Turtle Soup Sweep EA

Turtle Soup Sweep EA trades the moment a breakout fails.

Markets constantly produce false breaks. Price lunges past a recent high, fills the buy stops resting above it, then discovers there is nothing left to push it higher and snaps back inside the range. Everyone who bought the breakout is left holding the worst position on the chart. This EA is built to be on the other side of that.

It tracks the highest high and lowest low over a lookback window — twenty bars by default, in honour of the original Turtle system — and treats those extremes as buy-side and sell-side liquidity. When price sweeps one of them and then closes back inside, the robot fades the move. It sells failed breaks of the high and buys failed breaks of the low, and it never acts on the wick alone.

Not every poke is a sweep

Four filters stand between a candidate and an order:

• Sweep depth — penetration must clear both an absolute distance in points and a percentage of the range height. Both, not either. The absolute test keeps things sane on quiet instruments; the percentage test keeps things sane when volatility expands.
• Level age — a high formed two bars ago has had no time to gather orders. The swept extreme must be a configurable number of bars old before it counts as liquidity.
• Rejection confirmation — one or more consecutive closes back inside the level, optionally with a reversal candle body in the trade direction. The close is the signal, not the spike.
• Exposure control — a per-direction position cap, and a guard that prevents the same signal bar producing more than one trade.

Trade handling

• Stops — placed beyond the extreme the sweep actually reached, with an adjustable buffer, so the level that invalidates the trade is the level the market just failed to hold. A fixed-distance mode is included as an alternative.
• Targets — choose a fixed reward-to-risk multiple for consistent maths on every trade, or target the opposite side of the lookback range to capture the full rotation between liquidity pools.
• Broker safety — every stop and target is checked against the symbol's minimum stop distance before submission and widened if needed, so orders are not rejected for sitting too close to market.
• Trailing — optional points-based trailing that only activates after a configurable profit threshold and never moves the stop backwards.

It shows its work

The EA is not a black box. Both liquidity levels sit permanently on the chart as labelled lines that slide as the lookback window advances. Every qualifying setup draws its own sweep zone, coloured risk and reward blocks, an arrow on the confirming bar, and price labels carrying the stop distance in points and the target in R. You can audit any trade months later just by scrolling back to it. Remove the EA and every object it drew comes off in one pass.

What you control

Five grouped input sections: setup detection, sweep depth filtering, risk and orders, trailing, and visuals. Signal timeframe, lookback length, sweep window, confirmation count, minimum level age, both depth thresholds, stop and target modes, reward ratio, lot size, position caps, magic number, trail distance and activation, and all colours. Nothing is hard-coded and nothing needs editing to be tested.

Requirements

• MetaTrader 5
• Any symbol, any timeframe (signal timeframe is selectable independently of the chart)
• Enough bar history for the lookback plus sweep window
• No external indicators or DLLs

Honest notes

This is a reversal system. It will give money back during strong trends, when the sweep-and-fail pattern becomes rare and the ones that appear tend to run. The filters reduce that exposure; they do not remove it. A higher-timeframe trend filter is the natural next addition and the code is structured to accept one.

It also trades a fixed lot. There is no percentage-risk sizing built in, deliberately — sizing is the part of any system most worth setting yourself rather than inheriting from someone else's defaults.

Run it in the Strategy Tester in visual mode before anything else. Watching a shallow poke get rejected by the depth filter in real time tells you more about whether your settings are right than any summary table will.

Educational and research use. Trading carries real financial risk and backtested performance is not a forecast of future results. Test on a demo account and size your risk deliberately before running on live capital.