Courier UDT Return Method

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Courier UDT Return Method
// A typed factory returns a volatility envelope used immediately by a method.
strategy("PineForge — Courier UDT Return Method", overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.fixed, default_qty_value=2,
     pyramiding=0, commission_type=strategy.commission.percent,
     commission_value=0.05, slippage=1,
     margin_long=100, margin_short=100,
     process_orders_on_close=false, calc_on_order_fills=false)

type CourierEnvelope
    float center
    float width
    int createdAt

buildEnvelope(float source, int centerLength, int rangeLength) =>
    centerValue = ta.ema(source, centerLength)
    widthValue = ta.atr(rangeLength)
    CourierEnvelope.new(centerValue, widthValue, bar_index)

method upperGate(CourierEnvelope self, float multiplier) =>
    self.center + self.width * multiplier

centerLength = input.int(37, "Envelope Center Length", minval=5, group="Envelope")
rangeLength = input.int(16, "Envelope Range Length", minval=2, group="Envelope")
entryMultiplier = input.float(1.15, "Entry Width", minval=0.1, step=0.05, group="Envelope")
maximumAtrLoss = input.float(2.4, "Maximum ATR Loss", minval=0.5, step=0.1, group="Risk")

CourierEnvelope activeEnvelope = buildEnvelope(close, centerLength, rangeLength)
upperBoundary = activeEnvelope.upperGate(entryMultiplier)
ageIsValid = bar_index - activeEnvelope.createdAt == 0

enterLong = ageIsValid and ta.crossover(close, upperBoundary)
envelopeEnded = close < activeEnvelope.center
riskExceeded = strategy.position_size > 0 and close < strategy.position_avg_price - activeEnvelope.width * maximumAtrLoss

if strategy.position_size == 0 and enterLong
    strategy.entry("Courier Long", strategy.long)
else if strategy.position_size > 0 and (envelopeEnded or riskExceeded)
    strategy.close("Courier Long", comment=riskExceeded ? "ATR risk" : "Envelope ended")

plot(activeEnvelope.center, "Envelope Center", color=color.orange)
plot(upperBoundary, "Envelope Gate", color=color.blue)