Why classification is half the edge
"There was a sweep" is not analysis. Which pool was taken, on which side, at what scale — those three answers determine whether a raid is tradable, what it targets, and how much it is worth. ICT methodology classifies sweeps along three axes: side, scope and level type. Master the taxonomy and your trade selection becomes a sorting exercise instead of a guessing game.
Axis 1 — By side: buy-side vs sell-side
Buy-side liquidity sweep
The pool above a reference high — buy stops from shorts plus breakout longs — gets consumed. Price spikes above the high, fills the size of a seller, and reverses down. Buy-side sweeps are how distributions begin and how uptrends end (or pause).
Sell-side liquidity sweep
The mirror image: sell stops below a reference low provide the fuel for an accumulating buyer. The market dips below the low, absorbs, and reverses up. Statistically the more famous variant, because "stop hunts" below support are every retail trader's origin story.
The side taken tells you the intended direction: smart money raids the side it wants to trade against.
Axis 2 — By scope: external vs internal
External liquidity sweeps
The raid takes a pool outside the current dealing range — the previous day's high, the week's low, a monthly extreme. External sweeps are the significant ones: they consume fresh liquidity and typically launch a new leg toward the opposite side of the range. The hierarchy of these levels is mapped in institutional highs and lows.
Internal liquidity sweeps
The raid takes a pool inside the range — a minor swing high, an intraday equal low. Internal sweeps are the market clearing its path: they matter as entries only when they align with the external story (e.g., an internal low taken while the external draw is on the range high). Trading every internal sweep is the fastest way to bleed a funded account.
Axis 3 — By level type
- Daily-extreme sweeps (PDH/PDL) — the intraday workhorse; clean risk, clean targets.
- Equilibrium sweeps — raids of the previous day's 50% level; subtler, but powerful in trending contexts where price never reaches the extreme.
- Midnight Open deviations — sweeps that also deviate from the true day open, adding a premium/discount reading to the raid.
- Session-range sweeps — Asia, London or New York extremes taken by the following session; the Judas swing family, governed by strict delivery windows.
- Equal highs/lows sweeps — engineered double-tops/bottoms consumed in one pass; often the most violent reversals on the chart.
The taxonomy in one table
- Side: buy-side (above highs) / sell-side (below lows) → intended direction.
- Scope: external (range extremes, tradable) / internal (path-clearing, context only).
- Level: daily, equilibrium, Midnight Open, session, equal extremes → target & window.
One confirmation standard for every type
Whatever the classification, the entry standard never changes: the raid must fail — a close back through the level plus displacement (a fair value gap), with structural agreement from an order block where possible. The taxonomy decides whether the setup deserves your attention; the confirmation decides whether it deserves your money.
Monitoring five level families across three sessions, in server time, without missing a rollover, is not a human job — it is a software job. SWEEP PROTOCOL runs the four tradable engines (daily extremes, equilibrium, Midnight Open, sessions) simultaneously and applies the same closed-bar confirmation to each, so every arrow you see already passed the taxonomy test.
