A liquidity sweep (also 'stop run' or 'liquidity grab') is the moment price ticks just beyond a visible cluster of stops — typically above an EQH or below an EQL — and then reverses inside a small number of bars. The wick beyond the level is the tell; the close back inside is the confirmation.
The mechanic is mechanical: stop orders convert into market orders, providing the liquidity that larger participants need to fill in size against the dominant flow. Once the stops are absorbed, the move that just took them out exhausts itself.
Liquidity sweeps are most reliable when they happen at structurally important levels (PDH, PDL, session highs, EQH/EQL aligned with an order block or FVG) and combine with a CHoCH on the next lower timeframe.
Beispiel
EQH at 52,020. Price wicks to 52,090, then closes the same bar at 51,950 and prints a CHoCH on the 5-minute — a textbook bearish liquidity sweep.
Wie Noon Barbari Liquidity sweep nutzt
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Sweep entries in noonbarbari →Verwandte Begriffe
- Marktstruktur
Equal highs / equal lows (EQH / EQL)
Two or more swing pivots printing at nearly the same price — a visible liquidity pool.
- Marktstruktur
Change of character (CHoCH)
Price closing through a swing point against the prevailing trend — first sign of reversal.
- Marktstruktur
Order block
The last opposite-direction candle before a break of structure, used as a supply/demand zone.
- Marktstruktur
Fair value gap (FVG)
A three-bar price imbalance where the wicks of bars t and t-2 fail to overlap.