ES Opening Range Breakout [trugurpala]

//@version=6
// ES S&P500 — Opening Range Breakout (ORB) Strategy
// Author: Ugur Pala · github.com/trugurpala/pinescriptv6
// TradingView: https://tr.tradingview.com/u/trugurpala/
//
// TR: İlk 30 dakikanın yüksek/düşüğünü belirleyip kırılma yönünde giriş yapar.
//     RTH (09:30-16:00 ET) içinde çalışır. Seans sonunda tüm pozisyonlar kapatılır.
// EN: Identifies the first 30-minute high/low and enters on breakout.
//     Works within RTH (09:30-16:00 ET). All positions closed at session end.
//
// Sembol / Symbol: CME_MINI:ES1! veya CME_MICRO:MES1!
// Önerilen TF / Recommended TF: 5M, 15M
strategy("ES Opening Range Breakout [trugurpala]",
    overlay           = true,
    initial_capital   = 25000,
    default_qty_type  = strategy.fixed,
    default_qty_value = 1,
    commission_type   = strategy.commission.cash_per_contract,
    commission_value  = 4.0,
    slippage          = 1)

// ── Inputs ───────────────────────────────────────────────────────────────────
int   orbMins   = input.int(30, "ORB Minutes", minval=5, maxval=60,
                    tooltip="İlk N dakikanın high/low'u / First N-minute high/low")
float atrMult   = input.float(1.5, "SL ATR Mult", step=0.1)
float rr        = input.float(2.0,  "R:R Ratio",   step=0.1)
bool  longOnly  = input.bool(false,  "Long Only")

// ── Seans ve ORB Zamanı / Session and ORB Time ───────────────────────────────
bool  rthOpen   = not na(time(timeframe.period, "0930-0930", "America/New_York"))
bool  inRTH     = not na(time(timeframe.period, "0930-1600", "America/New_York"))
bool  inORB     = not na(time(timeframe.period, "0930-" + str.tostring(930 + orbMins), "America/New_York"))

// ORB yüksek/düşük hesapla
var float orbHigh = na
var float orbLow  = na
var bool  orbDone = false

if rthOpen
    orbHigh := high
    orbLow  := low
    orbDone := false

if inORB and not orbDone
    orbHigh := math.max(orbHigh, high)
    orbLow  := math.min(orbLow,  low)

if not inORB and not orbDone
    orbDone := true

// ── Calculations ─────────────────────────────────────────────────────────────
float atrVal    = ta.atr(14)
bool  longBreak  = orbDone and inRTH and ta.crossover(close, orbHigh)  and strategy.position_size == 0
bool  shortBreak = orbDone and inRTH and ta.crossunder(close, orbLow)  and strategy.position_size == 0

// RTH sonu kapat / Close at RTH end
bool  rthEnd    = inRTH[1] and not inRTH
if rthEnd
    strategy.close_all(comment="RTH Close")

// ── Entries ──────────────────────────────────────────────────────────────────
if longBreak
    float sl = close - atrMult * atrVal
    float tp = close + rr * (close - sl)
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop=sl, limit=tp)

if shortBreak and not longOnly
    float sl = close + atrMult * atrVal
    float tp = close - rr * (sl - close)
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop=sl, limit=tp)

// ── Visuals ──────────────────────────────────────────────────────────────────
plot(orbDone ? orbHigh : na, "ORB High", color.new(color.green, 30), linewidth=2, style=plot.style_linebr)
plot(orbDone ? orbLow  : na, "ORB Low",  color.new(color.red,   30), linewidth=2, style=plot.style_linebr)
bgcolor(inORB  ? color.new(color.orange, 93) : na, title="ORB Window")
bgcolor(not inRTH ? color.new(color.gray, 96) : na, title="Outside RTH")
plotshape(longBreak,  "Long",  shape.triangleup,   location.belowbar, color.green, size=size.small)
plotshape(shortBreak, "Short", shape.triangledown, location.abovebar, color.red,   size=size.small)

// ── Alerts (alert() — strategy içinde çalışır) ───────────────────────────────
if longBreak
    alert("ES ORB Breakout Long — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)
if shortBreak
    alert("ES ORB Breakout Short — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)