Liquidity Sweep + MSS

Shared by a BacktestingMax trader on 23 Oct 2026, updated 28 Oct 2026

Look at the 1H bias (In liquidity sweeps we are trading reversals so if a trade is opposite the trend that have a high change of winning), Mark the Swing high/low , (if swing high is created without MSS, mostly not valid), after liquidity sweep, wait for 5M MSS with displacement, if there is FVG or imbalance after an MSS, place a limit order at the MSS at 1:2 RR.

Entry rules

  1. Liquidity Sweep on high probability swing
  2. Liquidity Swing must be created by a 15M MSS
  3. The liquidity Swing must be the High or Low of Asia or London Session for better reference
  4. After the Sweep, there must be an 5M MSS of the swing that swept the liquidity
  5. If there is imbalance, place a limit order there or at the zone where MSS occurred for aggressive entry, enter at 5M MSS and 5M candle close confirmation
  6. 1:2 RR or Breakeven at 1:1RR and trail until the sweep of opposing Liquidity or till 1:5R
  7. If you have any question ask me on insta, @taim.oor
  8. Also i needed to add that, if a swing high/low has been respected. that swing has alot of liquidity

Invalidation

  1. No MSS after Sweep
  2. Sweep happened in low volatile time
  3. No displacement after liquidity Sweep

Stop loss and take profit

  1. SL beyond Sweep and leave some space for spread
  2. TP 1:2 RR or Breakeven at 1:1 RR and trail until 1:5R(I use 1:2RR overall)

Author's checklist

  1. Liquidity Sweep with displacement
  2. MSS of the swing that swept liquidity
  3. 1 Trade a day (If sweep has already happened, don't trade that day, that is most probably a trap)
  4. Entry is at a good SL distance

Inside the app

Opening this strategy in BacktestingMax shows the full record behind the numbers above, on a free account: every trade with entry, exit, size and P&L plus CSV and Excel export; a bar-by-bar replay of the author's own session on 1-minute history; Monte Carlo projections that reshuffle the trade sequence; the equity curve against buy-and-hold; advanced statistics including Sharpe and Sortino ratios, expectancy, payoff ratio, recovery factor, maximum drawdown and longest time underwater; a day-by-day P&L calendar; and behavioural analysis covering revenge trading, position-size chasing, long/short bias and the hours and days it actually made money.

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Figures come from backtests run by the author inside BacktestingMax. Past performance is not indicative of future results, and nothing here is financial advice.