LANZ Strategy 1.0 [Backtest]

🔷 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.