A Confluence-Based Trading Framework with Market Structure and Liquidity Filters
Summary
This partial strategy script exposes a configurable framework for combining several technical concepts: opening-range levels, market structure, order blocks, fair value gaps, liquidity sweeps, premium and discount zones, and Fibonacci confluence. Entry frequency can be adjusted through strictness settings, a minimum confluence score, and an option to permit partial setups. Other settings control session timing, swing detection, zone quality, and volatility or volume thresholds.
The excerpt contains inputs and strategy configuration but ends before the calculations, entry rules, exits, or performance report. It therefore shows which filters and controls the system is designed to use, but does not establish how they are combined or whether they improve results. Traders would need the missing logic and independent testing to assess signal definitions, execution assumptions, and risk controls.
Key ideas
- The framework offers adjustable entry strictness and confluence thresholds to vary trade frequency.
- It provides filters based on opening ranges, market structure, order blocks, fair value gaps, and liquidity sweeps.
- Premium and discount zones and Fibonacci levels are additional configurable sources of confluence.
- The excerpt does not include trading rules or results, so the framework's effectiveness cannot be evaluated from it.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.