Liquidity sweep
A move beyond an observed high or low, followed by a return through it, creates an event to investigate. A sweep alone does not establish direction.

Liquidity provides location. Volume shows participation. CVD measures observed aggression. Structure helps define confirmation.
A move beyond an observed high or low, followed by a return through it, creates an event to investigate. A sweep alone does not establish direction.
Abnormal volume can strengthen the importance of an event. High executed volume with little displacement may suggest absorption, but requires stronger order-book evidence to establish replenishment.
Independent evidence families contribute to a disclosed score. Correlated delta and CVD observations are not counted as separate independent votes.
A subsequent trade must cross the calculated trigger before expiry or invalidation. Both prices come from observed market structure.
Compare 30-second, 1-, 3-, 5-, 15-, 30-minute and hourly observations. Longer views need sufficient observed history.
The TEST connection has been attempted. Authorization errors prevent market data from flowing. Missing depth, MBO, historical coverage and session data are identified explicitly.