NY Institutional Sweep Alpha

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Crypto · Timeframes: 5M, 30M

Thesis

This strategy hypothesizes that significant institutional moves begin with a liquidity sweep of retail stop-losses during the New York open. By entering only when these sweeps align with a higher-timeframe trend (DEMA/ADX) and a pre-existing institutional zone (Order Block), we capture the subsequent expansion. The 'Performance Table' acts as a secondary filter to ensure we are trading the market leaders, where institutional momentum is most concentrated.

Components

DEMA 200 & ADX Combined HUD (regime) — Filters for high-probability trending environments on a higher timeframe (30m) to ensure intraday sweeps align with macro momentum.
Supported plot Input Show Last (direction) — Acts as a micro-momentum filter; ensures the immediate 5-bar price action supports the entry direction (recency bias).
The Daily Sweep (entry) — Provides the core entry trigger by identifying liquidity grabs and Fair Value Gaps (FVG) specifically during the high-volatility New York open.
MACD (exit) — Signals the exhaustion of the post-sweep expansion, providing a systematic exit when momentum shifts.
Performance Table (risk) — Determines capital allocation; assets showing top-tier relative performance on the 1W/1M timeframe receive higher risk-per-trade.
Sonarlab - Order Blocks (confirmation) — Confirms that the sweep occurred into a high-momentum institutional demand/supply zone, increasing the probability of a reversal.

Known failure conditions

ADX drops below 15 for extended periods, indicating a total loss of trend structure.
The 1W performance of the asset becomes significantly negative (<-10%), suggesting the Daily Sweep is a 'falling knife' rather than a liquidity grab.
Price fails to leave the Order Block zone within 10 bars of the sweep, indicating zone failure.

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).