Liquidity Sweep Reaction Grid [PhenLabs]

• Five-factor reaction quality score (★1–★5) evaluated independently at each sweep bar — separates displacement events from wick noise with a single glance
• Post-event classification labels (▶ CONT / ↩ RECLAIM / ✕ FAIL) resolve automatically after the sweep, removing the guesswork of manual outcome tracking
• HTF bias integration: higher-timeframe EMA is used as a directional filter, meaning sweeps aligned with HTF momentum receive boosted quality scores and are plotted in bias-consistent color
• Session-aware weighting: NY open and London open windows automatically boost sweep quality scores, reflecting the elevated institutional participation and displacement probability during these periods
• ATR-proportional sweep bands: zone width is normalized to current volatility rather than a fixed price offset, making the bands meaningful and comparable across instruments and timeframes

• Swing Pivot Engine: Uses confirmed pivot highs and lows (configurable lookback, no future reference) as the baseline liquidity levels that sweeps are measured against
• ATR Wick Classifier: Measures wick extension beyond the pivot in ATR units — only wicks meeting the minimum ATR multiplier threshold qualify as candidate sweeps
• Volume Z-Score Filter: Computes a rolling 20-bar volume z-score and requires a minimum threshold for sweep confirmation, ensuring volumetric participation is present
• Reaction Quality Scorer: Evaluates five independent binary factors (volume spike, wick dominance, close-back strength, HTF alignment, session context) and sums them into a 0–5 score
• SweepEvent State Machine: Tracks each qualified sweep as an open event and evaluates price behavior in subsequent bars to classify the outcome as continuation, reclaim, or failure
• HTF Bias Layer: Pulls the higher-timeframe EMA via request.security with lookahead_off and uses it both as a visual reference line and as a quality scoring input

• Quality Score Labels (★N/5): Displayed directly on the sweep bar — configure the minimum score required before outcome labels are generated to control label density
• Dynamic Sweep Bands: ATR-proportional boxes extend forward from each sweep event, visually marking the reaction zone for the configured number of bars
• Outcome Classification Labels: ▶ CONT fires when price moves ≥1 ATR in the sweep direction; ↩ RECLAIM fires on a clean close-back to the level; ✕ FAIL fires when price closes back through the swept level in the opposite direction
• Session Window Boost: NY and London open session windows are fully configurable — sweeps occurring in these periods receive an automatic score boost reflecting higher institutional participation probability
• Live Info Table: Top-right table shows current HTF bias direction, session status, volume z-score, and ATR at a glance without cluttering the main chart
• 4 Alert Conditions: Bull Sweep Detected, Bear Sweep Detected, High-Quality Bull Sweep, High-Quality Bear Sweep — all configurable with full message context including ticker, interval, and score

• Sweep Bands: Teal boxes for bull sweeps (below swing lows), red boxes for bear sweeps (above swing highs) — width is ATR × 0.3, extending forward for the configured bar count
• HTF Bias Line: Thin EMA line at the higher-timeframe price level — teal when HTF is bullish, red when bearish — provides macro directional context without cluttering the overlay
• Quality Score Labels: ★N/5 displayed below/above the sweep bar in the band color — immediately readable quality assessment at the event bar
• Outcome Labels: ▶ CONT (teal), ↩ RECLAIM (orange), ✕ FAIL (red) — placed at the bar where the post-sweep condition resolves, offset from price to avoid overlap
• Sweep Signal Markers: Small triangles below (bull) and above (bear) the sweep bar — visible in the data window and usable as alert sources

• Identifying high-conviction sweep events during NY or London open as potential reversal or continuation setups
• Filtering out low-quality sweeps (★1–★2) from higher-quality displacement events (★4–★5) when making context decisions
• Confirming breakout or breakdown levels: a ▶ CONT label after a sweep in the HTF bias direction is a strong structural confirmation signal
• Trap identification: ✕ FAIL labels at bear sweeps above resistance during a bullish HTF bias flag probable bull traps
• Multi-timeframe confluence: use LSRG on the 1H or 4H with a 1D HTF bias to identify sweeps that align with daily structure

• LSRG is a context and confirmation layer — it is not designed or tested as a standalone entry system and should always be used alongside price action analysis
• The five-factor quality score is rule-based and does not adapt to regime shifts; high-volatility news events can produce inflated volume z-scores that temporarily override the filter
• Volume data quality varies significantly across exchanges and brokers — results on instruments with low or synthetic volume (e.g., some CFDs) will be degraded
• Pivot lookback creates an inherent delay equal to the lookback period — sweep detection fires at the close of the pivot confirmation bar, not in real-time as the wick forms
• HTF bias reflects EMA trend direction, not immediate momentum — it may lag during sharp reversals

• Quality scoring at sweep detection: No other public sweep tool evaluates five independent factors at the event bar and displays a composite score — this is the primary differentiator from liquidity level overlays
• Automated outcome classification: The CONT / RECLAIM / FAIL label system resolves post-sweep behavior automatically, giving traders a structured outcome framework without manual tracking
• Session-aware quality weighting: Sweep events during NY and London opens receive elevated scores reflecting historical institutional participation patterns — a rarely implemented but highly relevant context factor

💡 Note: LSRG measures the structural quality of liquidity sweep events. It does not predict price direction with certainty, and quality score thresholds should be calibrated to the instrument and timeframe being traded. All outcome labels are based on defined price conditions — they describe what happened structurally, not what will happen next. Use as one input in a broader analytical framework.