iFVG Draw-on-Liquidity
MNQ · RTH · Sweep + inverse fair-value-gap mean reversion
When price runs a level to grab the stops resting beyond it and then snaps back, the fair-value gap left by that move flips from support to resistance (or the reverse). That inverted gap is where the reversal re-tests, fade the sweep back toward the next pool of liquidity.
Equity · 1 year backtest1002 trades · 1 contract-equivalent
+$17,423
net P&L · 35% on $50k
Sharpe 5.66PF 1.58Max DD $1,205
Performance · 1 year backtest
- Net P&L
- +$17,423
- Return on $50k
- 34.9%
- Profit factor
- 1.58
- Win rate
- 59.4%
- Sharpe
- 5.66
- Sortino
- 7.47
- Calmar
- 14.46
- Max drawdown
- $1,205
- Max drawdown %
- 2.41%
- Recovery factor
- 14.5
- Expectancy / trade
- +$17
- Avg win
- +$79
- Avg loss
- -$73
- Max consec. losses
- 9
How it works
- Track liquidity pools (prior-day and session highs/lows, swing levels) and wait for price to sweep one and reclaim it.
- When the gap built in that sweep is closed back through (the inversion), arm a resting limit at the gap's midpoint, entering on the re-test, never chasing the snap.
- Stop just beyond the swept wick; target the next opposing liquidity pool (draw on liquidity); flat by session end.
Live cells · 1
Default parameters25 fields
timeframe"1m"
timezone"Europe/Oslo"
entry_window_start"09:00"
entry_window_end"22:00"
max_hold_min240
max_signals_per_day6
fvg_min_gap_pts5
invert_window_bars60
sweep_lookback_bars30
pool_quality"major"
entry_mode"retest_ce"
fill_through_ticks1
stop_mode"wick"
sl_buffer_pts3
min_stop_pts4
max_risk_pts18
target_mode"dol"
tgt_min_r0.5
tgt_cap_r4
tick_size0.25
point_value2
commission_per_contract0.62
skip_around_high_impact_newsfalse
news_block_before_min5
news_block_after_min15