SFP Trend & VWAP Liquidity Pro [Zofesu]
SFP Trend & VWAP Liquidity Pro [Zofesu] is an overlay indicator that combines three concepts into a unified liquidity sweep detection system: Swing Failure Pattern detection, real-time swing high/low liquidity tracking, and dual independent trend filtering via VWAP or MA.
The three components are interdependent — SFP signals are only valid when the sweep direction aligns with both trend filters. Without the filters, SFP signals are too frequent and unreliable. Without the SFP engine, the filters alone are standard trend tools. The combination produces high-probability reversal entries at institutional liquidity levels.
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01 — What is STVL Pro?
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STVL Pro detects Swing Failure Patterns (SFP) — moments when price sweeps beyond a prior swing high or low, trapping breakout traders, then closes back inside the range. These are classic institutional liquidity grabs at known stop-loss clusters.
The indicator tracks the most recent swing high and low in real time, draws them as horizontal liquidity lines, and fires a BULL or BEAR SFP label only when:
— A liquidity sweep is detected AND
— Both trend filters confirm the reversal direction
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02 — Why This Combination?
─────────────────────────────────────
SFP patterns occur at all swing highs and lows — most are low quality. The dual VWAP/MA filter solves this by requiring the sweep to occur in a context where institutional bias supports the reversal.
Example: A bullish SFP (sweep below swing low, close back above) is only labeled if price is also above both Filter A and Filter B. This confirms the sweep happened in a bullish macro context — not against the institutional trend.
This filtering approach significantly reduces false signals compared to raw SFP detection.
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03 — SFP Engine
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The script tracks market structure using a configurable Swing Lookback Period (default 150 bars).
Bullish SFP conditions:
— Current low < last swing low
— Current close > last swing low
— Previous low > last swing low (first bar to breach)
Bearish SFP conditions:
— Current high > last swing high
— Current close < last swing high
— Previous high < last swing high (first bar to breach)
This three-condition check ensures only clean, confirmed sweeps trigger — not extended wicks or multi-bar breaches.
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04 — Dual Trend Filter (Filter A & B)
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Two independent filters run simultaneously. Each can be set to:
VWAP — Anchored to Session, Week, Month, or Year.
HMA — Hull Moving Average for smooth trend detection.
EMA — Exponential MA for faster trend response.
SMA — Simple MA for clean institutional levels.
Off — Disable filter for raw SFP tracking.
Default: Both filters set to VWAP (Session anchor).
Filter A length: 2000 | Filter B length: 5000
The two filters use different sensitivities intentionally — Filter A is faster, Filter B is slower. A signal requires both to agree, providing multi-scale trend confirmation.
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05 — Visuals
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BULL SFP label (green) — bullish sweep confirmed by both filters
BEAR SFP label (red) — bearish sweep confirmed by both filters
Upper Liquidity Line (red) — current swing high being monitored
Lower Liquidity Line (green) — current swing low being monitored
Filter A line — color changes based on price position relative to filter
Filter B line — color changes based on price position relative to filter
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06 — Settings
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Filter A / B Type — VWAP, HMA, EMA, SMA, or Off
Filter A / B Length — smoothing period when using MA types
VWAP Reset (Anchor) — Session, Week, Month, Year, None
Swing Lookback Period — default 150 bars
For scalping: reduce Lookback to 50–75, use Session VWAP.
For swing trading: keep 150+ lookback, use Month or Year VWAP anchor.
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07 — How To Use
─────────────────────────────────────
Step 1 — Monitor the red and green liquidity lines
These represent the current swing high and low being watched.
Step 2 — Watch for a sweep
Price moves beyond the line — this is the potential SFP forming.
Step 3 — Wait for the label
BULL or BEAR SFP label appears only on confirmed close back inside the range with both filters aligned. Do not anticipate — wait for the closed candle.
Step 4 — Enter on the next candle
The label appears on the sweep candle after close. Entry is on the opening of the next candle with SL beyond the sweep wick.
Works on all asset classes: Indices, Forex, Gold, Oil, Crypto.
Best timeframes: H1, H4, D1.
The three components are interdependent — SFP signals are only valid when the sweep direction aligns with both trend filters. Without the filters, SFP signals are too frequent and unreliable. Without the SFP engine, the filters alone are standard trend tools. The combination produces high-probability reversal entries at institutional liquidity levels.
─────────────────────────────────────
01 — What is STVL Pro?
─────────────────────────────────────
STVL Pro detects Swing Failure Patterns (SFP) — moments when price sweeps beyond a prior swing high or low, trapping breakout traders, then closes back inside the range. These are classic institutional liquidity grabs at known stop-loss clusters.
The indicator tracks the most recent swing high and low in real time, draws them as horizontal liquidity lines, and fires a BULL or BEAR SFP label only when:
— A liquidity sweep is detected AND
— Both trend filters confirm the reversal direction
─────────────────────────────────────
02 — Why This Combination?
─────────────────────────────────────
SFP patterns occur at all swing highs and lows — most are low quality. The dual VWAP/MA filter solves this by requiring the sweep to occur in a context where institutional bias supports the reversal.
Example: A bullish SFP (sweep below swing low, close back above) is only labeled if price is also above both Filter A and Filter B. This confirms the sweep happened in a bullish macro context — not against the institutional trend.
This filtering approach significantly reduces false signals compared to raw SFP detection.
─────────────────────────────────────
03 — SFP Engine
─────────────────────────────────────
The script tracks market structure using a configurable Swing Lookback Period (default 150 bars).
Bullish SFP conditions:
— Current low < last swing low
— Current close > last swing low
— Previous low > last swing low (first bar to breach)
Bearish SFP conditions:
— Current high > last swing high
— Current close < last swing high
— Previous high < last swing high (first bar to breach)
This three-condition check ensures only clean, confirmed sweeps trigger — not extended wicks or multi-bar breaches.
─────────────────────────────────────
04 — Dual Trend Filter (Filter A & B)
─────────────────────────────────────
Two independent filters run simultaneously. Each can be set to:
VWAP — Anchored to Session, Week, Month, or Year.
HMA — Hull Moving Average for smooth trend detection.
EMA — Exponential MA for faster trend response.
SMA — Simple MA for clean institutional levels.
Off — Disable filter for raw SFP tracking.
Default: Both filters set to VWAP (Session anchor).
Filter A length: 2000 | Filter B length: 5000
The two filters use different sensitivities intentionally — Filter A is faster, Filter B is slower. A signal requires both to agree, providing multi-scale trend confirmation.
─────────────────────────────────────
05 — Visuals
─────────────────────────────────────
BULL SFP label (green) — bullish sweep confirmed by both filters
BEAR SFP label (red) — bearish sweep confirmed by both filters
Upper Liquidity Line (red) — current swing high being monitored
Lower Liquidity Line (green) — current swing low being monitored
Filter A line — color changes based on price position relative to filter
Filter B line — color changes based on price position relative to filter
─────────────────────────────────────
06 — Settings
─────────────────────────────────────
Filter A / B Type — VWAP, HMA, EMA, SMA, or Off
Filter A / B Length — smoothing period when using MA types
VWAP Reset (Anchor) — Session, Week, Month, Year, None
Swing Lookback Period — default 150 bars
For scalping: reduce Lookback to 50–75, use Session VWAP.
For swing trading: keep 150+ lookback, use Month or Year VWAP anchor.
─────────────────────────────────────
07 — How To Use
─────────────────────────────────────
Step 1 — Monitor the red and green liquidity lines
These represent the current swing high and low being watched.
Step 2 — Watch for a sweep
Price moves beyond the line — this is the potential SFP forming.
Step 3 — Wait for the label
BULL or BEAR SFP label appears only on confirmed close back inside the range with both filters aligned. Do not anticipate — wait for the closed candle.
Step 4 — Enter on the next candle
The label appears on the sweep candle after close. Entry is on the opening of the next candle with SL beyond the sweep wick.
Works on all asset classes: Indices, Forex, Gold, Oil, Crypto.
Best timeframes: H1, H4, D1.
Think Act Believe. Use SL. Use BreakEven. Respect the market. Your ego and arrogance can destroy your trading account. Never leave the table unless you have a closed trade or SL/BE. Indicator does not guarantee profit.
discord.gg/FcSJpSvNnv
discord.gg/FcSJpSvNnv
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Think Act Believe. Use SL. Use BreakEven. Respect the market. Your ego and arrogance can destroy your trading account. Never leave the table unless you have a closed trade or SL/BE. Indicator does not guarantee profit.
discord.gg/FcSJpSvNnv
discord.gg/FcSJpSvNnv
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.