Sweep reversal map
- 指标
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Shipra Gupta
我是 Shipra Gupta,一名交易员和量化策略开发者,拥有扎实的数学、经济学以及算法交易系统背景。多年来,我长期专注于外汇、黄金、指数、大宗商品及加密货币市场,致力于构建以数据驱动、强调稳定性、精准度与纪律执行的交易策略。
我的专长包括开发 MetaTrader 5 Expert Advisors(EA)、量化交易模型、剥头皮交易系统、趋势跟随算法、波动率策略以及风险控制自动化框架。我开发的每一个系统都基于市场结构分析、统计研究、历史回测、优化以及真实市场验证。 - 版本: 1.0
Sweep Reversal Map for MetaTrader 5
Overview
Sweep Reversal Map is a multi-timeframe price-action indicator designed to identify potential reversals following liquidity sweeps.
Markets frequently move beyond established swing highs or lows before reversing back through the swept level. These moves can trap breakout traders and may indicate that price is rejecting the breakout area.
The indicator analyses this sequence through three key stages: liquidity sweep, reclaim, and market structure confirmation. It then marks the resulting reversal zone directly on the chart.
Rather than treating every breakout beyond a swing level as a reversal, Sweep Reversal Map uses configurable volatility and structure filters to help distinguish developing setups from confirmed ones.
How It Works
1. Swing-Level Detection
The indicator identifies historical swing highs and swing lows using a configurable swing length.
These levels act as reference points for detecting potential liquidity sweeps. A move beyond a previous swing level can indicate that price has traded through an area where breakout orders or stop-loss orders may be concentrated.
2. Liquidity Sweep Detection
A sweep occurs when price penetrates a previously identified swing level.
The minimum penetration setting allows the trader to require a specified degree of penetration relative to the Average True Range (ATR).
This helps adjust the sensitivity of sweep detection to the volatility of the instrument.
3. Reclaim and Reversal Development
After the sweep, the indicator monitors whether price returns through the relevant level and begins developing a potential reversal.
Developing setups can be displayed before the full confirmation sequence is complete. These are useful for monitoring a potential opportunity, but they should not be treated as equivalent to confirmed reversals.
4. Market Structure Confirmation
The indicator evaluates local market structure following the sweep and looks for a qualifying displacement move.
The structure length, maximum confirmation bars, and minimum displacement body relative to ATR can be configured.
This introduces a confirmation stage after the initial liquidity event, helping traders distinguish a developing reversal from a move that has demonstrated a stronger change in local price behaviour.
5. Reversal Zone Mapping
Once a setup satisfies the confirmation rules, the indicator draws a reversal zone around the relevant price structure.
Developing and confirmed zones can use different fill, border, level, and marker opacities. Historical setups can also be retained on the chart for context.
Key Features
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Liquidity sweep detection: Identifies price penetration beyond historical swing levels.
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Reclaim-based reversal analysis: Tracks price returning through a swept level.
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Structure-break confirmation: Uses local structure and displacement conditions to confirm a setup.
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ATR-based sensitivity: Adjust minimum sweep penetration and displacement requirements relative to volatility.
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Developing reversal zones: Monitor potential setups before confirmation.
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Confirmed reversal zones: Distinguish completed confirmation sequences from developing patterns.
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Multi-timeframe analysis: Display zones from the chart timeframe and up to two additional configured timeframes.
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Historical setup display: Retain previous reversal zones for visual review.
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Configurable zone styling: Adjust colours, fills, borders, markers, and opacity.
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Timeframe labels: Optionally identify the higher timeframe associated with each zone.
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Confirmation alerts: Enable separate alerts for chart-timeframe, higher-timeframe 1, and higher-timeframe 2 confirmations.
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Notification options: Supports popup, push, and email alerts.
Input Settings
Detection
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Swing Length: Controls the swing-point detection window.
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ATR Length: Sets the ATR calculation period.
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Minimum Sweep Penetration: Defines the minimum sweep depth in ATR units.
Confirmation
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Local Structure Length: Controls the structure used for reversal confirmation.
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Maximum Confirmation Bars: Sets how long the indicator waits for confirmation after a developing setup.
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Minimum Displacement Body: Defines the minimum qualifying candle-body size relative to ATR.
Timeframes
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Show Chart TF: Enables reversal zones on the active chart timeframe.
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Show HTF 1: Enables the first additional timeframe layer.
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HTF 1: Selects the first additional timeframe.
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Show HTF 2: Enables the second additional timeframe layer.
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HTF 2: Selects the second additional timeframe.
Style and History
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Show Developing Reversals: Displays setups that have not completed confirmation.
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Confirmed Box Extension: Controls the extension of confirmed zones in source-timeframe bars.
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Maximum Historical Setups: Limits retained setups per layer.
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Zone and Level Colours: Customise reversal-zone and sweep-level colours.
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Opacity Controls: Configure the visibility of developing and confirmed fills, borders, levels, and markers.
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Show HTF Text: Displays the associated higher-timeframe label inside a zone.
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Maximum Bars: Limits the chart history used for calculation and plotting.
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Refresh Interval: Controls refresh throttling.
Alerts
Configure confirmation alerts independently for the chart timeframe and each enabled higher-timeframe layer. Popup alerts, push notifications, and email alerts can also be enabled or disabled.
Suggested Trading Workflow
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Mark the broader market direction and important support or resistance levels.
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Watch for price to sweep a previously established swing high or low.
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Monitor the reclaim and any developing reversal zone.
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Wait for the indicator's structure-confirmation conditions to be met.
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Evaluate the confirmed zone against the broader timeframe, available space to the next level, and your risk-to-reward requirements.
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Define a clear invalidation point before entering a trade.
Suitable For
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Smart Money Concepts and liquidity-based traders.
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Traders studying stop runs and failed breakouts.
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Price-action traders seeking confirmation after a swing-level sweep.
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Intraday traders who combine lower-timeframe execution with higher-timeframe context.
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Traders who want potential and confirmed reversal zones distinguished visually.
Important Notes
A liquidity sweep does not necessarily lead to a reversal. Price may continue in the direction of the breakout, and a structure confirmation can still fail.
Higher-timeframe zones depend on the selected timeframe and the available source data. Use developing zones as monitoring tools, not as confirmed entry signals. Apply independent confirmation and appropriate risk management before trading.
