Leverage Strategy Shell ★ Oberlunar

Leverage Strategy Shell ★ Oberlunar at a glance

Kind of rule	A rule of its own (rules-based)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	9 cells: 9 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

Leverage Strategy Shell ★ Oberlunar backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How Leverage Strategy Shell ★ Oberlunar works

Rules in this group usually work like this. This one does not sit in the usual groups. The buy and sell lines below are what it is. Read it the same way as the others: what it assumes, how many trades it took, and what happened on many coins and chart speeds rather than on one. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed size of 1. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when cast int (Signal Source (close)) equals 1 and the previous cast int (Signal Source (close)) differs from 1 and (the bar index − last signal bar) is at or above Cooldown (bars) (1) and no long position is open and the larger of 0 and the smaller of fs (quantity raw, (getattr (syminfo, 'mincontract', None) or 1)) and quantity marg is above 0.
• Enters short when cast int (Signal Source (close)) equals −1 and the previous cast int (Signal Source (close)) differs from −1 and (the bar index − last signal bar) is at or above Cooldown (bars) (1) and no short position is open and the larger of 0 and the smaller of fs (quantity raw, (getattr (syminfo, 'mincontract', None) or 1)) and quantity marg is above 0.
• On entry, places a stop at (Stop Source (0=internal) (close) when ext stop ok, else (the close + ((direction × ATR) × ATR Mult (1.5)))), a target at (TP Source (0=none) (close) when ext tpok, else undefined).
• On entry, places a stop at (Stop Source (0=internal) (close) when ext stop ok, else (the close + ((direction × ATR) × ATR Mult (1.5)))), a target at (TP Source (0=none) (close) when ext tpok, else undefined).
• Closes the position when cast int (Signal Source (close)) equals 2 and a long position is open.
• Closes the position when cast int (Signal Source (close)) equals −2 and a short position is open.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR
A second chart speed	Yes. It also looks at a second chart speed.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses a fixed size of 1.
Cost the author assumed	The author assumed a trading cost of 5 per contract.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Signal Source	close	🔌 Signal
Stop Source (0=internal)	close	🔌 Signal
TP Source (0=none)	close	🔌 Signal
Cooldown (bars)	1	🔌 Signal
Account Capital	10000	💰 Account
Risk % per Trade	1	💰 Account
Account Currency	USD	💱 Currency
Symbol P&L Currency	USD	💱 Currency
Commission Type	Per Order	⚙️ Params
Commission Value	5	⚙️ Params
Slippage (ticks)	2	⚙️ Params
Leverage 1:___	100	⚙️ Params
Std Lot Size (0=auto)	0	⚙️ Params
Expected RT Orders	2	⚙️ Params
Internal Stop Model	ATR x	🎯 Stop
ATR Mult	1.5	🎯 Stop
% Stop	1	🎯 Stop
Show Multi-Risk	on	📋 Display
Show Path Sampler (baseline)	off	📋 Display
Table Position	Bottom Left	📋 Display
Text Size	small	📋 Display
Sampler LTF (min)	5	⏱️ Sampler
Probe Spacing	25	⏱️ Sampler

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 9 cells, and it placed no trades.

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	9
Cells that placed a trade	0
Finished above zero	0

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is what the rule assumes, how many trades it took, and what happened across coins and chart speeds rather than in one cell.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about Leverage Strategy Shell ★ Oberlunar

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators Leverage Strategy Shell ★ Oberlunar uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops

"Leverage Strategy Shell ★ Oberlunar" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.