Crypto TA Pro Long Term Hold Companion

//@version=6
strategy(
     title = "Crypto TA Pro v6 - Long Term Hold Companion",
     shorttitle = "CTAPv6-Hold",
     overlay = true,
     precision = 8,
     max_bars_back = 2000,
     max_labels_count = 300,
     max_lines_count = 300,
     max_boxes_count = 200,
     pyramiding = 3,
     initial_capital = 100,
     default_qty_type = strategy.percent_of_equity,
     default_qty_value = 33.33,
     commission_type = strategy.commission.percent,
     commission_value = 0.05,
     slippage = 1,
     margin_long = 100,
     margin_short = 100
)

// -----------------------------------------------------------------------------
// CTAPv6 Long Term Hold Companion
// Purpose: accumulation/hold research, not quick-turn day trading.
// Difference from day version: no intraday max-time auto-exit, broader HTF filters,
// slower entries, optional DCA-style pyramiding, trend invalidation exits.
// Research only. Not financial advice.
//
// RESEARCH ASSUMPTIONS — not live-execution defaults:
//   commission = 0.05% per side (Coinbase Advanced Trade maker rate; taker is ~0.08%).
//     Adjust for your actual fee tier. Long-hold strategies should target maker fills;
//     this value reflects a realistic accumulation scenario. Does not model 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 = 33.33% of equity per trade (1/3-position sizing for long-hold legs).
//     This represents a three-tranche accumulation model (initial + 2 DCA adds = full position).
//     Use conservative sizing (5-15% per tranche) for live; 33.33% per leg is research-mode only.
//     Live sizing must be set by the operator based on account size, risk tolerance, and exchange rules.
//   Trade frequency: this script generates approximately 10-30 trades per year on daily/weekly charts.
//     Backtest statistical significance is LOW at this frequency. Require at minimum 5+ years of
//     history for any research conclusion and 30+ completed trades before considering promotion to
//     paper or live. Short backtest windows (< 2 years) are insufficient for long-hold strategy research.
//   These values affect absolute P&L and drawdown numbers but not signal timing or direction.
// -----------------------------------------------------------------------------

const string G_EXEC   = "01. Execution"
const string G_ACC    = "02. Accumulation Logic"
const string G_SR     = "03. Support / Resistance"
const string G_REGIME = "03b. Multi-TF Regime Filter"
const string G_RISK   = "04. Long-Hold Risk"
const string G_VIS    = "05. Visuals"

startTime = input.time(1704067200000, "Research start", group = G_EXEC) // 2024-01-01 UTC
endTime   = input.time(1893455940000, "Research end", group = G_EXEC)   // 2029-12-31 UTC
confirmedOnly = input.bool(true, "Only act after confirmed bar close", group = G_EXEC)
allowShortResearch = input.bool(false, "Allow short research", group = G_EXEC)

fastLen = input.int(50, "Fast trend EMA", minval = 5, maxval = 500, group = G_ACC)
slowLen = input.int(200, "Slow trend EMA", minval = 20, maxval = 1000, group = G_ACC)
htfTf = input.timeframe("W", "Higher timeframe", group = G_ACC)
rsiLen = input.int(14, "RSI length", minval = 2, maxval = 100, group = G_ACC)
rsiAccumulationMax = input.float(45.0, "Accumulation RSI max", minval = 1, maxval = 70, group = G_ACC)
rsiDistributionMin = input.float(75.0, "Distribution RSI min", minval = 50, maxval = 99, group = G_ACC)
useDCA = input.bool(true, "Allow additional accumulation entries", group = G_ACC)
minBarsBetweenAdds = input.int(20, "Minimum bars between adds", minval = 1, maxval = 500, group = G_ACC)
// HTF repaint guard: true (default) uses prior confirmed HTF bar (lookahead_on + [1]); false uses live
// in-progress HTF bar (lookahead_off). Leave true for any live-order or replay fidelity use.
nonRepaintHTF = input.bool(true, "Use confirmed HTF values (repaint-safe)", group = G_ACC)

showSR = input.bool(true, "Show long-hold S/R zones", group = G_SR)
srLeft = input.int(10, "Pivot left", minval = 2, maxval = 100, group = G_SR)
srRight = input.int(10, "Pivot right", minval = 2, maxval = 100, group = G_SR)
srAtrMult = input.float(0.50, "Zone ATR thickness", minval = 0.01, maxval = 10, group = G_SR)
srExtend = input.int(500, "Zone extension bars", minval = 50, maxval = 1000, group = G_SR)

enableMtfRegime   = input.bool(true, "Enable multi-TF regime cascade", group = G_REGIME)
ema4hLen          = input.int(50, "4H EMA length", minval = 10, maxval = 200, group = G_REGIME)
emaDailyFastLen   = input.int(50, "Daily fast EMA length", minval = 10, maxval = 200, group = G_REGIME)
emaDailySlowLen   = input.int(200, "Daily slow EMA length", minval = 50, maxval = 500, group = G_REGIME)
mtfTransitionSize = input.float(0.5, "Position size multiplier during regime transition", minval = 0.1, maxval = 1.0, step = 0.1, group = G_REGIME)

reduceForWeekend  = input.bool(true, "Reduce position 50% on Friday UTC close", group = G_RISK)

atrLen = input.int(14, "ATR length", minval = 1, group = G_RISK)
catastrophicStopAtr = input.float(6.0, "Catastrophic stop ATR", minval = 1.0, step = 0.25, group = G_RISK)
// Freeze semantics: true (default) captures ATR and catastrophic stop level on the entry bar so the
// stop zone does not drift as ATR evolves mid-hold. The zone reference stays anchored to entry-bar
// risk. Reset to na on position close so each accumulation leg starts from a clean baseline.
freezeRiskAtEntry = input.bool(true, "Freeze catastrophic stop ATR at entry", group = G_RISK)
exitOnSlowTrendBreak = input.bool(true, "Exit on slow trend break", group = G_RISK)
exitOnHTFBear = input.bool(true, "Exit on HTF bear regime", group = G_RISK)
usePartialDistribution = input.bool(false, "Use RSI distribution exit", group = G_RISK)

showDashboard = input.bool(true, "Show dashboard", group = G_VIS)
showZones = input.bool(true, "Show accumulation/distribution zones", group = G_VIS)

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

inRange = time >= startTime and time <= endTime
signalGate = not confirmedOnly or barstate.isconfirmed
fast = ta.ema(close, fastLen)
slow = ta.ema(close, slowLen)
// HTF confirmation semantics:
//   htfSlowNonRepaint — lookahead_on + [1]: prior confirmed HTF close; no intra-bar repaint (default).
//   htfSlowRepainting — lookahead_off: live current HTF bar value; updates intra-bar (repaints on replay).
//   nonRepaintHTF toggle selects which is used. Prefer confirmed variant for all live and replay analysis.
htfSlowNonRepaint = request.security(syminfo.tickerid, htfTf, ta.ema(close, slowLen)[1], barmerge.gaps_off, barmerge.lookahead_on)
htfSlowRepainting = request.security(syminfo.tickerid, htfTf, ta.ema(close, slowLen), barmerge.gaps_off, barmerge.lookahead_off)
htfSlow = nonRepaintHTF ? htfSlowNonRepaint : htfSlowRepainting
rsi = ta.rsi(close, rsiLen)
atr = ta.atr(atrLen)

// Multi-TF regime cascade (Bug 14 fix): 4H + Daily EMA alignment prevents slow single-EMA lag.
// lookahead_off on all HTF requests to avoid future-bar leakage in backtests.
ema4h     = request.security(syminfo.tickerid, "240", ta.ema(close, ema4hLen),     lookahead = barmerge.lookahead_off)
ema1dFast = request.security(syminfo.tickerid, "1D",  ta.ema(close, emaDailyFastLen), lookahead = barmerge.lookahead_off)
ema1dSlow = request.security(syminfo.tickerid, "1D",  ta.ema(close, emaDailySlowLen), lookahead = barmerge.lookahead_off)

mtfBull          = enableMtfRegime ? (ema4h > ema1dFast and ema1dFast > ema1dSlow) : true
mtfBear          = enableMtfRegime ? (ema4h < ema1dFast and ema1dFast < ema1dSlow) : false
mtfTransition    = enableMtfRegime ? (not mtfBull and not mtfBear) : false
mtfSizeMultiplier = mtfTransition ? mtfTransitionSize : 1.0

trendBull = close > slow and fast > slow and slow >= slow[1]
trendBear = close < slow and fast < slow and slow <= slow[1]
htfBull = close > htfSlow and htfSlow >= htfSlow[1]
htfBear = close < htfSlow and htfSlow <= htfSlow[1]

pLow = ta.pivotlow(low, srLeft, srRight)
pHigh = ta.pivothigh(high, srLeft, srRight)
var float supportTop = na
var float supportBottom = na
var float resistanceTop = na
var float resistanceBottom = na
var array<box> sBoxes = array.new<box>()
var array<box> rBoxes = array.new<box>()
buf = atr * srAtrMult
if showSR and not na(pLow)
    supportTop := pLow + buf
    supportBottom := pLow - buf
    box b = box.new(bar_index - srRight, supportTop, bar_index + srExtend, supportBottom, border_color = color.new(color.green, 25), bgcolor = color.new(color.green, 90), text = "HOLD 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(sBoxes, b, 20)
if showSR and not na(pHigh)
    resistanceTop := pHigh + buf
    resistanceBottom := pHigh - buf
    box b = box.new(bar_index - srRight, resistanceTop, bar_index + srExtend, resistanceBottom, border_color = color.new(color.red, 25), bgcolor = color.new(color.red, 90), text = "HOLD 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(rBoxes, b, 20)
if showSR
    if array.size(sBoxes) > 0
        for i = 0 to array.size(sBoxes) - 1
            box.set_right(array.get(sBoxes, i), bar_index + srExtend)
    if array.size(rBoxes) > 0
        for i = 0 to array.size(rBoxes) - 1
            box.set_right(array.get(rBoxes, i), bar_index + srExtend)

nearSupport = not na(supportTop) and low <= supportTop and high >= supportBottom
nearResistance = not na(resistanceBottom) and high >= resistanceBottom and low <= resistanceTop
var int lastAddBar = na
canAdd = na(lastAddBar) or bar_index - lastAddBar >= minBarsBetweenAdds
baseLong = inRange and signalGate and trendBull and htfBull and rsi <= rsiAccumulationMax and nearSupport
addLong = useDCA and strategy.position_size > 0 and baseLong and canAdd
firstLong = strategy.position_size == 0 and baseLong

// 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, 1-tick slippage default).
// nearSupport zone check uses close vs. zone bounds; the actual fill is next-bar open, which may be
// slightly outside the zone. Pyramiding adds at most once per minBarsBetweenAdds bars.
// mtfSizeMultiplier scales the 33.33% base tranche down to mtfTransitionSize when the regime is in
// transition (neither full bull nor full bear across the 4H and Daily EMA cascade).
entryQty = strategy.equity * 0.3333 * mtfSizeMultiplier / close
if firstLong or addLong
    strategy.entry("L-HOLD", strategy.long, qty = entryQty, comment = firstLong ? "Initial accumulation" : "DCA accumulation")
    lastAddBar := bar_index

shortResearch = allowShortResearch and inRange and signalGate and trendBear and htfBear and rsi >= rsiDistributionMin and nearResistance and strategy.position_size == 0
if shortResearch
    strategy.entry("S-HOLD", strategy.short, qty = entryQty, comment = "Long-hold short research")

// === RISK ENGINE (freeze-at-entry) ===
var float entryAtr = na
var float frozenStop = na
newLongPosition = strategy.position_size > 0 and strategy.position_size[1] <= 0
closedPosition   = strategy.position_size == 0 and strategy.position_size[1] != 0
if newLongPosition
    entryAtr := atr
if closedPosition
    entryAtr := na
    frozenStop := na

riskAtr = freezeRiskAtEntry ? nz(entryAtr, atr) : atr
avg = strategy.position_avg_price
longCatStop = avg - riskAtr * catastrophicStopAtr
shortCatStop = avg + riskAtr * catastrophicStopAtr

// Capture stop level on entry bar so zone reference does not drift with ATR during a long hold.
if newLongPosition
    frozenStop := longCatStop

if strategy.position_size > 0
    strategy.exit("XL Catastrophic", "L-HOLD", stop = longCatStop, comment_loss = "Catastrophic stop")
if strategy.position_size < 0
    strategy.exit("XS Catastrophic", "S-HOLD", stop = shortCatStop, comment_loss = "Catastrophic stop")

longTrendExit = strategy.position_size > 0 and ((exitOnSlowTrendBreak and close < slow) or (exitOnHTFBear and htfBear) or (usePartialDistribution and rsi >= rsiDistributionMin))
shortTrendExit = strategy.position_size < 0 and ((exitOnSlowTrendBreak and close > slow) or (exitOnHTFBear and htfBull) or (usePartialDistribution and rsi <= rsiAccumulationMax))
if longTrendExit
    strategy.close("L-HOLD", comment = "Hold invalidated")
if shortTrendExit
    strategy.close("S-HOLD", comment = "Short hold invalidated")
if not inRange and strategy.position_size != 0
    strategy.close_all(comment = "Outside research range")

// Weekend de-risking (Bug 15 fix): reduce to 50% on Friday UTC 22:00 close to avoid
// weekend funding-rate spikes on leveraged derivatives. No-op for spot unless explicitly enabled.
isFridayUtc22 = dayofweek(time, "UTC") == dayofweek.friday and hour(time, "UTC") >= 22
if strategy.position_size > 0 and reduceForWeekend and isFridayUtc22
    strategy.close("L-HOLD", qty_percent = 50, comment = "WEEKEND_DERISK")

plot(fast, "Fast EMA", color = color.new(color.aqua, 0), linewidth = 2)
plot(slow, "Slow EMA", color = color.new(color.orange, 0), linewidth = 2)
plot(htfSlow, "HTF Slow EMA", color = color.new(color.purple, 0), linewidth = 2)
// Catastrophic stop displayed as frozen entry-bar level when freezeRiskAtEntry is on; live ATR-derived level otherwise.
float plotLongStop = strategy.position_size > 0 ? (freezeRiskAtEntry and not na(frozenStop) ? frozenStop : longCatStop) : na
plot(plotLongStop, "Long catastrophic stop", color = color.new(color.red, 0), style = plot.style_linebr)
plot(strategy.position_size < 0 ? shortCatStop : na, "Short catastrophic stop", color = color.new(color.red, 0), style = plot.style_linebr)
plotshape(firstLong, title = "Initial accumulation", location = location.belowbar, style = shape.labelup, text = "ACC", color = color.new(color.green, 0), textcolor = color.white, size = size.tiny)
plotshape(addLong, title = "Add accumulation", location = location.belowbar, style = shape.labelup, text = "ADD", color = color.new(color.teal, 0), textcolor = color.white, size = size.tiny)
plotshape(longTrendExit, title = "Hold exit", location = location.abovebar, style = shape.labeldown, text = "EXIT", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)
bgcolor(showZones and trendBull and htfBull ? color.new(color.green, 94) : showZones and trendBear and htfBear ? color.new(color.red, 95) : na)

var table dash = table.new(position.top_right, 2, 7, border_width = 1)
if showDashboard and barstate.islast
    table.cell(dash, 0, 0, "CTAPv6 Hold", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 0, strategy.position_size > 0 ? "Long" : strategy.position_size < 0 ? "Short" : "Flat", text_color = color.white, bgcolor = strategy.position_size > 0 ? color.new(color.green, 25) : strategy.position_size < 0 ? color.new(color.red, 25) : color.new(color.gray, 25))
    table.cell(dash, 0, 1, "Trend", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 1, trendBull ? "Bull" : trendBear ? "Bear" : "Neutral", text_color = color.white, bgcolor = trendBull ? color.new(color.green, 25) : trendBear ? color.new(color.red, 25) : color.new(color.gray, 25))
    table.cell(dash, 0, 2, "HTF", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 2, htfBull ? "HTF Bull" : htfBear ? "HTF Bear" : "HTF Neutral", text_color = color.white, bgcolor = htfBull ? color.new(color.green, 25) : htfBear ? color.new(color.red, 25) : color.new(color.gray, 25))
    table.cell(dash, 0, 3, "RSI", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 3, str.tostring(rsi, "#.##"), text_color = color.white, bgcolor = rsi <= rsiAccumulationMax ? color.new(color.green, 25) : rsi >= rsiDistributionMin ? color.new(color.red, 25) : color.new(color.gray, 25))
    table.cell(dash, 0, 4, "S/R", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 4, nearSupport ? "Near support" : nearResistance ? "Near resistance" : "Neutral", text_color = color.white, bgcolor = nearSupport ? color.new(color.green, 25) : nearResistance ? color.new(color.red, 25) : color.new(color.gray, 25))
    table.cell(dash, 0, 5, "Adds", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 5, useDCA ? "DCA On" : "One entry", text_color = color.white, bgcolor = color.new(color.gray, 25))
    table.cell(dash, 0, 6, "Range", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 6, inRange ? "ON" : "OFF", text_color = color.white, bgcolor = inRange ? color.new(color.green, 25) : color.new(color.red, 25))