Bollinger Band Breakout

by millerrh · Strategy · Pine Script v5 · 804 likes

Lookahead

Bollinger Band Breakout by millerrh, a Pine Script v5 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 compared598 TV / 596 Pyne
Whole-trade match99.17%
Entry timing match99.33%
Exit timing match99.67%
Extra Pyne entries2
Net profit (TV / Pyne)27,357 / 30,808
Plots compared6
Plotted values compared106,942
Identical to the bit100%
Worst gapsame double
Bars plotted by one side only7
Match on values alone100%
Pearson correlation (min)1.000000
Worst-matching plotStop Levels

Run

Bars executed30,614
Secondary-feed bars3,332
Total bars processed33,946
Run time3.67 s CPU
Per-bar time0.12 ms/bar CPU (per chart bar)

Data window

SymbolBINANCE:BTCUSDT
Timeframe30 min
From2025-01-01 00:00
To2026-09-30 18:30
Bars30,614
Security @ 1D3,332 bars

Source

Pine versionv5, converted to v6 by PyneComp
Script revisionv1
Licenseunspecified

SHA-25698a5520e9508364fbedfd8948e893cbdc67c1bdc35055c05d9d8ed2b82712447

View on TradingView Permalink: Bollinger Band Breakout

Measured 2026-09-30 · How this is measured · All scripts