SDR Market Structure (liv3) 1.0

🧠 SDR Market Structure (LIV3) v1.0
Precision-Based Market Structure & Momentum Scalping

Strategy Type: Market Structure-Based Scalping
Built For: Intraday, Scalping, Trend-Following or Reversal entries with confirmation filters
Assets: All (optimized for FX and indices)
Timeframes: 1min to 15min (ideal for scalping); higher TFs can be used for structure alignment

🎯 Strategy Overview
SDR Market Structure is a robust scalping strategy that combines structural market context (Change-of-Character, Break of Structure) with a modular system of technical filters that advanced traders can toggle on/off. The strategy is adaptable and surgical, designed to find high-probability trade entries during momentum shifts, liquidity grabs, and trend continuations.

This script supports fine-tuned risk management, multiple confirmation layers, and intraday session filtering, allowing experienced traders to tailor it for precision-based trading in varying volatility regimes.

🔍 Core Logic: CHoCH and Market Structure
At the heart of SDR Scalper is Change-of-Character (CHoCH) detection:

Bullish CHoCH: Occurs when price breaks above a recent swing high (pivot) after making a lower low, implying a potential reversal or continuation.

Bearish CHoCH: Triggers when price breaks below a recent swing low after making a higher high.

Once a CHoCH is identified:

Entry is confirmed only if all selected filters pass, ensuring high-confidence setups.

SL is placed at the most recent swing low/high or an optional looser SL based on fractals.

Break-even logic moves SL to entry upon hitting 1R.

Risk-Reward ratio is fully customizable.

🛠️ Advanced Filter Modules
Each filter module below can be toggled independently, allowing for custom filtering strategies based on trading conditions.

1️⃣ HTF EMA Filter
Purpose: Confirms trend bias using a higher timeframe EMA (e.g., 55 EMA on 15-min TF).

Logic:

Longs: Entry only allowed if price > HTF EMA

Shorts: Entry only allowed if price < HTF EMA

Why Use It: Prevents counter-trend trades. Excellent when used during trending sessions.

Best Paired With: EMA crossover filter or RSI for intraday trend alignment.

2️⃣ EMA Crossover Filter
Inputs: Fast EMA (default 10), Slow EMA (default 50)

Logic:

Longs: Fast EMA must be above Slow EMA

Shorts: Fast EMA below Slow EMA

Enhancement: Adds a moving average structure filter to CHoCH. Good for filtering false breakouts during sideways markets.

Combo Tip: Use alongside RSI/MACD filters to confirm trend momentum.

3️⃣ RSI Filter
Default Period: 14

Logic:

Longs: RSI > threshold (default 50)

Shorts: RSI < threshold

Edge: Useful for momentum confirmation in trending conditions.

Advanced Use:

Raise thresholds to 60/40 in strong trends.

Combine with MACD to filter momentum exhaustion.

4️⃣ MACD Histogram Filter
MACD Histogram > 0: Long entries only

MACD Histogram < 0: Short entries only

Purpose: Measures positive/negative momentum shifts, helpful in volatile breakouts.

Pro Tip: Combine with ROC filter in fast-moving markets for maximum edge.

5️⃣ Rate of Change (ROC) Filter
Default: 9-period

Logic:

Longs: ROC > threshold (default 0.0)

Shorts: ROC < threshold

Why It Works: Captures short bursts of momentum often missed by other lagging indicators.

Combos That Work:

MACD + ROC: Double momentum filter

ROC + EMA crossover: Catch high-speed trend continuations

6️⃣ Stochastic RSI Filter
Parameters: Customizable %K and %D smoothing

Logic:

Longs: StochRSI > threshold and K > D

Shorts: StochRSI < threshold and K < D

Use Case: Effective for mean-reversion and momentum crossovers near S/R zones.

Advanced Tip: Use in ranging markets or to fade extended trends.

7️⃣ Time Filter
Customize Start/End Time: Default is 09:30 - 16:00 (New York session)

Supports Time Zones: Input via string (e.g., GMT+0, EST, etc.)

Visual Aid: Background shading for valid sessions.

Benefits:

Avoids low-liquidity or overnight trading periods.

Prevents false signals in pre/post-market sessions.

8️⃣ Loose Stop-Loss Option
If Enabled: SL placed 1 fractal beyond the last pivot.

Why: Helps in volatile assets like crypto where swing points are commonly breached before reversals.

Note: Should be used with tight risk controls or lower position sizing.

💼 Risk Management & Break-Even Logic
Risk-to-Reward Ratio: Adjustable via input

Auto TP & SL: Based on defined RR and recent structure

Break-Even Feature: Moves SL to entry after 1R is reached to protect capital

📈 Strategy Display Elements
CHoCH & BoS Labels: Visual confirmation of structure breaks

Liquidity Sweep (✖): Optional display for potential stop hunts

Trend Color Candles: Highlights bullish or bearish candle clusters

Session Overlay: Displays active time window on chart

⚙️ Recommended Configurations
Objective Suggested Filters
Trend Scalping HTF EMA + EMA Crossover + RSI
Volatility Breakouts ROC + MACD Histogram + Time Filter
Mean Reversion Stochastic RSI + RSI
Structure-Only Mode Disable all filters except Time Filter
Conservative Mode Enable all filters with tightened thresholds

📌 Final Notes
This script is highly modular and is not a one-size-fits-all strategy. It is a framework that allows advanced traders to apply contextual judgment and optimize entries based on confluence. Extensive backtesting per asset and timeframe is highly recommended.

🛠️ Strategy Parameters Summary
✅ Market Structure Entry (CHoCH)

✅ Smart SL & Break-Even Logic

✅ Modular Momentum Filters (RSI, MACD, ROC, StochRSI)

✅ Trend Filters (HTF EMA, EMA Cross)

✅ Session Filtering & Visualization

✅ Liquidity Sweeps (optional)


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