Institutional trading strategies focus on liquidity sweeps and market structure

Educational resources regarding institutional trading strategies focus on liquidity sweeps and market structure within futures and financial markets.

Liquidity sweep trading involves identifying price movements that temporarily exceed key swing highs or lows to trigger stop losses and pending orders. This process allows institutional players to accumulate large positions by absorbing the liquidity generated by retail traders' stop losses before the price reverses.

Further analysis of Smart Money Concepts (SMC) distinguishes between macro swing structure and internal structure. Macro Break of Structure (BOS) is confirmed by candle body closes beyond major swing pivots and dictates dominant directional bias. In contrast, internal breaks (iBOS or iCHoCH) represent minor pullbacks within a broader macro trend. Understanding this distinction helps prevent traders from misidentifying micro-level pullbacks as major trend reversals.