Chandelier Flip Radar [WavesUnchained]

//@version=6
// ============================================================================
// Chandelier Flip Radar [WavesUnchained] — Strategy (standalone)
// Version: 1.6.3
// Author: WavesUnchained
// Build: 2026-10-12 00:00:00
// ============================================================================
// ATR-based trailing stop with a directional, multi-level trend state. Trend
// weakening becomes visible before the actual direction change through
// progressive bar coloring and configurable warning/danger zones.
//
// Features:
//   ✓ Ratchet trailing stop — holds until an accepted flip, never loosened by a body-rejected break
//   ✓ Close-based or wick-based extremum mode
//   ✓ Body filter gates actual dir change — weak flips are ignored, not hidden
//   ✓ Directional state: strong / soft / danger per side — direction kept even in the danger zone
//   ✓ Distance measured to the real flip trigger (longStopPrev / shortStopPrev)
//   ✓ Inactive stop visible in gray (see where the flip trigger sits)
//   ✓ Three flip qualities: confirmed flip / weak flip (body too weak) / trap (wick crossed, close held)
//   ✓ Four adaptive modes: Off / Simple (vol-regime) / K-means (best Chandelier factor) / Conviction (trend-aware)
//   ✓ K-means cluster selector: Best / Average / Worst cluster as multiplier source
//   ✓ Performance AMA: adaptive smoothed stop line weighted by cluster performance index
//   ✓ Optional MTF confluence: HTF Chandelier direction, pullback zones, diamond confluence flips
//   ✓ Alert conditions and alert() calls for flips and traps
//
// ============================================================================

strategy("Chandelier Flip Radar [WavesUnchained] — Strategy", overlay=true,
     default_qty_type=strategy.percent_of_equity, default_qty_value=10,
     commission_type=strategy.commission.percent, commission_value=0.02,
     slippage=1, max_bars_back=500)

// Synthetische Bar-Preise (Heikin Ashi, Renko …): Orders füllen zu Marktpreisen,
// der Backtest gilt dort nicht. Kurzer Hinweis unten rechts statt auf der Kerze.
var table chartTypeWarn = table.new(position.bottom_right, 1, 1)
if barstate.islast and not chart.is_standard
    table.cell(chartTypeWarn, 0, 0, "CFR Strategy · backtest invalid on this chart type",
         bgcolor = color.new(color.red, 10), text_color = color.white, text_size = size.small)

// ─── Inputs ──────────────────────────────────────────────────────────────────
g_calc = "Calculation"
atrLen       = input.int(30,    "ATR Period",      minval=1,             group=g_calc)
atrMult      = input.float(4.5, "ATR Multiplier",  minval=0.1, step=0.1, group=g_calc)
useClose     = input.bool(true,  "Use Close for Extremums", group=g_calc,
     tooltip="On: highest/lowest close over the ATR period. Off: highest high / lowest low (wick-based).")
adaptMode  = input.string("Off", "Adaptive Multiplier",
     options=["Off", "Simple", "K-means", "Conviction"], group=g_calc,
     tooltip="Off: fixed multiplier. Simple: volatility-regime scaler — widens the stop in high volatility, tightens in low (NOT trend strength). K-means: adaptive K-means selection of the best-performing Chandelier factor. Conviction: trend-aware — tightens in strong trends, widens in chop.")
aiRange    = input.float(0.5, "K-means Factor Range (±)", minval=0.5, step=0.5, group=g_calc,
     tooltip="Search range around the ATR Multiplier. E.g. ±1.5 with multiplier 3.5 searches factors 2.0–5.0.", active=adaptMode == "K-means")
aiStep     = input.float(0.5, "K-means Factor Step",      minval=0.1, step=0.1, group=g_calc,
     tooltip="Step between factor candidates. Smaller = finer resolution, more CPU.", active=adaptMode == "K-means")
perfAlpha  = input.float(10,  "K-means Performance Memory", minval=2, step=1, group=g_calc,
     tooltip="EMA smoothing for each factor's performance tracking. Higher = slower adaptation.", active=adaptMode == "K-means")
aiCluster  = input.string("Best", "K-means Cluster", options=["Best", "Average", "Worst"], group=g_calc,
     tooltip="Which performance cluster to use as the multiplier source. Best = highest recent performance. Average = middle cluster. Worst = lowest.", active=adaptMode == "K-means")
convAdapt   = input.float(0.7, "Conviction Adaptivity", minval=0.0, maxval=2.0, step=0.1, group=g_calc, active=adaptMode == "Conviction",
     tooltip="Conviction mode only. How strongly trend conviction modulates the multiplier. 0 = fixed at ATR Multiplier. Higher = stronger tightening in trends / widening in chop.")
convFast    = input.int(5,  "Conviction Fast EMA", minval=2, group=g_calc, active=adaptMode == "Conviction")
convSlow    = input.int(50, "Conviction Slow EMA", minval=5, group=g_calc, active=adaptMode == "Conviction")
convNormCap = input.float(2.0, "Conviction Trend-Force Cap", minval=0.5, step=0.1, group=g_calc, active=adaptMode == "Conviction",
     tooltip="Trend force (|fastEMA − slowEMA| / ATR) that maps to full conviction.")
convChopCut = input.float(0.5, "Conviction Chop Cutoff", minval=0.05, step=0.05, group=g_calc, active=adaptMode == "Conviction",
     tooltip="Trend force below this counts as chop and halves conviction (widening the stop).")
bodyFilter   = input.float(0.80, "Min Body for Flip (ATR×)", minval=0.0, step=0.05, group=g_calc,
     tooltip="Direction only changes when the flipping candle has a minimum body relative to ATR. Set 0 to disable. Prevents doji and inside-bar flips from changing the trend state.")

g_state = "State Thresholds"
dangerDist = input.float(0.35, "Danger Zone (ATR×)", minval=0.05, step=0.05, group=g_state,
     tooltip="Distance to the flip trigger below which bars turn orange. Measured in ATR multiples.")
warnDist   = input.float(0.75, "Warning Zone (ATR×)", minval=0.10, step=0.05, group=g_state,
     tooltip="Distance to the flip trigger below which bars turn yellow. Must be greater than Danger Zone.")

g_vis = "Visuals"
showInactive   = input.bool(true,  "Show Inactive Stop",  group=g_vis,
     tooltip="Shows the opposing stop as a gray line — lets you see where the flip trigger is.")
showLabels     = input.bool(true,  "Show Flip Labels",    group=g_vis)
showTraps      = input.bool(true,  "Show Traps",          group=g_vis,
     tooltip="Marks bars where a wick crossed the flip trigger but the close held — often a stop hunt or liquidity grab.")
showWeakFlips  = input.bool(true,  "Show Weak Flips",     group=g_vis,
     tooltip="Marks bars where the close broke the flip trigger but the body was too weak to confirm a flip (body filter rejected it). Distinct from a trap, where only the wick crossed and the close held.")
showAMA        = input.bool(true,  "Show Performance AMA", group=g_vis,
     tooltip="Adaptive Moving Average of the active stop, weighted by cluster performance index. Only visible in K-means mode.")
showAIFactor   = input.bool(true,  "Show K-means Factor Label", group=g_vis,
     tooltip="Displays the current K-means selected multiplier as a label on the last bar. Only visible in K-means mode.")
colorBars      = input.bool(true,  "Color Bars by State", group=g_vis)
highlightState = input.bool(true,  "Highlight Fill",      group=g_vis)

g_col = "Colors"
bullCol   = input.color(#26a69a, "Bullish", group=g_col)
bearCol   = input.color(#ef5350, "Bearish", group=g_col)
warnCol   = input.color(#ffd600, "Warning", group=g_col)
dangerCol = input.color(#ff6f00, "Danger",  group=g_col)

g_mtf = "MTF Confluence"
showMtf = input.bool(false, "Enable MTF Confluence", group=g_mtf,
     tooltip="Higher-timeframe Chandelier direction as a structural filter: pullback-zone background, diamond confluence markers on flips aligned with the HTF trend, and an HTF stop step-line. Off by default — the base signal path is unchanged.")
htfTF   = input.timeframe("240", "Higher Timeframe", group=g_mtf,
     tooltip="Timeframe of the HTF reference stop. Same ATR Period, Multiplier and extremum mode as the chart, with a fixed multiplier (no adaptive mode) — a stable structural anchor. Should be higher than the chart TF.")

g_alert = "Alerts"
awaitConfirm = input.bool(true, "Await Bar Confirmation", group=g_alert,
     tooltip="When enabled, alerts only fire on confirmed (closed) bars.")

// ─── HTF reference Chandelier stop — fixed multiplier, structural anchor ───────
f_htfChandelier(simple int aLen, simple float mult, simple bool useCl) =>
    var float _ls = na
    var float _ss = na
    var int   _d  = 1
    _atr = ta.atr(aLen)
    _lsR = (useCl ? ta.highest(close, aLen) : ta.highest(high, aLen)) - mult * _atr
    _ssR = (useCl ? ta.lowest(close, aLen)  : ta.lowest(low, aLen))  + mult * _atr
    _lsp = nz(_ls[1], _lsR)
    _ssp = nz(_ss[1], _ssR)
    _ls := close[1] > _lsp ? math.max(_lsR, _lsp) : _lsR
    _ss := close[1] < _ssp ? math.min(_ssR, _ssp) : _ssR
    _d  := close > _ssp ? 1 : close < _lsp ? -1 : _d
    _line = _d == 1 ? _ls : _ss
    [_line, _d]

// ─── Calculation ─────────────────────────────────────────────────────────────
atrRaw = ta.atr(atrLen)

// Chandelier extremum bands — computed every bar; reused by the stops and the
// K-means performance instances (so the factor is optimized on the real model).
chHi = useClose ? ta.highest(close, atrLen) : ta.highest(high, atrLen)
chLo = useClose ? ta.lowest(close, atrLen)  : ta.lowest(low, atrLen)

// ── Simple adaptive: scale with volatility regime vs. 100-bar average ─────────
atrAvg   = nz(ta.sma(atrRaw, 100), atrRaw)
volRatio = atrRaw / atrAvg

// ── Conviction adaptive: trend-aware band — tighten in strong trends, widen in chop ──
// Unlike "Simple" (volatility only), this reads trend strength: ATR percentile
// rank + EMA-separation trend force, with a chop penalty. High conviction → the
// multiplier drops below base (tighter stop); low conviction → above base (wider).
convFastEma = ta.ema(close, convFast)
convSlowEma = ta.ema(close, convSlow)
convTfRaw   = atrRaw > 0 ? math.abs(convFastEma - convSlowEma) / atrRaw : 0.0
convTfNorm  = math.min(convTfRaw / convNormCap, 1.0)
convChop    = convTfRaw < convChopCut
convAtrPct  = ta.percentrank(atrRaw, 100)
convAtrPart = convTfRaw > convChopCut ? math.min(convAtrPct / 100.0, 0.85) : 0.50
convBase    = (convAtrPart + convTfNorm) / 2.0
conviction  = convChop ? convBase * 0.50 : convBase
convRawMult = atrMult * (1.0 + convAdapt * (0.5 - conviction))
convMult    = math.max(atrMult * 0.60, math.min(atrMult * 1.80, convRawMult))

// ── K-means: run multiple Chandelier instances, cluster by performance ─────────
type _STPerf
    float upper
    float lower
    float output
    float perf  = 0.0
    float factor = 0.0
    int   trend  = 1

var array<_STPerf> _stInst    = array.new<_STPerf>()
var array<float>   _stFactors = array.new<float>()

if barstate.isfirst
    _f = atrMult - aiRange
    while _f <= atrMult + aiRange + aiStep * 0.01
        _stFactors.push(_f)
        _stInst.push(_STPerf.new(factor=_f))
        _f += aiStep

var float aiMult     = atrMult
var float aiPerfIdx  = 0.0
var float aiAMA      = na

if adaptMode == "K-means" and _stInst.size() > 0
    // Update each instance — a real Chandelier stop per factor (HH/LL ± k·ATR),
    // so the clustered performance reflects the model actually traded, not a proxy.
    for _inst in _stInst
        _up  = chLo + atrRaw * _inst.factor
        _dn  = chHi - atrRaw * _inst.factor
        _inst.upper  := na(_inst.upper)  ? _up : (close[1] < _inst.upper  ? math.min(_up, _inst.upper)  : _up)
        _inst.lower  := na(_inst.lower)  ? _dn : (close[1] > _inst.lower  ? math.max(_dn, _inst.lower)  : _dn)
        _inst.trend  := close > _inst.upper ? 1 : close < _inst.lower ? 0 : _inst.trend
        _diff         = nz(math.sign(close[1] - nz(_inst.output, hl2)))
        _inst.perf   += 2 / (perfAlpha + 1) * (nz(close - close[1]) * _diff - _inst.perf)
        _inst.output := _inst.trend == 1 ? _inst.lower : _inst.upper

    // Build perf + factor arrays for clustering
    _pd = array.new<float>()
    _fd = array.new<float>()
    for _inst in _stInst
        _pd.push(_inst.perf)
        _fd.push(_inst.factor)

    // K-means: 3 clusters, quartile-initialized centroids
    _c = array.from(
         _pd.percentile_linear_interpolation(25),
         _pd.percentile_linear_interpolation(50),
         _pd.percentile_linear_interpolation(75))

    _cf0 = array.new<float>()
    _cf1 = array.new<float>()
    _cf2 = array.new<float>()
    _cp0 = array.new<float>()
    _cp1 = array.new<float>()
    _cp2 = array.new<float>()

    for _ = 0 to 49
        _cf0.clear()
        _cf1.clear()
        _cf2.clear()
        _cp0.clear()
        _cp1.clear()
        _cp2.clear()

        for i = 0 to _pd.size() - 1
            _d0 = math.abs(_pd.get(i) - _c.get(0))
            _d1 = math.abs(_pd.get(i) - _c.get(1))
            _d2 = math.abs(_pd.get(i) - _c.get(2))
            _idx = _d0 <= _d1 and _d0 <= _d2 ? 0 : _d1 <= _d2 ? 1 : 2
            switch _idx
                0 =>
                    _cf0.push(_fd.get(i))
                    _cp0.push(_pd.get(i))
                1 =>
                    _cf1.push(_fd.get(i))
                    _cp1.push(_pd.get(i))
                2 =>
                    _cf2.push(_fd.get(i))
                    _cp2.push(_pd.get(i))

        _n0 = _cp0.size() > 0 ? _cp0.avg() : _c.get(0)
        _n1 = _cp1.size() > 0 ? _cp1.avg() : _c.get(1)
        _n2 = _cp2.size() > 0 ? _cp2.avg() : _c.get(2)
        if _n0 == _c.get(0) and _n1 == _c.get(1) and _n2 == _c.get(2)
            break
        _c.set(0, _n0)
        _c.set(1, _n1)
        _c.set(2, _n2)

    // Identify cluster ordering by centroid value
    _c0v      = _c.get(0)
    _c1v      = _c.get(1)
    _c2v      = _c.get(2)
    _bestIdx  = _c0v >= _c1v and _c0v >= _c2v ? 0 : _c1v >= _c2v ? 1 : 2
    _worstIdx = _c0v <= _c1v and _c0v <= _c2v ? 0 : _c1v <= _c2v ? 1 : 2
    _avgIdx   = math.max(0, math.min(2, 3 - _bestIdx - _worstIdx))
    _tIdx     = aiCluster == "Best" ? _bestIdx : aiCluster == "Worst" ? _worstIdx : _avgIdx
    _tFactors = _tIdx == 0 ? _cf0 : _tIdx == 1 ? _cf1 : _cf2
    _tPerfs   = _tIdx == 0 ? _cp0 : _tIdx == 1 ? _cp1 : _cp2
    aiMult   := _tFactors.size() > 0 ? nz(_tFactors.avg(), atrMult) : atrMult
    // Normalize cluster perf for AMA smoothing factor
    _den      = math.max(nz(ta.ema(math.abs(close - close[1]), int(perfAlpha)), 1e-10), 1e-10)
    aiPerfIdx := _tPerfs.size() > 0 ? math.min(math.max(_tPerfs.avg(), 0.0) / _den, 1.0) : 0.0

dynMult = switch adaptMode
    "Simple"     => volRatio > 1.3 ? atrMult * 1.2 : volRatio < 0.8 ? atrMult * 0.85 : atrMult
    "K-means"    => aiMult
    "Conviction" => convMult
    => atrMult
atr = dynMult * atrRaw

// Direction state — declared before the stops so the ratchet can read the prior
// accepted direction (the stop must not loosen until a flip is actually accepted).
var int dir = 1

// Trailing stops with ratchet mechanism. The ratchet holds while the accepted
// direction persists and only re-seeds when dir flips — so a weak (body-rejected)
// close past the trigger can never loosen the still-active stop.
longStopRaw   = chHi - atr
shortStopRaw  = chLo + atr
longStop      = longStopRaw
longStopPrev  = nz(longStop[1], longStopRaw)
longStop     := dir[1] == 1  ? math.max(longStopRaw, longStopPrev) : longStopRaw

shortStop     = shortStopRaw
shortStopPrev = nz(shortStop[1], shortStopRaw)
shortStop    := dir[1] == -1 ? math.min(shortStopRaw, shortStopPrev) : shortStopRaw

// Body filter gates the actual dir change — weak flips don't alter state
bodyOk    = bodyFilter <= 0.0 or math.abs(close - open) >= atrRaw * bodyFilter
flipLong  = close > shortStopPrev and bodyOk
flipShort = close < longStopPrev  and bodyOk

dir := flipLong ? 1 : flipShort ? -1 : dir

buySignal  = dir == 1  and dir[1] == -1
sellSignal = dir == -1 and dir[1] == 1

// Weak flip: close broke the trigger but the body was too weak to confirm (body
// filter rejected) — direction holds. Distinct from a trap (wick crossed, close held).
weakLong  = dir == -1 and close > shortStopPrev and not bodyOk
weakShort = dir == 1  and close < longStopPrev  and not bodyOk

// MTF confluence: HTF reference direction filters/grades flips (no effect when off)
[htfLine, htfDir] = request.security(syminfo.tickerid, htfTF,
     f_htfChandelier(atrLen, atrMult, useClose), lookahead=barmerge.lookahead_off)
pullbackBull = showMtf and htfDir == 1  and dir == -1
pullbackBear = showMtf and htfDir == -1 and dir == 1
confLong     = buySignal  and htfDir == 1
confShort    = sellSignal and htfDir == -1
plainBuy     = buySignal  and not (showMtf and confLong)
plainSell    = sellSignal and not (showMtf and confShort)

// Distance to the real flip trigger in ATR units
// Long mode: flips when close < longStopPrev → measure to longStopPrev
// Short mode: flips when close > shortStopPrev → measure to shortStopPrev
triggerStop = dir == 1 ? longStopPrev : shortStopPrev
distAtr     = math.abs(close - triggerStop) / atrRaw

// Directional state levels — danger keeps its sign so the trend direction is never lost:
//   +3 strong long · +2 soft long · +1 danger long · -1 danger short · -2 soft short · -3 strong short
// Warning/danger are also a bar-color layer (yellow/orange) on top, as imminent-flip flags.
warnLevel = math.max(warnDist, dangerDist + 0.05)
danger = distAtr < dangerDist
warn   = not danger and distAtr < warnLevel

ema5          = ta.ema(close, 5)
pullbackLong  = dir == 1  and close < ema5
pullbackShort = dir == -1 and close > ema5

int state = 0
if dir == 1
    state := danger ? 1 : (warn or pullbackLong)  ? 2 : 3
else
    state := danger ? -1 : (warn or pullbackShort) ? -2 : -3

// Trap markers: wick crossed the flip trigger intrabar but close held
bullTrap = dir == -1 and high > shortStopPrev and close <= shortStopPrev
bearTrap = dir == 1  and low  < longStopPrev  and close >= longStopPrev

// Performance AMA: stop smoothed by cluster perf index (K-means mode only)
_activeStop = dir == 1 ? longStop : shortStop
if na(aiAMA)
    aiAMA := _activeStop
else if adaptMode == "K-means"
    aiAMA += aiPerfIdx * (_activeStop - aiAMA)

// ─── Colors ──────────────────────────────────────────────────────────────────
// The stop line/fill stay directional (green/red) even in the danger zone — full
// at strong (±3), faded at soft/danger — so direction is never lost.
color dirCol = color.new(bearCol, 45)
if dir == 1
    dirCol := math.abs(state) >= 3 ? bullCol : color.new(bullCol, 45)
else
    dirCol := math.abs(state) >= 3 ? bearCol : color.new(bearCol, 45)

// Bars layer the imminent-flip warning on top: yellow (warning) → orange (danger).
barCol = danger ? dangerCol : warn ? warnCol : dirCol

// ─── Plots ───────────────────────────────────────────────────────────────────
inactiveCol = color.new(color.gray, 55)

// HTF reference stop: step line, drawn first so it sits behind the active stop
htfUpLine = showMtf and htfDir == 1  ? htfLine : na
htfDnLine = showMtf and htfDir == -1 ? htfLine : na
plot(htfUpLine, "HTF Stop Up",   color=color.new(bullCol, 60), linewidth=1, style=plot.style_stepline)
plot(htfDnLine, "HTF Stop Down", color=color.new(bearCol, 60), linewidth=1, style=plot.style_stepline)

longStopPlot  = plot(dir == 1  ? longStop  : na, "Long Stop",
     color=dirCol, linewidth=2, style=plot.style_linebr)
shortStopPlot = plot(dir == -1 ? shortStop : na, "Short Stop",
     color=dirCol, linewidth=2, style=plot.style_linebr)

plot(showInactive and dir == -1 ? longStop  : na, "Long Stop (inactive)",
     color=inactiveCol, linewidth=1, style=plot.style_linebr)
plot(showInactive and dir == 1  ? shortStop : na, "Short Stop (inactive)",
     color=inactiveCol, linewidth=1, style=plot.style_linebr)

plot(showAMA and adaptMode == "K-means" ? aiAMA : na, "Performance AMA",
     color=ta.cross(close, aiAMA) ? na : close > aiAMA ? color.new(bullCol, 45) : color.new(bearCol, 45),
     linewidth=1, style=plot.style_linebr)

midPricePlot = plot(ohlc4, display=display.none, editable=false)
fill(midPricePlot, longStopPlot,  title="Long Fill",
     color=highlightState and dir == 1  ? color.new(dirCol, 88) : na)
fill(midPricePlot, shortStopPlot, title="Short Fill",
     color=highlightState and dir == -1 ? color.new(dirCol, 88) : na)

plotshape(plainBuy  ? longStop  : na, "Buy Dot",
     style=shape.circle, location=location.absolute, size=size.tiny, color=bullCol)
plotshape(plainSell ? shortStop : na, "Sell Dot",
     style=shape.circle, location=location.absolute, size=size.tiny, color=bearCol)
plotshape(showLabels and plainBuy  ? longStop  : na, "Buy Label",
     style=shape.labelup,   location=location.absolute, size=size.tiny,
     color=bullCol, textcolor=color.white, text="Buy")
plotshape(showLabels and plainSell ? shortStop : na, "Sell Label",
     style=shape.labeldown, location=location.absolute, size=size.tiny,
     color=bearCol, textcolor=color.white, text="Sell")

// HTF confluence flips: diamond replaces the plain dot when the flip aligns with the HTF trend
plotshape(showMtf and confLong  ? longStop  : na, "HTF Confluence Buy",
     style=shape.diamond, location=location.absolute, size=size.tiny, color=bullCol)
plotshape(showMtf and confShort ? shortStop : na, "HTF Confluence Sell",
     style=shape.diamond, location=location.absolute, size=size.tiny, color=bearCol)

// Bull trap: buyers caught at the top — mark at the high, pointing down
// Bear trap: sellers caught at the bottom — mark at the low, pointing up
plotshape(showTraps and bullTrap ? high : na, "Bull Trap",
     style=shape.triangledown, location=location.absolute,
     color=color.new(bearCol, 30), size=size.tiny)
plotshape(showTraps and bearTrap ? low  : na, "Bear Trap",
     style=shape.triangleup,   location=location.absolute,
     color=color.new(bullCol, 30), size=size.tiny)

// Weak flips: close broke the trigger but the body was too weak to confirm
plotshape(showWeakFlips and weakLong  ? shortStopPrev : na, "Weak Long Flip",
     style=shape.cross, location=location.absolute, color=color.new(bullCol, 35), size=size.tiny)
plotshape(showWeakFlips and weakShort ? longStopPrev  : na, "Weak Short Flip",
     style=shape.cross, location=location.absolute, color=color.new(bearCol, 35), size=size.tiny)

barcolor(colorBars ? barCol : na)

// MTF pullback zone: LTF trend opposes HTF trend — subtle tint in the HTF direction
color mtfZone = na
if pullbackBull
    mtfZone := color.new(bullCol, 90)
else if pullbackBear
    mtfZone := color.new(bearCol, 90)
bgcolor(mtfZone, title="MTF Pullback Zone")

// K-means factor label: shows selected multiplier on the last bar
var label _aiFactorLbl = na
if showAIFactor and adaptMode == "K-means" and barstate.islast
    label.delete(_aiFactorLbl)
    _aiFactorLbl := label.new(bar_index, _activeStop,
         "×" + str.tostring(aiMult, "#.##"),
         style = dir == 1 ? label.style_label_upper_left : label.style_label_lower_left,
         color = color.new(color.gray, 75),
         textcolor = color.new(color.gray, 10),
         size = size.small)

// ─── Alerts ──────────────────────────────────────────────────────────────────
await = awaitConfirm ? barstate.isconfirmed : true

_ticker = syminfo.tickerid + " (" + timeframe.period + ")"
if buySignal and await
    alert("Chandelier Flip Radar Buy — " + _ticker, alert.freq_once_per_bar_close)
if sellSignal and await
    alert("Chandelier Flip Radar Sell — " + _ticker, alert.freq_once_per_bar_close)
if bullTrap and await
    alert("Chandelier Flip Radar Bull Trap — " + _ticker, alert.freq_once_per_bar_close)
if bearTrap and await
    alert("Chandelier Flip Radar Bear Trap — " + _ticker, alert.freq_once_per_bar_close)
// ─── Strategy inputs ─────────────────────────────────────────────
g_strat       = "Strategy"
tradeDirInput = input.string("Both", "Trade Direction",
     options=["Both", "Long Only", "Short Only"], group=g_strat,
     tooltip="Filter entries by direction. Useful for asymmetric instruments.")
confirmClose  = input.bool(true,  "Entries on Confirmed Bar Only", group=g_strat,
     tooltip="Only trigger entries on closed bars. Prevents repainting in live trading.")
cooldownBars  = input.int(0,     "Cooldown Bars After Exit", minval=0, group=g_strat,
     tooltip="Block new entries for N bars after a position closes. Set 0 to disable.")
enableBE      = input.bool(false, "Break-Even Stop", group=g_strat,
     tooltip="Move SL to entry price once the trade is N×ATR in profit.")
beATRInput    = input.float(1.0,  "Break-Even Trigger (ATR×)", minval=0.1, step=0.1, group=g_strat,
     tooltip="ATR distance from entry that triggers the break-even move.")

g_filters     = "Filters"
useSession    = input.bool(false, "Session Filter", group=g_filters)
sessionInput  = input.session("0000-2345", "Session", group=g_filters)
useDateRange  = input.bool(false, "Date Range", group=g_filters)
dateFrom      = input.time(timestamp("01 Jan 2020 00:00 +0000"), "From", group=g_filters)
dateTo        = input.time(timestamp("31 Dec 2030 23:59 +0000"), "To",   group=g_filters)
useMaxDD      = input.bool(false, "Max Drawdown", group=g_filters)
maxDD         = input.float(20.0, "Max Drawdown (%)", minval=1, step=1, group=g_filters)
useMaxIntraDD = input.bool(false, "Max Intraday Loss", group=g_filters)
maxIntraDD    = input.float(5.0,  "Max Intraday Loss (%)", minval=1, step=1, group=g_filters)
useLossStreak = input.bool(false, "Losing Streak Limit", group=g_filters)
maxLossStreak = input.int(5,      "Max Consecutive Losses", minval=1, group=g_filters)

strategy.risk.max_drawdown(useMaxDD ? maxDD : 100, strategy.percent_of_equity)
strategy.risk.max_intraday_loss(useMaxIntraDD ? maxIntraDD : 100, strategy.percent_of_equity)

var int _genLossStreak = 0
if strategy.losstrades > strategy.losstrades[1]
    _genLossStreak := _genLossStreak + 1
if strategy.wintrades > strategy.wintrades[1]
    _genLossStreak := 0
_genFilterOk = (not useSession or not na(time(timeframe.period, sessionInput))) and
     (not useDateRange or (time >= dateFrom and time <= dateTo)) and
     (not useLossStreak or _genLossStreak < maxLossStreak)

var int _lastExitBar = na
_justClosed = strategy.closedtrades > 0 and strategy.closedtrades.exit_bar_index(strategy.closedtrades - 1) == bar_index
if _justClosed
    _lastExitBar := bar_index
_inCooldown = cooldownBars > 0 and not na(_lastExitBar) and (bar_index - _lastExitBar) < cooldownBars
_canEntry   = not _inCooldown and (not confirmClose or barstate.isconfirmed) and _genFilterOk
g_exits       = "Strategy — Advanced Exits"
enableVolExit = input.bool(true,  "Volatility Exit (ATR spike)", group=g_exits,
     tooltip="Close the position when current ATR jumps above its baseline by the configured ratio — captures climax / exhaustion bars where the rest of the move is unlikely to continue.")
volExitRatio  = input.float(1.6, "  Volatility Spike Ratio",   minval=1.2, maxval=5.0, step=0.1, group=g_exits,
     tooltip="Exit when ta.atr(atrLen) >= ratio × ema(ta.atr(atrLen), 50). Default 1.6 = current ATR is 60% above its 50-bar average.")

// ─── Strategy execution ──────────────────────────────────────────
_canLong  = tradeDirInput != "Short Only"
_canShort = tradeDirInput != "Long Only"

if (buySignal) and _canLong and _canEntry
    strategy.entry("Long", strategy.long)
if (sellSignal) and _canShort and _canEntry
    strategy.entry("Short", strategy.short)

// Volatility exit — close on ATR spike (climax / exhaustion bars)
// Baseline computed every bar — inside the position block it would only average in-position bars
_atrCur  = ta.atr(atrLen)
_atrBase = ta.ema(_atrCur, 50)
if enableVolExit and strategy.position_size != 0
    _spike   = not na(_atrBase) and _atrCur >= _atrBase * volExitRatio
    if _spike and strategy.position_size > 0
        strategy.close("Long",  comment="Vol Exit (ATR×" + str.tostring(volExitRatio, '#.#') + ")")
    if _spike and strategy.position_size < 0
        strategy.close("Short", comment="Vol Exit (ATR×" + str.tostring(volExitRatio, '#.#') + ")")

// Break-even integrated into the same exit (single stop level — no exit races)
_beAtr   = ta.atr(14) * beATRInput
_beLong  = enableBE and strategy.position_size > 0 and close >= strategy.position_avg_price + _beAtr
_beShort = enableBE and strategy.position_size < 0 and close <= strategy.position_avg_price - _beAtr

_finalLongStop  = _beLong  ? math.max(longStop,  strategy.position_avg_price) : longStop
_finalShortStop = _beShort ? math.min(shortStop, strategy.position_avg_price) : shortStop

if strategy.position_size > 0
    strategy.exit("Long Exit", "Long", stop=_finalLongStop)
if strategy.position_size < 0
    strategy.exit("Short Exit", "Short", stop=_finalShortStop)