MS+MACD Enhanced Tests

// Market Structure MACD 4H Strategy - Enhanced Test Suite
// Comprehensive testing for streamlined MS+MACD+Trailing system
// Performance validation and stress testing

//@version=6
strategy("MS+MACD Enhanced Tests", overlay=false, max_labels_count=300)

//=====================================================================================================================
// ENHANCED PINEUNIT TESTING FRAMEWORK
//=====================================================================================================================

type TestCase
    string name
    bool passed
    string message
    float expected
    float actual
    string category
    
type TestSuite
    string name
    array<TestCase> tests
    int totalTests
    int passedTests
    int failedTests
    
    method addTest(string testName, bool condition, string message = "", float expected = na, float actual = na, string category = "General") =>
        test = TestCase.new(testName, condition, message, expected, actual, category)
        array.push(this.tests, test)
        this.totalTests += 1
        if condition
            this.passedTests += 1
        else
            this.failedTests += 1
    
    method getResults() =>
        passRate = this.totalTests > 0 ? (this.passedTests / this.totalTests) * 100 : 0
        [this.passedTests, this.failedTests, this.totalTests, passRate]

//=====================================================================================================================
// ADVANCED MOCK FUNCTIONS FOR ENHANCED TESTING
//=====================================================================================================================

// Enhanced Market Structure with Period Sensitivity
mockAdvancedMarketStructure(price, lookback, sensitivity) =>
    // Simulate different detection periods (20 vs 50)
    detectionRate = sensitivity <= 20 ? 0.8 : 0.6  // Shorter periods = more signals
    noiseLevel = sensitivity <= 20 ? 0.15 : 0.1    // Shorter periods = more noise
    
    baseSignal = price > 100.5 or price < 99.5  // Basic structure break
    adjustedSignal = baseSignal and math.random() > noiseLevel
    
    [adjustedSignal, detectionRate, noiseLevel]

// MACD Parameter Sensitivity Testing
mockMACDSensitivity(fast, slow, signal, marketCondition) =>
    // Test different MACD settings in various markets
    if marketCondition == "trending"
        effectiveness = fast <= 12 and slow >= 26 ? 0.85 : 0.65
    else if marketCondition == "choppy"
        effectiveness = fast >= 12 and slow <= 26 ? 0.55 : 0.35
    else
        effectiveness = 0.7
    
    signalQuality = effectiveness > 0.7
    [signalQuality, effectiveness]

// Advanced Trailing Stop Simulation
mockAdvancedTrailing(entryPrice, priceHistory, atrValue, marketVolatility) =>
    // Simulate trailing in different market conditions
    var float maxProfit = 0.0
    var float trailValue = na
    var bool wasTriggered = false
    
    for i = 0 to array.size(priceHistory) - 1
        currentPrice = array.get(priceHistory, i)
        currentProfit = currentPrice - entryPrice
        
        if currentProfit > maxProfit
            maxProfit := currentProfit
            
        if maxProfit >= atrValue * 1.0  // Trail trigger
            newTrail = currentPrice - (atrValue * 1.5)
            if na(trailValue) or newTrail > trailValue
                trailValue := newTrail
                
        // Check if trail was hit
        if not na(trailValue) and currentPrice <= trailValue
            wasTriggered := true
            break
    
    profitCaptured = wasTriggered ? trailValue - entryPrice : maxProfit
    [profitCaptured, maxProfit, wasTriggered]

// Risk Management Stress Testing
mockRiskStress(accountSize, riskPercent, volatilityMultiplier, drawdownLevel) =>
    baseRisk = accountSize * (riskPercent / 100)
    adjustedRisk = baseRisk * volatilityMultiplier
    
    // Stress test scenarios
    normalMarket = adjustedRisk / accountSize <= 0.03  // ≤3% per trade
    stressedMarket = adjustedRisk / accountSize <= 0.05  // ≤5% per trade
    extremeMarket = adjustedRisk / accountSize <= 0.08   // ≤8% per trade
    
    maxDrawdownExpected = riskPercent * 5  // Rough estimate
    drawdownOk = drawdownLevel <= maxDrawdownExpected
    
    [normalMarket, stressedMarket, extremeMarket, drawdownOk]

// Performance Simulation
mockPerformanceScenario(winRate, avgWin, avgLoss, tradeCount) =>
    wins = math.floor(tradeCount * (winRate / 100))
    losses = tradeCount - wins
    
    grossProfit = wins * avgWin
    grossLoss = losses * avgLoss
    netProfit = grossProfit - grossLoss
    profitFactor = grossLoss > 0 ? grossProfit / grossLoss : na
    
    expectancy = (winRate / 100 * avgWin) - ((100 - winRate) / 100 * avgLoss)
    
    [netProfit, profitFactor, expectancy, wins, losses]

//=====================================================================================================================
// TEST SUITES INITIALIZATION
//=====================================================================================================================

var testSuiteAdvanced = TestSuite.new("Advanced Market Structure", array.new<TestCase>(), 0, 0, 0)
var testSuiteMACD = TestSuite.new("MACD Optimization", array.new<TestCase>(), 0, 0, 0)
var testSuiteRisk = TestSuite.new("Risk Management Stress", array.new<TestCase>(), 0, 0, 0)
var testSuiteTrailing = TestSuite.new("Advanced Trailing", array.new<TestCase>(), 0, 0, 0)
var testSuitePerformance = TestSuite.new("Performance Validation", array.new<TestCase>(), 0, 0, 0)
var testSuiteIntegration = TestSuite.new("System Integration", array.new<TestCase>(), 0, 0, 0)

//=====================================================================================================================
// ADVANCED MARKET STRUCTURE TESTS
//=====================================================================================================================

if bar_index == 100
    // Test period sensitivity (20 vs 50)
    [signal20, rate20, noise20] = mockAdvancedMarketStructure(105.0, 20, 20)
    [signal50, rate50, noise50] = mockAdvancedMarketStructure(105.0, 50, 50)
    
    testSuiteAdvanced.addTest("Period 20 Sensitivity", signal20 and rate20 > 0.7, 
                             "CHoCH period 20 should provide good sensitivity", rate20, rate20, "Detection")
    
    testSuiteAdvanced.addTest("Period 20 vs 50 Trade-off", rate20 > rate50 and noise20 > noise50, 
                             "Period 20 should have higher detection but more noise", na, na, "Detection")
    
    // Test IDM period optimization (5 vs 8)
    [signalIDM5, rateIDM5, noiseIDM5] = mockAdvancedMarketStructure(102.0, 5, 5)
    [signalIDM8, rateIDM8, noiseIDM8] = mockAdvancedMarketStructure(102.0, 8, 8)
    
    testSuiteAdvanced.addTest("IDM Period 5 Responsiveness", rateIDM5 > 0.75, 
                             "IDM period 5 should be highly responsive", 0.75, rateIDM5, "IDM")
    
    testSuiteAdvanced.addTest("IDM Period Balance", signalIDM5 and noiseIDM5 < 0.2, 
                             "IDM period 5 should balance signal and noise", na, noiseIDM5, "IDM")
    
    // Test structure break validation
    priceSequence = array.from(100.0, 101.0, 102.0, 103.0, 105.0)  // Strong trend
    strongBreak = array.get(priceSequence, 4) > array.get(priceSequence, 0) * 1.03
    testSuiteAdvanced.addTest("Strong Structure Break", strongBreak, 
                             "Should detect significant structure breaks", na, na, "Structure")
    
    // Test weak signal filtering
    weakSequence = array.from(100.0, 100.2, 100.1, 100.3, 100.4)  // Weak movement
    weakBreak = array.get(weakSequence, 4) > array.get(weakSequence, 0) * 1.005
    testSuiteAdvanced.addTest("Weak Signal Filtering", not weakBreak, 
                             "Should filter out weak/false signals", na, na, "Structure")

//=====================================================================================================================
// MACD OPTIMIZATION TESTS
//=====================================================================================================================

if bar_index == 200
    // Test MACD in trending markets
    [trendSignal, trendEffect] = mockMACDSensitivity(12, 26, 9, "trending")
    testSuiteMACD.addTest("MACD Trending Market", trendSignal and trendEffect > 0.8, 
                         "MACD should perform well in trending markets", 0.8, trendEffect, "Trending")
    
    // Test MACD in choppy markets
    [choppySignal, choppyEffect] = mockMACDSensitivity(12, 26, 9, "choppy")
    testSuiteMACD.addTest("MACD Choppy Market", trendEffect > choppyEffect, 
                         "MACD should perform better in trending vs choppy", trendEffect, choppyEffect, "Choppy")
    
    // Test alternative MACD settings
    [fastSignal, fastEffect] = mockMACDSensitivity(8, 21, 7, "trending")
    [slowSignal, slowEffect] = mockMACDSensitivity(16, 35, 12, "trending")
    
    testSuiteMACD.addTest("MACD Settings Comparison", trendEffect >= fastEffect and trendEffect >= slowEffect,