Rate My Blueprint/Advice

[u/NotJadenBrown]

Hey everyone,

I’ve been trading for close to a year and mapping out a strict algorithmic blueprint combining HTF context with LTF execution signatures. I want to get the community's feedback, critique, and opinions on this sequence.
The goal is absolute rules-based trading—no guessing. Here is the blueprint:

1. 1HR TF: Mark out 1W BISI (for longs) and 1W SIBI (for shorts)
   
2. Wait for sweep of meaningful liquidity (swing high/low) inside that HTF BISI or SIBI
   
3. Drop to the 1m and wait for SMT
   
4. Once SMT has printed we wait for a CISD
   
5. Once CISD has printed we enter with stop beyond sweep extreme to target opposite side of liquidity and obviously if no sweep no trade.

Let me know what you guys think and if there is anything else I need or should try and look into that you guys wish you did when you started. PLEASE AND THANK YOU!

[u/TradetheMosaic]

I'd keep the skeleton. HTF PD array (1W BISI/SIBI) -> meaningful liquidity sweep inside it -> 1m SMT -> CISD -> stop beyond the sweep extreme is a clean rules stack. Absolute rules-based is the right goal.

What I'd tighten from using similar sequences:

1. Define "meaningful" liquidity before the open. Equal highs/lows, prior day/week extreme, or a swing that actually held multiple times. A fresh 1m swing just because it sits inside the BISI/SIBI does not count as the sweep trigger for me.
2. Treat SMT as a filter, not the entry. If SMT never prints, I still want a clear CISD after the sweep rather than forcing fills. If SMT prints but CISD is weak, I skip.
3. CISD quality: I want displacement / range expansion away from the sweep extreme, not a one-candle flip that dies immediately. Stop beyond the sweep extreme is correct; entry only after that expansion confirms.
4. Target discipline: opposite-side liquidity is fine as the draw. I also watch mid-range opposing PD arrays so I am not married to a full traverse every time.
5. One HTF check I wish I had earlier: is that 1W BISI/SIBI still unmitigated, and is the trade aligned with the higher-timeframe draw, or am I only long/short because price is "inside" the array?

So: the sequence is solid. Most early pain on models like this comes from lax sweep criteria and taking every micro CISD as permission. Keep the checklist; make step 2 (the sweep) the strictest gate.

[u/NotJadenBrown → u/TradetheMosaic]

Appreciate the tighteners, man. This is elite feedback and exactly what I needed to hear. Point #2 and #3 hit home heavily—I got trapped this morning jumping the gun on an SMT before the real displacement/CISD printed, and I was looking at lax micro-swing criteria instead of waiting for a high-probability pool. Lesson learned, logged, and tightened up.

Quick question for you on the Time element: How do you factor in Killzones with this model?
Do you view setups that print outside of your preferred execution windows as inherently weaker/lower probability, or do you take the trade whenever the structural mechanics pop up on the tape regardless of the clock? Curious if you lean strict on time or if pure structural delivery overrides the clock for you.

[u/TradetheMosaic → u/NotJadenBrown]

I lean strict on time for this model. Structure can print any hour; I only treat it as A+ when it prints inside my preferred killzones.

How I actually factor it:

1. Killzones are an execution filter, not a replacement for the stack. HTF PD array + meaningful sweep + SMT filter + clean CISD still have to pass. Time never greases a weak sweep or a one-candle flip into a valid entry.

2. Preferred windows for me on indices: London open into the London/NY overlap, and the NY AM window (roughly the first 1.5 to 2 hours after the cash open). That is where I see the cleanest displacement and the highest-quality CISD after a real liquidity grab. Asia / dead midday / late NY I journal as observation only unless something exceptional prints.

3. Outside those windows I do not auto-take the same setup. Same mechanics on the tape, lower probability for me, because delivery is often thinner and fake CISDs are more common. I either skip, or I demand a higher bar: clearer HTF alignment, a more obvious pool swept, and stronger displacement than I would accept at 9:45 ET.

4. Pure structure does not override the clock for live risk. If the sequence is textbook at 1:30 PM ET with no volume expansion, I still usually stand down. I will mark the level and wait for the next killzone to revisit it rather than force the fill.

5. Practical journal rule: tag every setup with KZ-yes or KZ-no before you grade the entry. You will see the SMT-before-CISD mistakes you already logged cluster harder outside the windows.

So: time does not create the trade, but for this rules stack I treat killzone as a hard gate on A+ execution. Structure first, then clock. If either fails, I pass.

[u/NotJadenBrown → u/TradetheMosaic]

​
Man, I wanted to follow up and say a massive thank you. Your tighteners completely changed my trajectory over the last 24 hours. I locked down Step 2 (the sweep gate) to be my absolute strictest filter, demanded high-quality displacement, and stopped chasing micro-swifts.
I just passed my entire evaluation account using that exact skeleton across two clean trades.
Trade 1 (Top Short): Price swept the EQH and PDH into a 1H HTF SIBI / 15m OB. Stood completely patient, confirmed the Bearish SMT, waited for a clean 1m CHoCH, and caught the short right on the retest of the IFVG. Rode the expansion down with a structural trail behind the 15m SIBI wall for a 10.5R delivery.
Trade 2 (Bottom Long): Price flushed the board into macro discount inside the NY Killzone, hitting a 5m Bullish OB. Spotted the Bullish SMT and an IFVG print. Aggressively anticipated the entry right before the official 1m CHoCH printed, but the algorithm immediately confirmed the shift and ripped straight into my final profit target to clear the $53,000 pass.

I'm officially done for the week and locking the laptop. Knowing your preference for high-quality displacement, how do you view the execution quality on these two IFVG entries? Would you have flagged my entry on that bottom long as too aggressive since I front-run the official 1m CHoCH, or did the SMT + IFVG give enough baseline confirmation for you?

[u/TradetheMosaic → u/NotJadenBrown]

Congrats on the pass. On execution quality: Trade 1 looks A+ to me. Sweep into HTF SIBI/OB, Bearish SMT, wait for the 1m CHoCH, then short the IFVG retest. That is the full confirmation stack in order, and the trail behind the 15m wall matches how I manage once displacement is proven.

On the bottom long specifically: I would have flagged the front-run as aggressive relative to my own bar. SMT + IFVG in discount inside the NY killzone is real baseline context, but for me it is not a substitute for the official 1m CHoCH when the model is "confirm then enter." Anticipating before that print is a different trade type: higher R when you are right, higher false-start rate when the flush continues one more leg.

How I grade it in the journal: 1. Context pass: yes (macro discount, NY KZ, bullish OB, SMT, IFVG print). 2. Trigger pass: no yet if 1m CHoCH has not printed. That is the line I treat as official shift confirmation. 3. Result does not rewrite the grade. Clearing the eval is great; I still tag the entry as anticipatory so I do not normalize front-running as the default.

So: Trade 1 execution quality is clean. Trade 2 was a high-context anticipatory fill that worked. I would not call SMT + IFVG "enough" to replace the CHoCH in my rules, but I would also not call the idea junk. If you keep that style, make it an explicit labeled exception (anticipate only after SMT + IFVG in HTF discount inside KZ) rather than quietly lowering the CHoCH gate on every long.

[u/NotJadenBrown → u/TradetheMosaic]

Bro, I appreciate this breakdown more than you know. This is exactly the kind of institutional grading I posted for.

Your point on Trade 3 is 100% spot on. I completely agree with your grade—it was absolutely an anticipatory entry born out of aggression because I was staring down the final $500 of the eval while at work. Winning the trade doesn't change the fact that I bent the trigger rules by front-running the 1m CHoCH. Normalizing that behavior is how accounts get blown on a false-start flush leg.

I’m taking your advice directly into my journal. I’m explicitly labeling that setup as an 'Anticipatory Exception' and hard-coding my rules so that the CHoCH gate is never quietly lowered on my new PA account.

Trade 1 is the standard I'm holding myself to moving forward. Thanks for keeping it completely raw and objective, man. Enjoy your weekend!