Session Liquidity

Describes if markets are liquid enough for institutions to manipulate. Its often difficult to determine if markets will trend or chop, but by looking at how much volume we have at the open, we can determine of the session will be choppy or trendy, and take trades based on that.

Settings predefined for 1m timeframe on SPY. May work with other tickers, but I have not tested it out yet.

Designed for stocks(as of now, may update later)