Basic Long Entry System

//@version=6
strategy("Basic Long Entry System", overlay=true)

// Parameters
lenA      = input.int(14, "Length A")
lenB      = input.int(14, "Length B")
threshA   = input.float(30.0, "Threshold A", step=1.0)
lenC      = input.int(16, "Length C")
threshB   = input.float(30.0, "Threshold B", step=1.0)
maxBars = input.int(32, "Max Bars to Hold (1-8 hours)", minval=4, maxval=32)

// --- Functions for calculation ---
func1(h, l, prev_close) =>
    math.max(h - l, math.max(math.abs(h - prev_close), math.abs(l - prev_close)))

func2(h, l, period) =>
    dm_plus = h - h[1]
    dm_minus = l[1] - l
    dm_plus := dm_plus < 0 ? 0 : dm_plus
    dm_minus := dm_minus < 0 ? 0 : dm_minus
    dm_plus := dm_plus <= dm_minus ? 0 : dm_plus
    tr = func1(h, l, h[1])
    atr = ta.ema(tr, period)
    dm_plus_ema = ta.ema(dm_plus, period)
    di_plus = atr != 0 ? 100 * dm_plus_ema / atr : 0
    di_plus

func3(h, l, period) =>
    dm_plus = h - h[1]
    dm_minus = l[1] - l
    dm_plus := dm_plus < 0 ? 0 : dm_plus
    dm_minus := dm_minus < 0 ? 0 : dm_minus
    dm_minus := dm_minus <= dm_plus ? 0 : dm_minus
    tr = func1(h, l, h[1])
    atr = ta.ema(tr, period)
    dm_minus_ema = ta.ema(dm_minus, period)
    di_minus = atr != 0 ? 100 * dm_minus_ema / atr : 0
    di_minus

func4(di_plus, di_minus, period) =>
    di_plus_prev = di_plus[1]
    di_minus_prev = di_minus[1]
    sum_di = di_plus_prev + di_minus_prev
    dx = sum_di != 0 ? 100 * math.abs(di_plus_prev - di_minus_prev) / sum_di : 0
    adx = ta.ema(dx, period)
    adx

func5() =>
    val1 = request.security(syminfo.tickerid, "240", high, barmerge.gaps_off, barmerge.lookahead_on)
    val2 = request.security(syminfo.tickerid, "240", low, barmerge.gaps_off, barmerge.lookahead_on)
    val3 = request.security(syminfo.tickerid, "240", close, barmerge.gaps_off, barmerge.lookahead_on)
    di_plus = func2(val1, val2, lenA)
    di_minus = func3(val1, val2, lenA)
    adx_val = func4(di_plus, di_minus, lenA)
    adx_prev = adx_val
    adx_prev2 = adx_val[1]
    ema_val = request.security(syminfo.tickerid, "240", ta.ema(close, lenB)[1], barmerge.gaps_off, barmerge.lookahead_on)
    close_val = request.security(syminfo.tickerid, "240", close[1], barmerge.gaps_off, barmerge.lookahead_on)
    moment = 0
    if adx_prev > threshA and adx_prev > adx_prev2
        moment := 0
    else if adx_prev > threshA and adx_prev < adx_prev2
        moment := 0
    else if adx_prev < threshA and adx_prev > adx_prev2
        moment := 0
    else
        moment := 4
    moment

// Calculation for H4
h4Val = func5()

// Fix H4 value at the start of a new 4-hour bar
var float fixedVal = na
changedVal = ta.change(time("240"))
if changedVal != 0
    fixedVal := request.security(syminfo.tickerid, "240", h4Val, barmerge.gaps_off, barmerge.lookahead_on)

// Select value for display
displayVal = timeframe.period == "15" ? fixedVal : h4Val


// Get technical indicators from H4 (fix values at the start of a new 4-hour bar)
var float fixed_rsi_42 = na
var float prev_fixed_rsi_42 = na
rsi_42 = request.security(syminfo.tickerid, "240", ta.rsi(close, 42), barmerge.gaps_off, barmerge.lookahead_on)
if changedVal != 0
    prev_fixed_rsi_42 := fixed_rsi_42
    fixed_rsi_42 := rsi_42


// 15-minute indicators (M15)
rsi_16 = ta.rsi(close, lenC)
rsi_16_prev = rsi_16[1]

long_cond = (fixedVal == 4) and rsi_16 < fixed_rsi_42 and rsi_16_prev > prev_fixed_rsi_42
// TP and SL
atr_val = ta.atr(96)  // Local ATR on M15
tp_dist = 5 * atr_val
sl_dist = 5 * atr_val

// Variables to track entry bar and TP/SL levels
var int entry_idx = na
var float entry_pr = na
var float tp_pr = na
var float sl_pr = na

// Entry on current candle
if long_cond and strategy.position_size == 0  // Check that no position exists
    strategy.entry("Long", strategy.long)
    entry_idx := bar_index
    entry_pr := close
    tp_pr := entry_pr + tp_dist
    sl_pr := entry_pr - sl_dist

// Update TP and SL for open position
if strategy.position_size > 0
    tp_pr := entry_pr + tp_dist  // Floating TP
    sl_pr := entry_pr - sl_dist  // Floating SL
    strategy.exit("TP/SL", "Long", limit=tp_pr, stop=sl_pr, comment="Floating TP/SL")

// Close position by time (if max_hold_bars passed)
if strategy.position_size > 0 and bar_index - entry_idx >= maxBars
    strategy.close("Long", comment="Time Exit")
    entry_idx := na
    entry_pr := na
    tp_pr := na
    sl_pr := na