Liquidity Sweep, Market Structure Shift, and Fair Value Gap Strategy

Summary

The visible script describes a price-chart strategy organized around a liquidity raid, a market structure shift, and a return to a fair value gap. It tracks reference levels such as prior day and week highs and lows, session ranges, equal highs and lows, and the midnight open. Inputs define swing and structure pivots, session windows, and a minimum sweep penetration scaled by ATR. The header also identifies filters for choppy conditions, repeated two-sided raids, news periods, and a trade score, alongside timeframe-specific profiles.

The source presents a backtest-oriented design with slippage, risk-based sizing, and chart annotations, but the supplied document ends before the entry and exit logic is visible. Its assertions about proof or strategy quality cannot be assessed from the excerpt, and no performance report is included. The visible portion therefore teaches the model’s concepts and configurable reference levels, but it is insufficient to reproduce the full strategy or evaluate its results. The described inputs and filters should be treated as design features rather than evidence of profitability.

Key ideas

• The stated model waits for a liquidity sweep, a market structure shift, and a return to a fair value gap.
• Potential liquidity references include prior period extremes, session ranges, equal highs and lows, and the midnight open.
• The visible inputs scale sweep penetration and some risk settings to ATR or timeframe profiles.
• The excerpt mentions filters for choppy markets, repeated raids, news periods, and signal scores.
• The entry and exit rules are not visible, and the document provides no performance results.

Tags

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