Breakout asia USD/CHF

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1 — Customizable Parameters
sess1 & sess2: The two time ranges that define the Asian session (e.g., 20:00–23:59 and 00:00–08:00).
Important: format is HHMM-HHMM.

rr: The risk/reward ratio (default = 3.0, meaning TP = 3× risk size).

onePerSess: Toggle to allow only one trade per Asian session or multiple.

bufTicks: Extra margin for the SL beyond the signal candle.

2 — Detecting the Asian Session
The script checks if the candle’s time is inside the first range (sess1) or inside the second range (sess2).

While inside the Asian session, it updates the current high and low.

When the session ends, it locks in these levels as rangeHigh and rangeLow.

3 — Step 1: Detecting the Initial Breakout
Bullish breakout → close above rangeHigh → flag breakoutUp is set to true.

Bearish breakout → close below rangeLow → flag breakoutDown is set to true.

No trade yet — this is just the breakout signal.

4 — Step 2: Waiting for the Retest
If a bullish breakout occurred, wait for the price to return to or slightly below rangeHigh and then close back above it.

If a bearish breakout occurred, wait for the price to return to or slightly above rangeLow and then close back below it.

5 — Entry & Exit
When the retest is confirmed:

strategy.entry() is triggered.

SL = behind the retest confirmation candle (with optional bufTicks margin).

TP = entry price ± RR × risk size.

If onePerSess is enabled, no further trades happen until the next Asian session.

6 — Chart Display
Green line = locked Asian session high.

Red line = locked Asian session low.

Light blue background = active Asian session hours.

Trade entries are shown on the chart when retests occur.

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Pine Script Source

//@version=6
strategy("Breakout Session Asiatique avec Retest (RR modifiable)", overlay=true,
     initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=1)

// -------------------- Inputs
sess1      = input.session("2000-2359", "Session Asie (partie 1)")
sess2      = input.session("0000-0800", "Session Asie (partie 2)")
rr         = input.float(3.0, "Risk/Reward (TP = RR × risque)", step=0.1, minval=0.1)
onePerSess = input.bool(true, "Un seul trade par session asiatique")
bufTicks   = input.int(0, "Marge SL (en ticks) derrière la bougie", minval=0)

// -------------------- Détection session asiatique
inSess1 = not na(time(timeframe.period, sess1))
inSess2 = not na(time(timeframe.period, sess2))
inAsia  = inSess1 or inSess2

// -------------------- Variables persistantes
var float asiaHigh   = na
var float asiaLow    = na
var float rangeHigh  = na
var float rangeLow   = na
var bool  asiaActive = false
var bool  traded     = false
var bool  breakoutUp   = false
var bool  breakoutDown = false

// -------------------- Construction du range asiatique
if inAsia
    if not asiaActive
        // Reset au début
        asiaHigh   := high
        asiaLow    := low
        asiaActive := true
        traded     := false
        breakoutUp   := false
        breakoutDown := false
    else
        asiaHigh := math.max(asiaHigh, high)
        asiaLow  := math.min(asiaLow,  low)
else
    // Fin de session : on fige le range
    if asiaActive
        rangeHigh  := asiaHigh
        rangeLow   := asiaLow
        asiaActive := false

// -------------------- Étape 1 : Détection de cassure initiale
if not inAsia and not na(rangeHigh) and not breakoutUp and ta.crossover(close, rangeHigh)
    breakoutUp := true

if not inAsia and not na(rangeLow) and not breakoutDown and ta.crossunder(close, rangeLow)
    breakoutDown := true

// -------------------- Étape 2 : Attente du retest
longRetest  = breakoutUp   and low <= rangeHigh and close > rangeHigh
shortRetest = breakoutDown and high >= rangeLow and close < rangeLow

// -------------------- SL/TP et entrée
tick    = syminfo.mintick
buf     = bufTicks * tick

if longRetest and (strategy.position_size == 0) and (not traded or not onePerSess)
    entryPrice = close
    slPrice    = low - buf
    risk       = entryPrice - slPrice
    if risk > 0
        tpPrice = entryPrice + rr * risk
        strategy.entry("Long", strategy.long)
        strategy.exit("L-Exit", from_entry="Long", stop=slPrice, limit=tpPrice)
        traded := true
        breakoutUp := false

if shortRetest and (strategy.position_size == 0) and (not traded or not onePerSess)
    entryPrice = close
    slPrice    = high + buf
    risk       = slPrice - entryPrice
    if risk > 0
        tpPrice = entryPrice - rr * risk
        strategy.entry("Short", strategy.short)
        strategy.exit("S-Exit", from_entry="Short", stop=slPrice, limit=tpPrice)
        traded := true
        breakoutDown := false

// -------------------- Visuels
plot(rangeHigh, "Haut Asie", color=color.new(color.green, 0), linewidth=2)
plot(rangeLow,  "Bas Asie",  color=color.new(color.red,   0), linewidth=2)
bgcolor(inAsia ? color.new(color.blue, 90) : na)