Real-time institutional liquidity sweep detection across 31 pairs × 3 timeframes. 8-layer scoring engine, cluster vs. standard alerts, 48H sweep history, and AI interpretation.
The Liquidity Sweep Wall is a real-time detection engine that identifies when institutional traders are sweeping retail liquidity pools — stop orders clustered above highs or below lows. It covers 31 pairs across 1H, 4H, and Daily timeframes.
Each detected sweep is scored across 8 layers: sweep magnitude (how far price extended beyond the level), recapture speed (how quickly price returned), volume during the sweep, session timing alignment, structural context (is this a key HTF level?), multi-timeframe confirmation, COT positioning alignment, and historical sweep success rate at this level type.
Cluster alerts fire when multiple liquidity levels are swept within a short window — indicating coordinated institutional positioning rather than a single isolated sweep. Cluster sweeps historically precede stronger directional moves.
The Sweep Wall maintains a 48-hour rolling history of all detected sweeps with their scores, outcomes, and AI interpretation. Review past sweeps to calibrate your understanding of how they resolve in your preferred pairs.
Each sweep alert is AI-enriched with a plain-English interpretation: which liquidity pool was swept, what institutional intention this suggests, and what price behavior to expect in the following 1-4 hours.
A liquidity sweep occurs when price temporarily extends beyond a significant high or low where retail traders have placed stop orders, triggering those stops to collect the liquidity, then reverses. This is a standard institutional order fill technique.
The Sweep Wall covers 31 pairs — the 33 monitored pairs excluding the two with insufficient liquidity history for reliable sweep detection calibration.