DAX Gap Fade [trugurpala]

//@version=6
// DAX / FDAX Germany — Gap Fade + Xetra Session Strategy
// Author: Ugur Pala · github.com/trugurpala/pinescriptv6
// TradingView: https://tr.tradingview.com/u/trugurpala/
//
// TR: DAX'ın güniçi boşlukları (gap) kapatma eğiliminden faydalanır.
//     Xetra seansında (09:00-17:30 CET) çalışır.
//     NYSE açılışı volatilitesinden kaçınmak için 15:00 CET'te kapat.
// EN: Exploits DAX's strong tendency to fill intraday gaps.
//     Active during Xetra session (09:00-17:30 CET).
//     Positions closed at 15:00 CET to avoid NYSE open volatility.
//
// Sembol / Symbol: XETR:DAX / EUREX:FDAX1!
// Önerilen TF / Recommended TF: 5M, 15M
strategy("DAX Gap Fade [trugurpala]",
    overlay           = true,
    initial_capital   = 25000,
    default_qty_type  = strategy.fixed,
    default_qty_value = 1,
    commission_type   = strategy.commission.cash_per_contract,
    commission_value  = 5.0,
    slippage          = 2)

// ── Inputs ───────────────────────────────────────────────────────────────────
float gapMult    = input.float(0.3, "Min Gap (ATR mult)", step=0.1)
float atrMult    = input.float(1.5, "SL ATR Mult",        step=0.1)
float rrRatio    = input.float(1.5, "R:R Ratio",           step=0.1)
bool  closeEarly = input.bool(true, "Close at 15:00 CET (before NYSE)")

// ── Xetra Seans: 09:00–17:30 CET ─────────────────────────────────────────────
bool inXetra     = not na(time(timeframe.period, "0900-1730", "Europe/Berlin"))
bool xetraOpen   = not na(time(timeframe.period, "0900-0902", "Europe/Berlin"))
bool preNYSE     = closeEarly and not na(time(timeframe.period, "1500-1501", "Europe/Berlin"))
bool xetraClose  = inXetra[1] and not inXetra

if xetraClose or preNYSE
    strategy.close_all(comment="Session End")

// ── Gap Hesapla / Calculate Gap ───────────────────────────────────────────────
var float prevClose = na
var bool  gapUp     = false
var bool  gapDown   = false

float atrVal  = ta.atr(14)
float minGap  = gapMult * atrVal

// Gün başında gap belirle
if xetraOpen
    float gapSize = open - nz(prevClose, open)
    gapUp   := gapSize >  minGap
    gapDown := gapSize < -minGap
else if not inXetra
    gapUp   := false
    gapDown := false

// Önceki kapanışı sakla
if barstate.isconfirmed
    prevClose := close

// ── Sinyaller ────────────────────────────────────────────────────────────────
// Gap Up → Short (gap kapanacak, fiyat aşağı gelecek)
bool shortSignal = gapUp   and xetraOpen and strategy.position_size == 0
// Gap Down → Long (gap kapanacak, fiyat yukarı gelecek)
bool longSignal  = gapDown and xetraOpen and strategy.position_size == 0

// ── Entries ──────────────────────────────────────────────────────────────────
if longSignal
    float sl = open - atrMult * atrVal
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long",
        stop  = sl,
        limit = open + rrRatio * (open - sl))

if shortSignal
    float sl = open + atrMult * atrVal
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short",
        stop  = sl,
        limit = open - rrRatio * (sl - open))

// ── Visuals ──────────────────────────────────────────────────────────────────
plot(not na(prevClose) ? prevClose : na, "Prev Close",
    color.new(color.gray, 40), linewidth=1, style=plot.style_linebr)
bgcolor(gapUp          ? color.new(color.red,   90) : na, title="Gap Up")
bgcolor(gapDown        ? color.new(color.green, 90) : na, title="Gap Down")
bgcolor(not inXetra    ? color.new(color.gray,  96) : na, title="Off Hours")
plotshape(longSignal,  "Long",  shape.triangleup,   location.belowbar, color.green, size=size.normal)
plotshape(shortSignal, "Short", shape.triangledown, location.abovebar, color.red,   size=size.normal)

// ── Alerts (alert() — strategy içinde çalışır) ───────────────────────────────
if longSignal
    alert("DAX Gap Down Fade Long — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)
if shortSignal
    alert("DAX Gap Up Fade Short — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)