Lyzer Core Runtime Proxy

//@version=5
strategy("Lyzer Core v0.4 — Runtime Proxy", overlay=true,
     initial_capital=10000,
     default_qty_type=strategy.percent_of_equity,
     default_qty_value=25)

// ======================================================
// 🧠 CONFIG (RuntimeConfig equivalente)
// ======================================================

confidenceThreshold = input.float(50, "Confidence Threshold", minval=45, maxval=85)
riskReward = input.float(2.0, "Risk:Reward (fixed)", minval=1.0, step=0.5)

// ======================================================
// 📡 SIGNAL ENGINE (proxy simplificado do teu sistema)
// ======================================================

// Trend proxy (EMA regime)
ema20 = ta.ema(close, 20)
ema50 = ta.ema(close, 50)
ema100 = ta.ema(close, 100)

// Volume filter (simple impulse detection)
volSpike = volume > ta.sma(volume, 20)

// Momentum proxy
rsi = ta.rsi(close, 14)

// ======================================================
// 🧠 KERNEL (Lyzer simplified confidence model)
// ======================================================

// regime direction
trendUp = ema20 > ema50 and ema50 > ema100
trendDown = ema20 < ema50 and ema50 < ema100

// confidence synthesis (0–100 proxy)
confidenceLong =
     (trendUp ? 60 : 30) +
     (rsi > 50 ? 15 : 0) +
     (volSpike ? 10 : 0)

confidenceShort =
     (trendDown ? 60 : 30) +
     (rsi < 50 ? 15 : 0) +
     (volSpike ? 10 : 0)

// ======================================================
// 🚦 KERNEL DECISION (Lyzer Core logic)
// ======================================================

longSignal  = confidenceLong >= confidenceThreshold
shortSignal = confidenceShort >= confidenceThreshold

// ======================================================
// 💰 EXECUTION LAYER (fixed R:R 2:1)
// ======================================================

riskPct = 1.0  // fixed risk proxy (simplified)

// ATR for dynamic stop sizing
atr = ta.atr(14)

// Long execution
if (longSignal)
    longStop = close - atr
    longTP   = close + (atr * riskReward)

    strategy.entry("LONG", strategy.long)
    strategy.exit("LONG TP/SL", "LONG",
         stop=longStop,
         limit=longTP)

// Short execution
if (shortSignal)
    shortStop = close + atr
    shortTP   = close - (atr * riskReward)

    strategy.entry("SHORT", strategy.short)
    strategy.exit("SHORT TP/SL", "SHORT",
         stop=shortStop,
         limit=shortTP)

// ======================================================
// 📊 VISUALIZATION (debug only)
// ======================================================

plot(ema20, color=color.orange)
plot(ema50, color=color.blue)
plot(ema100, color=color.gray)

bgcolor(longSignal ? color.new(color.green, 90) :
       shortSignal ? color.new(color.red, 90) : na)

// Confidence debug
plot(confidenceLong, title="Long Confidence", color=color.green)
plot(confidenceShort, title="Short Confidence", color=color.red)
hline(confidenceThreshold, "Threshold", color=color.white)