NAS100 ICT Strategy Using Killzones, Liquidity Sweeps, and Displacement

Summary

This NAS100 strategy combines session timing with an ICT-style market structure shift. It tracks recent swing highs and lows, resets those levels when a configured Asian, London, New York, or New York lunch window begins, and looks for a close beyond a pivot accompanied by a candle body larger than its recent average. A higher-timeframe EMA filter can restrict entries to the prevailing direction. Liquidity sweeps are optional, and users can configure pivot sensitivity, displacement, cooldown, and eligible sessions.

Entries use ATR-based stops by default, with a minimum stop-distance filter and a configurable risk-to-reward target. The script also includes long and short switches, chart annotations, alerts, and a dashboard with trade statistics. The document provides implementation logic and parameter defaults, but no backtest results or independent evidence of profitability. Performance may depend on instrument settings, time zone handling, session definitions, and TradingView’s execution assumptions.

Key ideas

• The strategy searches for displaced closes beyond recent pivot levels during configured trading sessions.
• A higher-timeframe EMA can filter trades by trend direction.
• Liquidity sweep confirmation is optional and affects the trade frequency and entry criteria.
• Stops can use ATR distance or the prior bar, with a minimum stop filter and a configurable reward target.
• The script describes its rules but supplies no performance study establishing their effectiveness.

Tags

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