FVG Prob TW Strategy

//@version=6
// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// 邏輯源自 © GainzAlgo "FVG with Probabilities"（https://www.tradingview.com/script/sSsrTFwp-FVG-with-Probabilities-GainzAlgo/）
// ══════════════════════════════════════════════════════════════════════
//  FVG with Probabilities（台股策略版）
//
//  以 GainzAlgo "FVG with Probabilities"（台股改版）的邏輯為主，程式碼重寫成 strategy()，
//  訊號直接下單，用 TradingView 的「策略測試器」看績效。只用原指標本身的東西，不接 LuxAlgo OB。
//
//  跟原版的差異：
//   1. FVG 失效判定的選項確實生效（原版 Full Rebalance Mitigation 沒作用）
//   2. 早盤 / 中盤 / 尾盤可以個別勾選；原版三段加起來等於整個盤中，時段條件沒作用
//   3. 開收盤過濾只在日內週期生效；原版在日線會把訊號全部擋掉
//   4. 內部 OB 會失效、成立當根不算回測；原版的 OB 永遠不會消失
//   5. 訊號只在 K 棒收盤後成立，不會盤中閃爍
//   6. 分級只算有開啟的觸發
//   7. 拿掉跟訊號無關的圖層（等高低線、開盤區間、昨日高低、溢價折價區），圖比較乾淨
//  分數是寫死權重的評分，不是機率。
// ══════════════════════════════════════════════════════════════════════
strategy("FVG Prob TW Strategy", "FVG 策略", overlay = true, max_bars_back = 500,
     max_boxes_count = 300, max_lines_count = 300, max_labels_count = 500,
     initial_capital = 1000000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100,
     commission_type = strategy.commission.percent, commission_value = 0.2, slippage = 0,
     pyramiding = 0, process_orders_on_close = false)

TZ = "Asia/Taipei"

G_TRD  = "① 交易"
G_FVG  = "② FVG"
G_DISP = "③ 位移 K 棒"
G_IFVG = "④ IFVG（反轉缺口）"
G_SC   = "⑤ 分數"
G_STR  = "⑥ 結構"
G_TRG  = "⑦ OB 回測與掃蕩（內部）"
G_SESS = "⑧ 台股時段"
G_SIG  = "⑨ 訊號"
G_VOL  = "⑩ 量能與波動"
G_DRAW = "⑪ 顯示"

// ═══════════════ ① 交易 ═══════════════
i_dir      = input.string("兩者", "交易方向", options = ["兩者", "只做多", "只做空"], display = display.none, group = G_TRD,
     tooltip = "成本在策略的「屬性」裡設定，預設每邊 0.2%（來回約 0.4%，含證交稅）。")
i_slMode   = input.string("前 N 根極值", "停損方式", options = ["前 N 根極值", "ATR"], display = display.none, group = G_TRD,
     tooltip = "前 N 根極值：多單停在最近 N 根（含觸發那根與確認 K）最低點下方。\nATR：進場價往下 k 倍 ATR。")
i_slBars   = input.int(3, "N（根）", minval = 1, maxval = 20, display = display.none, group = G_TRD)
i_slBuf    = input.float(0.1, "極值外緩衝 (ATR 倍)", minval = 0.0, step = 0.05, display = display.none, group = G_TRD)
i_slAtr    = input.float(1.5, "ATR 停損 k", minval = 0.1, step = 0.1, display = display.none, group = G_TRD)
i_rr       = input.float(2.0, "目標 (R 倍)", minval = 0.5, step = 0.5, display = display.none, group = G_TRD)
i_maxBars  = input.int(50, "最多持有幾根（0 = 不限）", minval = 0, display = display.none, group = G_TRD)
i_flatEOD  = input.bool(false, "日內週期收盤前平倉", display = display.none, group = G_TRD,
     tooltip = "在當天最後一根 K 棒收盤時平倉，不留倉過夜（避開隔夜跳空）。只在日內週期生效。")

// ═══════════════ ② FVG ═══════════════
i_atrLen     = input.int(14, "ATR 長度", minval = 1, display = display.none, group = G_FVG)
i_minAtrMult = input.float(0.3, "最小缺口 (ATR 倍)", minval = 0.05, step = 0.05, display = display.none, group = G_FVG)
i_fvgMitig   = input.string("影線回補", "失效判定", options = ["影線回補", "收盤穿越"], display = display.none, group = G_FVG,
     tooltip = "影線回補：影線碰到缺口另一端就移除。收盤穿越：收盤越過另一端才移除。兩者都會先檢查能不能轉成 IFVG。")
i_showCE     = input.bool(true, "顯示 CE (50%) 線", display = display.none, group = G_FVG)

// ═══════════════ ③ 位移 K 棒 ═══════════════
i_useDisp     = input.bool(true, "FVG 中間那根需為位移 K 棒", display = display.none, group = G_DISP)
i_dispBodyAtr = input.float(0.6, "最小實體 (ATR 倍)", minval = 0.1, step = 0.05, display = display.none, group = G_DISP)
i_dispBodyRat = input.float(0.6, "最小實體 / 全長", minval = 0.3, maxval = 0.95, step = 0.05, display = display.none, group = G_DISP)

// ═══════════════ ④ IFVG ═══════════════
i_trackIFVG  = input.bool(true, "追蹤 IFVG", display = display.none, group = G_IFVG)
i_ifvgDisp   = input.bool(true, "反轉 K 需為反向位移 K 棒", display = display.none, group = G_IFVG)
i_ifvgDist   = input.float(0.3, "收盤需越過缺口 (ATR 倍)", minval = 0.0, step = 0.05, display = display.none, group = G_IFVG)
i_ifvgStruct = input.bool(true, "需 HH / LL 結構方向一致", display = display.none, group = G_IFVG)
i_ifvgRedraw = input.bool(true, "方框改畫成反轉 K 實體", display = display.none, group = G_IFVG)
i_ifvgKzOnly = input.bool(false, "只在啟用時段內反轉", display = display.none, group = G_IFVG)

// ═══════════════ ⑤ 分數 ═══════════════
i_emaFast  = input.int(20,  "快 EMA", display = display.none, group = G_SC)
i_emaSlow  = input.int(50,  "慢 EMA", display = display.none, group = G_SC)
i_emaHTF   = input.int(200, "長 EMA", display = display.none, group = G_SC)
i_showEMA  = input.bool(true, "顯示 EMA", display = display.none, group = G_SC)
i_highProb = input.float(0.65, "高分門檻 (H)", minval = 0.5, maxval = 0.99, step = 0.01, display = display.none, group = G_SC)
i_medProb  = input.float(0.45, "中分門檻 (M)", minval = 0.2, maxval = 0.64, step = 0.01, display = display.none, group = G_SC)
i_maxScore = input.float(0.85, "分數上限", minval = 0.70, maxval = 0.98, step = 0.01, display = display.none, group = G_SC)

// ═══════════════ ⑥ 結構 ═══════════════
i_swingLen   = input.int(5, "Pivot 左右根數", minval = 2, maxval = 20, display = display.none, group = G_STR)
i_showSwings = input.bool(false, "標出 swing 點", display = display.none, group = G_STR)

// ═══════════════ ⑦ OB 回測與掃蕩（內部，不畫出來）═══════════════
i_useOB        = input.bool(true, "偵測 OB", display = display.none, group = G_TRG,
     tooltip = "出現位移 K 棒時，往前找最近一根反向 K 當作 OB，只拿來當訊號觸發，不畫在圖上。")
i_obLookback   = input.int(10, "往前找反向 K (根)", minval = 3, maxval = 30, display = display.none, group = G_TRG)
i_obMaxAge     = input.int(100, "OB 最長保留 (根)", minval = 10, display = display.none, group = G_TRG)
i_useSweeps    = input.bool(true, "偵測流動性掃蕩", display = display.none, group = G_TRG)
i_sweepMinWick = input.float(0.3, "最小刺穿 (ATR 倍)", minval = 0.1, step = 0.05, display = display.none, group = G_TRG)
i_sweepReclaim = input.bool(true, "需收回 swing 點內", display = display.none, group = G_TRG)

// ═══════════════ ⑧ 台股時段 ═══════════════
i_sessOpen   = input.session("0900-1030", "早盤", display = display.none, group = G_SESS)
i_sessMid    = input.session("1030-1230", "中盤", display = display.none, group = G_SESS)
i_sessClose  = input.session("1230-1330", "尾盤", display = display.none, group = G_SESS)
i_useOpen    = input.bool(true, "早盤", inline = "kz", display = display.none, group = G_SESS)
i_useMid     = input.bool(true, "中盤", inline = "kz", display = display.none, group = G_SESS)
i_useClose   = input.bool(true, "尾盤", inline = "kz", display = display.none, group = G_SESS,
     tooltip = "勾選的時段算「啟用時段」，用在分數、訊號的時段條件和 IFVG。三個全勾等於整個盤中，跟原版相同。")
i_useTimeF   = input.bool(true, "啟用開收盤過濾", display = display.none, group = G_SESS,
     tooltip = "只在日內週期生效，以 K 棒的開始時間判斷。")
i_avoidOpen  = input.int(5,  "開盤後 N 分鐘不出訊號", minval = 0, maxval = 30, display = display.none, group = G_SESS)
i_avoidClose = input.int(15, "收盤前 N 分鐘不出訊號", minval = 0, maxval = 30, display = display.none, group = G_SESS)
i_avoidLunch = input.bool(true, "11:30–12:30 不出訊號", display = display.none, group = G_SESS)

// ═══════════════ ⑨ 訊號 ═══════════════
i_sigMode     = input.string("兩者", "訊號種類", options = ["順勢", "反轉", "兩者"], display = display.none, group = G_SIG)
i_sigMinScore = input.float(0.60, "CE 觸發的最低 FVG 分數", minval = 0.40, maxval = 0.95, step = 0.01, display = display.none, group = G_SIG)
i_sigReqConf  = input.bool(true, "需確認 K（同向位移 K 棒）", display = display.none, group = G_SIG)
i_sigReqPD    = input.bool(true, "順勢需在折價 / 溢價區", display = display.none, group = G_SIG)
i_sigReqKZ    = input.bool(true, "需在啟用時段內", display = display.none, group = G_SIG)
i_sigHTFBuf   = input.float(0.3, "長 EMA 緩衝 (ATR 倍)", minval = 0.0, step = 0.05, display = display.none, group = G_SIG)
i_sigCooldown = input.int(10, "同向訊號最少間隔 (根)", minval = 0, display = display.none, group = G_SIG)
i_sigAplus    = input.bool(false, "只做 A+", display = display.none, group = G_SIG)
i_trigCE      = input.bool(true, "觸發：回測 FVG 的 CE", display = display.none, group = G_SIG)
i_trigOB      = input.bool(true, "觸發：回測 OB", display = display.none, group = G_SIG)
i_trigSweep   = input.bool(true, "觸發：流動性掃蕩", display = display.none, group = G_SIG)

// ═══════════════ ⑩ 量能與波動 ═══════════════
i_rvolLen     = input.int(20, "RVOL 長度", minval = 5, display = display.none, group = G_VOL)
i_rvolMin     = input.float(1.0, "訊號最低 RVOL", minval = 0.3, step = 0.1, display = display.none, group = G_VOL)
i_volRegime   = input.int(50, "波動狀態 ATR 長度", display = display.none, group = G_VOL)
i_volCompress = input.float(0.7, "壓縮門檻", minval = 0.4, maxval = 0.95, step = 0.05, display = display.none, group = G_VOL)
i_volExpand   = input.float(1.3, "擴張門檻", minval = 1.05, maxval = 2.0, step = 0.05, display = display.none, group = G_VOL)

// ═══════════════ ⑪ 顯示 ═══════════════
i_ageSoft   = input.int(100, "FVG 超過幾根變淡", minval = 10, display = display.none, group = G_DRAW)
i_ageHard   = input.int(300, "FVG 超過幾根刪除", minval = 50, display = display.none, group = G_DRAW)
i_useDist   = input.bool(true, "隱藏離現價太遠的 FVG", display = display.none, group = G_DRAW)
i_distMax   = input.float(8.0, "距離上限 (ATR 倍)", minval = 2.0, step = 0.5, display = display.none, group = G_DRAW)
i_showTable = input.bool(true, "顯示儀表板", display = display.none, group = G_DRAW)
i_tblPos    = input.string("右上", "儀表板位置", options = ["右上", "右下", "左上", "左下"], display = display.none, group = G_DRAW)
i_bullHigh  = input.color(#00e676, "多方高分", display = display.none, group = G_DRAW)
i_bullMed   = input.color(#26a69a, "多方中分", display = display.none, group = G_DRAW)
i_bullLow   = input.color(#37474f, "多方低分", display = display.none, group = G_DRAW)
i_bearHigh  = input.color(#ff1744, "空方高分", display = display.none, group = G_DRAW)
i_bearMed   = input.color(#ff6d00, "空方中分", display = display.none, group = G_DRAW)
i_bearLow   = input.color(#4e342e, "空方低分", display = display.none, group = G_DRAW)
i_ifvgBull  = input.color(#7e57c2, "IFVG（原為多方）", display = display.none, group = G_DRAW)
i_ifvgBear  = input.color(#f48fb1, "IFVG（原為空方）", display = display.none, group = G_DRAW)
i_fillA     = input.int(88, "填色透明度", minval = 60, maxval = 98, display = display.none, group = G_DRAW)
i_borderA   = input.int(45, "邊框透明度", minval = 0, maxval = 90, display = display.none, group = G_DRAW)
i_dimExtra  = input.int(6, "舊 FVG 額外變淡", minval = 0, maxval = 10, display = display.none, group = G_DRAW)

// ═══════════════ 基礎數值 ═══════════════
atr     = ta.atr(i_atrLen)
atrLong = ta.atr(i_volRegime)
atrSafe = math.max(nz(atr), syminfo.mintick)
emaFast = ta.ema(close, i_emaFast)
emaSlow = ta.ema(close, i_emaSlow)
emaHTF  = ta.ema(close, i_emaHTF)
volMA   = ta.sma(volume, i_rvolLen)
rvol    = volume / math.max(nz(volMA), 1)

bullTrend = emaFast > emaSlow
bearTrend = emaFast < emaSlow
aboveHTF  = close > emaHTF + i_sigHTFBuf * atr
belowHTF  = close < emaHTF - i_sigHTFBuf * atr

volRatio      = atr / math.max(nz(atrLong), syminfo.mintick)
volCompressed = volRatio < i_volCompress
volExpanded   = volRatio > i_volExpand
volNormal     = not volCompressed and not volExpanded

// ═══════════════ 台股時段 ═══════════════
intraday  = timeframe.isintraday
inOpening = intraday and not na(time(timeframe.period, i_sessOpen,  TZ))
inMidday  = intraday and not na(time(timeframe.period, i_sessMid,   TZ))
inClosing = intraday and not na(time(timeframe.period, i_sessClose, TZ))
inKZ      = (i_useOpen and inOpening) or (i_useMid and inMidday) or (i_useClose and inClosing)
// 日線以上沒有時段概念，一律視為通過
kzPass    = not intraday or inKZ

// 09:00 = 540 分、13:30 = 810 分
barMin     = hour(time, TZ) * 60 + minute(time, TZ)
openBlk    = barMin >= 540 and barMin < 540 + i_avoidOpen
closeBlk   = barMin >= 810 - i_avoidClose and barMin < 810
lunchBlk   = i_avoidLunch and barMin >= 690 and barMin < 750
inBlackout = i_useTimeF and intraday and (openBlk or closeBlk or lunchBlk)
// 當天最後一根：這根結束時間到 13:30 或之後
lastBarOfDay = intraday and barMin + timeframe.in_seconds() / 60 >= 810

// ═══════════════ 位移 K 棒 ═══════════════
f_isDisp(int ofs, bool wantBull) =>
    body = math.abs(close[ofs] - open[ofs])
    rng  = math.max(high[ofs] - low[ofs], syminfo.mintick)
    dir  = wantBull ? close[ofs] > open[ofs] : close[ofs] < open[ofs]
    body / atrSafe >= i_dispBodyAtr and body / rng >= i_dispBodyRat and dir

curBullDisp  = f_isDisp(0, true)
curBearDisp  = f_isDisp(0, false)
midBullDisp  = f_isDisp(1, true)
midBearDisp  = f_isDisp(1, false)
bullVelocity = (curBullDisp ? 1 : 0) + (midBullDisp ? 1 : 0) + (f_isDisp(2, true)  ? 1 : 0)
bearVelocity = (curBearDisp ? 1 : 0) + (midBearDisp ? 1 : 0) + (f_isDisp(2, false) ? 1 : 0)
volRelDisp   = volume[1] / math.max(nz(volMA[1]), 1)

// ═══════════════ 結構：pivot 與 HH / LL ═══════════════
ph = ta.pivothigh(high, i_swingLen, i_swingLen)
pl = ta.pivotlow(low,   i_swingLen, i_swingLen)

var float lastSH = na
var float prevSH = na
var float lastSL = na
var float prevSL = na

if not na(ph)
    prevSH := lastSH
    lastSH := ph
    if i_showSwings
        label.new(bar_index - i_swingLen, ph, "H", style = label.style_none, textcolor = color.new(i_bearHigh, 30),
             size = size.tiny, yloc = yloc.abovebar)
if not na(pl)
    prevSL := lastSL
    lastSL := pl
    if i_showSwings
        label.new(bar_index - i_swingLen, pl, "L", style = label.style_none, textcolor = color.new(i_bullHigh, 30),
             size = size.tiny, yloc = yloc.belowbar)

isHH = not na(lastSH) and not na(prevSH) and lastSH > prevSH
isLL = not na(lastSL) and not na(prevSL) and lastSL < prevSL
structKnown = not na(prevSH) and not na(prevSL)
structTxt = not structKnown ? "–" : isHH and not isLL ? "多頭 (HH)" : isLL and not isHH ? "空頭 (LL)" : isHH and isLL ? "擴張" : "收斂"
structClr = not structKnown ? color.gray : isHH and not isLL ? i_bullHigh : isLL and not isHH ? i_bearHigh : color.orange

// 溢價 / 折價：最近一組 swing 高低點的中點
haveRange  = not na(lastSH) and not na(lastSL)
rangeMid   = haveRange ? (math.max(lastSH, lastSL) + math.min(lastSH, lastSL)) / 2 : na
inDiscount = haveRange and close < rangeMid
inPremium  = haveRange and close > rangeMid

// ═══════════════ 流動性掃蕩 ═══════════════
bool sweepBull = false
bool sweepBear = false
if i_useSweeps and haveRange
    sweepBull := low < lastSL and lastSL - low >= i_sweepMinWick * atr and (not i_sweepReclaim or close > lastSL)
    sweepBear := high > lastSH and high - lastSH >= i_sweepMinWick * atr and (not i_sweepReclaim or close < lastSH)

// ═══════════════ 分數 ═══════════════
f_clamp(float v, float lo, float hi) => math.max(lo, math.min(hi, v))
f_l(float p) =>
    q = f_clamp(p, 0.1, 0.9)
    math.log(q / (1.0 - q))

f_score(float gapSize, float mid, bool isBull) =>
    sizeRatio = gapSize / atrSafe
    f1 = sizeRatio > 1.5 ? 0.82 : sizeRatio > 0.9 ? 0.65 : sizeRatio > 0.4 ? 0.50 : 0.35
    f2 = (isBull ? bullTrend : bearTrend) ? 0.78 : 0.30
    f3 = (isBull ? aboveHTF : belowHTF) ? 0.76 : 0.34
    f4 = volRelDisp > 1.5 ? 0.72 : volRelDisp > 0.8 ? 0.55 : 0.38
    f5 = not haveRange ? 0.50 : ((isBull ? mid < rangeMid : mid > rangeMid) ? 0.80 : 0.30)
    f6 = (isBull ? isHH : isLL) ? 0.75 : 0.40
    f7 = not intraday ? 0.50 : inKZ ? 0.68 : 0.45
    f8 = volNormal ? 0.60 : volExpanded ? 0.75 : 0.35
    ll = 1.2 * f_l(f1) + 1.0 * f_l(f2) + 1.0 * f_l(f3) + 0.8 * f_l(f4) + 1.5 * f_l(f5) + 1.3 * f_l(f6) + 0.7 * f_l(f7) + 0.9 * f_l(f8)
    f_clamp(1.0 / (1.0 + math.exp(-(ll - 0.60))), 0.04, i_maxScore)

f_probColor(float p, bool isBull) =>
    tier = p >= i_highProb ? 2 : p >= i_medProb ? 1 : 0
    isBull ? (tier == 2 ? i_bullHigh : tier == 1 ? i_bullMed : i_bullLow) : (tier == 2 ? i_bearHigh : tier == 1 ? i_bearMed : i_bearLow)

f_tier(float p) => p >= i_highProb ? "H" : p >= i_medProb ? "M" : "L"
f_pct(float p)  => str.tostring(math.round(p * 100)) + "%"

// ═══════════════ FVG ═══════════════
// state：0 新生、1 已碰 CE、3 IFVG
type FVG
    float top
    float btm
    bool  isBull
    bool  origBull
    float score
    int   state
    int   birth
    box   bx
    line  ce

var array<FVG> fvgs = array.new<FVG>()

f_overlaps(float t, float b) =>
    bool hit = false
    for f in fvgs
        if t >= f.btm and b <= f.top
            hit := true
            break
    hit

f_newFVG(float t, float b, bool isBull, float gapSize) =>
    mid = (t + b) / 2
    p   = f_score(gapSize, mid, isBull)
    c   = f_probColor(p, isBull)
    bx  = box.new(bar_index - 2, t, bar_index, b, bgcolor = color.new(c, i_fillA), border_color = color.new(c, i_borderA),
         extend = extend.right, text = f_tier(p) + " " + f_pct(p), text_color = color.new(c, 10), text_size = size.small,
         text_halign = text.align_right, text_valign = text.align_top)
    line ce = na
    if i_showCE
        ce := line.new(bar_index - 2, mid, bar_index, mid, color = color.new(c, 30), style = line.style_dotted, extend = extend.right)
    array.push(fvgs, FVG.new(t, b, isBull, isBull, p, 0, bar_index, bx, ce))

bullGap = low - high[2]
bearGap = low[2] - high
bullFVG = bullGap > 0 and bullGap >= i_minAtrMult * atr and (not i_useDisp or midBullDisp)
bearFVG = bearGap > 0 and bearGap >= i_minAtrMult * atr and (not i_useDisp or midBearDisp)

if bullFVG and not f_overlaps(low, high[2])
    f_newFVG(low, high[2], true, bullGap)
if bearFVG and not f_overlaps(low[2], high)
    f_newFVG(low[2], high, false, bearGap)

// ── FVG 生命週期 ──
atrDist = i_ifvgDist * atr
bool  ceTapBull   = false
bool  ceTapBear   = false
float ceBullScore = 0.0
float ceBearScore = 0.0

if array.size(fvgs) > 0
    for i = array.size(fvgs) - 1 to 0
        f    = array.get(fvgs, i)
        mid  = (f.top + f.btm) / 2
        bool kill = bar_index - f.birth > i_ageHard

        if not kill and f.state < 3
            // 第一次碰到 CE：記成觸發，同方向取分數最高的那個
            if f.state == 0 and (f.isBull ? low <= mid : high >= mid)
                f.state := 1
                if f.isBull and f.score > ceBullScore
                    ceTapBull   := true
                    ceBullScore := f.score
                if not f.isBull and f.score > ceBearScore
                    ceTapBear   := true
                    ceBearScore := f.score

            fullFill = f.isBull ? low <= f.btm : high >= f.top
            if fullFill
                closeBeyond = f.isBull ? close < f.btm : close > f.top
                distOk   = f.isBull ? f.btm - close >= atrDist : close - f.top >= atrDist
                dispOk   = not i_ifvgDisp or (f.isBull ? curBearDisp : curBullDisp)
                structOk = not i_ifvgStruct or (f.isBull ? isLL : isHH)
                sessOk   = not i_ifvgKzOnly or kzPass
                if i_trackIFVG and closeBeyond and distOk and dispOk and structOk and sessOk
                    if i_ifvgRedraw
                        f.top := math.max(open, close)
                        f.btm := math.min(open, close)
                        box.set_left(f.bx, bar_index)
                        box.set_top(f.bx, f.top)
                        box.set_bottom(f.bx, f.btm)
                        if not na(f.ce)
                            newMid = (f.top + f.btm) / 2
                            line.set_xy1(f.ce, bar_index, newMid)
                            line.set_y2(f.ce, newMid)
                    f.isBull := not f.isBull
                    f.state  := 3
                else
                    kill := i_fvgMitig == "影線回補" or closeBeyond
        else if not kill and f.state == 3
            // IFVG 被收盤反向穿越就移除（剛轉成 IFVG 的當根走上面的分支，不會檢查）
            kill := f.isBull ? close < f.btm : close > f.top

        if kill
            box.delete(f.bx)
            line.delete(f.ce)
            array.remove(fvgs, i)

while array.size(fvgs) > 150
    old = array.shift(fvgs)
    box.delete(old.bx)
    line.delete(old.ce)

// FVG 外觀：只在最後一根重算（變淡、隱藏太遠的）
if barstate.islast
    for f in fvgs
        mid  = (f.top + f.btm) / 2
        far  = i_useDist and math.abs(close - mid) / atrSafe > i_distMax
        aged = bar_index - f.birth > i_ageSoft
        c = f.state == 3 ? (f.origBull ? i_ifvgBull : i_ifvgBear) : f_probColor(f.score, f.isBull)
        fillA   = math.min(98, (f.state == 3 ? i_fillA - 5 : i_fillA) + (aged ? i_dimExtra : 0))
        borderA = math.min(95, i_borderA + (aged ? i_dimExtra + 10 : 0))
        hidden  = color.new(color.gray, 100)
        box.set_bgcolor(f.bx, far ? hidden : color.new(c, fillA))
        box.set_border_color(f.bx, far ? hidden : color.new(c, borderA))
        box.set_border_width(f.bx, f.state == 1 ? 2 : 1)
        box.set_text(f.bx, far ? "" : (f.state == 3 ? "IFVG " : f_tier(f.score) + " ") + f_pct(f.score))
        box.set_text_color(f.bx, color.new(c, 10))
        if not na(f.ce)
            line.set_color(f.ce, far ? hidden : color.new(c, 30))

// ═══════════════ 內部 OB（只當觸發，不畫）═══════════════
type OB
    float top
    float btm
    bool  isBull
    int   origin
    int   created

var array<OB> obs = array.new<OB>()

// 出現位移 K 棒時，往前找最近一根反向 K 當作 OB
f_findOB(bool trigger, bool isBull) =>
    bool found = false
    if trigger
        for k = 1 to i_obLookback
            if isBull ? close[k] < open[k] : close[k] > open[k]
                t = high[k]
                b = low[k]
                bool dup = false
                for o in obs
                    if math.abs(o.top - t) < syminfo.mintick and math.abs(o.btm - b) < syminfo.mintick
                        dup := true
                        break
                if not dup
                    array.push(obs, OB.new(t, b, isBull, bar_index - k, bar_index))
                    found := true
                break
    found

f_findOB(i_useOB and curBullDisp, true)
f_findOB(i_useOB and curBearDisp, false)

// 回測：影線伸進 OB、收盤沒跌破（多方）；成立當根不算。穿越另一端或太舊就移除
bool obRetestBull = false
bool obRetestBear = false
if array.size(obs) > 0
    for i = array.size(obs) - 1 to 0
        o = array.get(obs, i)
        bool kill = bar_index - o.origin > i_obMaxAge
        if not kill and bar_index > o.created
            if o.isBull
                obRetestBull := obRetestBull or (low <= o.top and low >= o.btm and close > o.btm)
                kill := close < o.btm
            else
                obRetestBear := obRetestBear or (high >= o.btm and high <= o.top and close < o.top)
                kill := close > o.top
        if kill
            array.remove(obs, i)
while array.size(obs) > 20
    array.shift(obs)

// ═══════════════ 訊號引擎 ═══════════════
// 觸發看前一根，當根負責確認
trigLongCE     = i_trigCE    and ceTapBull[1]
trigShortCE    = i_trigCE    and ceTapBear[1]
trigLongOB     = i_trigOB    and obRetestBull[1]
trigShortOB    = i_trigOB    and obRetestBear[1]
trigLongSweep  = i_trigSweep and sweepBull[1]
trigShortSweep = i_trigSweep and sweepBear[1]
trigScoreLong  = ceBullScore[1]
trigScoreShort = ceBearScore[1]

anyLong  = trigLongCE  or trigLongOB  or trigLongSweep
anyShort = trigShortCE or trigShortOB or trigShortSweep

// 有 CE 觸發時，那個 FVG 的分數要夠高
scoreOkLong  = not trigLongCE  or trigScoreLong  >= i_sigMinScore
scoreOkShort = not trigShortCE or trigScoreShort >= i_sigMinScore

var int lastLongBar  = -100000
var int lastShortBar = -100000
coolLong  = bar_index - lastLongBar  >= i_sigCooldown
coolShort = bar_index - lastShortBar >= i_sigCooldown

rvolOk       = rvol >= i_rvolMin
kzOk         = not i_sigReqKZ or kzPass
confirmLong  = not i_sigReqConf or curBullDisp
confirmShort = not i_sigReqConf or curBearDisp
baseCtx      = rvolOk and kzOk and not inBlackout and not volCompressed

trendLong  = bullTrend and isHH and aboveHTF
trendShort = bearTrend and isLL and belowHTF
pdLong     = not i_sigReqPD or inDiscount
pdShort    = not i_sigReqPD or inPremium

canTrendLong  = baseCtx and anyLong  and confirmLong  and scoreOkLong  and trendLong  and pdLong  and coolLong
canTrendShort = baseCtx and anyShort and confirmShort and scoreOkShort and trendShort and pdShort and coolShort
canRevLong    = baseCtx and trigLongSweep  and confirmLong  and bearTrend and coolLong
canRevShort   = baseCtx and trigShortSweep and confirmShort and bullTrend and coolShort

// 只在 K 棒收盤後成立
gate      = barstate.isconfirmed
modeTrend = i_sigMode != "反轉"
modeRev   = i_sigMode != "順勢"

fireTrendLong  = gate and modeTrend and canTrendLong
fireTrendShort = gate and modeTrend and canTrendShort
fireRevLong    = gate and modeRev   and canRevLong
fireRevShort   = gate and modeRev   and canRevShort

// A+：順勢、2 種以上觸發、波動擴張、近 3 根有 2 根位移
// A ：順勢，且 2 種以上觸發，或高分 FVG 加上位移動能
f_grade(bool isLong, bool isTrend) =>
    nLong   = (trigLongCE  ? 1 : 0) + (trigLongOB  ? 1 : 0) + (trigLongSweep  ? 1 : 0)
    nShort  = (trigShortCE ? 1 : 0) + (trigShortOB ? 1 : 0) + (trigShortSweep ? 1 : 0)
    n       = isLong ? nLong : nShort
    velOk   = isLong ? bullVelocity >= 2 : bearVelocity >= 2
    hiScore = (isLong ? trigScoreLong : trigScoreShort) >= i_highProb
    isTrend and n >= 2 and volExpanded and velOk ? "A+" : isTrend and (n >= 2 or (hiScore and velOk)) ? "A" : "B"

longGrade  = fireTrendLong  ? f_grade(true,  true) : fireRevLong  ? f_grade(true,  false) : ""
shortGrade = fireTrendShort ? f_grade(false, true) : fireRevShort ? f_grade(false, false) : ""

longFire  = (fireTrendLong  or fireRevLong)  and (not i_sigAplus or longGrade  == "A+")
shortFire = (fireTrendShort or fireRevShort) and (not i_sigAplus or shortGrade == "A+")

if longFire
    lastLongBar := bar_index
    label.new(bar_index, low, (fireTrendLong ? "TRND " : "REV ") + longGrade, color = color.new(i_bullHigh, 20),
         textcolor = color.white, style = label.style_label_up, yloc = yloc.belowbar, size = size.small)
if shortFire
    lastShortBar := bar_index
    label.new(bar_index, high, (fireTrendShort ? "TRND " : "REV ") + shortGrade, color = color.new(i_bearHigh, 20),
         textcolor = color.white, style = label.style_label_down, yloc = yloc.abovebar, size = size.small)

// ═══════════════ 下單 ═══════════════
// 訊號在收盤成立，下一根開盤進場；停損與目標用訊號那根的收盤價計算
allowLong  = i_dir != "只做空"
allowShort = i_dir != "只做多"

lowN  = ta.lowest(low, i_slBars)
highN = ta.highest(high, i_slBars)
useAtrStop = i_slMode == "ATR"
stopLong   = useAtrStop ? close - i_slAtr * atrSafe : lowN  - i_slBuf * atrSafe
stopShort  = useAtrStop ? close + i_slAtr * atrSafe : highN + i_slBuf * atrSafe

if longFire and allowLong and strategy.position_size <= 0
    risk = close - stopLong
    if risk > syminfo.mintick
        strategy.entry("多", strategy.long, comment = longGrade)
        strategy.exit("多出", "多", stop = stopLong, limit = close + i_rr * risk)

if shortFire and allowShort and strategy.position_size >= 0
    risk = stopShort - close
    if risk > syminfo.mintick
        strategy.entry("空", strategy.short, comment = shortGrade)
        strategy.exit("空出", "空", stop = stopShort, limit = close - i_rr * risk)

// 持有太久，或日內週期的當天最後一根，直接平倉
if strategy.position_size != 0
    held = bar_index - strategy.opentrades.entry_bar_index(strategy.opentrades - 1)
    if i_maxBars > 0 and held >= i_maxBars
        strategy.close_all(comment = "逾時")
    else if i_flatEOD and lastBarOfDay
        strategy.close_all(comment = "收盤平倉", immediately = true)

if longFire or shortFire
    alert(syminfo.ticker + (longFire ? " 多方訊號 " + longGrade : " 空方訊號 " + shortGrade), alert.freq_once_per_bar_close)

plot(i_showEMA ? emaFast : na, "快 EMA", color = color.new(color.blue,   55), linewidth = 1, display = display.pane)
plot(i_showEMA ? emaSlow : na, "慢 EMA", color = color.new(color.orange, 55), linewidth = 1, display = display.pane)
plot(i_showEMA ? emaHTF  : na, "長 EMA", color = color.new(color.purple, 35), linewidth = 2, display = display.pane)

// ═══════════════ 儀表板 ═══════════════
f_tblPos() =>
    switch i_tblPos
        "右上" => position.top_right
        "右下" => position.bottom_right
        "左上" => position.top_left
        => position.bottom_left

var table tb = i_showTable ? table.new(f_tblPos(), 2, 7, bgcolor = color.new(#1e222d, 10),
     border_color = color.new(color.gray, 70), border_width = 1) : na

f_row(int r, string k, string v, color c) =>
    table.cell(tb, 0, r, k, text_color = color.white, text_size = size.small, text_halign = text.align_left)
    table.cell(tb, 1, r, v, text_color = c, text_size = size.small)

if i_showTable and barstate.islast
    table.cell(tb, 0, 0, "台股 FVG 策略", text_color = color.white, bgcolor = color.new(color.gray, 30), text_size = size.small)
    table.cell(tb, 1, 0, "狀態", text_color = color.white, bgcolor = color.new(color.gray, 30), text_size = size.small)
    f_row(1, "EMA 趨勢", bullTrend ? "多頭" : bearTrend ? "空頭" : "–", bullTrend ? i_bullHigh : bearTrend ? i_bearHigh : color.gray)
    f_row(2, "HH / LL 結構", structTxt, structClr)
    f_row(3, "區間位置", inDiscount ? "折價區" : inPremium ? "溢價區" : "–", inDiscount ? i_bullMed : inPremium ? i_bearMed : color.gray)
    f_row(4, "波動", volExpanded ? "擴張" : volCompressed ? "壓縮" : "正常", volExpanded ? i_bullHigh : volCompressed ? i_bearHigh : color.white)
    f_row(5, "RVOL", str.tostring(rvol, "#.##") + "x", rvolOk ? i_bullMed : color.gray)
    f_row(6, "時段", not intraday ? "日線以上" : inBlackout ? "禁止時段" : inOpening ? "早盤" : inMidday ? "中盤" : inClosing ? "尾盤" : "盤外",
         inBlackout ? i_bearMed : kzPass ? color.yellow : color.gray)