NQ VWAP Reversion [trugurpala]

//@version=6
// NQ Nasdaq-100 — VWAP Mean Reversion Strategy
// Author: Ugur Pala · github.com/trugurpala/pinescriptv6
// TradingView: https://tr.tradingview.com/u/trugurpala/
//
// TR: Fiyat VWAP'tan uzaklaştığında VWAP'a geri dönüş üzerine işlem yapar.
//     Trendsiz / range piyasalarda daha etkilidir.
// EN: Trades mean reversion to VWAP when price extends too far.
//     More effective in range / low-trend market conditions.
//
// Sembol / Symbol: CME_MINI:NQ1! veya CME_MICRO:MNQ1!
// Önerilen TF / Recommended TF: 5M, 15M
strategy("NQ VWAP Reversion [trugurpala]",
    overlay           = true,
    initial_capital   = 25000,
    default_qty_type  = strategy.fixed,
    default_qty_value = 1,
    commission_type   = strategy.commission.cash_per_contract,
    commission_value  = 4.0,
    slippage          = 1)

// ── Inputs ───────────────────────────────────────────────────────────────────
float devMult   = input.float(1.5, "VWAP Band Mult", step=0.1,
                    tooltip="Kaç standart sapma uzakta / How many std devs away")
int   rsiLen    = input.int(14,  "RSI Filter",    minval=1)
float rsiOb     = input.float(65, "RSI OB",       minval=55, maxval=80)
float rsiOs     = input.float(35, "RSI OS",       minval=20, maxval=45)
float atrMult   = input.float(1.5, "SL Mult",     step=0.1)

// ── RTH Filtresi ──────────────────────────────────────────────────────────────
bool inRTH = not na(time(timeframe.period, "0930-1600", "America/New_York"))
bool rthEnd = inRTH[1] and not inRTH
if rthEnd
    strategy.close_all(comment="RTH End")

// ── VWAP Hesapla ─────────────────────────────────────────────────────────────
bool newDay = ta.change(time("D")) != 0
var float cumVol    = 0.0
var float cumVolPx  = 0.0
var float cumVolPx2 = 0.0

if newDay
    cumVol    := 0.0
    cumVolPx  := 0.0
    cumVolPx2 := 0.0

cumVol    += volume
cumVolPx  += volume * hlc3
cumVolPx2 += volume * hlc3 * hlc3

float vwapVal  = cumVolPx  / cumVol
float variance = cumVolPx2 / cumVol - vwapVal * vwapVal
float stdev    = math.sqrt(math.max(variance, 0))
float upperBand = vwapVal + devMult * stdev
float lowerBand = vwapVal - devMult * stdev

// ── Sinyaller ────────────────────────────────────────────────────────────────
float rsi       = ta.rsi(close, rsiLen)
float atrVal    = ta.atr(14)

// Bandın altından VWAP'a dönüş (long)
bool longEntry  = ta.crossover(close, lowerBand) and rsi < rsiOs and inRTH and strategy.position_size == 0
// Bandın üstünden VWAP'a dönüş (short)
bool shortEntry = ta.crossunder(close, upperBand) and rsi > rsiOb and inRTH and strategy.position_size == 0

// ── Entries ──────────────────────────────────────────────────────────────────
if longEntry
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long",
        stop  = close - atrMult * atrVal,
        limit = vwapVal)  // Hedef VWAP / Target is VWAP

if shortEntry
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short",
        stop  = close + atrMult * atrVal,
        limit = vwapVal)

// ── Visuals ──────────────────────────────────────────────────────────────────
plot(vwapVal,   "VWAP",    color.new(color.orange, 0),  linewidth=2)
p1 = plot(upperBand, "Upper", color.new(color.red,   40))
p2 = plot(lowerBand, "Lower", color.new(color.green, 40))
fill(p1, p2, color.new(color.blue, 93))
bgcolor(not inRTH ? color.new(color.gray, 96) : na)
plotshape(longEntry,  "Long",  shape.triangleup,   location.belowbar, color.green, size=size.small)
plotshape(shortEntry, "Short", shape.triangledown, location.abovebar, color.red,   size=size.small)

// ── Alerts (alert() — strategy içinde çalışır) ───────────────────────────────
if longEntry
    alert("NQ VWAP Reversion Long — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)
if shortEntry
    alert("NQ VWAP Reversion Short — " + str.tostring(close, "#.##"), alert.freq_once_per_bar)