Liquidity Breakout Retest StrategyLiquidity Breakout Retest Strategy
This strategy identifies breakout movements followed by controlled retests of recent price levels. The objective is to capture continuation moves after price removes liquidity from recent highs or lows.
The script focuses on a simple and structured approach that combines trend filtering, breakout detection and volatility-based exits.
Strategy Concept
The system uses recent highs and lows as liquidity reference levels.
A breakout occurs when price closes beyond a recent level calculated from the lookback period.
Instead of entering immediately after the breakout, the strategy waits for a retest of the breakout level. This helps avoid impulsive entries and reduces false breakouts.
Trades are only taken when the breakout direction aligns with the prevailing trend.
Trend Detection
Trend direction is determined using an exponential moving average.
Long trades occur only when price is above the trend average
Short trades occur only when price is below the trend average
This keeps trades aligned with directional market conditions.
Risk Management
Stop loss and take profit levels are calculated using the Average True Range (ATR).
This allows the strategy to automatically adapt to changing volatility.
Default Properties
Initial capital: 10,000
Position size: 1% of equity
Commission: 0.04%
Slippage: 2 ticks
These settings were selected to simulate realistic trading conditions.
Suggested Usage
Markets:
XAUUSD
EURUSD
GBPUSD
Timeframes:
5 minutes
15 minutes
30 minutes
Стратегия Pine Script®






















