Multi Venue Liquidity Engine
- Sandra Wakefield

- Nov 14, 2025
- 4 min read
Updated: Nov 14, 2025

MLEE – Multi-Venue Liquidity Echo Engine
1. Core Logic (How MLEE Works)
MLEE is built on one simple but powerful truth:
When multiple exchanges show the same liquidity impulse within a short window of time, institutions are moving.
Retail traders only see one chart.Hedge funds see every venue at once, and they track where the liquidity actually fires — not just where candles print.
MLEE replicates this by scanning the Primary, Secondary, and Tertiary markets simultaneously for:
Price Impulse: A statistically significant movement relative to ATR.
Volume Impulse: A surge in traded volume relative to rolling averages.
Echo Confirmation: Another venue showing the same directional impulse within an adjustable window (default: 3 bars).
When two or more venues confirm the same impulse:
Echo LONG → coordinated institutional accumulation
Echo SHORT → coordinated institutional distribution
This is the closest you can get to actual multi-exchange orderflow clustering on a retail chart.
Accuracy is unparalleled:

2. Why It’s Institutional-Grade
MLEE is designed around how prime brokers, CTAs, and HFT desks detect flow alignment:
✓ Multi-Venue Price/Volume Synchronization
Institutions monitor multiple liquidity pools (Binance / Coinbase / CME / TVC / IDC / etc.).MLEE mirrors this by detecting cross-venue responsiveness — the hallmark of algorithmic order execution.
✓ Echo Logic = Coordinated Flow Confirmation
One venue can lie.Two venues rarely do.Three venues confirming within a few bars → institutional footprint.
✓ Event-Cluster Detection
MLEE isn’t a crossover system.It’s a real-time event detector that spots structural changes at the orderflow level.
✓ Safety Filters Used by Real Funds
The engine includes the same protection stack funds use:
HTF trend bias
Session gating
Killzone windowing
Funding-rate alignment
ADR stretch guardrails
Daily signal throttling
Cooldown windows
Multi-TF echo matrix
Venue-aware auto-selection system
You’re essentially embedding a trading desk level confirmation engine into TradingView
3. What’s in It for You (Trader Benefits)
✔ You see the flow before the candle closes
MLEE detects orderflow surges as they occur, not after trends form.
✔ You avoid fakeouts
If only one venue fires, the signal is ignored.
MLEE only prints when liquidity is confirmed across markets.
✔ You only trade when the big money moves
This reduces noise, improves accuracy, and minimizes drawdown.
✔ You get multi-timeframe context
The MTF Echo Matrix shows whether:
lower TF
mid TF
higher TF
are aligned with the current echo.
✔ It works across all asset classes
FX, gold, indices, crypto — with automatic venue selection optimized for each.
4. Protection Mechanisms (Risk & Noise Filters)
MLEE includes layered institutional-grade protection:
1. HTF Trend Bias Filter
Confirms whether higher-timeframe structure agrees with the signal.
2. Session Filter
Only allow trades during liquid sessions (e.g., NY 9:30–16:00).No overnight chop, no ghost liquidity.
3. Killzone Mode
London, New York, or both.These are the only times institutions actually position.Reduces false signals dramatically.
4. Funding-Rate Filter (Crypto)
Option to trade against positive funding (bullish exhaustion) or negative funding (bearish exhaustion).A powerful institutional trick.
5. ADR Stretch Guardrails
Prevents taking trades when price has already extended too far intraday.
6. Daily Signal Throttle
Stops trigger-happy overtrading.Institutions rarely take more than a few trades per day.
7. Cooldown Mechanism
Forces spacing between trades to allow orderflow to develop.
8. Multi-Venue Echo Requirements
No echo = no trade. You only enter when two or more liquidity pools confirm the flow.
5. Best Practices (How to Use MLEE Like a Fund)
1. Only trade in synchronized markets
Echo = confirmed liquidity. No echo = do nothing.
2. Use the MTF Echo Matrix
When all TFs are green/red → high-probability alignment.
3. Keep killzones ON for FX, gold, and indices
London + NY only.This is where real liquidity resides.
4. For crypto, funding filter should be ON
Trading opposite funding gives you institutional asymmetry.
5. Never override secondary/tertiary unless necessary
The auto-detector already picks the best venues.
But for manual users, see the full venue list below.
6. Optimal Secondary & Tertiary Venues (Manual Mode Users)
A. MAJOR FOREX PAIRS
Primary | Secondary | Tertiary |
EURUSD | FX_IDC:EURUSD | TVC:DXY |
GBPUSD | FX_IDC:GBPUSD | TVC:DXY |
USDJPY | FX_IDC:USDJPY | TVC:US10Y |
AUDUSD | FX_IDC:AUDUSD | FOREXCOM:XAUUSD |
NZDUSD | FX_IDC:NZDUSD | TVC:DXY |
USDCAD | FX_IDC:USDCAD | NYMEX:CL1! |
B. MINORS & EXOTICS
Pair | Secondary | Tertiary |
EURJPY | FX_IDC:EURJPY | TVC:DXJ |
GBPJPY | FX_IDC:GBPJPY | TVC:DXJ |
EURGBP | FX_IDC:EURGBP | TVC:DXY |
AUDJPY | FX_IDC:AUDJPY | TVC:DXJ |
USDCHF | FX_IDC:USDCHF | TVC:DXY |
C. GOLD (XAUUSD)
Primary | Secondary | Tertiary |
ICMARKETS:XAUUSD | FOREXCOM:XAUUSD | COMEX:GC1! |
FOREXCOM:XAUUSD | ICMARKETS:XAUUSD | COMEX:GC1! |
D. US INDICES (CFDs)
Primary | Secondary | Tertiary |
USTEC / NAS100 | TVC:NDX | NASDAQ:QQQ |
US500 / SPX500 | TVC:SPX | AMEX:SPY |
US30 / DJ30 | TVC:DJI | TVC:VIX |
E. TOP 20 CRYPTO (AUTO ADJUSTS FOR BINANCE/COINBASE DUPLICATION)
Asset | Secondary | Tertiary |
BTC | COINBASE:BTCUSD / BINANCE:BTCUSDT | CRYPTOCAP:BTC.D |
ETH | COINBASE:ETHUSD / BINANCE:ETHUSDT | CRYPTOCAP:ETH.D |
SOL | COINBASE:SOLUSD / BINANCE:SOLUSDT | CRYPTOCAP:TOTAL3 |
XRP | COINBASE:XRPUSD / BINANCE:XRPUSDT | CRYPTOCAP:TOTAL3 |
BNB | BINANCE:BNBUSDT | CRYPTOCAP:TOTAL3 |
ADA | COINBASE:ADAUSD / BINANCE:ADAUSDT | CRYPTOCAP:TOTAL3 |
DOGE | COINBASE:DOGEUSD / BINANCE:DOGEUSDT | CRYPTOCAP:TOTAL3 |
AVAX | BINANCE:AVAXUSDT | CRYPTOCAP:TOTAL3 |
TRX | BINANCE:TRXUSDT | CRYPTOCAP:TOTAL3 |
DOT | BINANCE:DOTUSDT | CRYPTOCAP:TOTAL3 |
LINK | COINBASE:LINKUSD / BINANCE:LINKUSDT | CRYPTOCAP:TOTAL3 |
MATIC | COINBASE:MATICUSD / BINANCE:MATICUSDT | CRYPTOCAP:TOTAL3 |
SHIB | BINANCE:SHIBUSDT | CRYPTOCAP:TOTAL3 |
LTC | COINBASE:LTCUSD / BINANCE:LTCUSDT | CRYPTOCAP:TOTAL3 |
UNI | BINANCE:UNIUSDT | CRYPTOCAP:TOTAL3 |
The AI automatically prevents duplicate venue bias (e.g., avoiding Binance on Binance charts).
7. Summary (Why MLEE Is a Competitive Advantage)
MLEE gives you:
🟢 Institutional-level signal confirmation
through multi-venue event clustering.
🟢 Noise reduction
through HTF bias, ADR controls, killzones, and funding filters.
🟢 Cross-asset universal compatibility
FX, gold, indices, crypto all adapted automatically.
🟢 Professional execution discipline
via signal throttles and cooldown systems.
🟢 Clear decision dashboards
Primary/secondary/tertiary signals + MTF matrix + echo status.
In short:
MLEE shows you when multiple markets speak the same truth — and that’s the closest thing to institutional x-ray vision you can get.
This module is not for public release.





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