Algorithmic Trading Strategy
A discretionary TradingView strategy ported to backtestable Pine Script and Python.
The challenge
A trader's discretionary, long-only strategy lived only inside TradingView, so it was hard to test against history or watch live without hitting the platform's automation limits.
What we built
We wrote the strategy as a clean TradingView Pine Script v6 version and a self-contained Python port driven by free yfinance data. It folds a large set of indicators into one compound entry rule on a 15-minute timeframe (tuned down to the final 3-minute bar) and manages exits with a take-profit ladder and ATR/SMA/RSI stops, all in a class-based engine for indicators, signals and backtests.
The result
The trader can backtest the exact rules, measure edge through win rate, profit factor and average/max profit, and run a live console monitor that surfaces signals for manual trading.