Market Structure and Supply-Demand Zones with Risk-Based Entries

Summary

This document presents a backtest strategy built around swing pivots, breaks of market structure, and supply and demand zones. It tracks recent swing highs and lows, changes its structural direction when price crosses those levels, and can filter trades using a long-term EMA. The visible settings also include an optional confirmation candle, a minimum risk-to-reward threshold, and a choice between risk-per-trade sizing and fixed units. The script declares leverage and commission assumptions for its strategy environment.

The supplied document ends partway through the source, before the complete zone logic, entry rules, exit handling, or any reported results can be reviewed. It therefore describes the framework and configurable risk controls, but does not provide enough information to assess the full execution method or performance. Its backtest date range begins in 2023 and has a distant end date, but no market, timeframe, or results are stated in the visible portion.

Key ideas

• The strategy uses pivot highs and lows to track market structure.
• Crosses of recent swing levels update the inferred bullish or bearish state.
• A long-term EMA can serve as a macro trend filter.
• The settings include confirmation, risk-to-reward, and position-sizing choices.
• The source is truncated before complete trading rules or performance evidence are available.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.