Our focus is now building bias, and how we do so by using the daily time frame.

We expect our daily timeframe to be the most important one, as that will be the timeframe to highlight what our most important draw on liquidity is.

It’s our focus to find out where price will be run to in the next trading session/days. Therefore, we expect price to expand into that direction.

Let’s imagine we have a bearish structure, and price reacts from a bearish PDA, we now anticipate that the daily expansion will be in the same direction of the daily draw on liquidity.

Once that is cleared out, we can expect the session timeframes to deliver up until that DOL is reached.

Summary;

• - Daily timeframe will highlight our most probable DOL

• - Keep in mind we don't need to look at bullish/bearish closure

• - You can catch intra-day expansions which are in sync with your DOL

• - We literally just need the direction during the expansions throughout the day

• - Dead-time remains relevant as we go into late NY session and London close

• - So where does liquidity lie on our daily timeframe?

We must understand the whole factor behind it all, behind the system, and notice all other liquidity pools hat price will be drawn to. Therefore, we often dumb it down and look simply at a fixed liquidity range;

These ranges are fractal, to make it simple for yourself.

Liquidity ranges are subjective to your own preference, but there is a sense of fractality to them. if you have a range of 15 days, you consider roughly 10 good trading days... Your next range would be 30 days, and then 45.

My personal preference is;

20 -> 40 -> 60 in liquidity ranges.

This allows me to fit a good chunk of data in my first parameter where I included at least two weeks of trading days. which covers majority of the data releases as well etc...