Liquidity Sweep Regime Execution EA

Liquidity Sweep Regime Execution EA (US100 Trading System)

This Expert Advisor is a structured, session-based trading system designed to analyze institutional-style market behaviour across Asian, London, and US trading sessions. It focuses on liquidity sweeps, volatility expansion, and regime classification to identify high-probability directional opportunities.

The system is built around disciplined execution logic, controlled trade frequency, and adaptive lot sizing based on account balance scaling. It operates only during defined high-liquidity sessions to improve trade quality and avoid low-probability market conditions.

Key Features

Session-Based Market Structure Analysis
The EA builds the Asian session range and tracks London session expansion to evaluate breakout or reversal conditions based on prior liquidity zones.

Liquidity Sweep Detection
Detects price moves that sweep above Asian highs or below Asian lows, identifying potential institutional liquidity grabs that often precede strong directional moves.

Market Regime Classification
Automatically classifies market conditions into low, normal, or high volatility regimes based on session range expansion and price behaviour.

Two-Step Signal Confirmation
Trade entries require repeated signal validation and candle strength confirmation to reduce false entries and improve execution quality.

Structured Trade Frequency Control
Limits the number of trades per day to maintain controlled exposure and avoid overtrading in uncertain conditions.

Dynamic Lot Scaling System
Lot size is calculated based on initial account balance and scaled in fixed increments to maintain consistent proportional risk exposure.

Two-Stage Trailing Protection Logic

  • Early profit lock-in phase to secure gains
  • Extended trailing phase to capture larger trend movements

Time-Filtered Execution Model
Trades are only executed during defined active market sessions, focusing on higher liquidity and more efficient price movement conditions.

Trading Logic Overview

The system generates directional bias based on liquidity sweep behaviour combined with regime-based volatility classification. Trades are only executed when multiple confirmation conditions align, ensuring entries are consistent with broader institutional-style market structure.

This approach prioritizes structured decision-making over frequent trading, focusing on high-quality setups formed during key session transitions.

Input Parameters

LotSize (double)
Defines the base lot reference used for trade sizing. Final lot is automatically adjusted based on account balance scaling logic.

System Behaviour

This EA operates as a rule-based execution engine designed to align with market structure and liquidity-driven price movement. It emphasizes disciplined session participation, controlled exposure, and consistent confirmation logic before trade execution.

The strategy is built to follow liquidity-driven regime shifts rather than indicator-heavy signals, focusing on structured and repeatable execution conditions across major trading sessions.


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