SMC ICT Backtest XAUUSD + MNQ

It's a Pine Script v5 strategy named "SMC ICT Backtest XAUUSD + MNQ" that backtests a supply/demand / Smart Money Concepts (SMC) style entry logic. Runs with initial capital $10,000, 0.01% commission, no pyramiding, and processes orders on bar close. Key components

Sessions: defines trading allowed only during London (07:00–10:00) or New York (12:30–16:00) session bars. Swings: detects pivot highs/lows using ta.pivothigh / ta.pivotlow with a user input swingLen (default 5) and stores the last confirmed pivot high/low. Liquidity sweeps: bullSweep: current low breaks below last pivot low and the close reclaims above that pivot low (liquidity grab below support). bearSweep: current high breaks above last pivot high and close falls back below that pivot high. MSS (Market Structure Shift) filters: bullMSS: bullSweep plus close > previous bar high (high[1]). bearMSS: bearSweep plus close < previous bar low (low[1]). FVG (Fair Value Gap) filter: bullFVG: current low > high[2] (i.e., a gap / imbalance to the upside). bearFVG: current high < low[2] (gap to the downside). Entries: Long when tradeSession AND bullMSS AND bullFVG. Short when tradeSession AND bearMSS AND bearFVG. Risk management: Stop-loss for long = current bar low; for short = current bar high. Position size default (strategy.entry) uses account sizing defaults (no explicit size defined). Take-profit is set at Risk * rr (input; default 2.0) from entry. Orders: entry + paired exit (strategy.exit with stop and limit for each side). Visuals: plots triangle up/down for long/short signals. Notes, assumptions, and cautions

The script name references XAUUSD and MNQ but contains no symbol-specific logic — it will run on whatever chart you attach it to. Uses pivots that require swingLen bars of confirmation; results depend strongly on chart timeframe and swingLen. Stop is set to the full low/high of the signal bar — that may be wide; position sizing should account for risk per trade. FVG and MSS rules are implemented in a simple way (comparisons to specific bars); you may want to refine definitions for your edge. No explicit position sizing or instrument correlation handling; add sizing rules if needed.