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LANZ Strategy 3.0 [Backtest]

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🔷 LANZ Strategy 3.0 [Backtest] — Asian Range Fibonacci Scalping Strategy

LANZ Strategy 3.0 [Backtest] 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.

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.