A 122-second walkthrough of Session Liquidity Architecture — the free, open-source TradingView indicator that percentile-ranks every completed session range against its own trailing distribution, then counts what happened next when the later session’s price actually touched the prior session’s high or low, on confirmed bars only.
Chapters
- 0:00 — What EURUSD measured
- 0:23 — Self-calibrating session ranges
- 0:42 — Armed, swept, rejected or accepted
- 1:01 — Base rates with sample size
- 1:19 — Time zones and confirmed events
- 1:42 — Free TradingView script and guide
Key takeaways
- Each completed Asia, London and New York range is percentile-ranked against that session’s own trailing distribution — the live row shows current range, percent of median and percentile reached so far, without a fixed pip threshold.
- Session highs and lows follow an explicit lifecycle: armed at session close, swept on a confirmed-bar break during the later session, then rejected or accepted according to that bar’s close. Untouched levels expire at the next same-session open.
- The base-rates block counts London-versus-Asia and New-York-versus-London events with the sample size beside every row — on the verified EURUSD 1-hour QA chart: London swept the Asia high 59% and low 60% of 926 sessions; New York swept the London high 23% and low 25% — descriptive counts from this chart, not a forecast. Below the minimum sample the panel says “collecting” instead of a percentage.
- Three configurable sessions use their own IANA time zones for daylight-saving handling. Sweep events, outcomes, counters and alerts commit on confirmed bars only; open-session boxes and live readings may update intrabar as visual context.
Read the full breakdown: Session Liquidity Architecture — how it works