Name: 內部和外部流動性模型 - ICT 概念 (Internal & External Liquidity Model - ICT Concepts)
Uploaded: 2024-06-20T15:00:49.000Z
Duration: 16 min 18 s

現在進行式

This video is going to be about building a model based off of internal and external liquidity concepts.

本視頻將介紹如何根據內部和外部流動性概念建立模型。

動名詞

Now if you don't know what internal and external liquidity is, please go ahead and check out the video linked in the top right before watching this video.

現在，如果你還不知道什麼是內部和外部流動性，請在觀看本視頻之前先查看右上方鏈接的視頻。

For those of you that do, we will go ahead and hop into a PDF, quickly review, and then talk about the model.

對於那些知道的人，我們將繼續跳轉到 PDF 文件，快速回顧，然後討論模型。

Now the first thing you need to understand is what is internal liquidity.

現在，您首先需要了解的是什麼是內部流動性。

Internal liquidity is just a fair value gap.

內部流動性只是一個公平價值差距。

Now if you don't know what a fair value gap is, we will quickly review that, but I also have a video on that as well.

如果你不知道什麼是公允價值差距，我們可以快速回顧一下，我也有相關視頻。

It is just a three candlestick pattern, one, two, three, in which the wick of the first candle and the wick of the third candle do not overlap, showing aggressive price action through this area.

這只是一個一、二、三的三根蠟燭形態，其中第一根蠟燭的燈芯和第三根蠟燭的燈芯並不重疊，顯示出價格在這一區域的激進行為。

So you can see, one, two, three, these candles do not overlap.

所以你可以看到，一、二、三，這些蠟燭沒有重疊。

Now the next thing to understand is what is external liquidity.

接下來要了解的是什麼是外部流動性。

External liquidity is simply highs and lows, so you can see here we have a range, we have a swing high here, we have a high with a lower high on each side, creating a high.

外部流動性就是簡單的高點和低點，所以你可以看到這裡有一個區間，這裡有一個震盪高點，兩邊各有一個較低的高點，形成了一個高點。

Similarly down here, we have a low with a higher low on each side, creating a swing low.

同樣，這裡也有一個低點，兩邊各有一個更高的低點，形成了一個震盪低點。

So this is external liquidity, or sell side liquidity and buy side liquidity.

這就是外部流動性，或者說賣方流動性和買方流動性。

Now the next thing we're going to cover is the relationship between the two.

接下來我們要介紹的是兩者之間的關係。

Since price swept and could not displace through this external liquidity, it is likely to reach back where?

既然價格橫掃，無法通過這種外部流動性進行置換，那麼它可能會回到哪裡呢？

Now that price reaches internal liquidity, it's respecting the fair value gap, and you can see this closure here.

現在，價格達到了內部流動性，它尊重了公允價值差距，你可以在這裡看到這個閉合。

So you can see price moves from external to internal and back to external.

是以，你可以看到價格從外部到內部再回到外部的變化。

So now let's take a look at the actual model.

So this model is just going to use a higher time frame level.

是以，這個模型將使用更高的時間框架水準。

Dropping down a time frame, I will look for internal or external liquidity.

下拉一個時間段，我會尋找內部或外部的流動性。

Then on the lower time frame, I will look to make sure I'm in a kill zone.

然後，在較低的時間框架內，我會查看是否處於殺跌區域。

I have a stop rate, a market structure shift, a fair value gap, and then I will target to R.

我有一個止損率、一個市場結構轉變、一個公允價值缺口，然後我會將目標轉向 R。

So for an example of this, when we swept this external low and looking for price to trade to internal and on the lower time frame, we get a market structure shift, a fair value gap, and targeting to R on the way to this fair value gap.

是以，舉例來說，當我們掃過外部低點，尋找價格交易到內部和較低的時間框架時，我們就會得到市場結構的轉變、公平價值缺口，並在通往公平價值缺口的途中以 R 為目標。

Let's go ahead and hop into trading view and go over a few examples of this.

讓我們進入交易視圖，看看這方面的幾個例子。

So here we are on NQ daily chart, and you can see that we took this low right here.

這裡是 NQ 日線圖，你可以看到我們在這裡創下了新低。

Now with this super aggressive close down here, I'm not expecting a retracement right away, so I'll let a few candles form.

現在，由於收盤價下跌得過於猛烈，我並不指望馬上出現回調，所以我會等待幾根蠟燭形成。

Now, if we're going to mark this out, we have a low with a higher low on each side, forming a swing low.

現在，如果我們將其標記出來，我們就會看到一個低點，兩側各有一個更高的低點，形成一個震盪低點。

Now, let's see what the next candle does.

現在，讓我們看看下一根蠟燭會做什麼。

We get aggressive displacement up, violating this fair value gap right here.

我們要積極地向上位移，在這裡突破公允價值缺口。

So if I'm going to look for external to internal, I have a fair value gap resting right here, right around discount of this range here.

是以，如果我要尋找外部與內部的差距，我在這裡找到了一個合理的價值差距，就在這個範圍的折扣附近。

So using that as my drawn liquidity or looking for price to draw to this higher time frame level, I'm going to drop down to the hourly chart.

是以，將其作為我繪製的流動性或尋找價格繪製到更高的時間框架水準，我將下降到小時圖。

So zooming in here, you can see here we have a candle where this wick does not overlap with this wick.

放大這裡，你可以看到我們有一根蠟燭，這根蠟燭芯與這根蠟燭芯沒有重疊。

是以，這是一個合理的價值差距。

So having this marked out is our fair value gap.

是以，標出這一點就是我們的公允價值差距。

Now that we have internal liquidity, if price reaches into it during a kill zone, can we frame a trade?

現在我們有了內部流動性，如果價格在殺跌區域內進入內部流動性，我們是否可以進行交易？

So now that price reached into this fair value gap, if it is going to continue to trend higher and this is going to form a swing low, I'd anticipate price going from internal to external liquidity.

是以，現在價格進入了這個公允價值缺口，如果它將繼續走高，並形成一個震盪低點，我預計價格將從內部流動性轉向外部流動性。

So now that we have our higher time frame draw, which is this daily fair value gap, and then dropping down a time frame, we have a move from internal to external liquidity.

是以，現在我們有了更高的時間框架，也就是這個每日公允價值缺口，然後再往下一個時間框架，我們就有了從內部流動性到外部流動性的轉變。

Let's drop down another time frame and see if we can find a setup.

讓我們換一個時間段，看看能否找到一個設置。

So down here on the five minute chart, you can see we reach down into the hourly fair value gap and we come back up and shift market structure here.

是以，在 5 分鐘圖上，你可以看到我們向下觸及每小時公允價值缺口，然後我們再向上，在這裡轉換市場結構。

So now I'm looking for the fair value gap.

所以，現在我在尋找公平價值的差距。

And if you notice, we have a fair value gap here as well as a fair value gap here.

如果你注意到，我們這裡有一個公平價值差距，這裡也有一個公平價值差距。

So looking to take an entry, I'm going to take an entry on the start of this fair value gap, but I want to allow it to be able to trade down into this fair value gap.

是以，我打算在這個公允價值缺口的起始點進場，但我希望它能向下進入這個公允價值缺口。

I'll put my stop on this fair value gap, Campbell's low.

我把止損點放在這個公允價值缺口上，坎貝爾的位置很低。

Then I'll be looking to target 2R, which you can see is just at these highs.

然後，我的目標是 2R，你可以看到它就在這些高點上。

Even though I could target 3.16R with a total run to the fair value gap, I'm just going to be looking at 2R, and I could hold runners if I want to.

即使我可以以 3.16R 為目標，完全跑到公允價值缺口處，我也只需要看 2R，如果我想的話，我可以持有跑贏的股票。

So letting this play out, let's see what happens.

And we get a move higher towards these highs, completing the move from internal liquidity to external liquidity.

我們將向這些高點走高，完成從內部流動性到外部流動性的轉變。

And skipping ahead, you can see after hitting RTP, if I would have moved my stop to break even on runners, they would have been stopped out before reaching the daily fair value gap.

跳到前面，你可以看到，在觸及 RTP 後，如果我把止損點移到跑馬者的盈虧平衡點上，他們就會在到達每日公允價值缺口之前被止損出局。

However, if I was just holding my whole position to the daily fair value gap, keeping my original stop, it would have worked out as well.

不過，如果我只是在每日公允價值缺口處持有全部倉位，並保留原來的止損點，效果也會很好。

But for this model, I'm just focused on catching 2R.

但在這個模型中，我只專注於捕捉 2R。

So zooming back out to the hourly chart, you can see we have our daily fair value gap, which was just targeted in the previous example.

放大到小時圖，你可以看到我們的日線公允價值缺口，這正是上一個例子中的目標。

是以，我們有一個重要的日常水準。

We just swept an hourly high, so external liquidity.

我們剛掃過一個小時的高點，所以外部流動性。

And do we have internal liquidity resting below?

Well, this fair value gap was mitigated on the previous example.

在上一個例子中，這種公允價值差距得到了緩解。

我們在這裡有一個公平的價值差距。

And that will act as our drawn liquidity.

So I'm looking for price to trade off this daily level, and then use the hourly external to internal to frame a trade.

是以，我希望價格能在這個日線級別上進行交易，然後利用每小時外部和內部數據來構建交易框架。

Let's hop back down to the 5-minute chart to see how we could frame something.

讓我們跳回 5 分鐘圖表，看看我們可以如何構思。

Now down here on the 5-minute chart, you can see that we have price sweeping this high here, and then our drawn liquidity is lower.

現在，在 5 分鐘圖表上，您可以看到我們的價格掃過了這裡的高點，然後我們繪製的流動性較低。

So we're looking for price to displace below this low to give us our shift in market structure.

是以，我們希望價格能跌破這個低點，從而實現市場結構的轉變。

And there we get displacement below this low.

在這個低點以下，我們有了位移。

Now the next step is to look for a fair value gap.

現在，下一步就是尋找合理的價值差距。

是以，這裡就出現了公平價值差距。

So if I'm going to look to enter a position there, where would I want to have my stop?

是以，如果我想在那裡建倉，我應該在哪裡設置止損點？

Well, here you can see most of this price action is balanced above, but in here it's a little bit messy.

在這裡，你可以看到大部分的價格走勢在上面是平衡的，但在這裡就有點亂了。

Now I want to have my stop over opposing candles.

現在，我想讓我的止損點超過對立蠟燭。

But if it's a little messy, let's go ahead and zoom out a timeframe.

但如果有點亂，讓我們繼續放大時間框架。

So to the 15, you can see here everything is balanced.

是以，在第 15 頁，你可以看到這裡的一切都很平衡。

You can see there's no fair value gaps, but we do have a little inversion right here.

你可以看到，這裡沒有公平價值缺口，但確實有一點反轉。

So ideally, I'd want to have my stop above that inversion and look to target 2R.

是以，理想情況下，我希望將止損設在反轉上方，並將目標鎖定在 2R 上。

And back to the five-minute chart, another thing I could do is take a position at the same spot, have my stop on the fair value gap candles high, and then look to target 2R.

回到五分鐘圖表，我可以做的另一件事是在同一位置建倉，在公允價值缺口燭臺高位止損，然後尋找 2R 目標。

讓我們拭目以待這兩件事的結果。

But here we get tagged in, hit 2R on the first and 2R on the second.

但在這裡，我們被貼上了標籤，第一次擊中 2R，第二次擊中 2R。

So you can see either one of these would have worked.

由此可見，這兩種方法中的任何一種都能奏效。

This is just a more conservative stop loss than this one here.

這裡的止損比這裡的止損更保守。

Let's go ahead and let this play out and see if we do reach that hourly fair value gap.

讓我們繼續努力，看看是否會出現每小時的公允價值差距。

For this next example, we'll also be on Enqueue daily chart.

在下一個示例中，我們也將使用 Enqueue 日線圖。

And so taking a look at the last few days of price action, what do you see?

看看最近幾天的價格走勢，你會發現什麼？

So if just marking out previous days highs and lows, you can see that Thursday here swept Wednesday's high, and then Friday reversed, closing below the opening price here.

是以，如果只標出前幾天的高點和低點，你可以看到週四這裡橫掃了週三的高點，然後週五反轉，收盤價低於這裡的開盤價。

And you can see how these previous days lows are all lined up here, and that is low-resistance liquidity.

你可以看到前幾天的低點都排列在這裡，這就是低阻力流動性。

So looking for a point of interest, the two spots that I look for, like this, is the opening price, as well as the mean threshold of this up-close candle.

是以，在尋找興趣點時，我會像這樣尋找兩個點，一個是開盤價，另一個是這根收盤蠟燭的平均臨界點。

Now just in terms of premium and discount of the range, it makes more sense to look at the mean threshold here.

現在，僅從溢價和折價的範圍來看，看這裡的平均臨界值更有意義。

So dropping down to the hourly, I want to see when we enter a kill zone or reach the point of interest.

是以，降至每小時後，我想看看我們何時進入殺傷區或到達興趣點。

You can see, as this fair value gap is holding, it doesn't seem like the opening price is going to push us lower, so we're likely to reach a little bit further up towards the mean threshold of this.

你可以看到，由於這個公允價值缺口保持著，開盤價似乎不會把我們推低，所以我們很可能會再往上走一點，到達這個均值臨界點。

你可以看到我們現在已經進入倫敦了。

We just kind of consolidate, and then as we enter to New York, we do reach up into the mean threshold, so this point of interest.

我們只是鞏固了一下，然後在進入紐約時，我們確實達到了平均臨界點，所以這一點很重要。

字幕列表影片播放

內部和外部流動性模型 - ICT 概念 (Internal & External Liquidity Model - ICT Concepts)

pattern

structure

aggressive

bias