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RP Profits' 8AM ORB strategy, implemented in PineScript
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| //@version=6 | |
| // © QuantPad LLC [made with https://quantpad.ai/] | |
| strategy("'RP Profits' 8AM ORB", | |
| overlay = true, | |
| dynamic_requests = true, | |
| initial_capital = 50000, | |
| default_qty_type = strategy.fixed, | |
| default_qty_value = 2, | |
| commission_type = strategy.commission.cash_per_contract, | |
| commission_value = 1.40, | |
| margin_long = 0, | |
| margin_short = 0, | |
| use_bar_magnifier = true) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // INPUTS | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| group_vis = "Visuals" | |
| show_asia = input.bool(true, "Show Asia Session", group=group_vis, tooltip="Show/hide Asia session high and low levels.") | |
| show_london = input.bool(true, "Show London Session", group=group_vis, tooltip="Show/hide London session high and low levels.") | |
| show_bg = input.bool(true, "Show Background Color", group=group_vis, tooltip="Tint the background green (bullish) or red (bearish) when a trade direction has been determined.") | |
| show_bos_lines = input.bool(true, "Show BOS Lines", group=group_vis, tooltip="When enabled, draws the structural level broken by any 1-minute BOS that triggered a trade entry. Only trade-triggering BOS events are shown.") | |
| group_entry = "Entry Mode" | |
| entry_mode = input.string("Limit Order", "Entry Mode", group=group_entry, | |
| options=["Limit Order", "BOS Confirmation"], | |
| tooltip="Limit Order: place a limit at the 8AM range midpoint immediately after direction is established (original behavior).\n\nBOS Confirmation: wait for price to tap the midpoint in the direction of the trade (wick touch is sufficient), then enter on the close of the first confirmed 1-minute Break of Structure in that direction.\n\nIf price advances fully through the opposing zone boundary (past zone high on a bearish day, past zone low on a bullish day), the tap setup is permanently invalidated for the rest of the day.\n\nOnly one trade per day is permitted in either mode; the day resets at 18:00.") | |
| group_sessions = "Session Times" | |
| asia_time = input.session("1800-0300", "Asia Session", group=group_sessions, inline="asia") | |
| london_time = input.session("0330-1130", "London Session", group=group_sessions, inline="london") | |
| group_filter = "Trade Window Filter" | |
| use_trade_window = input.bool(true, "Restrict Trade Window", group=group_filter, inline="trade_window", tooltip="When enabled, trade direction is only active inside the specified time window. The limit order is cancelled if the window closes before entry.") | |
| trade_window_time = input.session("0900-1100", "", group=group_filter, inline="trade_window") | |
| group_bias = "Daily Bias Filter" | |
| require_clean_bias = input.bool(false, "Require Clean Daily Bias", group=group_bias, | |
| tooltip="When enabled, a daily bias is only allowed if price has stayed on ONE side of the 8:00–8:15 range between 8:15 and the moment bias would be set.\n\nBullish bias requires price did NOT trade below the 8:00–8:15 low.\nBearish bias requires price did NOT trade above the 8:00–8:15 high.\n\nIf violated, bias is rejected for the entire day and no trades are taken. Bias checks stop after a trade is entered.") | |
| invalidate_large_range = input.bool(true, "Invalidate Large 8:00 Range (> 20pts)", group=group_bias, | |
| tooltip="When enabled, days where the 8:00–8:15 range width exceeds 20 points are trade-disabled for the day.\nThe range box and bias visuals still plot, but no trades will be taken, and the range box will display 'Range Too Large'.") | |
| group_risk = "Risk Parameters" | |
| sl_scan_low = input.float(5.0, "SL Scan Range Low", group=group_risk, minval=0.0, inline="sl_scan", tooltip="Minimum distance (pts) from the entry price a session level must be to qualify as a stop-loss anchor. In Limit Order mode the entry price is the zone midpoint; in BOS Confirmation mode it is the BOS bar close.") | |
| sl_scan_high = input.float(10.0, "— High (pts)", group=group_risk, minval=0.0, inline="sl_scan", tooltip="Maximum distance (pts) from the entry price a session level must be to qualify as a stop-loss anchor.") | |
| sl_default = input.float(8.0, "Default SL (pts)", group=group_risk, minval=0.1, tooltip="Fallback stop-loss distance in points when no qualifying session level is found within the scan range.") | |
| rr_multiple = input.float(4.0, "RR Multiple", group=group_risk, minval=0.1, tooltip="Risk-reward multiple applied to the stop-loss distance to set the take-profit target (e.g. 4 = 4× the SL distance).") | |
| sl_manage_mode = input.string("Don't Move", "SL Management", group=group_risk, | |
| options=["Don't Move", "Move to BE", "Trail"], | |
| tooltip="Don't Move: stoploss stays fixed at its initial level.\nMove to BE: stoploss moves to entry price once price has moved sufficiently into profit (entry 1m bar ignored).\nTrail: stoploss trails price by the same distance as the initial stop, updating every 1m bar (entry 1m bar is ignored). Uses strategy.exit trailing parameters.") | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // TYPES | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| type Session | |
| string name | |
| string time_window | |
| color line_color | |
| float high = na | |
| float low = na | |
| int high_time = na | |
| int low_time = na | |
| int session_start_time = na | |
| bool high_valid = true | |
| bool low_valid = true | |
| int high_invalid_time = na | |
| int low_invalid_time = na | |
| line high_line = na | |
| line low_line = na | |
| label high_label = na | |
| label low_label = na | |
| type DailyState | |
| float zone_high = na | |
| float zone_low = na | |
| float zone_mid = na | |
| int zone_start_time = na | |
| box zone_box = na | |
| line zone_mid_line = na | |
| string trade_dir = na | |
| int dir_determined_time = na | |
| // Large range invalidation | |
| bool range_too_large = false | |
| bool trade_banned = false | |
| // Clean-bias tracking (8:15 → bias set) | |
| bool bias_locked_out = false | |
| bool touched_below_since_815 = false | |
| bool touched_above_since_815 = false | |
| // trade_taken: set true the moment ANY trade is entered regardless of mode. | |
| // Prevents a second entry within the same day. Resets at 18:00. | |
| bool trade_taken = false | |
| // Trade state | |
| bool limit_pending = false | |
| float limit_price = na | |
| bool trade_active = false | |
| bool pos_opened = false | |
| int entry_time = na | |
| int entry_ib_time = na | |
| float entry_price = na | |
| float sl_price = na | |
| float tp_price = na | |
| int exit_time = na | |
| box sl_box = na | |
| box tp_box = na | |
| string sl_label_text = na | |
| label sl_label = na | |
| string tp_label_text = na | |
| label tp_label = na | |
| // Freeze direction at fill so management/visuals don't depend on trade_dir persistence | |
| string entry_dir = na | |
| // Store initial risk geometry (so BE logic is stable even after SL moves) | |
| float init_sl_price = na | |
| float init_tp_price = na | |
| float init_sl_dist = na | |
| float init_tp_dist = na | |
| // SL management state | |
| string sl_mode = na | |
| bool be_triggered = false | |
| int be_time = na | |
| label be_label = na | |
| // Trail | |
| float trail_dist = na | |
| int trail_offset_ticks = na | |
| float trail_best = na | |
| float trail_sl_price = na | |
| label trail_label = na | |
| // ── BOS Confirmation entry mode ─────────────────────────────────────────── | |
| // tap_state: 0 = unarmed, +1 = bullish tap armed, -1 = bearish tap armed | |
| // tap_invalidated: permanently true for the rest of the day once price advances | |
| // fully through the opposing zone boundary (past zone_high on a | |
| // bearish day; past zone_low on a bullish day). Blocks any | |
| // further tap arming even after a reset. Cleared at 18:00. | |
| int tap_state = 0 | |
| int tap_time = na | |
| bool awaiting_bos = false | |
| bool tap_invalidated = false | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // 1-MINUTE BREAK OF STRUCTURE DETECTOR | |
| // Ported verbatim from TJR BOS module. Do NOT modify BOS_core() logic. | |
| // Called via request.security on the "1" timeframe; fires on confirmed 1m bars. | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| BOS_core() => | |
| var int[] BOS_bosTimesBull = array.new_int() | |
| var int[] BOS_bosTimesBear = array.new_int() | |
| bool BOS_isBosBull = false | |
| bool BOS_isBosBear = false | |
| int BOS_left_ts = na | |
| float BOS_level = na | |
| int BOS_dir = 0 | |
| if close > open and barstate.isconfirmed | |
| BOS_isBosBull := true | |
| int i = 1 | |
| while BOS_isBosBull and i <= bar_index and i <= 1000 and close[i] >= open[i] | |
| if high[i] > close or array.includes(BOS_bosTimesBull, time[i]) | |
| BOS_isBosBull := false | |
| i += 1 | |
| float BOS_high_to_beat = na | |
| int BOS_high_time = na | |
| while BOS_isBosBull and i <= bar_index and i <= 1000 and close[i] <= open[i] | |
| if na(BOS_high_to_beat) or high[i] > BOS_high_to_beat | |
| BOS_high_to_beat := high[i] | |
| BOS_high_time := time[i] | |
| i += 1 | |
| if BOS_isBosBull and i <= bar_index and i <= 1000 and high[i] > BOS_high_to_beat | |
| BOS_high_to_beat := high[i] | |
| BOS_high_time := time[i] | |
| if BOS_isBosBull and close <= nz(BOS_high_to_beat, close) | |
| BOS_isBosBull := false | |
| if BOS_isBosBull | |
| BOS_level := BOS_high_to_beat | |
| BOS_left_ts := BOS_high_time | |
| BOS_dir := 1 | |
| array.push(BOS_bosTimesBull, time) | |
| if array.size(BOS_bosTimesBull) > 15 | |
| if array.size(BOS_bosTimesBull) > 0 | |
| array.shift(BOS_bosTimesBull) | |
| if close < open and barstate.isconfirmed and BOS_dir == 0 | |
| BOS_isBosBear := true | |
| int i2 = 1 | |
| while BOS_isBosBear and i2 <= bar_index and i2 <= 1000 and close[i2] <= open[i2] | |
| if low[i2] < close or array.includes(BOS_bosTimesBear, time[i2]) | |
| BOS_isBosBear := false | |
| i2 += 1 | |
| float BOS_low_to_beat = na | |
| int BOS_low_time = na | |
| while BOS_isBosBear and i2 <= bar_index and i2 <= 1000 and close[i2] >= open[i2] | |
| if na(BOS_low_to_beat) or low[i2] < BOS_low_to_beat | |
| BOS_low_to_beat := low[i2] | |
| BOS_low_time := time[i2] | |
| i2 += 1 | |
| if BOS_isBosBear and i2 <= bar_index and i2 <= 1000 and low[i2] < BOS_low_to_beat | |
| BOS_low_to_beat := low[i2] | |
| BOS_low_time := time[i2] | |
| if BOS_isBosBear and close >= nz(BOS_low_to_beat, close) | |
| BOS_isBosBear := false | |
| if BOS_isBosBear | |
| BOS_level := BOS_low_to_beat | |
| BOS_left_ts := BOS_low_time | |
| BOS_dir := -1 | |
| array.push(BOS_bosTimesBear, time) | |
| if array.size(BOS_bosTimesBear) > 15 | |
| if array.size(BOS_bosTimesBear) > 0 | |
| array.shift(BOS_bosTimesBear) | |
| bool BOS_is_new = BOS_dir != 0 | |
| [BOS_is_new, BOS_left_ts, time, BOS_level, BOS_dir] | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // INTRABAR 1-MINUTE DATA | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| ib_times = request.security_lower_tf(syminfo.tickerid, "1", time) | |
| ib_opens = request.security_lower_tf(syminfo.tickerid, "1", open) | |
| ib_closes = request.security_lower_tf(syminfo.tickerid, "1", close) | |
| ib_highs = request.security_lower_tf(syminfo.tickerid, "1", high) | |
| ib_lows = request.security_lower_tf(syminfo.tickerid, "1", low) | |
| ib_in_asia = request.security_lower_tf(syminfo.tickerid, "1", not na(time(timeframe.period, asia_time, "America/New_York"))) | |
| ib_in_london = request.security_lower_tf(syminfo.tickerid, "1", not na(time(timeframe.period, london_time, "America/New_York"))) | |
| ib_in_trade_window = request.security_lower_tf(syminfo.tickerid, "1", not na(time(timeframe.period, trade_window_time, "America/New_York"))) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // 15-MINUTE DATA FOR KEY ZONE | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| [m15_high_val, m15_low_val, m15_time_val] = request.security(syminfo.tickerid, "15", [high, low, time], barmerge.gaps_off, barmerge.lookahead_off) | |
| // 1-minute ATR — one value per chart bar; used for direction thresholds. | |
| m1_atr = request.security(syminfo.tickerid, "1", ta.atr(14), barmerge.gaps_off, barmerge.lookahead_off) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // 1-MINUTE BOS SIGNALS (chart-bar scope, confirmed on 1m bar close) | |
| // bos_fire_event is true only on the FIRST chart bar of each new 1m bar that | |
| // produced a BOS, matching the gating pattern from the TJR module. | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| bos_htf_time = request.security(syminfo.tickerid, "1", time, barmerge.gaps_off, barmerge.lookahead_off) | |
| [bos_ev_new, bos_ev_left_ts, bos_ev_right_ts, bos_ev_level, bos_ev_dir] = request.security(syminfo.tickerid, "1", BOS_core(), barmerge.gaps_off, barmerge.lookahead_off) | |
| bos_tf_newbar = ta.change(bos_htf_time) != 0 | |
| bos_fire_event = bos_ev_new and bos_tf_newbar | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // SESSION INSTANCES & ARRAYS | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| var Session asia = Session.new(name="Asia", time_window=asia_time, line_color=color.yellow) | |
| var Session london = Session.new(name="London", time_window=london_time, line_color=color.new(color.teal, 0)) | |
| var array<Session> asia_sessions = array.new<Session>() | |
| var array<Session> london_sessions = array.new<Session>() | |
| const int MAX_SESSIONS = 25 | |
| var DailyState state = DailyState.new() | |
| var bool prev_ib_in_asia = false | |
| var bool prev_ib_in_london = false | |
| var bool do_close_all = false | |
| // BOS line arrays (for visualization) | |
| var line[] bos_bull_lines = array.new_line() | |
| var line[] bos_bear_lines = array.new_line() | |
| const int BOS_MAX_LINES = 15 | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // HELPER FUNCTIONS | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| cleanup_session(Session sess) => | |
| if not na(sess.high_line) | |
| line.delete(sess.high_line) | |
| if not na(sess.low_line) | |
| line.delete(sess.low_line) | |
| if not na(sess.high_label) | |
| label.delete(sess.high_label) | |
| if not na(sess.low_label) | |
| label.delete(sess.low_label) | |
| copy_session(Session src) => | |
| Session.new( | |
| name = src.name, | |
| time_window = src.time_window, | |
| line_color = src.line_color, | |
| high = src.high, | |
| low = src.low, | |
| high_time = src.high_time, | |
| low_time = src.low_time, | |
| session_start_time = src.session_start_time, | |
| high_valid = src.high_valid, | |
| low_valid = src.low_valid, | |
| high_invalid_time = src.high_invalid_time, | |
| low_invalid_time = src.low_invalid_time, | |
| high_line = src.high_line, | |
| low_line = src.low_line, | |
| high_label = src.high_label, | |
| low_label = src.low_label) | |
| invalidate_level(Session sess, bool is_high, int inv_time) => | |
| if is_high | |
| sess.high_valid := false | |
| sess.high_invalid_time := inv_time | |
| if not na(sess.high_line) | |
| line.set_x2(sess.high_line, inv_time) | |
| if na(sess.high_label) | |
| sess.high_label := label.new(x=inv_time, y=sess.high, text="", xloc=xloc.bar_time, style=label.style_label_left, color=color.new(sess.line_color, 70), textcolor=color.black, size=size.tiny, text_font_family=font.family_monospace) | |
| else | |
| sess.low_valid := false | |
| sess.low_invalid_time := inv_time | |
| if not na(sess.low_line) | |
| line.set_x2(sess.low_line, inv_time) | |
| if na(sess.low_label) | |
| sess.low_label := label.new(x=inv_time, y=sess.low, text="", xloc=xloc.bar_time, style=label.style_label_left, color=color.new(sess.line_color, 70), textcolor=color.black, size=size.tiny, text_font_family=font.family_monospace) | |
| process_session_start(Session sess, array<Session> sess_array, int ib_time, int chart_time, float ib_high, float ib_low) => | |
| if not na(sess.session_start_time) | |
| sess_array.push(copy_session(sess)) | |
| if array.size(sess_array) > MAX_SESSIONS and array.size(sess_array) > 0 | |
| cleanup_session(sess_array.shift()) | |
| sess.high := ib_high | |
| sess.low := ib_low | |
| sess.high_time := chart_time | |
| sess.low_time := chart_time | |
| sess.session_start_time := ib_time | |
| sess.high_valid := true | |
| sess.low_valid := true | |
| sess.high_invalid_time := na | |
| sess.low_invalid_time := na | |
| sess.high_line := na | |
| sess.low_line := na | |
| sess.high_label := na | |
| sess.low_label := na | |
| process_session_update(Session sess, float ib_high, float ib_low, int ib_time, int chart_time) => | |
| if na(sess.high) or ib_high > sess.high | |
| sess.high := ib_high | |
| sess.high_time := chart_time | |
| if na(sess.low) or ib_low < sess.low | |
| sess.low := ib_low | |
| sess.low_time := chart_time | |
| process_session_invalidation(Session sess, float ib_close, int ib_time) => | |
| if not na(sess.high) and sess.high_valid and ib_close > sess.high | |
| invalidate_level(sess, true, ib_time) | |
| if not na(sess.low) and sess.low_valid and ib_close < sess.low | |
| invalidate_level(sess, false, ib_time) | |
| process_archived_invalidation(array<Session> sess_array, float ib_close, int ib_time) => | |
| if array.size(sess_array) > 0 | |
| for i = 0 to array.size(sess_array) - 1 | |
| s = sess_array.get(i) | |
| if not na(s.high) and s.high_valid and ib_close > s.high | |
| invalidate_level(s, true, ib_time) | |
| if not na(s.low) and s.low_valid and ib_close < s.low | |
| invalidate_level(s, false, ib_time) | |
| process_session_end(array<Session> sess_array, int ib_time) => | |
| if array.size(sess_array) > 0 | |
| prev_sess = sess_array.last() | |
| if not na(prev_sess.high) and prev_sess.high_valid | |
| invalidate_level(prev_sess, true, ib_time) | |
| if not na(prev_sess.low) and prev_sess.low_valid | |
| invalidate_level(prev_sess, false, ib_time) | |
| process_session_drawings(Session sess) => | |
| if not na(sess.high) and not na(sess.high_time) and not na(sess.session_start_time) | |
| high_x2 = sess.high_valid ? time : sess.high_invalid_time | |
| if na(sess.high_line) | |
| sess.high_line := line.new(x1=sess.high_time, y1=sess.high, x2=high_x2, y2=sess.high, xloc=xloc.bar_time, color=color.new(sess.line_color, 30), width=1, style=line.style_solid) | |
| if not na(sess.high_line) | |
| line.set_x1(sess.high_line, sess.high_time) | |
| line.set_x2(sess.high_line, high_x2) | |
| line.set_y1(sess.high_line, sess.high) | |
| line.set_y2(sess.high_line, sess.high) | |
| if not na(sess.low) and not na(sess.low_time) and not na(sess.session_start_time) | |
| low_x2 = sess.low_valid ? time : sess.low_invalid_time | |
| if na(sess.low_line) | |
| sess.low_line := line.new(x1=sess.low_time, y1=sess.low, x2=low_x2, y2=sess.low, xloc=xloc.bar_time, color=color.new(sess.line_color, 30), width=1, style=line.style_solid) | |
| if not na(sess.low_line) | |
| line.set_x1(sess.low_line, sess.low_time) | |
| line.set_x2(sess.low_line, low_x2) | |
| line.set_y1(sess.low_line, sess.low) | |
| line.set_y2(sess.low_line, sess.low) | |
| process_archived_drawings(array<Session> sess_array) => | |
| if array.size(sess_array) > 0 | |
| for i = 0 to array.size(sess_array) - 1 | |
| s = sess_array.get(i) | |
| if not na(s.high_line) and s.high_valid | |
| line.set_x2(s.high_line, time) | |
| if not na(s.low_line) and s.low_valid | |
| line.set_x2(s.low_line, time) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // SL / TP COMPUTATION | |
| // anchor: the price level from which SL scan distance is measured and from | |
| // which TP is projected. In Limit Order mode this is zone_mid; | |
| // in BOS Confirmation mode this is the actual BOS bar close price. | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| check_sl_candidate(float lvl, bool valid, string lbl, bool is_bull, float anchor, | |
| float cur_price, float cur_dist, string cur_text) => | |
| new_price = cur_price | |
| new_dist = cur_dist | |
| new_text = cur_text | |
| if valid and not na(lvl) | |
| d = is_bull ? anchor - lvl : lvl - anchor | |
| if d >= sl_scan_low and d <= sl_scan_high and d > cur_dist | |
| new_dist := d | |
| new_price := lvl | |
| new_text := str.tostring(math.round(d, 1)) + "pts | " + lbl | |
| [new_price, new_dist, new_text] | |
| compute_sl_tp(float anchor, string dir) => | |
| is_bull = dir == "bullish" | |
| [p1, d1, t1] = check_sl_candidate(asia.high, asia.high_valid, "asia high", is_bull, anchor, float(na), 0.0, "") | |
| [p2, d2, t2] = check_sl_candidate(asia.low, asia.low_valid, "asia low", is_bull, anchor, float(na), 0.0, "") | |
| [p3, d3, t3] = check_sl_candidate(london.high, london.high_valid, "london high", is_bull, anchor, float(na), 0.0, "") | |
| [p4, d4, t4] = check_sl_candidate(london.low, london.low_valid, "london low", is_bull, anchor, float(na), 0.0, "") | |
| bp = float(na) | |
| bd = 0.0 | |
| bt = "" | |
| if d1 > bd | |
| bp := p1 | |
| bd := d1 | |
| bt := t1 | |
| if d2 > bd | |
| bp := p2 | |
| bd := d2 | |
| bt := t2 | |
| if d3 > bd | |
| bp := p3 | |
| bd := d3 | |
| bt := t3 | |
| if d4 > bd | |
| bp := p4 | |
| bd := d4 | |
| bt := t4 | |
| if not na(bp) | |
| tp_dist = rr_multiple * bd | |
| tp = is_bull ? anchor + tp_dist : anchor - tp_dist | |
| tp_txt = str.tostring(math.round(tp_dist, 1)) + "pts" | |
| [bp, tp, bt, tp_txt] | |
| else | |
| fallback = sl_default | |
| sl_fb = is_bull ? anchor - fallback : anchor + fallback | |
| tp_fb = is_bull ? anchor + rr_multiple * fallback : anchor - rr_multiple * fallback | |
| sl_txt = str.tostring(fallback) + "pts" | |
| tp_txt = str.tostring(rr_multiple * fallback) + "pts" | |
| [sl_fb, tp_fb, sl_txt, tp_txt] | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // MAIN INTRABAR PROCESSING LOOP | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| n_ib = array.size(ib_times) | |
| mintick = syminfo.mintick | |
| if n_ib > 0 | |
| for i = 0 to n_ib - 1 | |
| t = array.get(ib_times, i) | |
| o = array.get(ib_opens, i) | |
| c = array.get(ib_closes, i) | |
| h = array.get(ib_highs, i) | |
| l = array.get(ib_lows, i) | |
| in_a = array.get(ib_in_asia, i) | |
| in_l = array.get(ib_in_london, i) | |
| in_window = array.get(ib_in_trade_window, i) | |
| prev_a = i == 0 ? prev_ib_in_asia : array.get(ib_in_asia, i - 1) | |
| prev_l = i == 0 ? prev_ib_in_london : array.get(ib_in_london, i - 1) | |
| ib_hour = hour(t, "America/New_York") | |
| ib_minute = minute(t, "America/New_York") | |
| in_ny_window = (ib_hour < 16) or (ib_hour == 16 and ib_minute < 15) | |
| after_815 = (ib_hour > 8) or (ib_hour == 8 and ib_minute >= 15) | |
| after_930 = (ib_hour > 9) or (ib_hour == 9 and ib_minute >= 30) | |
| // ── Daily state reset at Asia session open (18:00) ──────────────────── | |
| if ib_hour == 18 and ib_minute == 0 | |
| state := DailyState.new() | |
| // ── Asia session ────────────────────────────────────────────────────── | |
| if show_asia | |
| if in_a and not prev_a | |
| process_session_start(asia, asia_sessions, t, time, h, l) | |
| else if in_a | |
| process_session_update(asia, h, l, t, time) | |
| process_session_invalidation(asia, c, t) | |
| process_archived_invalidation(asia_sessions, c, t) | |
| if not in_a and prev_a | |
| process_session_end(asia_sessions, t) | |
| // ── London session ──────────────────────────────────────────────────── | |
| if show_london | |
| if in_l and not prev_l | |
| process_session_start(london, london_sessions, t, time, h, l) | |
| else if in_l | |
| process_session_update(london, h, l, t, time) | |
| process_session_invalidation(london, c, t) | |
| process_archived_invalidation(london_sessions, c, t) | |
| if not in_l and prev_l | |
| process_session_end(london_sessions, t) | |
| // ── Clean Bias tracking (ONLY when enabled; ONLY during NY; ONLY until a trade is entered) ── | |
| if require_clean_bias and not state.bias_locked_out and not state.trade_taken and in_ny_window and after_815 and not na(state.zone_high) | |
| if l < state.zone_low | |
| state.touched_below_since_815 := true | |
| if h > state.zone_high | |
| state.touched_above_since_815 := true | |
| // ── Trade direction determination ───────────────────────────────────── | |
| if in_ny_window and ib_hour == 9 and ib_minute == 30 and na(state.trade_dir) and not na(state.zone_high) and not state.bias_locked_out | |
| bull_candidate = c > state.zone_high | |
| bear_candidate = c < state.zone_low | |
| if bull_candidate | |
| if require_clean_bias and not state.trade_taken and state.touched_below_since_815 | |
| state.bias_locked_out := true | |
| is_bear = c < o | |
| y = is_bear ? h : l | |
| st = is_bear ? label.style_label_down : label.style_label_up | |
| label.new(x=t, y=y, text="Bias Rejected", xloc=xloc.bar_time, style=st, | |
| color=color.new(color.gray, 75), textcolor=color.black, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| state.trade_dir := "bullish" | |
| state.dir_determined_time := t | |
| else if bear_candidate | |
| if require_clean_bias and not state.trade_taken and state.touched_above_since_815 | |
| state.bias_locked_out := true | |
| is_bear = c < o | |
| y = is_bear ? h : l | |
| st = is_bear ? label.style_label_down : label.style_label_up | |
| label.new(x=t, y=y, text="Bias Rejected", xloc=xloc.bar_time, style=st, | |
| color=color.new(color.gray, 75), textcolor=color.black, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| state.trade_dir := "bearish" | |
| state.dir_determined_time := t | |
| // ATR-based fallback for bars after 9:30 and before NY close (16:15). | |
| if in_ny_window and after_930 and na(state.trade_dir) and not na(state.zone_high) and not state.bias_locked_out | |
| upper_threshold = state.zone_high + m1_atr | |
| lower_threshold = state.zone_low - m1_atr | |
| bull_candidate = c > upper_threshold | |
| bear_candidate = c < lower_threshold | |
| if bull_candidate | |
| if require_clean_bias and not state.trade_taken and state.touched_below_since_815 | |
| state.bias_locked_out := true | |
| is_bear = c < o | |
| y = is_bear ? h : l | |
| st = is_bear ? label.style_label_down : label.style_label_up | |
| label.new(x=t, y=y, text="Bias Rejected", xloc=xloc.bar_time, style=st, | |
| color=color.new(color.gray, 75), textcolor=color.black, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| state.trade_dir := "bullish" | |
| state.dir_determined_time := t | |
| else if bear_candidate | |
| if require_clean_bias and not state.trade_taken and state.touched_above_since_815 | |
| state.bias_locked_out := true | |
| is_bear = c < o | |
| y = is_bear ? h : l | |
| st = is_bear ? label.style_label_down : label.style_label_up | |
| label.new(x=t, y=y, text="Bias Rejected", xloc=xloc.bar_time, style=st, | |
| color=color.new(color.gray, 75), textcolor=color.black, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| state.trade_dir := "bearish" | |
| state.dir_determined_time := t | |
| // Clear trade direction at NY futures session close (16:15) and flag close_all. | |
| if ib_hour == 16 and ib_minute == 15 | |
| state.trade_dir := na | |
| do_close_all := true | |
| // Trade window filter — IMPORTANT: don't clear direction mid-trade. | |
| if use_trade_window and not in_window | |
| if not state.trade_active | |
| state.trade_dir := na | |
| // BOS mode: expire any pending tap when the window closes | |
| if entry_mode == "BOS Confirmation" | |
| state.tap_state := 0 | |
| state.awaiting_bos := false | |
| state.tap_time := na | |
| state.limit_pending := false | |
| // ── LIMIT ORDER MODE: order placement ──────────────────────────────── | |
| if entry_mode == "Limit Order" | |
| if not state.trade_banned and not na(state.trade_dir) and not state.limit_pending and not state.trade_active and na(state.limit_price) | |
| state.limit_pending := true | |
| state.limit_price := state.zone_mid | |
| // ── LIMIT ORDER MODE: manual fill detection ─────────────────────────── | |
| if entry_mode == "Limit Order" | |
| if state.limit_pending and not state.trade_active | |
| filled = state.trade_dir == "bullish" ? l <= state.limit_price : h >= state.limit_price | |
| if filled | |
| state.limit_pending := false | |
| state.trade_active := true | |
| state.pos_opened := false | |
| state.trade_taken := true // unconditional — one trade per day | |
| state.entry_price := state.limit_price | |
| state.entry_time := time | |
| state.entry_ib_time := t | |
| state.entry_dir := state.trade_dir | |
| // Limit Order mode: anchor is zone_mid (entry price == zone_mid) | |
| [computed_sl, computed_tp, computed_sl_lbl, computed_tp_lbl] = compute_sl_tp(state.zone_mid, state.trade_dir) | |
| state.sl_price := computed_sl | |
| state.tp_price := computed_tp | |
| state.sl_label_text := computed_sl_lbl | |
| state.tp_label_text := computed_tp_lbl | |
| state.init_sl_price := computed_sl | |
| state.init_tp_price := computed_tp | |
| state.init_sl_dist := math.abs(state.entry_price - computed_sl) | |
| state.init_tp_dist := math.abs(computed_tp - state.entry_price) | |
| state.sl_mode := sl_manage_mode | |
| state.be_triggered := false | |
| state.be_time := na | |
| state.exit_time := na | |
| if sl_manage_mode == "Trail" | |
| state.trail_dist := math.abs(computed_sl - state.limit_price) | |
| raw_ticks = int(math.round(state.trail_dist / mintick)) | |
| state.trail_offset_ticks := math.max(raw_ticks, 1) | |
| state.trail_best := state.entry_price | |
| offset_px = state.trail_offset_ticks * mintick | |
| state.trail_sl_price := state.entry_dir == "bullish" ? (state.entry_price - offset_px) : (state.entry_price + offset_px) | |
| state.sl_price := state.trail_sl_price | |
| // ── BOS CONFIRMATION MODE: tap detection ───────────────────────────── | |
| // Runs only when no trade has been taken today, no active trade, direction | |
| // is known, the zone is ready, and the instrument is not banned. | |
| if entry_mode == "BOS Confirmation" and not state.trade_taken and not state.trade_banned and not state.trade_active and not na(state.trade_dir) and not na(state.zone_high) | |
| in_window_for_tap = not use_trade_window or in_window | |
| if in_window_for_tap | |
| is_bull_day = state.trade_dir == "bullish" | |
| is_bear_day = state.trade_dir == "bearish" | |
| // ── Permanent range-through invalidation ────────────────────── | |
| // If price advances fully through the opposing zone boundary, the | |
| // tap setup is dead for the rest of the day — regardless of whether | |
| // a tap was already armed or not. This prevents re-arming after | |
| // the invalidation event (the prior bug: reset to 0 → retrace back | |
| // through mid → re-armed → trade taken after range blow-through). | |
| // | |
| // Bearish day: price trades above zone_high → invalidated | |
| // Bullish day: price trades below zone_low → invalidated | |
| if not state.tap_invalidated | |
| if is_bear_day and h > state.zone_high | |
| state.tap_invalidated := true | |
| state.tap_state := 0 | |
| state.awaiting_bos := false | |
| state.tap_time := na | |
| else if is_bull_day and l < state.zone_low | |
| state.tap_invalidated := true | |
| state.tap_state := 0 | |
| state.awaiting_bos := false | |
| state.tap_time := na | |
| // ── Tap arming — only if not permanently invalidated ────────── | |
| if not state.tap_invalidated and state.tap_state == 0 | |
| // Bullish day: price dips to or below the midpoint → buy setup armed | |
| if is_bull_day and l <= state.zone_mid | |
| state.tap_state := 1 | |
| state.awaiting_bos := true | |
| state.tap_time := t | |
| // Bearish day: price rallies to or above the midpoint → sell setup armed | |
| else if is_bear_day and h >= state.zone_mid | |
| state.tap_state := -1 | |
| state.awaiting_bos := true | |
| state.tap_time := t | |
| // ── SL management updates (VISUAL ONLY; real orders handled by strategy.exit) ── | |
| if state.trade_active and not na(state.entry_dir) | |
| after_entry_1m = not na(state.entry_ib_time) ? (t > state.entry_ib_time) : true | |
| is_long_mgmt = state.entry_dir == "bullish" | |
| if state.sl_mode == "Move to BE" and not state.be_triggered and after_entry_1m | |
| sl_d = state.init_sl_dist | |
| tp_d = state.init_tp_dist | |
| valid_geom = not na(sl_d) and not na(tp_d) and tp_d > 0 and sl_d > 0 | |
| if valid_geom | |
| be_req = sl_d < tp_d ? sl_d : (0.5 * tp_d) | |
| be_hit = is_long_mgmt ? (h >= state.entry_price + be_req) : (l <= state.entry_price - be_req) | |
| if be_hit | |
| state.be_triggered := true | |
| state.be_time := time | |
| state.sl_price := state.entry_price | |
| else if state.sl_mode == "Trail" and not na(state.trail_offset_ticks) and not na(state.trail_best) | |
| if after_entry_1m | |
| if is_long_mgmt | |
| state.trail_best := math.max(state.trail_best, h) | |
| state.trail_sl_price := state.trail_best - state.trail_offset_ticks * mintick | |
| else | |
| state.trail_best := math.min(state.trail_best, l) | |
| state.trail_sl_price := state.trail_best + state.trail_offset_ticks * mintick | |
| state.sl_price := state.trail_sl_price | |
| prev_ib_in_asia := array.get(ib_in_asia, n_ib - 1) | |
| prev_ib_in_london := array.get(ib_in_london, n_ib - 1) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // KEY ZONE (8:00-8:15 AM 15M CANDLE) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| m15_hour = hour(m15_time_val, "America/New_York") | |
| m15_minute = minute(m15_time_val, "America/New_York") | |
| if m15_hour == 8 and m15_minute == 0 and na(state.zone_high) | |
| state.zone_high := m15_high_val | |
| state.zone_low := m15_low_val | |
| state.zone_mid := (m15_high_val + m15_low_val) / 2.0 | |
| state.zone_start_time := m15_time_val | |
| range_w = state.zone_high - state.zone_low | |
| if invalidate_large_range and range_w > 20.0 | |
| state.range_too_large := true | |
| state.trade_banned := true | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // BOS CONFIRMATION MODE: Entry state initialization (chart-bar scope) | |
| // | |
| // Risk geometry anchored to BOS bar close (actual fill price). | |
| // tap_invalidated is checked here as a belt-and-suspenders guard; it will | |
| // already be true in the intrabar loop if the range was blown through. | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| if entry_mode == "BOS Confirmation" and bos_fire_event and state.awaiting_bos and not state.trade_active and not state.trade_taken and not state.trade_banned and not state.tap_invalidated and not na(state.zone_mid) | |
| direction_match = (state.tap_state == 1 and bos_ev_dir == 1) or (state.tap_state == -1 and bos_ev_dir == -1) | |
| in_trade_window_now = not use_trade_window or not na(time(timeframe.period, trade_window_time, "America/New_York")) | |
| if direction_match and in_trade_window_now | |
| bos_entry_dir = state.tap_state == 1 ? "bullish" : "bearish" | |
| bos_fill_price = close | |
| // SL/TP anchored to actual fill price, not zone_mid | |
| [computed_sl, computed_tp, computed_sl_lbl, computed_tp_lbl] = compute_sl_tp(bos_fill_price, bos_entry_dir) | |
| state.trade_active := true | |
| state.pos_opened := false | |
| state.trade_taken := true // unconditional — one trade per day | |
| state.entry_price := bos_fill_price | |
| state.entry_time := time | |
| state.entry_ib_time := time | |
| state.entry_dir := bos_entry_dir | |
| state.sl_price := computed_sl | |
| state.tp_price := computed_tp | |
| state.sl_label_text := computed_sl_lbl | |
| state.tp_label_text := computed_tp_lbl | |
| state.init_sl_price := computed_sl | |
| state.init_tp_price := computed_tp | |
| state.init_sl_dist := math.abs(bos_fill_price - computed_sl) | |
| state.init_tp_dist := math.abs(computed_tp - bos_fill_price) | |
| state.sl_mode := sl_manage_mode | |
| state.be_triggered := false | |
| state.be_time := na | |
| state.exit_time := na | |
| if sl_manage_mode == "Trail" | |
| state.trail_dist := math.abs(computed_sl - bos_fill_price) | |
| raw_ticks = int(math.round(state.trail_dist / mintick)) | |
| state.trail_offset_ticks := math.max(raw_ticks, 1) | |
| state.trail_best := bos_fill_price | |
| offset_px = state.trail_offset_ticks * mintick | |
| state.trail_sl_price := bos_entry_dir == "bullish" ? (bos_fill_price - offset_px) : (bos_fill_price + offset_px) | |
| state.sl_price := state.trail_sl_price | |
| // Consume the tap | |
| state.tap_state := 0 | |
| state.awaiting_bos := false | |
| state.tap_time := na | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // STRATEGY ORDERS (chart-bar scope only) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| order_qty = int(math.round(strategy.default_entry_qty(close))) | |
| // ── Limit Order mode ────────────────────────────────────────────────────────── | |
| if entry_mode == "Limit Order" | |
| if not state.trade_banned and state.limit_pending and strategy.position_size == 0 and not na(state.limit_price) | |
| if state.trade_dir == "bullish" | |
| strategy.entry("Long", strategy.long, qty=order_qty, limit=state.limit_price) | |
| else if state.trade_dir == "bearish" | |
| strategy.entry("Short", strategy.short, qty=order_qty, limit=state.limit_price) | |
| if not state.limit_pending and na(state.entry_price) and strategy.position_size == 0 | |
| strategy.cancel_all() | |
| // ── BOS Confirmation mode — market entry on BOS bar close ──────────────────── | |
| if entry_mode == "BOS Confirmation" | |
| if state.trade_active and not state.pos_opened and strategy.position_size == 0 and not na(state.entry_price) | |
| if state.entry_dir == "bullish" | |
| strategy.entry("Long", strategy.long, qty=order_qty) | |
| else if state.entry_dir == "bearish" | |
| strategy.entry("Short", strategy.short, qty=order_qty) | |
| // ── Shared: exits for any active position (both modes) ─────────────────────── | |
| if not na(state.entry_price) and not na(state.tp_price) | |
| if strategy.position_size > 0 | |
| if state.sl_mode == "Trail" and not na(state.trail_offset_ticks) | |
| strategy.exit("Long Exit", "Long", | |
| limit = state.tp_price, | |
| trail_price = state.entry_price, | |
| trail_offset = state.trail_offset_ticks) | |
| else if not na(state.sl_price) | |
| strategy.exit("Long Exit", "Long", stop=state.sl_price, limit=state.tp_price) | |
| else if strategy.position_size < 0 | |
| if state.sl_mode == "Trail" and not na(state.trail_offset_ticks) | |
| strategy.exit("Short Exit", "Short", | |
| limit = state.tp_price, | |
| trail_price = state.entry_price, | |
| trail_offset = state.trail_offset_ticks) | |
| else if not na(state.sl_price) | |
| strategy.exit("Short Exit", "Short", stop=state.sl_price, limit=state.tp_price) | |
| if do_close_all | |
| strategy.close_all(comment="NY Close") | |
| do_close_all := false | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // KEEP VISUALS ACTIVE UNTIL THE POSITION IS ACTUALLY CLOSED | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| if state.trade_active | |
| if not state.pos_opened and strategy.position_size != 0 | |
| state.pos_opened := true | |
| if state.pos_opened and strategy.position_size == 0 | |
| state.trade_active := false | |
| state.exit_time := time | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // DRAWINGS — called once per chart bar after all intrabar processing | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| if show_asia | |
| process_session_drawings(asia) | |
| process_archived_drawings(asia_sessions) | |
| if show_london | |
| process_session_drawings(london) | |
| process_archived_drawings(london_sessions) | |
| ib_last_time = n_ib > 0 ? array.get(ib_times, n_ib - 1) : na | |
| ny_session_end_time = not na(asia.session_start_time) ? asia.session_start_time + 22 * 60 * 60 * 1000 : na | |
| if not na(state.zone_high) and not na(state.zone_start_time) and not na(ny_session_end_time) and not na(ib_last_time) | |
| box_end_x = math.min(ib_last_time, ny_session_end_time) | |
| box_txt = state.range_too_large ? "Range Too Large" : "" | |
| if na(state.zone_box) | |
| state.zone_box := box.new( | |
| left=state.zone_start_time, top=state.zone_high, right=box_end_x, bottom=state.zone_low, | |
| xloc=xloc.bar_time, | |
| bgcolor=color.new(color.teal, 85), | |
| border_color=color.new(color.teal, 0), | |
| border_width=1, | |
| text=box_txt, | |
| text_color=color.black, | |
| text_halign=text.align_center, | |
| text_valign=text.align_center, | |
| text_size=size.normal) | |
| else | |
| box.set_right(state.zone_box, box_end_x) | |
| box.set_text(state.zone_box, box_txt) | |
| box.set_text_color(state.zone_box, color.black) | |
| box.set_text_halign(state.zone_box, text.align_center) | |
| box.set_text_valign(state.zone_box, text.align_center) | |
| if not na(state.zone_mid) and not na(state.zone_start_time) and not na(ny_session_end_time) and not na(ib_last_time) | |
| mid_end_x = math.min(ib_last_time, ny_session_end_time) | |
| if na(state.zone_mid_line) | |
| state.zone_mid_line := line.new(x1=state.zone_start_time, y1=state.zone_mid, x2=mid_end_x, y2=state.zone_mid, xloc=xloc.bar_time, color=color.new(color.black, 0), width=1, style=line.style_dashed) | |
| else | |
| line.set_x2(state.zone_mid_line, mid_end_x) | |
| // ── BOS line visualization ──────────────────────────────────────────────────── | |
| if show_bos_lines and entry_mode == "BOS Confirmation" and state.entry_time == time | |
| if bos_ev_dir == 1 | |
| bos_ln = line.new(x1=bos_ev_left_ts, y1=bos_ev_level, x2=bos_ev_right_ts, y2=bos_ev_level, xloc=xloc.bar_time, color=color.new(color.green, 0), width=2, extend=extend.none) | |
| array.push(bos_bull_lines, bos_ln) | |
| if array.size(bos_bull_lines) > BOS_MAX_LINES | |
| if array.size(bos_bull_lines) > 0 | |
| line.delete(array.shift(bos_bull_lines)) | |
| else if bos_ev_dir == -1 | |
| bos_ln = line.new(x1=bos_ev_left_ts, y1=bos_ev_level, x2=bos_ev_right_ts, y2=bos_ev_level, xloc=xloc.bar_time, color=color.new(color.red, 0), width=2, extend=extend.none) | |
| array.push(bos_bear_lines, bos_ln) | |
| if array.size(bos_bear_lines) > BOS_MAX_LINES | |
| if array.size(bos_bear_lines) > 0 | |
| line.delete(array.shift(bos_bear_lines)) | |
| in_asia_session_chart = not na(time(timeframe.period, asia_time, "America/New_York")) | |
| in_london_session_chart = not na(time(timeframe.period, london_time, "America/New_York")) | |
| asia_high_for_fill = show_asia and not na(asia.high) and in_asia_session_chart ? asia.high : na | |
| asia_low_for_fill = show_asia and not na(asia.low) and in_asia_session_chart ? asia.low : na | |
| london_high_for_fill = show_london and not na(london.high) and in_london_session_chart ? london.high : na | |
| london_low_for_fill = show_london and not na(london.low) and in_london_session_chart ? london.low : na | |
| asia_high_plot = plot(asia_high_for_fill, color=color.new(color.white, 100), linewidth=1, editable=false, title="Asia High Fill") | |
| asia_low_plot = plot(asia_low_for_fill, color=color.new(color.white, 100), linewidth=1, editable=false, title="Asia Low Fill") | |
| london_high_plot = plot(london_high_for_fill, color=color.new(color.white, 100), linewidth=1, editable=false, title="London High Fill") | |
| london_low_plot = plot(london_low_for_fill, color=color.new(color.white, 100), linewidth=1, editable=false, title="London Low Fill") | |
| fill(asia_high_plot, asia_low_plot, color=show_asia ? color.new(color.yellow, 90) : na, title="Asia Session Background") | |
| fill(london_high_plot, london_low_plot, color=show_london ? color.new(color.teal, 90) : na, title="London Session Background") | |
| bg_color = show_bg and not na(state.trade_dir) ? (state.trade_dir == "bullish" ? color.new(color.green, 95) : color.new(color.red, 95)) : na | |
| bgcolor(bg_color, title="Trade Direction Background") | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // TRAIL VISUALIZATION VIA "TWO PLOTS + FILL" | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| trail_mode_should_plot = (state.sl_mode == "Trail") and not na(state.entry_price) and not na(state.trail_sl_price) and (state.trade_active or (not state.trade_active and not na(state.exit_time) and time == state.exit_time)) | |
| trail_entry_series = trail_mode_should_plot ? state.entry_price : na | |
| trail_sl_series = trail_mode_should_plot ? state.trail_sl_price : na | |
| trail_entry_plot = plot(trail_entry_series, color=color.new(color.red, 100), linewidth=1, title="Trail Entry (Hidden)") | |
| trail_sl_plot = plot(trail_sl_series, color=color.new(color.red, 100), linewidth=1, title="Trail SL (Hidden)") | |
| fill(trail_entry_plot, trail_sl_plot, color=trail_mode_should_plot ? color.new(color.red, 70) : na, title="Trailing SL Fill") | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| // TRADE VISUALISATION (boxes/labels) | |
| // ───────────────────────────────────────────────────────────────────────────── | |
| if not na(state.entry_time) and not na(state.entry_price) and not na(state.entry_dir) | |
| is_long = state.entry_dir == "bullish" | |
| tp_top = is_long ? state.tp_price : state.entry_price | |
| tp_bottom = is_long ? state.entry_price : state.tp_price | |
| right_edge = state.trade_active ? time : state.exit_time | |
| be_mode = state.sl_mode == "Move to BE" | |
| trail_mode = state.sl_mode == "Trail" | |
| if na(state.tp_box) | |
| state.tp_box := box.new(left=state.entry_time, top=tp_top, right=right_edge, bottom=tp_bottom, xloc=xloc.bar_time, bgcolor=color.new(color.green, 80), border_color=na) | |
| state.tp_label := label.new(x=right_edge, y=state.tp_price, text=state.tp_label_text, xloc=xloc.bar_time, style=label.style_label_left, color=color.new(color.green, 60), textcolor=color.white, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| box.set_right(state.tp_box, right_edge) | |
| label.set_x(state.tp_label, right_edge) | |
| if trail_mode | |
| if na(state.trail_label) | |
| state.trail_label := label.new( | |
| x=right_edge, | |
| y=state.trail_sl_price, | |
| text=str.tostring(math.round(state.trail_dist, 2)) + " trail", | |
| xloc=xloc.bar_time, | |
| style=label.style_label_left, | |
| color=color.new(color.red, 60), | |
| textcolor=color.white, | |
| size=size.small, | |
| text_font_family=font.family_monospace) | |
| else | |
| label.set_x(state.trail_label, right_edge) | |
| label.set_y(state.trail_label, state.trail_sl_price) | |
| else | |
| sl_right = be_mode and state.be_triggered ? state.be_time : right_edge | |
| sl_top = is_long ? state.entry_price : state.sl_price | |
| sl_bottom = is_long ? state.sl_price : state.entry_price | |
| if na(state.sl_box) | |
| state.sl_box := box.new(left=state.entry_time, top=sl_top, right=sl_right, bottom=sl_bottom, xloc=xloc.bar_time, bgcolor=color.new(color.red, 80), border_color=na) | |
| state.sl_label := label.new(x=sl_right, y=state.sl_price, text=state.sl_label_text, xloc=xloc.bar_time, style=label.style_label_left, color=color.new(color.red, 60), textcolor=color.white, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| box.set_right(state.sl_box, sl_right) | |
| label.set_x(state.sl_label, sl_right) | |
| if be_mode and state.be_triggered | |
| if na(state.be_label) | |
| state.be_label := label.new(x=right_edge, y=state.entry_price, text="B/E", xloc=xloc.bar_time, style=label.style_label_left, color=color.new(color.red, 60), textcolor=color.white, size=size.small, text_font_family=font.family_monospace) | |
| else | |
| label.set_x(state.be_label, right_edge) |
where's code from your other videos? like justin werlein's strategy you claimed to code, etc. @deltatrend
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Super interesting how did you code this