Liquidity Sweep Calculator
Quickly compute liquidity sweep with accurate formulas. See amortization schedules, growth projections, and side-by-side comparisons.
Liquidity Sweep Calculator
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Formula: High Sweep = Actual High − Previous High | Low Sweep = Previous Low − Actual Low | Entry Distance = |Entry − Sweep Point|
Worked example — Buy-side sweep: 10 pips | Entry: 30 pips from sweep high
Formula
High Sweep = Actual High − Previous High | Low Sweep = Previous Low − Actual Low | Entry Distance = |Entry − Sweep Point|
A liquidity sweep is measured by the distance price exceeds a previous key level. For a high sweep, subtract the previous high from the actual high reached. For a low sweep, subtract the actual low from the previous low. Entry distance measures how far your entry is from the extreme sweep point, which helps evaluate your risk.
Worked Examples
Example 1: Buy-side Liquidity Sweep EUR/USD
Problem:Previous high: 1.1000, price reached 1.1010 before reversing. Entry after sweep at 1.0980. How much liquidity was grabbed?
Solution:Sweep distance = 1.1010 - 1.1000 = 0.0010 = 10 pips Price swept 10 pips above the previous high Entry distance from sweep = 1.1010 - 1.0980 = 30 pips All stop losses and buy stops above 1.1000 were triggered
Result:Buy-side sweep: 10 pips | Entry: 30 pips from sweep high
Example 2: Sell-side Liquidity Sweep GBP/USD
Problem:Previous low: 1.2700, price reached 1.2688 before reversing. Entry long at 1.2710.
Solution:Sweep distance = 1.2700 - 1.2688 = 0.0012 = 12 pips Price swept 12 pips below the previous low Entry distance from sweep = 1.2710 - 1.2688 = 22 pips All stop losses and sell stops below 1.2700 were triggered
Result:Sell-side sweep: 12 pips | Entry: 22 pips from sweep low
Frequently Asked Questions
What is a liquidity sweep in ICT trading?
A liquidity sweep (also called a liquidity grab or stop hunt) occurs when price temporarily moves beyond a significant high or low to trigger stop loss orders and pending orders clustered at those levels, then quickly reverses. In ICT methodology, this is considered a deliberate action by institutional traders and market makers who need the opposite side of the market to fill their large positions. For example, if institutions want to buy, they may push price below a previous low to trigger sell stops, thereby creating the sell-side liquidity they need to fill buy orders. Recognizing liquidity sweeps is crucial for identifying potential reversal points and timing entries.
How do you identify a liquidity sweep on the chart?
A liquidity sweep is identified when price breaks beyond a key level (swing high, swing low, equal highs/lows, or previous session high/low) but fails to hold and quickly reverses. On the chart, it often appears as a long wick or spike beyond the level followed by a close back within the range. Key signs include: price taking out a well-defined level, a quick rejection wick, increased volume at the sweep point, and a shift in market structure after the sweep. Look for sweeps at daily highs/lows, weekly levels, and obvious swing points where retail traders typically place their stop losses. The most significant sweeps occur during ICT killzone times.
What is the difference between a liquidity sweep and a breakout?
The key difference lies in what happens after price breaks the level. A genuine breakout sees price close beyond the level and continue in that direction with follow-through momentum and often retests the broken level as new support or resistance. A liquidity sweep, however, breaks the level briefly (usually just by a few pips) and then reverses, with price closing back on the original side of the level. Breakouts are supported by genuine institutional buying or selling in the breakout direction, while sweeps are designed to collect opposing liquidity before the real move in the opposite direction. Volume analysis, candle close location, and subsequent market structure can help distinguish between the two.
Where does liquidity pool in the forex market?
Liquidity pools form at predictable price levels where retail traders cluster their orders. The most common locations include: swing highs and swing lows where traders place stop losses, equal highs and equal lows which create obvious double top/bottom patterns, round numbers or psychological levels like 1.1000, previous session highs and lows (Asian, London, New York), daily and weekly open prices, and trendline touch points. In ICT methodology, these are called 'external range liquidity' when above highs or below lows, and 'internal range liquidity' when within fair value gaps and order blocks. Smart money traders use these pools as targets and entry mechanisms for their positions.
How do you trade after a liquidity sweep?
After identifying a liquidity sweep, wait for confirmation before entering a trade. The confirmation typically comes in the form of a market structure shift on a lower timeframe — for example, after a low sweep, look for price to start making higher highs and higher lows on the 1-minute or 5-minute chart. Enter at an order block or fair value gap that forms after the sweep, with your stop loss placed just beyond the sweep point. Target the opposite side of the range or the next liquidity pool. For example, after a sweep of lows, go long targeting the highs. The risk-reward is typically excellent because your stop is tight (just beyond the sweep wick) while your target is the opposite range extreme.
Why is the liquidity above old highs called buy-side when sweeping it is usually bearish?
The label describes the resting orders, not the direction of the move. Above an old high sit buy stops — protective stops from short positions plus breakout entry orders — so that pool is buy-side liquidity. Below an old low sit sell stops, which is sell-side liquidity. A push up through the highs fills all of those buy orders, which is precisely the counterparty a large seller needs. Taking buy-side liquidity is therefore normally a bearish event, and taking sell-side liquidity a bullish one.
What does it mean when both the previous high and the previous low get swept?
The calculator adds both distances into a single liquidity figure, and a session that ran both extremes is saying something different from a one-sided raid. Both sides being cleared usually indicates the range was simply being emptied of orders rather than any directional intent being expressed, so market structure is unreliable until one side is decisively rejected. In practice, wait for the second sweep to fail and trade against that one, treating the first as noise.
How far beyond the level does price need to run before it counts as a sweep?
There is no universal pip count, which is why the tool reports the distance rather than passing judgement. Measure it against the instrument's normal range: a 10 pip overshoot is meaningful on EUR/USD and nearly nothing on GBP/JPY or gold, where daily ranges are several times larger. Compare the run to recent average true range and to the spread you actually pay. Depth matters less than rejection — a run beyond the level that closes back inside is a sweep, one that closes beyond is not.
What are equal highs and equal lows, and why are they prime sweep targets?
Equal highs, often called relative equal highs, form when two or more swings stall at almost identical prices, leaving a visibly flat ceiling on the chart. That flatness is what makes them efficient: every trader reading the double top places stops in the same narrow band, so a small push past the level fills an unusually dense cluster of orders at once. Equal lows behave identically underneath. The tidier and more obvious the level looks, the stronger its pull as a target.
How does the entry distance from the sweep point change the risk-to-reward?
Entry distance is effectively your risk, because a sweep trade puts the stop just beyond the wick that did the sweeping. With the default values, an entry at 1.0905 sits 17 pips above a sweep low of 1.0888, and the previous high at 1.1000 is 95 pips away — roughly 5.6 to one before you add a buffer under the wick. Entering further from the sweep point erodes that ratio quickly, which is why waiting for the retracement beats chasing the reversal candle.
References
Reviewed for accuracy by Daniel Agrici, Founder & Lead Developer · Editorial policy
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