prince

Prince Nimbran

6d ago

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//@version=6
strategy("SMC - Liquidity Sweep + MSS + FVG",
overlay=true,
initial_capital=100000,
default_qty_type=strategy.percent_of_equity,
default_qty_value=1,
pyramiding=0,
commission_type=strategy.commission.percent,
commission_value=0.05,
process_orders_on_close=true)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// INPUTS
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
swingLen = input.int(5, "Swing Length", minval=2)
rr = input.float(2.0, "Risk : Reward", minval=0.5, step=0.5)
maxBarsFVG = input.int(10, "Max Bars To Wait For FVG Retest", minval=1)
slBufferPct = input.float(0.05, "SL Buffer %", minval=0.0, step=0.01)
useLong = input.bool(true, "Enable Longs")
useShort = input.bool(true, "Enable Shorts")
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// SWING LIQUIDITY
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
pivotHigh = ta.pivothigh(high, swingLen, swingLen)
pivotLow = ta.pivotlow(low, swingLen, swingLen)
var float lastSwingHigh = na
var float lastSwingLow = na
if not na(pivotHigh)
lastSwingHigh := pivotHigh
if not na(pivotLow)
lastSwingLow := pivotLow
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// LIQUIDITY SWEEP
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Sell-side liquidity sweep:
// Price trades below previous swing low,
// but closes back above it.
sellSideSweep =
not na(lastSwingLow) and
low < lastSwingLow and
close > lastSwingLow
// Buy-side liquidity sweep:
// Price trades above previous swing high,
// but closes back below it.
buySideSweep =
not na(lastSwingHigh) and
high > lastSwingHigh and
close < lastSwingHigh
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// MSS LOGIC
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// After bullish sweep, price must break recent high.
// After bearish sweep, price must break recent low.
var float sweepLow = na
var float sweepHigh = na
var int bullishSweepBar = na
var int bearishSweepBar = na
if sellSideSweep
sweepLow := low
bullishSweepBar := bar_index
if buySideSweep
sweepHigh := high
bearishSweepBar := bar_index
// Recent structure levels
recentHigh = ta.highest(high[1], swingLen)
recentLow = ta.lowest(low[1], swingLen)
// MSS
bullishMSS =
not na(bullishSweepBar) and
bar_index > bullishSweepBar and
close > recentHigh
bearishMSS =
not na(bearishSweepBar) and
bar_index > bearishSweepBar and
close < recentLow
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// FVG DETECTION
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Bullish FVG:
// Current candle low > high from 2 candles ago
bullishFVG =
low > high[2]
// Bearish FVG:
// Current candle high < low from 2 candles ago
bearishFVG =
high < low[2]
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// STORE FVG
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
var float bullFVGTop = na
var float bullFVGBottom = na
var float bearFVGTop = na
var float bearFVGBottom = na
var int bullFVGBar = na
var int bearFVGBar = na
if bullishFVG
bullFVGTop := low
bullFVGBottom := high[2]
bullFVGBar := bar_index
if bearishFVG
bearFVGTop := low[2]
bearFVGBottom := high
bearFVGBar := bar_index
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// VALID FVG RETEST
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
bullFVGValid =
not na(bullFVGBar) and
bar_index - bullFVGBar <= maxBarsFVG
bearFVGValid =
not na(bearFVGBar) and
bar_index - bearFVGBar <= maxBarsFVG
// FVG midpoint
bullFVGmid =
(bullFVGTop + bullFVGBottom) / 2
bearFVGmid =
(bearFVGTop + bearFVGBottom) / 2
// Price retraces into FVG
bullRetest =
bullFVGValid and
low <= bullFVGTop and
high >= bullFVGBottom
bearRetest =
bearFVGValid and
high >= bearFVGBottom and
low <= bearFVGTop
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// ENTRY CONDITIONS
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Long sequence:
//
// Sell-side liquidity sweep
// ↓
// Bullish MSS
// ↓
// Bullish FVG
// ↓
// FVG retracement
// ↓
// BUY
longSetup =
useLong and
bullishMSS and
bullFVGValid and
bullRetest
// Short sequence:
//
// Buy-side liquidity sweep
// ↓
// Bearish MSS
// ↓
// Bearish FVG
// ↓
// FVG retracement
// ↓
// SELL
shortSetup =
useShort and
bearishMSS and
bearFVGValid and
bearRetest
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// TRADE VARIABLES
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
var float longSL = na
var float longTP = na
var float shortSL = na
var float shortTP = na
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// LONG ENTRY
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
if longSetup and strategy.position_size == 0
entryPrice = bullFVGmid
sl = sweepLow * (1 - slBufferPct / 100)
risk = entryPrice - sl
if risk > syminfo.mintick
tp = entryPrice + risk * rr
longSL := sl
longTP := tp
strategy.entry(
"LONG",
strategy.long,
limit=entryPrice)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// SHORT ENTRY
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
if shortSetup and strategy.position_size == 0
entryPrice = bearFVGmid
sl = sweepHigh * (1 + slBufferPct / 100)
risk = sl - entryPrice
if risk > syminfo.mintick
tp = entryPrice - risk * rr
shortSL := sl
shortTP := tp
strategy.entry(
"SHORT",
strategy.short,
limit=entryPrice)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// EXIT
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
if strategy.position_size > 0
strategy.exit(
"LONG EXIT",
"LONG",
stop=longSL,
limit=longTP)
if strategy.position_size < 0
strategy.exit(
"SHORT EXIT",
"SHORT",
stop=shortSL,
limit=shortTP)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// VISUAL MARKERS
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
plot(lastSwingHigh,
"Buy-side Liquidity",
color=color.red,
style=plot.style_linebr)
plot(lastSwingLow,
"Sell-side Liquidity",
color=color.green,
style=plot.style_linebr)
plotshape(
sellSideSweep,
title="Sell-side Sweep",
style=shape.triangleup,
location=location.belowbar,
color=color.green,
size=size.tiny,
text="SSL")
plotshape(
buySideSweep,
title="Buy-side Sweep",
style=shape.triangledown,
location=location.abovebar,
color=color.red,
size=size.tiny,
text="BSL")
plotshape(
bullishMSS,
title="Bullish MSS",
style=shape.labelup,
location=location.belowbar,
color=color.green,
text="MSS↑")
plotshape(
bearishMSS,
title="Bearish MSS",
style=shape.labeldown,
location=location.abovebar,
color=color.red,
text="MSS↓")
plotshape(
longSetup,
title="Long Setup",
style=shape.labelup,
location=location.belowbar,
color=color.green,
text="BUY")
plotshape(
shortSetup,
title="Short Setup",
style=shape.labeldown,
location=location.abovebar,
color=color.red,
text="SELL")

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