Session Liquidity Sweep Stats MT5
- Indicators
- Version: 1.0
- Activations: 10
Everyone draws the Asia range. Session Liquidity Sweep Stats tells you what usually happens to it.
Each session's high and low is tracked from the moment it is complete, and every touch is resolved into one of three answers on a judgement timeframe you fix yourself: the level was swept and price reversed, it was broken and price kept going, or it was touched and nothing was settled before the day ended.
What it does
When the Asia session closes, its high and low are drawn on your chart. London's high and low join them when London closes. From then on each level is watched bar by bar, and the moment price touches one the question opens: does this hold or does it go?
Two references are set from the touching bar and they race each other. A close beyond that bar's wick tip means the level is broken — the move continued. A close back past the open of the last opposite bar before the touch means it was swept — liquidity was taken and price reversed. Whichever closes first wins, and a bar that pierces the level and closes beyond it on the same candle is a break outright.
The same rule is then run over history, so the panel can show you how each level has behaved. Two independent sample windows sit side by side — a recent one and a longer baseline — so you can see when the current regime has drifted away from the norm.
Why this one
- The number means what its name says. A sweep here is a wick that gets reclaimed, not merely a level that got reached. Tools that count any touch as a "sweep" mix reversals and breakouts into one useless percentage
- A fixed judgement timeframe. Break and sweep are close-based tests, so the answer depends on which timeframe you ask. This one asks on a timeframe you set, independently of the chart you are looking at, so two traders on the same market get the same statistics
- Two sample windows at once. A 20-day picture next to a 60-day picture tells you whether the level's behaviour is normal or has changed
- No repaint. Statistics and live state are evaluated on closed bars only; the forming bar never moves a level or a verdict
- Sessions are defined in GMT and mapped to your broker's server time with automatic US DST switching
Launch pricing
Launch price: $30 for the first 10 copies.
The price will increase to $40 after that, and to $49 for the final step.
Inputs
Judgement — Judgement timeframe (default M15, independent of the chart)
Broker Time — Broker GMT offset winter / summer, Auto US DST switching
Sessions — Asia, London and New York start and end hour, each set individually, written for a standard GMT+3 summer / GMT+2 winter broker
Statistics — Sample A recent (default 20 days), Sample B baseline (default 60 days), bars to look back for the opposite bar
Panel — Show statistics panel, panel corner, panel scale
Today levels — Draw today's session levels, Asia colour, London colour
Alerts — Enable alerts, Popup, Sound, Push notification
Notes / honest limitations
- "Swept" means the reversal started, not that it ran. The test is a single close back past the open of the last opposite bar. It is a deliberately early, objective marker — not a promise that the move continued or that a trade would have profited.
- The judgement timeframe should sit between M5 and M30. Coarser than H1 and a session collapses into a couple of bars; the indicator still loads and writes a note to the Experts log.
- A level that is touched by a wick and then closed through repeatedly, without ever closing past that wick's tip, stays "touched". This is the definition working as specified, not a fault.
- Sample size is what you set. With 20 days a single day moves a bucket by five points — read the longer window before drawing conclusions.
- Session hours are written for a standard GMT+3 summer / GMT+2 winter broker — the setup most FX brokers use. Tell it your broker's GMT and only the difference is applied, so on a standard broker what you type is exactly what your chart clock shows. On attach, the windows it resolved to are printed to the Experts log in server time, so the setting can be checked against the chart instead of doing offset arithmetic in your head.
- Signals are evaluated on closed bars only — no repaint.
- No DLLs, no WebRequest, no terminal global variables.
- This does not predict the market. It measures one specific thing and shows you the measurement.
- The free demo runs in the Strategy Tester. Load it in visual mode on XAUUSD M5 and step through a few days before buying.
Recommended companion
We run this on XAUUSD M5–M15 with an M15 judgement timeframe, alongside:
- The failed-reclaim side of the same idea: https://www.mql5.com/en/market/product/189540
- Killzones and liquidity levels, free: https://www.mql5.com/en/market/product/183508
- Killzones, liquidity levels and sweep signals: https://www.mql5.com/en/market/product/187439
- Full 3-layer CRT model: https://www.mql5.com/en/market/product/184397
- Daily drawdown journal and account guard: https://www.mql5.com/en/market/product/187588
This tool is for informational purposes only and does not constitute investment advice. Past performance does not guarantee future results.
