Liquidity Hunter | SMC System - Full Suite

A full-sequence Smart Money Concepts strategy that trades the way institutional order flow moves — liquidity sweep, displacement, structure break, and a confirmed retest.

This strategy chains them into the complete institutional sequence: a real liquidity pool gets taken, an impulsive displacement candle breaks structure, a correctly-identified order block gets frozen at that exact moment, and only a genuine retest with confirmation triggers the entry.

Features
The Full SMC Sequence

HTF Bias → Liquidity Pool Taken → Sweep → Displacement Candle → BOS/CHoCH → FVG → Return to OB → Confirmation → Entry — every stage gated on the one before it, so entries reflect genuine confluence rather than a single coincidental signal.

Real Liquidity Pool Tracking

Tracks multiple historical swing highs/lows simultaneously (not just the most recent one), so a sweep can trigger off any untaken pool — mirroring how liquidity actually accumulates at equal highs/lows and older structure.

Displacement Filter

Structure breaks only count as valid if the breaking candle's body exceeds a configurable ATR multiple — filters out slow grinds through a level that aren't genuine institutional impulses.

Frozen-Zone Retest Logic

Once an OB forms, its boundaries are locked/frozen at that moment. Entries reference this frozen snapshot, not a live, potentially-mutated box — with an overlap-based touch test (not a strict "price must sit inside the zone" test) for realistic retest detection.

Configurable Confirmation Filters

After a retest touch, choose from: no confirmation, rejection candle, engulfing candle, close back through the OB, or a break of the retest candle's high/low — tune entry strictness to your risk tolerance.

Higher Timeframe Bias

Optional HTF trend filter ensures you're only taking setups aligned with the dominant trend on a higher timeframe.

FVG Confluence Option

Optionally require that the structure break actually creates a fair value gap — an added imbalance-based confluence layer before a setup is even considered.

Liquidity-Target Take Profit

Choose a fixed R-multiple target, or let the strategy aim at the nearest untaken liquidity pool in the trade's direction — closer to how institutional targets are actually theorized to work.

Risk-Based Position Sizing

Size trades by % risk per trade (scaled to actual stop distance) or flat % of equity, with a hard position-size cap.

Realistic Cost Modeling

Commission and slippage built into the backtest engine from the start.

Notes

Start with requireOBRetest = true and confirmationMode = "None" to validate the base sequence produces trades before layering on stricter confirmation modes.
HTF Bias and FVG Confluence are off by default — each meaningfully reduces trade frequency in exchange for higher-conviction setups; enable incrementally and check trade count after each change.
Works on any intraday or swing timeframe — the sequence logic (sweep → displacement → BOS → retest) is timeframe-agnostic, though displacement thresholds and pool aging windows may need retuning per timeframe.
"Nearest Liquidity Pool" take-profit mode requires active, untaken pools in the trade's direction to function — falls back to the R-multiple target if none exist.

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