Chart any market and backtest your strategy on real prices.

One strategy, four languages

const trend = ta.ema(close, trendLen);
const rsi   = ta.rsi(close, rsiLen);
const atr   = ta.atr(atrLen);

const inUptrend  = trend > 0 && close > trend;
const pulledBack = rsi < rsiDip;
const turningUp  = close > hist(close, 1);

if (inUptrend && pulledBack && turningUp && atr > 0) {
  strategy.long({ stop: close - stopAtr * atr, trail: trailAtr });
}

trend = ta.ema(close, trendLen)
rsi   = ta.rsi(close, rsiLen)
atr   = ta.atr(atrLen)

inUptrend  = trend > 0 and close > trend
pulledBack = rsi < rsiDip
turningUp  = close > close[1]

if inUptrend and pulledBack and turningUp and atr > 0
    strategy.long(stop = close - stopAtr * atr, trail = trailAtr)

trend = ta.ema(close, trend_len)
rsi   = ta.rsi(close, rsi_len)
atr   = ta.atr(atr_len)

in_uptrend  = trend > 0 and close > trend
pulled_back = rsi < rsi_dip
turning_up  = close > hist(close, 1)

if in_uptrend and pulled_back and turning_up and atr > 0:
    strategy.long({
        "stop":  close - stop_atr * atr,
        "trail": trail_atr,
    })

auto trend = ta.ema(close, trendLen);
auto rsi   = ta.rsi(close, rsiLen);
auto atr   = ta.atr(atrLen);

bool inUptrend  = trend > 0 && close > trend;
bool pulledBack = rsi < rsiDip;
bool turningUp  = close > hist(close, 1);

if (inUptrend && pulledBack && turningUp && atr > 0) {
    strategy.long({ stop: close - stopAtr * atr, trail: trailAtr });
}

The entry rule from the Lab's example. All four versions produce exactly the same trades.