Liquidity Structure Screener [Z-Score Sniper]

"Stop guessing where value is. Start seeing the structure."

This indicator is an institutional-grade screener designed to visualize Liquidity Structure across up to 30 tickers simultaneously. It moves beyond standard support and resistance by using Auto-Anchored VWAPs and Volume Nodes to identify exactly where "Smart Money" is defending, trapped, or exhausted.

Core Concepts
This screener builds a dynamic "Liquidity Geometry" for every ticker on your watchlist based on the last 60 days (adjustable) of price action:

The "Whale" Level: Automatically detects the single highest-volume day in the lookback period and anchors a VWAP from that exact candle. This is the "Line in the Sand" for the market's biggest participant.

Market Structure Anchors:

Shorts (High Anchor): VWAP anchored from the highest high. Represents the average entry of short sellers (Resistance).

Longs (Low Anchor): VWAP anchored from the lowest low. Represents the average entry of buyers (Support).

Z-Score Sniper: Calculates how far price has stretched from the Short Anchor using ATR-normalized Standard Deviations. This detects extreme "rubber band" extensions for mean reversion plays.

How to Read the Signals
The screener processes this complex data into a simple SIGNAL column with actionable color-coded states:

🔵 DEFENSE LONG (The Fortress): Price is in the "Whale Zone" or "Squeeze" AND holding near the Long Anchor support (within 5% buffer). This indicates relative strength and active institutional defense.

🟢 BUY RETEST: Price has broken out above the Short Anchor (Resistance) and is dipping back to retest it. A classic "Resistance-to-Support Flip" entry.

🟠 COIL (The Pinch): Volatility is dead. Price is trapped tightly between the Whale Level and the Short Anchor (< 0.5% distance). A massive expansion move is imminent.

🟣 OVERSOLD: Price is in a breakdown but has stretched to an extreme statistical deviation (Z-Score < -3.0σ). Sellers are exhausted, signaling a potential "Dead Cat Bounce" or reversal.

🔴 AVOID: Structure is broken (below Long Anchor) with no statistical exhaustion. The floor is gone—do not catch the falling knife.

Key Features
30-Ticker Watchlist: Monitor your entire portfolio in one panel.

Smart Deduplication: Automatically cleans duplicate tickers from your inputs.

Customizable Lookback: Adjust the "Anchor Memory" to fit your trading style (Swing vs. Position).

Visual Heatmap: Color-coded zones for instant readability of market health.

Disclaimer: This tool provides structural analysis, not financial advice. Always use proper risk management.