Fractal Structure Strategy Using Liquidity Sweeps and Breaks of Structure

Summary

The available script excerpt outlines a market-structure strategy that combines session timing, higher-timeframe bias, swing pivots, liquidity sweeps, and breaks of structure. It marks swing highs and lows using a configurable pivot length. A bullish sweep occurs when price trades below a prior swing low and closes back above it; the bearish condition mirrors this at a swing high. A subsequent close beyond the opposing pivot within a set bar window is treated as a break of structure and updates the strategy’s trend state.

The excerpt also begins defining order blocks by searching back for an opposite-colored candle after a structure break, with invalidation based on a close through the block. It includes configurable sessions, a higher-timeframe EMA bias, and risk settings such as a reward-to-risk ratio and stop buffer. The provided document ends partway through the order-block logic, so entry, exit, and full risk rules cannot be established. It supplies no backtest results or evidence of profitability; these rules should be read as a strategy design, not a validated method.

Key ideas

• Swing pivots provide reference highs and lows for structure analysis.
• A sweep requires price to pierce a prior pivot and close back across it.
• A qualifying close through the opposing pivot within the expiry window changes the trend state.
• The script uses sessions and a higher-timeframe EMA to add context to structural signals.
• The excerpt is incomplete and provides no performance evidence or full trade rules.

Tags

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