//@version=5
strategy("BTC Trend Breakout + ATR Risk",
     overlay = true,
     initial_capital = 10000,
     default_qty_type = strategy.fixed,
     commission_type = strategy.commission.percent,
     commission_value = 0.1,
     slippage = 2,
     pyramiding = 0,
     process_orders_on_close = false)

// ───────── Inputs ─────────
grpT = "Trend"
fastLen   = input.int(21,  "Fast EMA",   minval = 1, group = grpT)
slowLen   = input.int(55,  "Slow EMA",   minval = 1, group = grpT)
regimeLen = input.int(200, "Regime EMA", minval = 1, group = grpT)
adxLen    = input.int(14,  "ADX length", minval = 1, group = grpT)
adxMin    = input.float(20.0, "Min ADX", minval = 0, group = grpT)

grpE = "Entry"
dcLen       = input.int(20, "Donchian breakout length", minval = 2, group = grpE)
allowShorts = input.bool(false, "Allow shorts", group = grpE)
startDate   = input.time(timestamp("2018-01-01T00:00:00"), "Backtest start", group = grpE)

grpR = "Risk"
atrLen      = input.int(14, "ATR length", minval = 1, group = grpR)
stopMult    = input.float(2.0, "Initial stop (x ATR)", minval = 0.1, step = 0.1, group = grpR)
trailMult   = input.float(3.0, "Trailing stop (x ATR)", minval = 0.1, step = 0.1, group = grpR)
riskPct     = input.float(1.0, "Risk per trade (% equity)", minval = 0.1, maxval = 10, step = 0.1, group = grpR)
maxExposure = input.float(1.0, "Max exposure (x equity)", minval = 0.1, maxval = 1.0, step = 0.1, group = grpR)

// ───────── Indicators ─────────
emaFast   = ta.ema(close, fastLen)
emaSlow   = ta.ema(close, slowLen)
emaRegime = ta.ema(close, regimeLen)
atr       = ta.atr(atrLen)
[diPlus, diMinus, adx] = ta.dmi(adxLen, adxLen)

dcHigh = ta.highest(high, dcLen)[1]
dcLow  = ta.lowest(low, dcLen)[1]

inWindow = time >= startDate
ready    = not na(atr) and not na(dcHigh) and not na(adx) and bar_index > regimeLen

// ───────── Signals ─────────
longSignal  = ready and inWindow and close > dcHigh and close > emaRegime and emaFast > emaSlow and adx > adxMin
shortSignal = ready and inWindow and allowShorts and close < dcLow and close < emaRegime and emaFast < emaSlow and adx > adxMin

// ───────── Position sizing (fixed fractional risk) ─────────
stopDist  = atr * stopMult
riskCash  = strategy.equity * riskPct / 100
qtyRisk   = stopDist > 0 ? riskCash / stopDist : 0.0
qtyCap    = strategy.equity * maxExposure / close
qty       = math.max(math.min(qtyRisk, qtyCap), 0.0)

// ───────── Orders ─────────
var float longStop  = na
var float shortStop = na

flat = strategy.position_size == 0

if longSignal and flat and qty > 0
    longStop := close - stopDist
    strategy.entry("Long", strategy.long, qty = qty)
    strategy.exit("L-Exit", "Long", stop = longStop)
else if strategy.position_size > 0
    longStop := math.max(nz(longStop, close - stopDist), close - trailMult * atr)
    strategy.exit("L-Exit", "Long", stop = longStop)
    if close < emaSlow
        strategy.close("Long", comment = "Trend exit")

if shortSignal and flat and qty > 0
    shortStop := close + stopDist
    strategy.entry("Short", strategy.short, qty = qty)
    strategy.exit("S-Exit", "Short", stop = shortStop)
else if strategy.position_size < 0
    shortStop := math.min(nz(shortStop, close + stopDist), close + trailMult * atr)
    strategy.exit("S-Exit", "Short", stop = shortStop)
    if close > emaSlow
        strategy.close("Short", comment = "Trend exit")

if flat and not longSignal
    longStop := na
if flat and not shortSignal
    shortStop := na

// ───────── Plots ─────────
plot(emaFast,   "Fast EMA",   color = color.new(color.teal, 0))
plot(emaSlow,   "Slow EMA",   color = color.new(color.orange, 0))
plot(emaRegime, "Regime EMA", color = color.new(color.gray, 0), linewidth = 2)
plot(dcHigh, "Donchian High", color = color.new(color.green, 70))
plot(dcLow,  "Donchian Low",  color = color.new(color.red, 70))
plot(strategy.position_size > 0 ? longStop  : na, "Long Stop",  color = color.green, style = plot.style_linebr, linewidth = 2)
plot(strategy.position_size < 0 ? shortStop : na, "Short Stop", color = color.red,   style = plot.style_linebr, linewidth = 2)