OPEN-SOURCE SCRIPT

Liquidity Sweep Tracker | Smart Money Stop Hunts

This strategy identifies where retail stop-losses and breakout orders cluster (swing highs/lows), waits for price to sweep through that liquidity, and enters only after a confirmed rejection back inside the range. No repainting on the wick, no chasing breakouts — just structured, confirmation-based reversal trading built around genuine Smart Money Concepts (SMC) mechanics.

Core Features

Sweep Detection Engine

Tracks swing highs/lows as live liquidity pools, scored by touch count
ATR-scaled sweep buffer filters out noise — only meaningful stop-runs qualify
Configurable confirmation window (N bars) for the rejection close back inside range
7-Factor Confidence Score (0–100)
Every signal is graded on sweep depth, touch count, market structure alignment, ATR volatility regime, post-sweep displacement, volume spike magnitude, and HTF zone proximity — giving you a single, transparent quality metric per trade instead of a black-box signal.

Structure-First Exits

Adaptive stop placement anchored to the actual sweep wick + volatility regime (not a flat ATR multiple)
Targets pull from real market structure: nearest Fair Value Gap (TP1) and opposing liquidity pool (TP2)
Automatic exit on opposing Break of Structure — if the thesis is invalidated, you're out
Optional time-based exit for setups that stall

Fully Modular Filters — Everything Toggleable

Volume spike confirmation
HTF liquidity zone alignment
Engulfing / displacement / break-of-sweep-candle confirmation triggers
Minimum reward-to-risk gate before any entry fires
All filters default OFF or loosely set — tune restrictiveness to your own edge

Clean, Purpose-Built Visuals

Thin liquidity lines at unswept swing levels — opacity/thickness scale with touch count, so "thicker" lines mark heavier resting liquidity
Simple BUY/SELL labels only on confirmed signals (confidence % included, no chart clutter)
Confidence-scaled glow on active stop/target lines
Win-rate table auto-bucketed by confidence tier (Low/Med/High) — see if your high-confidence signals actually outperform

Ideal Usage

Best markets: liquid index futures (ES/NQ), high-volume large-cap equities, major crypto pairs (BTC/ETH), and major FX pairs during session opens — anywhere real stop-hunting order flow exists
Best timeframes: 15m–1H for intraday/swing entries paired with a 4H–Daily HTF filter; scale the ratio proportionally for scalping or position trading
Best conditions: ranging-to-trending transitions around obvious structure (prior session highs/lows, equal highs/lows) — avoid dead, illiquid instruments where "sweeps" are just noise
Recommended workflow: start with filters off to see raw signal frequency, then layer in volume/HTF/R:R gates while watching the win-rate table to find your own confidence threshold sweet spot

Notes
Pivot-based swing/structure detection carries an inherent confirmation lag (no repainting, but structure is confirmed slightly after the fact). This is a strategy script — backtest thoroughly across your target instrument and timeframe before any live use, and treat the confidence score as a filter to calibrate, not a guarantee.

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