40 SMA Scaling Strategy

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This trend-following strategy focuses on capturing momentum when price breaks above the 40-period Simple Moving Average (SMA) while utilizing a systematic scale-out (Take Profit) approach to lock in gains during extended runs.

Strategy Logic
Entry: Opens a Long position with 100% of current equity when the price closes above the 40 SMA. This ensures maximum capital efficiency at the start of a new perceived trend.

Scaling Take Profits: To reduce risk as the trade progresses, the strategy automatically closes 25% of the initial position for every 1% increase in price from the entry point.

Exit: The entire remaining position is closed immediately if the price closes below the 40 SMA, acting as a trailing stop that adapts to the moving average.

Key Features
Capital-Efficient: Starts with a full account allocation to maximize exposure to the initial breakout.

Systematic De-risking: By scaling out in 25% increments, the strategy banks profits early while leaving a portion of the trade active for potential "moon shots."

Trend-Following Exit: Uses a classic SMA filter to exit, aiming to stay in the trade as long as the medium-term trend remains bullish.

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Pine Script Source

//@version=5
strategy("40 SMA Scaling Strategy", overlay=true, initial_capital=100000, default_qty_type=strategy.cash, default_qty_value=100000)

// --- Inputs ---
smaLength = input.int(40, "SMA Length")
tpStepPercent = input.float(1.0, "TP Step % (e.g., 1% increase)") / 100
tpSizePercent = input.float(25.0, "TP Size % (Percent of INITIAL position)") / 100

// --- Calculations ---
smaValue = ta.sma(close, smaLength)

// --- Logic Variables ---
var float entryPrice = na
var int tpCount = 0

// --- Entry Logic ---
// Open 100% of equity on a close above the 40 SMA
if (ta.crossover(close, smaValue) and strategy.position_size == 0)
    entryPrice := close
    tpCount := 0
    strategy.entry("Long", strategy.long, qty=strategy.equity / close)

// --- Exit Logic ---
if (strategy.position_size > 0)
    // 1. Close out everything if price closes below the 40 SMA
    if (close < smaValue)
        strategy.close("Long", comment="Exit: Below SMA")
        entryPrice := na

    // 2. Take Profit: 25% of original position every 1% increase
    // We calculate the next target price based on the step (1%, 2%, 3%, etc)
    float nextTPTarget = entryPrice * (1 + (tpStepPercent * (tpCount + 1)))
    
    if (high >= nextTPTarget)
        tpCount += 1
        // We close 25% of the original entry quantity
        strategy.exit("TP " + str.tostring(tpCount), "Long", limit=nextTPTarget, qty_percent=25)

// --- Visualization ---
plot(smaValue, color=color.blue, title="40 SMA")
plot(strategy.position_size > 0 ? entryPrice : na, color=color.gray, style=plot.style_linebr, title="Entry Line")