LiquidBrain
It reads where
price is drawn.
LiquidBrain maps unswept swing liquidity above and below price, then estimates which pool is reached first. The question, the feature contract and the release test are stated precisely.
Review the resulting evidenceThe problem
Raw up or down was not learnable.
Ask a model whether the next H1 or H4 bar moves up or down and it settles near a coin toss. The research did not hide that null. It changed the question to a market-structure event with a defined destination.
- Raw direction AUC, the failed thesis
- Out-of-fold AUC in the historical label study
The idea
Predict which pool is reached first.
Map the two nearest unswept liquidity pools, the swing high above price and the swing low below, and estimate which one price sweeps first.
- ABOVE FIRST
- 0.68
- BELOW FIRST
- 0.32
The pipeline
From chart to decision, in three steps.
01
Rebuild the features in MT5
Twenty-two closed-bar inputs: fifteen describe regime, movement and time, seven describe price relative to the two nearest pools. The exporter and the live EA compute the same contract.
02
Score the draw per market
A custom ML model is trained per market with leakage-aware validation, exported to ONNX and run locally inside your terminal.
03
Act with fixed controls
Conviction gates, market-specific stop geometry, a fixed reward-to-risk and time controls turn a score into a trade.
Rigour
Nothing ships that has not earned it.
MT5 testing is the arbiter
Releases require MT5 Model 1 backtests on 1-minute OHLC with random delay.
Warm-up removed
The 2019 warm-up is discarded before the 2021 to 2026 measurement window.
Every market reported on its own
Each of the six markets is shown individually, and the recent 2025+ interval is reported separately from the full window.
Markets that miss the bar are removed
USDCAD did not meet the consistency bar and is not carried in the Portfolio.