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

// Designed for spot BTC pairs or linear instruments.
// Position sizing assumes account and quote currencies are equivalent.

// ── Inputs ───────────────────────────────────────────────────────────
trendTF      = input.timeframe("D", "Trend timeframe")
trendLength  = input.int(200, "Trend EMA length", minval = 2)
entryLength  = input.int(20, "Breakout lookback", minval = 2)
exitLength   = input.int(10, "Channel exit lookback", minval = 2)
atrLength    = input.int(14, "ATR length", minval = 1)
stopATR      = input.float(2.5, "Stop distance: ATR multiple",
                          minval = 0.1, step = 0.1)
rewardRisk   = input.float(3.0, "Profit target: risk multiple",
                          minval = 0.1, step = 0.1)
riskPercent  = input.float(0.5, "Equity risk per trade (%)",
                          minval = 0.01, maxval = 5, step = 0.05)
maxExposure  = input.float(95, "Maximum equity invested (%)",
                          minval = 1, maxval = 100)
quantityStep = input.float(0.00001, "BTC quantity increment",
                          minval = 0.00000001)
startDate    = input.time(timestamp("01 Jan 2020 00:00 +0000"),
                          "Start trading")
endDate      = input.time(timestamp("01 Jan 2035 00:00 +0000"),
                          "Stop trading")

if barstate.isfirst and timeframe.in_seconds(trendTF) <= timeframe.in_seconds()
    runtime.error("Trend timeframe must be higher than chart timeframe.")

// ── Confirmed higher-timeframe trend ─────────────────────────────────
// Every requested value is offset, so no unfinished daily candle is used.
[trendClose, trendEMA, previousTrendEMA] = request.security(
     syminfo.tickerid,
     trendTF,
     [close[1], ta.ema(close, trendLength)[1],
      ta.ema(close, trendLength)[2]],
     gaps = barmerge.gaps_off,
     lookahead = barmerge.lookahead_on)

bullTrend = trendClose > trendEMA and trendEMA > previousTrendEMA

// ── Signals ─────────────────────────────────────────────────────────
// Channels exclude the current candle.
entryChannel = ta.highest(high, entryLength)[1]
exitChannel  = ta.lowest(low, exitLength)[1]
atrValue     = ta.atr(atrLength)

breakout = ta.crossover(close, entryChannel)
inWindow = time >= startDate and time_close < endDate
ready    = not na(trendEMA) and not na(atrValue) and
           not na(entryChannel) and not na(exitChannel)

// ── Position sizing ─────────────────────────────────────────────────
// Round stop distance upward to a valid number of price ticks.
stopTicks = math.max(1.0,
     math.ceil(atrValue * stopATR / syminfo.mintick))
stopDistance = stopTicks * syminfo.mintick
targetTicks  = math.max(1.0, math.round(stopTicks * rewardRisk))

equityAvailable = math.max(strategy.equity, 0)
riskCash        = equityAvailable * riskPercent / 100.0
riskPerUnit     = stopDistance * syminfo.pointvalue

riskQuantity = riskPerUnit > 0 ? riskCash / riskPerUnit : 0.0
capQuantity  = equityAvailable * maxExposure / 100.0 /
               (close * syminfo.pointvalue)
rawQuantity  = math.min(riskQuantity, capQuantity)
orderQuantity = math.floor(rawQuantity / quantityStep) * quantityStep

// ── Orders ───────────────────────────────────────────────────────────
// Relative tick exits attach to the entry's actual simulated fill.
// Distances are fixed when the entry order is submitted.
if barstate.isconfirmed
    if strategy.position_size > 0
        if time_close >= endDate
            strategy.close("Long", comment = "End date")
        else if close < exitChannel or not bullTrend
            strategy.close("Long", comment = "Trend/channel exit")

    if strategy.position_size == 0 and inWindow and ready and
       bullTrend and breakout and orderQuantity > 0
        strategy.entry("Long", strategy.long, qty = orderQuantity)
        strategy.exit("Bracket", from_entry = "Long",
             loss = stopTicks, profit = targetTicks)

// ── Visuals ──────────────────────────────────────────────────────────
plot(trendEMA, "Confirmed trend EMA", color = color.orange, linewidth = 2)
plot(entryChannel, "Breakout channel", color = color.new(color.green, 35))
plot(exitChannel, "Exit channel", color = color.new(color.red, 35))
bgcolor(bullTrend ? color.new(color.green, 94) : na)