liquidity
forge.ta.liquidity(high: ArrayLike,low: ArrayLike,close: ArrayLike,confirm_bars: int = 3,margin_atr: float = 0.1,atr_period: int = 10) -> dict[str, np.ndarray]Equal highs and lows, resting liquidity above swing highs and below swing lows, and sweeps.
Parameters
| Name | Type | Default |
|---|---|---|
| high | ArrayLike | |
| low | ArrayLike | |
| close | ArrayLike | |
| confirm_bars | int | 3 |
| margin_atr | float | 0.1 |
| atr_period | int | 10 |
A swing high is a bar whose high is above every high within confirm_bars bars on each
side; it is known that many bars later, and every value is written then. eqh marks a swing
high within margin_atr times the average true range (Wilder's, over atr_period bars) of
the previous swing high; eql mirrors it. Every swing high leaves buyside liquidity at its
price and every swing low sellside liquidity. A bar that trades through a level takes it, and
when that bar closes back on the other side it is a sweep (sweep_high or sweep_low).
buyside is the nearest level above price still untaken, sellside the nearest below.
forge.ta.Liquidity(**inputs: Any) -> NoneEqual highs and lows (EQH, EQL), resting liquidity above swing highs and below swing lows, and the sweeps that take it.
Inputs
| Name | Type | Default | Range |
|---|---|---|---|
| confirm_bars | int | 3 | 1 to 50 |
| margin_atr | float | 0.1 | 0 to 5 |
| atr_period | int | 10 | 1 to 500 |
A swing high is a bar whose high is above every high within confirm_bars bars on each side; it is known confirm_bars bars later, and values are written then. Swing lows mirror it.
EQH marks a swing high within margin_atr times the ATR of the previous swing high. The ATR is Wilder's average true range over atr_period bars. EQL mirrors it.
Every swing high leaves buyside liquidity at its price, and every swing low sellside liquidity. When a bar trades above a buyside level it is taken; if the bar closes back below it, that is a sweep (sweep_high). Sellside mirrors it (sweep_low).
buyside is the nearest untaken buyside level above price and sellside the nearest untaken sellside level below it. Forge keeps the fifty newest levels per side. A missing bar starts again.