/*backtest
start: 2024-06-04 00:00:00
end: 2025-06-03 00:00:00
period: 3h
basePeriod: 3h
exchanges: [{"eid":"Futures_Binance","currency":"DOGE_USDT"}]
*/

//@version=6
strategy("🔥Scalping Fusion Strategy v6", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, initial_capital=10000)

// === INPUTS ===
pivotPeriod       = input.int(2, "Pivot Point Period", minval=1)
pivotATRPeriod    = input.int(10, "Pivot ATR Period")
pivotATRMult      = input.float(3.0, "Pivot ATR Multiplier", step=0.1)

classicATRPeriod  = input.int(10, "Classic SuperTrend ATR Period")
classicATRMult    = input.float(3.0, "Classic SuperTrend ATR Multiplier", step=0.1)
useClassicATR     = input.bool(true, "Use Classic ATR Calculation")
stSource          = input.source(hl2, "Classic SuperTrend Source")

slATRMult         = input.float(1.5, "Stoploss ATR Multiplier")
tpATRMult         = input.float(3.0, "Target ATR Multiplier")

// === PIVOT SUPER TREND LOGIC ===
ph = ta.pivothigh(high, pivotPeriod, pivotPeriod)
pl = ta.pivotlow(low, pivotPeriod, pivotPeriod)

var float pivotCenter = na
pivotPoint = not na(ph) ? ph : not na(pl) ? pl : na

if not na(pivotPoint)
    pivotCenter := na(pivotCenter) ? pivotPoint : (pivotCenter * 2 + pivotPoint) / 3

pivotATR = ta.atr(pivotATRPeriod)
pivotUpper = pivotCenter - pivotATRMult * pivotATR
pivotLower = pivotCenter + pivotATRMult * pivotATR

var float trailPivotUp = na
var float trailPivotDown = na
var int pivotTrend = 0

trailPivotUp   := close[1] > nz(trailPivotUp[1], pivotUpper) ? math.max(pivotUpper, nz(trailPivotUp[1], pivotUpper)) : pivotUpper
trailPivotDown := close[1] < nz(trailPivotDown[1], pivotLower) ? math.min(pivotLower, nz(trailPivotDown[1], pivotLower)) : pivotLower

pivotTrend := close > nz(trailPivotDown[1]) ? 1 : close < nz(trailPivotUp[1]) ? -1 : nz(pivotTrend[1], 1)
pivotSuperTrend = pivotTrend == 1 ? trailPivotUp : trailPivotDown

// === CLASSIC SUPER TREND LOGIC ===
atrST = useClassicATR ? ta.atr(classicATRPeriod) : ta.sma(ta.tr(true), classicATRPeriod)
stUpper = stSource - classicATRMult * atrST
stLower = stSource + classicATRMult * atrST

stUpper1 = nz(stUpper[1], stUpper)
stLower1 = nz(stLower[1], stLower)

stUpper := close[1] > stUpper1 ? math.max(stUpper, stUpper1) : stUpper
stLower := close[1] < stLower1 ? math.min(stLower, stLower1) : stLower

var int stTrend = 1
stTrend := close > stLower1 ? 1 : close < stUpper1 ? -1 : stTrend
classicSuperTrend = stTrend == 1 ? stUpper : stLower

// === ENTRY CONDITIONS ===
buySignal  = pivotTrend == 1 and stTrend == 1 and pivotTrend[1] == -1
sellSignal = pivotTrend == -1 and stTrend == -1 and pivotTrend[1] == 1

// === ATR-BASED SL/TP ===
atrSLTP = ta.atr(14)
longSL  = close - slATRMult * atrSLTP
longTP  = close + tpATRMult * atrSLTP
shortSL = close + slATRMult * atrSLTP
shortTP = close - tpATRMult * atrSLTP

// === STRATEGY ORDERS ===
if (buySignal and strategy.position_size <= 0)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", from_entry="Long", stop=longSL, limit=longTP)

if (sellSignal and strategy.position_size >= 0)
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", from_entry="Short", stop=shortSL, limit=shortTP)

// === VISUALS ===
plot(pivotSuperTrend, title="Pivot SuperTrend", color=pivotTrend == 1 ? color.lime : color.red, linewidth=2)
plot(classicSuperTrend, title="Classic SuperTrend", color=stTrend == 1 ? color.green : color.maroon, linewidth=2, style=plot.style_linebr)

plotshape(buySignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY", textcolor=color.white, size=size.small)
plotshape(sellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.labeldown, text="SELL", textcolor=color.white, size=size.small)

// === ALERTS ===
alertcondition(buySignal, title="Buy Alert", message="🔥 DILL Strategy Buy Signal")
alertcondition(sellSignal, title="Sell Alert", message="🔥 DILL Strategy Sell Signal")