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MomentumSync-PSAR: RSI·ADX Filtered 3-Tier Exit StrategyTriSAR-E3 is a precision swing trading strategy designed to capitalize on early trend reversals using a Triple Confirmation Model. It triggers entries based on an early Parabolic SAR bullish flip, supported by RSI strength and ADX trend confirmation, ensuring momentum-backed participation. Exits are tactically managed through a 3-step staged exit after a PSAR bearish reversal is detected, allowing gradual profit booking and downside protection. This balanced approach captures trend moves early while intelligently scaling out, making it suitable for directional traders seeking both agility and control.
Pine Script® strategy
by tarangbharti18
Parabolic SAR with Early Buy & MA-Based Exit Strategy📝 Strategy Description (Max SEO Impact) This advanced Parabolic SAR-based trading strategy is designed to capture early trend reversals and exit intelligently using a dynamic moving average filter. It enters long trades when a PSAR reversal occurs, and exits only when the PSAR moves above price and the price falls below the 11-period SMA, helping avoid premature exits during volatile swings. 📌 Features: • Custom Parabolic SAR calculation for refined trend tracking • Background highlights during buy zones (SAR below price) • Exit signals only when trend weakens (PSAR above + price under SMA) • Red flag plotted on chart at exit bars for clear visual identification • Works on all timeframes and instruments Ideal for swing traders, trend followers, and strategy testers looking for smart PSAR-based entries with smoother exits.
Pine Script® strategy
by tarangbharti18
Parabolic SAR with Early Buy & MA-Based Exit Strategy📝 Strategy Description (Max SEO Impact) This advanced Parabolic SAR-based trading strategy is designed to capture early trend reversals and exit intelligently using a dynamic moving average filter. It enters long trades when a PSAR reversal occurs, and exits only when the PSAR moves above price and the price falls below the 11-period SMA, helping avoid premature exits during volatile swings. 📌 Features: • Custom Parabolic SAR calculation for refined trend tracking • Background highlights during buy zones (SAR below price) • Exit signals only when trend weakens (PSAR above + price under SMA) • Red flag plotted on chart at exit bars for clear visual identification • Works on all timeframes and instruments Ideal for swing traders, trend followers, and strategy testers looking for smart PSAR-based entries with smoother exits.
Pine Script® strategy
by tarangbharti18
Parabolic SAR Strategy with MACD Confirmation & Trend Zone Highl📝 Description (SEO + Follower-Friendly): 🚀 Powerful Trend Strategy Using Parabolic SAR + MACD This advanced Pine Script combines the classic Parabolic SAR trend-following system with MACD crossover confirmation, improving entry precision and filtering out false signals. The script also features: ✅ Dynamic trend zone background highlighting when SAR is below price ✅ MACD filter ensures trades align with market momentum ✅ Custom SAR logic with adaptive acceleration ✅ Clean visual SAR plots for easy trend tracking ✅ Fully backtestable with strategy.entry logic 🔎 Ideal for traders seeking early trend entries, momentum confirmation, and visual clarity. 📈 Works on all timeframes and pairs — perfect for swing traders, scalpers, and crypto enthusiasts. 💡 Use it as a base strategy or combine with your favorite indicators. ❤️ If you find this helpful, don't forget to like, comment, and follow for more premium strategies!
Pine Script® strategy
by tarangbharti18
Opening-Range BreakoutNote: Default trading date range looks mediocre. Set date range to "Entire History" to see full effect of the strategy. 50.91% profitable trades, 1.178 profit factor, steady profits and limited drawdown. Total P&L: $154,141.18, Max Drawdown: $18,624.36. High R^2 █ Overview The Opening-Range Breakout strategy is a mechanical, session‑based day‑trading system designed to capture the initial burst of directional momentum immediately following the market open. It defines a user‑configurable “opening range” window, measures its high and low boundaries, then places breakout stop orders at those levels once the range closes. Built‑in filters on minimum range width, reward‑to‑risk ratios, and optional reversal logic help refine entries and manage risk dynamically. █ How It Works Opening‑Range Formation Between 9:30–10:15 AM ET (configurable), the script tracks the highest high and lowest low to form the day’s opening range box. On the first bar after the range window closes, the range high (OR_high) and low (OR_low) are “locked in.” Range‑Width Filter To avoid false breakouts in low‑volatility mornings, the range must be at least X% of the current price (default 0.35%). If the measured opening-range width < minimum threshold, no orders are placed that day. Entry & Order Placement Long: a stop‑buy order at the opening‑range high. Short: a stop‑sell order at the opening‑range low. Only one side can trigger (or both if reverse logic is enabled after a losing trade). Risk Management Once triggered, each trade uses an ATR‑style stop-loss defined as a percentage retracement of the range (default 50% of range width). Profit target is set at a configurable Reward/Risk Ratio (default 1.1×). Optional: Reverse on Stop‑Loss – if the initial breakout loses, immediately reverse into the opposite side on the same day. Session Exit Any open positions are closed at the end of the regular trading day (default 3:45 PM ET window end, with hard flat at session close). Visual cues are provided via green (range high) and red (range low) step‑line plots directly on the chart, allowing you to see the range box and breakout triggers in real time. █ Why It Works Early Momentum Capture: The first 15 – 60 minutes of trading encapsulate overnight news digestion and institutional order flow, creating a well‑defined volatility “range.” Mechanical Discipline: Clear, rule‑based entries and exits remove emotional guesswork, ensuring consistency. Volatility Filtering: By requiring a minimum range width, the system avoids choppy, low‑range days where false breakouts are common. Dynamic Sizing: Stops and targets scale with the opening range, adapting automatically to each day’s volatility environment. █ How to Use Set Your Instruments & Timeframe -Apply to any futures contract on a 1‑ to 5‑minute chart. -Ensure chart timezone is set to America/New_York. Configure Inputs -Opening‑Range Window: e.g. “0930-1015” for a 45‑minute range. -Min. OR Width (%): e.g. 0.35 for 0.35% of current price. -Reward/Risk Ratio: e.g. 1.1 for a modest profit target above your stop. -Max OR Retracement %: e.g. 50 to set stop at 50% of range width. -One Trade Per Day: toggle to limit to a single breakout. -Reverse on Stop Loss: toggle to flip direction after a losing breakout. Monitor the Chart -Watch the green and red range boundaries form during the session open. -Orders will automatically submit on the first bar after the range window closes, conditioned on your filters. Review & Adjust -Backtest across multiple months to validate performance on your preferred contract. -Tweak range duration, minimum width, and R/R multiple to fit your risk tolerance and desired win‑rate vs. expectancy balance. █ Settings Reference Input Defaults Opening‑Range Window - Time window to form OR (HHMM-HHMM) - 0930–1015 Regular Trading Day - Full session for EOD flat (HHMM-HHMM) - 0930–1545 Min. OR Width (%) - Minimum OR size as % of close to trigger orders - 0.35 Reward/Risk Ratio - Profit target multiple of stop‑loss distance - 1.1 Max OR Retracement (%) - % of OR width to use as stop‑loss distance - 50 One Trade Per Day - Limit to a single breakout order per day - false Reverse on Stop Loss - Reverse direction immediately after a losing trade - true Disclaimer This strategy description and any accompanying code are provided for educational purposes only and do not constitute financial advice or a solicitation to trade. Futures trading involves substantial risk, including possible loss of capital. Past performance is not indicative of future results. Traders should assess their own risk tolerance and conduct thorough backtesting and forward-testing before committing real capital.
Pine Script® strategy
by fabledforman
1
200 SMA (5%/-3% Buffer) for SPY & QQQ In my testing TQQQ is an absolute monster of an ETF that performs extremely well even from a buy and hold standpoint over long periods of time, its largest drawback is the massive drawdown exposure that it faces which can be easily sidestepped with this strategy. This strategy is meant to basically abuse TQQQ's insane outperformance while augmenting the typical 200SMA strategy in a way that uses all of its strengths while avoiding getting whipsawed in sideways markets. The strategy BUYS when price crosses 5% over the 200SMA and then SELLS when price drops 3% below the 200SMA. Between trades I'll be parking my entire account in SGOV. So maximizing profit while minimizing risk. You use the strategy based off of QQQ and then make the trades on TQQQ when it tells you to BUY/SELL. Here are some reasons why I will be using this strategy: Simple emotionless BUY and SELL signals where I don't care who the president is, what is happening in the world, who is bombing who, who the leadership team is, no attachment to individual companies and diversified across the NASDAQ. ~85% win percentage and when it does lose the loses are nothing compared to the wins and after a loss you're basically set up for a massive win in the next trade. Max drawdown of around 53% when using TQQQ You benefit massively when the market is doing well and when there is a recession you basically sit in SGOV for a year and then are set up for a monster recovery with a clear easy BUY signal. So as long as you're patient you win regardless of what happens. The trades are often very long term resulting in you taking advantage of Long Term Capital Gains tax advantage which could mean saving up to 15-20% in taxes. With only a few trades you can spend time doing other stuff and don't have to track or pay attention to anything that is happening. Simple, easy, and massively profitable.
Pine Script® strategy
by freefighter07
Daily Performance Analysis [Mr_Rakun]The Daily Performance Analysis indicator is a comprehensive trading performance tracker that analyzes your strategy's success rate and profitability across different days of the week and month. This powerful tool provides detailed statistics to help traders identify patterns in their trading performance and optimize their strategies accordingly. Weekly Performance Analysis: Tracks wins/losses for each day of the week (Monday through Sunday) Calculates net profit/loss for each trading day Shows profit factor (gross profit ÷ gross loss) for each day Displays win rate percentage for each day Monthly Performance Analysis: Monitors performance for each day of the month (1-31) Provides the same detailed metrics as weekly analysis Helps identify monthly patterns and trends Add to Your Strategy: Copy the performance analysis code and integrate it into your existing Pine Script strategy Optimize Strategy: Use insights to refine entry/exit timing or avoid trading on poor-performing days Pattern Recognition: Identify which days of the week/month work best for your strategy Risk Management: Avoid trading on historically poor-performing days Strategy Optimization: Fine-tune your approach based on empirical data Performance Tracking: Monitor long-term trends in your trading success Data-Driven Decisions: Make informed adjustments to your trading schedule
Pine Script® strategy
by Mr_Rakun
Simple DCA Strategy---- ### 📌 **Simple DCA Strategy with Backtest Date Filter** This strategy implements a **Dollar-Cost Averaging (DCA)** approach for long positions, including: * ✅ **Base Order Entry:** Starts a position with a fixed dollar amount when no position is open. * 🔁 **Safety Orders:** Buys additional positions when the price drops by a defined percentage, increasing position size with each new entry using a multiplier. * 🎯 **Take Profit Exit:** Closes all positions when the price reaches a profit target (in % above average entry). * 🗓️ **Backtest Date Range:** Allows users to specify a custom start and optional end date to run the strategy only within that time window. * 📊 **Plots:** Visualizes average entry, take profit level, and safety order trigger line. #### ⚙️ Customizable Inputs: * Base Order Size (\$) * Price Deviation for Safety Orders (%) * Maximum Safety Orders * Order Size Multiplier * Take Profit Target (%) * Start and End Dates for Backtesting This is a **long-only strategy** and is best used for backtesting performance of DCA-style accumulation under different market conditions. ----
Pine Script® strategy
by abinashrasonowal
Holy GrailThis is a long-only educational strategy that simulates what happens if you keep adding to a position during pullbacks and only exit when the asset hits a new All-Time High (ATH). It is intended for learning purposes only — not for live trading. 🧠 How it works: The strategy identifies pullbacks using a simple moving average (MA). When price dips below the MA, it begins monitoring for the first green candle (close > open). That green candle signals a potential bottom, so it adds to the position. If price goes lower, it waits for the next green candle and adds again. The exit happens after ATH — it sells on each red candle (close < open) once a new ATH is reached. You can adjust: MA length (defines what’s considered a pullback) Initial buy % (how much to pre-fill before signals start) Buy % per signal (after pullback green candle) Exit % per red candle after ATH 📊 Intended assets & timeframes: This strategy is designed for broad market indices and long-term appreciating assets, such as: SPY, NASDAQ, DAX, FTSE Use it only on 1D or higher timeframes — it’s not meant for scalping or short-term trading. ⚠️ Important Limitations: Long-only: The script does not short. It assumes the asset will eventually recover to a new ATH. Not for all assets: It won't work on assets that may never recover (e.g., single stocks or speculative tokens). Slow capital deployment: Entries happen gradually and may take a long time to close. Not optimized for returns: Buy & hold can outperform this strategy. No slippage, fees, or funding costs included. This is not a performance strategy. It’s a teaching tool to show that: High win rate ≠ high profitability Patience can be deceiving Many signals = long capital lock-in 🎓 Why it exists: The purpose of this strategy is to demonstrate market psychology and risk overconfidence. Traders often chase strategies with high win rates without considering holding time, drawdowns, or opportunity cost. This script helps visualize that phenomenon.
Pine Script® strategy
by Intetics
HMA Crossover + ATR + Curvature (Long & Short)📏 Hull Moving Averages (Trend Filters) - fastHMA = ta.hma(close, fastLength) - slowHMA = ta.hma(close, slowLength) These two HMAs act as dynamic trend indicators: - A bullish crossover of fast over slow HMA signals a potential long setup. - A bearish crossunder triggers short interest. ⚡️ Curvature (Acceleration Filter) - curv = ta.change(ta.change(fastHMA)) This calculates the second-order change (akin to the second derivative) of the fast HMA — effectively the acceleration of the trend. It serves as a filter: - For long entries: curv > curvThresh (positive acceleration) - For short entries: curv < -curvThresh (negative acceleration) It helps eliminate weak or stagnating moves by requiring momentum behind the crossover. 📈 Volatility-Based Risk Management (ATR) - atr = ta.atr(atrLength) - stopLoss = atr * atrMult - trailStop = atr * trailMult These define your: - Initial stop loss: scaled to recent volatility using ATR and atrMult. - Trailing stop: also ATR-scaled, to lock in gains dynamically as price moves favorably. 💰 Position Sizing via Risk Percent - capital = strategy.equity - riskCapital = capital * (riskPercent / 100) - qty = riskCapital / stopLoss This dynamically calculates the position size (qty) such that if the stop loss is hit, the loss does not exceed the predefined percentage of account equity. It’s a volatility-adjusted position sizing method, keeping your risk consistent regardless of market conditions. 📌 Execution Logic - Long Entry: on bullish HMA crossover with rising curvature. - Short Entry: on bearish crossover with falling curvature. - Exits: use ATR-based trailing stops. - Position is closed when trend conditions reverse (e.g., bearish crossover exits the long). This framework gives you: - Trend-following logic (via HMAs) - Momentum confirmation (via curvature) - Volatility-aware execution and exits (via ATR) - Risk-controlled dynamic sizing Want to get surgical and test what happens if we use curvature on the difference between HMAs instead? That might give some cool insights into trend strength transitions.
Pine Script® strategy
by emilio_sforza
9
LANZ Strategy 1.0 [Backtest]🔷 LANZ Strategy 1.0 — Time-Based Session Trading with Smart Reversal Logic and Risk-Controlled Limit Orders This backtest version of LANZ Strategy 1.0 brings precision to session-based trading by using directional confirmation, pre-defined risk parameters, and limit orders that execute overnight. Designed for the 1-hour timeframe, it allows traders to evaluate the system with configurable SL, TP, and risk settings in a fully automated environment. 🧠 Core Strategy Logic: 1. Directional Confirmation at 18:00 NY: At 18:00 NY, the system compares the 08:00 open vs the 18:00 close: If the direction matches the previous day, the signal is reversed. If the direction differs, the current day's trend is kept. This logic is designed to avoid momentum exhaustion and capture corrective reversals. 2. Entry Level Definition: Based on the confirmed direction: For BUY, the Low of the day is used as Entry Point (EP). For SELL, the High of the day becomes EP. The system plots a Stop Loss and Take Profit based on user-defined pip inputs (default: SL = 18 pips, TP = 54 pips → RR 1:3). 3. Time-Limited Entry Execution (LIMIT Orders): Orders are sent after 18:00 NY and can be triggered anytime between 18:00 and 08:00 NY. If EP is not touched before 08:00, the order is automatically cancelled. 4. Manual Close Feature: If the trade is still open at the configured hour (default 09:00 NY), the system closes all positions, simulating realistic intraday exit scenarios. 5. Lot Size Calculation Based on Risk: Lot size is dynamically calculated using the account size, risk percentage, and SL distance. This ensures consistent risk exposure regardless of market volatility. ⚙️ Step-by-Step Flow: 08:00 NY → Captures the open of the day. 18:00 NY → Confirms direction and defines EP, SL, and TP. After 18:00 NY → If conditions are met, a LIMIT order is placed at EP. Between 18:00–08:00 NY → If price touches EP, the trade is executed. At 08:00 NY → If EP wasn’t touched, the order is cancelled. At Configured Manual Close Time (default 09:00 NY) → All open positions are force-closed if still active. 🧪 Backtest Settings: Timeframe: 1-hour only Order Type: strategy.entry() with limit= SL/TP Configurable: Yes, in pips Risk Input: % of capital per trade Manual Close Time: Fully adjustable (default 09:00 NY) 👨‍💻 Credits: Developed by LANZ Strategy logic and trading concept built with clarity and precision. Code structure and documentation by Kairos, your AI trading assistant. Designed for high-confidence execution and clean backtesting performance.
Pine Script® strategy
by rau_u_lanz
1
[Mustang Algo] Channel Strategy# Mustang Algo Channel Strategy - Universal Market Sentiment Oscillator ## 🎯 ORIGINAL CONCEPT This strategy employs a unique market sentiment oscillator that works on ALL financial assets. It uses Bitcoin supply dynamics combined with stablecoin market capitalization as a macro sentiment indicator to generate universal timing signals across stocks, forex, commodities, indices, and cryptocurrencies. ## 🌐 UNIVERSAL APPLICATION - **Any Asset Class:** Stocks, Forex, Commodities, Indices, Crypto, Bonds - **Market-Wide Timing:** BTC/Stablecoin ratio serves as a global risk sentiment gauge - **Cross-Market Signals:** Trade any instrument using macro liquidity conditions - **Ecosystem Approach:** One oscillator for all financial markets ## 🧮 METHODOLOGY **Core Calculation:** BTC Supply / (Combined Stablecoin Market Cap / BTC Price) - **Data Sources:** DAI + USDT + USDC market capitalizations - **Signal Generation:** RSI(14) applied to the ratio, double-smoothed with WMA - **Timing Logic:** Crossover signals filtered by overbought/oversold zones - **Multi-Timeframe:** Configurable timeframe analysis (default: Daily) ## 📈 TRADING STRATEGY **LONG Entries:** Bullish crossover when market sentiment is oversold (<48) **SHORT Entries:** Bearish crossover when market sentiment is overbought (>55) **Universal Timing:** These macro signals apply to trading any financial instrument ## ⚙️ FLEXIBLE RISK MANAGEMENT **Three SL/TP Calculation Modes:** - **Percentage Mode:** Traditional % based (4% SL, 12% TP default) - **Ticks Mode:** Precise tick-based calculation (50/150 ticks default) - **Pips Mode:** Forex-style pip calculation (50/150 pips default) **Realistic Parameters:** - Commission: 0.1% (adjustable for different asset classes) - Slippage: 2 ticks - Position sizing: 10% of equity (conservative) - No pyramiding (single position management) ## 📊 KEY ADVANTAGES ✅ **Universal Application:** One strategy for all asset classes ✅ **Macro Foundation:** Based on global liquidity and risk sentiment ✅ **False Signal Filtering:** Overbought/oversold zones reduce noise ✅ **Flexible Risk Management:** Multiple SL/TP calculation methods ✅ **No Lookahead Bias:** Clean backtesting with realistic results ✅ **Cross-Market Correlation:** Captures broad market risk cycles ## 🎛️ CONFIGURATION GUIDE 1. **Asset Selection:** Apply to stocks, forex, commodities, indices, crypto 2. **Timeframe Setup:** Daily recommended for swing trading 3. **Sentiment Bounds:** Adjust 48/55 levels based on market volatility 4. **Risk Management:** Choose appropriate SL/TP mode for your asset class 5. **Direction Filter:** Select Long Only, Short Only, or Both ## 📋 BACKTESTING STANDARDS **Compliant with TradingView Guidelines:** - ✅ Realistic commission structure (0.1% default) - ✅ Appropriate slippage modeling (2 ticks) - ✅ Conservative position sizing (10% equity) - ✅ Sustainable risk ratios (1:3 SL/TP) - ✅ No lookahead bias (proper historical simulation) - ✅ Sufficient sample size potential (100+ trades possible) ## 🔬 ORIGINAL RESEARCH This strategy introduces a revolutionary approach to financial markets by treating the BTC/Stablecoin ratio as a global risk sentiment gauge. Unlike traditional indicators that analyze individual asset price action, this oscillator captures macro liquidity flows that affect ALL financial markets - from stocks to forex to commodities. ## 🎯 MARKET APPLICATIONS **Stocks & Indices:** Risk-on/risk-off sentiment timing **Forex:** Global liquidity flow analysis for major pairs **Commodities:** Risk appetite for inflation hedges **Bonds:** Flight-to-safety vs. risk-seeking behavior **Crypto:** Native application with direct correlation ## ⚠️ RISK DISCLOSURE - Designed for intermediate to long-term trading across all timeframes - Market sentiment can remain extreme longer than expected - Always use appropriate position sizing for your specific asset class - Adjust commission and slippage settings for different markets - Past performance does not guarantee future results ## 🚀 INNOVATION SUMMARY **What makes this strategy unique:** - First to use BTC/Stablecoin ratio as universal market sentiment indicator - Applies macro-economic principles to technical analysis across all assets - Single oscillator provides timing signals for entire financial ecosystem - Bridges traditional finance with digital asset insights - Combines fundamental liquidity analysis with technical precision
Pine Script® strategy
by MustangAlgo
LANZ Strategy 3.0 [Backtest]🔷 LANZ Strategy 3.0 — Asian Range Fibonacci Scalping Strategy LANZ Strategy 3.0 is a precision-engineered backtesting tool tailored for intraday traders who rely on the Asian session range to determine directional bias. This strategy implements dynamic Fibonacci projections and strict time-window validation to simulate a clean and disciplined trading environment. 🧠 Core Components: Asian Range Bias Definition: Direction is established between 01:15–02:15 a.m. NY time based on the candle’s close in relation to the midpoint of the Asian session range (18:00–01:15 NY). Limit Order Execution: Only one trade is placed daily, using a limit order at the Asian range high (for sells) or low (for buys), between 01:15–08:00 a.m. NY. Fibonacci-Based TP/SL: Original Mode: TP = 2.25x range, SL = 0.75x range. Optimized Mode: TP = 1.95x range, SL = 0.65x range. No Trade After 08:00 NY: If the limit order is not executed before 08:00 a.m. NY, it is canceled. Fallback Logic at 02:15 NY: If the market direction misaligns with the setup at 02:15 a.m., the system re-evaluates and can re-issue the order. End-of-Day Closure: All positions are closed at 15:45 NY if still open. 📊 Backtest-Ready Design: Entries and exits are executed using strategy.entry() and strategy.exit() functions. Position size is fixed via capital risk allocation ($100 per trade by default). Only one position can be active at a time, ensuring controlled risk. 📝 Notes: This strategy is ideal for assets sensitive to the Asian/London session overlap, such as Forex pairs and indices. Easily switch between Fibonacci versions using a single dropdown input. Fully deterministic: all entries are based on pre-defined conditions and time constraints. 👤 Credits: Strategy developed by rau_u_lanz using Pine Script v6. Built for traders who favor clean sessions, directional clarity, and consistent execution using time-based logic and Fibonacci projections.
Pine Script® strategy
by rau_u_lanz
Range Filter + ATR Strategy (Low Drawdown)Key Features for Low Drawdown: Range Filter: Identifies trends while filtering out market noise ATR-based Position Sizing: Adjusts position size based on volatility to risk a fixed percentage of capital Trailing Stops: Uses ATR-based trailing stops to lock in profits and limit losses Conservative Risk Parameters: Defaults to 1% risk per trade (adjustable) Trend Confirmation: Requires two consecutive closes above/below the range filter How to Use: The strategy enters long when price is above the upper range filter for two consecutive bars Enters short when price is below the lower range filter for two consecutive bars Uses ATR to size positions appropriately for current volatility Implements trailing stops based on ATR to protect profits Optimization Tips: Adjust the Range Filter period based on your timeframe Modify the risk percentage (1% is conservative) Tweak the ATR multiple for trailing stops (1.5 is moderate) Consider adding a time-based exit if drawdown is still too high
Pine Script® strategy
by TOLLBOOTH
2
LANZ Strategy 2.0 [Backtest]🔷 LANZ Strategy 2.0 — Structural Breakout Logic with Dynamic Swing Protection LANZ Strategy 2.0 is a precision-focused backtesting system built for intraday traders who rely on structural confirmations before the London session to guide directional bias. This tool uses smart swing detection, risk-defined position sizing, and strict time-based execution to simulate real trading conditions with clarity and control. 🧠 Core Components: Structural Confirmation (Trend & BoS): Detects trend direction and break of structure (BoS) using a three-swing logic, aligning trade entries with valid structural movement. Time-Based Execution: Trades are triggered exclusively at 02:00 a.m. New York time, ensuring disciplined and repeatable intraday testing. Swing-Based SL Models: Traders can select between three stop-loss protection types: First Swing: Most recent structural level Second Swing: Prior level Full Coverage: All recent swing levels + configurable pip buffer Dynamic TP Calculation: Take-Profit is projected as a risk-based multiple (RR), fully adjustable via input. Capital-Based Risk Management: Risk is defined as a percentage of a fixed account size (e.g., $100 per trade from $10,000), and lot size is automatically calculated based on SL distance. Fallback Entry Logic: If structural breakout is present but trend is not confirmed, a secondary entry is triggered. End-of-Session Management: Any open trades are automatically closed at 11:45 a.m. NY time, with optional manual labeling or review. 📊 Visual Features (Optional in Indicator Version): (Note: Visuals apply to the indicator version of LANZ 2.0, not this backtest script) Swing level labels (1st, 2nd) and dynamic SL/TP lines. Real-time session coloring for clarity: Pre-London, Entry Window, and NY Close. Outcome labels: +RR, -RR, or net % at close. Auto-cleanup of previous drawings for a clean chart per session. ⚙️ How It Works: Detects last trend and BoS using swing logic before 02:00 a.m. NY. At 02:00 a.m., evaluates directional bias and executes BUY or SELL if confirmed. Applies selected SL logic (1st, 2nd, or full swing protection). Sets TP based on the RR multiplier. Closes the trade either on SL, TP, or at 11:45 a.m. NY manually. 🔔 Alerts: Time-of-day alert at 02:00 a.m. NY to monitor execution. Can be extended to cover SL/TP triggers or new BoS events. 📝 Notes: Designed for backtesting precision and discretionary decision-making. Ideal for Forex pairs, indices, or assets active during the London session. Fully customizable: session timing, swing logic, SL buffer, and RR. 👤 Credits: Strategy built by @rau_u_lanz using Pine Script v6, combining structural logic, capital-based risk control, and London-session timing in a backtest-ready framework for traders who demand accuracy and structure.
Pine Script® strategy
by rau_u_lanz