1-Min Gold Taylor Technique

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © YourTradingName

//@version=6
strategy("1-Min Gold Taylor Technique", 
         overlay=true, 
         initial_capital=10000,
         default_qty_type=strategy.percent_of_equity,
         default_qty_value=100,
         commission_type=strategy.commission.percent,
         commission_value=0.02,
         slippage=2,
         pyramiding=0)

// ═══════════════════════════════════════════════════════════
// 📊 INPUTS
// ═══════════════════════════════════════════════════════════

// Risk Management
riskRewardRatio = input.float(3.0, "Risk:Reward Ratio", minval=1.0, maxval=10.0, step=0.5, group="Risk Management")
stopLossPoints = input.float(6.0, "Stop Loss (Points)", minval=1.0, maxval=20.0, step=0.5, group="Risk Management")
useTrailingStop = input.bool(false, "Use Trailing Stop", group="Risk Management")

// Session Times (GMT)
asianStart = input.int(0, "Asian Session Start (GMT)", minval=0, maxval=23, group="Session Times")
asianEnd = input.int(5, "Asian Session End (GMT)", minval=0, maxval=23, group="Session Times")
londonStart = input.int(6, "London Start (GMT)", minval=0, maxval=23, group="Session Times")
nyStart = input.int(13, "NY Continuation (GMT)", minval=0, maxval=23, group="Session Times")
nyEnd = input.int(17, "Trading Day End (GMT)", minval=0, maxval=23, group="Session Times")

// Indicator Settings
atrLength = input.int(14, "ATR Length", minval=1, group="Indicators")
atrMultiplier = input.float(2.0, "ATR Multiplier (SuperTrend)", minval=0.5, maxval=5.0, step=0.5, group="Indicators")
emaLength = input.int(20, "EMA Length", minval=1, group="Indicators")
sweepBufferPoints = input.float(2.0, "Sweep Buffer (Points)", minval=0.5, maxval=10.0, step=0.5, group="Indicators")

// Visual Settings
showAsianBox = input.bool(true, "Show Asian Range Box", group="Visuals")
showVWAP = input.bool(true, "Show VWAP", group="Visuals")
showEMA = input.bool(true, "Show 20 EMA", group="Visuals")
showPrevDayLevels = input.bool(true, "Show Previous Day High/Low", group="Visuals")

// ═══════════════════════════════════════════════════════════
// 🕒 SESSION DETECTION
// ═══════════════════════════════════════════════════════════

currentHour = hour(time, "GMT")
currentMinute = minute(time, "GMT")

// Session checks
isAsianSession = currentHour >= asianStart and currentHour < asianEnd
isLondonSession = currentHour >= londonStart and currentHour < nyStart
isNYSession = currentHour >= nyStart and currentHour < nyEnd
isTradingHours = isLondonSession or isNYSession

// ═══════════════════════════════════════════════════════════
// 📦 ASIAN RANGE CALCULATION
// ═══════════════════════════════════════════════════════════

var float asianHigh = na
var float asianLow = na
var float asianMid = na

// Detect day change (must be called on every bar and converted to bool)
newDay = ta.change(time("D")) != 0

// Reset and track Asian range
if isAsianSession
    if na(asianHigh) or newDay
        asianHigh := high
        asianLow := low
    else
        asianHigh := math.max(asianHigh, high)
        asianLow := math.min(asianLow, low)
    asianMid := (asianHigh + asianLow) / 2

// Carry forward Asian range throughout the day
if not isAsianSession and na(asianHigh[1]) == false
    asianHigh := asianHigh[1]
    asianLow := asianLow[1]
    asianMid := asianMid[1]

// ═══════════════════════════════════════════════════════════
// 📈 PREVIOUS DAY HIGH/LOW
// ═══════════════════════════════════════════════════════════

var float prevDayHigh = na
var float prevDayLow = na

if newDay
    prevDayHigh := high[1]
    prevDayLow := low[1]
else if not na(prevDayHigh)
    prevDayHigh := prevDayHigh[1]
    prevDayLow := prevDayLow[1]

// ═══════════════════════════════════════════════════════════
// 📊 INDICATORS
// ═══════════════════════════════════════════════════════════

// VWAP (Session-based, resets daily)
vwapValue = ta.vwap(close)

// 20 EMA
ema20 = ta.ema(close, emaLength)

// SuperTrend for dot signals
atr = ta.atr(atrLength)
upperBand = hl2 + (atrMultiplier * atr)
lowerBand = hl2 - (atrMultiplier * atr)

var float supertrend = na
var int direction = 1

prevSupertrend = supertrend[1]
prevDirection = direction[1]

if na(supertrend[1])
    supertrend := lowerBand
    direction := 1
else
    if prevDirection == 1
        supertrend := close < prevSupertrend ? upperBand : math.max(lowerBand, prevSupertrend)
    else
        supertrend := close > prevSupertrend ? lowerBand : math.min(upperBand, prevSupertrend)
    
    direction := close > supertrend ? 1 : -1

supertrendBullish = direction == 1
supertrendBearish = direction == -1
supertrendFlipBullish = supertrendBullish and not supertrendBullish[1]
supertrendFlipBearish = supertrendBearish and not supertrendBearish[1]

// ═══════════════════════════════════════════════════════════
// 🎯 LIQUIDITY SWEEP DETECTION
// ═══════════════════════════════════════════════════════════

sweepBuffer = sweepBufferPoints * syminfo.mintick

// Sweep detection
asianLowSwept = not na(asianLow) and low <= (asianLow - sweepBuffer) and close > asianLow
asianHighSwept = not na(asianHigh) and high >= (asianHigh + sweepBuffer) and close < asianHigh

prevDayLowSwept = not na(prevDayLow) and low <= (prevDayLow - sweepBuffer) and close > prevDayLow
prevDayHighSwept = not na(prevDayHigh) and high >= (prevDayHigh + sweepBuffer) and close < prevDayHigh

// Combined sweep conditions
bullishSweep = (asianLowSwept or prevDayLowSwept) and isTradingHours
bearishSweep = (asianHighSwept or prevDayHighSwept) and isTradingHours

// ═══════════════════════════════════════════════════════════
// 📍 ENTRY CONDITIONS
// ═══════════════════════════════════════════════════════════

// LONG Setup (Taylor Reversal → Distribution)
longCondition1_Sweep = bullishSweep
longCondition2_Reversal = low < low[1] and close > low[1]  // Rejection wick
longCondition3_SuperTrend = supertrendFlipBullish or (supertrendBullish and supertrendBullish[1])
longCondition4_VWAPReclaim = close > vwapValue or close > ema20

longEntry = longCondition1_Sweep and longCondition2_Reversal and longCondition3_SuperTrend and longCondition4_VWAPReclaim and isTradingHours

// SHORT Setup (Mirror Logic)
shortCondition1_Sweep = bearishSweep
shortCondition2_Reversal = high > high[1] and close < high[1]  // Rejection wick
shortCondition3_SuperTrend = supertrendFlipBearish or (supertrendBearish and supertrendBearish[1])
shortCondition4_VWAPReject = close < vwapValue or close < ema20

shortEntry = shortCondition1_Sweep and shortCondition2_Reversal and shortCondition3_SuperTrend and shortCondition4_VWAPReject and isTradingHours

// ═══════════════════════════════════════════════════════════
// 💰 POSITION MANAGEMENT
// ═══════════════════════════════════════════════════════════

var float longStopLoss = na
var float longTP1 = na
var float longTP2 = na
var float longTP3 = na

var float shortStopLoss = na
var float shortTP1 = na
var float shortTP2 = na
var float shortTP3 = na

// Calculate position sizes and levels for LONG
if longEntry and strategy.position_size == 0
    longStopLoss := low - (stopLossPoints * syminfo.mintick)
    riskDistance = close - longStopLoss
    
    // Targets
    longTP1 := close + (riskDistance * riskRewardRatio * 0.33)  // VWAP
    longTP2 := close + (riskDistance * riskRewardRatio * 0.66)  // Asian Mid
    longTP3 := close + (riskDistance * riskRewardRatio)         // Asian High/PDH
    
    strategy.entry("LONG", strategy.long)
    strategy.exit("TP1", from_entry="LONG", limit=longTP1, stop=longStopLoss, qty_percent=33)
    strategy.exit("TP2", from_entry="LONG", limit=longTP2, stop=longStopLoss, qty_percent=33)
    strategy.exit("TP3", from_entry="LONG", limit=longTP3, stop=longStopLoss, qty_percent=34)

// Calculate position sizes and levels for SHORT
if shortEntry and strategy.position_size == 0
    shortStopLoss := high + (stopLossPoints * syminfo.mintick)
    riskDistance = shortStopLoss - close
    
    // Targets
    shortTP1 := close - (riskDistance * riskRewardRatio * 0.33)
    shortTP2 := close - (riskDistance * riskRewardRatio * 0.66)
    shortTP3 := close - (riskDistance * riskRewardRatio)
    
    strategy.entry("SHORT", strategy.short)
    strategy.exit("TP1", from_entry="SHORT", limit=shortTP1, stop=shortStopLoss, qty_percent=33)
    strategy.exit("TP2", from_entry="SHORT", limit=shortTP2, stop=shortStopLoss, qty_percent=33)
    strategy.exit("TP3", from_entry="SHORT", limit=shortTP3, stop=shortStopLoss, qty_percent=34)

// Close all positions at end of trading day
if currentHour >= nyEnd and strategy.position_size != 0
    strategy.close_all("EOD Close")

// ═══════════════════════════════════════════════════════════
// 🎨 VISUAL ELEMENTS
// ═══════════════════════════════════════════════════════════

// Asian Range Box
var box asianBox = na
if showAsianBox and not na(asianHigh) and not na(asianLow)
    if not isAsianSession and isAsianSession[1]
        // Delete old box and create new one
        if not na(asianBox)
            box.delete(asianBox)
        asianBox := box.new(
             left=bar_index - 1, 
             top=asianHigh, 
             right=bar_index, 
             bottom=asianLow,
             border_color=color.new(color.yellow, 50),
             bgcolor=color.new(color.yellow, 90),
             border_width=1,
             extend=extend.right
         )
    else if not na(asianBox)
        box.set_right(asianBox, bar_index)

// Asian Midline
plot(showAsianBox and not na(asianMid) ? asianMid : na, 
     "Asian Mid", 
     color=color.new(color.orange, 30), 
     style=plot.style_circles,
     linewidth=1)

// Previous Day Levels
plot(showPrevDayLevels ? prevDayHigh : na, 
     "PDH", 
     color=color.new(color.red, 40), 
     style=plot.style_cross,
     linewidth=2)

plot(showPrevDayLevels ? prevDayLow : na, 
     "PDL", 
     color=color.new(color.green, 40), 
     style=plot.style_cross,
     linewidth=2)

// VWAP
plot(showVWAP ? vwapValue : na, 
     "VWAP", 
     color=color.new(color.blue, 0), 
     linewidth=2)

// 20 EMA
plot(showEMA ? ema20 : na, 
     "20 EMA", 
     color=color.new(color.purple, 0), 
     linewidth=1)

// SuperTrend (Dots)
plotshape(supertrendBullish ? supertrend : na, 
          "Bullish Dot", 
          shape.circle, 
          location.absolute, 
          color.new(color.lime, 0), 
          size=size.tiny)

plotshape(supertrendBearish ? supertrend : na, 
          "Bearish Dot", 
          shape.circle, 
          location.absolute, 
          color.new(color.red, 0), 
          size=size.tiny)

// Entry Signals
plotshape(longEntry, 
          "Long Signal", 
          shape.triangleup, 
          location.belowbar, 
          color.new(color.green, 0), 
          size=size.small,
          text="LONG")

plotshape(shortEntry, 
          "Short Signal", 
          shape.triangledown, 
          location.abovebar, 
          color.new(color.red, 0), 
          size=size.small,
          text="SHORT")

// ═══════════════════════════════════════════════════════════
// 📊 SESSION BACKGROUND COLORS
// ═══════════════════════════════════════════════════════════

asianBg = isAsianSession ? color.new(color.gray, 95) : na
londonBg = isLondonSession ? color.new(color.orange, 97) : na
nyBg = isNYSession ? color.new(color.blue, 97) : na

bgcolor(asianBg, title="Asian Session")
bgcolor(londonBg, title="London Session")
bgcolor(nyBg, title="NY Session")

// ═══════════════════════════════════════════════════════════
// 📋 ALERTS
// ═══════════════════════════════════════════════════════════

alertcondition(longEntry, title="Long Entry Signal", message="🟢 LONG: Taylor Reversal Setup")
alertcondition(shortEntry, title="Short Entry Signal", message="🔴 SHORT: Taylor Reversal Setup")
alertcondition(bullishSweep, title="Bullish Sweep Detected", message="💎 Asian/PDL Swept - Watch for Long")
alertcondition(bearishSweep, title="Bearish Sweep Detected", message="💎 Asian/PDH Swept - Watch for Short")