//@version=5
strategy("BTC Trend Breakout (ATR Risk)", overlay = true,
     initial_capital = 10000, currency = currency.USD,
     default_qty_type = strategy.percent_of_equity, default_qty_value = 100,
     commission_type = strategy.commission.percent, commission_value = 0.1,
     slippage = 2, pyramiding = 0, calc_on_every_tick = false)

// ───────── Inputs ─────────
grpT = "Trend / Entry"
trendLen   = input.int(200, "Trend EMA",          minval = 10, group = grpT)
fastLen    = input.int(21,  "Fast EMA",           minval = 2,  group = grpT)
slowLen    = input.int(55,  "Slow EMA",           minval = 3,  group = grpT)
entryLen   = input.int(20,  "Breakout lookback",  minval = 2,  group = grpT)
exitLen    = input.int(10,  "Reversal exit lookback", minval = 2, group = grpT)
useAdx     = input.bool(true, "Use ADX filter",   group = grpT)
adxLen     = input.int(14,  "ADX length",         minval = 2,  group = grpT)
adxMin     = input.float(20, "ADX minimum",       minval = 0,  group = grpT)
allowShort = input.bool(false, "Allow shorts",    group = grpT)

grpR = "Risk"
atrLen     = input.int(14,    "ATR length",            minval = 1,   group = grpR)
stopMult   = input.float(2.5, "Initial stop (×ATR)",   minval = 0.1, step = 0.1, group = grpR)
trailMult  = input.float(3.0, "Trailing stop (×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)
maxLev     = input.float(1.0, "Max leverage (1 = none)",   minval = 0.1, maxval = 10, step = 0.1, group = grpR)

grpD = "Backtest window"
startTime  = input.time(timestamp("2018-01-01T00:00:00"), "Start", group = grpD)
endTime    = input.time(timestamp("2099-12-31T00:00:00"), "End",   group = grpD)
inWindow   = time >= startTime and time <= endTime

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

hiEntry = ta.highest(high, entryLen)[1]
loEntry = ta.lowest(low,  entryLen)[1]
hiExit  = ta.highest(high, exitLen)[1]
loExit  = ta.lowest(low,  exitLen)[1]

trendOk = not useAdx or adx > adxMin

longCond  = inWindow and close > emaTrend and emaFast > emaSlow and close > hiEntry and trendOk
shortCond = inWindow and allowShort and close < emaTrend and emaFast < emaSlow and close < loEntry and trendOk

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

// ───────── Stop state ─────────
var float longStop  = na
var float shortStop = na

// ───────── Entries ─────────
if longCond and strategy.position_size <= 0 and qty > 0
    strategy.entry("Long", strategy.long, qty = qty)
    longStop := close - stopDist
    strategy.exit("L-Stop", "Long", stop = longStop)

if shortCond and strategy.position_size >= 0 and qty > 0
    strategy.entry("Short", strategy.short, qty = qty)
    shortStop := close + stopDist
    strategy.exit("S-Stop", "Short", stop = shortStop)

// ───────── Trade management ─────────
if strategy.position_size > 0
    longStop := math.max(nz(longStop, close - stopDist), high - trailMult * atr)
    strategy.exit("L-Stop", "Long", stop = longStop)
    if close < loExit
        strategy.close("Long", comment = "L-Reversal")

if strategy.position_size < 0
    shortStop := math.min(nz(shortStop, close + stopDist), low + trailMult * atr)
    strategy.exit("S-Stop", "Short", stop = shortStop)
    if close > hiExit
        strategy.close("Short", comment = "S-Reversal")

if strategy.position_size == 0 and not longCond
    longStop := na
if strategy.position_size == 0 and not shortCond
    shortStop := na

// Close anything open when the backtest window ends
if not inWindow and strategy.position_size != 0
    strategy.close_all(comment = "Window end")

// ───────── Plots ─────────
plot(emaTrend, "Trend EMA", color = color.orange, linewidth = 2)
plot(emaFast,  "Fast EMA",  color = color.teal)
plot(emaSlow,  "Slow EMA",  color = color.purple)
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)
plotshape(longCond  and strategy.position_size <= 0, "Long signal",  shape.triangleup,   location.belowbar, color.green, size = size.tiny)
plotshape(shortCond and strategy.position_size >= 0, "Short signal", shape.triangledown, location.abovebar, color.red,   size = size.tiny)
bgcolor(strategy.position_size > 0 ? color.new(color.green, 92) : strategy.position_size < 0 ? color.new(color.red, 92) : na)