ICT Turtle Soup Visualizer – with MSS Confirmation

Identify high-probability reversal setups based on the Inner Circle Trader (ICT) Turtle Soup concept. This indicator detects liquidity sweep events — moments when price briefly breaks a key swing high or low, triggers resting stop orders, and then snaps back — signalling a potential reversal entry.

Unlike basic sweep indicators, this tool adds a full five-filter confirmation stack, including an optional Market Structure Shift (MSS) filter that delays the signal until price structure actually confirms the reversal. This means no premature entries on the sweep candle itself — the arrow only fires once the market proves its hand.

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HOW IT WORKS
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All five filters must pass simultaneously for a signal to appear:

1. Sweep + Close Rejection
The bar must pierce the N-bar high or low by a minimum number of pips (configurable) and then close back on the other side. The close must recover a defined ratio of the bar's full range, confirming that the breakout was a false move and not a genuine breakout.

2. Lookback Structure Level
The sweep target is the highest high or lowest low of the previous N bars (default: 20). Increase this value to target major daily or weekly swing levels; reduce it for shorter-term intraday setups.

3. ATR Volatility Filter
The sweep bar's range must fall within a meaningful volatility window defined by a minimum and maximum ATR multiplier. This filters out tiny doji-style sweeps as well as explosive outlier candles that offer no realistic trade opportunity.

4. Session Filter (Kill Zones)
Signals are only valid during the London Kill Zone (default: 07:00–11:00 UTC) or the New York Kill Zone (default: 13:00–17:00 UTC). ICT setups occurring outside these high-liquidity windows carry significantly less statistical edge.

5. MSS – Market Structure Shift Confirmation
After a valid sweep, the indicator waits up to N bars (default: 5) for a confirmation candle:
• Short signal: a follow-up bar forms a Lower High (High below the sweep bar's High) and closes bearish (Close below Open).
• Long signal: a follow-up bar forms a Higher Low (Low above the sweep bar's Low) and closes bullish (Close above Open).
If no confirmation appears within the allowed window, the pending setup is automatically discarded and any temporary markers are removed.

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VISUAL OUTPUT
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- Sell arrow (red, downward) — drawn on the sweep bar when a short MSS is confirmed.
- Buy arrow (lime, upward) — drawn on the sweep bar when a long MSS is confirmed.
- Sweep marker (gray dot) — appears immediately on a valid sweep candle, before MSS confirmation. Use this as an early heads-up to prepare for a potential entry.
- Highest High line (OrangeRed, dotted) — rolling N-bar structural high.
- Lowest Low line (DodgerBlue, dotted) — rolling N-bar structural low.

All colors, arrow distances, and marker visibility are fully customizable in the settings.

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RECOMMENDED USAGE

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- Timeframe: M15 to H1 works best for kill-zone trading. H4 and Daily can be used for higher-timeframe confluence.

- Instruments: Optimised for Forex majors, but works on indices, commodities, and crypto.

- Session times: All times are UTC. Adjust the kill zone hours if your broker uses a different server time offset.

- MSS window: Start with MaxMssBars = 5. Reduce to 2–3 on lower timeframes for tighter, faster confirmation.

- ATR factors: Widen the max factor slightly on instruments with higher natural volatility (e.g. Gold, NAS100).

- The gray sweep dot is your alert to watch — the coloured arrow is your confirmation to act.

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NOTES

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- No repainting: signals are evaluated on closed bars only. The live bar is never used for sweep detection.