Stop Being the Liquidity.
Trade the Heatmap.
See where stop-loss clusters and margin-call zones are statistically likely to sit — modeled mathematically from price. No broker scraping, pure math.
- Liquidation heatmaps & gravity lines — modeled from price
- Interactive web terminal + REST API for quants
- Pure math from OHLCV — FX, crypto & stocks
7 days live free · No card required · Then free forever (24h-delayed) · Cancel anytime
The Mathematics of Market Mechanics
No scraping. We model retail margin levels and stop-loss clusters programmatically from price volatility and order-flow psychology — not from any broker feed.
Liquidation Cluster Modeling
Mathematically maps out retail stop loss clusters using standard volatility (ATR) and position decay. Predict where levered accounts will be forced to liquidate.
Modeled Volume Delta (CVD)
Mathematically reconstructs buy/sell imbalances and volume delta divergences behind standard candles using our proprietary volume distribution algorithms.
Fair Value Gaps (FVG)
Automatically flags structural market inefficiencies, imbalance zones, and price gaps left behind by massive institutional buy/sell impulses.
Margin Call Stress Zones
Visualize modeled glowing ocean-blue stress zones corresponding to estimated 100x and 500x leverage stop-out levels, where sweeps tend to hunt for exit liquidity.
HTF & Previous Session Levels
Track critical Daily, Weekly, and Previous Session High/Low levels. These horizontal barriers act as powerful support and resistance zones where price frequently triggers liquidations, leading to sharp reversals or pullbacks—making them prime targets to secure profits and wait for new structural entries.
Trajectory Forecast Projections
Utilize mathematical volatility-wave algorithms to project potential future price trajectories, overlaying modeled pathways on the live chart. Projections are statistical, not guarantees.
Engineered for Multi-Asset Microstructures
Different asset classes operate on entirely different mechanical rules. The Ampeld Engine™ dynamically adapts its modeling to the unique market structure of each asset class.
Cryptocurrency Perps
Crypto perpetual contracts (Perps) are dominated by massive retail leverage (20x to 100x). Our engine models:
- Cascading liquidation squeeze zones
- Cross-venue OHLCV volatility & volume profiles
- Modeled leverage-cascade sweep zones
Stocks & Indices
Equities trade with complex institutional and options-driven flows. From their price & volume, our engine models:
- Estimated block-volume accumulation zones
- Estimated volatility-inflection thresholds
- SPY, QQQ, & Stock Index volume distributions
Forex Currencies
Foreign exchange (FX) is a highly decentralized, high-leverage interbank market. Our engine models:
- London & New York session sweeps
- Interbank commercial liquidity pools
- High-leverage retail broker stop loss clusters
Choose Your Access Integration
Get institutional-grade price heatmaps via browser visual terminal or raw JSON quant stream.
Ampeld Web Terminal
Get immediate browser-based access to our real-time interactive terminal charts. Features beautiful multi-layered Price Heatmaps, Cumulative Volume Delta (CVD) bars, Fair Value Gaps (FVG) detections, and dynamic Stop Hunt price projections. Fully optimized for instant loading on any mobile, tablet, or desktop browser.
- Zero installation or setup required
- Live stop-loss clusters — no 24h delay
- Live data on every timeframe (down to 5-minute candles)
Developer REST API Stream
For quantitative developers, programmatic backtesters, and institutional trading bots. Fetch structured calculated stop-loss clusters, ATR gravity limits, and ICT levels directly in high-performance JSON payloads. Fully documented with interactive copy-paste code sandbox setups.
- Secure REST API authorization token
- Full calculated ICT patterns & daily/weekly HTF levels
- Multi-language snippets (cURL, Python, NodeJS, Go)
Built For Traders Who Refuse To Be Exit Liquidity
Ampeld is new — and that's the opportunity. Join as a founding member and map institutional liquidity before the crowd. Try the live terminal free, no card required.
Prop & Funded Traders
Stop placing stops where everyone else does. See the swing-low and swing-high clusters market makers hunt — and position behind them to protect your challenge.
Quant Developers
Pull high-density stop clusters straight into your Python or Node backtests via a clean REST API. JSON in, edge out — filter out false break-out signals programmatically.
Intraday Scalpers
Detailed 5m and 15m liquidation heatmaps show where leveraged stops pile up. Trade toward the magnets, not into the sweep.
Select Your Licensing Plan
Start free, or unlock real-time access — monthly or annual, cancel anytime.
Community
Verify your email → 7 days of full live data, free. Then keep building on the free 24h-delayed tier. No card.
- 7-day full live trial on signup — no card
- Stop-loss clusters & gravity zones
- All timeframes: 5m, 15m, 30m, 1H, 4H, 1D & 1W
- After the trial: data delayed 24h · free account (email/Google)
- All assets: crypto, FX, stocks, indices & commodities
Premium Web Terminal
Full premium browser access to our interactive terminal. Live data, no 24h delay.
- Live stop-loss clusters — no 24h delay
- Live data on every timeframe (5m → 1W) — no 24h delay
- Includes CVD, FVG, HTF levels & forecasting paths
- VIP Discord alerts & dedicated customer support
Pro API Access
Live REST API access for quant traders, algorithmic backtesting bots, and custom webhooks.
- Secure REST API token (`sl_api_...`)
- Generous rate limits (protects network)
- Live data, no 24h delay (down to 5-minute candles)
- Full calculated ICT patterns, HTF structures, trajectories
- Symmetrical multi-language developer snippets
7-day money-back guarantee
Not for you? Email us within 7 days for a full refund.
Cancel anytime
No lock-in. Manage your plan from the customer portal.
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Frequently Asked Questions
Get answers to the core mechanics of our liquidation cluster model and licensing.
A Liquidation Heatmap visualizes price zones where leveraged retail traders face forced margin calls or stop-out liquidations. Instead of scraping broker databases (which is illegal and incomplete), our Ampeld Engine™ uses advanced ATR volatility modeling and retail disposition-effect mathematics to calculate where leverage thresholds (e.g., 50x, 100x, 500x) are highly concentrated. These stop loss clusters act as massive price magnets.
Market Makers (tier-1 commercial banks, major liquidity providers) accumulate their inventory where order density is highest. When retail day traders place uniform stop losses below swing lows (sell stops) or above swing highs (buy stops), it creates massive 'liquidity pools'. Market makers are widely understood to push price into these clusters to fill large blocks at better prices. Our model estimates — from price action and volatility alone — where these clusters are statistically likely to sit. We do not have, and do not claim, access to broker order books or actual order flow.
The Premium Web Terminal license grants full, unrestricted browser access to our live interactive terminal charts. It removes the 24-hour freemium delay — giving you current, continuously-updating data down to 5-minute candles — along with all premium forecasting indicators (CVD, FVG, HTF levels) with zero installation required.
The Pro API Access package provides quantitative developers with a secure REST API authentication token (`sl_api_...`). This allows you to query our model's calculated stop-loss clusters, FVG inefficiencies, daily/weekly HTF levels, and price projection vectors directly in JSON payloads for algorithmic trading bots or backtest streams.
Yes. The Ampeld Engine™ adapts automatically based on the asset class volatility. It accurately calculates stop loss clusters and margin call stress zones for major Forex pairs (EURUSD, GBPUSD, USDJPY, XAUUSD), Cryptocurrencies (BTCUSD, ETHUSD), liquid US equities (AAPL, TSLA, NVDA), and major stock indices.
Yes. You can test and explore our live charts with a rolling 24-hour delay completely for free right on our Web Terminal. This allows quant backtesters and retail traders to verify our institutional stop hunt levels against historical price action before purchasing a live trading license.
The highs and lows of previous days, weeks, or sessions are areas where the highest density of retail stop-loss orders accumulate. When price pushes past these horizontal levels, those clustered stops tend to get swept as larger orders fill. Once this liquidity sweep is complete, the market frequently undergoes a sharp reversal or pullback. Professional traders treat these previous range levels as high-probability zones to secure profits (Take Profit) and wait for a new structural entry pattern to form.
Developer Friendly API Specification
Want to build automated algorithmic quant bots or backtest trading strategies? Load our live liquidity layers, CVD profiles, and stop hunt zones programmatically.
import requests
# Fetch calculated stop-loss clusters & gravity zones
url = "https://ampeld.com/api/v1/liquidity"
headers = {
"Authorization": "Bearer sl_api_your_secure_token"
}
params = {
"symbol": "BTCUSD",
"interval": "1h"
}
response = requests.get(url, headers=headers, params=params)
data = response.json()
for candle in data['data'][:3]:
print(f"Time: {candle['time']} Magnet Up: {candle['magnet_up']} Magnet Down: {candle['magnet_down']}")
# Output:
# Time: 1715774400 Magnet Up: 67240.50 Magnet Down: 64890.15
# Time: 1715778000 Magnet Up: 67252.30 Magnet Down: 64882.00
Stop being the liquidity.
See the heatmap for yourself.
Open the live terminal free — no card required. See where stop-loss clusters sit on EUR/USD right now, then decide.
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