//@version=5
strategy("BTC Trend Breakout — Risk Managed v5",
     overlay = true,
     initial_capital = 10000,
     currency = currency.USD,
     pyramiding = 0,
     commission_type = strategy.commission.percent,
     commission_value = 0.10,
     slippage = 10,
     margin_long = 100,
     margin_short = 100,
     calc_on_every_tick = false,
     calc_on_order_fills = false,
     process_orders_on_close = false)

// Designed for BTC pairs quoted in USD or USDT.
// Start testing on standard 4-hour candles.
// Commission: 0.10% per fill. Slippage: 10 symbol ticks.
// Adjust both in Strategy Properties for your venue.

// ── Inputs ───────────────────────────────────────────
trendLength    = input.int(200, "Trend EMA length", minval = 2)
slopeBars      = input.int(10, "EMA slope lookback", minval = 1)
breakoutLength = input.int(55, "Breakout lookback", minval = 2)
exitLength     = input.int(20, "Channel exit lookback", minval = 2)

atrLength      = input.int(14, "ATR length", minval = 1)
stopATR        = input.float(2.5, "Initial stop: ATR multiple",
     minval = 0.5, step = 0.1)
rewardRisk     = input.float(3.0, "Profit target: reward/risk",
     minval = 0.5, step = 0.25)

riskPercent    = input.float(0.5, "Equity risk per trade (%)",
     minval = 0.05, maxval = 5.0, step = 0.05)
exposurePct    = input.float(95.0, "Maximum equity exposure (%)",
     minval = 1.0, maxval = 100.0, step = 1.0)

enableShorts   = input.bool(false, "Enable shorts")
useChannelExit = input.bool(true, "Enable channel exits")

startDate = input.time(timestamp("01 Jan 2020 00:00 +0000"),
     "Backtest start")
endDate = input.time(timestamp("01 Jan 2035 00:00 +0000"),
     "Backtest end")

// ── Indicators ───────────────────────────────────────
trendEMA = ta.ema(close, trendLength)
atrValue = ta.atr(atrLength)

// Exclude the current candle from all channel calculations.
upperChannel = ta.highest(high, breakoutLength)[1]
lowerChannel = ta.lowest(low, breakoutLength)[1]
longExitLine = ta.lowest(low, exitLength)[1]
shortExitLine = ta.highest(high, exitLength)[1]

ready = not na(trendEMA[slopeBars]) and
     not na(upperChannel) and
     not na(lowerChannel) and
     not na(atrValue)

inWindow = time >= startDate and time_close < endDate

bullTrend = close > trendEMA and trendEMA > trendEMA[slopeBars]
bearTrend = close < trendEMA and trendEMA < trendEMA[slopeBars]

longBreakout = ta.crossover(close, upperChannel)
shortBreakout = ta.crossunder(close, lowerChannel)

// ── Position sizing ──────────────────────────────────
// Intended stop risk excludes fees, gaps, and excess slippage.
// The exposure cap is estimated using the signal-bar close.
stopTicks = math.max(1.0,
     math.ceil(atrValue * stopATR / syminfo.mintick))
targetTicks = math.max(1.0, math.round(stopTicks * rewardRisk))

stopDistance = stopTicks * syminfo.mintick
pointValue = syminfo.pointvalue

riskCash = math.max(strategy.equity, 0.0) * riskPercent / 100.0
exposureCash = math.max(strategy.equity, 0.0) * exposurePct / 100.0

riskQty = riskCash / (stopDistance * pointValue)
exposureQty = exposureCash / (close * pointValue)
orderQty = math.min(riskQty, exposureQty)

// Freeze exit distances when an entry order is submitted.
// Relative exit distances are measured from the actual fill.
var float activeStopTicks = na
var float activeTargetTicks = na

if strategy.position_size == 0
    activeStopTicks := na
    activeTargetTicks := na

canEnter = barstate.isconfirmed and ready and inWindow and
     strategy.position_size == 0 and
     not na(orderQty) and orderQty > 0

if canEnter
    if bullTrend and longBreakout
        activeStopTicks := stopTicks
        activeTargetTicks := targetTicks
        strategy.entry("Long", strategy.long, qty = orderQty)
        strategy.exit("Long bracket", from_entry = "Long",
             loss = activeStopTicks, profit = activeTargetTicks)

    else if enableShorts and bearTrend and shortBreakout
        activeStopTicks := stopTicks
        activeTargetTicks := targetTicks
        strategy.entry("Short", strategy.short, qty = orderQty)
        strategy.exit("Short bracket", from_entry = "Short",
             loss = activeStopTicks, profit = activeTargetTicks)

// ── Manage open positions ────────────────────────────
if strategy.position_size > 0
    strategy.exit("Long bracket", from_entry = "Long",
         loss = activeStopTicks, profit = activeTargetTicks)

    if barstate.isconfirmed and useChannelExit and close < longExitLine
        strategy.close("Long", comment = "Channel exit")

if strategy.position_size < 0
    strategy.exit("Short bracket", from_entry = "Short",
         loss = activeStopTicks, profit = activeTargetTicks)

    if barstate.isconfirmed and useChannelExit and close > shortExitLine
        strategy.close("Short", comment = "Channel exit")

// Close at the end of the selected test window.
if barstate.isconfirmed and time_close >= endDate
    strategy.cancel_all()
    strategy.close_all(comment = "Backtest end")

// ── Chart display ────────────────────────────────────
float stopPrice = na
float targetPrice = na

if strategy.position_size > 0
    stopPrice := strategy.position_avg_price -
         activeStopTicks * syminfo.mintick
    targetPrice := strategy.position_avg_price +
         activeTargetTicks * syminfo.mintick

if strategy.position_size < 0
    stopPrice := strategy.position_avg_price +
         activeStopTicks * syminfo.mintick
    targetPrice := strategy.position_avg_price -
         activeTargetTicks * syminfo.mintick

plot(trendEMA, "Trend EMA", color = color.orange, linewidth = 2)
plot(upperChannel, "Breakout high", color = color.new(color.green, 65))
plot(lowerChannel, "Breakout low", color = color.new(color.red, 65))
plot(stopPrice, "Stop", color = color.red, style = plot.style_linebr)
plot(targetPrice, "Target", color = color.lime, style = plot.style_linebr)