LANZ Strategy 5.0 [Backtest]

17 Jul

🔷 LANZ Strategy 5.0 [Backtest] — Rule-Based BUY Logic with Time Filter, Session Limits and Auto SL/TP Execution

This is the backtest version of LANZ Strategy 5.0, built as a strategy script to evaluate real performance under fixed intraday conditions. It automatically places BUY and SELL trades based on structured candle confirmation, EMA trend alignment, and session-based filters. The system simulates real-time execution with precise Stop Loss and Take Profit levels.

📌 Built for traders seeking to simulate clean intraday logic with fully automated entries and performance metrics.

🧠 Core Logic & Strategy Conditions

✅ BUY Signal Conditions:

1. Price is above the EMA200
   
2. The last 3 candles are bullish (close > open)
   
3. The signal occurs within the defined session window (NY time)
   
4. Daily trade limit has not been exceeded
   

If all are true, a BUY order is executed at market, with SL and TP set immediately.

🔻 SELL Signal Conditions (Optional):
Exactly inverse to BUY (below EMA + 3 bearish candles). Disabled by default.

🕐 Operational Time Filter (New York Time)

You can fully customize your intraday window:

• Start Time: e.g., 01:15 NY
  
• End Time: e.g., 16:00 NY
  

The system evaluates signals only within this range, even across midnight if configured.

🔁 Trade Management System

• One trade at a time per signal
• Trades include a Stop Loss (SL) and Take Profit (TP) based on pip distance
  
• Trade result is calculated automatically
  
• Each signal is shown with a triangle marker (BUY only, by default)
  

🧪 Backtest Accuracy

This version uses:

• strategy.order() for entries
  
• strategy.exit() for SL and TP
  
• strategy.close_all() at the configured manual closing time
  

This ensures realistic behavior in the TradingView strategy tester.

⚙️ Flow Summary (Step-by-Step)

On every bar, check:

• Is the time within the operational session?
  
• Is the price above the EMA?
  
• Are the last 3 candles bullish?
  

If conditions met → A BUY trade is opened:

• SL = entry – X pips
  
• TP = entry + Y pips
  

Trade closes:

• If SL or TP is hit
  
• Or at the configured manual close time (e.g., 16:00 NY)
  

📊 Settings Overview

• Timeframe: 1-hour (ideal)
• SL/TP: Configurable in pips
  
• Max trades/day: User-defined (default = 99 = unlimited)
  
• Manual close: Adjustable by time
  
• Entry type: Market (not limit)
  
• Visuals: Plotshape triangle for BUY entry
  

👨‍💻 Credits:
💡 Developed by: LANZ
🧠 Strategy logic & execution: LANZ
✅ Designed for: Clean backtesting, clarity in execution, and intraday logic simulation

5 hari lalu

Nota Keluaran

Update 🎁

The LANZ Strategy 5.0 [Backtest] now includes a smart distance filter to prevent redundant entries at similar price levels. A new input parameter allows users to define a minimum pip distance required between trades. The system stores the price of the last executed order and blocks new trades unless the price has moved beyond the specified threshold. This logic resets automatically after any trade closure—whether by Stop Loss, Take Profit, or manual close—allowing the next signal to be evaluated fresh. This ensures cleaner entry logic and avoids clustered trades in tight ranges.