C41 Core Strategy v2

// Copyright (c) 2026 Capital41 | MIT License
// C41 CORE STRATEGY v2 (MA + RSI + W%R)

// What it does:
// - Minimal strategy using only moving average trend, RSI, and Williams %R.
// - Enters when all three conditions align in the same direction.
// - Exits on MA failure, opposite setup, or ATR-based TP/SL.
// - Designed as a simpler baseline next to Fusion strategies.
//
// v2 changes:
// - FIXED: Commission increased from 0.01% to 0.075% (realistic for crypto exchanges).
// - ADDED: ATR-based stop-loss and take-profit with entry-locked ATR values.
//   The ATR is captured at entry time and does NOT shift on subsequent bars.
// - ADDED: Configurable risk-reward ratio for TP target.
//
// TradingView setup:
// 1) Open TradingView -> Pine Editor.
// 2) Paste this script, Save, and Add to chart.
// 3) Use 30m on BTC or US stocks.
// 4) Keep defaults first, then tune MA/RSI/W%R thresholds.
//
// Usage guide (30m):
// - Long entry: close above MA + RSI long condition + W%R long condition.
// - Short entry: close below MA + RSI short condition + W%R short condition.
// - Exit when trend fails, opposite setup appears, or ATR TP/SL is hit.



//@version=6

strategy("C41 Core Strategy v2", overlay = true, pyramiding = 0,
         initial_capital = 10000, commission_type = strategy.commission.percent, commission_value = 0.075)

// Inputs
maType      = input.string("EMA", "MA type", options = ["EMA", "SMA"])
maLen       = input.int(50, "MA length", minval = 5)
showMA      = input.bool(true, "Show MA")

rsiLen      = input.int(14, "RSI length", minval = 2)
rsiOB       = input.int(65, "RSI overbought", minval = 50, maxval = 90)
rsiOS       = input.int(35, "RSI oversold", minval = 10, maxval = 50)

wrLen       = input.int(14, "Williams %R length", minval = 2)
wrOB        = input.float(-20.0, "W%R overbought")
wrOS        = input.float(-80.0, "W%R oversold")

requireTurn = input.bool(true, "Require RSI/W%R turn")

// v2: Risk management inputs
useAtrRisk  = input.bool(true, "Use ATR TP/SL")
atrLen      = input.int(14, "ATR length", minval = 1)
atrStopMult = input.float(2.0, "ATR stop multiplier", minval = 0.2, maxval = 10.0)
rrTarget    = input.float(1.5, "Risk-reward target", minval = 0.5, maxval = 10.0)

showSignals = input.bool(true, "Show entry markers")
showBg      = input.bool(true, "Show setup background")
showBadge   = input.bool(true, "Show status badge")

colorBull    = color.new(color.lime, 0)
colorBear    = color.new(color.red, 0)
colorNeutral = color.new(color.gray, 80)

// Williams %R helper
wr_manual(_high, _low, _close, _len) =>
    hh = ta.highest(_high, _len)
    ll = ta.lowest(_low, _len)
    rng = hh - ll
    rng == 0 ? -50.0 : (hh - _close) / rng * -100

// Core metrics
ma = maType == "EMA" ? ta.ema(close, maLen) : ta.sma(close, maLen)
trendLong = close > ma
trendShort = close < ma
plot(showMA ? ma : na, title = "MA", color = trendLong ? colorBull : trendShort ? colorBear : color.new(color.gray, 0), linewidth = 2)

rsi = ta.rsi(close, rsiLen)
rsiLongTurn = rsi[1] < rsiOS and rsi > rsi[1]
rsiShortTurn = rsi[1] > rsiOB and rsi < rsi[1]
rsiLong = requireTurn ? rsiLongTurn : rsi < rsiOS
rsiShort = requireTurn ? rsiShortTurn : rsi > rsiOB

wr = wr_manual(high, low, close, wrLen)
wrLongTurn = wr[1] < wrOS and wr > wr[1]
wrShortTurn = wr[1] > wrOB and wr < wr[1]
wrLong = requireTurn ? wrLongTurn : wr < wrOS
wrShort = requireTurn ? wrShortTurn : wr > wrOB

// v2: ATR for risk management
atr = ta.atr(atrLen)

// Entry and exit logic
longSetup = trendLong and rsiLong and wrLong
shortSetup = trendShort and rsiShort and wrShort

longEntry = barstate.isconfirmed and longSetup and not longSetup[1]
shortEntry = barstate.isconfirmed and shortSetup and not shortSetup[1]

// v2: Lock ATR at entry time so stop/target levels don't shift bar-to-bar
var float entryAtr = na

if longEntry
    entryAtr := atr
    strategy.entry("Long", strategy.long)

if shortEntry
    entryAtr := atr
    strategy.entry("Short", strategy.short)

// Signal-based exits
longExit = strategy.position_size > 0 and (trendShort or shortSetup)
shortExit = strategy.position_size < 0 and (trendLong or longSetup)

if longExit
    strategy.close("Long", comment = "C41 Exit")

if shortExit
    strategy.close("Short", comment = "C41 Exit")

// v2: ATR-based TP/SL with entry-locked ATR
if useAtrRisk and strategy.position_size != 0 and not na(entryAtr)
    atrStop = entryAtr * atrStopMult
    atrTP   = atrStop * rrTarget
    if strategy.position_size > 0
        strategy.exit("Long TP/SL", "Long",
                      stop  = strategy.position_avg_price - atrStop,
                      limit = strategy.position_avg_price + atrTP)
    if strategy.position_size < 0
        strategy.exit("Short TP/SL", "Short",
                      stop  = strategy.position_avg_price + atrStop,
                      limit = strategy.position_avg_price - atrTP)

plotshape(showSignals and longEntry, title = "C41 Long Entry", style = shape.triangleup,
          location = location.belowbar, color = colorBull, size = size.small, text = "L")

plotshape(showSignals and shortEntry, title = "C41 Short Entry", style = shape.triangledown,
          location = location.abovebar, color = colorBear, size = size.small, text = "S")

bgcolor(showBg ? (longSetup ? color.new(colorBull, 90) : shortSetup ? color.new(colorBear, 90) : na) : na)


// Status badge
var table status = table.new(position.bottom_left, 4, 1, border_width = 1)
if barstate.islast
    if showBadge
        maText = trendLong ? " MA+ " : trendShort ? " MA- " : " MA0 "
        rsiText = rsiLong ? " RSI+ " : rsiShort ? " RSI- " : " RSI0 "
        wrText = wrLong ? " WR+ " : wrShort ? " WR- " : " WR0 "
        sigText = longSetup ? " SET L " : shortSetup ? " SET S " : " SET - "

        table.cell(status, 0, 0, maText, bgcolor = trendLong ? color.new(colorBull, 70) : trendShort ? color.new(colorBear, 70) : colorNeutral, text_color = color.white, text_size = size.tiny)
        table.cell(status, 1, 0, rsiText, bgcolor = rsiLong ? color.new(colorBull, 70) : rsiShort ? color.new(colorBear, 70) : colorNeutral, text_color = color.white, text_size = size.tiny)
        table.cell(status, 2, 0, wrText, bgcolor = wrLong ? color.new(colorBull, 70) : wrShort ? color.new(colorBear, 70) : colorNeutral, text_color = color.white, text_size = size.tiny)
        table.cell(status, 3, 0, sigText, bgcolor = longSetup ? color.new(colorBull, 60) : shortSetup ? color.new(colorBear, 60) : colorNeutral, text_color = color.white, text_size = size.tiny)
    else
        for i = 0 to 3
            table.cell(status, i, 0, "", bgcolor = color.new(color.black, 100), text_color = color.new(color.black, 100))

alertcondition(longEntry, title = "C41 Long", message = "C41 Strategy: long entry on {{ticker}} ({{interval}})")
alertcondition(shortEntry, title = "C41 Short", message = "C41 Strategy: short entry on {{ticker}} ({{interval}})")
alertcondition(longExit, title = "C41 Long Exit", message = "C41 Strategy: long exit on {{ticker}} ({{interval}})")
alertcondition(shortExit, title = "C41 Short Exit", message = "C41 Strategy: short exit on {{ticker}} ({{interval}})")