LANZ Strategy 2.0 [Backtest]

🔷 LANZ Strategy 2.0 [Backtest]— Structural Breakout Logic with Dynamic Swing Protection

LANZ Strategy 2.0 [Backtest] is a precision-focused backtesting system built for intraday traders who rely on structural confirmations before the London session to guide directional bias. This tool uses smart swing detection, risk-defined position sizing, and strict time-based execution to simulate real trading conditions with clarity and control.

🧠 Core Components:

• Structural Confirmation (Trend & BoS): Detects trend direction and break of structure (BoS) using a three-swing logic, aligning trade entries with valid structural movement.
  
• Time-Based Execution: Trades are triggered exclusively at 02:00 a.m. New York time, ensuring disciplined and repeatable intraday testing.
  
• Swing-Based SL Models: Traders can select between three stop-loss protection types:
  
• First Swing: Most recent structural level
  
• Second Swing: Prior level
  
• Full Coverage: All recent swing levels + configurable pip buffer
  
• Dynamic TP Calculation: Take-Profit is projected as a risk-based multiple (RR), fully adjustable via input.
  
• Capital-Based Risk Management: Risk is defined as a percentage of a fixed account size (e.g., $100 per trade from $10,000), and lot size is automatically calculated based on SL distance.
  
• Fallback Entry Logic: If structural breakout is present but trend is not confirmed, a secondary entry is triggered.
  
• End-of-Session Management: Any open trades are automatically closed at 11:45 a.m. NY time, with optional manual labeling or review.
  

📊 Visual Features (Optional in Indicator Version):
(Note: Visuals apply to the indicator version of LANZ 2.0, not this backtest script)

• Swing level labels (1st, 2nd) and dynamic SL/TP lines.
  
• Real-time session coloring for clarity: Pre-London, Entry Window, and NY Close.
  
• Outcome labels: +RR, -RR, or net % at close.
  
• Auto-cleanup of previous drawings for a clean chart per session.
  

⚙️ How It Works:

1. Detects last trend and BoS using swing logic before 02:00 a.m. NY.
   
2. At 02:00 a.m., evaluates directional bias and executes BUY or SELL if confirmed.
   
3. Applies selected SL logic (1st, 2nd, or full swing protection).
   
4. Sets TP based on the RR multiplier.
   
5. Closes the trade either on SL, TP, or at 11:45 a.m. NY manually.
   

🔔 Alerts:

• Time-of-day alert at 02:00 a.m. NY to monitor execution.
  
• Can be extended to cover SL/TP triggers or new BoS events.
  

📝 Notes:

• Designed for backtesting precision and discretionary decision-making.
  
• Ideal for Forex pairs, indices, or assets active during the London session.
  
• Fully customizable: session timing, swing logic, SL buffer, and RR.
  

👤 Credits:
Strategy built by rau_u_lanz using Pine Script v6, combining structural logic, capital-based risk control, and London-session timing in a backtest-ready framework for traders who demand accuracy and structure.