Tracks and displays key liquidity levels from previous hourly, 4-hourly, daily, weekly, monthly candles and trading sessions, automatically detecting and marking when price sweeps these highs and lows.
DOCUMENTATION
What is a Liquidity Sweep?
A Liquidity Sweep occurs when price briefly extends beyond a previous high or low to trigger stop orders and collect liquidity before reversing. This mechanism allows institutions to access available liquidity pools efficiently, ensuring their large orders can be executed without causing slippage. Sweeps are one of the most visible expressions of institutional intent, often signaling the start of a major market move.
Sweeps can occur internally within ranges (internal liquidity) or at key swing levels (external liquidity). Internal sweeps usually lead to continuation, while external sweeps are more likely to precede reversals. Recognizing the difference helps traders determine whether price is still accumulating orders or transitioning into a new trend phase.
Liquidity Sweeps are not random spikes — they are engineered. The market moves beyond a known liquidity level to trigger stops and attract participation, only to reverse once enough liquidity has been collected. These actions often leave behind signatures such as long wicks, sharp displacement, or sudden volume surges, all of which signal that institutional players have absorbed liquidity.
For traders, identifying sweeps early offers a strategic edge. A sweep combined with a BMS provides one of the most reliable confirmation models in Smart Money trading. When integrated with other Hunts PIP tools like the Order Block and FVG modules, sweeps help map the full sequence of liquidity collection, mitigation, and trend continuation.
