OPEN-SOURCE SCRIPT

Kill Zone Intraday Momentum Strategy

318
"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 Logic
The 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 Parameters
To provide transparent and non-misleading results, this strategy adheres to strict risk management:

Initial Capital: 10,000,000 KRW

Risk 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 Use
Set 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.

免責聲明

這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。