Strategy Template

// Strategy Template v6 - Institutional Grade
// License: [License Type]
// Contributors: [Team Members]
//@version=6

strategy("[Strategy Name] v[Version]", "[SHORT_NAME]", 
         overlay=true, default_qty_type=strategy.percent_of_equity, 
         default_qty_value=5, commission_type=strategy.commission.percent, 
         commission_value=0.075, slippage=2, calc_on_every_tick=false)

//=====================================================================================================================
// 📊 STRATEGY CONFIGURATION - Input Parameters & Settings
//=====================================================================================================================

// === TRADING PARAMETERS ===
// Group input parameters by functionality with descriptive tooltips
longEntry = input.bool(true, "Enable Long Entries", group="Trading Direction")
shortEntry = input.bool(true, "Enable Short Entries", group="Trading Direction")

// === TECHNICAL INDICATORS ===
fastEMA = input.int(21, "Fast EMA Length", minval=5, maxval=50, group="Technical Indicators")
slowEMA = input.int(55, "Slow EMA Length", minval=20, maxval=100, group="Technical Indicators")
macdFast = input.int(12, "MACD Fast Length", minval=5, maxval=50, group="MACD Settings")
macdSlow = input.int(26, "MACD Slow Length", minval=20, maxval=100, group="MACD Settings")
macdSignal = input.int(9, "MACD Signal Length", minval=5, maxval=20, group="MACD Settings")

// === RISK MANAGEMENT ===
riskPercent = input.float(2.0, "Risk Per Trade (%)", minval=0.5, maxval=5.0, step=0.1, group="Risk Management")
atrMultiplier = input.float(2.0, "ATR Stop Multiplier", minval=1.0, maxval=5.0, step=0.1, group="Risk Management")
atrLength = input.int(14, "ATR Length", minval=5, maxval=50, group="Risk Management")

//=====================================================================================================================
// 🔧 TECHNICAL INDICATORS & CALCULATIONS - All Technical Analysis
//=====================================================================================================================

// Pre-calculate all ta.* and math.* functions outside conditionals
emaFast = ta.ema(close, fastEMA)
emaSlow = ta.ema(close, slowEMA)
[macdLine, signalLine, histogram] = ta.macd(close, macdFast, macdSlow, macdSignal)
atr = ta.atr(atrLength)

// Trend determination
trendUp = emaFast > emaSlow
trendDown = emaFast < emaSlow

//=====================================================================================================================
// 📈 SIGNAL LOGIC - Entry/Exit Signal Generation
//=====================================================================================================================

// Long entry conditions
longSignal = longEntry and trendUp and ta.crossover(macdLine, signalLine) and histogram > 0

// Short entry conditions  
shortSignal = shortEntry and trendDown and ta.crossunder(macdLine, signalLine) and histogram < 0

// Exit conditions
longExit = ta.crossunder(macdLine, signalLine) or not trendUp
shortExit = ta.crossover(macdLine, signalLine) or not trendDown

//=====================================================================================================================
// 🛡️ RISK MANAGEMENT - Position Sizing & Risk Controls
//=====================================================================================================================

// ATR-based position sizing
calculatePositionSize(entryPrice, stopLoss, riskPct) =>
    if na(entryPrice) or na(stopLoss) or riskPct <= 0
        0.0
    else
        equity = strategy.equity
        riskAmount = equity * (riskPct / 100)
        stopDistance = math.abs(entryPrice - stopLoss)
        positionSize = riskAmount / stopDistance
        math.max(positionSize, 1.0)

// Dynamic stop levels
longStopLoss = close - (atr * atrMultiplier)
shortStopLoss = close + (atr * atrMultiplier)

//=====================================================================================================================
// ⚡ STRATEGY EXECUTION - Trade Management Logic
//=====================================================================================================================

// Entry execution with validation
if longSignal and strategy.position_size == 0
    posSize = calculatePositionSize(close, longStopLoss, riskPercent)
    strategy.entry("Long", strategy.long, qty=posSize)
    strategy.exit("Long Exit", "Long", stop=longStopLoss)

if shortSignal and strategy.position_size == 0
    posSize = calculatePositionSize(close, shortStopLoss, riskPercent)
    strategy.entry("Short", strategy.short, qty=posSize)
    strategy.exit("Short Exit", "Short", stop=shortStopLoss)

// Exit execution
if longExit and strategy.position_size > 0
    strategy.close("Long", comment="Signal Exit")

if shortExit and strategy.position_size < 0
    strategy.close("Short", comment="Signal Exit")

//=====================================================================================================================
// 🧪 TESTING FRAMEWORK - Dual Test Suite Implementation
//=====================================================================================================================

// Basic validation tests (implement comprehensive test suite)
var int testsPassed = 0
var int testsTotal = 0

// Test 1: Configuration Validation
testConfigValid = fastEMA < slowEMA and riskPercent > 0 and riskPercent <= 5.0
if barstate.islast
    testsTotal += 1
    if testConfigValid
        testsPassed += 1

// Test 2: Signal Validity
testSignalValid = not (longSignal and shortSignal)
if barstate.islast
    testsTotal += 1
    if testSignalValid
        testsPassed += 1

// Add more tests as needed...

//=====================================================================================================================
// 📊 VISUALIZATION & MONITORING - Charts, Alerts & Analytics
//=====================================================================================================================

// Plot key levels and signals
plot(emaFast, "Fast EMA", color=color.blue, linewidth=1)
plot(emaSlow, "Slow EMA", color=color.red, linewidth=1)

// Signal visualization
plotshape(longSignal, "Long Signal", shape.triangleup, location.belowbar, color.green, size=size.small)
plotshape(shortSignal, "Short Signal", shape.triangledown, location.abovebar, color.red, size=size.small)

// Performance monitoring
if barstate.islast
    testPassRate = testsTotal > 0 ? (testsPassed / testsTotal) * 100 : 0
    label.new(bar_index, high, "Test Pass Rate: " + str.tostring(testPassRate, "#.##") + "%", 
              style=label.style_label_down, color=testPassRate >= 90 ? color.green : color.red)

// Alerts
alertcondition(longSignal, "Long Entry Signal", "Long entry signal generated")
alertcondition(shortSignal, "Short Entry Signal", "Short entry signal generated")