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Strategies / Pattern / Liquidity Sweep Rejection Trend

Liquidity Sweep Rejection Trend

Buys when price sweeps below the prior 10-bar low, closes back above it with a bullish rejection candle, and the trend is up. Shorts the mirror setup in a downtrend, with a stop at the recent 5-bar extreme and target equal to risk.

PatternLong & shortSwingUS Crude Oil4 hours
n/aProfit factor
1,412Net profit EUR
51.97%Win rate
152Trades
-1,207Max drawdown
9.29Avg trade

Best run of 3. US Crude Oil, 4 hours, spread 3, from run sweeps:2026-10-03-CRUDE-4h-opt.tsv:16.

Entry rules, long

  2. The signal candle is bullish, its lower wick is larger than its body, and its close is in the top 40% of the bar range.
  3. The close is above EMA(50), and EMA(50) is above EMA(200), with EMA(50) higher than its value 3 bars earlier.
  4. More than 8 bars have passed since the last buy signal, and the strategy is flat.

Entry rules, short

  2. The signal candle is bearish, its upper wick is larger than its body, and its close is in the bottom 40% of the bar range.
  3. The close is below EMA(50), and EMA(50) is below EMA(200), with EMA(50) lower than its value 3 bars earlier.
  4. More than 8 bars have passed since the last sell signal, and the strategy is flat.
  5. Alternative short: the same bearish sweep and rejection with the close above EMA(50) and below the open, and EMA(50) falling.

Exit rules

  2. The target sits at 1.0 times the stop distance from the fill.

Test conditions

PeriodUp to 2026-10-03
InstrumentUS Crude Oil, 4 hours
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
US Crude OilBest run4 hoursn/a 15251.971,412 EUR-1,207
Nikkei 2254 hoursn/a 14151.062,950 USD-2,880
GoldDailyn/a 5846.55337 EUR-309

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Liquidity Sweep Rejection Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lastbuy = -1000
ONCE lastsell = -1000

emafast = ExponentialAverage[50](close)
emaslow = ExponentialAverage[200](close)
myAtr = AverageTrueRange[14](close)

49 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMAATR
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 1,207 EUR is large next to the net profit of 1,412 EUR.

Questions

About this strategy

Can I run Liquidity Sweep Rejection Trend in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 3 market and timeframe combinations. The best run by trade count was US Crude Oil, 4 hours, with 152 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,207 EUR at the tested position size, against a net result of 1,412 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs