P404 Smoke

//@version=5
// Minimal smoke strategy aligned with PHASE404 playbook:
// HTF bias (optional) → liquidity range → sweep → MSS → OTE 0.618–0.786 → confirm with candle.
// Exits on opposite signal only (no ATR/EMA/ADX layers).
strategy("P404 Smoke", shorttitle="P404⚙", overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.percent_of_equity,
     default_qty_value=10,
     commission_type=strategy.commission.percent,
     commission_value=0.05,
     pyramiding=0,
     process_orders_on_close=true)

grp_htf = "HTF bias (optional)"
use_htf = input.bool(false, "Filter by higher timeframe trend", group=grp_htf,
     tooltip="Rough 4H bias: price vs EMA. Chart can be 15m; playbook uses 4H/1D for direction.")
htf_tf  = input.timeframe("240", "Higher timeframe", group=grp_htf)
htf_ema = input.int(20, "HTF EMA length", group=grp_htf, minval=2)

grp_liq = "Liquidity"
liq_lb = input.int(30, "Lookback (bars)", group=grp_liq, minval=5, maxval=200)

grp_mss = "MSS"
mss_len = input.int(5, "Swing length", group=grp_mss, minval=2, maxval=20)
mss_grab_max = input.int(120, "Max bars: liquidity grab → MSS", group=grp_mss, minval=5, maxval=500)

grp_flt = "Filters (match v2 indicator)"
req_kz    = input.bool(false, "Require London or NY session", group=grp_flt,
     tooltip="Playbook is discretionary on time; default off so entries are not session-gated.")
ote_slack_ticks = input.int(2, "OTE band slack (ticks)", group=grp_flt, minval=0, maxval=50)

grp_kz = "Kill zones (if required)"
kz_london = input.bool(true, "London 02–05 NY", group=grp_kz)
kz_ny     = input.bool(true, "NY 07–10 NY", group=grp_kz)
kz_tz     = input.string("America/New_York", "Timezone", group=grp_kz)

grp_run = "Run"
show_sig = input.bool(true, "Enable entries", group=grp_run)

ph(len) => ta.pivothigh(high, len, len)
pl(len) => ta.pivotlow(low, len, len)

isBull = close > open
isBear = close < open

// HTF bias (non-repainting request)
htf_ema_v = request.security(syminfo.tickerid, htf_tf, ta.ema(close, htf_ema), barmerge.gaps_off, barmerge.lookahead_off)
htf_c = request.security(syminfo.tickerid, htf_tf, close, barmerge.gaps_off, barmerge.lookahead_off)
htf_long_ok = not use_htf or htf_c > htf_ema_v
htf_short_ok = not use_htf or htf_c < htf_ema_v

var float bslPrice = na
var float sslPrice = na
_ph = ph(liq_lb / 3)
_pl = pl(liq_lb / 3)
if not na(_ph)
    bslPrice := _ph
if not na(_pl)
    sslPrice := _pl

bsl_swept = not na(bslPrice) and high > bslPrice and close < bslPrice
ssl_swept = not na(sslPrice) and low < sslPrice and close > sslPrice

var int last_bsl_grab_bi = na
var int last_ssl_grab_bi = na
if bsl_swept
    last_bsl_grab_bi := bar_index
if ssl_swept
    last_ssl_grab_bi := bar_index

var float mss_high_ref = na
var float mss_low_ref  = na
_mph = ph(mss_len)
_mpl = pl(mss_len)
if not na(_mph)
    mss_high_ref := _mph
if not na(_mpl)
    mss_low_ref := _mpl

bull_mss_struct = not na(mss_high_ref) and close > mss_high_ref and close[1] <= mss_high_ref
bear_mss_struct = not na(mss_low_ref) and close < mss_low_ref and close[1] >= mss_low_ref
bars_since_ssl_grab = not na(last_ssl_grab_bi) ? bar_index - last_ssl_grab_bi : 100000000
bars_since_bsl_grab = not na(last_bsl_grab_bi) ? bar_index - last_bsl_grab_bi : 100000000
bull_mss_valid = bull_mss_struct and not na(last_ssl_grab_bi) and last_ssl_grab_bi < bar_index and bars_since_ssl_grab <= mss_grab_max
bear_mss_valid = bear_mss_struct and not na(last_bsl_grab_bi) and last_bsl_grab_bi < bar_index and bars_since_bsl_grab <= mss_grab_max

var float ote_top_active = na
var float ote_bot_active = na
var bool  ote_is_bull    = false
var bool  ote_bull_pending = false
var bool  ote_bear_pending = false

if bull_mss_valid and not na(sslPrice) and not ote_bull_pending[1]
    r = close - sslPrice
    ote_top_active := close - r * 0.618
    ote_bot_active := close - r * 0.786
    ote_is_bull := true
    ote_bull_pending := true
    ote_bear_pending := false

if bear_mss_valid and not na(bslPrice) and not ote_bear_pending[1]
    r = bslPrice - close
    ote_top_active := close + r * 0.786
    ote_bot_active := close + r * 0.618
    ote_is_bull := false
    ote_bear_pending := true
    ote_bull_pending := false

kz_hr = hour(time, kz_tz)
in_london = kz_london and kz_hr >= 2 and kz_hr < 5
in_ny     = kz_ny and kz_hr >= 7 and kz_hr < 10
in_kz     = in_london or in_ny

ote_slack = ote_slack_ticks * syminfo.mintick
in_ote_bull = not na(ote_top_active) and ote_is_bull and low <= ote_top_active + ote_slack and high >= ote_bot_active - ote_slack
in_ote_bear = not na(ote_top_active) and not ote_is_bull and high >= ote_bot_active - ote_slack and low <= ote_top_active + ote_slack

kz_ok = not req_kz or in_kz

long_signal  = show_sig and in_ote_bull and isBull and kz_ok and htf_long_ok
short_signal = show_sig and in_ote_bear and isBear and kz_ok and htf_short_ok

if long_signal
    ote_bull_pending := false
    strategy.entry("LONG", strategy.long)

if short_signal
    ote_bear_pending := false
    strategy.entry("SHORT", strategy.short)

plotshape(long_signal, "LONG", shape.triangleup, location.belowbar, size=size.tiny, color=color.new(#00E676, 35))
plotshape(short_signal, "SHORT", shape.triangledown, location.abovebar, size=size.tiny, color=color.new(#FF1744, 35))