ICT-Inspired Reversal and Continuation Signals with Scored Filters
Summary
This strategy turns several ICT-style concepts into a scored long-and-short signal system. It tracks confirmed swing highs and lows to identify liquidity sweeps and market-structure breaks, detects fair value gaps and retests, and measures price location within a recent range as premium or discount. Higher-timeframe EMA bias, chart-timeframe EMA trend, candle displacement, rejection, session, and ATR conditions contribute to signal selection.
Three entry engines cover reversal after a sweep, continuation after a gap retest, and momentum continuation. A minimum score, cooldown, daily trade cap, and flat-position requirement gate entries; stops use recent swing extremes and targets apply a configurable risk-reward multiple. The title advertises a daily trade target and win-rate figure, but the document supplies no supporting performance report. Its signals and thresholds are code-defined heuristics, and the excerpt does not establish out-of-sample results or account for real execution costs.
Key ideas
- Swing pivots provide reference levels for identifying sweeps and structure breaks.
- Fair value gap retests and premium or discount location are combined with higher-timeframe bias.
- Separate engines seek reversals, gap-based continuations, and momentum entries.
- A weighted score and session, volatility, cooldown, and daily trade-count filters govern entries.
- Stops use recent highs or lows, while targets are set using a configurable risk-reward ratio.
- The document offers no evidence to validate its advertised performance targets.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.