Impulse, Compression, Breakout, Retest, and Sweep Trading Framework
Summary
The visible portion describes a configurable strategy framework combining impulse, compression, breakout, and retest setups with trend pullbacks and liquidity sweeps. Users can choose breakout entry or wait for a retest, allow long or short trades, and set a minimum score. A stricter gate mode requires filters in addition to the score; a softer mode lets the score decide. The excerpt also describes optional closed-candle confirmation and signal-quality settings.
Sweep signals are framed as reversals after false breaks: a downside sweep can produce a long signal and an upside sweep a short. The header and inputs refer to risk-based sizing and additional modules for key levels, sessions, multi-timeframe trend, and macro context. However, the document cuts off within the input definitions, before the rules, exits, or backtest evidence are visible. Its performance and the precise behavior of those modules therefore cannot be verified here.
Key ideas
- The framework offers breakout entries and retest-prioritized entries after a level is broken.
- Optional trend pullback signals seek entries after price touches a moving average and resumes direction.
- Liquidity sweeps treat false downside breaks as potential long signals and false upside breaks as potential short signals.
- A score threshold can govern entries alone or alongside stricter filter requirements.
- The excerpt ends before complete trade rules or performance evidence are presented.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.