Capital41 Fusion Core Strategy

// Copyright (c) 2026 Capital41 | MIT License
// CAPITAL41 FUSION CORE STRATEGY v3

// What it does:
// - Converts Fusion Scalp + Fusion Oscillator into a simple execution strategy.
// - Uses the same four core metrics: EMA trend, RSI state, W%R state,
//   and ATR/Volume expansion.
// - Enters on Fusion Oscillator threshold breaks with trend alignment.
// - Exits on momentum fade (oscillator back through midline) or EMA failure.
//
// v2 changes:
// - FIXED: Commission increased from 0.01% to 0.075% (realistic for crypto exchanges).
// - FIXED: ATR TP/SL now locks ATR at entry time using a var variable, so stop
//   and target levels remain consistent throughout the trade instead of shifting
//   with each new bar's ATR value.
//
// 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 thresholds/risk inputs.
//
// Usage guide (30m):
// - Long entry: trend is up and Fusion Oscillator crosses into strong bull zone.
// - Short entry: trend is down and Fusion Oscillator crosses into strong bear zone.
// - ATR TP/SL locks at entry for consistent risk model.



//@version=6
strategy("Capital41 Fusion Core Strategy v3", overlay = true, pyramiding = 0,
         initial_capital = 10000, commission_type = strategy.commission.percent, commission_value = 0.075)

// Inputs

emaLen      = input.int(50, "EMA length", minval = 5)
showEMA     = input.bool(true, "Show EMA")

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")

atrLen      = input.int(14, "ATR length", minval = 1)
atrAvgLen   = input.int(20, "ATR avg length", minval = 5)
atrExpMult  = input.float(1.1, "ATR expansion multiplier", minval = 1.0, maxval = 3.0)

volLen      = input.int(50, "Volume SMA length", minval = 5)
volMult     = input.float(1.0, "Volume multiplier", minval = 0.5, maxval = 3.0)
useExpFilter = input.bool(true, "Require expansion for entries")

oscSmooth   = input.int(3, "Oscillator smoothing", minval = 1, maxval = 20)
longTrig    = input.float(75.0, "Long trigger", minval = 50.0, maxval = 100.0)
shortTrig   = input.float(25.0, "Short trigger", minval = 0.0, maxval = 50.0)
exitMid     = input.float(50.0, "Exit midline", minval = 25.0, maxval = 75.0)

useAtrRisk  = input.bool(true, "Use ATR TP/SL")
atrStopMult = input.float(1.8, "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)

// === Core metrics (same as Fusion Scalp/Oscillator) ===
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

ema = ta.ema(close, emaLen)
trendLong = close > ema
trendShort = close < ema
plot(showEMA ? ema : na, title = "EMA", 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

atr = ta.atr(atrLen)
atrAvg = ta.sma(atr, atrAvgLen)
atrExp = atrAvg > 0 and atr > atrAvg * atrExpMult
volSma = ta.sma(volume, volLen)
volOk = volSma > 0 and volume > volSma * volMult
expansionOK = atrExp and volOk

// Fusion Oscillator scoring (same map as companion: 0-100)
expLong = expansionOK and trendLong ? 1 : 0
expShort = expansionOK and trendShort ? 1 : 0
scoreLong = (trendLong ? 1 : 0) + (rsiLong ? 1 : 0) + (wrLong ? 1 : 0) + expLong
scoreShort = (trendShort ? 1 : 0) + (rsiShort ? 1 : 0) + (wrShort ? 1 : 0) + expShort

fusionRaw = scoreLong - scoreShort
fusion = (fusionRaw + 4) * 12.5
fusionSm = ta.sma(fusion, oscSmooth)

entryFilter = useExpFilter ? expansionOK : true
longSetup = trendLong and fusionSm >= longTrig and entryFilter
shortSetup = trendShort and fusionSm <= shortTrig and entryFilter

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)

longExit = strategy.position_size > 0 and (fusionSm < exitMid or close < ema)
shortExit = strategy.position_size < 0 and (fusionSm > exitMid or close > ema)

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

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

// v2: ATR-based TP/SL with entry-locked ATR (no longer shifts every bar)
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 = "Core Long Entry", style = shape.triangleup,
          location = location.belowbar, color = colorBull, size = size.small, text = "L")

plotshape(showSignals and shortEntry, title = "Core 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, 6, 1, border_width = 1)
if barstate.islast
    if showBadge
        trText = trendLong ? " EMA+ " : trendShort ? " EMA- " : " EMA0 "
        rsiText = rsiLong ? " RSI+ " : rsiShort ? " RSI- " : " RSI0 "
        wrText = wrLong ? " WR+ " : wrShort ? " WR- " : " WR0 "
        exText = expansionOK ? " VOL+ " : " VOL0 "
        oscText = " OSC " + str.tostring(fusionSm, "#.0") + " "
        sigText = longSetup ? " SET L " : shortSetup ? " SET S " : " SET - "

        table.cell(status, 0, 0, trText,  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, exText,  bgcolor = expansionOK ? color.new(color.orange, 70) : colorNeutral, text_color = color.white, text_size = size.tiny)
        table.cell(status, 4, 0, oscText, bgcolor = fusionSm >= 75 ? color.new(colorBull, 65) : fusionSm <= 25 ? color.new(colorBear, 65) : color.new(color.gray, 75), text_color = color.white, text_size = size.tiny)
        table.cell(status, 5, 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 5
            table.cell(status, i, 0, "", bgcolor = color.new(color.black, 100), text_color = color.new(color.black, 100))

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