Breakout, Retest, and Liquidity Sweep Trading with Risk-Based Sizing

Summary

This configurable strategy combines trend pullbacks, compression breakouts with optional retests, and failed-breakout liquidity sweeps. Signals can be filtered by indicators and context, including RSI, moving averages, relative volume, higher-timeframe and daily trends, trading sessions, and available room to nearby structure. A score threshold controls entry quality, with an optional stricter mode requiring filters as well.

Position size is tied to account equity and stop distance, optionally adjusted by signal score and capped by maximum exposure. Stops can use ATR, market structure, or both; exits include staged profit targets, break-even adjustment, and trailing stops. The script also includes chart levels, alerts, and position information. Its description refers to backtests on gold and indices, but the supplied material gives no full results or independent validation. Performance will depend on symbol, timeframe, settings, execution assumptions, and the reliability of the backtest; the many configurable filters also create scope for overfitting.

Key ideas

• The strategy offers trend pullback, breakout and retest, and liquidity sweep entry modes.
• A score threshold and optional mandatory filters determine whether signals qualify.
• Position size is calculated from equity and stop distance, with optional score scaling and exposure limits.
• Exits can combine staged risk-multiple targets, break-even stops, and ATR-based trailing stops.
• The stated asset-specific backtest claims are not accompanied here by detailed evidence or validation.

Tags

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