ILM & IFVG Strategy by jettrader45
By jettrader45
Performance Metrics
- Author: jettrader45
- Symbol: CME_MINI:MNQ1!
- Timeframe: 5 minutes
- Net P&L: −54.50 USD (−0.01%)
- Win Rate: 66.7%
- Profit Factor: 0.643
- Max Drawdown: 210.00 USD (0.02%)
- Total Trades: 3
Description
Please feel free to adjust in any way possible. Let me know if you can create something better from this initial coding.//═══════════════════════════════════════════════════════════════════════// Inverted Liquidity Model (ILM) – Strategy//═══════════════════════════════════════════════════════════════════════//// The **Inverted Liquidity Model (ILM)** is a liquidity-based algorithm // built to capture high-probability reversals after://// • A liquidity sweep (SSL/BSL taken) // • Rejection back inside the range // • A Fair Value Gap (FVG) forms // • That FVG becomes invalidated → becomes an IFVG entry zone //// ILM combines:// • LTF BOS / CHOCH structure confirmation // • HTF structure (expansion) filtering // • Premium / Discount filter (17:00 CST session midline) // • Optional ATR volatility filter // • Optional trading session restrictions // • Optional partial profit-taking + runners //// When all conditions align, the strategy enters:// ✔ Long after sweep of SSL + valid long IFVG + trend confirmation // ✔ Short after sweep of BSL + valid short IFVG + trend confirmation //// Stops are placed at the sweep wick. // Full target is set at the next structural high/low. // Optional partial TP sends a runner to full target.//// Visual tools (labels, sweep lines, IFVG boxes, midline) assist // with review and forward testing.////───────────────────────────────────────────────────────────────────────// USER CONFIGURABLE FEATURES//───────────────────────────────────────────────────────────────────────//// • **Liquidity & Structure**// - pivotLen → swing length for pivots / liquidity// - htfOn → toggle higher-timeframe pivots// - htfTF → timeframe for HTF structure/liquidity// - useStructureFilter → enforce LTF BOS/CHOCH trend// - useHtfExpansionFilter → enforce HTF trend// - showStructureLabels → show BOS/CHOCH labels// - showHtfStructureLabels → show HTF BOS/CHOCH labels//// • **Premium / Discount Midline**// - usePremiumDiscountFilter → only long in discount / short in premium// - pdSession → session used for midline (default 17:00 CST)// - showPdMidLine → show 50% midline//// • **FVG / IFVG Detection**// - useBodyGapFVG → FVG uses candle bodies instead of wicks// - useDisplacementFVG → require displacement bar// - dispAtrMult → minimum ATR threshold for displacement// - showIFVG → draw IFVG boxes//// • **ATR / Volatility / Sessions**// - useRangeFilter → require minimum ATR%// - atrLen → ATR period// - minAtrPerc → minimum ATR% of price// - useSessionFilter → restrict trading hours// - sessionTimes → allowed trading session//// • **Sweep Visualization**// - showSweepLines → draw sweep lines at SSL/BSL sweeps// - sweepLineWidth → thickness of sweep lines//// • **Exits: Partial Targets & Runners**// - usePartialTargets → enable partial TP logic// - tp1QtyPercent → percent closed at TP1// - tp1FractionOfPath → TP1 relative to path to full target//// • **Formatting / Visibility**// - labelFontSizeInput → tiny / small / normal / large / huge// - showEntries → entry markers// - showTargets → target lines////═══════════════════════════════════════════════════════════════════════// END OF STRATEGY DESCRIPTION//═══════════════════════════════════════════════════════════════════════