Daily Bias + FVG Strategy

// built with PineScript Agents by TradersPost
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Based on "The Ultimate Daily Bias Trading Strategy" by Lewis Kelly

//@version=6
//@strategy_alert_message {{strategy.order.alert_message}}
strategy("Daily Bias + FVG Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=2, commission_type=strategy.commission.percent, commission_value=0.1, slippage=1)

// ============================================================================
// INPUT SETTINGS
// ============================================================================

// Daily Bias Settings
grpBias = "Daily Bias Settings"
showDailyLevels = input.bool(true, "Show Previous Day High/Low", group=grpBias, tooltip="Display previous day's high and low levels")
showDailyOpen = input.bool(true, "Show Daily Open", group=grpBias, tooltip="Display current day's opening price")
biasLookback = input.int(1, "Lookback Days for Bias", minval=1, maxval=5, group=grpBias, tooltip="Number of days to look back for bias determination")

// Fair Value Gap Settings
grpFVG = "Fair Value Gap (FVG) Settings"
showFVG = input.bool(true, "Show Fair Value Gaps", group=grpFVG, tooltip="Display FVG zones on chart")
fvgMinSize = input.float(0.0001, "Minimum FVG Size", minval=0, step=0.0001, group=grpFVG, tooltip="Minimum gap size to qualify as FVG (in price)")
fvgMaxAge = input.int(50, "Max FVG Age (bars)", minval=10, maxval=200, group=grpFVG, tooltip="Maximum age of FVG before it expires")
mitigateFVG = input.bool(true, "Mitigate FVG on Touch", group=grpFVG, tooltip="Remove FVG when price touches it")

// Entry Settings
grpEntry = "Entry Settings"
entryTimeframe = input.timeframe("60", "Entry Timeframe", group=grpEntry, tooltip="Timeframe for entry signals (default: 1H)")
requireFVGEntry = input.bool(true, "Require FVG for Entry", group=grpEntry, tooltip="Only enter when price is in an FVG zone")
sessionFilter = input.bool(true, "Use Session Filter", group=grpEntry, tooltip="Only trade during active sessions")
sessionStart = input.session("0800-1600", "Trading Session", group=grpEntry, tooltip="Time window for taking trades")

// Risk Management
grpRisk = "Risk Management"
riskRewardRatio = input.float(5.0, "Risk:Reward Ratio", minval=1.0, maxval=10.0, step=0.5, group=grpRisk, tooltip="Target R:R ratio (1:5 = 5.0)")
useATRStop = input.bool(true, "Use ATR for Stop Loss", group=grpRisk, tooltip="Use ATR-based stop loss instead of fixed")
atrLength = input.int(14, "ATR Length", minval=5, maxval=50, group=grpRisk, tooltip="ATR period for stop loss calculation")
atrMultiplier = input.float(1.5, "ATR Multiplier", minval=0.5, maxval=5.0, step=0.1, group=grpRisk, tooltip="ATR multiplier for stop distance")
fixedStopPips = input.float(20.0, "Fixed Stop (pips)", minval=5, maxval=100, group=grpRisk, tooltip="Fixed stop loss in pips (if ATR disabled)")

// Visual Settings
grpVisual = "Visual Settings"
bullColor = input.color(color.new(color.green, 70), "Bullish Color", group=grpVisual)
bearColor = input.color(color.new(color.red, 70), "Bearish Color", group=grpVisual)
showLabels = input.bool(true, "Show Signal Labels", group=grpVisual)
showStats = input.bool(true, "Show Statistics Table", group=grpVisual)

// Debug Settings
grpDebug = "Debug Settings"
debugMode = input.bool(false, "Enable Debug Mode", group=grpDebug, tooltip="Show additional debug information")

// ============================================================================
// DAILY BIAS CALCULATION
// ============================================================================

// Get daily timeframe data
[dailyOpen, dailyHigh, dailyLow, dailyClose] = request.security(syminfo.tickerid, "D", [open, high, low, close], lookahead=barmerge.lookahead_on)
[prevDayHigh, prevDayLow, prevDayClose, prevDayOpen] = request.security(syminfo.tickerid, "D", [high[1], low[1], close[1], open[1]], lookahead=barmerge.lookahead_on)

// Calculate daily bias based on "One Candle Rule"
// Bullish: Previous candle wicked below prior low but closed inside range (bullish rejection)
// Bearish: Previous candle wicked above prior high but closed inside range (bearish rejection)

// Get data from 2 days ago for comparison
[twoDaysAgoHigh, twoDaysAgoLow] = request.security(syminfo.tickerid, "D", [high[2], low[2]], lookahead=barmerge.lookahead_on)

// Bullish bias conditions:
// 1. Yesterday's low went below 2-days-ago low (liquidity grab)
// 2. Yesterday closed above 2-days-ago low (rejection)
// 3. Yesterday closed in upper portion of its range
bullishWick = prevDayLow < twoDaysAgoLow
bullishClose = prevDayClose > twoDaysAgoLow
bullishCandleStructure = prevDayClose > prevDayOpen or (prevDayClose > (prevDayHigh + prevDayLow) / 2)
bullishBias = bullishWick and bullishClose and bullishCandleStructure

// Bearish bias conditions:
// 1. Yesterday's high went above 2-days-ago high (liquidity grab)
// 2. Yesterday closed below 2-days-ago high (rejection)
// 3. Yesterday closed in lower portion of its range
bearishWick = prevDayHigh > twoDaysAgoHigh
bearishClose = prevDayClose < twoDaysAgoHigh
bearishCandleStructure = prevDayClose < prevDayOpen or (prevDayClose < (prevDayHigh + prevDayLow) / 2)
bearishBias = bearishWick and bearishClose and bearishCandleStructure

// Track bias state
var int currentBias = 0  // 1 = bullish, -1 = bearish, 0 = neutral
if bullishBias
    currentBias := 1
else if bearishBias
    currentBias := -1

// ============================================================================
// FAIR VALUE GAP DETECTION
// ============================================================================

// FVG Types for tracking
type FVGZone
    float top
    float bottom
    int startBar
    bool isBullish
    bool isActive

// Arrays to store FVG zones
var array<FVGZone> bullishFVGs = array.new<FVGZone>()
var array<FVGZone> bearishFVGs = array.new<FVGZone>()

// Detect Bullish FVG: Gap between candle[2] high and candle[0] low
bullishFVGCondition = low > high[2] and (low - high[2]) >= fvgMinSize
if bullishFVGCondition and showFVG
    newFVG = FVGZone.new(low, high[2], bar_index, true, true)
    array.push(bullishFVGs, newFVG)

// Detect Bearish FVG: Gap between candle[2] low and candle[0] high
bearishFVGCondition = high < low[2] and (low[2] - high) >= fvgMinSize
if bearishFVGCondition and showFVG
    newFVG = FVGZone.new(low[2], high, bar_index, false, true)
    array.push(bearishFVGs, newFVG)

// Function to check if price is in any bullish FVG
isInBullishFVG() =>
    result = false
    if array.size(bullishFVGs) > 0
        for i = array.size(bullishFVGs) - 1 to 0
            fvg = array.get(bullishFVGs, i)
            if fvg.isActive and low <= fvg.top and high >= fvg.bottom
                result := true
                break
    result

// Function to check if price is in any bearish FVG
isInBearishFVG() =>
    result = false
    if array.size(bearishFVGs) > 0
        for i = array.size(bearishFVGs) - 1 to 0
            fvg = array.get(bearishFVGs, i)
            if fvg.isActive and high >= fvg.bottom and low <= fvg.top
                result := true
                break
    result

// Mitigate (deactivate) FVGs when price fills them
if mitigateFVG
    // Mitigate bullish FVGs
    if array.size(bullishFVGs) > 0
        for i = array.size(bullishFVGs) - 1 to 0
            fvg = array.get(bullishFVGs, i)
            if fvg.isActive
                // Mitigate if price trades through the zone
                if low <= fvg.bottom
                    fvg.isActive := false
                // Expire old FVGs
                if bar_index - fvg.startBar > fvgMaxAge
                    fvg.isActive := false

    // Mitigate bearish FVGs
    if array.size(bearishFVGs) > 0
        for i = array.size(bearishFVGs) - 1 to 0
            fvg = array.get(bearishFVGs, i)
            if fvg.isActive
                // Mitigate if price trades through the zone
                if high >= fvg.top
                    fvg.isActive := false
                // Expire old FVGs
                if bar_index - fvg.startBar > fvgMaxAge
                    fvg.isActive := false

// Clean up old FVGs to prevent array bloat
if array.size(bullishFVGs) > 100
    array.shift(bullishFVGs)
if array.size(bearishFVGs) > 100
    array.shift(bearishFVGs)

// ============================================================================
// SESSION FILTER
// ============================================================================

inSession = not sessionFilter or not na(time(timeframe.period, sessionStart))

// ============================================================================
// ENTRY CONDITIONS
// ============================================================================

// ATR for stop loss calculation
atr = ta.atr(atrLength)

// Power of Three concept:
// After daily bias is established, wait for manipulation (move against bias)
// Then enter on pullback to FVG in direction of bias

// Track if we've seen manipulation today
var bool manipulationSeen = false
var float manipulationHigh = na
var float manipulationLow = na

// Reset manipulation tracking on new day
if ta.change(time("D"))
    manipulationSeen := false
    manipulationHigh := na
    manipulationLow := na

// Detect manipulation (price moving against bias from daily open)
if currentBias == 1 and not manipulationSeen
    // For bullish bias, manipulation is a move below daily open
    if low < dailyOpen
        manipulationSeen := true
        manipulationLow := low

if currentBias == -1 and not manipulationSeen
    // For bearish bias, manipulation is a move above daily open
    if high > dailyOpen
        manipulationSeen := true
        manipulationHigh := high

// Entry conditions
priceInBullishFVG = isInBullishFVG()
priceInBearishFVG = isInBearishFVG()

// Long entry: Bullish bias + manipulation seen + price in bullish FVG (or FVG not required)
longCondition = currentBias == 1 and manipulationSeen and inSession and (not requireFVGEntry or priceInBullishFVG)

// Short entry: Bearish bias + manipulation seen + price in bearish FVG (or FVG not required)
shortCondition = currentBias == -1 and manipulationSeen and inSession and (not requireFVGEntry or priceInBearishFVG)

// ============================================================================
// STOP LOSS AND TAKE PROFIT CALCULATION
// ============================================================================

// Calculate stop loss distance
stopDistance = useATRStop ? atr * atrMultiplier : fixedStopPips * syminfo.mintick * 10

// Long trade levels
longStopLoss = low - stopDistance
longTakeProfit = close + (stopDistance * riskRewardRatio)

// Short trade levels
shortStopLoss = high + stopDistance
shortTakeProfit = close - (stopDistance * riskRewardRatio)

// ============================================================================
// STRATEGY EXECUTION
// ============================================================================

// Track if we have an open position
var bool inLongTrade = false
var bool inShortTrade = false

// Entry logic
if longCondition and not inLongTrade and not inShortTrade
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop=longStopLoss, limit=longTakeProfit)
    inLongTrade := true

if shortCondition and not inShortTrade and not inLongTrade
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop=shortStopLoss, limit=shortTakeProfit)
    inShortTrade := true

// Reset position tracking when trade closes
if strategy.position_size == 0
    inLongTrade := false
    inShortTrade := false

// ============================================================================
// VISUAL ELEMENTS
// ============================================================================

// Plot previous day levels
plot(showDailyLevels ? prevDayHigh : na, "Prev Day High", color=color.new(color.red, 50), style=plot.style_linebr, linewidth=1)
plot(showDailyLevels ? prevDayLow : na, "Prev Day Low", color=color.new(color.green, 50), style=plot.style_linebr, linewidth=1)
plot(showDailyOpen ? dailyOpen : na, "Daily Open", color=color.new(color.orange, 50), style=plot.style_linebr, linewidth=1)

// Background color for bias
biasColor = currentBias == 1 ? color.new(color.green, 95) : currentBias == -1 ? color.new(color.red, 95) : na
bgcolor(biasColor, title="Bias Background")

// Draw FVG boxes
var array<box> fvgBoxes = array.new<box>()

// Limit box drawing to prevent clutter
if barstate.islast and showFVG
    // Clear old boxes
    for i = array.size(fvgBoxes) - 1 to 0
        box.delete(array.get(fvgBoxes, i))
    array.clear(fvgBoxes)

    // Draw active bullish FVGs
    if array.size(bullishFVGs) > 0
        for i = math.max(0, array.size(bullishFVGs) - 10) to array.size(bullishFVGs) - 1
            fvg = array.get(bullishFVGs, i)
            if fvg.isActive
                b = box.new(fvg.startBar, fvg.top, bar_index, fvg.bottom, bgcolor=bullColor, border_color=color.green, border_width=1)
                array.push(fvgBoxes, b)

    // Draw active bearish FVGs
    if array.size(bearishFVGs) > 0
        for i = math.max(0, array.size(bearishFVGs) - 10) to array.size(bearishFVGs) - 1
            fvg = array.get(bearishFVGs, i)
            if fvg.isActive
                b = box.new(fvg.startBar, fvg.top, bar_index, fvg.bottom, bgcolor=bearColor, border_color=color.red, border_width=1)
                array.push(fvgBoxes, b)

// Signal labels
if showLabels and longCondition and not inLongTrade[1]
    label.new(bar_index, low, "LONG\nBias: Bullish\nFVG Entry", style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)

if showLabels and shortCondition and not inShortTrade[1]
    label.new(bar_index, high, "SHORT\nBias: Bearish\nFVG Entry", style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)

// ============================================================================
// STATISTICS TABLE
// ============================================================================

if showStats and barstate.islast
    var table statsTable = table.new(position.top_right, 2, 8, bgcolor=color.new(color.black, 80), border_width=1)

    // Headers
    table.cell(statsTable, 0, 0, "Daily Bias Strategy", text_color=color.white, text_size=size.normal, bgcolor=color.new(color.blue, 70), text_halign=text.align_center)
    table.merge_cells(statsTable, 0, 0, 1, 0)

    // Current bias
    biasText = currentBias == 1 ? "BULLISH" : currentBias == -1 ? "BEARISH" : "NEUTRAL"
    biasTextColor = currentBias == 1 ? color.green : currentBias == -1 ? color.red : color.gray
    table.cell(statsTable, 0, 1, "Current Bias:", text_color=color.white, text_size=size.small)
    table.cell(statsTable, 1, 1, biasText, text_color=biasTextColor, text_size=size.small)

    // Manipulation status
    manipText = manipulationSeen ? "YES" : "NO"
    manipColor = manipulationSeen ? color.green : color.orange
    table.cell(statsTable, 0, 2, "Manipulation:", text_color=color.white, text_size=size.small)
    table.cell(statsTable, 1, 2, manipText, text_color=manipColor, text_size=size.small)

    // Active FVGs
    activeBullFVG = 0
    activeBearFVG = 0
    if array.size(bullishFVGs) > 0
        for i = 0 to array.size(bullishFVGs) - 1
            if array.get(bullishFVGs, i).isActive
                activeBullFVG += 1
    if array.size(bearishFVGs) > 0
        for i = 0 to array.size(bearishFVGs) - 1
            if array.get(bearishFVGs, i).isActive
                activeBearFVG += 1

    table.cell(statsTable, 0, 3, "Bull FVGs:", text_color=color.white, text_size=size.small)
    table.cell(statsTable, 1, 3, str.tostring(activeBullFVG), text_color=color.green, text_size=size.small)

    table.cell(statsTable, 0, 4, "Bear FVGs:", text_color=color.white, text_size=size.small)
    table.cell(statsTable, 1, 4, str.tostring(activeBearFVG), text_color=color.red, text_size=size.small)

    // Session status
    sessionText = inSession ? "ACTIVE" : "CLOSED"
    sessionColor = inSession ? color.green : color.gray
    table.cell(statsTable, 0, 5, "Session:", text_color=color.white, text_size=size.small)
    table.cell(statsTable, 1, 5, sessionText, text_color=sessionColor, text_size=size.small)

    // Strategy performance
    table.cell(statsTable, 0, 6, "Win Rate:", text_color=color.white, text_size=size.small)
    winRate = strategy.wintrades / math.max(strategy.closedtrades, 1) * 100
    table.cell(statsTable, 1, 6, str.tostring(winRate, "#.##") + "%", text_color=color.white, text_size=size.small)

    table.cell(statsTable, 0, 7, "Profit Factor:", text_color=color.white, text_size=size.small)
    pf = strategy.grossprofit / math.max(strategy.grossloss, 1)
    table.cell(statsTable, 1, 7, str.tostring(pf, "#.##"), text_color=color.white, text_size=size.small)

// ============================================================================
// DEBUG MODE
// ============================================================================

if debugMode
    // Plot debug info
    plotchar(bullishBias, "Bullish Bias Signal", "▲", location.bottom, color.green, size=size.tiny)
    plotchar(bearishBias, "Bearish Bias Signal", "▼", location.top, color.red, size=size.tiny)
    plotchar(manipulationSeen, "Manipulation", "M", location.abovebar, color.orange, size=size.tiny)
    plotchar(priceInBullishFVG, "In Bull FVG", "B", location.belowbar, color.green, size=size.tiny)
    plotchar(priceInBearishFVG, "In Bear FVG", "S", location.abovebar, color.red, size=size.tiny)

// ============================================================================
// ALERTS
// ============================================================================

alertcondition(longCondition and not inLongTrade[1], "Long Signal", "Daily Bias Strategy: LONG signal - Bullish bias with FVG entry")
alertcondition(shortCondition and not inShortTrade[1], "Short Signal", "Daily Bias Strategy: SHORT signal - Bearish bias with FVG entry")
alertcondition(bullishBias and not bullishBias[1], "Bullish Bias Detected", "Daily Bias: New BULLISH bias detected")
alertcondition(bearishBias and not bearishBias[1], "Bearish Bias Detected", "Daily Bias: New BEARISH bias detected")