PDL — Prior Day Level Retest (Bull)

//@version=5
strategy("PDL — Prior Day Level Retest (Bull)", overlay=true,
     default_qty_type=strategy.percent_of_equity, default_qty_value=2,
     initial_capital=100000, commission_type=strategy.commission.cash_per_order, commission_value=0.5)

// ═══════════════════════════════════════════════════════════════════
// LOCKED BASELINE — from Python deep sweep (Rob 81.2, PF 1.97)
// DO NOT TUNE THESE WITHOUT PYTHON VALIDATION
// ═══════════════════════════════════════════════════════════════════

// Parameters
sessStart   = input.int(9,      "Session Start Hour (UTC)")
sessEnd     = input.int(18,     "Session End Hour (UTC)")
tolerance   = input.float(3.0,  "Tolerance (pts)")
stopPts     = input.float(15.0, "Stop Loss (pts)")
targetR     = input.float(2.5,  "Target R-multiple")
killHour    = input.int(20,     "Kill Hour (UTC)")
fridayCutoff= input.int(20,     "Friday Cutoff Hour (UTC)")

// ═══════════════════════════════════════════════════════════════════
// PRIOR DAY LOW
// ═══════════════════════════════════════════════════════════════════
pdLow = request.security(syminfo.tickerid, "D", low[1], lookahead=barmerge.lookahead_on)

// ═══════════════════════════════════════════════════════════════════
// SESSION FILTER
// ═══════════════════════════════════════════════════════════════════
utcHour = hour(time, "UTC")
inSession = utcHour >= sessStart and utcHour < sessEnd
isFridayLate = dayofweek == dayofweek.friday and utcHour >= fridayCutoff

// ═══════════════════════════════════════════════════════════════════
// ENTRY: Price touches prior day low and bounces (bull only)
// ═══════════════════════════════════════════════════════════════════
nearPDLow = math.abs(low - pdLow) <= tolerance
bounce    = close > pdLow + 1

longCondition = nearPDLow and bounce and inSession and not isFridayLate and strategy.position_size == 0

if longCondition
    entryPrice = close
    stopPrice  = entryPrice - stopPts
    targetPrice = entryPrice + (stopPts * targetR)
    
    strategy.entry("PDL_Long", strategy.long)
    strategy.exit("PDL_Exit", "PDL_Long", stop=stopPrice, limit=targetPrice)

// ═══════════════════════════════════════════════════════════════════
// TIME EXIT: Kill hour
// ═══════════════════════════════════════════════════════════════════
if strategy.position_size > 0 and utcHour >= killHour
    strategy.close("PDL_Long", comment="TimeExit")

// ═══════════════════════════════════════════════════════════════════
// VISUAL
// ═══════════════════════════════════════════════════════════════════
plot(pdLow, "Prior Day Low", color=color.new(color.orange, 30), linewidth=2, style=plot.style_stepline)
plotshape(longCondition, "Entry", shape.triangleup, location.belowbar, color.green, size=size.small)