Crypto TA Pro Phase 1 Weighted Indicators

//@version=6
// Phase 1: weighted per-indicator entry/exit, Visual vs Backtesting toggles, no setup/confirm dropdowns.
// See README.md in this folder. Evaluation order (hardcoded): RSI → Trend → BB → Ichimoku.
strategy(
     title = "Crypto TA Pro - Phase1 Weighted Indicators v7",
     shorttitle = "CTAPv7p1",
     overlay = true,
     precision = 8,
     max_bars_back = 500,
     pyramiding = 1,
     initial_capital = 100,
     default_qty_type = strategy.percent_of_equity,
     default_qty_value = 100,
     commission_type = strategy.commission.percent,
     commission_value = 0.05,
     slippage = 1,
     margin_long = 100,
     margin_short = 100
)

// === INPUT GROUPS ===
const string G_EXEC   = "01. Execution"
const string G_IND    = "02. Indicator Activation"
const string G_EVAL   = "02b. Evaluation (phase1)"
const string G_REGIME = "03. Trend MA / Regime"
const string G_RSI    = "04. RSI"
const string G_BB     = "05. Fibonacci Bollinger Bands"
const string G_ICHI   = "06. Ichimoku"
const string G_RISK   = "07. Risk Management"
const string G_VIS    = "08. Global visuals"
const string G_ALERT  = "09. Alerts"

// === EXECUTION ===
tradeDirection = input.string("Long only", "Trade direction", options = ["Long only", "Long + Short"], group = G_EXEC)
startTime      = input.time(1767225600000, "Backtest start", group = G_EXEC)
endTime        = input.time(1798761540000, "Backtest end", group = G_EXEC)
confirmedOnly  = input.bool(true, "Only act after confirmed bar close", group = G_EXEC)
setupLookback  = input.int(5, "Setup lookback bars", minval = 1, maxval = 50, group = G_EXEC)
entryConsensus = input.float(1.0, "Entry blend threshold (0–1)", minval = 0.0, maxval = 1.0, step = 0.05, tooltip = "When no indicator has 100% entry weight: weighted score = sum(w×pass)/sum(w). Signal passes if score ≥ this threshold. 1.0 = all weighted contributors must pass.", group = G_EXEC)
exitConsensus  = input.float(1.0, "Exit blend threshold (0–1)", minval = 0.0, maxval = 1.0, step = 0.05, group = G_EXEC)

evalOrderNote = input.string("RSI → Trend → BB → Ichimoku", "Evaluation order (phase1 fixed)", options = ["RSI → Trend → BB → Ichimoku"], tooltip = "Phase1: order is fixed in code. Future phase: user-configurable order will change merge logic and settings layout.", group = G_EVAL)

// === INDICATOR ACTIVATION + Visual / Backtest ===
enableRSI = input.bool(true, "Enable RSI", group = G_IND)
rsiVisual = input.bool(true, "Visual", group = G_IND, inline = "rsi1")
rsiBacktest = input.bool(true, "Backtest", group = G_IND, inline = "rsi1")

enableFibBB = input.bool(false, "Enable Fibonacci BB", group = G_IND)
fibVisual = input.bool(true, "Visual", group = G_IND, inline = "fib1")
fibBacktest = input.bool(false, "Backtest", group = G_IND, inline = "fib1")

enableTrendMA = input.bool(false, "Enable trend MA / regime", group = G_IND)
trendVisual = input.bool(true, "Visual", group = G_IND, inline = "tr1")
trendBacktest = input.bool(false, "Backtest", group = G_IND, inline = "tr1")

enableIchimoku = input.bool(false, "Enable Ichimoku", group = G_IND)
ichiVisual = input.bool(true, "Visual", group = G_IND, inline = "ic1")
ichiBacktest = input.bool(false, "Backtest", group = G_IND, inline = "ic1")

// === REGIME (see group only when trend enabled — Pine cannot hide 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)
useVolumeFilter = input.bool(true, "Require volume expansion", group = G_REGIME)
volumeLen = input.int(20, "Volume SMA length", minval = 1, group = G_REGIME)
volumeMult = input.float(0.80, "Min volume x SMA", minval = 0.0, step = 0.05, group = G_REGIME)
useAtrFilter = input.bool(true, "Filter abnormal volatility", group = G_REGIME)
minAtrPct = input.float(0.20, "Min ATR %", minval = 0.0, step = 0.05, group = G_REGIME)
maxAtrPct = input.float(12.0, "Max ATR %", minval = 0.1, step = 0.25, group = G_REGIME)
trendEntryRequired = input.bool(false, "Trend · entry required", group = G_REGIME, inline = "twt")
trendEntryWeight = input.float(25.0, "Entry wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_REGIME, inline = "twt")
trendExitRequired = input.bool(false, "Trend · exit required", group = G_REGIME, inline = "twx")
trendExitWeight = input.float(25.0, "Exit wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_REGIME, inline = "twx")

// === RSI ===
rsiSrc = input.source(close, "RSI source", group = G_RSI)
rsiLen = input.int(9, "RSI length", minval = 2, maxval = 100, group = G_RSI)
rsiOS = input.float(31.0, "Oversold", minval = 1, maxval = 50, step = 0.5, group = G_RSI)
rsiOB = input.float(67.5, "Overbought", minval = 50, maxval = 99, step = 0.5, group = G_RSI)
rsiEntryRequired = input.bool(false, "RSI · entry required", group = G_RSI, inline = "rwt")
rsiEntryWeight = input.float(100.0, "Entry wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_RSI, inline = "rwt")
rsiExitRequired = input.bool(false, "RSI · exit required", group = G_RSI, inline = "rwx")
rsiExitWeight = input.float(100.0, "Exit wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_RSI, inline = "rwx")

// === FIBONACCI BB ===
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)
fibEntryRequired = input.bool(false, "Fib BB · entry required", group = G_BB, inline = "bwt")
fibEntryWeight = input.float(25.0, "Entry wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_BB, inline = "bwt")
fibExitRequired = input.bool(false, "Fib BB · exit required", group = G_BB, inline = "bwx")
fibExitWeight = input.float(25.0, "Exit wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_BB, inline = "bwx")

// === ICHIMOKU ===
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)
ichiEntryRequired = input.bool(false, "Ichimoku · entry required", group = G_ICHI, inline = "iwt")
ichiEntryWeight = input.float(25.0, "Entry wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_ICHI, inline = "iwt")
ichiExitRequired = input.bool(false, "Ichimoku · exit required", group = G_ICHI, inline = "iwx")
ichiExitWeight = input.float(25.0, "Exit wt %", minval = 0.0, maxval = 100.0, step = 0.5, group = G_ICHI, inline = "iwx")

// === RISK ===
riskModel = input.string("Tighter of % / ATR", "Stop model", options = ["Percent", "ATR", "Tighter of % / ATR", "Wider of % / ATR"], group = G_RISK)
stopPct = input.float(3.0, "Stop loss %", minval = 0.1, step = 0.1, group = G_RISK)
atrLen = input.int(14, "ATR length", minval = 1, group = G_RISK)
atrStopMult = input.float(2.0, "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(2.0, "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(0.05, "Breakeven offset %", minval = 0.0, step = 0.01, group = G_RISK)
exitOnOpposite = input.bool(true, "Exit on opposite / weighted signal", group = G_RISK)

// === GLOBAL VISUALS (not per-indicator) ===
showFibFill = input.bool(true, "Fill Fibonacci BB envelope when Fib visual on", 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)
showRegimeBg = input.bool(true, "Show regime background when trend visual on", group = G_VIS)
colorBars = input.bool(false, "Color bars by regime", group = G_VIS)
showDashboard = input.bool(true, "Show dashboard", group = G_VIS)

botId = input.string("230050", "Bot ID", 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_json(string action) =>
    '{"botId":"' + botId + '","action":"' + action + '","symbol":"' + syminfo.ticker + '","price":' + str.tostring(close, format.mintick) + '}'

// Effective visual / backtest (master enable gates both)
effRsiViz = enableRSI and rsiVisual
effRsiBt = enableRSI and rsiBacktest
effFibViz = enableFibBB and fibVisual
effFibBt = enableFibBB and fibBacktest
effTrendViz = enableTrendMA and trendVisual
effTrendBt = enableTrendMA and trendBacktest
effIchiViz = enableIchimoku and ichiVisual
effIchiBt = enableIchimoku and ichiBacktest

// === CORE ===
inDateRange = time >= startTime and time <= endTime
signalGate = not confirmedOnly or barstate.isconfirmed

trendMA = f_ma(close, trendLen, maType)
// HTF access: lookahead_off is intentional — this script is the Phase 1 weighted-signal spec and uses
// the live (in-progress) HTF bar value for parity comparison with the chart timeframe. This script does
// NOT gate live orders; it is a research/spec reference only. For production use in the day-trading
// scripts see the nonRepaintHTF toggle (lookahead_on + [1]) which avoids intra-bar repaint.
htfMA = request.security(syminfo.tickerid, htfTf, f_ma(close, trendLen, maType), barmerge.gaps_off, barmerge.lookahead_off)

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 effTrendBt or trendFilter == "Off" or (trendBull and (trendFilter != "Chart + HTF" or htfBull))
shortRegimeOK = not effTrendBt 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

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
ichiLongOK = not effIchiBt or ichiBull
ichiShortOK = not effIchiBt or ichiBear

// Raw per-indicator passes (reclaim + setup pattern from prior script)
recentLongBB = f_recent(low <= lower6, setupLookback)
recentShortBB = f_recent(high >= upper6, setupLookback)
recentLongRSI = f_recent(rsi <= rsiOS, setupLookback)
recentShortRSI = f_recent(rsi >= rsiOB, setupLookback)

longBBReclaim = ta.crossover(close, lower5)
shortBBReclaim = ta.crossunder(close, upper5)
longRSIReclaim = ta.crossover(rsi, rsiOS)
shortRSIReclaim = ta.crossunder(rsi, rsiOB)
closeCrossUnderBasis = ta.crossunder(close, basis)
closeCrossOverBasis = ta.crossover(close, basis)

rsiLongPass = recentLongRSI and longRSIReclaim
rsiShortPass = recentShortRSI and shortRSIReclaim
bbLongPass = recentLongBB and longBBReclaim
bbShortPass = recentShortBB and shortBBReclaim
trendLongPass = longRegimeOK
trendShortPass = shortRegimeOK
ichiLongPass = ichiBull
ichiShortPass = ichiBear

// --- Weighted merge: evaluation order RSI → Trend → BB → Ichimoku ---
// 100% weight: first in order with wt>=99.99 and effBt drives signal alone for that side.
longBlendReq = (not effRsiBt or not rsiEntryRequired or rsiLongPass) and (not effTrendBt or not trendEntryRequired or trendLongPass) and (not effFibBt or not fibEntryRequired or bbLongPass) and (not effIchiBt or not ichiEntryRequired or ichiLongPass)
longBlendWSum = (effRsiBt and rsiEntryWeight > 0 ? rsiEntryWeight : 0.0) + (effTrendBt and trendEntryWeight > 0 ? trendEntryWeight : 0.0) + (effFibBt and fibEntryWeight > 0 ? fibEntryWeight : 0.0) + (effIchiBt and ichiEntryWeight > 0 ? ichiEntryWeight : 0.0)
longBlendWHit = (effRsiBt and rsiEntryWeight > 0 ? rsiEntryWeight * (rsiLongPass ? 1.0 : 0.0) : 0.0) + (effTrendBt and trendEntryWeight > 0 ? trendEntryWeight * (trendLongPass ? 1.0 : 0.0) : 0.0) + (effFibBt and fibEntryWeight > 0 ? fibEntryWeight * (bbLongPass ? 1.0 : 0.0) : 0.0) + (effIchiBt and ichiEntryWeight > 0 ? ichiEntryWeight * (ichiLongPass ? 1.0 : 0.0) : 0.0)
longBlend = longBlendWSum > 0.0 and longBlendReq and (longBlendWHit / longBlendWSum >= entryConsensus)

longSetupCombined = (effRsiBt and rsiEntryWeight >= 99.99) ? rsiLongPass : (effTrendBt and trendEntryWeight >= 99.99) ? trendLongPass : (effFibBt and fibEntryWeight >= 99.99) ? bbLongPass : (effIchiBt and ichiEntryWeight >= 99.99) ? ichiLongPass : longBlend

shortBlendReq = (not effRsiBt or not rsiEntryRequired or rsiShortPass) and (not effTrendBt or not trendEntryRequired or trendShortPass) and (not effFibBt or not fibEntryRequired or bbShortPass) and (not effIchiBt or not ichiEntryRequired or ichiShortPass)
shortBlendWSum = (effRsiBt and rsiEntryWeight > 0 ? rsiEntryWeight : 0.0) + (effTrendBt and trendEntryWeight > 0 ? trendEntryWeight : 0.0) + (effFibBt and fibEntryWeight > 0 ? fibEntryWeight : 0.0) + (effIchiBt and ichiEntryWeight > 0 ? ichiEntryWeight : 0.0)
shortBlendWHit = (effRsiBt and rsiEntryWeight > 0 ? rsiEntryWeight * (rsiShortPass ? 1.0 : 0.0) : 0.0) + (effTrendBt and trendEntryWeight > 0 ? trendEntryWeight * (trendShortPass ? 1.0 : 0.0) : 0.0) + (effFibBt and fibEntryWeight > 0 ? fibEntryWeight * (bbShortPass ? 1.0 : 0.0) : 0.0) + (effIchiBt and ichiEntryWeight > 0 ? ichiEntryWeight * (ichiShortPass ? 1.0 : 0.0) : 0.0)
shortBlend = shortBlendWSum > 0.0 and shortBlendReq and (shortBlendWHit / shortBlendWSum >= entryConsensus)

shortSetupCombined = (effRsiBt and rsiEntryWeight >= 99.99) ? rsiShortPass : (effTrendBt and trendEntryWeight >= 99.99) ? trendShortPass : (effFibBt and fibEntryWeight >= 99.99) ? bbShortPass : (effIchiBt and ichiEntryWeight >= 99.99) ? ichiShortPass : shortBlend

// Ichimoku / regime hard gates: when BT off for that family, old behavior was to still block — now only eff*Bt gates
longIchiGate = ichiLongOK
shortIchiGate = ichiShortOK

flat = strategy.position_size == 0
allowShorts = tradeDirection == "Long + Short"

longSignal = inDateRange and signalGate and flat and filtersOK and longIchiGate and longSetupCombined
shortSignal = inDateRange and signalGate and flat and allowShorts and filtersOK and shortIchiGate and shortSetupCombined

// Opposite setup for exits (same weights, no flat requirement)
longOppCombined = inDateRange and signalGate and filtersOK and longIchiGate and longSetupCombined
shortOppCombined = inDateRange and signalGate and filtersOK and shortIchiGate and shortSetupCombined

// Weighted exit — same evaluation order RSI → Trend → BB → Ichimoku
longExitRsiX = rsi >= rsiOB ? 1.0 : 0.0
longExitFibX = closeCrossUnderBasis ? 1.0 : 0.0
longExitTrX = not longRegimeOK ? 1.0 : 0.0
longExitIcX = ichiBear ? 1.0 : 0.0
longExitBlendReq = (not effRsiBt or not rsiExitRequired or rsi >= rsiOB) and (not effTrendBt or not trendExitRequired or not longRegimeOK) and (not effFibBt or not fibExitRequired or closeCrossUnderBasis) and (not effIchiBt or not ichiExitRequired or ichiBear)
longExitBlendWSum = (effRsiBt and rsiExitWeight > 0 ? rsiExitWeight : 0.0) + (effTrendBt and trendExitWeight > 0 ? trendExitWeight : 0.0) + (effFibBt and fibExitWeight > 0 ? fibExitWeight : 0.0) + (effIchiBt and ichiExitWeight > 0 ? ichiExitWeight : 0.0)
longExitBlendWHit = (effRsiBt and rsiExitWeight > 0 ? rsiExitWeight * longExitRsiX : 0.0) + (effTrendBt and trendExitWeight > 0 ? trendExitWeight * longExitTrX : 0.0) + (effFibBt and fibExitWeight > 0 ? fibExitWeight * longExitFibX : 0.0) + (effIchiBt and ichiExitWeight > 0 ? ichiExitWeight * longExitIcX : 0.0)
longExitBlend = longExitBlendWSum > 0.0 and longExitBlendReq and (longExitBlendWHit / longExitBlendWSum >= exitConsensus)
weightedLongExit = (effRsiBt and rsiExitWeight >= 99.99) ? (rsi >= rsiOB) : (effTrendBt and trendExitWeight >= 99.99) ? (not longRegimeOK) : (effFibBt and fibExitWeight >= 99.99) ? closeCrossUnderBasis : (effIchiBt and ichiExitWeight >= 99.99) ? ichiBear : longExitBlend

shortExitRsiX = rsi <= rsiOS ? 1.0 : 0.0
shortExitFibX = closeCrossOverBasis ? 1.0 : 0.0
shortExitTrX = not shortRegimeOK ? 1.0 : 0.0
shortExitIcX = ichiBull ? 1.0 : 0.0
shortExitBlendReq = (not effRsiBt or not rsiExitRequired or rsi <= rsiOS) and (not effTrendBt or not trendExitRequired or not shortRegimeOK) and (not effFibBt or not fibExitRequired or closeCrossOverBasis) and (not effIchiBt or not ichiExitRequired or ichiBull)
shortExitBlendWSum = (effRsiBt and rsiExitWeight > 0 ? rsiExitWeight : 0.0) + (effTrendBt and trendExitWeight > 0 ? trendExitWeight : 0.0) + (effFibBt and fibExitWeight > 0 ? fibExitWeight : 0.0) + (effIchiBt and ichiExitWeight > 0 ? ichiExitWeight : 0.0)
shortExitBlendWHit = (effRsiBt and rsiExitWeight > 0 ? rsiExitWeight * shortExitRsiX : 0.0) + (effTrendBt and trendExitWeight > 0 ? trendExitWeight * shortExitTrX : 0.0) + (effFibBt and fibExitWeight > 0 ? fibExitWeight * shortExitFibX : 0.0) + (effIchiBt and ichiExitWeight > 0 ? ichiExitWeight * shortExitIcX : 0.0)
shortExitBlend = shortExitBlendWSum > 0.0 and shortExitBlendReq and (shortExitBlendWHit / shortExitBlendWSum >= exitConsensus)
weightedShortExit = (effRsiBt and rsiExitWeight >= 99.99) ? (rsi <= rsiOS) : (effTrendBt and trendExitWeight >= 99.99) ? (not shortRegimeOK) : (effFibBt and fibExitWeight >= 99.99) ? closeCrossOverBasis : (effIchiBt and ichiExitWeight >= 99.99) ? ichiBull : shortExitBlend

buyLongMsg = f_json("BUY")
sellLongMsg = f_json("SELL")
sellShortMsg = f_json("SELL_SHORT")
buyCoverMsg = f_json("BUY_TO_COVER")

// 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).
// This script is a Phase 1 spec reference; fills are approximate and not used for live order routing.
if longSignal
    strategy.entry("L", strategy.long, alert_message = buyLongMsg, comment = "Long: weighted")

if shortSignal
    strategy.entry("S", strategy.short, alert_message = sellShortMsg, comment = "Short: weighted")

avg = strategy.position_avg_price

longPctStop = avg * (1.0 - stopPct / 100.0)
longAtrStop = avg - atr * atrStopMult
longStopBase = switch riskModel
    "Percent"          => longPctStop
    "ATR"              => longAtrStop
    "Wider of % / ATR" => math.min(longPctStop, longAtrStop)
    => math.max(longPctStop, longAtrStop)
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 + atr * atrStopMult
shortStopBase = switch riskModel
    "Percent"          => shortPctStop
    "ATR"              => shortAtrStop
    "Wider of % / ATR" => math.max(shortPctStop, shortAtrStop)
    => math.min(shortPctStop, shortAtrStop)
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

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")

longSignalExit = exitOnOpposite and strategy.position_size > 0 and (weightedLongExit or shortOppCombined)
shortSignalExit = exitOnOpposite and strategy.position_size < 0 and (weightedShortExit or longOppCombined)

if longSignalExit
    strategy.close("L", alert_message = sellLongMsg, comment = "Long signal exit")

if shortSignalExit
    strategy.close("S", alert_message = buyCoverMsg, comment = "Short signal exit")

if not inDateRange and strategy.position_size != 0
    strategy.close_all(alert_message = strategy.position_size > 0 ? sellLongMsg : buyCoverMsg, comment = "Outside date range")

// === PLOTS ===
regimeColor = trendBull ? color.new(color.lime, 0) : trendBear ? color.new(color.red, 0) : color.new(color.gray, 0)
bgcolor(enableTrendMA and effTrendViz and showRegimeBg ? trendBull ? color.new(color.green, 92) : trendBear ? color.new(color.red, 94) : na : na, title = "Regime background")
barcolor(enableTrendMA and effTrendViz and colorBars ? regimeColor : na)

plot(enableTrendMA and effTrendViz ? trendMA : na, "Trend MA", color = regimeColor, linewidth = 2)
plot(enableTrendMA and effTrendViz ? htfMA : na, "HTF Trend MA", color = color.new(color.orange, 0), linewidth = 2)

plot(enableRSI and effRsiViz ? rsi : na, "RSI (data window)", display = display.data_window)

plot(enableFibBB and effFibViz ? basis : na, "Fib BB Basis", color = color.new(color.fuchsia, 0), linewidth = 2)
u1 = plot(enableFibBB and effFibViz ? upper1 : na, "Fib BB +0.236", color = color.new(color.white, 55))
u2 = plot(enableFibBB and effFibViz ? upper2 : na, "Fib BB +0.382", color = color.new(color.white, 50))
u3 = plot(enableFibBB and effFibViz ? upper3 : na, "Fib BB +0.500", color = color.new(color.white, 45))
u4 = plot(enableFibBB and effFibViz ? upper4 : na, "Fib BB +0.618", color = color.new(color.white, 40))
u5 = plot(enableFibBB and effFibViz ? upper5 : na, "Fib BB +0.764", color = color.new(color.white, 35))
u6 = plot(enableFibBB and effFibViz ? upper6 : na, "Fib BB +1.000", color = color.new(color.red, 0), linewidth = 2)
l1 = plot(enableFibBB and effFibViz ? lower1 : na, "Fib BB -0.236", color = color.new(color.white, 55))
l2 = plot(enableFibBB and effFibViz ? lower2 : na, "Fib BB -0.382", color = color.new(color.white, 50))
l3 = plot(enableFibBB and effFibViz ? lower3 : na, "Fib BB -0.500", color = color.new(color.white, 45))
l4 = plot(enableFibBB and effFibViz ? lower4 : na, "Fib BB -0.618", color = color.new(color.white, 40))
l5 = plot(enableFibBB and effFibViz ? lower5 : na, "Fib BB -0.764", color = color.new(color.white, 35))
l6 = plot(enableFibBB and effFibViz ? lower6 : na, "Fib BB -1.000", color = color.new(color.green, 0), linewidth = 2)
fill(u6, l6, color = enableFibBB and effFibViz 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(enableIchimoku and effIchiViz ? conversionLine : na, "Ichimoku Conversion", color = color.new(color.red, 0))
plot(enableIchimoku and effIchiViz ? baseLine : na, "Ichimoku Base", color = color.new(color.blue, 0))
plot(enableIchimoku and effIchiViz ? close : na, "Ichimoku Lagging Span", color = color.new(color.orange, 0), offset = -displacement + 1)
ichiA = plot(enableIchimoku and effIchiViz ? leadLine1 : na, "Ichimoku Leading Span A", color = color.new(color.purple, 0), offset = displacement - 1)
ichiB = plot(enableIchimoku and effIchiViz ? leadLine2 : na, "Ichimoku Leading Span B", color = color.new(color.lime, 0), offset = displacement - 1)
fill(ichiA, ichiB, color = enableIchimoku and effIchiViz ? 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 longSignalExit, title = "Long signal exit", location = location.abovebar, style = shape.labeldown, text = "XL", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)
plotshape(showSignals and shortSignalExit, title = "Short signal exit", location = location.belowbar, style = shape.labelup, text = "XS", color = color.new(color.orange, 0), textcolor = color.white, size = size.tiny)

alertcondition(longSignal, title = "Long signal", message = "Long signal on {{ticker}} at {{close}}")
alertcondition(shortSignal, title = "Short signal", message = "Short signal on {{ticker}} at {{close}}")
alertcondition(longSignalExit, title = "Long signal exit", message = "Exit long on {{ticker}} at {{close}}")
alertcondition(shortSignalExit, title = "Short signal exit", message = "Exit short on {{ticker}} at {{close}}")

var table dash = table.new(position.top_right, 2, 8, border_width = 1)
if showDashboard and barstate.islast
    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 setupTxt = longSetupCombined ? "Long OK" : shortSetupCombined ? "Short OK" : "None"
    string filterTxt = filtersOK ? "OK" : "Blocked"
    string evalTxt = evalOrderNote
    table.cell(dash, 0, 0, "Regime", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 0, 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, 1, "Position", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 1, 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, 2, "Weighted", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 2, setupTxt, text_color = color.white, bgcolor = color.new(color.gray, 20))
    table.cell(dash, 0, 3, "Eval order", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 3, evalTxt, text_color = color.white, bgcolor = color.new(color.gray, 20))
    table.cell(dash, 0, 4, "RSI", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 4, str.tostring(rsi, "#.##") + " / Mid " + str.tostring(rsiMid, "#.##"), text_color = color.white, bgcolor = rsi <= rsiOS ? color.new(color.green, 20) : rsi >= rsiOB ? color.new(color.red, 20) : color.new(color.gray, 20))
    table.cell(dash, 0, 5, "ATR %", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 5, str.tostring(atrPct, "#.##") + "%", text_color = color.white, bgcolor = volatilityOK ? color.new(color.green, 35) : color.new(color.red, 25))
    table.cell(dash, 0, 6, "Volume", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 6, volumeOK ? "OK" : "Low", text_color = color.white, bgcolor = volumeOK ? color.new(color.green, 35) : color.new(color.red, 25))
    table.cell(dash, 0, 7, "Filters", text_color = color.white, bgcolor = color.new(color.black, 0))
    table.cell(dash, 1, 7, filterTxt, text_color = color.white, bgcolor = filtersOK ? color.new(color.green, 35) : color.new(color.red, 25))