Trend-Filtered Swing Sweeps with ATR Stops and Fixed-Risk Targets
Summary
This TradingView strategy combines swing-point liquidity sweeps with moving-average trend and volatility filters. It defines supply and demand zones from confirmed pivot highs and lows, then looks for price to pierce and close back through a zone boundary. A long signal requires a demand-zone sweep; a short signal requires a supply-zone sweep. The sweep must exceed a configurable fraction of ATR, while the 20- and 50-period simple moving averages must be aligned and sloping in the trade direction, with enough separation relative to ATR.
On entry, the strategy places a stop at the signal bar’s extreme and sets a take-profit at a configurable risk-reward multiple. It permits only one open position and plots entry markers and the moving averages. The document provides rules and implementation details but no reported backtest results or performance evidence. Pivot confirmation can delay recognition of swing levels, and the described setup offers no evidence that its filters or risk-reward settings are profitable across instruments or market conditions.
Key ideas
- Swing highs and lows define supply and demand zone boundaries for sweep signals.
- A valid sweep crosses a zone boundary and closes back inside by more than an ATR-based threshold.
- Long and short trades require aligned, sloping moving averages and sufficient separation between them.
- Stops use the signal bar’s extreme, while profit targets scale the entry risk by a configurable multiple.
- The document gives no performance results to validate the strategy.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.