Multi-Timeframe SMC Entries with Confluence Scoring and Risk Controls

Summary

This strategy combines Smart Money Concepts across daily, weekly, and monthly horizons. It uses market structure breaks, order blocks, fair value gaps, liquidity sweeps, trend alignment, and premium or discount zones to score potential entries. Higher minimum scores are required on longer timeframes, while risk allocations decrease as the timeframe lengthens. The described system also uses time-of-day filters and stop distances with reward targets that increase by timeframe.

The document reports a win rate above 70% for trend-aligned fair value gap fills, but gives no supporting sample, benchmark, or detailed backtest results. Its narrative describes ES futures, while the published settings specify Binance SOL/USDT futures and a short one-minute test period; the source code is also truncated. The explanation warns that ranging markets can weaken the signals, multi-timeframe data may be delayed, and parameter tuning can overfit. These limitations make the reported performance difficult to assess independently.

Key ideas

• The system scores agreement among market structure, order blocks, fair value gaps, liquidity sweeps, and trend signals before entering.
• Higher timeframe setups require higher confluence scores and use lower stated risk allocations.
• Time-of-day filters aim to avoid lunch hours and the first part of the session.
• The document reports strong fair value gap results but provides insufficient test details to evaluate them.
• The narrative and published backtest settings name different markets, and the included source is incomplete.

Tags

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