Crypto TA Pro Day Trading S/R Execution

//@version=6
//@strategy_alert_message {{strategy.order.alert_message}}
strategy(
     title = "Crypto TA Pro v6 - Day Trading S/R Execution Bible",
     shorttitle = "CTAP-DaySR",
     overlay = true,
     precision = 8,
     max_bars_back = 1000,
     max_labels_count = 500,
     max_lines_count = 500,
     max_boxes_count = 500,
     pyramiding = 1,
     initial_capital = 100,
     default_qty_type = strategy.percent_of_equity,
     default_qty_value = 100,
     commission_type = strategy.commission.percent,
     commission_value = 0.06,
     slippage = 1,
     margin_long = 100,
     margin_short = 100,
     use_bar_magnifier = false
)

// -----------------------------------------------------------------------------
// Crypto TA Pro v6 - Day Trading S/R Execution Bible
// Built for quick-turnaround Coinbase crypto chart research.
//
// RESEARCH ASSUMPTIONS — not live-execution defaults:
//   commission = 0.06% per side (Coinbase Advanced Trade taker rate; maker is ~0.04%).
//     Adjust for your actual fee tier. Does not model complex-order rebates.
//   slippage = 1 tick (TradingView "points"). For crypto tick = smallest price increment.
//     Real market-order slippage on non-trivial size is typically larger; 1-tick understates cost.
//   initial_capital = $100 (research-scale; NOT representative of live notional).
//   default_qty_value = 100% of equity per trade (full Kelly equivalent) when researchSizingMode = true.
//     Use fractional sizing (10-25%) for live; disable researchSizingMode and set liveQtyPct instead.
//     The override is applied at strategy.entry via explicit qty; strategy() declaration is unchanged.
//   These values affect absolute P&L and drawdown numbers but not signal timing or direction.
//
// Major systems:
// - RSI, Fibonacci Bollinger Bands, Trend/HTF MA, Ichimoku.
// - Pivot support/resistance zones with visual boxes.
// - Candlestick pattern visualization and weighted trading influence.
// - Chart/breakout pattern visualization and weighted trading influence.
// - Entry price range boxes, green profit boxes, red loss boxes.
// - Trade outcome labels: WIN / FAILED / TIMEOUT / SESSION / DATE / SCORE.
// - Day-trading auto-exit by session end, max bars, and max minutes.
// - In-sample / out-of-sample / forward-paper windows for module unlock testing.
//
// Research only. Strategies simulate hypothetical orders on chart data.
// Validate in TradingView before using alerts. Not financial advice.
// -----------------------------------------------------------------------------

// === INPUT GROUPS ===
const string G_EXEC     = "01. Execution + Day Trading"
const string G_RESEARCH = "02. Research / OOS Testing"
const string G_MODULES  = "03. Module Activation"
const string G_WEIGHTS  = "04. Weighted Signal Engine"
const string G_SR       = "05. Support / Resistance"
const string G_REGIME   = "06. Trend MA / Regime"
const string G_RSI      = "07. RSI"
const string G_BB       = "08. Fibonacci Bollinger Bands"
const string G_ICHI     = "09. Ichimoku"
const string G_CANDLE   = "10. Candlestick Patterns"
const string G_PATTERN  = "11. Chart / Breakout Patterns"
const string G_FILTERS  = "12. Volume + Volatility Filters"
const string G_RISK     = "13. Risk Management"
const string G_VIS      = "14. Visual Trade Map"
const string G_ALERT    = "15. Alerts"

// === EXECUTION INPUTS ===
tradeMode      = input.string("Spot", "Market mode", options = ["Spot", "Derivatives"], group = G_EXEC, tooltip = "Spot forces long-only logic. Derivatives unlocks short-side research logic.")
tradeDirection = input.string("Long only", "Trade direction", options = ["Long only", "Long + Short"], group = G_EXEC)
startTime      = input.time(1767225600000, "Backtest start", group = G_EXEC)   // 2026-01-01 00:00 UTC
endTime        = input.time(1798761540000, "Backtest end", group = G_EXEC)     // 2026-12-31 23:59 UTC
confirmedOnly  = input.bool(true, "Only act after confirmed bar close", group = G_EXEC)
useSessionFilter = input.bool(true, "Use day-trading session filter", group = G_EXEC)
tradeSession   = input.session("0800-2000:1234567", "Trading session", group = G_EXEC, tooltip = "For crypto, use 24x7 or define a daily trading window. Session uses sessionTimezone below.")
sessionTimezone = input.string("Etc/UTC", "Session timezone", group = G_EXEC)
closeAtSessionEnd = input.bool(true, "Auto-close when outside session", group = G_EXEC)
enableTimedExit = input.bool(true, "Auto-exit after time in market", group = G_EXEC)
maxBarsInTrade = input.int(24, "Max bars in trade", minval = 1, maxval = 500, group = G_EXEC)
maxMinutesInTrade = input.int(240, "Max minutes in trade", minval = 1, maxval = 10080, group = G_EXEC)
// Timeout mode: "Bars OR Minutes" fires on whichever limit is hit first; "Bars only" ignores wall-clock
// time (useful for variable-length bars); "Minutes only" ignores bar count (useful for fixed-interval
// sessions where bar length is guaranteed). Default "Bars OR Minutes" preserves prior behaviour.
timedExitMode = input.string("Bars OR Minutes", "Timed exit fires on", options = ["Bars OR Minutes", "Bars only", "Minutes only"], group = G_EXEC)
closeOutsideRange = input.bool(true, "Close positions outside selected range", group = G_EXEC)
entryProcess   = input.string("Market next bar", "Entry model label", options = ["Market next bar", "Close-confirmed research", "Limit retest research"], group = G_EXEC)

// === RESEARCH / OOS TESTING ===
// Bounded tuning discipline:
//   researchPreset adds indicators one at a time (ordered). Tune ONLY the current preset's parameters;
//   do not sweep across all presets simultaneously — that is re-fitting on OOS data.
//   Each parameter group has explicit min/max bounds in its input() call; stay within them.
//   Promote a parameter set to OOS/Paper only after it passes the IS gate.
//   The background shading and OOS markers visually enforce which bars belong to each segment.
// Experimental pattern engine (enablePatterns) is OFF by default — enable only in dedicated
// pattern-research studies; do not include pattern gates in baseline IS/OOS comparisons.
researchPreset = input.string("Custom toggles", "Indicator unlock preset", options = ["Custom toggles", "01 RSI only", "02 RSI + S/R", "03 Add FibBB", "04 Add Trend/HTF", "05 Add Ichimoku", "06 Add Candles", "07 Add Chart Patterns", "08 Full weighted"], group = G_RESEARCH)
validationSegment = input.string("Full selected range", "Trade segment", options = ["Full selected range", "In-sample only", "Out-of-sample only", "Forward/Paper only"], group = G_RESEARCH)
inSampleStart  = input.time(1767225600000, "In-sample start", group = G_RESEARCH)
inSampleEnd    = input.time(1782863940000, "In-sample end", group = G_RESEARCH)
oosStart       = input.time(1782864000000, "Out-of-sample start", group = G_RESEARCH)
oosEnd         = input.time(1798761540000, "Out-of-sample end", group = G_RESEARCH)
paperStart     = input.time(1798761600000, "Forward/Paper start", group = G_RESEARCH)
paperEnd       = input.time(1830297540000, "Forward/Paper end", group = G_RESEARCH)
showResearchZones = input.bool(true, "Shade research segments", group = G_RESEARCH)
// OOS segment transition markers: labels at the first bar of each segment so parity review can
// identify IS/OOS/Paper boundaries in screenshots and reports without relying on background color alone.
showOOSMarkers = input.bool(true, "Show IS/OOS/Paper transition markers", group = G_RESEARCH)
// Position sizing: research mode uses 100% equity per trade (strategy() default) for clean ratio math.
// Operators switching to live use must disable research mode and set a conservative live size.
// Because strategy() default_qty_value is static, the live override is applied via explicit qty at entry.
researchSizingMode = input.bool(true, "Research sizing (100% equity)", group = G_RESEARCH,
     tooltip = "True = 100% of equity per trade (backtest/research only). False = use live position size below.")
liveQtyPct = input.float(5.0, "Live position size (% equity)", minval = 0.1, maxval = 25.0, step = 0.5, group = G_RESEARCH,
     tooltip = "Only active when Research sizing is disabled. Set to your intended live risk per trade.")

// === MODULE ACTIVATION ===
enableRSI       = input.bool(true, "Enable RSI", group = G_MODULES)
enableSR        = input.bool(true, "Enable support/resistance", group = G_MODULES)
enableFibBB     = input.bool(true, "Enable Fibonacci Bollinger Bands", group = G_MODULES)
enableTrendMA   = input.bool(true, "Enable trend MA / regime filter", group = G_MODULES)
enableIchimoku  = input.bool(false, "Enable Ichimoku", group = G_MODULES)
enableCandles   = input.bool(true, "Enable candlestick pattern engine", group = G_MODULES)
enablePatterns  = input.bool(false, "Enable chart/breakout pattern engine", group = G_MODULES)

// === WEIGHTED SIGNAL ENGINE ===
// Confluence semantics: score is 0–100 (percent-weighted agreement), not a vote count.
//   entryThreshold = 60 → at least 60% weighted confluence required before entry.
//   Weights are per-indicator multipliers applied to the indicator's 0–1 vote; final score
//   is normalized by total active weight so the threshold is scale-invariant.
//   Recommended weight range: 0.0–3.0. Values above 3.0 allow a single indicator to
//   dominate the score and effectively bypass confluence; use only for explicit override studies.
//   requirePrimarySetup adds a boolean gate independent of the score (at least one primary
//   indicator must give a positive vote, regardless of weighted sum from secondary indicators).
entryThreshold = input.float(60.0, "Entry score threshold", minval = 1.0, maxval = 100.0, step = 1.0, group = G_WEIGHTS)
exitThreshold  = input.float(60.0, "Signal-exit score threshold", minval = 1.0, maxval = 100.0, step = 1.0, group = G_WEIGHTS)
requirePrimarySetup = input.bool(true, "Require at least one primary setup", group = G_WEIGHTS)
useRSIForEntry      = input.bool(true, "RSI influences entry", group = G_WEIGHTS)
useRSIForExit       = input.bool(true, "RSI influences exit", group = G_WEIGHTS)
rsiEntryWeight      = input.float(1.00, "RSI entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
rsiExitWeight       = input.float(1.00, "RSI exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
useSRForEntry       = input.bool(true, "S/R influences entry", group = G_WEIGHTS)
useSRForExit        = input.bool(true, "S/R influences exit", group = G_WEIGHTS)
srEntryWeight       = input.float(1.25, "S/R entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
srExitWeight        = input.float(1.00, "S/R exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
useFibBBForEntry    = input.bool(true, "FibBB influences entry", group = G_WEIGHTS)
useFibBBForExit     = input.bool(true, "FibBB influences exit", group = G_WEIGHTS)
fibBBEntryWeight    = input.float(1.00, "FibBB entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
fibBBExitWeight     = input.float(1.00, "FibBB exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
useTrendForEntry    = input.bool(true, "Trend/regime influences entry", group = G_WEIGHTS)
useTrendForExit     = input.bool(false, "Trend/regime influences exit", group = G_WEIGHTS)
trendEntryWeight    = input.float(1.00, "Trend entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
trendExitWeight     = input.float(0.50, "Trend exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
useIchiForEntry     = input.bool(true, "Ichimoku influences entry", group = G_WEIGHTS)
useIchiForExit      = input.bool(true, "Ichimoku influences exit", group = G_WEIGHTS)
ichiEntryWeight     = input.float(1.00, "Ichimoku entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
ichiExitWeight      = input.float(1.00, "Ichimoku exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
useCandlesForEntry  = input.bool(true, "Candles influence entry", group = G_WEIGHTS)
useCandlesForExit   = input.bool(true, "Candles influence exit", group = G_WEIGHTS)
candleEntryWeight   = input.float(1.00, "Candle entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
candleExitWeight    = input.float(1.00, "Candle exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
usePatternsForEntry = input.bool(true, "Chart patterns influence entry", group = G_WEIGHTS)
usePatternsForExit  = input.bool(true, "Chart patterns influence exit", group = G_WEIGHTS)
patternEntryWeight  = input.float(1.00, "Pattern entry weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)
patternExitWeight   = input.float(1.00, "Pattern exit weight", minval = 0.0, step = 0.25, group = G_WEIGHTS)

// === SUPPORT / RESISTANCE INPUTS ===
showSRZones = input.bool(true, "Show support/resistance zones", group = G_SR)
srPivotLeft = input.int(5, "S/R pivot left bars", minval = 1, maxval = 50, group = G_SR)
srPivotRight = input.int(5, "S/R pivot right bars", minval = 1, maxval = 50, group = G_SR)
srAtrBufferMult = input.float(0.25, "Zone thickness ATR multiplier", minval = 0.01, maxval = 5.0, step = 0.01, group = G_SR)
srExtendBars = input.int(150, "Extend S/R zones right bars", minval = 5, maxval = 500, group = G_SR)
srMaxZones = input.int(20, "Max visible S/R zones", minval = 2, maxval = 100, group = G_SR)
requireSRContext = input.bool(false, "Require S/R context for entries", group = G_SR)
srFailExit = input.bool(true, "Exit when active S/R zone fails", group = G_SR)
// S/R break semantics: "Close below zone" — bar must close below support / above resistance (body-confirmed,
// conservative). "Wick below zone" — any intra-bar penetration of the zone triggers a break (wick-sensitive,
// fires earlier but more prone to false signals on wicks). Default close-based for parity fidelity.
srBreakMode = input.string("Close below zone", "S/R break detection mode", options = ["Close below zone", "Wick below zone"], group = G_SR)
entryRangeMode = input.string("Hybrid ATR + S/R", "Entry price range model", options = ["ATR around signal close", "Nearest support/resistance zone", "Hybrid ATR + S/R"], group = G_SR)
entryRangeAtrMult = input.float(0.20, "Entry range ATR multiplier", minval = 0.01, maxval = 5.0, step = 0.01, group = G_SR)

// === REGIME INPUTS ===
maType   = input.string("EMA", "Trend MA type", options = ["EMA", "SMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA", "RMA", "ZLEMA"], group = G_REGIME)
trendLen = input.int(200, "Trend MA length", minval = 20, maxval = 1000, group = G_REGIME)
trendFilter = input.string("Chart + HTF", "Regime filter", options = ["Off", "Chart MA", "Chart + HTF"], group = G_REGIME)
htfTf = input.timeframe("240", "Higher timeframe", group = G_REGIME)
nonRepaintHTF = input.bool(true, "Use confirmed HTF values", group = G_REGIME)

// === RSI INPUTS ===
rsiSrc = input.source(close, "RSI source", group = G_RSI)
rsiLen = input.int(10, "RSI length", minval = 2, maxval = 100, group = G_RSI)
rsiOS = input.float(19.0, "Oversold", minval = 1, maxval = 50, step = 0.5, group = G_RSI)
rsiOB = input.float(80.0, "Overbought", minval = 50, maxval = 99, step = 0.5, group = G_RSI)
rsiSetupLookback = input.int(5, "RSI setup lookback bars", minval = 1, maxval = 50, group = G_RSI)

// === FIBONACCI BB INPUTS ===
bbLen = input.int(200, "BB length", minval = 10, maxval = 1000, group = G_BB)
bbSrc = input.source(hlc3, "BB source", group = G_BB)
bbMult = input.float(3.0, "Deviation multiplier", minval = 0.1, maxval = 50, step = 0.1, group = G_BB)
bbBasisType = input.string("VWMA", "BB basis type", options = ["EMA", "SMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA", "RMA", "ZLEMA"], group = G_BB)
bbSetupLookback = input.int(5, "FibBB setup lookback bars", minval = 1, maxval = 50, group = G_BB)

// === ICHIMOKU INPUTS ===
conversionPeriods = input.int(9, "Conversion line length", minval = 1, group = G_ICHI)
basePeriods = input.int(26, "Base line length", minval = 1, group = G_ICHI)
spanBPeriods = input.int(52, "Leading Span B length", minval = 1, group = G_ICHI)
displacement = input.int(26, "Displacement", minval = 1, group = G_ICHI)

// === CANDLESTICK PATTERN INPUTS ===
showCandlePatterns = input.bool(true, "Show candlestick pattern labels", group = G_CANDLE)
candleSetupLookback = input.int(5, "Candle setup lookback bars", minval = 1, maxval = 50, group = G_CANDLE)
use382Candle = input.bool(true, "Detect 38.2 pressure candles", group = G_CANDLE)
useEngulfing = input.bool(true, "Detect engulfing candles", group = G_CANDLE)
useCloseBreak = input.bool(true, "Detect close above/below candles", group = G_CANDLE)
useWickReject = input.bool(true, "Detect wick rejection candles", group = G_CANDLE)
wickToBodyMin = input.float(1.5, "Wick rejection min wick:body", minval = 0.1, step = 0.1, group = G_CANDLE)

// === CHART / BREAKOUT PATTERN INPUTS ===
showChartPatterns = input.bool(true, "Show chart/breakout pattern labels", group = G_PATTERN)
pivotLeft = input.int(3, "Pattern pivot left bars", minval = 1, maxval = 20, group = G_PATTERN)
pivotRight = input.int(3, "Pattern pivot right bars", minval = 1, maxval = 20, group = G_PATTERN)
doubleTolerancePct = input.float(1.0, "Double top/bottom tolerance %", minval = 0.05, maxval = 10.0, step = 0.05, group = G_PATTERN)
patternLookback = input.int(40, "Pattern lookback bars", minval = 10, maxval = 200, group = G_PATTERN)
flagLen = input.int(12, "Flag consolidation length", minval = 5, maxval = 50, group = G_PATTERN)
flagMaxRangePct = input.float(8.0, "Flag max consolidation range %", minval = 0.1, maxval = 50.0, step = 0.1, group = G_PATTERN)

// === VOLUME + VOLATILITY FILTERS ===
useVolumeFilter = input.bool(true, "Require volume expansion", group = G_FILTERS)
volumeLen = input.int(20, "Volume SMA length", minval = 1, group = G_FILTERS)
volumeMult = input.float(0.80, "Min volume x SMA", minval = 0.0, step = 0.05, group = G_FILTERS)
useAtrFilter = input.bool(true, "Filter abnormal volatility", group = G_FILTERS)
minAtrPct = input.float(0.20, "Min ATR %", minval = 0.0, step = 0.05, group = G_FILTERS)
maxAtrPct = input.float(12.0, "Max ATR %", minval = 0.1, step = 0.25, group = G_FILTERS)

// === RISK INPUTS ===
riskModel = input.string("Tighter of % / ATR", "Stop model", options = ["Percent", "ATR", "Tighter of % / ATR", "Wider of % / ATR"], group = G_RISK)
freezeRiskAtEntry = input.bool(true, "Freeze ATR risk at entry", group = G_RISK)
stopPct = input.float(1.2, "Stop loss %", minval = 0.05, step = 0.05, group = G_RISK)
atrLen = input.int(14, "ATR length", minval = 1, group = G_RISK)
atrStopMult = input.float(1.5, "ATR stop multiplier", minval = 0.1, step = 0.1, group = G_RISK)
useTakeProfit = input.bool(true, "Use take profit", group = G_RISK)
rewardRisk = input.float(1.5, "Reward:risk target", minval = 0.1, step = 0.1, group = G_RISK)
useBreakeven = input.bool(true, "Move stop to breakeven", group = G_RISK)
breakevenAtR = input.float(1.0, "Breakeven trigger in R", minval = 0.1, step = 0.1, group = G_RISK)
breakevenOffsetPct = input.float(0.03, "Breakeven offset %", minval = 0.0, step = 0.01, group = G_RISK)
useMATrailingStop = input.bool(false, "Use trend MA as trailing stop", group = G_RISK)
exitOnOppositeScore = input.bool(true, "Exit on opposite weighted score", group = G_RISK)
exitOnDateEnd = input.bool(true, "Close at selected date end", group = G_RISK)

// === VISUAL INPUTS ===
showMA = input.bool(true, "Show trend MA when active", group = G_VIS)
showHTFMA = input.bool(false, "Show HTF trend MA when active", group = G_VIS)
showFibBB = input.bool(true, "Show Fibonacci BB when active", group = G_VIS)
showFibFill = input.bool(true, "Fill Fibonacci BB envelope when active", group = G_VIS)
showIchimoku = input.bool(true, "Show Ichimoku when active", group = G_VIS)
showSignals = input.bool(true, "Show entry/exit labels", group = G_VIS)
showRiskLines = input.bool(true, "Show active stop/target", group = G_VIS)
showEntryRangeBoxes = input.bool(true, "Show entry price range boxes", group = G_VIS)
showTradeZoneBoxes = input.bool(true, "Show active green/red trade zones", group = G_VIS)
showTradeOutcomeLabels = input.bool(true, "Show WIN/FAILED outcome labels", group = G_VIS)
showRegimeBg = input.bool(true, "Show regime background", group = G_VIS)
colorBars = input.bool(false, "Color bars by dominant score", group = G_VIS)
showDashboard = input.bool(true, "Show dashboard", group = G_VIS)
showScorePlots = input.bool(false, "Show scores in Data Window", group = G_VIS)

// === ALERT INPUTS ===
botId = input.string("230050", "Bot ID", group = G_ALERT)
includeScoresInAlerts = input.bool(true, "Include scores in alert JSON", group = G_ALERT)

// === FUNCTIONS ===
f_dema(series float src, simple int length) =>
    float ema1 = ta.ema(src, length)
    float ema2 = ta.ema(ema1, length)
    2.0 * ema1 - ema2

f_tema(series float src, simple int length) =>
    float ema1 = ta.ema(src, length)
    float ema2 = ta.ema(ema1, length)
    float ema3 = ta.ema(ema2, length)
    3.0 * (ema1 - ema2) + ema3

f_zlema(series float src, simple int length) =>
    int lag = math.max(1, int(math.floor((length - 1) / 2)))
    ta.ema(src + (src - nz(src[lag], src)), length)

f_ma(series float src, simple int length, simple string kind) =>
    switch kind
        "EMA"   => ta.ema(src, length)
        "SMA"   => ta.sma(src, length)
        "WMA"   => ta.wma(src, length)
        "HMA"   => ta.hma(src, length)
        "DEMA"  => f_dema(src, length)
        "TEMA"  => f_tema(src, length)
        "VWMA"  => ta.vwma(src, length)
        "RMA"   => ta.rma(src, length)
        "ZLEMA" => f_zlema(src, length)
        => ta.ema(src, length)

f_donchian(simple int length) =>
    math.avg(ta.lowest(low, length), ta.highest(high, length))

f_recent(bool condition, simple int lookback) =>
    int bars = ta.barssince(condition)
    not na(bars) and bars <= lookback

f_in_window(int left, int right) =>
    time >= left and time <= right

f_weighted_pct(float raw, float weight) =>
    weight > 0.0 ? math.max(0.0, math.min(100.0, 100.0 * raw / weight)) : 0.0

f_json(string action, float longScore, float shortScore) =>
    string scorePart = includeScoresInAlerts ? ',"longScore":' + str.tostring(longScore, "#.##") + ',"shortScore":' + str.tostring(shortScore, "#.##") : ""
    '{"botId":"' + botId + '","action":"' + action + '","symbol":"' + syminfo.ticker + '","price":' + str.tostring(close, format.mintick) + scorePart + '}'

f_add_box(array<box> arr, box b, int maxCount) =>
    array.push(arr, b)
    if array.size(arr) > maxCount
        box.delete(array.shift(arr))

f_fmt(float value) =>
    str.tostring(value, format.mintick)

// === RESEARCH PRESET MODULE GATES ===
customPreset = researchPreset == "Custom toggles"
activeRSI = enableRSI and (customPreset or researchPreset == "01 RSI only" or researchPreset == "02 RSI + S/R" or researchPreset == "03 Add FibBB" or researchPreset == "04 Add Trend/HTF" or researchPreset == "05 Add Ichimoku" or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activeSR = enableSR and (customPreset or researchPreset == "02 RSI + S/R" or researchPreset == "03 Add FibBB" or researchPreset == "04 Add Trend/HTF" or researchPreset == "05 Add Ichimoku" or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activeFibBB = enableFibBB and (customPreset or researchPreset == "03 Add FibBB" or researchPreset == "04 Add Trend/HTF" or researchPreset == "05 Add Ichimoku" or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activeTrendMA = enableTrendMA and (customPreset or researchPreset == "04 Add Trend/HTF" or researchPreset == "05 Add Ichimoku" or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activeIchimoku = enableIchimoku and (customPreset or researchPreset == "05 Add Ichimoku" or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activeCandles = enableCandles and (customPreset or researchPreset == "06 Add Candles" or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")
activePatterns = enablePatterns and (customPreset or researchPreset == "07 Add Chart Patterns" or researchPreset == "08 Full weighted")

// === EXECUTION WINDOWS ===
inBacktestDateRange = f_in_window(startTime, endTime)
inInSample = f_in_window(inSampleStart, inSampleEnd)
inOOS = f_in_window(oosStart, oosEnd)
inPaper = f_in_window(paperStart, paperEnd)
segmentOK = validationSegment == "Full selected range" ? inBacktestDateRange : validationSegment == "In-sample only" ? inInSample : validationSegment == "Out-of-sample only" ? inOOS : inPaper
// Session semantics: sessionTimezone must match the exchange/clock you intend to gate on.
// For 24x7 crypto use "Etc/UTC" (default) with session "0000-0000:1234567" (always active), or define
// a specific UTC window (e.g. "0800-2000:1234567" for a US/EU overlap). TradingView evaluates the
// session in the given timezone; mismatched timezones will silently shift the session window.
inSession = not useSessionFilter or not na(time(timeframe.period, tradeSession, sessionTimezone))
signalGate = not confirmedOnly or barstate.isconfirmed
flat = strategy.position_size == 0
allowShorts = tradeMode == "Derivatives" and tradeDirection == "Long + Short"
canOpenTrade = segmentOK and inSession and signalGate

// === CORE CALCULATIONS ===
// HTF confirmation semantics:
//   htfMARepainting  — lookahead_off, current HTF bar's live value; updates intra-bar (repaints on replay).
//   htfMANonRepaint  — lookahead_on + [1] offset; accesses prior *confirmed* HTF close; no intra-bar repaint.
//   nonRepaintHTF toggle (default true) selects the confirmed variant. Set false only to compare bar-by-bar
//   behaviour in replay mode; never use repainting mode for signal decisions that reach live orders.
trendMA = f_ma(close, trendLen, maType)
htfMARepainting = request.security(syminfo.tickerid, htfTf, f_ma(close, trendLen, maType), barmerge.gaps_off, barmerge.lookahead_off)
htfMANonRepaint = request.security(syminfo.tickerid, htfTf, f_ma(close, trendLen, maType)[1], barmerge.gaps_off, barmerge.lookahead_on)
htfMA = nonRepaintHTF ? htfMANonRepaint : htfMARepainting

trendBull = close > trendMA and trendMA >= trendMA[1]
trendBear = close < trendMA and trendMA <= trendMA[1]
htfBull = close > htfMA and htfMA >= htfMA[1]
htfBear = close < htfMA and htfMA <= htfMA[1]
longRegimeOK = not activeTrendMA or trendFilter == "Off" or (trendBull and (trendFilter != "Chart + HTF" or htfBull))
shortRegimeOK = not activeTrendMA or trendFilter == "Off" or (trendBear and (trendFilter != "Chart + HTF" or htfBear))

rsi = ta.rsi(rsiSrc, rsiLen)
rsiMid = math.avg(rsiOS, rsiOB)

basis = f_ma(bbSrc, bbLen, bbBasisType)
dev = bbMult * ta.stdev(bbSrc, bbLen)
upper1 = basis + 0.236 * dev
upper2 = basis + 0.382 * dev
upper3 = basis + 0.500 * dev
upper4 = basis + 0.618 * dev
upper5 = basis + 0.764 * dev
upper6 = basis + 1.000 * dev
lower1 = basis - 0.236 * dev
lower2 = basis - 0.382 * dev
lower3 = basis - 0.500 * dev
lower4 = basis - 0.618 * dev
lower5 = basis - 0.764 * dev
lower6 = basis - 1.000 * dev

atr = ta.atr(atrLen)
atrPct = close == 0.0 ? na : atr / close * 100.0
volumeSma = ta.sma(volume, volumeLen)
volumeOK = not useVolumeFilter or volume >= volumeSma * volumeMult
volatilityOK = not useAtrFilter or (atrPct >= minAtrPct and atrPct <= maxAtrPct)
filtersOK = volumeOK and volatilityOK

// === SUPPORT / RESISTANCE ENGINE ===
srPivotLow = ta.pivotlow(low, srPivotLeft, srPivotRight)
srPivotHigh = ta.pivothigh(high, srPivotLeft, srPivotRight)
srBuffer = math.max(atr * srAtrBufferMult, syminfo.mintick)
var float lastSupportTop = na
var float lastSupportBottom = na
var float lastResistanceTop = na
var float lastResistanceBottom = na
var int lastSupportBar = na
var int lastResistanceBar = na
var array<box> supportBoxes = array.new<box>()
var array<box> resistanceBoxes = array.new<box>()

if activeSR and not na(srPivotLow)
    float zMid = srPivotLow
    lastSupportTop := zMid + srBuffer
    lastSupportBottom := zMid - srBuffer
    lastSupportBar := bar_index - srPivotRight
    if showSRZones
        box b = box.new(lastSupportBar, lastSupportTop, bar_index + srExtendBars, lastSupportBottom, border_color = color.new(color.green, 20), bgcolor = color.new(color.green, 88), text = "SUPPORT", text_color = color.new(color.green, 0), text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
        f_add_box(supportBoxes, b, srMaxZones)

if activeSR and not na(srPivotHigh)
    float zMid = srPivotHigh
    lastResistanceTop := zMid + srBuffer
    lastResistanceBottom := zMid - srBuffer
    lastResistanceBar := bar_index - srPivotRight
    if showSRZones
        box b = box.new(lastResistanceBar, lastResistanceTop, bar_index + srExtendBars, lastResistanceBottom, border_color = color.new(color.red, 20), bgcolor = color.new(color.red, 88), text = "RESIST", text_color = color.new(color.red, 0), text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
        f_add_box(resistanceBoxes, b, srMaxZones)

if activeSR and showSRZones
    if array.size(supportBoxes) > 0
        for i = 0 to array.size(supportBoxes) - 1
            box.set_right(array.get(supportBoxes, i), bar_index + srExtendBars)
    if array.size(resistanceBoxes) > 0
        for i = 0 to array.size(resistanceBoxes) - 1
            box.set_right(array.get(resistanceBoxes, i), bar_index + srExtendBars)

nearSupport = activeSR and not na(lastSupportTop) and low <= lastSupportTop and high >= lastSupportBottom
nearResistance = activeSR and not na(lastResistanceBottom) and high >= lastResistanceBottom and low <= lastResistanceTop
supportHold = nearSupport and close >= lastSupportBottom
resistanceHold = nearResistance and close <= lastResistanceTop
// S/R break detection: close-based requires a candle body close outside the zone; wick-based fires on
// any intra-bar penetration. Close-based is more conservative and reduces false-break exits on wicks.
srSupportBreak    = srBreakMode == "Wick below zone" ? low  < lastSupportBottom  : close < lastSupportBottom
srResistanceBreak = srBreakMode == "Wick below zone" ? high > lastResistanceTop  : close > lastResistanceTop
supportFail    = activeSR and not na(lastSupportBottom) and srSupportBreak
resistanceFail = activeSR and not na(lastResistanceTop) and srResistanceBreak
srLongVote = supportHold ? 1.0 : nearSupport ? 0.50 : 0.0
srShortVote = resistanceHold ? 1.0 : nearResistance ? 0.50 : 0.0
srExitLongVote = supportFail ? 1.0 : nearResistance ? 0.40 : 0.0
srExitShortVote = resistanceFail ? 1.0 : nearSupport ? 0.40 : 0.0
srContextOKLong = not requireSRContext or supportHold or nearSupport
srContextOKShort = not requireSRContext or resistanceHold or nearResistance

// === ICHIMOKU ===
conversionLine = f_donchian(conversionPeriods)
baseLine = f_donchian(basePeriods)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = f_donchian(spanBPeriods)
ichiBull = close > math.max(leadLine1, leadLine2) and conversionLine > baseLine
ichiBear = close < math.min(leadLine1, leadLine2) and conversionLine < baseLine

// === RSI SETUPS / CONFIRMATIONS ===
// Historical functions are evaluated on every bar first, then gated.
// This avoids Pine consistency warnings from conditional historical calls.
rsiRecentLongRaw = f_recent(rsi <= rsiOS, rsiSetupLookback)
rsiRecentShortRaw = f_recent(rsi >= rsiOB, rsiSetupLookback)
rsiCrossOverOSRaw = ta.crossover(rsi, rsiOS)
rsiCrossUnderOBRaw = ta.crossunder(rsi, rsiOB)
recentLongRSI = activeRSI and rsiRecentLongRaw
recentShortRSI = activeRSI and rsiRecentShortRaw
longRSIReclaim = activeRSI and rsiCrossOverOSRaw
shortRSIReclaim = activeRSI and rsiCrossUnderOBRaw
rsiLongVote = longRSIReclaim ? 1.0 : recentLongRSI and rsi < rsiMid ? 0.50 : 0.0
rsiShortVote = shortRSIReclaim ? 1.0 : recentShortRSI and rsi > rsiMid ? 0.50 : 0.0
rsiExitLongVote = activeRSI and rsi >= rsiOB ? 1.0 : activeRSI and rsi > rsiMid ? 0.35 : 0.0
rsiExitShortVote = activeRSI and rsi <= rsiOS ? 1.0 : activeRSI and rsi < rsiMid ? 0.35 : 0.0

// === FIB BB SETUPS / CONFIRMATIONS ===
bbRecentLongRaw = f_recent(low <= lower6, bbSetupLookback)
bbRecentShortRaw = f_recent(high >= upper6, bbSetupLookback)
bbLongReclaimRaw = ta.crossover(close, lower5)
bbShortReclaimRaw = ta.crossunder(close, upper5)
bbCloseCrossUnderBasisRaw = ta.crossunder(close, basis)
bbCloseCrossOverBasisRaw = ta.crossover(close, basis)
recentLongBB = activeFibBB and bbRecentLongRaw
recentShortBB = activeFibBB and bbRecentShortRaw
longBBReclaim = activeFibBB and bbLongReclaimRaw
shortBBReclaim = activeFibBB and bbShortReclaimRaw
closeCrossUnderBasis = activeFibBB and bbCloseCrossUnderBasisRaw
closeCrossOverBasis = activeFibBB and bbCloseCrossOverBasisRaw
fibBBLongVote = longBBReclaim ? 1.0 : recentLongBB and close > lower6 ? 0.50 : 0.0
fibBBShortVote = shortBBReclaim ? 1.0 : recentShortBB and close < upper6 ? 0.50 : 0.0
fibBBExitLongVote = closeCrossUnderBasis ? 1.0 : activeFibBB and high >= upper6 ? 0.60 : 0.0
fibBBExitShortVote = closeCrossOverBasis ? 1.0 : activeFibBB and low <= lower6 ? 0.60 : 0.0

// === TREND / ICHIMOKU VOTES ===
trendLongVote = activeTrendMA ? longRegimeOK ? 1.0 : 0.0 : 0.0
trendShortVote = activeTrendMA ? shortRegimeOK ? 1.0 : 0.0 : 0.0
trendExitLongVote = activeTrendMA and trendBear ? 1.0 : 0.0
trendExitShortVote = activeTrendMA and trendBull ? 1.0 : 0.0
ichiLongVote = activeIchimoku ? ichiBull ? 1.0 : 0.0 : 0.0
ichiShortVote = activeIchimoku ? ichiBear ? 1.0 : 0.0 : 0.0
ichiExitLongVote = activeIchimoku and ichiBear ? 1.0 : 0.0
ichiExitShortVote = activeIchimoku and ichiBull ? 1.0 : 0.0

// === CANDLESTICK PATTERN ENGINE ===
// Pattern definitions (explicit for Rust parity):
//   bull382: bullish close AND body bottom ≥ low + 38.2% of candle range (pressure candle — body
//     sits in the upper portion; lower wick absorbs selling). bear382: inverse.
//   bullEngulf: current body (close-open) > prior body (close[1]-open[1]) AND current bar closes
//     above prior bar's high (full body engulfing). Does not require prior bar to be bearish.
//   bullCloseBreak: close strictly above prior bar's high (candle body close-based breakout).
//   bullWickReject: lower wick ≥ wickToBodyMin × body size AND close above body low
//     (rejection wick off low; wickToBodyMin default 1.5 means wick is 150% of body).
//   safeBody clamps to mintick to avoid division by zero on doji candles.
bodyHigh = math.max(open, close)
bodyLow = math.min(open, close)
bodySize = math.abs(close - open)
prevBodySize = math.abs(close[1] - open[1])
candleRange = high - low
safeBody = math.max(bodySize, syminfo.mintick)
upperWick = high - bodyHigh
lowerWick = bodyLow - low
bull382 = activeCandles and use382Candle and candleRange > syminfo.mintick and bodyLow >= low + candleRange * 0.382 and close > open
bear382 = activeCandles and use382Candle and candleRange > syminfo.mintick and bodyHigh <= high - candleRange * 0.382 and close < open
bullEngulf = activeCandles and useEngulfing and close > open and close[1] < open[1] and bodySize > prevBodySize and bodyHigh >= math.max(open[1], close[1])
bearEngulf = activeCandles and useEngulfing and close < open and close[1] > open[1] and bodySize > prevBodySize and bodyLow <= math.min(open[1], close[1])
bullCloseBreak = activeCandles and useCloseBreak and close > high[1]
bearCloseBreak = activeCandles and useCloseBreak and close < low[1]
bullWickReject = activeCandles and useWickReject and lowerWick / safeBody >= wickToBodyMin and close > bodyLow
bearWickReject = activeCandles and useWickReject and upperWick / safeBody >= wickToBodyMin and close < bodyHigh
bullCandleEvent = bull382 or bullEngulf or bullCloseBreak or bullWickReject
bearCandleEvent = bear382 or bearEngulf or bearCloseBreak or bearWickReject
candleRecentBullRaw = f_recent(bullCandleEvent, candleSetupLookback)
candleRecentBearRaw = f_recent(bearCandleEvent, candleSetupLookback)
recentBullCandle = activeCandles and candleRecentBullRaw
recentBearCandle = activeCandles and candleRecentBearRaw
candleLongVote = bullCandleEvent ? 1.0 : recentBullCandle ? 0.50 : 0.0
candleShortVote = bearCandleEvent ? 1.0 : recentBearCandle ? 0.50 : 0.0
candleExitLongVote = bearCandleEvent ? 1.0 : recentBearCandle ? 0.40 : 0.0
candleExitShortVote = bullCandleEvent ? 1.0 : recentBullCandle ? 0.40 : 0.0

// === CHART / BREAKOUT PATTERN ENGINE ===
pivotLow = ta.pivotlow(low, pivotLeft, pivotRight)
pivotHigh = ta.pivothigh(high, pivotLeft, pivotRight)
var float prevPivotLow = na
var float lastPivotLow = na
var float prevPivotHigh = na
var float lastPivotHigh = na
if not na(pivotLow)
    prevPivotLow := lastPivotLow
    lastPivotLow := pivotLow
if not na(pivotHigh)
    prevPivotHigh := lastPivotHigh
    lastPivotHigh := pivotHigh

haveTwoLows = not na(prevPivotLow) and not na(lastPivotLow)
haveTwoHighs = not na(prevPivotHigh) and not na(lastPivotHigh)
nearDoubleLow = haveTwoLows and math.abs(lastPivotLow - prevPivotLow) / close * 100.0 <= doubleTolerancePct
nearDoubleHigh = haveTwoHighs and math.abs(lastPivotHigh - prevPivotHigh) / close * 100.0 <= doubleTolerancePct
necklineLong = ta.highest(high, patternLookback)
necklineShort = ta.lowest(low, patternLookback)
patternHighestPrev = ta.highest(high[1], patternLookback)
patternLowestPrev = ta.lowest(low[1], patternLookback)
doubleBottomCrossRaw = ta.crossover(close, necklineLong[1])
doubleTopCrossRaw = ta.crossunder(close, necklineShort[1])
doubleBottomBreak = activePatterns and nearDoubleLow and doubleBottomCrossRaw
doubleTopBreak = activePatterns and nearDoubleHigh and doubleTopCrossRaw
flagHigh = ta.highest(high[1], flagLen)
flagLow = ta.lowest(low[1], flagLen)
flagRangePct = close == 0.0 ? na : (flagHigh - flagLow) / close * 100.0
bullFlagBreak = activePatterns and flagRangePct <= flagMaxRangePct and close > flagHigh and close > trendMA
bearFlagBreak = activePatterns and flagRangePct <= flagMaxRangePct and close < flagLow and close < trendMA
risingSupport = activePatterns and haveTwoLows and lastPivotLow > prevPivotLow
fallingResistance = activePatterns and haveTwoHighs and lastPivotHigh < prevPivotHigh
ascendingBreak = activePatterns and risingSupport and close > patternHighestPrev
descendingBreak = activePatterns and fallingResistance and close < patternLowestPrev
bullChartEvent = doubleBottomBreak or bullFlagBreak or ascendingBreak
bearChartEvent = doubleTopBreak or bearFlagBreak or descendingBreak
chartRecentBullRaw = f_recent(bullChartEvent, candleSetupLookback)
chartRecentBearRaw = f_recent(bearChartEvent, candleSetupLookback)
recentBullChart = activePatterns and chartRecentBullRaw
recentBearChart = activePatterns and chartRecentBearRaw
patternLongVote = bullChartEvent ? 1.0 : recentBullChart ? 0.50 : 0.0
patternShortVote = bearChartEvent ? 1.0 : recentBearChart ? 0.50 : 0.0
patternExitLongVote = bearChartEvent ? 1.0 : recentBearChart ? 0.40 : 0.0
patternExitShortVote = bullChartEvent ? 1.0 : recentBullChart ? 0.40 : 0.0

// === WEIGHTED SCORE AGGREGATION ===
float longRaw = 0.0
float shortRaw = 0.0
float longExitRaw = 0.0
float shortExitRaw = 0.0
float entryWeightTotal = 0.0
float exitWeightTotal = 0.0

if activeRSI and useRSIForEntry and rsiEntryWeight > 0
    entryWeightTotal += rsiEntryWeight
    longRaw += rsiEntryWeight * rsiLongVote
    shortRaw += rsiEntryWeight * rsiShortVote
if activeSR and useSRForEntry and srEntryWeight > 0
    entryWeightTotal += srEntryWeight
    longRaw += srEntryWeight * srLongVote
    shortRaw += srEntryWeight * srShortVote
if activeFibBB and useFibBBForEntry and fibBBEntryWeight > 0
    entryWeightTotal += fibBBEntryWeight
    longRaw += fibBBEntryWeight * fibBBLongVote
    shortRaw += fibBBEntryWeight * fibBBShortVote
if activeTrendMA and useTrendForEntry and trendEntryWeight > 0
    entryWeightTotal += trendEntryWeight
    longRaw += trendEntryWeight * trendLongVote
    shortRaw += trendEntryWeight * trendShortVote
if activeIchimoku and useIchiForEntry and ichiEntryWeight > 0
    entryWeightTotal += ichiEntryWeight
    longRaw += ichiEntryWeight * ichiLongVote
    shortRaw += ichiEntryWeight * ichiShortVote
if activeCandles and useCandlesForEntry and candleEntryWeight > 0
    entryWeightTotal += candleEntryWeight
    longRaw += candleEntryWeight * candleLongVote
    shortRaw += candleEntryWeight * candleShortVote
if activePatterns and usePatternsForEntry and patternEntryWeight > 0
    entryWeightTotal += patternEntryWeight
    longRaw += patternEntryWeight * patternLongVote
    shortRaw += patternEntryWeight * patternShortVote

if activeRSI and useRSIForExit and rsiExitWeight > 0
    exitWeightTotal += rsiExitWeight
    longExitRaw += rsiExitWeight * rsiExitLongVote
    shortExitRaw += rsiExitWeight * rsiExitShortVote
if activeSR and useSRForExit and srExitWeight > 0
    exitWeightTotal += srExitWeight
    longExitRaw += srExitWeight * srExitLongVote
    shortExitRaw += srExitWeight * srExitShortVote
if activeFibBB and useFibBBForExit and fibBBExitWeight > 0
    exitWeightTotal += fibBBExitWeight
    longExitRaw += fibBBExitWeight * fibBBExitLongVote
    shortExitRaw += fibBBExitWeight * fibBBExitShortVote
if activeTrendMA and useTrendForExit and trendExitWeight > 0
    exitWeightTotal += trendExitWeight
    longExitRaw += trendExitWeight * trendExitLongVote
    shortExitRaw += trendExitWeight * trendExitShortVote
if activeIchimoku and useIchiForExit and ichiExitWeight > 0
    exitWeightTotal += ichiExitWeight
    longExitRaw += ichiExitWeight * ichiExitLongVote
    shortExitRaw += ichiExitWeight * ichiExitShortVote
if activeCandles and useCandlesForExit and candleExitWeight > 0
    exitWeightTotal += candleExitWeight
    longExitRaw += candleExitWeight * candleExitLongVote
    shortExitRaw += candleExitWeight * candleExitShortVote
if activePatterns and usePatternsForExit and patternExitWeight > 0
    exitWeightTotal += patternExitWeight
    longExitRaw += patternExitWeight * patternExitLongVote
    shortExitRaw += patternExitWeight * patternExitShortVote

longScore = f_weighted_pct(longRaw, entryWeightTotal)
shortScore = f_weighted_pct(shortRaw, entryWeightTotal)
longExitScore = f_weighted_pct(longExitRaw, exitWeightTotal)
shortExitScore = f_weighted_pct(shortExitRaw, exitWeightTotal)

primaryLongSetup = recentLongRSI or recentLongBB or bullCandleEvent or bullChartEvent or supportHold
primaryShortSetup = recentShortRSI or recentShortBB or bearCandleEvent or bearChartEvent or resistanceHold
primaryLongOK = not requirePrimarySetup or primaryLongSetup
primaryShortOK = not requirePrimarySetup or primaryShortSetup

longSignal = canOpenTrade and flat and filtersOK and longRegimeOK and srContextOKLong and longScore >= entryThreshold and primaryLongOK
shortSignal = canOpenTrade and flat and allowShorts and filtersOK and shortRegimeOK and srContextOKShort and shortScore >= entryThreshold and primaryShortOK
longScoreExit = exitOnOppositeScore and strategy.position_size > 0 and shortExitScore >= exitThreshold
shortScoreExit = exitOnOppositeScore and strategy.position_size < 0 and longExitScore >= exitThreshold

// === ENTRY RANGE VISUALS ===
atrEntryHalf = math.max(atr * entryRangeAtrMult, syminfo.mintick)
longSRRangeTop = not na(lastSupportTop) ? lastSupportTop : close + atrEntryHalf
longSRRangeBottom = not na(lastSupportBottom) ? lastSupportBottom : close - atrEntryHalf
shortSRRangeTop = not na(lastResistanceTop) ? lastResistanceTop : close + atrEntryHalf
shortSRRangeBottom = not na(lastResistanceBottom) ? lastResistanceBottom : close - atrEntryHalf
longEntryRangeTop = entryRangeMode == "ATR around signal close" ? close + atrEntryHalf : entryRangeMode == "Nearest support/resistance zone" ? longSRRangeTop : math.max(close + atrEntryHalf, longSRRangeTop)
longEntryRangeBottom = entryRangeMode == "ATR around signal close" ? close - atrEntryHalf : entryRangeMode == "Nearest support/resistance zone" ? longSRRangeBottom : math.min(close - atrEntryHalf, longSRRangeBottom)
shortEntryRangeTop = entryRangeMode == "ATR around signal close" ? close + atrEntryHalf : entryRangeMode == "Nearest support/resistance zone" ? shortSRRangeTop : math.max(close + atrEntryHalf, shortSRRangeTop)
shortEntryRangeBottom = entryRangeMode == "ATR around signal close" ? close - atrEntryHalf : entryRangeMode == "Nearest support/resistance zone" ? shortSRRangeBottom : math.min(close - atrEntryHalf, shortSRRangeBottom)
var array<box> entryRangeBoxes = array.new<box>()
if showEntryRangeBoxes and longSignal
    box b = box.new(bar_index, longEntryRangeTop, bar_index + maxBarsInTrade, longEntryRangeBottom, border_color = color.new(color.teal, 0), bgcolor = color.new(color.teal, 86), text = "LONG ENTRY RANGE", text_color = color.white, text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
    f_add_box(entryRangeBoxes, b, 40)
if showEntryRangeBoxes and shortSignal
    box b = box.new(bar_index, shortEntryRangeTop, bar_index + maxBarsInTrade, shortEntryRangeBottom, border_color = color.new(color.purple, 0), bgcolor = color.new(color.purple, 86), text = "SHORT ENTRY RANGE", text_color = color.white, text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
    f_add_box(entryRangeBoxes, b, 40)

// === ALERT STRINGS ===
buyLongMsg = f_json("BUY", longScore, shortScore)
sellLongMsg = f_json("SELL", longScore, shortScore)
sellShortMsg = f_json("SELL_SHORT", longScore, shortScore)
buyCoverMsg = f_json("BUY_TO_COVER", longScore, shortScore)

// === ORDERS ===
// Entry fill semantics: signal fires on bar *close* (gated by barstate.isconfirmed via signalGate).
// TradingView fills strategy.entry at the *open of the next bar* (market order).
// Simulated slippage = strategy() slippage param (default 1 tick).
// Zone-based entry: longSignal requires price to be inside or approaching a support zone; the assumed
// fill is next-bar open, not the zone boundary. Backtests may show fills slightly above/below zone edge.
// Position sizing: researchSizingMode = true uses 100% equity (research ratios); false uses liveQtyPct.
// qty is computed in base-asset units so it works regardless of default_qty_type in strategy().
positionQtyPct = researchSizingMode ? 100.0 : liveQtyPct
entryQty = close > 0.0 ? strategy.equity * (positionQtyPct / 100.0) / close : na
if longSignal
    strategy.entry("L", strategy.long, qty = entryQty, alert_message = buyLongMsg, comment = "Long weighted S/R day trade")
if shortSignal
    strategy.entry("S", strategy.short, qty = entryQty, alert_message = sellShortMsg, comment = "Short weighted S/R day trade")

// === RISK ENGINE ===
// Freeze semantics (requires freezeRiskAtEntry = true):
//   entryAtr   — ATR value captured on the entry bar; used for all ATR-derived stop/target math.
//   frozenStop — base stop price computed on the entry bar (before breakeven adjustments); zone does not drift.
//   frozenTarget — target price computed on the entry bar; zone does not drift.
// Breakeven adjustments (longBEActive/shortBEActive) operate on top of the live exit path and are
// intentionally NOT frozen — they represent a separate runtime risk control layer.
// All three are reset to na when the position closes so the next trade starts clean.
var float entryAtr = na
var float frozenStop = na
var float frozenTarget = na
var int entryBarIndex = na
var int entryTimeMs = na
var string entrySide = ""
newLongPosition = strategy.position_size > 0 and strategy.position_size[1] <= 0
newShortPosition = strategy.position_size < 0 and strategy.position_size[1] >= 0
newPosition = newLongPosition or newShortPosition
closedPosition = strategy.position_size == 0 and strategy.position_size[1] != 0

if newPosition
    entryAtr := atr
    entryBarIndex := bar_index
    entryTimeMs := time
    entrySide := newLongPosition ? "LONG" : "SHORT"
if closedPosition
    entryAtr := na
    frozenStop := na
    frozenTarget := na

riskAtr = freezeRiskAtEntry ? nz(entryAtr, atr) : atr
avg = strategy.position_avg_price
longPctStop = avg * (1.0 - stopPct / 100.0)
longAtrStop = avg - riskAtr * atrStopMult
longStopBaseRaw = switch riskModel
    "Percent"          => longPctStop
    "ATR"              => longAtrStop
    "Wider of % / ATR" => math.min(longPctStop, longAtrStop)
    => math.max(longPctStop, longAtrStop)
longStopBase = useMATrailingStop and strategy.position_size > 0 ? math.max(longStopBaseRaw, trendMA) : longStopBaseRaw
longRisk = avg - longStopBase
longTarget = avg + longRisk * rewardRisk
longBEActive = useBreakeven and strategy.position_size > 0 and longRisk > 0 and high >= avg + longRisk * breakevenAtR
longStop = longBEActive ? math.max(longStopBase, avg * (1.0 + breakevenOffsetPct / 100.0)) : longStopBase

shortPctStop = avg * (1.0 + stopPct / 100.0)
shortAtrStop = avg + riskAtr * atrStopMult
shortStopBaseRaw = switch riskModel
    "Percent"          => shortPctStop
    "ATR"              => shortAtrStop
    "Wider of % / ATR" => math.max(shortPctStop, shortAtrStop)
    => math.min(shortPctStop, shortAtrStop)
shortStopBase = useMATrailingStop and strategy.position_size < 0 ? math.min(shortStopBaseRaw, trendMA) : shortStopBaseRaw
shortRisk = shortStopBase - avg
shortTarget = avg - shortRisk * rewardRisk
shortBEActive = useBreakeven and strategy.position_size < 0 and shortRisk > 0 and low <= avg - shortRisk * breakevenAtR
shortStop = shortBEActive ? math.min(shortStopBase, avg * (1.0 - breakevenOffsetPct / 100.0)) : shortStopBase

// Capture base stop and target on entry bar so zone state does not drift if ATR changes mid-trade.
// frozenStop/frozenTarget hold entry-bar levels; actual exit stop can move (e.g. breakeven),
// but the zone reference stays anchored to the original risk-at-entry calculation.
if newLongPosition
    frozenStop := longStopBase
    frozenTarget := longTarget
if newShortPosition
    frozenStop := shortStopBase
    frozenTarget := shortTarget

if strategy.position_size > 0 and longRisk > 0
    strategy.exit("XL Risk", from_entry = "L", stop = longStop, limit = useTakeProfit ? longTarget : na, alert_message = sellLongMsg, comment_profit = "Long TP", comment_loss = "Long SL")
if strategy.position_size < 0 and shortRisk > 0
    strategy.exit("XS Risk", from_entry = "S", stop = shortStop, limit = useTakeProfit ? shortTarget : na, alert_message = buyCoverMsg, comment_profit = "Short TP", comment_loss = "Short SL")

barsInTrade = strategy.position_size != 0 and not na(entryBarIndex) ? bar_index - entryBarIndex : 0
minutesInTrade = strategy.position_size != 0 and not na(entryTimeMs) ? (time - entryTimeMs) / 60000.0 : 0.0
// Timed exit: timedExitMode controls which limit(s) trigger the auto-exit.
// "Bars OR Minutes" (default): fires when either bar count OR elapsed minutes is exceeded — first reached wins.
// "Bars only": ignores elapsed time; useful when bar length is variable (e.g. tick charts).
// "Minutes only": ignores bar count; useful when bar interval is fixed and clock time is the binding constraint.
timedExitCond = timedExitMode == "Bars only" ? barsInTrade >= maxBarsInTrade : timedExitMode == "Minutes only" ? minutesInTrade >= maxMinutesInTrade : (barsInTrade >= maxBarsInTrade or minutesInTrade >= maxMinutesInTrade)
timeExit = enableTimedExit and strategy.position_size != 0 and timedExitCond
sessionExit = closeAtSessionEnd and strategy.position_size != 0 and useSessionFilter and not inSession
dateExit = exitOnDateEnd and strategy.position_size != 0 and not segmentOK
srExitLong = srFailExit and strategy.position_size > 0 and supportFail
srExitShort = srFailExit and strategy.position_size < 0 and resistanceFail

if longScoreExit
    strategy.close("L", alert_message = sellLongMsg, comment = "Long score exit")
if shortScoreExit
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short score exit")
if srExitLong
    strategy.close("L", alert_message = sellLongMsg, comment = "Long S/R failed")
if srExitShort
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short S/R failed")
if timeExit and strategy.position_size > 0
    strategy.close("L", alert_message = sellLongMsg, comment = "Long timed exit")
if timeExit and strategy.position_size < 0
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short timed exit")
if sessionExit and strategy.position_size > 0
    strategy.close("L", alert_message = sellLongMsg, comment = "Long session exit")
if sessionExit and strategy.position_size < 0
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short session exit")
if dateExit and strategy.position_size > 0
    strategy.close("L", alert_message = sellLongMsg, comment = "Long date exit")
if dateExit and strategy.position_size < 0
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short date exit")
if closeOutsideRange and not inBacktestDateRange and strategy.position_size != 0
    strategy.close_all(alert_message = strategy.position_size > 0 ? sellLongMsg : buyCoverMsg, comment = "Outside date range")

// === ACTIVE TRADE ZONE BOXES ===
var box activeProfitBox = na
var box activeLossBox = na
var box activeEntryBox = na
var label activeTimeLabel = na
var float visualEntry = na
var float visualStop = na
var float visualTarget = na

if newPosition and showTradeZoneBoxes
    if not na(activeProfitBox)
        box.delete(activeProfitBox)
    if not na(activeLossBox)
        box.delete(activeLossBox)
    if not na(activeEntryBox)
        box.delete(activeEntryBox)
    if not na(activeTimeLabel)
        label.delete(activeTimeLabel)
    visualEntry := strategy.position_avg_price
    visualStop := newLongPosition ? longStop : shortStop
    visualTarget := newLongPosition ? longTarget : shortTarget
    int plannedRight = bar_index + maxBarsInTrade
    float profitTop = newLongPosition ? visualTarget : visualEntry
    float profitBottom = newLongPosition ? visualEntry : visualTarget
    float lossTop = newLongPosition ? visualEntry : visualStop
    float lossBottom = newLongPosition ? visualStop : visualEntry
    activeProfitBox := box.new(bar_index, profitTop, plannedRight, profitBottom, border_color = color.new(color.green, 0), bgcolor = color.new(color.green, 84), text = "PROFIT ZONE", text_color = color.white, text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
    activeLossBox := box.new(bar_index, lossTop, plannedRight, lossBottom, border_color = color.new(color.red, 0), bgcolor = color.new(color.red, 84), text = "LOSS ZONE", text_color = color.white, text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
    activeEntryBox := box.new(bar_index, visualEntry + atrEntryHalf, plannedRight, visualEntry - atrEntryHalf, border_color = color.new(color.blue, 0), bgcolor = color.new(color.blue, 88), text = entrySide + " FILL RANGE", text_color = color.white, text_size = size.tiny, text_halign = text.align_center, text_valign = text.align_center)
    activeTimeLabel := label.new(bar_index, newLongPosition ? high : low, "Active 0 bars / 0m", style = newLongPosition ? label.style_label_down : label.style_label_up, textcolor = color.white, color = color.new(color.black, 0), size = size.tiny)

if strategy.position_size != 0 and showTradeZoneBoxes and not na(activeProfitBox)
    int plannedRight = nz(entryBarIndex, bar_index) + maxBarsInTrade
    box.set_right(activeProfitBox, plannedRight)
    box.set_right(activeLossBox, plannedRight)
    box.set_right(activeEntryBox, plannedRight)
    // Zone text shows frozen entry-bar levels when freezeRiskAtEntry is on; live levels otherwise.
    float dispTarget = freezeRiskAtEntry and not na(frozenTarget) ? frozenTarget : (strategy.position_size > 0 ? longTarget : shortTarget)
    float dispStop   = freezeRiskAtEntry and not na(frozenStop)   ? frozenStop   : (strategy.position_size > 0 ? longStop   : shortStop)
    box.set_text(activeProfitBox, "PROFIT ZONE\nTP " + f_fmt(dispTarget))
    box.set_text(activeLossBox, "LOSS ZONE\nSL " + f_fmt(dispStop))
    box.set_text(activeEntryBox, entrySide + " ENTRY\n" + f_fmt(strategy.position_avg_price))
    if not na(activeTimeLabel)
        label.set_x(activeTimeLabel, bar_index)
        label.set_y(activeTimeLabel, strategy.position_size > 0 ? high : low)
        label.set_text(activeTimeLabel, "Active " + str.tostring(barsInTrade) + " bars / " + str.tostring(minutesInTrade, "#.0") + "m\nAuto-exit: " + str.tostring(maxBarsInTrade) + " bars or " + str.tostring(maxMinutesInTrade) + "m")

if closedPosition and showTradeOutcomeLabels
    float closedProfit = strategy.closedtrades > 0 ? strategy.closedtrades.profit(strategy.closedtrades - 1) : na
    string outcome = na(closedProfit) ? "CLOSED" : closedProfit > 0 ? "WIN" : "FAILED"
    string reason = timeExit ? "TIME" : sessionExit ? "SESSION" : dateExit ? "DATE" : longScoreExit or shortScoreExit ? "SCORE" : srExitLong or srExitShort ? "S/R" : outcome
    if not na(activeProfitBox)
        box.set_right(activeProfitBox, bar_index)
        box.set_text(activeProfitBox, outcome + "\nProfit zone")
    if not na(activeLossBox)
        box.set_right(activeLossBox, bar_index)
        box.set_text(activeLossBox, outcome + "\nLoss zone")
    if not na(activeEntryBox)
        box.set_right(activeEntryBox, bar_index)
        box.set_text(activeEntryBox, outcome + " / " + reason)
    label.new(bar_index, close, outcome + " / " + reason + "\nPnL: " + str.tostring(closedProfit, "#.##"), style = outcome == "WIN" ? label.style_label_up : label.style_label_down, color = outcome == "WIN" ? color.new(color.green, 0) : color.new(color.red, 0), textcolor = color.white, size = size.small)
    entryBarIndex := na
    entryTimeMs := na
    entrySide := ""

// === BACKGROUND / RESEARCH ZONES ===
researchBg = showResearchZones ? inInSample ? color.new(color.blue, 94) : inOOS ? color.new(color.orange, 94) : inPaper ? color.new(color.purple, 94) : na : na
regimeBg = activeTrendMA and showRegimeBg ? trendBull ? color.new(color.green, 94) : trendBear ? color.new(color.red, 95) : na : na
sessionBg = useSessionFilter and not inSession ? color.new(color.gray, 94) : na
bgcolor(researchBg, title = "Research segment")
bgcolor(regimeBg, title = "Regime background")
bgcolor(sessionBg, title = "Outside trading session")

// OOS/Paper transition markers: label the FIRST bar of each hold-out segment for parity review.
// Placed at bar open so they remain visible even when candlestick labels overlap.
isToOOS   = showOOSMarkers and inOOS and not inOOS[1]
oOSToPaper = showOOSMarkers and inPaper and not inPaper[1]
if isToOOS
    label.new(bar_index, high, "OOS START", style = label.style_label_down, color = color.new(color.orange, 0), textcolor = color.white, size = size.small)
if oOSToPaper
    label.new(bar_index, high, "PAPER START", style = label.style_label_down, color = color.new(color.purple, 0), textcolor = color.white, size = size.small)

// === PLOTS ===
regimeColor = trendBull ? color.new(color.lime, 0) : trendBear ? color.new(color.red, 0) : color.new(color.gray, 0)
barcolor(colorBars ? longScore > shortScore ? color.new(color.green, 0) : shortScore > longScore ? color.new(color.red, 0) : na : na)
plot(activeTrendMA and showMA ? trendMA : na, "Trend MA", color = regimeColor, linewidth = 2)
plot(activeTrendMA and showHTFMA ? htfMA : na, "HTF Trend MA", color = color.new(color.orange, 0), linewidth = 2)
plot(activeRSI ? rsi : na, "RSI data-window only", display = display.data_window)
plot(showScorePlots ? longScore : na, "Long score", display = display.data_window)
plot(showScorePlots ? shortScore : na, "Short score", display = display.data_window)

bbBasisPlot = plot(activeFibBB and showFibBB ? basis : na, "Fib BB Basis", color = color.new(color.fuchsia, 0), linewidth = 2)
u1 = plot(activeFibBB and showFibBB ? upper1 : na, "Fib BB +0.236", color = color.new(color.white, 55))
u2 = plot(activeFibBB and showFibBB ? upper2 : na, "Fib BB +0.382", color = color.new(color.white, 50))
u3 = plot(activeFibBB and showFibBB ? upper3 : na, "Fib BB +0.500", color = color.new(color.white, 45))
u4 = plot(activeFibBB and showFibBB ? upper4 : na, "Fib BB +0.618", color = color.new(color.white, 40))
u5 = plot(activeFibBB and showFibBB ? upper5 : na, "Fib BB +0.764", color = color.new(color.white, 35))
u6 = plot(activeFibBB and showFibBB ? upper6 : na, "Fib BB +1.000", color = color.new(color.red, 0), linewidth = 2)
l1 = plot(activeFibBB and showFibBB ? lower1 : na, "Fib BB -0.236", color = color.new(color.white, 55))
l2 = plot(activeFibBB and showFibBB ? lower2 : na, "Fib BB -0.382", color = color.new(color.white, 50))
l3 = plot(activeFibBB and showFibBB ? lower3 : na, "Fib BB -0.500", color = color.new(color.white, 45))
l4 = plot(activeFibBB and showFibBB ? lower4 : na, "Fib BB -0.618", color = color.new(color.white, 40))
l5 = plot(activeFibBB and showFibBB ? lower5 : na, "Fib BB -0.764", color = color.new(color.white, 35))
l6 = plot(activeFibBB and showFibBB ? lower6 : na, "Fib BB -1.000", color = color.new(color.green, 0), linewidth = 2)
fill(u6, l6, color = activeFibBB and showFibBB and showFibFill ? color.new(color.gray, 96) : na, title = "Fib BB envelope")

plot(showRiskLines and strategy.position_size > 0 ? longStop : na, "Long stop", color = color.new(color.red, 0), linewidth = 2, style = plot.style_linebr)
plot(showRiskLines and strategy.position_size > 0 and useTakeProfit ? longTarget : na, "Long target", color = color.new(color.green, 0), linewidth = 2, style = plot.style_linebr)
plot(showRiskLines and strategy.position_size < 0 ? shortStop : na, "Short stop", color = color.new(color.red, 0), linewidth = 2, style = plot.style_linebr)
plot(showRiskLines and strategy.position_size < 0 and useTakeProfit ? shortTarget : na, "Short target", color = color.new(color.green, 0), linewidth = 2, style = plot.style_linebr)

plot(activeIchimoku and showIchimoku ? conversionLine : na, "Ichimoku Conversion", color = color.new(color.red, 0))
plot(activeIchimoku and showIchimoku ? baseLine : na, "Ichimoku Base", color = color.new(color.blue, 0))
plot(activeIchimoku and showIchimoku ? close : na, "Ichimoku Lagging Span", color = color.new(color.orange, 0), offset = -displacement + 1)
ichiA = plot(activeIchimoku and showIchimoku ? leadLine1 : na, "Ichimoku Leading Span A", color = color.new(color.purple, 0), offset = displacement - 1)
ichiB = plot(activeIchimoku and showIchimoku ? leadLine2 : na, "Ichimoku Leading Span B", color = color.new(color.lime, 0), offset = displacement - 1)
fill(ichiA, ichiB, color = activeIchimoku and showIchimoku ? leadLine1 > leadLine2 ? color.new(color.green, 88) : color.new(color.red, 88) : na, title = "Ichimoku Cloud")

plotshape(showSignals and longSignal, title = "Long entry", location = location.belowbar, style = shape.labelup, text = "LONG", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)
plotshape(showSignals and shortSignal, title = "Short entry", location = location.abovebar, style = shape.labeldown, text = "SHORT", color = color.new(color.red, 0), textcolor = color.white, size = size.tiny)
plotshape(showSignals and longScoreExit, title = "Long score exit", location = location.abovebar, style = shape.labeldown, text = "XL", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)
plotshape(showSignals and shortScoreExit, title = "Short score exit", location = location.belowbar, style = shape.labelup, text = "XS", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)

plotshape(activeSR and showSRZones and supportHold, title = "Support hold", location = location.belowbar, style = shape.square, text = "SUP", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)
plotshape(activeSR and showSRZones and resistanceHold, title = "Resistance hold", location = location.abovebar, style = shape.square, text = "RES", color = color.new(color.red, 0), textcolor = color.white, size = size.tiny)
plotshape(activeSR and showSRZones and supportFail, title = "Support failed", location = location.belowbar, style = shape.xcross, text = "SF", color = color.new(color.red, 0), textcolor = color.white, size = size.tiny)
plotshape(activeSR and showSRZones and resistanceFail, title = "Resistance failed", location = location.abovebar, style = shape.xcross, text = "RF", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)

plotshape(activeCandles and showCandlePatterns and bull382, title = "Bull 38.2 candle", location = location.belowbar, style = shape.triangleup, text = "38B", color = color.new(color.lime, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bear382, title = "Bear 38.2 candle", location = location.abovebar, style = shape.triangledown, text = "38S", color = color.new(color.red, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bullEngulf, title = "Bull engulfing", location = location.belowbar, style = shape.labelup, text = "ENG", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bearEngulf, title = "Bear engulfing", location = location.abovebar, style = shape.labeldown, text = "ENG", color = color.new(color.maroon, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bullCloseBreak, title = "Bull close above", location = location.belowbar, style = shape.circle, text = "CA", color = color.new(color.teal, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bearCloseBreak, title = "Bear close below", location = location.abovebar, style = shape.circle, text = "CB", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bullWickReject, title = "Bull wick rejection", location = location.belowbar, style = shape.diamond, text = "WR", color = color.new(color.aqua, 0), textcolor = color.black, size = size.tiny)
plotshape(activeCandles and showCandlePatterns and bearWickReject, title = "Bear wick rejection", location = location.abovebar, style = shape.diamond, text = "WR", color = color.new(color.yellow, 0), textcolor = color.black, size = size.tiny)

plotshape(activePatterns and showChartPatterns and doubleBottomBreak, title = "Double bottom break", location = location.belowbar, style = shape.labelup, text = "DB", color = color.new(color.lime, 0), textcolor = color.white, size = size.small)
plotshape(activePatterns and showChartPatterns and doubleTopBreak, title = "Double top break", location = location.abovebar, style = shape.labeldown, text = "DT", color = color.new(color.red, 0), textcolor = color.white, size = size.small)
plotshape(activePatterns and showChartPatterns and bullFlagBreak, title = "Bull flag break", location = location.belowbar, style = shape.labelup, text = "FLAG", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)
plotshape(activePatterns and showChartPatterns and bearFlagBreak, title = "Bear flag break", location = location.abovebar, style = shape.labeldown, text = "FLAG", color = color.new(color.maroon, 0), textcolor = color.white, size = size.tiny)
plotshape(activePatterns and showChartPatterns and ascendingBreak, title = "Ascending breakout", location = location.belowbar, style = shape.labelup, text = "ASC", color = color.new(color.teal, 0), textcolor = color.white, size = size.tiny)
plotshape(activePatterns and showChartPatterns and descendingBreak, title = "Descending breakout", location = location.abovebar, style = shape.labeldown, text = "DESC", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)

// === INFORMATIONAL ALERTS ===
// alertcondition() does not create selectable alertcondition events in strategies.
// Order-fill alerts are handled through strategy.* alert_message fields above.
// These optional alert() calls can be used by selecting "Any alert() function call".
enableInfoAlerts = input.bool(false, "Enable non-order informational alert() calls", group = G_ALERT)
if enableInfoAlerts and signalGate
    if supportHold
        alert(f_json("SUPPORT_HOLD", longScore, shortScore), alert.freq_once_per_bar_close)
    if resistanceHold
        alert(f_json("RESISTANCE_HOLD", longScore, shortScore), alert.freq_once_per_bar_close)
    if supportFail
        alert(f_json("SUPPORT_FAIL", longScore, shortScore), alert.freq_once_per_bar_close)
    if resistanceFail
        alert(f_json("RESISTANCE_FAIL", longScore, shortScore), alert.freq_once_per_bar_close)
    if bullCandleEvent
        alert(f_json("BULL_CANDLE", longScore, shortScore), alert.freq_once_per_bar_close)
    if bearCandleEvent
        alert(f_json("BEAR_CANDLE", longScore, shortScore), alert.freq_once_per_bar_close)
    if bullChartEvent
        alert(f_json("BULL_PATTERN", longScore, shortScore), alert.freq_once_per_bar_close)
    if bearChartEvent
        alert(f_json("BEAR_PATTERN", longScore, shortScore), alert.freq_once_per_bar_close)

// === DASHBOARD ===
var table dash = table.new(position.top_right, 2, 15, border_width = 1)
if showDashboard and barstate.isconfirmed
    string regimeTxt = trendBull ? "Bull" : trendBear ? "Bear" : "Neutral"
    string htfTxt = htfBull ? "HTF Bull" : htfBear ? "HTF Bear" : "HTF Neutral"
    string posTxt = strategy.position_size > 0 ? "Long" : strategy.position_size < 0 ? "Short" : "Flat"
    string segmentTxt = validationSegment == "Full selected range" ? "Full" : validationSegment == "In-sample only" ? "IS" : validationSegment == "Out-of-sample only" ? "OOS" : "Paper"
    string modulesTxt = (activeRSI ? "R" : "-") + (activeSR ? "S" : "-") + (activeFibBB ? "B" : "-") + (activeTrendMA ? "M" : "-") + (activeIchimoku ? "I" : "-") + (activeCandles ? "C" : "-") + (activePatterns ? "P" : "-")
    string setupTxt = primaryLongSetup ? "Long setup" : primaryShortSetup ? "Short setup" : "None"
    string filterTxt = filtersOK ? "OK" : "Blocked"
    string sessionTxt = inSession ? "Session ON" : "Session OFF"
    string srTxt = supportHold ? "Support hold" : resistanceHold ? "Resistance hold" : supportFail ? "Support fail" : resistanceFail ? "Resistance fail" : "Neutral"
    table.cell(dash, 0, 0, "CTAPv6 Day", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 0, researchPreset, text_color = color.white, bgcolor = color.new(color.blue, 20))
    table.cell(dash, 0, 1, "Segment", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 1, segmentTxt + " / " + (segmentOK ? "ON" : "OFF"), text_color = color.white, bgcolor = segmentOK ? color.new(color.green, 30) : color.new(color.gray, 30))
    table.cell(dash, 0, 2, "Session", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 2, sessionTxt, text_color = color.white, bgcolor = inSession ? color.new(color.green, 35) : color.new(color.red, 35))
    table.cell(dash, 0, 3, "Mode", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 3, tradeMode + " / " + tradeDirection, text_color = color.white, bgcolor = allowShorts ? color.new(color.purple, 30) : color.new(color.gray, 30))
    table.cell(dash, 0, 4, "Modules", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 4, modulesTxt, text_color = color.white, bgcolor = color.new(color.gray, 20))
    table.cell(dash, 0, 5, "Position", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 5, posTxt, text_color = color.white, bgcolor = strategy.position_size > 0 ? color.new(color.green, 20) : strategy.position_size < 0 ? color.new(color.red, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 6, "Active Time", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 6, str.tostring(barsInTrade) + " bars / " + str.tostring(minutesInTrade, "#.0") + "m", text_color = color.white, bgcolor = timeExit ? color.new(color.red, 25) : color.new(color.gray, 20))
    table.cell(dash, 0, 7, "S/R", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 7, srTxt, text_color = color.white, bgcolor = supportHold ? color.new(color.green, 20) : resistanceHold ? color.new(color.red, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 8, "Regime", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 8, regimeTxt + " / " + htfTxt, text_color = color.white, bgcolor = trendBull ? color.new(color.green, 20) : trendBear ? color.new(color.red, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 9, "Setup", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 9, setupTxt, text_color = color.white, bgcolor = color.new(color.gray, 20))
    table.cell(dash, 0, 10, "Long Score", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 10, str.tostring(longScore, "#.##"), text_color = color.white, bgcolor = longScore >= entryThreshold ? color.new(color.green, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 11, "Short Score", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 11, str.tostring(shortScore, "#.##"), text_color = color.white, bgcolor = shortScore >= entryThreshold ? color.new(color.red, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 12, "RSI / ATR%", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 12, str.tostring(rsi, "#.##") + " / " + str.tostring(atrPct, "#.##") + "%", text_color = color.white, bgcolor = volatilityOK ? color.new(color.green, 35) : color.new(color.red, 25))
    table.cell(dash, 0, 13, "Volume", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 13, volumeOK ? "OK" : "Low", text_color = color.white, bgcolor = volumeOK ? color.new(color.green, 35) : color.new(color.red, 25))
    table.cell(dash, 0, 14, "Filters", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 14, filterTxt, text_color = color.white, bgcolor = filtersOK ? color.new(color.green, 35) : color.new(color.red, 25))