If you already have a TradingView PineScript strategy, use Optimize your PineScript to paste it into a dedicated code window and start the PineScript optimizer workflow
Important: Optimization does not guarantee better future performance. Always review the converted strategy, check the logic, and test the result before relying on it.
Open the Strategy Agent
Go to the strategy creation screen in QuantPilot.
On the empty strategy screen, click Optimize your PineScript.
This button opens the Code to Strategy dialog, where you can paste your TradingView PineScript.
Paste your PineScript
In the Code to Strategy dialog, paste your TradingView PineScript into the code field.
The dialog supports PineScript input from TradingView. You can paste a full strategy script, including:
strategy declaration
inputs
entry conditions
exit conditions
plots
indicator calculations
Use a complete PineScript strategy when possible. Scripts that clearly define entries and exits are easier for QuantPilot to convert and optimize.
Convert and optimize the strategy
After pasting your PineScript, click Convert & optimize.
QuantPilot will send the script to the Strategy Agent and start the PineScript optimizer workflow.
This works like pasting PineScript directly into the strategy chat and clicking Run, but the Code to Strategy dialog makes the process easier.
What QuantPilot may do next
After the workflow starts, QuantPilot analyzes the PineScript.
Depending on your script, QuantPilot may help with:
converting PineScript logic into a QuantPilot strategy workflow
generating or updating QuantScript
running a backtest
reviewing strategy behavior
suggesting parameter changes
optimizing the strategy
The result depends on the PineScript code, selected market, date range, and strategy logic.
Example PineScript strategies you can try
The examples below are basic starter scripts. They are not trading recommendations and should not be treated as ready-to-use profitable strategies
Example 1: Simple RSI strategy
This strategy enters a long position when RSI crosses above the oversold level and closes the position when RSI crosses below the overbought level.
//@version=6
strategy("Simple RSI Strategy", overlay=false, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
rsiLength = input.int(14, "RSI Length")
oversold = input.int(30, "Oversold Level")
overbought = input.int(70, "Overbought Level")
rsi = ta.rsi(close, rsiLength)
longCondition = ta.crossover(rsi, oversold)
exitCondition = ta.crossunder(rsi, overbought)
if longCondition
strategy.entry("Long", strategy.long)
if exitCondition
strategy.close("Long")
plot(rsi, title="RSI")
hline(oversold, "Oversold")
hline(overbought, "Overbought")
Example 2: Simple EMA crossover strategy
This strategy enters long when the fast EMA crosses above the slow EMA and enters short when the fast EMA crosses below the slow EMA.
//@version=6
strategy("Simple EMA Crossover Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
fastLength = input.int(9, "Fast EMA Length")
slowLength = input.int(21, "Slow EMA Length")
fastEMA = ta.ema(close, fastLength)
slowEMA = ta.ema(close, slowLength)
longCondition = ta.crossover(fastEMA, slowEMA)
shortCondition = ta.crossunder(fastEMA, slowEMA)
if longCondition
strategy.entry("Long", strategy.long)
if shortCondition
strategy.entry("Short", strategy.short)
plot(fastEMA, title="Fast EMA")
plot(slowEMA, title="Slow EMA")
Example 3: Simple Bollinger Bands strategy
This strategy enters long when price crosses back above the lower band and enters short when price crosses back below the upper band.
//@version=6
strategy("Simple Bollinger Bands Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
length = input.int(20, "BB Length")
mult = input.float(2.0, "BB Multiplier")
basis = ta.sma(close, length)
dev = mult * ta.stdev(close, length)
upper = basis + dev
lower = basis - dev
longCondition = ta.crossover(close, lower)
shortCondition = ta.crossunder(close, upper)
if longCondition
strategy.entry("Long", strategy.long)
if shortCondition
strategy.entry("Short", strategy.short)
plot(basis, title="Middle Band")
plot(upper, title="Upper Band")
plot(lower, title="Lower Band")
Tips before optimizing PineScript
Before clicking Convert & optimize, check that your PineScript:
is complete enough for QuantPilot to understand the strategy logic
uses clear entry and exit rules
does not depend on missing external code
has readable input names and condition names
is a strategy script, not only an indicator script, when possible
If the script is incomplete or unclear, QuantPilot may ask for more information or the result may need more manual review.
Review the converted strategy
After QuantPilot converts or optimizes the strategy, review the output before saving or using it.
Check:
whether the strategy logic matches your original PineScript idea
whether entries and exits were interpreted correctly
whether parameters were changed
whether the backtest date range is appropriate
whether the results look realistic
whether the strategy may be overfitted to historical data
A strong-looking backtest does not mean the strategy will work the same way in live markets.
Learn more
To understand how backtesting works in QuantPilot, including what is included, what may not be fully reflected, performance metrics, strategy versions, and limitations, see Backtesting in QuantPilot: what is and isn’t included.