Kill Zone Intraday Momentum Strategy by Lab106
By Lab106
Performance Metrics
- Author: Lab106
- Symbol: KRX:122630
- Timeframe: 15 minutes
- Net P&L: −1,604,700.56 KRW (−16.05%)
- Win Rate: 44.9%
- Profit Factor: 0.799
- Max Drawdown: 2,110,707.39 KRW (20.21%)
- Total Trades: 1,467
Description
"Re-published in full compliance with TradingView House Rules, featuring realistic risk management and backtesting parameters."This script is an intraday trend-following strategy optimized for the KOSPI market, specifically tested on KODEX 200 Leverage (122630). It utilizes the "Kill Zone" concept to determine the market's directional bias for the day.### Strategy LogicThe strategy focuses on the first hour of the Korean market opening (09:00 - 10:00 KST).Directional Identification: The script analyzes the 1-hour candle formed between 09:00 and 10:00.If the candle is Bullish (Close > Open), it establishes a LONG bias.If the candle is Bearish (Close < Open), it establishes a SHORT bias.Entry Timing: At exactly 10:00 AM, the strategy executes an entry based on the identified bias. Users can toggle between the 1H Close or the 15M Close for the entry price.Exit Strategy (EOD): To mitigate overnight gap risks, all positions are forcibly closed at a user-defined "End of Day" hour (Default: 15:00 KST).### Realistic Backtesting ParametersTo provide transparent and non-misleading results, this strategy adheres to strict risk management:Initial Capital: 10,000,000 KRWRisk Per Trade: 10% of total equity (Sustainable risk management).Cost Simulation: Includes a 0.04% commission and 2 ticks of slippage to reflect actual exchange conditions.Tested Symbol: Optimized for 122630 (KODEX 200 Leverage) on a 15-minute timeframe.### How to UseSet your chart timezone to Asia/Seoul.Apply the script to a lower timeframe (e.g., 15 minutes) to see the Kill Zone highlights and labels.Use the Dashboard on the top right to monitor real-time statistics like Win Rate and Net Profit.-------본 스크립트는 KOSPI 시장의 개장 초기 변동성(Kill Zone)을 활용한 일중 추세 추종 전략입니다. KODEX 200 레버리지(122630) 종목에서 자본금 1,000만 원을 기준으로 최적화되었습니다.9시부터 10시까지의 1시간봉 방향성을 바탕으로 당일의 매수/매도 우위를 판단하며, 장 마감 시점에 모든 포지션을 정리하여 오버나잇 리스크를 배제합니다. 하우스 룰 준수를 위해 자산의 10%만을 진입 수량으로 설정하고 수수료와 슬리피지를 반영하여 현실적인 백테스트 결과를 제공합니다.