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QuaScript

Liquidity Voids & Wicks

NewFree

Impulse-candle voids that shrink as they fill, plus wick rejections

Market StructurePrice overlay CanvasZonesSignalsAlerts
quascriptstructurevoidsimbalancewicks

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Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
Canvas
Placement
Price overlay
Settings
3
Plots
0
Lines of code
67
Source
presets/analysis/smc/liquidity_voids.qs
Liquidity Voids & Wicksengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

Long-range, high-volume candles leave thin areas that price tends to revisit. Each void is drawn as a zone over the body of the impulse candle and shrinks as price trades back into it; unusually long wicks become rejection zones. A void disappears once fully filled.

0
Plotted series
2
Signal marks
3
Drawings
1
Alert rules
3
Settings
61
Lines of code

What it draws

Price overlay · counted from the engine's plot table and the script's draw calls

Series

No plotted series; the output is drawings and marks.

Signal marks

Bullish impulseBearish impulse

Drawings and chart effects

  • Zones3 created

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 67-line script (61 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets overlay = true, so everything is drawn on the price chart, on the same scale as the candles.

  3. 3
    Compute

    The script runs once per bar, oldest to newest. Each bar also runs 2 loops (2 while). 4 persist variables keep state (objects, counters) across bars.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on Canvas.

  6. 6
    Tune

    3 settings in 1 group appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

This script draws on Canvas

WebGPUNot used

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasSeries renderer

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

In this script
  • • 2 signal mark types
  • • 3 zones (QuaScript layer)

Alerts

1 alert rule declared with alert.rule

Impulse candle

A wide, heavy candle left a liquidity void

Settings

3 settings, grouped as in the chart's settings dialog

General
SettingTypeDefaultRange / optionsId
Impulse range (ATR)Number21 – 6, step 0.1impulse_range_atr
Wick shareNumber0.60.3 – 0.95, step 0.05wick_share
Zones keptInteger121 – 50zones_kept

Script

packages/quascript/presets/analysis/smc/liquidity_voids.qs

Header

analysis "Liquidity Voids & Wicks" {
    overlay = true
    max_objects = 500
}
Total lines
67
Code lines
61
Comment lines
4
Helper functions
0
Loops
2
Persistent variables
4
Higher-interval feeds
0
Engine plots
0

Built with

Technical analysis (ta.*)
ta.atrta.sma
Lists (list.*)
list.createlist.firstlist.getlist.pushlist.removelist.setlist.shiftlist.size
Math (math.*)
math.absmath.maxmath.min

Discussion

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