“London swept Asia” sounds simple until the event definition changes. Did a wick count? Which timezone framed the session? When did an untouched level expire? A percentage is only interpretable after those rules are fixed.
The session clock is part of the measurement
Session Liquidity Architecture exposes separate enable, hours and IANA-timezone settings for Asia, London and New York. The default sessions in the Pine source are paired with Tokyo, London and New York timezones, so daylight-saving transitions are handled by the named zones rather than a fixed UTC offset.
If those settings do not describe the session you intend to study, the boxes can be consistent and still answer the wrong question. Check the clock before reading any historical count.
What the script calls a sweep
At a session close, the completed high and low become armed liquidity references. On a confirmed later bar, a high-side sweep is recorded when the bar’s high trades above the armed high; a low-side sweep is the mirrored event below the armed low. The bar’s close then classifies the event: closing back inside is rejected, while closing beyond the level is accepted.
The close itself does not need to cross the level before a sweep exists. The script requires the excursion on a confirmed bar, then uses that bar’s close to classify the outcome.
The denominator is a relationship, not “all sessions”
The panel keeps London-versus-Asia counts separate from New-York-versus-London counts, and separates highs from lows. Each row therefore has its own numerator and denominator. A rate copied without its relationship and sample no longer describes what the script measured.
The source also withholds a displayed percentage until its minimum sample condition is met. collecting is the honest output when the loaded history is not yet sufficient for that row.
Expiry prevents immortal levels
An untouched session level does not extend forever. The state lifecycle closes the old reference when the next same session begins. That design keeps a sweep count tied to the intended later-session window instead of allowing old levels to accumulate until price eventually touches them.
For the broader distinction between a liquidity excursion and what price does afterward, read What Happens After a Liquidity Sweep. The SLA product guide covers the boxes, levels, panel and alerts.
Reading checklist
- Verify session hours and named timezones first.
- State which later session is being compared with which prior session.
- Keep high-side and low-side counts separate.
- Read the sample with the rate; do not quote a percentage alone.
- Distinguish the sweep excursion from the close-based rejected/accepted classification.
- Treat every count as a description of loaded chart history, not a forecast.