Adaptive Sweep Reclaim Pyramid
Introduction
The Adaptive Sweep Reclaim Pyramid (ASR Pyramid) is a comprehensive Pine Script v6 price-action and Smart Money Concepts (SMC) overlay indicator designed to capture institutional liquidity sweeps and structural reclaims. Retail traders frequently get trapped entering premature reversals during genuine breakouts or suffer repeated stop-outs in low-volatility chop. ASR Pyramid was engineered to systematize stop-hunt trading with objective quantitative rules. Its core purpose is to detect decisive buy-side and sell-side liquidity raids, verify genuine reversal momentum via displacement triggers, filter out unfavourable market regimes, and manage multi-stage position scaling with automated invalidation and target resets.
How It Works: Technical Mechanism
ASR Pyramid operates through a sequential, non-repainting state machine that tracks liquidity pools from initial raid to trend continuation:
Zero-Lookahead Liquidity Mapping: Users can anchor buy-side and sell-side liquidity levels to three distinct sources: the previous closed Higher-Timeframe (HTF) candle high/low, an HTF rolling N-candle range, or confirmed chart-timeframe swing pivots. Notably, HTF levels are aggregated directly from native chart bars without using request.security, ensuring zero lookahead bias and skipping partial initial candles.
ATR-Bounded Sweep Validation: A setup activates when price pierces below sell-side liquidity (for longs) or above buy-side liquidity (for shorts) by at least the Min Sweep Depth (0.1x ATR default), ignoring shallow, insignificant pokes. If price continues making deeper extremes, the indicator dynamically re-anchors the setup. However, if penetration exceeds the Max Sweep Depth (2.0x ATR default), the script classifies the move as a genuine breakout rather than a stop hunt and cancels the pending setup. Pending sweeps also expire if not reclaimed within the Max Bars After Sweep window.
Displacement & Reclaim Confirmation: Once a sweep context is active, price must close back beyond one of three user-selectable Reclaim Levels: the high/low of the sweep extreme bar, the opening price of the preceding opposite-color candle run, or a micro-structure lookback high/low. To confirm institutional participation, the reclaim candle must satisfy strict candle-quality criteria: a minimum body displacement (0.5x ATR), a strong Close Location Value inside the candle's range (0.60), and optional three-bar Fair Value Gap (FVG) and Relative Volume (RVOL) checks.
Adaptive Regime Filters & Risk State Machine: First-order B1 and S1 signals are protected by Kaufman's Adaptive Moving Average (KAMA) for directional bias, Kaufman's Efficiency Ratio (ER >= 0.15) to block noisy sideways markets, and a short-to-slow ATR Expansion Ratio (>= 0.80) to avoid dead sessions. Upon entry, the script plots and monitors two structural boundaries: the Sweep Extreme (invalidation level) and Opposite Liquidity (target level). If price closes beyond the sweep extreme (✕) or reaches the opposing liquidity pool (⚑), the position state automatically resets to flat.
Pyramid Order Engine: While a position state remains open and valid, the engine can trigger scale-in additions (B2, B3 / S2, S3) spaced by ATR multiples or fixed ticks. Traders can choose between Favorable scaling (adding exclusively into winning momentum) or Adverse scaling (averaging into pullbacks), complete with minimum bar gaps and directional candle-close confirmation.
How to Use & Optimal Settings
ASR Pyramid excels in markets driven by stop-runs and session liquidity sweeps—specifically Index Futures (NQ, ES), Major Forex Pairs (EURUSD, GBPUSD), Gold (XAUUSD), and High-Volume Cryptocurrencies (BTC, ETH) on 5-minute, 15-minute, and 1-hour charts.
Intraday Index & Forex Trading (5m–15m): Keep Auto HTF enabled (5m -> 1H, 15m -> 4H) using HTF previous candle or a 3-candle HTF rolling range to target classic London/New York session highs and lows. Enable Require Fair Value Gap (true) and switch Reclaim Level to Micro structure break for higher-probability ICT-style entries.
Crypto & Swing Trading (1H–4H): Enable Relative Volume on Reclaim (Min RVOL 1.2–1.5) to confirm true exchange volume behind stop hunts. Keep KAMA Trend Filter active so you only buy sell-side sweeps during broader uptrends and short buy-side sweeps in downtrends.
Scaling Management: Keep Pyramid mode set to Favorable with 1.0x ATR spacing and Reset at Opposite Liquidity enabled. This ensures you compound into confirmed winners while preventing late pyramid additions right into opposing resistance or support zones.
The Adaptive Sweep Reclaim Pyramid (ASR Pyramid) is a comprehensive Pine Script v6 price-action and Smart Money Concepts (SMC) overlay indicator designed to capture institutional liquidity sweeps and structural reclaims. Retail traders frequently get trapped entering premature reversals during genuine breakouts or suffer repeated stop-outs in low-volatility chop. ASR Pyramid was engineered to systematize stop-hunt trading with objective quantitative rules. Its core purpose is to detect decisive buy-side and sell-side liquidity raids, verify genuine reversal momentum via displacement triggers, filter out unfavourable market regimes, and manage multi-stage position scaling with automated invalidation and target resets.
How It Works: Technical Mechanism
ASR Pyramid operates through a sequential, non-repainting state machine that tracks liquidity pools from initial raid to trend continuation:
Zero-Lookahead Liquidity Mapping: Users can anchor buy-side and sell-side liquidity levels to three distinct sources: the previous closed Higher-Timeframe (HTF) candle high/low, an HTF rolling N-candle range, or confirmed chart-timeframe swing pivots. Notably, HTF levels are aggregated directly from native chart bars without using request.security, ensuring zero lookahead bias and skipping partial initial candles.
ATR-Bounded Sweep Validation: A setup activates when price pierces below sell-side liquidity (for longs) or above buy-side liquidity (for shorts) by at least the Min Sweep Depth (0.1x ATR default), ignoring shallow, insignificant pokes. If price continues making deeper extremes, the indicator dynamically re-anchors the setup. However, if penetration exceeds the Max Sweep Depth (2.0x ATR default), the script classifies the move as a genuine breakout rather than a stop hunt and cancels the pending setup. Pending sweeps also expire if not reclaimed within the Max Bars After Sweep window.
Displacement & Reclaim Confirmation: Once a sweep context is active, price must close back beyond one of three user-selectable Reclaim Levels: the high/low of the sweep extreme bar, the opening price of the preceding opposite-color candle run, or a micro-structure lookback high/low. To confirm institutional participation, the reclaim candle must satisfy strict candle-quality criteria: a minimum body displacement (0.5x ATR), a strong Close Location Value inside the candle's range (0.60), and optional three-bar Fair Value Gap (FVG) and Relative Volume (RVOL) checks.
Adaptive Regime Filters & Risk State Machine: First-order B1 and S1 signals are protected by Kaufman's Adaptive Moving Average (KAMA) for directional bias, Kaufman's Efficiency Ratio (ER >= 0.15) to block noisy sideways markets, and a short-to-slow ATR Expansion Ratio (>= 0.80) to avoid dead sessions. Upon entry, the script plots and monitors two structural boundaries: the Sweep Extreme (invalidation level) and Opposite Liquidity (target level). If price closes beyond the sweep extreme (✕) or reaches the opposing liquidity pool (⚑), the position state automatically resets to flat.
Pyramid Order Engine: While a position state remains open and valid, the engine can trigger scale-in additions (B2, B3 / S2, S3) spaced by ATR multiples or fixed ticks. Traders can choose between Favorable scaling (adding exclusively into winning momentum) or Adverse scaling (averaging into pullbacks), complete with minimum bar gaps and directional candle-close confirmation.
How to Use & Optimal Settings
ASR Pyramid excels in markets driven by stop-runs and session liquidity sweeps—specifically Index Futures (NQ, ES), Major Forex Pairs (EURUSD, GBPUSD), Gold (XAUUSD), and High-Volume Cryptocurrencies (BTC, ETH) on 5-minute, 15-minute, and 1-hour charts.
Intraday Index & Forex Trading (5m–15m): Keep Auto HTF enabled (5m -> 1H, 15m -> 4H) using HTF previous candle or a 3-candle HTF rolling range to target classic London/New York session highs and lows. Enable Require Fair Value Gap (true) and switch Reclaim Level to Micro structure break for higher-probability ICT-style entries.
Crypto & Swing Trading (1H–4H): Enable Relative Volume on Reclaim (Min RVOL 1.2–1.5) to confirm true exchange volume behind stop hunts. Keep KAMA Trend Filter active so you only buy sell-side sweeps during broader uptrends and short buy-side sweeps in downtrends.
Scaling Management: Keep Pyramid mode set to Favorable with 1.0x ATR spacing and Reset at Opposite Liquidity enabled. This ensures you compound into confirmed winners while preventing late pyramid additions right into opposing resistance or support zones.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.