GBPUSD H1 QuadLayer

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © SURGE-WSI

//@version=5
indicator("GBPUSD H1 QuadLayer v6.9", shorttitle="QuadLayer v6.9", overlay=true)

// ============================================================
// INPUT PARAMETERS
// ============================================================
group_risk = "Risk Management"
riskPercent = input.float(1.0, "Risk %", minval=0.1, maxval=5.0, step=0.1, group=group_risk)
slAtrMult = input.float(1.5, "SL ATR Multiplier", minval=0.5, maxval=3.0, step=0.1, group=group_risk)
tpRatio = input.float(1.5, "TP:SL Ratio", minval=1.0, maxval=5.0, step=0.1, group=group_risk)

group_atr = "ATR Settings"
atrPeriod = input.int(14, "ATR Period", minval=5, maxval=50, group=group_atr)
minAtrPips = input.float(8.0, "Min ATR (pips)", minval=1.0, maxval=50.0, group=group_atr)
maxAtrPips = input.float(25.0, "Max ATR (pips)", minval=10.0, maxval=100.0, group=group_atr)

group_ema = "EMA Settings"
emaFast = input.int(20, "Fast EMA", minval=5, maxval=50, group=group_ema)
emaSlow = input.int(50, "Slow EMA", minval=20, maxval=200, group=group_ema)

group_entry = "Entry Signals"
useOrderBlock = input.bool(true, "Use Order Block", group=group_entry)
useEmaPullback = input.bool(true, "Use EMA Pullback", group=group_entry)
minQuality = input.float(60.0, "Min Signal Quality", minval=0, maxval=100, group=group_entry)

group_session = "Session Filter"
useSessionFilter = input.bool(true, "Enable Session Filter", group=group_session)
skipHour11 = input.bool(true, "Skip Hour 11", group=group_session)
skipOBHour8 = input.bool(true, "Skip OrderBlock Hour 8", group=group_session)
skipOBHour16 = input.bool(true, "Skip OrderBlock Hour 16", group=group_session)
skipEMAHour13 = input.bool(true, "Skip EMA Hour 13", group=group_session)
skipEMAHour14 = input.bool(true, "Skip EMA Hour 14", group=group_session)

group_time = "Trading Hours (UTC)"
londonStart = input.int(8, "London Start", minval=0, maxval=23, group=group_time)
londonEnd = input.int(10, "London End", minval=0, maxval=23, group=group_time)
nyStart = input.int(13, "New York Start", minval=0, maxval=23, group=group_time)
nyEnd = input.int(17, "New York End", minval=0, maxval=23, group=group_time)

group_visual = "Visual Settings"
showLabels = input.bool(true, "Show Signal Labels", group=group_visual)
showSLTP = input.bool(true, "Show SL/TP Lines", group=group_visual)
showEMA = input.bool(true, "Show EMA Lines", group=group_visual)
showKillZone = input.bool(true, "Show Kill Zone Background", group=group_visual)

// ============================================================
// CONSTANTS
// ============================================================
pipSize = syminfo.mintick * 10

// Day Multipliers (v6.9: Thu 0.8, Fri 0.3)
getDayMult(d) =>
    switch d
        1 => 1.0  // Monday
        2 => 0.9  // Tuesday
        3 => 1.0  // Wednesday
        4 => 0.8  // Thursday (v6.9: best day)
        5 => 0.3  // Friday (v6.9: worst day)
        => 0.0    // Weekend

// Hour Multipliers
getHourMult(h) =>
    switch h
        6 => 0.5
        7 => 0.0   // Skip
        8 => 1.0
        9 => 1.0
        10 => 0.9
        11 => 0.0  // Skip
        12 => 0.7
        13 => 1.0
        14 => 1.0
        15 => 1.0
        16 => 0.9
        17 => 0.7
        18 => 0.3
        => 0.0

// ============================================================
// INDICATORS
// ============================================================
atr = ta.atr(atrPeriod)
atrPips = atr / pipSize
ema20 = ta.ema(close, emaFast)
ema50 = ta.ema(close, emaSlow)
rsi = ta.rsi(close, 14)

// ADX Calculation
dmp = ta.rma(math.max(high - high[1], 0), 14)
dmm = ta.rma(math.max(low[1] - low, 0), 14)
tr = ta.rma(ta.tr, 14)
pdi = 100 * dmp / tr
mdi = 100 * dmm / tr
adx = 100 * ta.rma(math.abs(pdi - mdi) / (pdi + mdi), 14)

// ============================================================
// TIME FILTERS
// ============================================================
currentHour = hour(time, "UTC")
currentDay = dayofweek(time)

dayMult = getDayMult(currentDay)
hourMult = getHourMult(currentHour)

inLondon = currentHour >= londonStart and currentHour <= londonEnd
inNewYork = currentHour >= nyStart and currentHour <= nyEnd
inKillZone = inLondon or inNewYork

isValidTime = dayMult > 0 and hourMult > 0 and inKillZone
isSkipHour11 = skipHour11 and currentHour == 11
isValidSession = isValidTime and not isSkipHour11

// ============================================================
// REGIME DETECTION
// ============================================================
isBullish = close > ema20 and ema20 > ema50
isBearish = close < ema20 and ema20 < ema50
isSideways = not isBullish and not isBearish

// ============================================================
// ATR FILTER
// ============================================================
isValidATR = atrPips >= minAtrPips and atrPips <= maxAtrPips

// ============================================================
// ORDER BLOCK DETECTION
// ============================================================
bodyRatio = math.abs(close - open) / (high - low)
prevBearish = close[1] < open[1]
prevBullish = close[1] > open[1]
currBullish = close > open
currBearish = close < open

// Bullish Order Block
bullishOB = prevBearish and currBullish and bodyRatio > 0.55 and close > high[1]
// Bearish Order Block
bearishOB = prevBullish and currBearish and bodyRatio > 0.55 and close < low[1]

obQuality = bodyRatio * 100
obBuySignal = useOrderBlock and bullishOB and obQuality >= minQuality and isBullish
obSellSignal = useOrderBlock and bearishOB and obQuality >= minQuality and isBearish

// Session filter for Order Block
obBuyFiltered = obBuySignal and not (useSessionFilter and ((skipOBHour8 and currentHour == 8) or (skipOBHour16 and currentHour == 16)))
obSellFiltered = obSellSignal and not (useSessionFilter and ((skipOBHour8 and currentHour == 8) or (skipOBHour16 and currentHour == 16)))

// ============================================================
// EMA PULLBACK DETECTION
// ============================================================
atrDistance = atrPips * pipSize * 1.5

// BUY Pullback
emaBuyCondition = currBullish and close > ema20 and ema20 > ema50
emaBuyDistance = low - ema20
emaBuyPullback = emaBuyCondition and emaBuyDistance <= atrDistance and bodyRatio > 0.4 and adx > 20 and rsi > 30 and rsi < 70

// SELL Pullback
emaSellCondition = currBearish and close < ema20 and ema20 < ema50
emaSellDistance = ema20 - high
emaSellPullback = emaSellCondition and emaSellDistance <= atrDistance and bodyRatio > 0.4 and adx > 20 and rsi > 30 and rsi < 70

// Calculate EMA pullback quality
calcEmaQuality(distToEma, _adx, _rsi, _bodyRatio) =>
    touchQ = math.max(0, 30 - (distToEma / pipSize))
    adxQ = math.min(25, (_adx - 15) * 1.5)
    rsiQ = math.abs(50 - _rsi) < 20 ? 25 : 15
    bodyQ = math.min(20, _bodyRatio * 30)
    math.min(100, math.max(55, touchQ + adxQ + rsiQ + bodyQ))

emaBuyQuality = calcEmaQuality(emaBuyDistance, adx, rsi, bodyRatio)
emaSellQuality = calcEmaQuality(emaSellDistance, adx, rsi, bodyRatio)

emaBuySignal = useEmaPullback and emaBuyPullback and emaBuyQuality >= minQuality
emaSellSignal = useEmaPullback and emaSellPullback and emaSellQuality >= minQuality

// Session filter for EMA Pullback
emaBuyFiltered = emaBuySignal and not (useSessionFilter and ((skipEMAHour13 and currentHour == 13) or (skipEMAHour14 and currentHour == 14)))
emaSellFiltered = emaSellSignal and not (useSessionFilter and ((skipEMAHour13 and currentHour == 13) or (skipEMAHour14 and currentHour == 14)))

// ============================================================
// COMBINED SIGNALS
// ============================================================
buySignal = isValidSession and isValidATR and not isSideways and (obBuyFiltered or emaBuyFiltered)
sellSignal = isValidSession and isValidATR and not isSideways and (obSellFiltered or emaSellFiltered)

// Determine signal type for label
getSignalType(isOB, isEMA) =>
    isOB ? "OB" : isEMA ? "EMA" : ""

buyType = getSignalType(obBuyFiltered, emaBuyFiltered)
sellType = getSignalType(obSellFiltered, emaSellFiltered)

// ============================================================
// SL/TP CALCULATION
// ============================================================
slPips = atr * slAtrMult
tpPips = slPips * tpRatio

buySL = close - slPips
buyTP = close + tpPips
sellSL = close + slPips
sellTP = close - tpPips

// ============================================================
// PLOTTING
// ============================================================
// EMA Lines
plot(showEMA ? ema20 : na, "EMA 20", color=color.blue, linewidth=1)
plot(showEMA ? ema50 : na, "EMA 50", color=color.orange, linewidth=1)

// Kill Zone Background
bgcolor(showKillZone and inLondon ? color.new(color.blue, 95) : na, title="London Session")
bgcolor(showKillZone and inNewYork ? color.new(color.green, 95) : na, title="New York Session")

// Signal Markers
plotshape(buySignal, "Buy Signal", shape.triangleup, location.belowbar,
          color=color.green, size=size.normal, text="")
plotshape(sellSignal, "Sell Signal", shape.triangledown, location.abovebar,
          color=color.red, size=size.normal, text="")

// Signal Labels
if showLabels and buySignal
    quality = obBuyFiltered ? obQuality : emaBuyQuality
    label.new(bar_index, low, buyType + "\nQ:" + str.tostring(quality, "#") + "\nSL:" + str.tostring(slPips/pipSize, "#.#") + "p",
              color=color.green, textcolor=color.white, style=label.style_label_up, size=size.small)

if showLabels and sellSignal
    quality = obSellFiltered ? obQuality : emaSellQuality
    label.new(bar_index, high, sellType + "\nQ:" + str.tostring(quality, "#") + "\nSL:" + str.tostring(slPips/pipSize, "#.#") + "p",
              color=color.red, textcolor=color.white, style=label.style_label_down, size=size.small)

// SL/TP Lines (only on signal bars)
plot(showSLTP and buySignal ? buySL : na, "Buy SL", color=color.red, style=plot.style_circles, linewidth=2)
plot(showSLTP and buySignal ? buyTP : na, "Buy TP", color=color.green, style=plot.style_circles, linewidth=2)
plot(showSLTP and sellSignal ? sellSL : na, "Sell SL", color=color.red, style=plot.style_circles, linewidth=2)
plot(showSLTP and sellSignal ? sellTP : na, "Sell TP", color=color.green, style=plot.style_circles, linewidth=2)

// ============================================================
// INFO TABLE
// ============================================================
var table infoTable = table.new(position.top_right, 2, 10, bgcolor=color.new(color.black, 80))

if barstate.islast
    table.cell(infoTable, 0, 0, "QuadLayer v6.9", text_color=color.white, text_size=size.normal)
    table.cell(infoTable, 1, 0, "GBPUSD H1", text_color=color.yellow, text_size=size.normal)

    table.cell(infoTable, 0, 1, "ATR:", text_color=color.gray, text_size=size.small)
    table.cell(infoTable, 1, 1, str.tostring(atrPips, "#.#") + " pips", text_color=isValidATR ? color.green : color.red, text_size=size.small)

    table.cell(infoTable, 0, 2, "Regime:", text_color=color.gray, text_size=size.small)
    regimeText = isBullish ? "BULLISH" : isBearish ? "BEARISH" : "SIDEWAYS"
    regimeColor = isBullish ? color.green : isBearish ? color.red : color.gray
    table.cell(infoTable, 1, 2, regimeText, text_color=regimeColor, text_size=size.small)

    table.cell(infoTable, 0, 3, "Session:", text_color=color.gray, text_size=size.small)
    sessionText = inLondon ? "LONDON" : inNewYork ? "NEW YORK" : "OFF"
    sessionColor = inKillZone ? color.green : color.gray
    table.cell(infoTable, 1, 3, sessionText, text_color=sessionColor, text_size=size.small)

    table.cell(infoTable, 0, 4, "Day Mult:", text_color=color.gray, text_size=size.small)
    table.cell(infoTable, 1, 4, str.tostring(dayMult, "#.#"), text_color=dayMult > 0.5 ? color.green : color.orange, text_size=size.small)

    table.cell(infoTable, 0, 5, "Hour Mult:", text_color=color.gray, text_size=size.small)
    table.cell(infoTable, 1, 5, str.tostring(hourMult, "#.#"), text_color=hourMult > 0 ? color.green : color.red, text_size=size.small)

    table.cell(infoTable, 0, 6, "ADX:", text_color=color.gray, text_size=size.small)
    table.cell(infoTable, 1, 6, str.tostring(adx, "#.#"), text_color=adx > 20 ? color.green : color.orange, text_size=size.small)

    table.cell(infoTable, 0, 7, "RSI:", text_color=color.gray, text_size=size.small)
    rsiColor = rsi > 70 ? color.red : rsi < 30 ? color.green : color.white
    table.cell(infoTable, 1, 7, str.tostring(rsi, "#.#"), text_color=rsiColor, text_size=size.small)

// ============================================================
// ALERTS
// ============================================================
alertcondition(buySignal, "Buy Signal", "QuadLayer v6.9 BUY Signal on {{ticker}}")
alertcondition(sellSignal, "Sell Signal", "QuadLayer v6.9 SELL Signal on {{ticker}}")
alertcondition(buySignal or sellSignal, "Any Signal", "QuadLayer v6.9 Signal on {{ticker}}")