OPEN-SOURCE SCRIPT
LANZ Strategy 4.0 [Backtest]
🔷 LANZ Strategy 4.0 — Strategy Execution Based on Confirmed Structure + Risk-Based SL/TP
LANZ Strategy 4.0 [Backtest] is the official backtesting engine for the LANZ Strategy 4.0 trading logic. It simulates real-time executions based on breakout of Strong/Weak Highs or Lows, using a consistent structural system with SL/TP dynamically calculated per trade. With integrated risk management and lot size logic, this script allows traders to validate LANZ Strategy 4.0 performance with real strategy metrics.
🧠 Core Components:
📊 Visual Features:
⚙️ How It Works:
📝 Notes:
📌 Credits:
Backtest engine developed by LANZ based on the official rules of LANZ Strategy 4.0. This script ensures visual and logical consistency between live charting and backtesting simulations.
LANZ Strategy 4.0 [Backtest] is the official backtesting engine for the LANZ Strategy 4.0 trading logic. It simulates real-time executions based on breakout of Strong/Weak Highs or Lows, using a consistent structural system with SL/TP dynamically calculated per trade. With integrated risk management and lot size logic, this script allows traders to validate LANZ Strategy 4.0 performance with real strategy metrics.
🧠 Core Components:
- Confirmed Breakout Entries: Trades are executed only when price breaks the most recent structural level (Strong High or Strong Low), detected using swing pivots.
- Dynamic SL and TP Logic: SL is placed below/above the breakout point with a customizable buffer. TP is defined using a fixed Risk-Reward (RR) ratio.
- Capital-Based Risk Management: Lot size is calculated based on account equity, SL distance, and pip value (e.g. $10 per pip on XAUUSD).
- Clean and Controlled Executions: Only one trade is active at a time. No new entries are allowed until the current position is closed.
📊 Visual Features:
- Automatic plotting of Entry, SL, and TP levels.
- Full control of swing sensitivity (swingLength) and SL buffer.
- SL and TP lines extend visually for clarity of trade risk and reward zones.
⚙️ How It Works:
- Detects pivots and classifies trend direction.
- Waits for breakout above Strong High (BUY) or below Strong Low (SELL).
- Calculates dynamic SL and TP based on buffer and RR.
- Computes trade size automatically based on risk per trade %.
- Executes entry and manages exits via strategy engine.
📝 Notes:
- Ideal for evaluating the LANZ Strategy 4.0 logic over historical data.
- Must be paired with the original indicator (LANZ Strategy 4.0) for live trading.
- Best used on assets with clear structural behavior (gold, indices, FX).
📌 Credits:
Backtest engine developed by LANZ based on the official rules of LANZ Strategy 4.0. This script ensures visual and logical consistency between live charting and backtesting simulations.
オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。