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Volume-Confirmed Liquidity Sweepthe spike is the evidence

Evidence: ModerateIntermediateOrder Flow · Liquidity

Stops rest above a level. When price takes it with a wick and closes back inside, that is a sweep.

But a sweep should leave an observable trace: if a cluster of stops genuinely triggered, that bar should show a spike in volume.

This is the volume-confirmed version of the previous-session sweep. There, the rule was price alone. Here there is one extra measurable gate — and that gate is the entire content of this strategy.

Category
Order Flow · Liquidity
Timeframe
M5 primary · M15 secondary
Suitable pairs
AUDUSD · EURUSD · GBPUSD · USDJPY · XAUUSD
Session
London and New York only
Indicators / tools
Session high and low levels · tick volume against its 20-bar average · ATR(14)

Valid setup

S68 · VOLUME-CONFIRMED LIQUIDITY SWEEP — VALID SETUP AUDUSD · M5 · the volume spike is the evidence that the stops were actually hit, not just approached SHORT 0.65978 0.66050 0.66122 0.66194 0.66266 0.66338 0.66410 SESSION HIGH — sell-side stops rest above it ENTRY on the close back below SL above the sweep wick +2R reference 1R +2R 1 2 3 4 5 6 ① Repeated highs build a level — and a stop cluster above it ② Approach. Nothing to do yet. ③ SWEEP: wick through the level, CLOSE back below, AND the volume bar prints 3× its 20-bar average. ④ Confirmation close below the level ⑤ Entry. The volume spike is what separates this from a quiet drift over the high — it is the observable trace of the stop cluster being consumed. ⑥ Target: the low that built the level. 0.66304 0.66286 0.66258 0.66166 sweep + volume spike Tick volume vs 20-bar average — 3× on the sweep bar avg 20

Exact rules

Entry

  • Mark the session high or low — or an equal-highs level.
  • Session filter: 07:00–16:00 GMT.
  • Sweep: an M5 candle whose high goes above the level but whose close comes back below it.
  • Volume gate: that candle's tick volume must be at least twice its own 20-bar average.
  • Confirmation: the next candle also closes below the level. Enter at its close.

Stop loss

  • 0.15 × ATR(14) above the high of the sweep candle.
  • If price closes above that high, no stops were consumed — price was being accepted up there.
  • Risk 0.5% per trade.

Take profit / exit

  • TP1 = a 50% retracement of the swing that built the level.
  • TP2 = the low that created it.
  • A minimum of 1:2 measured to the sweep candle's high.

Build Volume-Confirmed Liquidity Sweep

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Trading carries risk and most retail accounts lose money. Nothing on this page is financial advice or a recommendation to trade. The chart is an illustration of the rules on constructed candles — it is not a record of a trade and not a backtest.