London Breakout Gold

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © 7FX Traders
//
// 7FX · London Breakout Gold (Diuji 7FX)
// Aturan diadaptasi dari "London Breakout on Gold: 3.7 Years of Backtests" (MQL5 blog),
// ditulis ulang dari nol oleh 7FX Traders untuk diuji ulang di TradingView.
//
// Aturan:
//   1. Range = high–low sesi Asia, 03:00–08:00 jam server (default: broker GMT+2/+3).
//   2. Setelah range selesai: buy stop di atas high, sell stop di bawah low (+ buffer). Satu kena, satunya batal.
//   3. SL = sisi seberang range, maksimal 0,6% harga.
//   4. TP = 2,5R. SL digeser ke break-even setelah harga jalan 1,5R.
//   5. Skip hari dengan range < 0,30% atau > 1,60% harga.
//   6. Maksimal 1 trade per hari. Semua posisi ditutup jam 21:00 server.
//
// Edukasi, bukan sinyal. Hasil masa lalu tidak menjamin hasil masa depan.
// Biaya: atur "Commission" di tab Properties = setengah spread per ounce (contoh spread $0,30 → isi 0,15).

//@version=6
strategy("7FX · London Breakout Gold", shorttitle = "7FX LB Gold", overlay = true,
     initial_capital = 10000, currency = currency.USD,
     commission_type = strategy.commission.cash_per_contract, commission_value = 0.15,
     slippage = 2, margin_long = 1, margin_short = 1, max_bars_back = 500)

// ───────────── Input ─────────────
grpS      = "Sesi"
tz        = input.string("America/New_York", "Zona waktu sesi", group = grpS,
     tooltip = "Pakai New York supaya otomatis ikut pergantian DST, sama seperti jam server broker GMT+2/+3.")
rangeSess = input.session("2000-0100", "Range Asia", group = grpS,
     tooltip = "20:00–01:00 New York = 03:00–08:00 jam server GMT+2/+3.")
tradeSess = input.session("0100-1400", "Window trading", group = grpS,
     tooltip = "01:00–14:00 New York = 08:00–21:00 jam server. Posisi ditutup saat window berakhir.")

grpR      = "Risiko"
riskPct   = input.float(1.0, "Risiko per trade (%)", minval = 0.1, step = 0.1, group = grpR)
rr        = input.float(2.5, "Take profit (R)", minval = 0.5, step = 0.1, group = grpR)
beR       = input.float(1.5, "Geser SL ke BE di (R)", minval = 0.0, step = 0.1, group = grpR,
     tooltip = "0 = tanpa break-even.")
slCapPct  = input.float(0.6, "SL maksimal (% harga)", minval = 0.1, step = 0.05, group = grpR)

grpF      = "Filter"
minRange  = input.float(0.30, "Range minimum (% harga)", minval = 0.0, step = 0.05, group = grpF)
maxRange  = input.float(1.60, "Range maksimum (% harga)", minval = 0.1, step = 0.05, group = grpF)
buffer    = input.float(0.20, "Buffer entry (USD)", minval = 0.0, step = 0.05, group = grpF)

// ───────────── Range Asia ─────────────
inRange = not na(time(timeframe.period, rangeSess, tz))
inTrade = not na(time(timeframe.period, tradeSess, tz))

var float rh     = na
var float rl     = na
var bool  ready  = false
var bool  traded = false

if inRange and not inRange[1]
    rh     := high
    rl     := low
    ready  := false
    traded := false
else if inRange
    rh := na(rh) ? high : math.max(rh, high)
    rl := na(rl) ? low  : math.min(rl, low)

if not inRange and inRange[1]
    ready := true

rangePct = ready and not na(rh) ? (rh - rl) / close * 100 : na
rangeOk  = ready and not na(rangePct) and rangePct >= minRange and rangePct <= maxRange

// ───────────── State posisi ─────────────
var float lStop    = na
var float sStop    = na
var float lSL      = na
var float sSL      = na
var float lTP      = na
var float sTP      = na
var float slNow    = na
var float tpNow    = na
var float entryRef = na
var float riskRef  = na

opened = strategy.position_size != 0 and strategy.position_size[1] == 0
if opened
    traded   := true
    entryRef := strategy.position_avg_price
    slNow    := strategy.position_size > 0 ? lSL : sSL
    tpNow    := strategy.position_size > 0 ? lTP : sTP
    riskRef  := math.abs(entryRef - slNow)

// Trade yang buka dan tutup di bar yang sama tetap dihitung 1 trade hari itu
if strategy.closedtrades > strategy.closedtrades[1]
    traded := true

// ───────────── Order pending ─────────────
canTrade = inTrade and rangeOk and not traded and strategy.position_size == 0

if canTrade
    lStop := rh + buffer
    sStop := rl - buffer
    lSL   := math.max(rl, lStop * (1 - slCapPct / 100))
    sSL   := math.min(rh, sStop * (1 + slCapPct / 100))
    lTP   := lStop + rr * (lStop - lSL)
    sTP   := sStop - rr * (sSL - sStop)
    riskCash = strategy.equity * riskPct / 100
    qL = riskCash / (lStop - lSL)
    qS = riskCash / (sSL - sStop)
    strategy.entry("Long",  strategy.long,  qty = qL, stop = lStop, oca_name = "7FX-LB", oca_type = strategy.oca.cancel)
    strategy.entry("Short", strategy.short, qty = qS, stop = sStop, oca_name = "7FX-LB", oca_type = strategy.oca.cancel)
    strategy.exit("XL", from_entry = "Long",  stop = lSL, limit = lTP)
    strategy.exit("XS", from_entry = "Short", stop = sSL, limit = sTP)
else if strategy.position_size == 0
    strategy.cancel("Long")
    strategy.cancel("Short")

// ───────────── Manajemen posisi ─────────────
if strategy.position_size > 0
    if beR > 0 and high >= entryRef + beR * riskRef
        slNow := math.max(slNow, entryRef)
    strategy.exit("XL", from_entry = "Long", stop = slNow, limit = tpNow)

if strategy.position_size < 0
    if beR > 0 and low <= entryRef - beR * riskRef
        slNow := math.min(slNow, entryRef)
    strategy.exit("XS", from_entry = "Short", stop = slNow, limit = tpNow)

if not inTrade and strategy.position_size != 0
    strategy.close_all(comment = "Tutup akhir sesi")

// ───────────── Visual (warna 7FX) ─────────────
showRange = ready and inTrade
pHi = plot(showRange ? rh : na, "Range high", color = color.new(#C8C7C8, 0), style = plot.style_linebr, linewidth = 1)
pLo = plot(showRange ? rl : na, "Range low",  color = color.new(#C8C7C8, 0), style = plot.style_linebr, linewidth = 1)
fill(pHi, pLo, color = rangeOk ? color.new(#C8C7C8, 88) : color.new(#FF5A5F, 90), title = "Range Asia")
bgcolor(inRange ? color.new(#E3AE3A, 93) : na, title = "Sesi Asia")
plot(strategy.position_size != 0 ? slNow : na, "Stop loss",   color = #FF5A5F, style = plot.style_linebr, linewidth = 2)
plot(strategy.position_size != 0 ? tpNow : na, "Take profit", color = #2BD48F, style = plot.style_linebr, linewidth = 2)

Hasil uji 7FX dengan spread asli menyusul di Reels. Sampai itu, anggap script ini alat riset, bukan sistem siap pakai.

Sumber aturan: London Breakout on Gold: 3.7 Years of Backtests (MQL5 blog)