Liquidity MatrixSession ORB • Fair Value Gaps • Order Blocks
Built for Futures & Gold Traders
Liquidity Matrix is a market structure tool designed to map the most important liquidity zones in the market using a combination of session-based opening ranges, price imbalances, and institutional order flow levels.
The indicator integrates Opening Range Breakouts (ORB), Fair Value Gaps (FVG), and Order Blocks (OB) into a single clean framework while automatically managing clutter through smart zone mitigation.
It is particularly suited for Gold (XAUUSD), index futures, and other instruments trading on CME Globex, with built-in awareness of the futures trading week and global session structure.
Core Features
Session Opening Range (ORB)
The indicator tracks the first 15-minute opening range of each major trading session.
Sessions included:
• Asia Session – default 23:00–07:00 London
• London Session – default 08:00–11:00 London
• New York Session – automatically adjusted for DST
Instead of drawing boxes, the ORB is displayed as clean horizontal lines representing the high and low of the opening range, providing a clear visual reference for:
• breakout levels
• liquidity sweeps
• session bias shifts
Fair Value Gaps (FVG)
The indicator identifies three-candle price imbalances where the market moves aggressively leaving unfilled liquidity.
Definition used:
Bullish FVG
Low > High
Bearish FVG
High < Low
Each gap is displayed as a price zone extending forward for a default of 10 bars, preventing the chart from becoming overloaded with infinite zones.
Users can adjust the length if needed.
Smart Mitigation System
FVG zones are automatically removed once they are mitigated using selectable logic:
• Touch – price enters the zone
• Close Through – candle closes beyond the far boundary
• Full Fill – price completely traverses the imbalance
This keeps the chart focused only on active liquidity gaps.
Order Blocks (OB)
Order blocks are detected using swing structure and break-of-structure logic.
Bullish OB
Break above previous swing high → last bearish candle
Bearish OB
Break below previous swing low → last bullish candle
Zones extend forward 10 bars by default and can be expanded through the settings panel.
OB Mitigation Options
Order blocks are automatically removed once price interacts with them based on:
• Touch
• Close Through
• Full Fill
This prevents stacking and maintains a clean structure map.
Futures Market Awareness
Unlike most session indicators designed for Forex, Liquidity Matrix respects CME Globex trading hours.
The indicator automatically filters activity outside the futures trading week:
Trading week
Sunday 23:00 London → Friday 22:00 London
Daily maintenance break
22:00 → 23:00 London
This ensures sessions and zones reflect actual tradable market conditions.
Automatic DST Handling
The New York session adjusts automatically for daylight saving changes by calculating the real-time offset between London and New York.
This ensures the NYSE open (09:30 New York time) always appears at the correct London equivalent.
Typical mappings:
• Winter – 14:30 London
• US DST mismatch weeks – 13:30 or 15:30 London
No manual adjustments required.
Designed For
This indicator is especially useful for:
• Gold traders (XAUUSD)
• Index futures traders
• Smart money / ICT style trading
• Session-based breakout strategies
• Liquidity and imbalance analysis
Key Advantages
• Clean chart design
• Automatic zone cleanup
• Futures-aware sessions
• DST-adjusted New York open
• Adjustable zone lengths
• Configurable mitigation logic
Default Behaviour
By default the indicator:
• Displays ORB levels as lines only
• Limits FVG and OB zones to 10 bars forward
• Removes zones automatically once mitigated
• Filters non-tradable futures hours
This ensures the chart remains focused on actionable liquidity zones rather than historical clutter.
אינדיקטור






















