El Jaguar SFP FVG Sweep [Artillery] — Strategy by ArtilleryTrades
By ArtilleryTrades
Performance Metrics
- Author: ArtilleryTrades
- Symbol: CME_MINI:MNQ1!
- Timeframe: 5 minutes
- Win Rate: 63.6%
- Profit Factor: 3.451
Description
El Jaguar is a liquidity-sweep reversal strategy built on a three-step sequence: an hourly swing-failure pattern, a five-minute fair value gap, and an entry on the retrace into that gap, targeting the prior day's range. This is a canonical republication of the earlier "El Jaguar v3.0" script: the version suffix is gone, the default trade direction is now neutral (Both) instead of the previously tuned shorts-only default, and the logic is otherwise unchanged.CONCEPT AND CREDITThe trade model - sweep yesterday's liquidity, confirm the failure, enter on the first displacement gap and target the other side of the range - is the daily sweep model popularised by the trader JadeCap. That is a concept credit: all code in this script is original and written with Pine built-ins only.WHAT IT DOES1) Hourly context - swing highs and lows are detected on the 60-minute timeframe (via request.security with lookahead off). A swing must be confirmed by the configured number of hourly bars on each side, so swing levels appear with that natural delay and then never move.2) Swing-failure pattern (SFP) - a bullish SFP fires when price wicks below the last hourly swing low by a minimum number of points but closes back above it; bearish is the mirror at a swing high. Each SFP is one-shot per day and expires after a validity window.3) Fair value gap (FVG) - after a valid SFP, the script waits for a 5-minute displacement gap of a minimum size in the SFP direction. Only a gap that forms after the sweep counts.4) Entry - when price retraces into the fresh gap during the New York morning window (9:30-11:30 ET by default), the strategy enters with the trend of the reversal: stop beyond the sweep extreme plus a buffer, target at the configured risk-reward multiple.5) Guard rails - max trades per day, one position at a time, a time-stop hour that flattens stale positions, and the session window.WHAT YOU SEE ON THE CHART- Triangle markers at entries and background highlights on active FVG zones and the session window- A dashboard with the current bias (bull/bear SFP or waiting), PDH/PDL, trades used, session state and the direction filterBACKTEST PROPERTIES AND SAMPLE-SIZE CAUTIONThe report uses realistic single micro-contract properties: 50,000 initial capital, fixed 1 contract, 0.62 commission per contract per side, 1 tick of slippage. Note the small trade sample: this setup requires an hourly liquidity sweep, a confirmed failure close, and a qualifying displacement gap all inside a two-hour morning window, capped at two trades per day - and TradingView's 5-minute history covers only a few months, so the default report contains far fewer than 100 trades. Treat it as an illustration of behaviour, not statistical evidence; test longer periods before drawing conclusions. Historical results do not predict future performance. Point-based inputs (wick size, gap size, stop buffer) were scaled for MNQ and must be rescaled for other symbols.BEHAVIOUR NOTESSignals compute on closed bars. The hourly swing request uses lookahead off; hourly swings confirm with the pivot delay and do not repaint once printed. Entries are processed on the bar after the signal (no on-close fills). Strategies in Pine v6 alert through order-fill events.This is an educational and analytical tool for studying liquidity-sweep reversals. It is not financial advice.