Anchored LiqLevelsSize

1. Anchored LiqLevelsSize

This indicator displays the cumulative sum of the predicted long liquidation size and predicted short liquidation size within anchored timeframes (e.g., daily, 4-hour, or 1-hour).

• Visualization: Represented as two separate lines on the same chart:

  • Long Liq Levels Size Line: Tracks the cumulative size of predicted long liquidation levels.

  • Short Liq Levels Size Line: Tracks the cumulative size of predicted short liquidation levels.

Purpose:

• Compare the scale of long vs. short liquidation levels over time.

• Identify imbalances in liquidation size between long and short positions.

• Highlight areas where significant capital is at risk of liquidation.

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2. Anchored LiqLevelsSize - Delta Cumulative

This indicator calculates the difference between the cumulative predicted long liquidation size and short liquidation size during the same anchored interval:

Delta= (Long Liq Levels Size) − (Short Liq Levels Size)

• Visualization: Represented as a bar graph, where:

  • Positive Delta: Long liquidation size exceeds short liquidation size.

  • Negative Delta: Short liquidation size exceeds long liquidation size.

Purpose:

• Highlight the net bias of liquidation levels.

• Identify periods where one side (long or short) carries a larger liquidation risk.

• Provide signals for potential market stress points or volatility based on size imbalances.

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Why They Matter:

• Market Risk Analysis: Understand whether long or short positions carry a larger risk of liquidation.

• Liquidity Insights: Identify high-risk zones where significant liquidation events could impact market stability.

• Comparative Analysis: Analyze trends across multiple anchored periods to better understand market positioning.

Together, Anchored LiqLevelsSize and Anchored LiqLevelsSize Delta Cumulative provide a comprehensive view of the magnitude behind predicted liquidation levels, helping traders assess capital exposure and prepare for potential market moves driven by liquidation events.