Block-Based Visual Logic Builder Framework (Modular Strategy Template)

This strategy demonstrates a modular, block-based approach to strategy design in Pine Script. While TradingView does not support true drag-and-drop strategy builders, this script is structured to simulate a visual logic builder by separating trading logic into independent, configurable blocks.

Each block represents a conceptual component (trend, momentum, volatility, session, and risk), allowing users to enable, disable, or modify individual modules for testing and experimentation.

Visual Logic Builder Concept

The strategy is organized into distinct logic blocks:

• Session Block - controls when trades are allowed
• Trend Block - defines directional bias
• Momentum Block - confirms directional strength
• Volatility Block - filters for sufficient market movement
• Risk Block - standardized ATR-based stop and target logic

This structure mirrors how visual trading systems and drag-and-drop interfaces organize logic into reusable components.

How It Works

Market conditions are evaluated through separate logic blocks.
Each block can be enabled or disabled using inputs.
Final entry decisions are based on the combined output of active blocks.
All exits are managed through a centralized risk block using ATR-based stops and fixed risk-reward.

Purpose

This script is intended as a structural template for building and testing modular trading systems. It emphasizes clarity, execution realism, and repeatable logic rather than optimization or signal density.

Usage Notes

Results depend on symbol, timeframe, volatility regime, and selected block settings. Users are encouraged to experiment with different combinations of blocks and validate behavior across multiple markets before relying on any configuration.

//@version=6
strategy(
    "Block-Based Visual Logic Builder Framework",
    overlay=true,
    initial_capital=100000,
    default_qty_type=strategy.percent_of_equity,
    default_qty_value=5,
    commission_type=strategy.commission.percent,
    commission_value=0.05,
    slippage=1
)

// ─────────────────────
// BLOCK TOGGLES
// ─────────────────────
useTrendBlock    = input.bool(true,  "Enable Trend Block")
useMomentumBlock = input.bool(true,  "Enable Momentum Block")
useVolBlock      = input.bool(true,  "Enable Volatility Block")
useSessionBlock  = input.bool(true,  "Enable Session Block")

// ─────────────────────
// INPUTS
// ─────────────────────
emaFastLen = input.int(50,  "Fast EMA")
emaSlowLen = input.int(200, "Slow EMA")

rsiLen = input.int(14, "RSI Length")
rsiMid = input.float(50, "RSI Midline")

atrLen = input.int(14, "ATR Length")
slMult = input.float(1.5, "Stop ATR Multiplier")
rr     = input.float(2.0, "Risk-Reward")

tradeSession = input.session("0930-1600", "Trade Session")

// ─────────────────────
// INDICATORS
// ─────────────────────
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
rsiVal  = ta.rsi(close, rsiLen)
atrVal  = ta.atr(atrLen)

// ─────────────────────
// BLOCKS
// ─────────────────────
sessionOk = not na(time(timeframe.period, tradeSession))
sessionPass = useSessionBlock ? sessionOk : true

trendUp   = close > emaSlow
trendDown = close < emaSlow
trendPassLong  = useTrendBlock ? trendUp   : true
trendPassShort = useTrendBlock ? trendDown : true

momentumLong  = rsiVal > rsiMid
momentumShort = rsiVal < rsiMid
momentumPassLong  = useMomentumBlock ? momentumLong  : true
momentumPassShort = useMomentumBlock ? momentumShort : true

volOk   = atrVal > ta.sma(atrVal, 50)
volPass = useVolBlock ? volOk : true

// ─────────────────────
// FINAL ENTRY LOGIC (SINGLE LINE — NO ERRORS)
// ─────────────────────
longCond  = sessionPass and trendPassLong and momentumPassLong and volPass and strategy.position_size == 0
shortCond = sessionPass and trendPassShort and momentumPassShort and volPass and strategy.position_size == 0

if longCond
    strategy.entry("Long", strategy.long)

if shortCond
    strategy.entry("Short", strategy.short)

// ─────────────────────
// RISK BLOCK
// ─────────────────────
longStop  = strategy.position_avg_price - atrVal * slMult
longLimit = strategy.position_avg_price + atrVal * slMult * rr

shortStop  = strategy.position_avg_price + atrVal * slMult
shortLimit = strategy.position_avg_price - atrVal * slMult * rr

strategy.exit("Long Exit",  "Long",  stop=longStop,  limit=longLimit)
strategy.exit("Short Exit", "Short", stop=shortStop, limit=shortLimit)

// ─────────────────────
// VISUALS
// ─────────────────────
plot(emaFast, "Fast EMA", color=color.orange)
plot(emaSlow, "Slow EMA", color=color.blue)