NY Infrastructure Sweep Hybrid

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, FX, Indices · Timeframes: M15, H1, D1

Thesis

Markets hunt liquidity (stops) before moving in the direction of the primary trend. By identifying these 'sweeps' during the high-volume New York session and confirming the subsequent impulse with momentum (CCI) and structural containment (PiPi), we can capture the high-velocity expansion phase with a risk-adjusted stop.

Components

• PiPi (Price Infrastructure & Position Interface) (regime) — Establishes the 'Container' or range within which the sweep occurs, ensuring we aren't trading in price vacuums.
• Combined Candle Counter (CCC) Dev (direction) — Provides high-level trend confirmation and filters out days with heavy institutional distribution (D-Days) which invalidate bullish sweeps.
• The Daily Sweep (entry) — Identifies the specific liquidity grab and Fair Value Gap (FVG) formation during the high-volatility New York open.
• UT Bot Alerts (MQL5) (exit) — Used for trend exhaustion exits when price crosses the volatility-adjusted trailing stop.
• Chandelier Exit (Heiken Ashi) (risk) — Provides a dynamic, volatility-based stop loss anchored to Heiken Ashi smoothed trends to avoid premature stop-outs during NY volatility.
• Commodity Channel Index (CCI) (confirmation) — Confirms that the impulse out of the liquidity sweep has sufficient momentum (CCI > 0 for longs).

Known failure conditions

• Consecutive D-Days in CCC suggesting a regime shift toward distribution regardless of intraday sweeps.
• Price failing to hold the FVG level within 3 bars of entry.
• ATR expansion exceeding 300% of the 10-day average during the NY open, indicating news-driven chaos rather than structured liquidity hunting.

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