Liquidity Sweeper

Liquidity Sweeper

Liquidity Sweeper EA

Liquidity Sweeper EA is a rule-based Expert Advisor for MetaTrader 5 that trades a clean, widely used Smart Money Concepts workflow:

1. Detect market structure swings (HH/HL or LL/LH)
2. Confirm a Break of Structure (BOS) using a candle close beyond the previous swing
3. Wait for a liquidity sweep of the opposite swing level (SSL/BSL)
4. Enter only after price sweeps and closes back inside, aligning with the BOS direction

The EA is built with a performance-oriented engine (cached rates, bar-based processing), risk controls, and broker constraint checks to reduce rejected orders.

Strategy Logic

Swing & Structure Detection

• Uses a configurable SwingLength (bars left/right) to label swing points:
  • Highs: H / HH / LH
  • Lows: L / LL / HL
• Confirms BOS only after a close breaks the prior structure level.

Liquidity Sweep Entry

After BOS is confirmed, the EA targets the opposite liquidity pool:

• Bullish BOS → SSL Sweep Buy
  • Price wicks below last swing low (liquidity), then closes back above
  • Candle must be bullish (close > open)
• Bearish BOS → BSL Sweep Sell
  • Price wicks above last swing high (liquidity), then closes back below
  • Candle must be bearish (close < open)

The signal is “consumed” after entry to prevent repeated trades on the same setup.

Risk & Trade Execution

Stop Loss & Take Profit

• SL is placed beyond the sweep extremum with a configurable buffer (points).
• TP uses a fixed Risk:Reward ratio (RRR), default 2.0.

Position Sizing

Choose between:

• Fixed lot size, or
• Risk % per trade (lot size calculated from SL distance using tick size/value)

Broker & Safety Filters

• Max spread filter (in points)
• Stops / freeze level distance checks
• Compatible filling mode (FOK/IOC/RETURN)
• Configurable market order deviation

Trade Frequency Control

• Limits maximum open positions per symbol/magic number
• Cooldown bars after each trade
• Optional close opposite positions before opening a new one

Trade Management (RR-Based)

Optional advanced management features based on the initial “1R” distance:

• Break-even move after +X R (with BE offset)
• Partial close after +X R (one-time per position)
• RR-based trailing stop after +X R, keeping SL a set fraction of R behind price

Visualization (Optional)

If enabled, the EA draws:

• Swing point markers and labels (H/HH/LH, L/LL/HL)
• BOS levels (dashed structure break line)
• Liquidity sweep zones (SSL/BSL rectangles + level line)
• Entry arrows

Also includes automatic pruning of older objects to keep charts clean.

Optimizer Toolkit (Included)

Built-in professional optimization scoring:

• Outputs one CSV per optimization run
• Composite score based on MT5 tester stats (PF, Recovery, DD%, Expected Payoff, Win↔RRR harmony, Smoothness)
• Optional strict gating to reject brittle parameter sets (min trades, max DD%, min PF)

Inputs Overview

Key inputs include:

• SwingLength, RiskRewardRatio, SL buffer
• Spread filter, deviation, max trades, cooldown
• Risk% sizing or fixed lots
• Break-even / trailing / partial close toggles
• Visual toggles and object pruning
• Optimization CSV + scoring parameters

Recommended Usage

• Best used on liquid FX majors, gold, and major indices (depending on broker conditions).
• Perform Strategy Tester optimizations per symbol + timeframe, and validate with forward testing.
• Keep spread filter enabled for cleaner executions during volatile sessions.

Important Notes / Disclaimer

This EA is a systematic trading tool. Results depend on symbol, broker execution, spread, and market regime. Always test on a demo account before live trading. No strategy guarantees profits.