Fractal Sweep Strategy by Lean_Trading
By Lean_Trading
Performance Metrics
- Author: Lean_Trading
- Symbol: VANTAGE:XAUUSD
- Timeframe: 5 minutes
- Net P&L: +205.87 USD (+0.02%)
- Win Rate: 32.0%
- Profit Factor: 1.136
- Max Drawdown: 207.22 USD (0.02%)
- Total Trades: 219
Description
# Fractal Sweep StrategyA trend-following strategy that trades **sweeps** of fractal highs and lows, using two complementary entry models that can run in parallel.---## ConceptThe strategy identifies **fractal points** (local highs/low over N bars) and enters when price **sweeps** them—breaking above a fractal high or below a fractal low—then closes back in the opposite direction. This often signals a rejection and potential reversal.**Sweep High** → Short bias **Sweep Low** → Long bias ---## Entry Models### 1. Attempted Candle- **Immediate trade:** The sweep candle itself is bearish (for short) or bullish (for long).- **Delayed trade:** If the sweep candle is not in the right direction, the strategy waits for the first **Attempted candle**: - **Short:** Bearish candle with `high > high[1]` (takes out the prior candle’s high). - **Long:** Bullish candle with `low < low[1]` (takes out the prior candle’s low).- **Entry:** At the close of the Attempted candle (repainting-safe).- **SL:** Low of the Attempted candle (short) / High of the Attempted candle (long).- **TP:** CRV × risk (default CRV = 2).### 2. Trigger Level- **Setup:** Fractal high is swept by a **bullish** candle, and the **next candle is not** an Attempted candle.- **Trigger level:** Body low of the sweep candle (`min(open, close)`), ignoring the wick.- **Activation:** Any later candle closes **below** the trigger level.- **Entry:** At the close of the breaking candle, or at the open of the next candle if the break is detected one bar late.- **SL:** High of the sweep candle (Trigger Level candle).- **TP:** CRV × risk (default CRV = 2).### Parallel ModeWith **"Both"** selected, both models run at the same time. Pyramiding allows up to 2 short positions (one from each model) when both trigger.---## Risk Management- **Stop Loss:** High/Low of the reference candle (Attempted or Trigger Level candle).- **Take Profit:** Entry ± (CRV × risk), with separate CRV for each model.- **Max Trades per Day:** Limits total entries across both models (default: 5).---## Optional Filters### Supertrend H1 (Directional Bias)- **Off:** No filter.- **With Trend:** Long only in H1 uptrend, short only in H1 downtrend.- **Counter Trend:** Long only in H1 downtrend, short only in H1 uptrend.### Session Filter- Restricts trades to a time window (e.g. 08:00–17:00) in the selected timezone.---## Fractal Settings- **Bars in Fractal:** 3, 5, 7, or 9 (default: 5).- **Fractals Timeframe:** Chart TF or higher (e.g. M15 for MTF fractals).- **Max Age:** Fractals older than N bars are ignored.---## Visuals- Fractal lines and markers (▲/▼).- SL/TP lines for open trades.- Optional debug labels (trade explanation, sweep labels, no-trade reasons).- Optional H1 Supertrend overlay when bias is active.---## Repainting SafetyEntries are placed only on **confirmed bars** (`barstate.isconfirmed`), so signals are fixed once the candle closes.---## Credits- **Fractal logic:** Based on MTF Fractals [RunRox]- **Strategy:** Lean Strategy Blueprint - **License:** CC BY-NC-SA 4.0