EMA 14 and EMA 21 lines are displayed for momentum analysis. When EMA 14 enters discount zones and crosses EMA 21, a triangle marker appears on the chart. This indicates a potential alignment of structure and momentum conditions.



Step 6: Trade Planning

Input your intended entry price in the "Entry Price" field along with your margin and leverage parameters. The indicator automatically calculates all trade parameters:
* Stop loss level (based on Fibonacci structure - typically at 1.118 extension)
* Three take profit levels (TP1, TP2, TP3) with position quantity splits
* Risk-to-reward ratio (blended across all three targets)
* Projected profit/loss values in both dollars and percentage
All calculated values are displayed both visually on the chart (as horizontal lines with labels) and in a formatted Trade Summary table. The table organizes the information for quick reference: entry details, take profit levels with quantities, stop loss parameters, and performance projections.
This pre-calculated data can be manually copied into trading platforms or bot services (such as 3Commas Smart Trades) without requiring additional calculations.



Step 7: Alert Configuration

Create alerts using TradingView's alert system (select "Any alert() function call"). The indicator sends notifications when:
* Price reaches specific discount Fibonacci levels (0.618, 0.786, 0.882 for shorts / 0.382, 0.214, 0.118 for longs)
* EMA 14/21 crossovers occur within discount zones
* Change of Character (ChoCH) is detected
* Break of Structure (BoS) is detected
Note: Alerts require active TradingView alert functionality. Update alerts when changing your trading zone parameters.



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Key Features

Structure & Zone Analysis
* Automated structure detection with external/internal pivots and zig-zag visualization
* Fibonacci retracement mapping with color-coded discount/premium zones
* Visual zone classification: Green (optimal discount), Yellow (premium), Red (fake-out risk)

ICT Imbalances Heatmap
* Volume imbalances (PVSRA displacement candles)
* Fair Value Gaps (FVG)
* Order Blocks (OB) and Breaker Blocks (BB)
* Liquidity Pools (LP) at equal highs/lows
* Wick imbalances (exceptional wick formations)
* Kill Zone liquidity (Asian, London, NY AM sessions)
* Confluence detection with combined labels and visual layering



Reference Levels
* Daily Pivot Points (PP, R1-R3, S1-S3)
* Average Daily Range (ADR) projections
* Daily OHLC levels (DO, PDH, PDL)
* Session backgrounds for kill zones

Trade Planning Tools
* Automated stop loss calculation based on Fibonacci structure
* Three-tier take profit system with position quantity splits
* Risk-to-reward ratio calculation (blended across all targets)
* P&L projections in dollars and percentages
* Trade Summary table formatted for manual platform entry

Momentum & Signals
* EMA 14/21 overlay for momentum analysis
* Visual crossover markers (triangles) in discount zones
* Change of Character (ChoCH) detection and labels
* Break of Structure (BoS) detection and labels

Chart Enhancements
* Higher timeframe candle overlay (5m to Monthly)
* PVSRA candle coloring (volume-based)
* Symbol legend for quick reference
* Customizable visual elements (toggle all components independently)



Alert System
* Discount zone entry notifications (Fibonacci level monitoring)
* EMA crossover signals within discount zones
* Structure change alerts (ChoCH and BoS)
* Configurable via TradingView alert functionality

Alert Functionality
The indicator includes an alert system that monitors technical conditions continuously.

When configured, alerts notify users when specific events occur:
❗ Discount Zone Monitoring

When EMA 14 crosses into key Fibonacci levels (0.618, 0.786, 0.882 for bearish structure / 0.382, 0.214, 0.118 for bullish structure), an alert is triggered. Example: Trading BTC and ETH simultaneously - instead of monitoring both charts for zone entries, alerts notify when either asset reaches the specified level.

❗Momentum Alignment

When EMA 14 crosses EMA 21 within discount zones, an alert is sent. Example: Monitoring setups across multiple timeframes (1H, 4H, Daily) - alerts indicate when momentum conditions align on any timeframe being tracked.

❗Structure Changes

Change of Character (ChoCH) and Break of Structure (BoS) events trigger alerts. Example: Trading during the Asian session while located in a different timezone - alerts notify of structure changes occurring outside active monitoring hours.

Configuration

Alerts are set up through TradingView's native alert system. Select "Any alert() function call" when creating the alert.
⚠️ Note: Alert parameters are captured at creation time, so alerts must be updated when changing trading zone settings (Start/End Swing dates) or any other parameter.


How to Create Alerts

Step 1: Open Alert Creation

Click the "Alert" button (clock icon) in the top toolbar of TradingView, or right-click on the chart and select "Add Alert."

Step 2: Configure Alert Condition
* In the alert dialog, set the Condition dropdown to select this indicator
* Set the alert type to ⚠️ "Any alert() function call"
* This configuration allows the indicator to trigger alerts based on its internal logic

Step 3: Set Alert Timing
* Timeframe: Same as chart
* Expiration: Choose "Open-ended (when triggered)" to keep the alert active until conditions occur
* Message tab: choose a name for the alert

Step 4: Notification Settings

Configure how you want to receive notifications:
* Popup within TradingView
* Email notification
* Mobile app push notification (requires TradingView mobile app)

Step 5: Create


Important Notes:
* Alert parameters are captured at creation time. If you change your trading zone (Start/End Swing dates) or entry price, delete the old alert and create a new one.
* One alert per chart: Create separate alerts for each instrument and timeframe you're monitoring.
* TradingView alert limits apply based on your TradingView subscription tier.

What Triggers Alerts: This indicator sends alerts for four key event types:

1. Discount Zone Entry - EMA 14 crossing key Fibonacci levels
2. Momentum Crossover - EMA 14/21 crossovers within discount zones
3. Change of Character (ChoCH) - Structure reversal detected
4. Break of Structure (BoS) - Trend continuation confirmed
All four conditions are monitored by a single alert configuration.

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Recommended Settings
* Timeframe: 1H works well for most assets
* Theme: Dark mode recommended
* Structural Pivots: Default 20/20 captures reasonable structure; adjust to match your analysis

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Chart Elements Guide

♦ Structure Visualization

Zig-zag lines
Automated structure detection - green lines indicate bullish structure, red lines indicate bearish structure. Thick lines represent external structure, thin faded lines show internal structure.

Triangle markers
Large triangles mark external pivots (swing highs/lows), small triangles mark internal pivots.

Fibonacci Zones
* Green zones: Discount area - potential entry zones (0.618-0.882 for shorts / 0.118-0.382 for longs)
* Yellow zones: Premium area - higher extension zones (0.786-1.0 for shorts / 0.0-0.214 for longs)
* Red zones: Fake-out risk area - price beyond structural extremes (above 1.0 for shorts / below 0.0 for longs)
* White dashed lines: Individual Fibonacci levels (1.0, 0.882, 0.786, 0.618, 0.5, 0.382, 0.214, 0.118, 0.0)

♦ Imbalance Heatmap

Gray boxes with dotted midlines
Unmitigated imbalances create a visual heatmap. Overlapping imbalances appear darker due to layering.

Combined labels
When multiple imbalances overlap, labels show confluence (e.g., "FVG + OB", "Vol + LP + Wick")

Types displayed: Vol (Volume), FVG (Fair Value Gap), OB (Order Block), BB (Breaker Block), LP (Liquidity Pool), Wick, KZ (Kill Zone)

♦ Momentum Indicators

* Red line: EMA 14
* Yellow line: EMA 21
* Small triangles on price: Crossover signals - red triangle (bearish crossover), green triangle (bullish crossover) when occurring within discount zones

♦ Structure Change Markers
* Labels with checkmarks/crosses: ChoCH (Change of Character) and BoS (Break of Structure) events (Green label with ✓: Bullish ChoCH or BoS, Red label with ✗: Bearish ChoCH or BoS)

♦ Trade Planning Lines (when entry price is set)
* Blue horizontal line: Entry price
* Green dashed lines: TP1 and TP2
* Green solid line: TP3 (final target)
* Red horizontal line: Stop Loss level

TP levels and SL are calculated based on the structure range, entry price, and mapped trading zone, and aim to achieve a minimum risk: reward ratio of 1:1.5 (R:R)

♦ Colored background zones:
Green shading between entry and TP3 (profit zone), red shading between entry and SL (loss zone)

♦ Reference Levels
* Orange dotted lines with labels: Daily Pivot Points (PP, R1-R3, S1-S3)
* Purple dotted lines with labels: ADR High and ADR Low projections
* Cyan dotted lines with labels: DO (Daily Open), PDH (Previous Day High), PDL (Previous Day Low)

♦ Session Backgrounds (optional)
* Yellow shaded box: Asian session (19:00-00:00 NY time)
* Blue shaded box: London session (02:00-05:00 NY time)
* Green shaded box: NY AM session (09:30-11:00 NY time)
* Orange shaded box: NY PM session (13:30-16:00 NY time)

♦ Trade Summary Table (top-right corner)
Displays a complete trade plan with sections:
* Sanity Check: Plan validation status
* Setup: Trade type, leverage, entry price, position size
* Take Profit: TP1, TP2, TP3 with prices, percentages, and quantity splits
* Stop Loss: SL price and type
* Performance: Potential profit/loss, ROI, and risk-to-reward ratio

♦ HTF Candle Overlay (optional, displayed to the right of the current price)
* Larger candlesticks representing higher timeframe price action
* Green bodies: Bullish HTF candles
* Red bodies: Bearish HTF candles
* Label shows selected timeframe (e.g., "HTF→ D" for daily)

♦ Legend Table (bottom-right corner)
Quick reference guide explaining all symbol abbreviations and color codes used on the chart.
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Methodology & Calculation Details

This indicator consolidates multiple ICT/SMC analytical components into a single integrated system. While individual elements could be created separately, this integration provides automated coordination between components, consistency, and reduces chart complexity.

Structure Detection External and internal pivots
Are identified using fractal pivot analysis with configurable lookback periods (default: 20 bars for both). A pivot high is confirmed when the high at the pivot bar exceeds all highs within the lookback range on both sides. Pivot lows use inverse logic. Structure lines connect validated pivots, with color coding based on price direction (higher highs/higher lows = bullish, lower highs/lower lows = bearish).

Fibonacci Retracement Calculation
Users define two swing points via date/time inputs. The indicator calculates the price range between these points and applies standard Fibonacci ratios (0.0, 0.118, 0.214, 0.382, 0.5, 0.618, 0.786, 0.882, 1.0, plus extensions at 1.118, 1.272, -0.118, -0.272). Zone classification is based on ICT discount/premium principles: 0.618-1.0 range for bearish setups, 0.0-0.382 for bullish setups.

Imbalance Identification

Volume Imbalances: Detected using PVSRA (Price, Volume, Support, Resistance Analysis) methodology. Candles are classified based on the percentile ranking of volume and price range over a 1344-bar lookback period. Type 1 imbalances require ≥95th percentile in both volume and range; Type 2 requires ≥85th percentile. Additional filters include body-to-range ratio (≥50% for Type 1, ≥30% for Type 2) and ATR validation.

Fair Value Gaps (FVG): Identified when a three-candle sequence shows a price gap: low[0] > high[2] for bullish FVG, high[0] < low[2] for bearish FVG. The middle candle must close beyond the gap edge. Mitigation occurs when the price retraces into the gap.

Order Blocks (OB): Detected by identifying the last opposing candle before a significant price move. When price breaks a swing high/low, the algorithm scans backwards to find the candle with the highest high (bearish OB) or lowest low (bullish OB) before the breakout. When an OB is breached, it converts to a Breaker Block (BB).

Liquidity Pools (LP): Identified by detecting equal highs or equal lows using a tolerance threshold based on ATR. Pivot highs/lows within this tolerance range are grouped. Equal highs create Buy-Side Liquidity (BSL) zones above the level; equal lows create Sell-Side Liquidity (SSL) zones below the level.

Wick Imbalances: Flagged when a candle's wick exceeds 1.0x ATR and comprises >50% of the total candle range. These represent rapid rejections or absorption events.

Kill Zone Liquidity: Tracks the high/low range during specific ICT-defined sessions (Asian: 19:00-00:00 NY, London: 02:00-05:00 NY, NY AM: 09:30-11:00 NY). At session close, BSL and SSL zones are created above/below the session range.

Change of Character (ChoCH) & Break of Structure (BoS)
ChoCH is detected when price breaks counter to the established structure (bearish structure broken upward = bullish ChoCH; bullish structure broken downward = bearish ChoCH). BoS occurs when price breaks in the direction of the established trend (bearish structure breaking lower = bearish BoS; bullish structure breaking higher = bullish BoS).

Trade Calculations
Stop Loss and Take Profit levels are calculated based on the entry position within the Fibonacci zone structure:
* Premium entries (0.786-1.0 for shorts / 0.0-0.214 for longs): SL at 1.118/-0.118 extension, TP structure weighted toward zone extremes
* Golden entries (0.618-0.786 for shorts / 0.214-0.382 for longs): SL at 1.0/0.0 boundary, TP structure balanced across range
Risk-to-reward ratios are calculated as blended values across all three take profit levels, weighted by position quantity splits.

Reference Level Calculations
* Pivot Points: Standard formula using previous day's high, low, and close: PP = (H + L + C) / 3
* Support/Resistance: R1 = 2×PP - L, S1 = 2×PP - H, with R2/S2 and R3/S3 calculated using range extensions
* ADR: 14-period simple moving average of daily high-low range, projected from current day's extremes

Momentum Analysis
EMA 14 and EMA 21 use standard exponential moving average calculations. Crossovers are detected when EMA 14 crosses EMA 21 within user-defined discount zones, with directional confirmation (cross under in bearish discount = short signal; cross over in bullish discount = long signal).

Why This Integration Matters
While components like EMA crossovers, pivot detection, or Fibonacci retracements exist as separate indicators, this system provides:
1. Coordinated Analysis: All components reference the same structural framework (user-defined trading zone)
2. Automated Mitigation Tracking: Imbalances are monitored continuously and removed when mitigated according to ICT principles
3. Contextual Alerts: Notifications are triggered only when conditions align within the defined structural context
4. Trade Parameter Automation: Stop loss and take profit calculations adjust dynamically based on entry positioning within the structure
5. Consistent Visual Display: All elements use a unified color scheme, labeling system, and z-order layering. This eliminates visual conflicts that occur when stacking multiple independent indicators (overlapping lines, label collisions, inconsistent transparency levels, conflicting color schemes).

This consolidation reduces the need to manually coordinate 8-10 separate indicators, eliminates redundant calculations across disconnected tools, and maintains visual clarity even when all components are displayed simultaneously.

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Disclaimer

1. Indicator Functionality and Purpose
This indicator is solely a technical analysis tool built upon established methodologies (Smart Money Concepts/ICT) and statistical calculations (Pivots, Fibonacci, EMAs). It is designed to assist experienced traders in visualizing complex data, streamlining the analytical workflow, and automating conditional alerting.

The indicator is NOT:
♦ Financial Advice: It does not provide personalized investment recommendations, solicited advice, or instruction on buying, selling, or holding any financial instrument.
♦ A Guarantee of Profit: The presence of a signal, alert, or trade plan output by this tool does not guarantee that any trade will be profitable.
♦ A Predictor of Future Prices: The tool calculates probabilities and potential scenarios based on historical data and current structure; it does not predict future market movements.

2. General Trading Risks and Capital Loss
♦ All trading involves substantial risk of loss. You may lose some or all of your initial capital. Leveraged products, such as futures, CFDs, and margin trading, carry a high degree of risk and are not suitable for all investors.
♦ Risk Acknowledgment: By using this indicator, you acknowledge and accept that you are solely responsible for all trading decisions, and you bear the full risk of any resulting profit or loss.
♦ Risk Management is Crucial: This indicator is an analytical tool only. You must employ independent risk management techniques (position sizing, stop-loss orders) tailored to your personal financial situation and risk tolerance.

3. Calculation Limitations and Non-Real-Time Data
The calculations performed by this indicator are based on the data provided by your charting platform (e.g., TradingView).

♦ Data Accuracy: The accuracy of the outputs (e.g., Price Delivery Arrays, Pivots, P&L projections) is dependent on the accuracy and real-time nature of the underlying market data feed.
♦ Latencies: Trade alerts and signals may be subject to minor delays due to server processing, internet connectivity, or charting platform performance. Do not rely solely on alerts for execution.
♦ Backtesting and Performance: Any depiction of past performance, including data visible on the chart, is not indicative of future results. Trading results will vary based on market conditions, liquidity, and execution speed.

4. Software and Platform Disclaimer
"As Is" Basis: The indicator is provided on an "as is" basis without warranties of any kind, whether express or implied. The author does not guarantee the script will be error-free or operate without interruption.

Third-Party Integration: This indicator is not affiliated with, endorsed by, or connected to TradingView, 3Commas, or any other broker or execution platform. All third-party names are trademarks of their respective owners. The formatting of the Trade Summary Table for 3Commas is for user convenience only.

5. Required Competency (User Responsibility)
This indicator is built on the assumption that the user is an experienced trader with a working understanding of the complex concepts being visualized (ICT/SMC, FVG, Order Blocks, Liquidity, etc.). The indicator does not teach these concepts.

You Must Always Do Your Own Research (DYOR) before making any trading decision based on signals or visualization provided by this tool.

By installing and using this indicator, you explicitly agree to these terms and assume full responsibility for all trading activity.

2 days ago

Release Notes

Added date