Heatmap for Forex Reversals

I have a large set of hourly historical Forex price data and need a clear, intuitive heatmap that pinpoints likely reversal zones. The idea is simple: feed in raw OHLC data and receive a visual grid that instantly shows where price momentum has repeatedly stalled or turned.

What I already have
• Hourly candles in CSV format covering several currency pairs
• Basic notions on what constitutes a “reversal” (sharp wicks, engulfing ranges, etc.) but no automated way to visualise them

What I need from you
1. A repeatable script—Python is ideal, though R or MATLAB is fine—that:
• Imports my existing CSV files
• Calculates reversal-related metrics (pivot highs/lows, average true range bands, or your preferred method)
• Aggregates those metrics across time to create intensity values

2. A heatmap output (static PNG plus optional interactive HTML via Plotly or Bokeh) where high-intensity cells mark zones of frequent reversals.

3. Clear documentation:
• How to run the code with fresh data
• Parameter explanations so I can tweak thresholds or add more pairs later
• A short note on performance considerations if the dataset grows

Acceptance criteria
• Running the script on my sample data produces a colour-coded grid with visible clusters at known historical turning points.
• All dependencies listed in a requirements.txt (or equivalent).
• Code is commented well enough for a competent analyst to extend.

Please keep the solution lightweight—no heavy enterprise frameworks—so I can schedule it on a VPS without hassle.