Doc04 Greed Panic Scalper - Project Adapted

//@version=6
strategy("Doc04 Greed Panic Scalper - Project Adapted", overlay=true, pyramiding=0, initial_capital=10000)

// Source: user-provided strategy collection - strategy 4
// Logic summary:
// 1. 15m downtrend context.
// 2. Last two 15m bars should show panic selling with almost no lower wick.
// 3. Runtime chart should be 1m. Detect a lower-wick pinbar, then two large bearish bodies.
// 4. Enter short, stop above pinbar, exit by ATR target/trailing fail-safe.
// Compile confidence: 87/100. Profit confidence: 18/100.

htf = input.timeframe("15", "Panic context timeframe")
trendEmaLen = input.int(34, "15m EMA length", minval=1)
wickTolerance = input.float(0.18, "15m lower wick max ratio", minval=0.0, maxval=0.5, step=0.01)
pinbarUpperMax = input.float(0.15, "Pinbar upper wick max ratio", minval=0.0, maxval=0.5, step=0.01)
pinbarLowerMin = input.float(0.50, "Pinbar lower wick min ratio", minval=0.1, maxval=0.9, step=0.01)
pinbarBodyMax = input.float(0.35, "Pinbar body max ratio", minval=0.05, maxval=0.8, step=0.01)
setupWindowBars = input.int(5, "Bars after pinbar", minval=2)
avgBodyLen = input.int(20, "Average body length", minval=5)
bearBodyFactor = input.float(0.85, "Large bear body factor", minval=0.5, step=0.05)
atrLen = input.int(14, "ATR length", minval=1)
takeProfitR = input.float(1.4, "Take profit R", minval=0.2, step=0.1)
stopBufferAtr = input.float(0.15, "Stop buffer ATR", minval=0.0, step=0.05)
maxHoldBars = input.int(12, "Max holding bars", minval=1)

rangeSafe(h, l) =>
    math.max(h - l, syminfo.mintick)

lowerWick(o, c, l) =>
    math.min(o, c) - l

upperWick(o, c, h) =>
    h - math.max(o, c)

hOpen1 = request.security(syminfo.tickerid, htf, open[1])
hHigh1 = request.security(syminfo.tickerid, htf, high[1])
hLow1 = request.security(syminfo.tickerid, htf, low[1])
hClose1 = request.security(syminfo.tickerid, htf, close[1])
hOpen2 = request.security(syminfo.tickerid, htf, open[2])
hHigh2 = request.security(syminfo.tickerid, htf, high[2])
hLow2 = request.security(syminfo.tickerid, htf, low[2])
hClose2 = request.security(syminfo.tickerid, htf, close[2])
hEma1 = request.security(syminfo.tickerid, htf, ta.ema(close, trendEmaLen)[1])
hEma2 = request.security(syminfo.tickerid, htf, ta.ema(close, trendEmaLen)[2])

hRange1 = rangeSafe(hHigh1, hLow1)
hRange2 = rangeSafe(hHigh2, hLow2)
hBearNoLower1 = hClose1 < hOpen1 and lowerWick(hOpen1, hClose1, hLow1) / hRange1 <= wickTolerance
hBearNoLower2 = hClose2 < hOpen2 and lowerWick(hOpen2, hClose2, hLow2) / hRange2 <= wickTolerance
hDowntrend = hClose1 < hEma1 and hClose1 < hClose2
panicContext = hDowntrend and (hBearNoLower1 or hBearNoLower2)

barRange = rangeSafe(high, low)
barBody = math.abs(close - open)
upperRatio = upperWick(open, close, high) / barRange
lowerRatio = lowerWick(open, close, low) / barRange
bodyRatio = barBody / barRange
pinbar = panicContext and upperRatio <= pinbarUpperMax and lowerRatio >= pinbarLowerMin and bodyRatio <= pinbarBodyMax

avgBody = ta.sma(math.abs(close - open), avgBodyLen)
largeBear = close < open and barBody >= avgBody * bearBodyFactor
atr = ta.atr(atrLen)

recentPinbar = pinbar[1] or pinbar[2] or pinbar[3] or pinbar[4]
pinHighRef = pinbar[1] ? high[1] : pinbar[2] ? high[2] : pinbar[3] ? high[3] : high[4]
panicContinuation = panicContext and close < open and close < close[1] and (largeBear or barBody >= avgBody * 0.65)
shortSignal = strategy.position_size == 0 and recentPinbar and panicContinuation

if shortSignal
    strategy.entry("Short", strategy.short)

shortStop = pinHighRef + atr * stopBufferAtr
shortTarget = strategy.position_avg_price - (shortStop - strategy.position_avg_price) * takeProfitR

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

barsSinceEntry = ta.barssince(shortSignal)
if strategy.position_size < 0 and barsSinceEntry >= maxHoldBars
    strategy.close("Short")