WKL v2 — Prior Week Low Retest (Fixed)

//@version=5
strategy("WKL v2 — Prior Week Low Retest (Fixed)", 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,
     process_orders_on_close=false)

// ═══════════════════════════════════════════════════════════════════
// WKL v2 FIXED — SL/TP anchored to actual fill price
// ═══════════════════════════════════════════════════════════════════

tolerance   = input.float(5.0,  "Tolerance (USD pts)")
stopPts     = input.float(20.0, "Stop Loss (USD pts)")
targetR     = input.float(2.25, "Target R-multiple")
killHour    = input.int(20,     "Kill Hour (UTC)", minval=16, maxval=23)
sessStart   = input.int(7,      "Session Start (UTC)", minval=0, maxval=12)
sessCutoff  = input.int(15,     "Entry Cutoff (UTC)", minval=12, maxval=20)

// ── PRIOR WEEK LOW ───────────────────────────────────────────────
pwLow = request.security(syminfo.tickerid, "W", low[1], lookahead=barmerge.lookahead_on)

// ── TIME FILTERS ─────────────────────────────────────────────────
utcHour = hour(time, "UTC")
utcDay  = dayofweek(time, "UTC")

inSession    = utcHour >= sessStart and utcHour < sessCutoff
isMonday     = utcDay == dayofweek.monday
isFridayLate = utcDay == dayofweek.friday and utcHour >= 21

// ── ENTRY TRIGGER ────────────────────────────────────────────────
nearPWLow   = (low <= pwLow + tolerance) and (low >= pwLow - tolerance)
closesAbove = close > pwLow

longCondition = nearPWLow and closesAbove and inSession and not isMonday and not isFridayLate and strategy.position_size == 0

// ── ENTRY ────────────────────────────────────────────────────────
if longCondition
    strategy.entry("WKL", strategy.long)

// ── EXIT: Anchored to ACTUAL fill price ──────────────────────────
// This runs every bar. When we have a position, set SL/TP from 
// the real average entry price, not from where the signal fired.
if strategy.position_size > 0
    avgPrice = strategy.position_avg_price
    sl = avgPrice - stopPts
    tp = avgPrice + (stopPts * targetR)
    strategy.exit("WKL_TP_SL", "WKL", stop=sl, limit=tp)

// ── TIME EXIT ────────────────────────────────────────────────────
if strategy.position_size > 0 and utcHour >= killHour
    strategy.close("WKL", comment="Kill")

if strategy.position_size > 0 and utcDay == dayofweek.friday and utcHour >= 21
    strategy.close("WKL", comment="FriClose")

// ── VISUALS ──────────────────────────────────────────────────────
plot(pwLow, "Prior Week Low", color=color.new(color.blue, 20), linewidth=2, style=plot.style_stepline)
plotshape(longCondition, "Entry Signal", shape.triangleup, location.belowbar, color.new(color.green, 0), size=size.small)

pwUpper = pwLow + tolerance
pwLower = pwLow - tolerance
p1 = plot(pwUpper, "Tol Upper", color=color.new(color.blue, 90))
p2 = plot(pwLower, "Tol Lower", color=color.new(color.blue, 90))
fill(p1, p2, color=color.new(color.blue, 92), title="Tolerance Zone")

bgcolor(inSession and not isMonday ? color.new(color.green, 96) : na, title="Active Session")
bgcolor(isMonday ? color.new(color.red, 96) : na, title="Monday (No Trade)")