LANZ Strategy 4.0 [Backtest]

🔷 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.

🧠 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.