PriceAction.jl

High-performance Price Action Analysis Toolkit for Julia

A comprehensive library for technical analysis of financial markets using ICT (Inner Circle Trader) concepts and Smart Money methodology.

---

Features

Tool	Description
FVG	Fair Value Gaps - imbalances in price action
IFVG	Inverted FVGs - invalidated gaps that become support/resistance
Order Blocks	Institutional supply/demand zones
Breaker Blocks	Failed order blocks that flip polarity
BOS/CHOCH	Break of Structure / Change of Character
Quasimodo	QM/IQM reversal patterns
Liquidity	Raids and Sweeps detection
AMT	Auction Market Theory (POC, VAH, VAL)
Volume Profile	Price-volume distribution analysis
AMDX	Accumulation-Manipulation-Distribution-Expansion phases
Key Levels	Clustered support/resistance levels

---

Installation

using Pkg
Pkg.activate("path/to/julia")
Pkg.instantiate()

Requirements

• Julia 1.9+
• Internet connection (for Binance API)

---

Quick Start

Interactive Dashboard

julia dashboard.jl

Opens an interactive chart in your browser with all tools visualized.

Command Line Analysis

julia start.jl

Prints analysis summary to terminal.

Custom Symbol/Timeframe

julia dashboard.jl ETHUSDT 1h
julia start.jl SOLUSDT 4h

Supported timeframes: 1m, 5m, 15m, 1h, 4h, 1d, 1w

---

Usage in Code

using PriceAction

# Fetch latest 1000 candles
df = fetch_binance_data("BTCUSDT", "15m")

# Run full analysis
results = analyze_price_action(df)

# Access results
println("FVGs found: ", length(results[:fvg]))
println("Order Blocks: ", length(results[:ob]))
println("POC: ", results[:amt].poc)

# Or run specific tools
results = analyze_price_action(df, tools=[:fvg, :ob, :amt])

Individual Tools

using PriceAction

df = fetch_binance_data("BTCUSDT", "15m")

# Fair Value Gaps
fvgs = FVG.identify_fvgs(df)

# Inverted FVGs (close-based invalidation, 20 bar limit)
ifvgs = IFVG.identify_ifvgs(df)

# Order Blocks
obs = OB.identify_order_blocks(df)

# Swing Points
swings = Common.identify_swing_points(df)

# Liquidity Events
raids = Liquidity.identify_liquidity_raids(df, swings)
sweeps = Liquidity.identify_liquidity_sweeps(df, swings)

# Value Area (AMT)
va = AMT.compute_value_area(df)
println("POC: $(va.poc), VAH: $(va.vah), VAL: $(va.val)")

---

Dashboard Controls

Action	Control
Zoom	Scroll or drag-select
Pan	Shift + drag
Reset view	Double-click
Toggle tools	Click legend items

---

Project Structure

julia/
├── dashboard.jl          # Interactive chart launcher
├── start.jl              # CLI analysis script
├── src/
│   ├── PriceAction.jl    # Main module
│   ├── types.jl          # Data structures
│   ├── data_loader.jl    # Binance API & pickle loader
│   ├── dashboard.jl      # PlotlyJS visualization
│   └── tools/
│       ├── fvg.jl        # Fair Value Gaps
│       ├── ifvg.jl       # Inverted FVGs
│       ├── ob.jl         # Order Blocks
│       ├── bb.jl         # Breaker Blocks
│       ├── bos.jl        # Break of Structure
│       ├── qm.jl         # Quasimodo Patterns
│       ├── liquidity.jl  # Raids & Sweeps
│       ├── amt.jl        # Auction Market Theory
│       ├── vp.jl         # Volume Profile
│       ├── amdx.jl       # AMDX Phases
│       ├── kl.jl         # Key Levels
│       └── common.jl     # Swing Points & utilities
└── Project.toml

---

Configuration

Default settings:

• Symbol: BTCUSDT
• Timeframe: 15m
• Candles: 1000 (latest)
• IFVG invalidation: Close-based (not wick)
• IFVG max wait: 20 bars
• IFVG display: 5 bars after formation

---

Data Types

struct FVG
    start_time::DateTime
    end_time::DateTime
    start_price::Float64
    end_price::Float64
    type::Symbol           # :bullish or :bearish
    volume_before::Float64
    volume_after::Float64
    width::Float64
    mitigated::Bool
    days_to_mitigation::Union{Int, Nothing}
end

struct IFVG
    fvg_start_time::DateTime
    fvg_end_time::DateTime
    ifvg_time::DateTime
    display_end_time::DateTime
    start_price::Float64
    end_price::Float64
    type::Symbol           # :bullish or :bearish
    volume_before::Float64
    volume_after::Float64
    bars_to_invalidation::Int
end

struct OrderBlock
    date::DateTime
    high::Float64
    low::Float64
    width::Float64
    volume::Float64
    type::Symbol           # :bullish or :bearish
end

struct ValueArea
    poc::Float64           # Point of Control
    val::Float64           # Value Area Low
    vah::Float64           # Value Area High
    profile::Vector{Tuple{Float64, Float64}}
end

---

Dependencies

• DataFrames.jl - Data manipulation
• HTTP.jl - API requests
• JSON3.jl - JSON parsing
• PlotlyJS.jl - Interactive charts
• PythonCall.jl - Pickle file support
• Clustering.jl - Key levels clustering
• StatsBase.jl - Statistical functions

---

License

MIT

---

Author

Price Action Toolkit