LP Sweep / Reclaim & Breakout Grading: Long-only — Strategy by Shihyuuu
By Shihyuuu
Performance Metrics
- Author: Shihyuuu
- Symbol: BINGX:ETHUSDT.P
- Timeframe: 4 hours
- Net P&L: +1,842.68 USDT (+0.18%)
- Win Rate: 34.7%
- Profit Factor: 1.075
- Max Drawdown: 4,115.31 USDT (0.41%)
- Total Trades: 406
Description
Sep 8Signals1) LP Sweep & Reclaim (mean-reversion entry)Compute LP bounds from prior-bar window extremes:lpLL_prev = lowest low of the last N bars (offset 1).lpHH_prev = highest high of the last N bars (offset 1).Sweep long trigger: current low dips below lpLL_prev and closes back above it.Real-time quality grading (A/B/C) for sweep:Trend filter & slope via EMA(88).BOS bonus: close > last confirmed swing high.Body size vs ATR, location above a long EMA, headroom to swing high (penalty if too close), and multi-sweep count bonus.Sum → score → grade A/B/C; A or B required for sweep entry.2) Trend Breakout (momentum entry)Core trigger: close > previous Donchian high (length boLen) + ATR buffer.Optional filter: close must be above the default EMA.Breakout grading (A/B/C) in real time combining:Trend up (price > EMA and EMA rising),Body/ATR, Gap above breakout level (in ATR),Volume vs MA,Upper-wick penalty,Position-in-Score: headroom to last swing high (penalty if too near) + EMA slope bonus.Sum → score → A or B required if grading enabled.Sep 8Release NotesUpdate for Confidential