LANZ Strategy 1.0 [Backtest]

26 giu

🔷 LANZ Strategy 1.0 [Backtest] — 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.

14 lug

Note di rilascio

Recent Update

A new parameter called EP Offset was added, allowing the user to dynamically control the entry level (Entry Price). If set to 0, the entry is placed at the edge of the 6:00 PM NY candle (Low for BUY, High for SELL). If the value is greater than zero, the EP is calculated as a percentage of the candle’s range, simulating intermediate levels similar to Fibonacci. This logic has been implemented in both the indicator and the strategy (backtest) versions.