Fvg order

Strategy Objective Create a disciplined, rules‑driven trading framework that identifies high‑probability reversals during the Asia session by leveraging levels formed in the final hours of New York. The goal is consistent execution, controlled risk, and scalable automation.

Core Approach

• Track and define the key price extremes set during late New York trading.

• Monitor Asia session behavior for liquidity sweeps beyond those levels.

• Trigger immediate entries when sweeps occur, using precise wick‑based detection.

• Apply structured risk management, profit targeting, and position limits to maintain long‑term stability.

Execution Principles

• Fast reaction: entries occur on the same candle that confirms the sweep.

• Risk first: stop loss placement adapts to wick extremes with a fixed buffer.

• Reward optimization: take profit prioritizes the opposite NY level or a fallback RR ratio.

• Guardrails: daily loss limits, spread filters, and position caps ensure discipline.

• Automation: all logic runs continuously with clear visual feedback and detailed logging.

If you want it even tighter, here’s a more concise version

Strategy: Use New York’s late‑session highs and lows as anchor levels, then exploit Asia‑session liquidity sweeps for immediate reversal entries. Risk is controlled through wick‑based SL placement, dynamic lot sizing, and strict daily limits. Profit targets prioritize the opposite NY level, supported by trailing logic and position caps to maintain consistency and protect equity.

Or a more formal, “white‑paper” style version

Strategic Framework: This methodology captures structural liquidity behavior between the New York close and Asia open. By defining New York’s terminal range and detecting Asia’s sweep of those levels, the system enters reversal trades at moments of heightened probability. Risk parameters, position sizing, and trade management are fully systematized to ensure repeatability, transparency, and long‑term robustness.