Asian-Session Liquidity Sweeps with Trend and Impulse Filters

Summary

This intraday strategy tracks the high and low of an Asian session, then looks for price to pierce one of those levels with a large wick and a reversal-colored candle. A scoring model combines that sweep with a directional impulse candle, moving-average structure, higher-timeframe trend, New York session timing, and simple trend and choppiness filters. Trades are considered when the score clears a configurable threshold; the script can also use a lower minimum score.

The strategy places stop and target levels at configurable multiples of ATR and reverses or enters when qualifying long or short conditions arise. The accompanying guidance suggests using a higher timeframe for bias and lower timeframes for entries, but the script itself does not enforce that workflow beyond its higher-timeframe setting. It names example markets and sessions but supplies no strategy report or validated performance evidence. Its rules and fixed thresholds therefore describe a testable hypothesis, not proof that sweeps predict profitable reversals.

Key ideas

• The system marks Asian-session highs and lows as reference liquidity levels.
• A sweep requires a level breach, a substantial wick, and a candle closing in the reversal direction.
• A weighted score combines the sweep with impulse, trend alignment, session, and regime conditions.
• ATR multiples define the stop and target distances.
• The document offers no performance evidence to establish that the setup is profitable.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.