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BEST ATR Stop Multiple Strategy

by Daveatt · Strategy · Pine Script v4 · 1,050 likes

Lookahead

BEST ATR Stop Multiple Strategy by Daveatt, a Pine Script v4 strategy, converted with PyneComp and run with PyneCore on BINANCE:BTCUSDT 30m: run with TradingView's future-leaks restored, its own plots change, so its results depend on data its bars could not have had and it is held apart from the accuracy score (lookahead).

Plot match vs TradingView99.9%

Lookahead, measured — run once with PyneCore's own rules and once with TradingView's future-leaks restored (an open higher-timeframe period read as if it had closed, or a body re-running mid-bar handed the completed bar), the script's own plots differ. Its results depend on data its bars could not have had, so its TradingView reference is itself a lookahead result. With the future-leaks restored on the PyneCore side too, its plots match TradingView 100%. Held apart from the accuracy score.

Accuracy

  • Trades compared817 TV / 817 Pyne
  • Whole-trade match95.6%
  • Entry timing match97.68%
  • Exit timing match97.67%
  • Extra Pyne entries19
  • Net profit (TV / Pyne)-4,784,601 / -6,445,859
  • Plots compared7
  • Plotted values compared176,151
  • Identical to the bit99.963%
  • Worst gap1.7 × 10⁻² relative (~1 significant figures)
  • Bars plotted by one side only4
  • Match on values alone99.963%
  • Pearson correlation (min)0.999999
  • Worst-matching plotLong Trail Stop

Run

  • Bars executed29,745
  • Run time2.38 s CPU
  • Per-bar time0.08 ms/bar CPU (per chart bar)

Data window

  • SymbolBINANCE:BTCUSDT
  • Timeframe30 min
  • From2025-01-01 00:00
  • To2026-09-12 16:00
  • Bars29,745

Source

  • Pine versionv4, converted to v6 by PyneComp
  • Script revisionv1
  • LicenseMPL-2.0

SHA-256d5ddee86129227da98fd75d540f5c470a08a910be2b46d4fa83a675977b5df36

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Measured 2026-09-27 · How this is measured · All scripts