# Liquidity sweep > Price trading through a prior swing high or low — or a cluster of equal highs or lows — and then closing back inside the old range, read as a run on the stop and entry orders resting beyond the level. - Canonical: https://hadalinstruments.com/glossary/liquidity-sweep/ - Term set: https://hadalinstruments.com/glossary/ --- Old highs and lows are where the resting orders live, and the liquidity sweep is the name for price going to collect them. The geometry has three stated parts, and each one is a parameter. A **qualifying extreme**: a prior swing high or low under a declared swing rule, or a cluster of highs or lows equal within a declared tolerance, equal extremes being the most visible pools, because more orders accumulate where a level has held more than once. A **trade-through**: price transacting beyond that extreme, which is the moment the orders parked there — stops from inside the range, breakout entries from outside it — get their fills. And a **reclaim**: the close returning inside the old range within a declared window. Without the reclaim it is just a breakout; the sweep label is earned by the failure to hold. The mechanism story attached to the picture is at least structurally plausible: exits and entries genuinely do cluster beyond prior extremes, so a push through one meets real order density. What happens at the touch is the [absorb/sweep](/glossary/absorb-sweep/) balance of this site's book-level vocabulary. The name collision is worth untangling once: that term measures depth consumption in a recorded book, while this one labels a bars-long event at a chart level. Related, not the same measurement. The neighbouring names sharpen the edges. In the community's own speech the same event is as often a **liquidity grab** — grab, sweep and raid are interchangeable there, and none of the three changes the geometry. The classical name for this picture is the false breakout — same candles, older vocabulary, no mechanism story. And the accusatory name is the stop hunt, which adds intent: someone drove price there *on purpose*. That accusation is the one this site has actually examined — [do brokers hunt your stop losses](/research/do-brokers-hunt-your-stop-losses/) treats it as a measurable claim rather than a mood — and the distinction between what price did and why is the [two lenses](/glossary/the-two-lenses/) again. Inside the taxonomy, the sweep is the opening move of nearly everything: sweep, then [market structure shift](/glossary/market-structure-shift/), then entry at an array — with the [judas swing](/glossary/judas-swing/) as the session-open variant and [inducement](/glossary/inducement/) as the minor-pool prelude. Those sequences are the method's grammar, reported here as grammar. Whether a sweep changes what follows it, against ordinary base rates, is a measured question — and the measuring, not the vocabulary, is where any edge would have to live. ## Commonly confused with Neighbouring concepts that get used interchangeably, and the distinction that actually separates them. - **[Absorb/Sweep](https://hadalinstruments.com/glossary/absorb-sweep/)** — The book-level sweep is one aggressive order consuming several depth levels, measured from recorded order-book data. The liquidity sweep of this entry is a chart-level event at a prior extreme — a trade-through and reclaim over bars. The words collide; the measurements do not. - **A stop hunt** — Stop hunt names the same picture plus an accusation — that someone drove price there to fire the resting stops. The sweep is the checkable geometry; the hunt is an attribution about intent that the chart alone cannot carry, and the accusation deserves its own evidence. - **A false breakout** — The classical vocabulary for the same event: a break of a level that fails to hold. The sweep framing adds a mechanism story — resting orders beyond the level supplying the fills — and the reclaim requirement is stated more precisely, but the candle picture is one and the same. - **[Inducement](https://hadalinstruments.com/glossary/inducement/)** — Inducement is the taxonomy's name for a sweep of a minor, nearer pool that precedes a move toward a larger opposing one — a sweep with a stated role in a sequence. Every inducement involves a sweep; most sweeps carry no such supporting cast. ## How to measure it in your own data A definition you cannot test is a definition you have to take on trust. This is the shortest honest route from the concept to a number you computed yourself. - **Records you need** — Candle data at a declared timeframe, a stated swing rule for what counts as a prior extreme, a tolerance in spread units for calling highs or lows equal, and a stated reclaim window. - **What you compute** — Flag bars that trade beyond a qualifying prior extreme and close back inside within the declared number of bars. Each threshold — the swing rule, the equality tolerance, the reclaim window — changes which events exist, so a sweep flag without its parameters is not checkable. - **What the answer tells you** — A wick through a prior high or low — cleanest at equal highs or lows, the most visible resting pools — with the close landing back inside the old range. The level was traded, the fills happened beyond it, and the market declined to stay there. ## Questions and answers ### What is a liquidity sweep in trading? A move through a prior swing high or low, or through equal highs or lows, that fails to hold — price closes back inside the range within a stated window. The reading attached to it is that the move collected the stop and entry orders resting beyond the level before turning. ### Why would orders cluster beyond old highs and lows? Because both exits and entries are conventionally parked there: stops of positions inside the range sit just beyond the extremes, and breakout entries trigger at the same prices. That makes prior extremes genuine order-density candidates — which is the plausible core the rest of the narrative is built on. ### Is a liquidity sweep the same as a stop hunt? The geometry is the same; the claim is not. Sweep describes what price did. Hunt asserts why — that a participant drove price there deliberately. The second is an attribution the chart cannot prove, and the house study of that accusation is linked from this page. ### Is a liquidity grab the same as a liquidity sweep? Same event, different word. Grab, sweep and raid circulate interchangeably in the community's own speech, all naming the trade-through-and-reclaim geometry this entry defines; grab leans hardest on the collection story. None of the three words changes the parameters, and none of them settles what happens next. ### What happens after a liquidity sweep? That is a distribution question, and the honest answer is that it belongs to measurement. The taxonomy teaches the sweep-then-shift sequence as its core setup; how often a sweep resolves that way against ordinary base rates is exactly the kind of claim that needs data rather than repetition. ### Is a liquidity sweep bullish or bearish? It depends on the side that was swept. A trade through a prior high that closes back inside the range is read in the taxonomy as bearish, the orders resting above collected and the market declining to stay there; a sweep of a prior low is the bullish mirror. Those readings are the method's expectation, and how often price follows them is a base rate to measure. ## Where it sits in the ICT sequence The ICT vocabulary in the order the method is taught, with a step for each kind of object. - **Step** — 03 of 08 [Liquidity](https://hadalinstruments.com/ict/#step-liquidity): the resting orders, and whether price has taken them - **Also at this step** — [Buy-side and sell-side liquidity](https://hadalinstruments.com/glossary/buy-side-and-sell-side-liquidity/), [Draw on liquidity (DOL)](https://hadalinstruments.com/glossary/draw-on-liquidity/), [ICT daily bias](https://hadalinstruments.com/glossary/ict-daily-bias/), [Inducement](https://hadalinstruments.com/glossary/inducement/), [Judas swing](https://hadalinstruments.com/glossary/judas-swing/), [Turtle soup](https://hadalinstruments.com/glossary/turtle-soup/), [Candle range theory (CRT)](https://hadalinstruments.com/glossary/candle-range-theory/), [SMT divergence](https://hadalinstruments.com/glossary/smt-divergence/) - **Before it** — [ICT daily bias](https://hadalinstruments.com/glossary/ict-daily-bias/) Liquidity - **After it** — [Inducement](https://hadalinstruments.com/glossary/inducement/) Liquidity - **Every step** — [The ICT vocabulary map, with every term defined](https://hadalinstruments.com/ict/#vocabulary) ## The shape, drawn The smallest arrangement the definition admits. It is a drawing of a rule, not a reading of a market — nothing here is measured, and the table below it is the authoritative version. FIG. 01 ILLUSTRATIVE The three-part test, and the fork it turns on: the same trade-through completes as a sweep when a close reclaims the pool inside the window, and stands as a breakout when the window expires with price still beyond it. Completing the test establishes that the sequence occurred. It does not establish that a sweep is followed by anything, or that the reclaim carries the intent the taxonomy reads into it. Source [Frozen definition set — detector W1.13](https://hadalinstruments.com/ict/#ledger) SHA-256 NOT APPLICABLE — ILLUSTRATIVE, NOT A MEASUREMENT Liquidity sweep: what the definition states, in full. Part of the test | What the definition states | Qualifying pool | A prior swing extreme under the stated fractal rule, three bars by default, or two or more such extremes lying inside an equality tolerance. | Trade-through | A bar trades beyond the pool. | Reclaim | A close returns to the original side of the pool, inside the reclaim window. | Reclaim window Drawn here as three bars. The length is a parameter, and different statements of the rule choose differently. | election pending | Equality tolerance How near two extremes must sit to count as one pool is a parameter, not a fact about the market. | election pending | The fork | Without the reclaim, the same trade-through is a breakout. The two events are indistinguishable until the window expires. | Not established | Whether a completed sweep is followed by anything at all. | ## Related terms Derived from the links this entry makes and the entries that link back to it. - [Absorb/Sweep](https://hadalinstruments.com/glossary/absorb-sweep/) A microstructural market dynamic where limit orders (absorption) interact with aggressive market orders (sweeping) across multiple price levels, defining liquidity transition phases. - [Breaker block](https://hadalinstruments.com/glossary/breaker-block/) An order block consumed by a move that first swept a prior extreme and then broke structure — after which the taxonomy expects the failed zone to act in its flipped role. - [Buy-side and sell-side liquidity](https://hadalinstruments.com/glossary/buy-side-and-sell-side-liquidity/) The ICT names for resting orders on either side of price: buy-side liquidity is the buy orders assumed to sit above prior highs, sell-side liquidity the sell orders assumed to sit below prior lows. - [Candle range theory (CRT)](https://hadalinstruments.com/glossary/candle-range-theory/) A reading of a single higher-timeframe candle's range: when the next candle trades beyond one end of that range and closes back inside it, the theory expects price to travel toward the opposite end. - [Draw on liquidity (DOL)](https://hadalinstruments.com/glossary/draw-on-liquidity/) The pool of resting orders price is expected to reach next, such as an old high or low or an unfilled gap. ICT uses it as the destination a directional bias points at. - [Inducement](https://hadalinstruments.com/glossary/inducement/) A minor liquidity pool swept shortly before a move toward a larger opposing pool — the taxonomy's name for the small raid that precedes the real one, cast as bait for early entries. - [Judas swing](https://hadalinstruments.com/glossary/judas-swing/) A session-open counter-move: the first directional push after a declared open that sweeps a resting pool and then gives way to a move the other way — named for the betrayal. - [Market structure shift (MSS)](https://hadalinstruments.com/glossary/market-structure-shift/) A counter-trend break at an intermediate or higher swing tier — the change-of-character event graded up by the significance of the swing it takes, often required to arrive with displacement before it counts. ## Where the term is in build Detector datasheets whose concepts include this term, or whose published copy uses it. Each one states the build state it has reached and the parameters it exposes, and carries no measured verdict. - [Premium-Discount & OTE Indicator](https://hadalinstruments.com/ict/premium-discount-ote-indicator/) The dealing range with its equilibrium, and the committed 62–79 band — leg rule stated. in build - [SMT Divergence Indicator](https://hadalinstruments.com/ict/smt-divergence-indicator/) Swing non-confirmation across pairs, same-candle aligned — sample honesty on show. in build - [Liquidity Sweep Indicator](https://hadalinstruments.com/ict/liquidity-sweep-indicator/) Trade-through and reclaim at prior extremes, flagged under one stated test — not by eye. in build ## Cite This Definition APA BibTeX HTML Hadal Instruments. (2026). Liquidity sweep. Hadal Glossary. https://hadalinstruments.com/glossary/liquidity-sweep/ Version ae4b6b3, 2026-09-14. @misc{hadal_2026_liquidity-sweep, author = {Hadal Instruments}, title = {Liquidity sweep}, year = {2026}, url = {https://hadalinstruments.com/glossary/liquidity-sweep/}, howpublished = {Hadal Glossary}, version = {ae4b6b3}, note = {Pre-launch publication; version dated 2026-09-14} } Source: Hadal Instruments, Liquidity sweep. Original Research Copy Citation **Version ae4b6b3** identifies the commit that last changed this page in Hadal's content repository. That repository is not public, so the identifier does not resolve externally — it is published so a citation pins one specific state rather than a moving page. To obtain the exact version cited, use the [press and research route](https://hadalinstruments.com/press/).