Thesis
Fade the stop-hunt — short EQH sweeps, long EQL sweeps, exit on the next liquidity event.
Fits Mean reversion setups — works best when the underlying market behavior matches the thesis, and breaks down when it doesn't. Pair with the backtester's walk-forward mode before committing real capital.
Range-friendly. Frequent small trades when price oscillates between equal-highs and equal-lows pools; can stack losses in strong trends that take out structure cleanly without reversing.
YAML rule-set
Paste this into the Strategy Designer's Text tab, or use the dashboard button above to load it as a template.
_template:
title: EQH/EQL — sweep reversal
category: mean_reversion
skill: intermediate
name: equal_highs_lows
weight: 1.0
long_only: false
indicators:
eq:
kind: equal_highs_lows
swing_length: 3
threshold: 0.1
atr_period: 200
entry:
combine: OR
rules:
- combine: AND
direction: short
rules:
- {lhs: {indicator: eq, field: eqh_swept}, op: gt, rhs: {value: 0}}
- combine: AND
direction: long
rules:
- {lhs: {indicator: eq, field: eql_swept}, op: gt, rhs: {value: 0}}
exit:
combine: OR
rules:
- {lhs: {indicator: eq, field: eqh_swept}, op: gt, rhs: {value: 0}}
- {lhs: {indicator: eq, field: eql_swept}, op: gt, rhs: {value: 0}}
risk:
trailing_stop_pct: 0.04
cooldown_bars: 3
Indicators
eqEqual Highs/Lows (swing 3, threshold 0.1)Clean-room EQH/EQL detector with sweep recognition. eqh_swept fires when price spikes above and closes back below an Equal Highs zone; eql_swept is the mirror on Equal Lows.
Entry conditions
The bot opens a position the bar after every condition below has fired.
- Short on an EQH sweep — the stop-hunt fades and sellers step in.
- Long on an EQL sweep.
Exit conditions
Any of the conditions below will close the position.
- Opposite-direction sweep closes the trade — that's the next liquidity event.
- 4% trailing stop, 3-bar cooldown.
Expected behavior
Range-friendly. Frequent small trades when price oscillates between equal-highs and equal-lows pools; can stack losses in strong trends that take out structure cleanly without reversing.
Equity-curve character, not a return forecast. Backtests are not promises about live performance.
Try it on your own data
Open the template in the dashboard to backtest it on BTC, ETH, or any CCXT symbol — or copy the YAML into the Strategy Designer to edit it first.
Past behavior on backtests is not a guarantee of future performance. Markets change; rule sets need re-validation. Trade at your own risk.