LiquidityICT Trading EducationArticle 11 of 100
The ICT Double Purge: What a Double Liquidity Sweep Means and How to Trade It
Sometimes a single sweep is not enough. When the market needs to clear liquidity from both sides before it can run cleanly, you get a double purge — and traders who react to the first sweep alone often get caught by the second.
The Inner Circle Traders
Updated July 2026
8 min read
Cluster: Liquidity
Key Takeaways
- A double purge occurs when BOTH sell-side and buy-side liquidity are swept in sequence before the real directional move begins
- The first sweep is often mistaken for the real move, trapping traders who enter too early
- The second sweep, in the opposite direction, clears out the remaining liquidity needed before the actual trend move can run cleanly
- A liquidity void left behind by the fast move between the two sweeps is common and can act as a magnet for price later
- Double purges are most reliable when both sweeps occur within the same kill zone session
If you understand a single liquidity sweep, covered in full in our guide to Liquidity Sweeps, the double purge is the same idea applied to both sides of the market in sequence rather than just one.
What is the ICT Double Purge?
A double purge occurs when both sell-side liquidity (SSL) and buy-side liquidity (BSL) are swept in sequence — not at the same time, but one after the other — before the real directional move actually develops. Price first takes one side, reverses, runs to the other side and takes that too, and only then does the genuine trend move begin.
Simple definition
A double purge = two liquidity sweeps in opposite directions, back to back, before the real move starts. Both sides of the market get cleared out before price commits to a direction.
Institutions benefit from taking both sides for the same underlying reason a single sweep exists: they need opposing orders to fill large positions. A double purge maximises the available liquidity on both sides of the market before the real move runs, shaking out traders positioned in either direction rather than just one.
The Double Purge Sequence, Step by Step
The order of events is the entire point of this concept. Here is the full sequence shown on one chart.
Figure 1 — Sell-side liquidity is swept first, price rallies and sweeps buy-side liquidity, then the real move begins lower, reversing both sweeps.
Phase one — first sweep. Price dips below a swing low, sweeping resting sell-side liquidity. On its own, this looks identical to a standard bullish liquidity sweep as covered in Article 10.
Phase two — second sweep. Rather than continuing higher, price rallies into a swing high and sweeps the resting buy-side liquidity there too. This is what distinguishes a double purge from a simple single-sided sweep.
Phase three — the real move. Only after both sides have been cleared does the actual directional move begin — in this example, reversing back down through both prior sweeps.
Why the First Sweep Often Traps Traders
A trader applying the single-sweep framework from our liquidity sweep guide in isolation may see the first sweep, watch for a structural confirmation, and enter long — only to be caught when price reverses again into the second sweep before the real move (in this case, lower) actually begins. This is the core risk a double purge presents: the first sweep can look fully confirmed and still not be the real move.
This is precisely why structural confirmation on its own, without checking whether the opposite side of liquidity has also been addressed, is not always sufficient in choppier conditions. Recognising that a double purge is in play — rather than assuming every sweep is a single, isolated event — is what protects against this trap.
What is a Liquidity Void?
A liquidity void is a fast, inefficient price move that leaves behind a gap in normal trading activity — often the rapid rally or decline between the two sweeps in a double purge sequence. Because price moved through that area quickly, with relatively few orders actually transacted at each level, the void can act as a magnet that price later returns to fill, similar in concept to a Fair Value Gap.
Liquidity voids are a related but distinct concept from the double purge itself — worth being aware of since the rapid move connecting the two sweeps is a common place for one to form.
How to Trade a Confirmed Double Purge
The practical implication is patience. Rather than committing to a direction after the first sweep alone, wait to see whether price subsequently runs to and takes the opposite side of liquidity as well. If it does, the real move is more likely to begin only after that second sweep, once structural confirmation — a CHoCH or CISD — supports the original directional bias. See our guides to Break of Structure vs Change of Character and the ICT Market Structure Shift for these confirmation tools.
Double purges are most reliable when both sweeps occur within the same kill zone session, since this concentrates the liquidity-clearing activity into a window of high institutional participation rather than spreading it across low-volume periods.
Frequently Asked Questions
Double Purge Real-World Patterns
The double purge appears most clearly on the 15-minute or hourly chart after an extended consolidation range. The consolidation builds equal highs (BSL) and equal lows (SSL) on both sides. When price has been ranging for 6 or more hours, both sides are loaded with resting orders. The double purge sweeps both sides in rapid succession — typically within the same kill zone — then launches the directional move.
The most common sequence: during the London open, price sweeps below the Asian session lows (SSL collection), then immediately reverses and sweeps above the Asian session highs (BSL collection). With both sides cleared, price displaces in the true direction during the New York open. This London double purge followed by New York delivery is one of the highest-probability intraday patterns in the ICT framework.
A second common pattern occurs at weekly level: price sweeps the prior week low on Monday or Tuesday (SSL), then sweeps the prior week high on Wednesday or Thursday (BSL), then delivers the true weekly direction toward the draw on liquidity by Friday. This multi-day double purge frames the entire trading week and gives swing traders a clear structure to work within.
Entry After the Double Purge: Precise Execution
After a confirmed double purge, the entry is not random — it follows a specific structure. The second sweep (the one that determines the final direction) creates a displacement move on its way back. That displacement candle leaves a Fair Value Gap. The FVG is your entry zone.
For a bullish double purge (SSL swept first, BSL swept second, then bearish delivery): the final displacement is bearish, leaving a bearish FVG. Enter short from within that bearish FVG. Stop goes above the second sweep high (the BSL level that was taken). Target is the SSL level below the first sweep low — or the next significant draw on liquidity below.
For a bullish resolution (SSL swept last, then reversal higher): the displacement after the SSL sweep is bullish, leaving a bullish FVG. Enter long from within the bullish FVG. Stop below the double purge low. Target is the BSL above — the level that was swept as the first purge, or the next significant BSL above that.
Sizing for double purge entries can be larger than standard because the evidence of institutional activity is strong — two confirmed sweeps with displacement gives a higher-conviction entry than a single sweep. Many experienced ICT traders treat confirmed double purge setups as their highest-size opportunities.
Double Purge vs Single Sweep: How to Tell Them Apart
A single sweep takes one side of the liquidity and reverses. A double purge takes both sides in succession before the real move begins. Distinguishing between them in real time is critical because they call for different trade actions: after a single sweep you may enter immediately; after the first sweep of what will become a double purge, entering immediately means you will be stopped out by the second sweep.
The tell that a double purge is likely: after the first sweep reverses, price fails to make a new structural high (in a bullish scenario) and instead forms a lower high before turning back down toward the original sweep low — and beyond it. This failure to break structure after the first sweep is the warning that a second sweep is coming. An experienced trader holds off entering until the second sweep is confirmed.
If you entered after the first sweep and find yourself in a losing position as price takes out your stop on the second sweep, do not immediately re-enter. Wait for the second sweep to complete, the displacement reversal to occur, and the FVG to form. Then re-enter with a cleaner entry and the full double purge confirmation behind you. The double purge re-entry after the second sweep is often the best trade of the day — the market has collected liquidity on both sides, all the weak hands are out, and the institutional position is fully filled.
Watch: The ICT Double Purge: What a Double Liquidity Sweep Means and How to Trade It
Original ICT teaching on this concept from the Inner Circle Trader YouTube channel.
What is the ICT double purge?+
The ICT double purge refers to a price sequence where both sell-side and buy-side liquidity are swept in order — first one side, then the other — before the real directional move begins. It is an escalated version of a single liquidity sweep, where the market clears liquidity from both directions rather than just one.
What is a double liquidity sweep?+
A double liquidity sweep is another name for the double purge — two separate liquidity sweeps, in opposite directions, occurring in sequence before the genuine trend move develops. The first sweep often resembles a normal single sweep on its own, which is what makes the pattern easy to misread in isolation.
Why does price sweep both sides of liquidity?+
Institutions need opposing orders to fill large positions, and resting liquidity exists on both sides of any given swing range. Sweeping both sides maximises the available liquidity for large orders and shakes out traders positioned in either direction before the market commits cleanly to its real move.
What is a liquidity void?+
A liquidity void is a fast, inefficient price move — often the rapid run between the two sweeps in a double purge — that leaves behind a gap in normal trading activity. Because relatively few orders transacted as price moved quickly through that range, the void can later act as a magnet that price returns to fill.
How do you trade a double purge?+
Wait for confirmation that BOTH sides of liquidity have been swept before committing to the real directional move, rather than reacting to the first sweep alone. Once the second sweep is confirmed, look for structural confirmation — a CHoCH or CISD — supporting the original bias before entering.
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