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Enhanced OB Retest Strategy v7.0

by averagemouse954 · Strategy · Pine Script v5 · 920 likes

Lookahead

Enhanced OB Retest Strategy v7.0 by averagemouse954, 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 TradingView87.6%

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 99.98%. Held apart from the accuracy score.

Accuracy

  • Trades compared1,896 TV / 1,957 Pyne
  • Whole-trade match58.84%
  • Entry timing match60.94%
  • Exit timing match70.41%
  • Extra Pyne entries802
  • Net profit (TV / Pyne)-2,714 / -2,203
  • Plots compared7
  • Plotted values compared76,143
  • Identical to the bit98.672%
  • Worst gap9.9 × 10⁻³ relative (~2 significant figures)
  • Bars plotted by one side only9,624
  • Match on values alone98.672%
  • Pearson correlation (min)0.355600
  • Worst-matching plotShort Trailing Stop

Run

  • Bars executed29,878
  • Run time6.70 s CPU
  • Per-bar time0.22 ms/bar CPU (per chart bar)

Data window

  • SymbolBINANCE:BTCUSDT
  • Timeframe30 min
  • From2025-01-01 00:00
  • To2026-09-15 10:30
  • Bars29,878

Source

  • Pine versionv5, converted to v6 by PyneComp
  • Script revisionv1
  • Licenseunspecified

SHA-25641499e16b305b4dc13f91a455cc0a8f6f2c6d5379c307a4c0234fcfae1d4915b

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