Strategy Template

//@version=6
// Strategy template — realistic backtest defaults, no look-ahead, manual metrics.
// Replace the entry logic; keep the risk, cost, and metric scaffolding.
strategy("Strategy Template", overlay = true,
     initial_capital         = 10000,
     default_qty_type        = strategy.fixed,
     default_qty_value       = 1,
     commission_type         = strategy.commission.cash_per_contract,
     commission_value        = 0.5,
     slippage                = 2,
     pyramiding              = 0,
     process_orders_on_close = false,
     calc_on_every_tick      = false)

// ── Inputs ──────────────────────────────────────────────────────────────────
fastLen   = input.int(9,    "Fast EMA",       minval = 1)
slowLen   = input.int(21,   "Slow EMA",       minval = 1)
atrLen    = input.int(14,   "ATR length",     minval = 1)
atrMult   = input.float(1.5, "Stop (ATR x)",  minval = 0.1, step = 0.1)
rr        = input.float(2.0, "Reward:Risk",   minval = 0.1, step = 0.1)
htfTf     = input.timeframe("60", "Trend timeframe")

useSession = input.bool(true, "Session filter", group = "Filters")
sessSpec   = input.session("0700-1600", "Session (exchange tz)", group = "Filters")

// ── Higher-timeframe bias ───────────────────────────────────────────────────
// lookahead_off is mandatory: without it this returns values that were not
// knowable at the time, and the backtest becomes untradeable fiction.
htfEma = request.security(syminfo.tickerid, htfTf, ta.ema(close, slowLen),
     lookahead = barmerge.lookahead_off,
     gaps      = barmerge.gaps_off)

// ── Indicators ──────────────────────────────────────────────────────────────
fastEma = ta.ema(close, fastLen)
slowEma = ta.ema(close, slowLen)
atr     = ta.atr(atrLen)

inSession = not useSession or not na(time(timeframe.period, sessSpec))

// ── Entry logic (replace this) ──────────────────────────────────────────────
longSignal  = ta.crossover(fastEma, slowEma)  and close > htfEma and inSession
shortSignal = ta.crossunder(fastEma, slowEma) and close < htfEma and inSession

// Only act on a closed bar — acting on a forming bar makes live signals
// flicker and diverge from the backtest.
canTrade = barstate.isconfirmed and strategy.position_size == 0

if longSignal and canTrade
    stopPx   = close - atr * atrMult
    targetPx = close + atr * atrMult * rr
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop = stopPx, limit = targetPx)

if shortSignal and canTrade
    stopPx   = close + atr * atrMult
    targetPx = close - atr * atrMult * rr
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop = stopPx, limit = targetPx)

// ── Metrics ─────────────────────────────────────────────────────────────────
// strategy.profit_factor / avg_winning_trade / avg_losing_trade are Strategy
// Tester UI metrics and are NOT readable here. Compute them, guarding every
// division — grossloss is 0 until the first loss and na propagates silently.
profitFactor = strategy.grossloss    != 0 ? math.abs(strategy.grossprofit / strategy.grossloss) : na
avgWin       = strategy.wintrades     > 0 ? strategy.grossprofit / strategy.wintrades           : na
avgLoss      = strategy.losstrades    > 0 ? strategy.grossloss   / strategy.losstrades          : na
winRate      = strategy.closedtrades  > 0 ? strategy.wintrades   / strategy.closedtrades * 100  : na
expectancy   = strategy.closedtrades  > 0 ? strategy.netprofit   / strategy.closedtrades        : na

var float peakEquity = 0.0
peakEquity := math.max(peakEquity, strategy.equity)
drawdown = peakEquity - strategy.equity

// ── Plots ───────────────────────────────────────────────────────────────────
plot(fastEma, "Fast EMA", color.new(color.aqua,   0))
plot(slowEma, "Slow EMA", color.new(color.orange, 0))
plot(htfEma,  "HTF EMA",  color.new(color.gray,  40))

if barstate.islast
    var table stats = table.new(position.top_right, 2, 6, border_width = 1)
    table.cell(stats, 0, 0, "Net profit",    text_color = color.white)
    table.cell(stats, 1, 0, str.tostring(strategy.netprofit, "#.##"), text_color = color.white)
    table.cell(stats, 0, 1, "Trades",        text_color = color.white)
    table.cell(stats, 1, 1, str.tostring(strategy.closedtrades),      text_color = color.white)
    table.cell(stats, 0, 2, "Win rate %",    text_color = color.white)
    table.cell(stats, 1, 2, str.tostring(winRate, "#.#"),             text_color = color.white)
    table.cell(stats, 0, 3, "Profit factor", text_color = color.white)
    table.cell(stats, 1, 3, str.tostring(profitFactor, "#.##"),       text_color = color.white)
    table.cell(stats, 0, 4, "Expectancy",    text_color = color.white)
    table.cell(stats, 1, 4, str.tostring(expectancy, "#.##"),         text_color = color.white)
    table.cell(stats, 0, 5, "Max DD",        text_color = color.white)
    table.cell(stats, 1, 5, str.tostring(drawdown, "#.##"),           text_color = color.white)