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Glossary / Market structure

Liquidity sweep

Definition

A quick push through an obvious level that triggers resting stops before reversing.

Why it matters

Sweeps are why stops placed exactly at the round number get hit more often than stops placed beyond the noise band.

Example

Price pushes 3 points below an obvious swing low, fills the resting stops, then reclaims the level within two bars - the sweep is the entry trigger, not the breakdown.

How to track it in a journal

TradeStack calculates the core performance numbers — win rate, average win and loss, profit factor, expectancy, drawdown and consistency — automatically from imported trades, so liquidity sweep stops being something you estimate and becomes something you read.

Related terms

Slippage
The difference between your expected fill price and the price you actually get.
Spread
The gap between the best bid and the best ask.
Liquidity
How much size a market can absorb without moving price.
Volatility
How much price moves over a given period.

Keep reading

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Expectancy, profit factor, drawdown, backtesting and the PDT rule.
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Expected profit per trade from your own numbers.
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