top of page
Search

Multi Venue Liquidity Engine

  • Writer: Sandra Wakefield
    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.



 

 

 
 
 

Comments


bottom of page