Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators]

Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators] at a glance

Kind of rule	Chart turning points (price action and market structure)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, SMA, bars since
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	9 cells: 9 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators] backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators] works

Rules in this group usually work like this. It tries to act the way a person reading a chart would: at spots where price turned, at gaps, and at places where many people are likely to have set a stop. In code those ideas become counts of bars. The result depends on how those spots are defined. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. It gets out when another set of checks agrees. That line is in the list below too.

Each trade uses the whole account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when trend crosses above 0 and (Trade Mode equals 'Long & Short' or Trade Mode equals 'Long Only') and no long position is open.
• Enters short when trend crosses below 0 and (Trade Mode equals 'Long & Short' or Trade Mode equals 'Short Only') and no short position is open.
• Closes the position when trend crosses above 0 and (Trade Mode equals 'Long & Short' or Trade Mode equals 'Long Only') and a short position is open.
• Closes the position when trend crosses above 0 and Trade Mode equals 'Short Only' and a short position is open.
• Closes the position when trend crosses below 0 and (Trade Mode equals 'Long & Short' or Trade Mode equals 'Short Only') and a long position is open.
• Closes the position when trend crosses below 0 and Trade Mode equals 'Long Only' and a long position is open.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, SMA, bars since
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses the whole account.
Cost the author assumed	The author assumed a trading cost of 0.05 percent per side.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Trade Mode		Strategy Settings
Length	12	Trend Settings
Multiplier	2	Trend Settings
Source	close	Trend Settings
Major Sweep Threshold	50	Trend Settings
Show Major Liquidations	on	Trend Settings
Show Minor Liquidations	on	Trend Settings
Show Volume Profile	on	Profile Settings
Show Bounding Box	on	Profile Settings
Resolution	40	Profile Settings
Scale	30	Profile Settings
Dismiss No Volume Warning	off	Appearance Settings

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 9 cells, and it placed no trades.

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	9
Cells that placed a trade	0
Finished above zero	0

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is how the turning points are counted in the code. A person can be vague. The code has to count bars.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators]

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators] uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies

"Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators]" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.