OPEN-SOURCE SCRIPT

LANZ Strategy 4.0 [Backtest]

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🔷 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.

đź§  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.

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