NY Liquidity Sweep Performance Hybrid
Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Crypto · Timeframes: M15 (Execution), D1 (Bias/Regime)
Thesis
The strategy hypothesizes that significant price reversals often follow 'liquidity sweeps' of daily extremes during the high-volume New York open. By filtering for assets that already show monthly relative strength (Performance Table) and ensuring the market structure is in a daily trend (Daily Bias), we can identify high-probability mean-reversion entries into the primary trend. The edge lies in the structural behavior of institutional order flow seeking liquidity at predictable levels before continuing a larger move.
Components
- Performance Table (regime) — Identifies relative strength/weakness to ensure we are trading in the direction of monthly momentum.
- Unsupported matrix remove_col (direction) — Provides the underlying price trend baseline; despite the internal coding error in the provided indicator, the 'plot(close)' function serves as a price-action trend reference.
- The Daily Sweep (entry) — Captures liquidity hunts and market structure shifts (FVG) specifically during the high-volatility NY session.
- Stochastic Oscillator (exit) — Identifies momentum exhaustion points to trigger exits before a full trend reversal occurs.
- TopTrend (BBands Stop) (risk) — Uses volatility-adjusted bands to provide a hard stop and a dynamic trailing exit.
- EA Conditions Display Template (confirmation) — Aggregates all disparate signals (Regime, Direction, Entry) into a binary 'Go/No-Go' heatmap for execution.
Known failure conditions
- Daily Bias (H1 > H2 > H3) fails to hold for more than 3 consecutive days, indicating a structural shift.
- Stochastic stays pegged in overbought/oversold territory while price hits trailing stops, indicating extreme trend strength that exits too early.
- The 'Unsupported matrix remove_col' code error prevents compilation in standard environments without refactoring.
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).