SMC Volatility Liquidity Pro

this one’s a confluence signaler. it fires “BUY CALL” / “BUY PUT” labels only when four things line up at once: trend, volatility squeeze, a liquidity sweep, and MACD momentum. quick breakdown:

what each block does

Trend filter (context)

ema50 > ema200 ⇒ trendUp

ema50 < ema200 ⇒ trendDn

Plots both EMAs for visual context.

Volatility compression (setup)

20-period Bollinger Bands (stdev 2).

bb_squeeze is true when current band width < its 20-SMA ⇒ price is compressed (potential energy building).

Liquidity sweep (trigger)

Tracks 20-bar swing high/low.

Long sweep: high > swingHigh[1] ⇒ price just poked above the prior 20-bar high (took buy-side liquidity).

Short sweep: low < swingLow[1] ⇒ price just poked below the prior 20-bar low (took sell-side liquidity).

MACD momentum (confirmation)

Standard MACD(12,26,9) histogram.

Bullish: hist > 0 and rising versus previous bar.

Bearish: hist < 0 and falling.

the actual entry signals

LongEntry = trendUp AND bb_squeeze AND liquiditySweepLong AND macdBullish
→ prints a green “BUY CALL” label below the bar.

ShortEntry = trendDn AND bb_squeeze AND liquiditySweepShort AND macdBearish
→ prints a red “BUY PUT” label above the bar.

alerts & dashboard

Alerts: fires when those long/short conditions hit so you can set TradingView alerts on them.

On-chart dashboard (bottom-right):

Trend (Bullish/Bearish/Neutral)

Squeeze (Yes/No)

Liquidity (Long/Short/None)

Momentum (Bullish/Bearish/Neutral)

Current Signal (BUY CALL / BUY PUT / WAIT)
(btw the comment says “2 columns × 5 rows” but the table is actually 5 columns × 2 rows—values under each label across the row.)

what it’s trying to capture (in plain english)

Trade with the higher-timeframe bias (EMA 50 over 200).

Enter as volatility compresses (bands tight) and a sweep grabs stops beyond a 20-bar extreme.

Only pull the trigger when momentum agrees (MACD hist direction & side of zero).

caveats / tips

It’s an indicator, not a strategy—no entries/exits/backtests baked in.

Signals are strict (4 filters), so you’ll get fewer but “cleaner” prints; still not magical.

The liquidity-sweep check uses the prior bar’s 20-bar high/low ([1]), so on bar close it won’t repaint; intrabar alerts may feel jumpy if you alert “on every tick.”

Consider adding:

Exit logic (e.g., ATR stop + take-profit, or opposite signal).

Minimum squeeze duration (e.g., bb_squeeze true for N bars) to avoid one-bar dips in width.

Cool-down after a signal to prevent clustering.

Session/time or volume filter if you only want liquid hours.

if you want, I can convert this into a backtestable strategy() version with ATR-based stops/targets and a few toggles, so you can see stats right away.