Doc02 H1 Liquidity Sweep IFVG - Project Adapted

//@version=6
strategy("Doc02 H1 Liquidity Sweep IFVG - Project Adapted", overlay=true, pyramiding=0, initial_capital=10000)

// Source: user-provided strategy collection - strategy 2
// Logic summary:
// 1. Daily structure decides directional bias.
// 2. 1h must sweep liquidity against the daily direction and reclaim.
// 3. Runtime chart should be 5m. A simplified IFVG/reversal gap confirms entry.
// 4. Stop uses ATR. Target uses prior daily key price approximation.
// Compile confidence: 88/100. Profit confidence: 24/100.

dailyTf = input.timeframe("1d", "Daily trend timeframe")
sweepTf = input.timeframe("60", "Liquidity sweep timeframe")
atrLen = input.int(14, "ATR length", minval=1)
stopAtr = input.float(1.5, "Stop ATR", minval=0.1, step=0.1)
fallbackTargetAtr = input.float(3.0, "Fallback target ATR", minval=0.1, step=0.1)
minBodyRatio = input.float(0.45, "5m reversal body ratio", minval=0.1, maxval=1.0, step=0.05)

dHigh1 = request.security(syminfo.tickerid, dailyTf, high[1])
dHigh2 = request.security(syminfo.tickerid, dailyTf, high[2])
dLow1 = request.security(syminfo.tickerid, dailyTf, low[1])
dLow2 = request.security(syminfo.tickerid, dailyTf, low[2])
dClose1 = request.security(syminfo.tickerid, dailyTf, close[1])

dailyUp = dHigh1 > dHigh2 and dLow1 > dLow2
dailyDown = dHigh1 < dHigh2 and dLow1 < dLow2

h1Low = request.security(syminfo.tickerid, sweepTf, low)
h1High = request.security(syminfo.tickerid, sweepTf, high)
h1Close = request.security(syminfo.tickerid, sweepTf, close)
h1PrevLow = request.security(syminfo.tickerid, sweepTf, low[1])
h1PrevHigh = request.security(syminfo.tickerid, sweepTf, high[1])

longSweep = dailyUp and h1Low < h1PrevLow and h1Close > h1PrevLow
shortSweep = dailyDown and h1High > h1PrevHigh and h1Close < h1PrevHigh

barRange = math.max(high - low, syminfo.mintick)
bodyRatio = math.abs(close - open) / barRange

// Simplified IFVG: a displacement candle reclaims the previous imbalance side.
bullIfvg = low > high[2] and close > open and bodyRatio >= minBodyRatio
bearIfvg = high < low[2] and close < open and bodyRatio >= minBodyRatio

atr = ta.atr(atrLen)
longSignal = strategy.position_size == 0 and longSweep and bullIfvg
shortSignal = strategy.position_size == 0 and shortSweep and bearIfvg

if longSignal
    strategy.entry("Long", strategy.long)
if shortSignal
    strategy.entry("Short", strategy.short)

longStop = strategy.position_avg_price - atr * stopAtr
shortStop = strategy.position_avg_price + atr * stopAtr
longTarget = math.max(dHigh1, strategy.position_avg_price + atr * fallbackTargetAtr)
shortTarget = math.min(dLow1, strategy.position_avg_price - atr * fallbackTargetAtr)

if strategy.position_size > 0
    strategy.exit("Long Risk", "Long", stop=longStop, limit=longTarget)
if strategy.position_size < 0
    strategy.exit("Short Risk", "Short", stop=shortStop, limit=shortTarget)