Overview
A collection of Pine Script trading strategies for BTC/USD, paired with a trading journal spreadsheet built around prop-firm risk rules. The toolkit grew out of personal trading and was refined over several months of live testing.
Strategies
The strategies are trend-following and mean-reversion hybrids, designed for the 4H timeframe. Each strategy includes:
- Entry conditions based on price structure and momentum
- Dynamic stop-loss placement (ATR-based, not fixed pips)
- Position sizing logic that respects a maximum daily drawdown limit
- Alerts compatible with webhook-based automated execution
The journal
The trading journal was built to fix a specific problem: most journal templates calculate P&L incorrectly for leveraged instruments. The spreadsheet handles:
- Correct P&L calculation for futures and CFDs (accounting for contract size and leverage)
- Running drawdown tracking (from equity high, not just from a fixed starting balance)
- Win rate and expectancy statistics per strategy and per session
Prop-firm compatibility
The risk rules are parameterised to match common prop-firm constraints (e.g., 5% daily drawdown limit, 10% maximum drawdown). This makes the toolkit directly useful for traders who are scaling up through a funded account programme.