NY Squeeze Sweep Macro Hybrid

Family: breakout · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: M15, H1

Thesis

This strategy hypothesizes that significant price moves are preceded by liquidity sweeps (stop-runs) during high-volume sessions (NY). By entering only when volatility is expanding (TTM Squeeze release) and aligning with both daily structure and global macro stability, we filter out low-probability 'fakeouts' and capture the meat of institutional re-pricing moves.

Components

• TTM Squeeze (Carter Ratio version) (regime) — Acts as the momentum trigger; trades are only taken when the squeeze has 'fired' (Squeeze Off) and momentum is rising in the direction of the bias.
• The Daily Sweep (direction) — Provides the primary directional bias and liquidity-grab signal required to identify institutional 'smart money' reversals during the NY open.
• PiPi (Price Infrastructure & Position Interface) (entry) — Used to define the precise entry point by requiring price to be at a specific Fibonacci 'Level' or 'Context' rather than just chasing the sweep candle.
• SuperTrend (exit) — Provides a dynamic trailing exit that adapts to volatility, allowing the strategy to capture large momentum moves while protecting capital during reversals.
• Macro Risk Dashboard v8.2 (risk) — Scales position size and validates trade viability based on cross-asset stress levels; trades are skipped if systemic risk is too high.
• OTLIB Stochastic Oscillator (confirmation) — Filters out overextended entries (overbought/oversold) that often occur immediately after a liquidity sweep.
• Spread Display and Alert (volatility_filter) — Prevents execution during periods of thin liquidity (e.g., news spikes) where slippage would invalidate the ICT-style precision.

Known failure conditions

• Market enters a prolonged low-volatility environment where TTM Squeeze remains 'ON' for weeks (consolidation exhaustion).
• Daily Bias (H1>H2>H3) flips frequently in a choppy, non-trending daily regime.
• Macro Risk Composite remains above the 90th percentile, indicating systemic breakdown where technical levels are ignored.

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.