Extracted algorithm research record
Liquidity Sweep Reversal
Trade with the HTF trend, enter on a liquidity sweep within the OTE zone, and exit on a retrace to the external swing low.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- BTC/USDT, ETH/USDT, SOL/USDT
- Recorded timeframes
- 15-Minute (Entry), 1H/4H (Context)
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Fibonacci retracement | {"levels": [0.62, 0.705, 0.79]} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Condition: Identify Bearish Market Structure on 1H/4H (Lower Highs, Lower Lows). Condition: Price must retrace into OTE (62% - 79% of the recent external range). Action: Switch to 15m timeframe once price is in OTE. Step 1: A swing high forms inside the OTE zone. Step 2: Price wicks above this swing high. Step 3: Price must close below the 'Triggering Low'. Trigger: On the Close of the confirmation candle (Step 3). Entry: Market Sell on the close. Stop Loss: Above the Sweep High + Buffer (2-5 pips). Take Profit: Recent External Swing Low.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Minimum R:R Filter (2R; prefer 3R)
- Stop loss
- Above the Sweep High + Buffer (2-5 pips)
- Take profit
- Recent External Swing Low
- Position sizing
- null
Questions about this record
What entry rules are recorded for Liquidity Sweep Reversal?
Long: Not specified. Short: Condition: Identify Bearish Market Structure on 1H/4H (Lower Highs, Lower Lows). Condition: Price must retrace into OTE (62% - 79% of the recent external range). Action: Switch to 15m timeframe once price is in OTE. Step 1: A swing high forms inside the OTE zone. Step 2: Price wicks above this swing high. Step 3: Price must close below the 'Triggering Low'. Trigger: On the Close of the confirmation candle (Step 3). Entry: Market Sell on the close. Stop Loss: Above the Sweep High + Buffer (2-5 pips). Take Profit: Recent External Swing Low. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/USDT, ETH/USDT, SOL/USDT. Timeframes: 15-Minute (Entry), 1H/4H (Context). These are source-recorded labels, not verified execution behavior.