Require entry bar volume to exceed 1.5x the 20-bar SMA of volume. Liquidity sweeps with weak volume are often failed reversals, while high-volume sweeps indicate genuine stop-runs with institutional participation. This filter should reduce false signals and improve the sharpe ratio by cutting low-quality trades.
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
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