NY Gaussian Liquidity Sweep Strategy

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX (Major Pairs), Indices (US30, NAS100) · Timeframes: M5, M15

Thesis

The market exhibits a tendency to trap retail liquidity at short-term swing points (sweeps) before continuing in the direction of the dominant multi-timeframe trend. This hypothesis assumes that institutional orders are filled by triggering stop-losses at session extremes, and the subsequent price reversal is confirmed when low-lag momentum (ALMA) and market structure (Fractals) align with the macro regime (MTF Dashboard).

Components

Multi Timeframe Moving Average Dashboard (regime) — Establishes the macro 'aggregate' trend; only trading when the majority of timeframes align to prevent counter-trend friction.
Arnaud Legoux Moving Average (ALMA) (direction) — Acts as the tactical trend filter; price must be on the 'correct' side of this low-lag curve to justify an entry.
The Daily Sweep (entry) — Captures the institutional liquidity hunt (the 'stop run') during peak volatility hours.
Custom 004 Liquidity Map with Drawings (exit) — Identifies the logical target for price (the opposite pool of liquidity) for objective profit taking.
Session Range (High/Low/Mid) (risk) — Uses the current session's volatility bounds to set logical stop losses and calculate position size.
FractalScanner (confirmation) — Provides a structural confirmation of a local pivot point after the liquidity sweep has occurred.
Average True Range (NNFX) (volatility_filter) — Ensures entries only occur during periods of sufficient expansion to overcome spread and slippage.

Known failure conditions

Multi-day periods of low volatility where price fails to sweep the 10-period extremes.
High-impact news events (CPI, FOMC) that cause slippage beyond the session range bounds.
Regime drift where MTF dashboard shows Bullish but ALMA shows steep Bearish slope.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.