PDH, PDL, Liquidity in Candle, Gaps

Scalping strategy for Nasdaq and Forex using Smart Money Concepts. Identifies PDH/PDL, 1-hour gaps, and a 'liquidity in candle' pattern for entries.

Published · Updated · Methodology: SMC

Part of: Liquidity Sweeps & Grabs

  • Methodology: SMC
  • Content type: strategy
  • Timeframes: 1 hour (for gaps), 15 minutes (for analysis), 5 minutes (for analysis), 1 minute (for entry confirmation)
  • Markets: Nasdaq, Forex (mentioned as also using similar concepts)

Indicators used

  • PDH (Previous Day High)
  • PDL (Previous Day Low)
  • Gaps (Vacíos de 1 hora)
  • Liquidity in Candle (Liquidez en Vela)

Source video

Decoded from: La ESTRATEGIA que usé en NASDAQ para FONDEARME / /LIQUIDEZ EN VELA by Visionaries Trading — watch the original

Key timestamps:

  • 0:50 - Introduction to Nasdaq trading strategy
  • 2:00 - Key concepts: PDH, PDL, 1-hour gaps
  • 3:00 - Importance of US stock market open
  • 4:50 - 'Liquidity in candle' confirmation explained
  • 6:00 - Stop loss and take profit guidelines
  • 9:00 - Example 2: Dealing with conflicting liquidity points
  • 14:00 - Example 3: Doji candle confirmation

Strategy overview

A liquidity sweep is the push through an obvious high or low that takes out the resting orders sitting there before price turns. Where most treatments hunt for that event at swing points, this Nasdaq-focused video from Visionaries Trading starts from a map that is fixed before the session even begins — the previous day's high and low (PDH/PDL) plus unfilled one-hour gaps — and then asks for a confirmation it calls *liquidez en vela*, "liquidity in the candle": the trace a sweep leaves inside a single candle rather than across a structure.

That pairing puts the two halves of the method at opposite ends of the resolution scale. The reference levels are static and can be drawn in advance; the confirmation is the finest-grained observation in the whole approach, read on the candle itself as the U.S. cash open brings price into contact with the map. The video's second worked example goes after the problem this setup creates and that most liquidity material skips entirely — what to do when the map offers more than one liquidity target and they pull in opposite directions.

The source is in Spanish and is framed around a prop-firm funding attempt: the title, "La ESTRATEGIA que usé en NASDAQ para FONDEARME", presents this as the method the trader used to get funded. That is context for how the material is pitched, not evidence of how it performs. The walkthrough also sets aside a section for stop-loss and take-profit guidance rather than stopping at the entry. No rule set was extracted from this video, so this page describes the concept and the shape of the method as presented, not a mechanical specification.

Topics

smc strategy · liquidity trading · nasdaq scalping · forex strategy · pdh pdl strategy · gaps trading · 15 minute strategy · price action · scalping strategy · trading strategy · smart money concepts

Frequently asked questions

What does "liquidity in candle" (liquidez en vela) mean?

It refers to reading the evidence of a liquidity sweep within an individual candle — the wick and body behaviour showing that price reached beyond a level, took the orders resting there, and was rejected — rather than inferring the sweep from a larger multi-candle structure. It is used as a confirmation step, not as the level-finding step.

Why are PDH and PDL treated as liquidity levels?

The previous day's high and low are levels almost every participant can see, so stop orders and breakout orders tend to accumulate just beyond them. That accumulation is what makes them attractive targets for price to reach before reversing, which is why they are drawn in advance as reference points rather than used as signals on their own.

What happens when two liquidity levels point in opposite directions?

This is the ambiguity built into any level-based liquidity map: a previous-day high sitting above price and an unfilled gap below both qualify as targets, and they imply opposite trades. The video dedicates a second worked example to exactly this conflict, walking through how it reads a case where the liquidity points disagree.

Is this approach specific to the Nasdaq?

The demonstration is on the Nasdaq around the U.S. equity open, and the timing assumptions come from that session. The underlying components — previous-day extremes, unfilled gaps, and sweep confirmation — are not market-specific, but any move to another instrument or session changes the assumptions and should be tested first. Strategy Decoder extracts the structure of strategies from video sources so you can evaluate and test them on TradingView.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

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