Trapped Traders
by thepolishquant · published July 20, 2026
About
PolishQuant - Trapped Traders locates participants who are underwater and forced to exit — the fuel behind squeezes and dumps — using real orderflow, open interest, and order-book depth. A trap forms when price sweeps a swing level and reverses, leaving the chasers offside: • TRAPPED BUYERS (bearish): price wicks above a swing high, buyers get aggressive (positive delta), then price closes back below. Their stops below become fuel for the drop. • TRAPPED SELLERS (bullish): price wicks below a swing low, sellers get aggressive (negative delta), then price closes back above. Their stops above become fuel for the squeeze. Detection pipeline: 1. Confirm swing highs/lows via asymmetric pivots 2. Detect the liquidity sweep (wick beyond pivot + close back inside) 3. Confirm with REAL delta — who was aggressive at the sweep 4. Confirm with OI — new positions opened = more traders trapped 5. Score the trap (delta divergence, volume surge, OI pressure, book imbalance) and track it until resolution Confirmed traps print as bubbles sized by trap score — bigger bubble = stronger trap. Each trap is tracked live: pressure decays as trapped traders exit (OI falls) and spikes as price approaches their pain level, where stops cascade. A single Sensitivity slider (0–100) scales from "show everything" to "strongest traps only." Optional trap zones and pain-level lines. Fully configurable pivots, volume/OI/book confirmation, scoring weights, expiry, and colors. Requires real orderflow, open interest, and order-book data.
Use Trapped Traders on your own charts.
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