MACD Pullback Sniper | Trend + ADX Filtered Strategy

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © blitz_locked

//@version=6
strategy('MACD Pullback Sniper | Trend + ADX Filtered Strategy', overlay = false,
     initial_capital = 10000,
     commission_type = strategy.commission.percent, commission_value = 0.05,
     slippage = 2, pyramiding = 0,
     margin_long = 100, margin_short = 100)

// MACD signal-line cross, filtered by trend, zero line and ADX.
// Exits use an ATR stop and a fixed reward:risk target.

// --- Inputs ---
grpM = 'MACD'
fastLen   = input.int(12, 'Fast EMA', minval = 1, group = grpM)
slowLen   = input.int(26, 'Slow EMA', minval = 1, group = grpM)
signalLen = input.int(9, 'Signal EMA', minval = 1, group = grpM)

grpF = 'Filters'
useTrend = input.bool(true, 'Trend filter (price vs EMA)', group = grpF)
trendLen = input.int(200, 'Trend EMA length', minval = 2, group = grpF)
useZero  = input.bool(true, 'Zero-line filter', group = grpF, tooltip = 'Longs only when the cross happens below zero, shorts only above zero.')
useAdx   = input.bool(true, 'ADX filter', group = grpF)
adxLen   = input.int(14, 'ADX length', minval = 1, group = grpF)
adxMin   = input.float(20.0, 'ADX minimum', minval = 1, group = grpF)

grpR = 'Risk'
atrLen    = input.int(14, 'ATR length', minval = 1, group = grpR)
slMult    = input.float(2.0, 'Stop distance (x ATR)', minval = 0.1, step = 0.1, group = grpR)
rrRatio   = input.float(2.0, 'Reward : Risk', minval = 0.5, step = 0.1, group = grpR)
riskPct   = input.float(1.0, 'Risk per trade (% of equity)', minval = 0.1, maxval = 10, step = 0.1, group = grpR)
maxLev    = input.float(1.0, 'Max position size (x equity)', minval = 0.1, step = 0.1, group = grpR, tooltip = 'Caps position value so a tight stop cannot create an oversized trade.')
exitCross = input.bool(true, 'Exit on opposite MACD cross', group = grpR)

grpG = 'General'
allowShort = input.bool(true, 'Allow shorts', group = grpG)
startDate  = input.time(timestamp('01 Jan 2018 00:00 +0000'), 'Start date', group = grpG)
endDate    = input.time(timestamp('31 Dec 2069 23:59 +0000'), 'End date', group = grpG)

// --- Calculations ---
[macdLine, signalLine, hist] = ta.macd(close, fastLen, slowLen, signalLen)
trendEma = ta.ema(close, trendLen)
[_, _, adx] = ta.dmi(adxLen, adxLen)
atr = ta.atr(atrLen)

inRange   = time >= startDate and time <= endDate
bullCross = ta.crossover(macdLine, signalLine)
bearCross = ta.crossunder(macdLine, signalLine)

// --- Signals ---
trendLongOk  = not useTrend or close > trendEma
trendShortOk = not useTrend or close < trendEma
zeroLongOk   = not useZero or macdLine < 0
zeroShortOk  = not useZero or macdLine > 0
adxOk        = not useAdx or adx > adxMin

longSignal  = bullCross and trendLongOk and zeroLongOk and adxOk and inRange
shortSignal = bearCross and trendShortOk and zeroShortOk and adxOk and inRange and allowShort

// --- Position sizing (fixed % risk per trade) ---
f_qty(float stopDist) =>
    float riskAmt = strategy.equity * riskPct / 100
    float q = stopDist > 0 ? riskAmt / stopDist : 0.0
    q := math.min(q, strategy.equity * maxLev / close)
    float step = syminfo.mincontract > 0 ? syminfo.mincontract : 1.0
    math.floor(q / step) * step

// --- Trade management ---
var float entryAtr = na
var float slLvl = na
var float tpLvl = na

// Open position: anchor stop and target to the actual fill price
if strategy.position_size > 0
    slLvl := strategy.position_avg_price - entryAtr * slMult
    tpLvl := strategy.position_avg_price + entryAtr * slMult * rrRatio
    strategy.exit('Long Exit', 'Long', stop = slLvl, limit = tpLvl)
else if strategy.position_size < 0
    slLvl := strategy.position_avg_price + entryAtr * slMult
    tpLvl := strategy.position_avg_price - entryAtr * slMult * rrRatio
    strategy.exit('Short Exit', 'Short', stop = slLvl, limit = tpLvl)
else
    slLvl := na
    tpLvl := na

// Exit on opposite cross (unless it is also a valid reversal entry)
if exitCross and bearCross and strategy.position_size > 0 and not shortSignal
    strategy.close('Long', comment = 'MACD cross')
if exitCross and bullCross and strategy.position_size < 0 and not longSignal
    strategy.close('Short', comment = 'MACD cross')

// Entries (provisional stop/target protect the fill bar)
if longSignal and strategy.position_size <= 0
    float q = f_qty(atr * slMult)
    if q > 0
        entryAtr := atr
        strategy.entry('Long', strategy.long, qty = q)
        strategy.exit('Long Exit', 'Long', stop = close - atr * slMult, limit = close + atr * slMult * rrRatio)

if shortSignal and strategy.position_size >= 0
    float q = f_qty(atr * slMult)
    if q > 0
        entryAtr := atr
        strategy.entry('Short', strategy.short, qty = q)
        strategy.exit('Short Exit', 'Short', stop = close + atr * slMult, limit = close - atr * slMult * rrRatio)

// --- Visuals ---
hColor = hist >= 0 ? (hist > hist[1] ? color.new(color.teal, 0) : color.new(color.teal, 60)) : (hist < hist[1] ? color.new(color.red, 0) : color.new(color.red, 60))
plot(hist, 'Histogram', style = plot.style_columns, color = hColor)
plot(macdLine, 'MACD', color = color.blue, linewidth = 2)
plot(signalLine, 'Signal', color = color.orange, linewidth = 1)
hline(0, 'Zero', color = color.gray, linestyle = hline.style_dashed)

plot(trendEma, 'Trend EMA', color = color.new(color.gray, 20), linewidth = 2, force_overlay = true)
plot(slLvl, 'Stop', color = color.red, style = plot.style_linebr, force_overlay = true)
plot(tpLvl, 'Target', color = color.green, style = plot.style_linebr, force_overlay = true)
plotshape(longSignal, 'Long', style = shape.triangleup, location = location.belowbar, color = color.teal, size = size.small, force_overlay = true)
plotshape(shortSignal, 'Short', style = shape.triangledown, location = location.abovebar, color = color.red, size = size.small, force_overlay = true)