/*backtest
start: 2024-06-30 00:00:00
end: 2025-06-29 08:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/




//@version=6
strategy("FS JIMENEZ)", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// === Inputs === //
lookback        = input.int(20, "Swing Structure Lookback")
cooldownBars    = input.int(5, "Base Cooldown Between Trades")
minATR          = input.float(1.0, "Min ATR Filter")
startHour       = input.int(7, "Start Hour (24h)")
endHour         = input.int(20, "End Hour (24h)")
minSpacing      = input.float(5.0, "Minimum Price Spacing (pts)")
spacingTimeout  = input.int(12, "Bars to Re-allow Entry at Same Price")
trailingBuffer  = input.float(1.0, "Trailing Buffer Multiplier")

// === Candle Anatomy === //
body         = math.abs(close - open)
upperWick    = high - math.max(close, open)
lowerWick    = math.min(close, open) - low
totalWick    = upperWick + lowerWick
isIndecisive = body < totalWick * 0.3
strongBody   = body > totalWick * 1.5 and body > body[1]

// === Filters === //
atr          = ta.atr(14)
atrSMA       = ta.sma(atr, 20)
volOK        = volume > ta.ema(volume, 20)
atrOK        = atr > minATR
volatilitySpike = atr > atrSMA * 1.2
timeOK       = (hour >= startHour and hour <= endHour)
freeToTrade  = strategy.position_size == 0

// === Setup Logic (Widened Retest Range) === //
bullBreakout = isIndecisive[1] and close > open and body > body[1]
bullRetest   = low[1] < close[2] * 1.003 and low[1] > close[2] * 0.997 and close[1] > open[1]
longRaw      = bullBreakout and bullRetest and strongBody and atrOK and timeOK and volOK

bearBreakout = isIndecisive[1] and close < open and body > body[1]
bearRetest   = high[1] > close[2] * 0.997 and high[1] < close[2] * 1.003 and close[1] < open[1]
shortRaw     = bearBreakout and bearRetest and strongBody and atrOK and timeOK and volOK

// === Smart Cooldown Logic === //
var int lastLongBar = na
var int lastShortBar = na
var float lastLongPrice = na
var float lastShortPrice = na

fastReEntry   = volatilitySpike and strongBody
cooldownLong  = fastReEntry ? math.floor(cooldownBars / 2) : cooldownBars
cooldownShort = fastReEntry ? math.floor(cooldownBars / 2) : cooldownBars

longTooClose  = not na(lastLongPrice) and math.abs(close - lastLongPrice) < minSpacing and bar_index - lastLongBar <= spacingTimeout
shortTooClose = not na(lastShortPrice) and math.abs(close - lastShortPrice) < minSpacing and bar_index - lastShortBar <= spacingTimeout

longValid  = longRaw and freeToTrade and (na(lastLongBar) or bar_index - lastLongBar > cooldownLong) and not longTooClose
shortValid = shortRaw and freeToTrade and (na(lastShortBar) or bar_index - lastShortBar > cooldownShort) and not shortTooClose

if longValid
    lastLongBar   := bar_index
    lastLongPrice := close

if shortValid
    lastShortBar   := bar_index
    lastShortPrice := close

// === TP/SL === //
tpMultiplierLong  = strongBody and volatilitySpike ? 2.5 : 1.5
tpMultiplierShort = strongBody and volatilitySpike ? 2.5 : 1.5

tpLong  = math.round(close + atr * tpMultiplierLong)
slLong  = math.round(close - atr * 1.0)

tpShort = math.round(close - atr * tpMultiplierShort)
slShort = math.round(close + atr * 1.0)

// === Trade Execution === //
if longValid
    strategy.entry("Long", strategy.long)
    strategy.exit("TP/SL Long", from_entry="Long", limit=tpLong, stop=slLong, trail_points=trailingBuffer > 0 ? atr * trailingBuffer : na)

if shortValid
    strategy.entry("Short", strategy.short)
    strategy.exit("TP/SL Short", from_entry="Short", limit=tpShort, stop=slShort, trail_points=trailingBuffer > 0 ? atr * trailingBuffer : na)