The Three Pillars

Liquidity Matrix

A live orderflow dashboard projected alongside price: the left column shows active (untested) structural volume, the right column shows filled (absorbed) volume. Together they map where the market's unfinished business is concentrated.

Updated Publisher Alien_AlgorithmsCurrent release

What the Matrix is

The Liquidity Matrix slices the recent price range into horizontal rows and asks one question per row: how much structural volume lives here, and has it been dealt with? The answer is rendered as two heat-colored columns floating just to the right of current price action, updating live as gaps fill and pivots get swept.

The payoff is transitional potential at a glance: dense unresolved volume sitting next to historical liquidity voids is exactly where price tends to travel next, as the market rebalances its own structural inefficiency.

Liquidity Matrix: volume migrating from Active to Filled
Price is drawn toward the dense Active row above, sweeps it (volume migrates to the Filled column), then rotates to the untested cluster below. The amber dashes mark rebalance levels: rows with heavy Active volume and almost no Filled volume.

Reading the two columns

Active column (left)
Potential energy. Untested structural volume that is still relevant: unfilled gap volume or unswept pivot liquidity depending on mode. Hot rows are candidate draw targets.
Filled column (right)
Spent energy. Volume that has been absorbed: filled gaps, swept pivots. A map of how efficiently each price row has already been mitigated.

Reading combinations of the two is where the insight lives:

  • Hot Active + dark Filled: untouched business. The strongest magnet rows; flagged automatically as rebalance levels.
  • Hot Active + hot Filled: a battleground. Heavy volume on both sides of the ledger; expect two-way trade.
  • Dark Active + hot Filled: spent territory. The market has already done its work here; little left to attract price.
  • Dark + dark: a void. Price tends to move through these rows quickly.

Sourcing modes

The Dashboard mode selector controls what feeds the rows:

  • Imbalances mode (default): sources from the FVG origin pool. Each gap's volume is distributed pro-rata across the price rows it spans, and partially filled gaps update the matrix dynamically. This gives a granular view of outstanding vs. resolved structural inefficiency.
  • Pivots mode: sources from confirmed pivot highs/lows. The Active column highlights untested liquidity pools (resting stops and liquidation clusters); the Filled column shows pivots that have already been swept. Pivot sensitivity follows the shared Pivot L/R settings.
Which mode should I use?

Imbalances mode answers “where is unfinished gap business?” and pairs naturally with CVMI and SOMM. Pivots mode answers “where are the stops?” and pairs naturally with sweep hunting. Many users flip between them as a two-lens check on the same level.

Rebalance levels

With Rebalance Levels enabled (default), the Matrix automatically marks rows where Active volume is high while Filled volume remains low on the same level: by default, rows holding at least 80% of the Active peak with at most 20% of the Filled peak. These marked rows are the dashboard's executive summary: the shortlist of levels the market has the strongest structural reason to visit.

In the standard workflow, identifying the draw on liquidity via these rows is step one, before structure and before pressure.

Grid & resolution

Row geometry is ATR-based so the grid adapts to each symbol's volatility:

  • Row height = ATR(ATR Length, default 480) ÷ divisor. With Auto Divisor (default) the divisor scales itself so rows cover the full lookback price range, using 1-2-5 step rounding to keep cell alignment stable.
  • Lookback (default 1000 bars) controls how much history feeds the rows, and Max Rows(default 100) caps the total row count; each row costs 2 boxes from TradingView's shared 500-box budget.
  • Offset and Width position the dashboard in future space so it never collides with live candles.
Dashboard not showing?

If the chart has fewer bars than the Lookback or ATR Length, the Matrix shows a warning label instead of rendering partial data. Enable Fit to Data to use whatever history is available instead.

Key settings

04 Dashboard (excerpt)
SettingDefaultWhat it does
Show DashboardOnMaster toggle for the Liquidity Matrix.
ModeImbalancesImbalances = FVG volume distribution; Pivots = pivot liquidity density.
Lookback1000Bars scanned for dashboard data in both modes.
Max Rows100Safety cap on rows. Each row uses 2 boxes from the shared 500-box budget.
Offset / Width120 / 80Bars into the future where the dashboard starts, and its fixed bar-width.
Rebalance LevelsOnMarks high-Active/low-Filled rows. Active % and Filled % thresholds are configurable (80 / 20).
ATR Length / Auto Divisor480 / OnControls row height. Manual divisor available when Auto is off; higher divisor = thinner rows, more resolution.
Fit to DataOffRender with available history when the chart is shorter than the lookback, instead of showing a warning.
Colors#FF6E40 / #64FFDAActive and Filled heat gradients, row borders, text, and peak-row highlight are all configurable.
Institutional Imbalance Framework is analytical software. It offers no guarantee of financial gain, and nothing in these docs is financial advice. © Alien_Algorithms.