EMA Trend Surfer

//@version=5
strategy("EMA Trend Surfer", 
         overlay=true, 
         initial_capital=50000,
         default_qty_type=strategy.fixed,
         default_qty_value=4,
         commission_type=strategy.commission.cash_per_contract,
         commission_value=0.34,
         slippage=2,
         process_orders_on_close=true,
         calc_on_every_tick=false)

// ═══════════════════════════════════════════════════════════════════
// INPUTS
// ═══════════════════════════════════════════════════════════════════

// Symbol Selection
symbolType = input.string("AUTO", "Symbol Type", options=["AUTO", "MES", "MNQ"], 
                          tooltip="AUTO will detect based on current symbol")

// EMA Settings
ema1_length = input.int(8, "Fast EMA Length", minval=1)
ema2_length = input.int(21, "Slow EMA Length", minval=1)

// Timeframes
htf_timeframe = input.timeframe("15", "Higher Timeframe (HTF)", tooltip="Used for trend direction")
ltf_timeframe = input.timeframe("1", "Lower Timeframe (LTF)", tooltip="Used for entries (should match chart)")

// Sideways/Chop Filters
min_ema_separation = input.float(0.1, "Min EMA Separation %", minval=0, step=0.05,
                                  tooltip="Minimum % separation between HTF EMAs to take trades (filters sideways markets)")
use_adx_filter = input.bool(true, "Use ADX Filter", tooltip="Only trade when ADX indicates trending market")
adx_threshold = input.int(20, "ADX Threshold", minval=10, maxval=50, tooltip="Minimum ADX value to allow trades")
min_bars_between_trades = input.int(5, "Min Bars Between Trades", minval=1, tooltip="Cooldown period after exits to prevent overtrading")

// Trading Session
useSession = input.bool(true, "Use NY Session Only")
sessionTime = input.session("0930-1600", "Trading Session (ET)", tooltip="Regular NY session 9:30 AM - 4:00 PM ET")

// Position Management
partial_exit_pct = input.float(50, "Partial Exit %", minval=1, maxval=100, step=1) / 100

// Daily loss limit
enable_daily_limit = input.bool(true, "Enable Daily Loss Limit")
max_daily_losses = input.int(3, "Max Daily Losses", minval=0)

// Display Options
showHTFEMAs = input.bool(true, "Show HTF EMAs on Chart")
showLabels = input.bool(true, "Show Entry/Exit Labels")
showStats = input.bool(true, "Show Statistics Table")

// ═══════════════════════════════════════════════════════════════════
// SYMBOL DETECTION AND TICK VALUES
// ═══════════════════════════════════════════════════════════════════

// Auto-detect symbol type
detectedSymbol = symbolType == "AUTO" ? 
                 (str.contains(syminfo.ticker, "MES") ? "MES" : 
                  str.contains(syminfo.ticker, "MNQ") ? "MNQ" : "MES") : 
                 symbolType

// Set tick value based on symbol
tickValue = detectedSymbol == "MES" ? 1.25 : 0.50  // MES = $1.25, MNQ = $0.50 per tick

// ═══════════════════════════════════════════════════════════════════
// SESSION FILTER
// ═══════════════════════════════════════════════════════════════════

// Check if we're in the trading session
inSession = not useSession or time(timeframe.period, sessionTime + ":1234567")

// -- Daily loss tracking
var int daily_losses = 0
var int prev_losstrades = strategy.losstrades
var int prev_day = dayofmonth(time)

// reset daily counter at midnight (new day)
curr_day = dayofmonth(time)
if curr_day != prev_day
    daily_losses := 0
    prev_day := curr_day

// detect newly closed losing trades and increment daily_losses
if strategy.losstrades > prev_losstrades
    lost_inc = strategy.losstrades - prev_losstrades
    daily_losses := daily_losses + lost_inc
    prev_losstrades := strategy.losstrades

// ═══════════════════════════════════════════════════════════════════
// CALCULATE EMAS
// ═══════════════════════════════════════════════════════════════════

// Current timeframe (LTF) EMAs
ltf_ema1 = ta.ema(close, ema1_length)
ltf_ema2 = ta.ema(close, ema2_length)

// Higher timeframe (HTF) EMAs
htf_ema1 = request.security(syminfo.tickerid, htf_timeframe, ta.ema(close, ema1_length))
htf_ema2 = request.security(syminfo.tickerid, htf_timeframe, ta.ema(close, ema2_length))
htf_close = request.security(syminfo.tickerid, htf_timeframe, close)

// ═══════════════════════════════════════════════════════════════════
// TREND DETECTION
// ═══════════════════════════════════════════════════════════════════

// HTF Trend (15-min)
htf_bullish = htf_ema1 > htf_ema2 and htf_close > htf_ema1
htf_bearish = htf_ema1 < htf_ema2 and htf_close < htf_ema1

// LTF Trend (1-min) - EMAs must be aligned with HTF
ltf_bullish_aligned = ltf_ema1 > ltf_ema2
ltf_bearish_aligned = ltf_ema1 < ltf_ema2

// ═══════════════════════════════════════════════════════════════════
// CHOP/SIDEWAYS FILTERS
// ═══════════════════════════════════════════════════════════════════

// EMA Separation Filter - avoid trading when EMAs are too close (sideways market)
ema_separation_pct = math.abs(htf_ema1 - htf_ema2) / htf_ema2 * 100
ema_spread_ok = ema_separation_pct >= min_ema_separation

// ADX Filter - only trade when market is trending
// ta.dmi returns [diplus, diminus, adx]
[htf_diplus, htf_diminus, htf_adx] = request.security(syminfo.tickerid, htf_timeframe, ta.dmi(14, 14))
adx_ok = not use_adx_filter or htf_adx >= adx_threshold

// Cooldown Filter - prevent rapid re-entries after exits
var int last_trade_bar = 0
cooldown_ok = bar_index - last_trade_bar >= min_bars_between_trades

// ═══════════════════════════════════════════════════════════════════
// ENTRY CONDITIONS
// ═══════════════════════════════════════════════════════════════════

// Long Entry: Price closes below 8 EMA then closes back above it
// Must have: HTF bullish, LTF aligned, in session
dipped_below_ema1 = close[1] < ltf_ema1[1]
closed_above_ema1 = close > ltf_ema1

long_entry = htf_bullish and ltf_bullish_aligned and dipped_below_ema1 and closed_above_ema1 and inSession and strategy.position_size == 0 and (not enable_daily_limit or daily_losses < max_daily_losses) and ema_spread_ok and adx_ok and cooldown_ok

// Short Entry: Price closes above 8 EMA then closes back below it (inverse)
peaked_above_ema1 = close[1] > ltf_ema1[1]
closed_below_ema1 = close < ltf_ema1

short_entry = htf_bearish and ltf_bearish_aligned and peaked_above_ema1 and closed_below_ema1 and inSession and strategy.position_size == 0 and (not enable_daily_limit or daily_losses < max_daily_losses) and ema_spread_ok and adx_ok and cooldown_ok

// ═══════════════════════════════════════════════════════════════════
// EXIT CONDITIONS
// ═══════════════════════════════════════════════════════════════════

// Long Exits
long_partial_exit = strategy.position_size > 0 and close < ltf_ema1
long_full_exit = strategy.position_size > 0 and close < ltf_ema2

// Short Exits
short_partial_exit = strategy.position_size < 0 and close > ltf_ema1
short_full_exit = strategy.position_size < 0 and close > ltf_ema2

// ═══════════════════════════════════════════════════════════════════
// POSITION TRACKING
// ═══════════════════════════════════════════════════════════════════

var float entry_price = 0.0
var bool partial_exit_done = false
var int contracts_remaining = 0

// ═══════════════════════════════════════════════════════════════════
// EXECUTE TRADES
// ═══════════════════════════════════════════════════════════════════

// LONG TRADES
if long_entry
    strategy.entry("Long", strategy.long, qty=4, comment="Long Entry")
    entry_price := close
    partial_exit_done := false
    contracts_remaining := 4
    last_trade_bar := bar_index
    if showLabels
        label.new(bar_index, low, "L", color=color.green, style=label.style_label_up, textcolor=color.white, size=size.small)

// Long Partial Exit (50%)
if long_partial_exit and not partial_exit_done and contracts_remaining > 2
    exit_qty = math.floor(4 * partial_exit_pct)
    strategy.close("Long", qty=exit_qty, comment="Partial Exit 50%")
    partial_exit_done := true
    contracts_remaining := contracts_remaining - exit_qty
    if showLabels
        label.new(bar_index, high, "P50%", color=color.orange, style=label.style_label_down, textcolor=color.white, size=size.small)

// Long Full Exit
if long_full_exit
    strategy.close("Long", comment="Full Exit")
    partial_exit_done := false
    contracts_remaining := 0
    if showLabels
        label.new(bar_index, high, "X", color=color.red, style=label.style_label_down, 
                 textcolor=color.white, size=size.small)

// SHORT TRADES
if short_entry
    strategy.entry("Short", strategy.short, qty=4, comment="Short Entry")
    entry_price := close
    partial_exit_done := false
    contracts_remaining := 4
    last_trade_bar := bar_index
    if showLabels
        label.new(bar_index, high, "S", color=color.red, style=label.style_label_down,
                 textcolor=color.white, size=size.small)

// Short Partial Exit (50%)
if short_partial_exit and not partial_exit_done and contracts_remaining > 2
    exit_qty = math.floor(4 * partial_exit_pct)
    strategy.close("Short", qty=exit_qty, comment="Partial Exit 50%")
    partial_exit_done := true
    contracts_remaining := contracts_remaining - exit_qty
    if showLabels
        label.new(bar_index, low, "P50%", color=color.orange, style=label.style_label_up, 
                 textcolor=color.white, size=size.small)

// Short Full Exit
if short_full_exit
    strategy.close("Short", comment="Full Exit")
    partial_exit_done := false
    contracts_remaining := 0
    if showLabels
        label.new(bar_index, low, "X", color=color.green, style=label.style_label_up, 
                 textcolor=color.white, size=size.small)

// ═══════════════════════════════════════════════════════════════════
// PLOTTING
// ═══════════════════════════════════════════════════════════════════

// Plot LTF EMAs (always shown as they're on current timeframe)
plot(ltf_ema1, color=color.new(color.teal, 0), linewidth=2, title="LTF 8 EMA")
plot(ltf_ema2, color=color.new(color.red, 0), linewidth=2, title="LTF 21 EMA")

// Plot HTF EMAs (optional)
plot(showHTFEMAs ? htf_ema1 : na, color=color.new(color.teal, 50), linewidth=3, 
     title="HTF 8 EMA", style=plot.style_line)
plot(showHTFEMAs ? htf_ema2 : na, color=color.new(color.red, 50), linewidth=3, 
     title="HTF 21 EMA", style=plot.style_line)

// Background color for trend
bg_col = htf_bullish ? color.new(color.green, 95) : 
         htf_bearish ? color.new(color.red, 95) : na
bgcolor(bg_col, title="HTF Trend Background")

// Session background
bgcolor(inSession ? na : color.new(color.gray, 90), title="Outside Session")

// ═══════════════════════════════════════════════════════════════════
// STATISTICS TABLE
// ═══════════════════════════════════════════════════════════════════

if showStats and barstate.islastconfirmedhistory
    var table statsTable = table.new(position.top_right, 2, 12,
                                     bgcolor=color.new(color.black, 80),
                                     frame_color=color.gray, frame_width=1,
                                     border_color=color.gray, border_width=1)
    
    // Header
    table.cell(statsTable, 0, 0, "Metric", bgcolor=color.new(color.blue, 50), 
              text_color=color.white, text_halign=text.align_center)
    table.cell(statsTable, 1, 0, "Value", bgcolor=color.new(color.blue, 50), 
              text_color=color.white, text_halign=text.align_center)
    
    // Symbol Info
    table.cell(statsTable, 0, 1, "Symbol", text_color=color.white)
    table.cell(statsTable, 1, 1, detectedSymbol + " ($" + str.tostring(tickValue) + "/tick)", 
              text_color=color.white)
    
    // Current Trend
    trend_text = htf_bullish ? "BULLISH ↑" : htf_bearish ? "BEARISH ↓" : "NEUTRAL —"
    trend_color = htf_bullish ? color.green : htf_bearish ? color.red : color.gray
    table.cell(statsTable, 0, 2, "HTF Trend", text_color=color.white)
    table.cell(statsTable, 1, 2, trend_text, text_color=trend_color)
    
    // Position
    pos_text = strategy.position_size > 0 ? "LONG " + str.tostring(math.abs(strategy.position_size)) :
               strategy.position_size < 0 ? "SHORT " + str.tostring(math.abs(strategy.position_size)) :
               "FLAT"
    pos_color = strategy.position_size > 0 ? color.green : (strategy.position_size < 0 ? color.red : color.gray)
    table.cell(statsTable, 0, 3, "Position", text_color=color.white)
    table.cell(statsTable, 1, 3, pos_text, text_color=pos_color)
    
    // Total Trades
    table.cell(statsTable, 0, 4, "Total Trades", text_color=color.white)
    table.cell(statsTable, 1, 4, str.tostring(strategy.closedtrades), text_color=color.white)
    
    // Win Rate
    wins = strategy.wintrades
    losses = strategy.losstrades
    winrate = strategy.closedtrades > 0 ? (wins / strategy.closedtrades) * 100 : 0
    table.cell(statsTable, 0, 5, "Win Rate", text_color=color.white)
    table.cell(statsTable, 1, 5, str.tostring(winrate, "##.#") + "%", 
              text_color=winrate >= 50 ? color.green : color.red)
    
    // Net Profit
    table.cell(statsTable, 0, 6, "Net Profit", text_color=color.white)
    table.cell(statsTable, 1, 6, "$" + str.tostring(strategy.netprofit, "##,###.##"), 
              text_color=strategy.netprofit >= 0 ? color.green : color.red)
    
    // Session Time
    session_active = inSession ? "✓ ACTIVE" : "✗ CLOSED"
    session_color = inSession ? color.green : color.gray
    table.cell(statsTable, 0, 7, "Session", text_color=color.white)
    table.cell(statsTable, 1, 7, session_active, text_color=session_color)
    
    // Losses Today
    table.cell(statsTable, 0, 8, "Losses Today", text_color=color.white)
    table.cell(statsTable, 1, 8, str.tostring(daily_losses), text_color=daily_losses >= max_daily_losses ? color.red : color.white)

    // EMA Spread Filter Status
    ema_spread_text = ema_spread_ok ? "OK (" + str.tostring(ema_separation_pct, "#.##") + "%)" : "BLOCKED (" + str.tostring(ema_separation_pct, "#.##") + "%)"
    table.cell(statsTable, 0, 9, "EMA Spread", text_color=color.white)
    table.cell(statsTable, 1, 9, ema_spread_text, text_color=ema_spread_ok ? color.green : color.orange)

    // ADX Filter Status
    adx_text = adx_ok ? "OK (" + str.tostring(htf_adx, "#.#") + ")" : "BLOCKED (" + str.tostring(htf_adx, "#.#") + ")"
    table.cell(statsTable, 0, 10, "ADX Filter", text_color=color.white)
    table.cell(statsTable, 1, 10, adx_text, text_color=adx_ok ? color.green : color.orange)

    // Cooldown Status
    bars_since_trade = bar_index - last_trade_bar
    cooldown_text = cooldown_ok ? "OK" : "WAIT (" + str.tostring(min_bars_between_trades - bars_since_trade) + " bars)"
    table.cell(statsTable, 0, 11, "Cooldown", text_color=color.white)
    table.cell(statsTable, 1, 11, cooldown_text, text_color=cooldown_ok ? color.green : color.orange)

// ═══════════════════════════════════════════════════════════════════
// ALERTS
// ═══════════════════════════════════════════════════════════════════

alertcondition(long_entry, title="Long Entry", message="Long Entry Signal: {{ticker}}")
alertcondition(short_entry, title="Short Entry", message="Short Entry Signal: {{ticker}}")
alertcondition(long_partial_exit, title="Long Partial Exit", message="Long 50% Exit: {{ticker}}")
alertcondition(short_partial_exit, title="Short Partial Exit", message="Short 50% Exit: {{ticker}}")
alertcondition(long_full_exit, title="Long Full Exit", message="Long Full Exit: {{ticker}}")
alertcondition(short_full_exit, title="Short Full Exit", message="Short Full Exit: {{ticker}}")