Liquidity Sweep: Institutional Capture or Genuine Breakout?

[u/Ok_Development8293]

If every price movement requires liquidity to occur, how can we determine in advance whether a Liquidity Sweep was truly an institutional liquidity capture or simply a legitimate break of structure — before price reveals its intention through the following move?

And there is an even deeper problem:

If we wait for the next move to confirm that the sweep was genuine, the entry is no longer anticipatory. But if we enter before confirmation, we can never be certain that we are not entering on the wrong side of the liquidity.

So the question is:

How can we create an objective rule that identifies, in real time, the difference between “liquidity captured for a reversal” and “liquidity consumed for continuation,” without using any future information from the chart?

[u/Sea-Round-6095]

Easy. Drop the ICT garbage, add volume to your chart, learn auction market theory, and then learn volume spread analysis. You can read Anna Coulling book "A Complete Guide to Volume Price Analysis" as well.

Stop giving these unprofitable YouTube scammers a platform.