Trend-Breakout System mit VIX Heatmap Gate

//@version=5
strategy(
    "Trend-Breakout System mit VIX Heatmap Gate",
    overlay=true,
    initial_capital=100000,
    default_qty_type=strategy.percent_of_equity,
    default_qty_value=10,
    pyramiding=0
)

// =====================
// VIX HEATMAP REGIME
// =====================
vix   = request.security("CBOE:VIX", timeframe.period, close)
vix3m = request.security("CBOE:VIX3M", timeframe.period, close)

ratio = vix / vix3m

score = 0
score += ratio < 0.98 ? 1 : 0
score += ratio < 0.95 ? 1 : 0
score += vix < 20 ? 1 : 0
score += vix < 15 ? 1 : 0

regimeOK = score >= 3

// =====================
// TREND FILTER
// =====================
maLen = input.int(50, "Trend MA")
ma    = ta.sma(close, maLen)

trendOK = close > ma and ma > ma[1]

// =====================
// BREAKOUT ENTRY
// =====================
donLen = input.int(20, "Donchian Lookback")
volLen = input.int(20, "Volume SMA")

donHigh   = ta.highest(high, donLen)
volOK     = volume > ta.sma(volume, volLen)

breakout = close > donHigh[1] and volOK

// =====================
// ENTRY
// =====================
if breakout and trendOK and regimeOK
    strategy.entry("Trend Breakout Long", strategy.long)

// =====================
// EXIT
// =====================
atrLen = input.int(14, "ATR Length")
atrMul = input.float(2.5, "ATR Multiplier")

atr = ta.atr(atrLen)

strategy.exit(
    "ATR Exit",
    from_entry="Trend Breakout Long",
    stop=close - atr * atrMul
)

// Regime kippt → sofort raus
if strategy.position_size > 0 and score < 2
    strategy.close("Trend Breakout Long")

// =====================
// VISUALS
// =====================
bgcolor(
     score >= 3 ? color.new(color.green, 85) :
     score == 2 ? color.new(color.yellow, 85) :
     color.new(color.red, 85)
)

plot(donHigh, "Donchian High", color=color.orange)
plot(ma, "MA50", color=color.blue)