ICT Strategy Engine Combining Liquidity, Displacement, and Fair Value Gaps
Summary
This document presents a configurable daily-timeframe strategy framework built from five ICT or smart-money-concept modules: acceptance and rejection at support or resistance, swing failure patterns, higher-timeframe liquidity magnets, displacement moves, and fair value gaps. Each module can be enabled or disabled. The code sets a single-order approach, sizes entries as a share of equity, and defines stops and profit targets from ATR with a one-to-one reward-to-risk ratio. Inputs control such details as the support and resistance lookback, the number of acceptance candles, displacement thresholds, and fair value gap tracking and expiry.
The excerpt supplies implementation settings, but cuts off before the signal logic and includes no backtest report or performance evidence. It therefore explains the strategy architecture and risk controls without showing whether the modules improve results. The daily timeframe label and configured commission and slippage are implementation assumptions; practical behavior will depend on instrument, execution conditions, parameter choices, and validation beyond the material shown.
Key ideas
- The framework combines five independently switchable price-action modules related to liquidity, displacement, and gaps.
- It uses ATR multiples to define stop distance and mirrors that distance for a one-to-one target.
- Position sizing is configured as a percentage of equity with a single-order limit.
- Module-specific inputs expose lookbacks, confirmation counts, thresholds, and gap lifetimes.
- The provided excerpt omits signal logic and performance results, so effectiveness cannot be assessed from it.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.