Metrics

  1. DATASET DEFINITIONS
    • Instruments: GBP/JPY, GBP/USD, & EUR/USD
    • Time Period: 9/1/2023 - 16/1/2023
    • Session/Hours Sampled: (London session open - 1 hour) - (London session open + 4 hours).
    • Exclusions: High impact news, extreme volatility regimes, US & UK Bank Holidays.

  1. EVENT + OUTCOME
    • Event Rule: “If a probable scenario sees price move into a 15M, 30M, 1H, &/or 4H WG & IRT/ERT inverse FVG prior to a valid confluence, it will be exemplified in this data set”.
    • Support Outcome: “If price seeks a further invalid or valid confluence prior to displacing strongly through initiation liquidity, the example will support the hypothesis”.
    • Disprove Outcome: If price displaces strongly through initiation liquidity prior to seeking a further invalid or valid confluence, the example will disprove the hypothesis”.

  1. MAIN VARIABLES
    • Market Structure → Lack Of Structure & Market With Structure.

  1. SUB VARIABLES
    • Variable A (Market Structure):
      • A1: Lack Of (Hourly & Below) Market Structure.
      • A2: Lack Of (4H & Below) Market Structure.
      • A3: Lack Of (Weekly & Below) Market Structure.
      • A4: In Favour Market Structure.
      • A5: Against Market Structure.
    • Variable B (Close of Candle):
      • B1: Greater Than.
      • B2: Less Than → Too insignificant to distinguish between in further data collection.
      • B3: Alternate Displacement →Too insignificant to distinguish between in further data collection.
        • B31: Greater Than (1) & Greater Than (2).
        • B32: Greater Than (1) & Less Than (2).
        • B33: Less Than (1) & Less Than (2).
    • Variable C (Timeframe of Displacement):
      • C1: Internal.
      • C2: External.
    • Variable D (Timeframe of FVG) x Variable C (Timeframe of Displacement):
      • D1 x C1: 15M WG & Internally Run Through Inverse FVG.
      • D1 x C2: 15M WG & Externally Run Through Inverse FVG.
      • D2 x C1: 30M WG & Internally Run Through Inverse FVG.
      • D2 x C2: 30M WG & Externally Run Through Inverse FVG.
      • D3 x C1: 1H WG & Internally Run Through Inverse FVG.
      • D3 x C2: 1H WG & Externally Run Through Inverse FVG.
      • D4 x C1: 4H WG & Internally Run Through Inverse FVG.
      • D4 x C2: 4H WG & Externally Run Through Inverse FVG.
    • Variable E (Initiation Liquidity):
      • E1: 15M Swing Liquidity.
      • E2: 15M Low Resistance Liquidity.
      • E3: 1H Swing Liquidity.
      • E4: 1H Low Resistance Liquidity.
      • E5: 4H Swing Liquidity.
      • E6: 4H Low Resistance Liquidity.