ICT liquidity sweep, reclaim, and market-structure shift
A liquidity sweep trades beyond a prior swing high or low but closes back inside that reference. Aventra then requires directional displacement through opposing structure so a wick alone is not treated as a complete reversal.
Bullish candidates sweep sell-side liquidity below a prior low; bearish candidates sweep buy-side liquidity above a prior high. The reclaim and later structure shift must occur in chronological order.
- Prior liquidity pivot
- Wick through the level
- Close back inside
- Directional displacement
- Market-structure shift
What strengthens the setup
A decisive reclaim, strong displacement relative to recent volatility, nearby equal-liquidity context, and a same-direction FVG can strengthen the reading. The setup weakens if price breaches the sweep extreme again or never shifts structure.
Market Radar marks the liquidity area and structure-shift zone separately so the chart sequence remains readable.