Liquidity Geography Sweep and Gap Strategy (Swing) by z411392
By z411392
Performance Metrics
- Author: z411392
- Symbol: NYSE:TSM
- Timeframe: 1 day
- Win Rate: 29.8%
- Profit Factor: 0.681
Description
A swing strategy built on liquidity geography. It trades stop-run reversals (liquidity sweeps) and range gap-fills, and draws the price-only terrain those moves react to.A sweep is detected when price pierces the latest confirmed swing pivot (the active liquidity pool) and closes back inside. The stop sits just beyond the swept extreme plus an ATR buffer, and the target is a risk-reward multiple or the opposite pool. The gap module fades range gaps back to the prior close and skips trending sessions using an EMA-travel filter.Optional filters, each individually toggleable so you can switch them off to A/B test:Regime filter: fade sweeps only in balance, follow only with the higher-timeframe trend. On by default.Confluence: require the swept level to stack with a prior-day extreme or round number. Off by default.Risk-based position sizing: risk a fixed percent of equity per trade. Off by default.The defaults reflect backtesting on a single instrument, not theory. Only the regime filter improved results. Re-test on your own symbol before trusting any default.Drawing layers, with terrain off by default for a clean chart: prior-day high and low, round numbers, Fair Value Gaps, premium and discount with OTE, order blocks, market structure, the active pivot pool, a higher-timeframe bias line with trend-regime shading, and entry, stop and target lines while a position is open.Scope: price data only. Volume profile, order-flow delta and positioning data such as short interest, futures and options open interest are out of scope. Use dedicated tools for those.Daily timeframe. Set commission and slippage to realistic costs before relying on any result. This is an educational tool, not financial advice. Past backtest results do not guarantee future performance.Release NotesA swing strategy built on liquidity geography. It trades stop-run reversals (liquidity sweeps) and range gap-fills, and marks every detected sweep on the chart as a stop hunt.A sweep is detected when price pierces the active liquidity pool and closes back inside. The pool is switchable: the latest confirmed swing pivot (default), or the prior N-day high and low, a rolling range in the spirit of the classic Turtle Soup setup. The stop sits just beyond the swept extreme plus an ATR buffer, and the target is a risk-reward multiple or the opposite pool. The gap module fades range gaps back to the prior close and skips trending sessions using an EMA-travel filter.Stop-hunt markers: each detected sweep is flagged with a cross below the bar when a low is swept and above the bar when a high is swept. Because the markers follow whichever pool source is selected, switching the source lets you compare what each definition flags.Optional filters, each individually toggleable so you can switch them off to A and B test:Regime filter: fade sweeps only in balance, follow only with the higher-timeframe trend. On by default.Confluence: require the swept level to stack with a prior-day extreme or round number. Off by default.Risk-based position sizing: risk a fixed percent of equity per trade. Off by default.These defaults reflect backtesting, not theory. Only the regime filter improved results on the instruments tested, so the other two ship off. Re-test on your own symbol before trusting any default.This setup needs a market that swings. It performs poorly in strong one-way trends, where reversals get run over, and best in ranging names that repeatedly probe and reject their highs and lows. Match the symbol to the method.Drawing layers are off by default for a clean chart and can each be turned on: prior-day high and low, round numbers, Fair Value Gaps, premium and discount with OTE, order blocks, market structure, the active pool line, a higher-timeframe bias line with trend-regime shading, and entry, stop and target lines while a position is open.Scope: price data only. Volume profile, order-flow delta and positioning data such as short interest, futures and options open interest are out of scope. Use dedicated tools for those.Daily timeframe. Set commission and slippage to realistic costs before relying on any result. This is an educational tool, not financial advice. Past backtest results do not guarantee future performance.Release NotesA swing strategy built on liquidity geography. It trades stop-run reversals (liquidity sweeps) and range gap-fills, and marks every detected sweep on the chart as a stop hunt.A sweep is detected when price pierces the active liquidity pool and closes back inside. The pool is switchable: the latest confirmed swing pivot (default), or the prior N-day high and low, a rolling range in the spirit of the classic Turtle Soup setup. The stop sits just beyond the swept extreme plus an ATR buffer, and the target is a risk-reward multiple or the opposite pool. The gap module fades range gaps back to the prior close and skips trending sessions using an EMA-travel filter.Stop-hunt markers: each detected sweep is flagged with a cross below the bar when a low is swept and above the bar when a high is swept. Because the markers follow whichever pool source is selected, switching the source lets you compare what each definition flags.Optional filters, each individually toggleable so you can switch them off to A and B test:Regime filter: fade sweeps only in balance, follow only with the higher-timeframe trend. On by default.Confluence: require the swept level to stack with a prior-day extreme or round number. Off by default.Risk-based position sizing: risk a fixed percent of equity per trade. Off by default.These defaults reflect backtesting, not theory. Only the regime filter improved results on the instruments tested, so the other two ship off. Re-test on your own symbol before trusting any default.This setup needs a market that swings. It performs poorly in strong one-way trends, where reversals get run over, and best in ranging names that repeatedly probe and reject their highs and lows. Match the symbol to the method.Drawing layers are off by default for a clean chart and can each be turned on: prior-day high and low, round numbers, Fair Value Gaps, premium and discount with OTE, order blocks, market structure, the active pool line, a higher-timeframe bias line with trend-regime shading, and entry, stop and target lines while a position is open.Scope: price data only. Volume profile, order-flow delta and positioning data such as short interest, futures and options open interest are out of scope. Use dedicated tools for those.Daily timeframe. Set commission and slippage to realistic costs before relying on any result. This is an educational tool, not financial advice. Past backtest results do not guarantee future performance.