# AdaptiveLiquidityLifecycleTrader

Adaptive risk management for liquidity trading with dynamic stop placement and position sizing.

Canonical: https://prismaticalgos.com/compendium/algo/150-adaptiveliquiditylifecycletrader
Record ID: 150
Catalog rank: 676 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Price Action & Market Structure (E)
Source: https://www.mql5.com/en/articles/21759
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Opacity warnings: UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.

## Recorded profile

- symbols: any
- timeframes: H1
- sessions: any
- market_regime: any

## Indicators

- ATR: {"period": 14}; applied to: close

## Recorded long-entry rules

- not explicitly stated

## Recorded short-entry rules

- not explicitly stated

## Recorded exit rules

- not explicitly stated

## Recorded filters

- use of ATR normalization to filter weak zones
- max spread filter

## Risk controls

- Stop loss: stop loss is placed beyond expected liquidity interaction zones with a buffer
- Take profit: take profit is set as stop loss * 2.0
- Position sizing: position size is calculated from account risk and actual stop distance