Automating Judas Swing Reversals with Bias and Session Zones

Summary

This article implements a session-based reversal strategy in MQL5. It first sets directional bias from higher-timeframe swing structure, then limits setups to selected London, New York, or Asia windows expressed in New York time. The session high and low define a range split into premium and discount at its midpoint. A bearish setup requires a sweep above the session high in premium; a bullish setup requires a sweep below the low in discount. A market structure shift, defined by a close through a minor swing in the bias direction, confirms entry. Stops can be placed beyond the swept extreme or at a manual distance, with configurable sizing and optional partial closes and trailing stops.

The article describes a backtest and shows a graph and report, but the supplied text does not include their detailed results. The author states that the system uses one trade per session and cautions that backtest performance does not guarantee live results. The strategy depends on subjective structural definitions and session parameters, so its effectiveness requires independent testing across symbols and market conditions.

Key ideas

• The strategy filters session reversals through a higher-timeframe directional bias.
• It defines premium and discount from the active session range and looks for a sweep of the corresponding extreme.
• A close through a minor swing in the bias direction confirms the market structure shift before entry.
• Stops may be structural or manually set, while sizing and partial or trailing exits are configurable.
• The article includes a backtest report but the provided text gives no detailed performance figures, and backtest results may not generalize to live trading.

Tags

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