ICT-Style Liquidity Sweeps, Displacement, and Structure Breaks

Summary

The available script excerpt describes an ICT-style setup that combines session timing, trend filters, swing levels, liquidity sweeps, displacement, fair value gaps, and market-structure signals. It defines bullish and bearish context using 50- and 200-period EMAs alongside a higher-timeframe EMA. A buy sweep occurs when price moves below a recent swing low and closes back above it; a sell sweep mirrors this at a swing high. The script then tracks a setup for a limited number of bars and checks for strong directional candles and fair value gaps.

The excerpt includes adjustable risk-reward, entry-score, swing, ATR-buffer, session, and setup-duration inputs, as well as chart display options. However, the document ends partway through the market-structure logic, so the complete entry scoring, order placement, exits, and performance evidence cannot be assessed. No backtest results or market-specific validation are provided. The available material explains a multi-condition signal framework, but does not establish that it is profitable or describe enough of the completed system to reproduce its full behavior.

Key ideas

• The script uses EMA alignment and a higher-timeframe EMA to define directional context.
• A liquidity sweep is identified by a move beyond a prior swing followed by a close back across that level.
• The setup tracks subsequent displacement and fair value gaps within a limited window.
• Session filters and adjustable swing, ATR-buffer, and risk-reward parameters shape the framework.
• The source is truncated before the full entry and exit logic, and it reports no performance results.

Tags

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