오프닝 레인지 돌파 ATR 트레일링 스톱 로스 전략

/*backtest
start: 2025-07-18 00:00:00
end: 2025-07-30 00:00:00
period: 30m
basePeriod: 30m
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

//@version=5
strategy("Casper SMC 5min ORB - Roboquant AI", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1, max_bars_back=500, calc_on_order_fills=true, calc_on_every_tick=false, initial_capital=50000, currency=currency.USD)

// === STRATEGY SETTINGS ===
// Risk Management
contracts = input.int(1, "Contracts", minval=1, group="Risk Management")
risk_multiplier = input.float(2.0, "Risk:Reward Multiplier", minval=0.5, maxval=10.0, group="Risk Management")
sl_points = input.int(2, "Stop Loss Points Below/Above Breakout Candle", minval=1, group="Risk Management")

// Entry Settings
entry_type = input.string("Instant", "Entry Type", options=["Retracement", "Instant"], group="Entry Settings")
retracement_percent = input.float(50.0, "Retracement % of Breakout Candle Body", minval=10.0, maxval=90.0, group="Entry Settings")

// Stop Loss Settings
sl_type = input.string("Opposite Range", "Stop Loss Type", options=["Breakout Candle", "Opposite Range"], group="Stop Loss Settings")

// Second Chance Trade Settings
enable_second_chance = input.bool(false, "Enable Second Chance Trade", group="Second Chance Trade")
second_chance_info = input.string("If initial SL is hit, allow opposite breakout trade", "Info: Second Chance Logic", group="Second Chance Trade")

// Breakout Filter Settings
use_wick_filter = input.bool(false, "Use Wick Filter", group="Breakout Filter")
max_wick_percent = input.float(50.0, "Max Wick % of Candle Body", minval=10.0, maxval=200.0, group="Breakout Filter")

// Breakout Distance Filters
use_breakout_distance_filter = input.bool(true, "Use Breakout Distance Filter", group="Breakout Distance Filter")
min_breakout_multiplier = input.float(0.1, "Min Breakout Distance (OR Size * X)", minval=0.0, maxval=3.0, group="Breakout Distance Filter")
max_breakout_multiplier = input.float(1.6, "Max Breakout Distance (OR Size * X)", minval=0.5, maxval=5.0, group="Breakout Distance Filter")

// Trailing Stop Loss Settings
use_trailing_sl = input.bool(false, "Use Trailing Stop Loss", group="Trailing Stop Loss")
profit_r_multiplier = input.float(1.0, "Start Trailing After X R Profit", minval=0.5, maxval=5.0, group="Trailing Stop Loss")
atr_length = input.int(14, "ATR Length", minval=1, maxval=50, group="Trailing Stop Loss")
atr_multiplier = input.float(1.0, "ATR Multiplier for Trailing", minval=0.5, maxval=5.0, group="Trailing Stop Loss")

// Session Management
or_start_hour = input.int(9, "Opening Range Start Hour", minval=0, maxval=23, group="Session Management")
or_start_minute = input.int(30, "Opening Range Start Minute", minval=0, maxval=59, group="Session Management")
or_end_minute = input.int(35, "Opening Range End Minute", minval=0, maxval=59, group="Session Management")
session_timezone = input.string("America/New_York", "Session Timezone", group="Session Management")
force_session_close = input.bool(true, "Force Close at Session End", group="Session Management")
session_end_hour = input.int(16, "Session End Hour", minval=0, maxval=23, group="Session Management")
session_end_minute = input.int(0, "Session End Minute", minval=0, maxval=59, group="Session Management")

// Day of Week Trading Filters
trade_monday = input.bool(true, "Trade on Monday", group="Day of Week Filters")
trade_tuesday = input.bool(true, "Trade on Tuesday", group="Day of Week Filters")
trade_wednesday = input.bool(true, "Trade on Wednesday", group="Day of Week Filters")
trade_thursday = input.bool(true, "Trade on Thursday", group="Day of Week Filters")
trade_friday = input.bool(true, "Trade on Friday", group="Day of Week Filters")

// Visual Settings
high_line_color = input.color(color.green, title="Opening Range High Line Color", group="Visual Settings")
low_line_color = input.color(color.red, title="Opening Range Low Line Color", group="Visual Settings")

// Label Control Settings
show_trading_disabled_labels = input.bool(false, "Show Trading Disabled Labels", group="Label Controls")
show_breakout_validation_labels = input.bool(true, "Show Breakout Validation Labels", group="Label Controls")
show_second_chance_labels = input.bool(false, "Show Second Chance Labels", group="Label Controls")
show_trade_status_labels = input.bool(false, "Show Trade Status Labels", group="Label Controls")
show_entry_labels = input.bool(false, "Show Entry Labels", group="Label Controls")
show_sl_tp_labels = input.bool(false, "Show Stop Loss / Take Profit Labels", group="Label Controls")

// === VARIABLES ===
// ATR for trailing stop loss
atr = ta.atr(atr_length)

// === NYSE OPENING RANGE LOGIC ===
// FIXED: Using configurable hour/minute inputs with timezone
current_time = time(timeframe.period, "0000-2400:23456", session_timezone)
current_hour = hour(current_time, session_timezone)
current_minute = minute(current_time, session_timezone)
is_opening_range = current_hour == or_start_hour and current_minute >= or_start_minute and current_minute <= or_end_minute

// Check if we're at the start of a new trading day - FIXED: More reliable detection
is_new_day = ta.change(time("1D"))

// ADDED: Check if trading is allowed on current day of week (using session timezone)
current_day = dayofweek(current_time, session_timezone)
is_trading_day_allowed = (current_day == dayofweek.monday and trade_monday) or (current_day == dayofweek.tuesday and trade_tuesday) or (current_day == dayofweek.wednesday and trade_wednesday) or (current_day == dayofweek.thursday and trade_thursday) or (current_day == dayofweek.friday and trade_friday)

// Variables to store opening range high and low for current day
var float or_high = na
var float or_low = na
var bool lines_drawn = false
var bool breakout_occurred = false
var float breakout_candle_high = na
var float breakout_candle_low = na
var float breakout_price = na
var string breakout_direction = na
var int or_start_bar = na  // ADDED: Store the bar index when opening range starts

// ADDED: Second chance trade variables
var bool first_trade_sl_hit = false
var string first_trade_direction = na
var bool second_chance_available = false
var bool second_trade_taken = false
var bool daily_trades_complete = false  // ADDED: Prevent more than 2 trades per day

// Reset variables at the start of each trading day
if is_new_day
    or_high := na
    or_low := na
    lines_drawn := false
    breakout_occurred := false
    breakout_candle_high := na
    breakout_candle_low := na
    breakout_price := na
    breakout_direction := na
    or_start_bar := na  // ADDED: Reset opening range start bar
    // ADDED: Reset second chance variables
    first_trade_sl_hit := false
    first_trade_direction := na
    second_chance_available := false
    second_trade_taken := false
    daily_trades_complete := false  // ADDED: Reset trade limit

// Capture opening range data during 09:30-09:35 EST
if is_opening_range
    if na(or_high) or na(or_low)
        or_high := high
        or_low := low
        or_start_bar := bar_index  // ADDED: Store the bar index when opening range starts
    else
        or_high := math.max(or_high, high)
        or_low := math.min(or_low, low)

// Draw lines when we're past the opening range and haven't drawn yet
if not is_opening_range and not na(or_high) and not na(or_low) and not na(or_start_bar) and not lines_drawn
    // FIXED: Lines start from the actual opening range start time and extend forward
    start_x = or_start_bar
    end_x = bar_index + 50  // Extend lines forward for visibility
    

    
    lines_drawn := true
    
    // ADDED: Show visual indicator if trading is disabled for current day
    if not is_trading_day_allowed and show_trading_disabled_labels
        day_name = current_day == dayofweek.monday ? "Monday" :
                   current_day == dayofweek.tuesday ? "Tuesday" :
                   current_day == dayofweek.wednesday ? "Wednesday" :
                   current_day == dayofweek.thursday ? "Thursday" :
                   current_day == dayofweek.friday ? "Friday" : "Weekend"
        label.new(x=bar_index, y=(or_high + or_low) / 2, text="Trading Disabled\n" + day_name, color=color.gray, textcolor=color.white, style=label.style_label_center, size=size.normal)

// Check for breakouts after opening range is complete (only first breakout of the day)
// FIXED: Added barstate.isconfirmed to avoid lookahead bias
if barstate.isconfirmed and not is_opening_range and not na(or_high) and not na(or_low) and lines_drawn and not breakout_occurred and not daily_trades_complete and is_trading_day_allowed
    // Calculate candle body and wick percentages
    candle_body = math.abs(close - open)
    top_wick = high - math.max(open, close)
    bottom_wick = math.min(open, close) - low
    top_wick_percent = candle_body > 0 ? (top_wick / candle_body) * 100 : 0
    bottom_wick_percent = candle_body > 0 ? (bottom_wick / candle_body) * 100 : 0
    
    // ADDED: Calculate opening range size for distance filters
    or_size = or_high - or_low
    
    // Check for first breakout above opening range high
    if close > or_high
        // FIXED: Mark breakout as occurred FIRST (this is THE breakout candle)
        breakout_occurred := true
        breakout_candle_high := high
        breakout_candle_low := low
        breakout_price := close
        breakout_direction := "long"
        
        // ADDED: Validate this specific breakout candle against distance filter
        breakout_distance_valid = true
        if use_breakout_distance_filter
            min_breakout_level = or_high + (or_size * min_breakout_multiplier)
            max_breakout_level = or_high + (or_size * max_breakout_multiplier)
            breakout_distance_valid := close >= min_breakout_level and close <= max_breakout_level
        
        // Apply wick filter for long breakouts
        wick_filter_valid = not use_wick_filter or top_wick_percent <= max_wick_percent
        
        // Show appropriate label based on validation results
        if show_breakout_validation_labels
            if wick_filter_valid and breakout_distance_valid
                label.new(x=bar_index, y=high, text="VALID", color=high_line_color, textcolor=color.white, style=label.style_label_down, size=size.tiny)
            else
                label.new(x=bar_index, y=high, text="INVALID", color=color.gray, textcolor=color.white, style=label.style_label_down, size=size.tiny)
        
        // Mark breakout as invalid so no trade will be placed (regardless of label setting)
        if not (wick_filter_valid and breakout_distance_valid)
            breakout_direction := "invalid"
    
    // Check for first breakout below opening range low  
    else if close < or_low
        // FIXED: Mark breakout as occurred FIRST (this is THE breakout candle)
        breakout_occurred := true
        breakout_candle_high := high
        breakout_candle_low := low
        breakout_price := close
        breakout_direction := "short"
        
        // ADDED: Validate this specific breakout candle against distance filter
        breakout_distance_valid = true
        if use_breakout_distance_filter
            min_breakout_level = or_low - (or_size * min_breakout_multiplier)
            max_breakout_level = or_low - (or_size * max_breakout_multiplier)
            breakout_distance_valid := close <= min_breakout_level and close >= max_breakout_level
        
        // Apply wick filter for short breakouts
        wick_filter_valid = not use_wick_filter or bottom_wick_percent <= max_wick_percent
        
        // Show appropriate label based on validation results
        if show_breakout_validation_labels
            if wick_filter_valid and breakout_distance_valid
                label.new(x=bar_index, y=low, text="VALID", color=low_line_color, textcolor=color.white, style=label.style_label_up, size=size.tiny)
            else
                label.new(x=bar_index, y=low, text="INVALID", color=color.gray, textcolor=color.white, style=label.style_label_up, size=size.tiny)
        
        // Mark breakout as invalid so no trade will be placed (regardless of label setting)
        if not (wick_filter_valid and breakout_distance_valid)
            breakout_direction := "invalid"

// ADDED: Check for second chance breakout (opposite direction after initial SL hit)
// FIXED: Added barstate.isconfirmed to avoid lookahead bias
if barstate.isconfirmed and not is_opening_range and not na(or_high) and not na(or_low) and lines_drawn and second_chance_available and not second_trade_taken and not daily_trades_complete and is_trading_day_allowed
    // Calculate candle body and wick percentages
    candle_body = math.abs(close - open)
    top_wick = high - math.max(open, close)
    bottom_wick = math.min(open, close) - low
    top_wick_percent = candle_body > 0 ? (top_wick / candle_body) * 100 : 0
    bottom_wick_percent = candle_body > 0 ? (bottom_wick / candle_body) * 100 : 0
    
    // ADDED: Calculate opening range size for distance filters
    or_size = or_high - or_low
    
    // If first trade was LONG and failed, look for SHORT breakout
    if first_trade_direction == "long" and close < or_low
        // FIXED: Mark second chance breakout as taken FIRST
        second_trade_taken := true
        second_chance_available := false
        breakout_candle_high := high
        breakout_candle_low := low
        breakout_price := close
        breakout_direction := "short"
        
        // ADDED: Validate this specific breakout candle against distance filter
        breakout_distance_valid = true
        if use_breakout_distance_filter
            min_breakout_level = or_low - (or_size * min_breakout_multiplier)
            max_breakout_level = or_low - (or_size * max_breakout_multiplier)
            breakout_distance_valid := close <= min_breakout_level and close >= max_breakout_level
        
        // Apply wick filter for short breakouts
        wick_filter_valid = not use_wick_filter or bottom_wick_percent <= max_wick_percent
        
        // Show appropriate label based on validation results
        if show_second_chance_labels
            if wick_filter_valid and breakout_distance_valid
                label.new(x=bar_index, y=low, text="2nd Chance\nOR Low Break\nVALID", color=color.orange, textcolor=color.white, style=label.style_label_up, size=size.tiny)
            else
                label.new(x=bar_index, y=low, text="2nd Chance\nOR Low Break\nINVALID", color=color.gray, textcolor=color.white, style=label.style_label_up, size=size.tiny)
        
        // Mark breakout as invalid so no trade will be placed (regardless of label setting)
        if not (wick_filter_valid and breakout_distance_valid)
            breakout_direction := "invalid"
    
    // If first trade was SHORT and failed, look for LONG breakout
    else if first_trade_direction == "short" and close > or_high
        // FIXED: Mark second chance breakout as taken FIRST
        second_trade_taken := true
        second_chance_available := false
        breakout_candle_high := high
        breakout_candle_low := low
        breakout_price := close
        breakout_direction := "long"
        
        // ADDED: Validate this specific breakout candle against distance filter
        breakout_distance_valid = true
        if use_breakout_distance_filter
            min_breakout_level = or_high + (or_size * min_breakout_multiplier)
            max_breakout_level = or_high + (or_size * max_breakout_multiplier)
            breakout_distance_valid := close >= min_breakout_level and close <= max_breakout_level
        
        // Apply wick filter for long breakouts
        wick_filter_valid = not use_wick_filter or top_wick_percent <= max_wick_percent
        
        // Show appropriate label based on validation results
        if show_second_chance_labels
            if wick_filter_valid and breakout_distance_valid
                label.new(x=bar_index, y=high, text="2nd Chance\nOR High Break\nVALID", color=color.orange, textcolor=color.white, style=label.style_label_down, size=size.tiny)
            else
                label.new(x=bar_index, y=high, text="2nd Chance\nOR High Break\nINVALID", color=color.gray, textcolor=color.white, style=label.style_label_down, size=size.tiny)
        
        // Mark breakout as invalid so no trade will be placed (regardless of label setting)
        if not (wick_filter_valid and breakout_distance_valid)
            breakout_direction := "invalid"

// === STRATEGY LOGIC ===
// Check if we have a breakout and place retracement entry orders
var bool entry_placed = false
var bool second_entry_placed = false  // ADDED: Track second trade entry separately
var float entry_price = na
var float stop_loss = na
var float take_profit = na
var float trailing_stop = na
var bool trailing_active = false
var float initial_risk = na
var bool trailing_started = false
var string current_entry_id = na  // FIXED: Track which entry ID we're using

// Arrays to store historical trade boxes
var array<box> historical_trade_boxes = array.new<box>()
var array<box> historical_sl_boxes = array.new<box>()
var array<box> historical_tp_boxes = array.new<box>()

// Variables to track current active trade boxes for extending to exit
var box current_profit_box = na
var box current_sl_box = na

// ADDED: General position close detection for extending boxes - Handle timing issues
if barstate.isconfirmed and strategy.position_size == 0 and strategy.position_size[1] != 0
    // Extend trade visualization boxes to exact exit point when any position closes
    if not na(current_profit_box)
        // Ensure minimum 8 bars width or extend to current bar, whichever is longer
        box_left = box.get_left(current_profit_box)
        min_right = box_left + 8
        final_right = math.max(min_right, bar_index)
        box.set_right(current_profit_box, final_right)
        current_profit_box := na  // Clear reference after extending
    if not na(current_sl_box)
        // Ensure minimum 8 bars width or extend to current bar, whichever is longer
        box_left = box.get_left(current_sl_box)
        min_right = box_left + 8
        final_right = math.max(min_right, bar_index)
        box.set_right(current_sl_box, final_right)
        current_sl_box := na  // Clear reference after extending

// ADDED: Backup safety check - extend boxes if position is closed but boxes still active
if not na(current_profit_box) and strategy.position_size == 0
    box_left = box.get_left(current_profit_box)
    min_right = box_left + 8
    final_right = math.max(min_right, bar_index)
    box.set_right(current_profit_box, final_right)
    current_profit_box := na
if not na(current_sl_box) and strategy.position_size == 0
    box_left = box.get_left(current_sl_box)
    min_right = box_left + 8
    final_right = math.max(min_right, bar_index)
    box.set_right(current_sl_box, final_right)
    current_sl_box := na

// Reset entry flag on new day
if is_new_day
    entry_placed := false
    second_entry_placed := false  // ADDED: Reset second entry flag
    entry_price := na
    stop_loss := na
    take_profit := na
    trailing_stop := na
    trailing_active := false
    initial_risk := na
    trailing_started := false
    current_entry_id := na  // FIXED: Reset entry ID
    current_profit_box := na  // ADDED: Reset current trade boxes
    current_sl_box := na

// SIMPLIFIED: Detect when position closes to enable second chance (FIXED for lookahead bias)
if barstate.isconfirmed and strategy.position_size == 0 and strategy.position_size[1] != 0 and entry_placed and not first_trade_sl_hit
    // A position just closed and we had an active trade
    if enable_second_chance and not second_trade_taken
        // Simplified logic - if position closed, enable second chance
        first_trade_sl_hit := true
        first_trade_direction := breakout_direction
        second_chance_available := true
        
        // Reset variables for potential second trade
        entry_price := na
        trailing_stop := na
        trailing_active := false
        initial_risk := na
        trailing_started := false
        current_entry_id := na
        
        // Add visual marker
        if show_trade_status_labels
            label.new(x=bar_index, y=close, text="Trade Closed\nSecond Chance Available", color=color.yellow, textcolor=color.black, style=label.style_label_down, size=size.tiny)
    else
        // Second chance not enabled or already taken - mark day complete
        daily_trades_complete := true

// ADDED: Handle case where first breakout was invalid (no trade placed)
if breakout_occurred and breakout_direction == "invalid" and enable_second_chance and not first_trade_sl_hit
    // First breakout was invalid, enable second chance immediately
    first_trade_sl_hit := true
    // Determine what direction the invalid breakout was
    first_trade_direction := breakout_price > or_high ? "long" : "short"
    second_chance_available := true
    if show_trade_status_labels
        label.new(x=bar_index + 1, y=(or_high + or_low) / 2, text="First Breakout Invalid\nSecond Chance Available", color=color.yellow, textcolor=color.black, style=label.style_label_center, size=size.tiny)

// REMOVED: Complex historical box cleanup to avoid lookahead bias
// Historical boxes will be cleaned up automatically by Pine Script's runtime

// Place entry orders after breakout - FIXED: Add barstate.isconfirmed for consistency
if barstate.isconfirmed and not daily_trades_complete and is_trading_day_allowed and ((breakout_occurred and not entry_placed and not na(breakout_candle_high) and breakout_direction != "invalid") or (second_trade_taken and not second_entry_placed and not na(breakout_candle_high) and breakout_direction != "invalid"))
    // For long breakout
    if breakout_direction == "long"
        // Calculate stop loss based on selected method
        if sl_type == "Breakout Candle"
            stop_loss := breakout_candle_low - (sl_points * syminfo.mintick)
        else
            // Use opposite side of opening range (below opening range low)
            stop_loss := or_low - (sl_points * syminfo.mintick)
        
        if entry_type == "Retracement"
            // Calculate retracement entry price (x% of breakout candle body)
            breakout_candle_body = breakout_candle_high - breakout_candle_low
            retracement_amount = breakout_candle_body * (retracement_percent / 100)
            entry_price := breakout_candle_high - retracement_amount
            
            // FIXED: Store the entry ID we're using (differentiate first vs second chance)
            current_entry_id := second_trade_taken ? "Long Retracement 2nd" : "Long Retracement"
            
            // Place buy limit order at retracement level
            strategy.entry(current_entry_id, strategy.long, limit=entry_price, qty=contracts)
            
            // Add visual markers
            if show_entry_labels
                entry_label_text = second_trade_taken ? "BUY LIMIT (2nd)\n" + str.tostring(entry_price, "#.##") : "BUY LIMIT\n" + str.tostring(entry_price, "#.##")
                label.new(x=bar_index, y=entry_price, text=entry_label_text, color=color.green, textcolor=color.white, style=label.style_label_up, size=size.tiny)
        else
            // Immediate entry at breakout candle close
            entry_price := breakout_price
            
            // FIXED: Store the entry ID we're using (differentiate first vs second chance)
            current_entry_id := second_trade_taken ? "Instant Long 2nd" : "Instant Long"
            
            // Place buy market order
            strategy.entry(current_entry_id, strategy.long, qty=contracts)
            
            // Add visual markers
            if show_entry_labels
                entry_label_text = second_trade_taken ? "BUY MARKET (2nd)\n" + str.tostring(entry_price, "#.##") : "BUY MARKET\n" + str.tostring(entry_price, "#.##")
                label.new(x=bar_index, y=entry_price, text=entry_label_text, color=color.green, textcolor=color.white, style=label.style_label_up, size=size.tiny)
        
        // Calculate take profit based on risk:reward
        risk_size = entry_price - stop_loss
        take_profit := entry_price + (risk_size * risk_multiplier)
        
        // FIXED: Set exit orders with proper entry ID and always include initial stop loss
        if use_trailing_sl
            // Initialize trailing stop and calculate initial risk
            trailing_stop := stop_loss
            trailing_active := true
            initial_risk := math.abs(entry_price - stop_loss)
            trailing_started := false
            // FIXED: Always set initial stop loss, even with trailing enabled
            exit_id = second_trade_taken ? "Long Exit 2nd" : "Long Exit"
            strategy.exit(exit_id, current_entry_id, stop=stop_loss, limit=take_profit)
        else
            // FIXED: Use stored entry ID
            exit_id = second_trade_taken ? "Long Exit 2nd" : "Long Exit"
            strategy.exit(exit_id, current_entry_id, stop=stop_loss, limit=take_profit)
        
        // Create trade visualization boxes (TradingView style) - FIXED: Minimum 8 bars width
        // Blue profit zone box (from entry to take profit)

        
        // Store trade boxes for historical display - FIXED: Remove time usage
        array.push(historical_trade_boxes, current_profit_box)
        array.push(historical_sl_boxes, current_sl_box)
        array.push(historical_tp_boxes, na) // No TP box for long trades
        
        // Add stop loss and take profit markers
        if show_sl_tp_labels
            label.new(x=bar_index, y=stop_loss, text="SL\n" + str.tostring(stop_loss, "#.##"), color=color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny)
            label.new(x=bar_index, y=take_profit, text="TP\n" + str.tostring(take_profit, "#.##"), color=color.blue, textcolor=color.white, style=label.style_label_down, size=size.tiny)
        
        // ADDED: Set the appropriate entry flag based on which trade this is
        if second_trade_taken
            second_entry_placed := true
            daily_trades_complete := true
        else
            entry_placed := true
    
    // For short breakout
    else if breakout_direction == "short"
        // Calculate stop loss based on selected method
        if sl_type == "Breakout Candle"
            stop_loss := breakout_candle_high + (sl_points * syminfo.mintick)
        else
            // Use opposite side of opening range (above opening range high)
            stop_loss := or_high + (sl_points * syminfo.mintick)
        
        if entry_type == "Retracement"
            // Calculate retracement entry price (x% of breakout candle body)
            breakout_candle_body = breakout_candle_high - breakout_candle_low
            retracement_amount = breakout_candle_body * (retracement_percent / 100)
            entry_price := breakout_candle_low + retracement_amount
            
            // FIXED: Store the entry ID we're using (differentiate first vs second chance)
            current_entry_id := second_trade_taken ? "Short Retracement 2nd" : "Short Retracement"
            
            // Place sell limit order at retracement level
            strategy.entry(current_entry_id, strategy.short, limit=entry_price, qty=contracts)
            
            // Add visual markers
            if show_entry_labels
                entry_label_text = second_trade_taken ? "SELL LIMIT (2nd)\n" + str.tostring(entry_price, "#.##") : "SELL LIMIT\n" + str.tostring(entry_price, "#.##")
                label.new(x=bar_index, y=entry_price, text=entry_label_text, color=color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny)
        else
            // Immediate entry at breakout candle close
            entry_price := breakout_price
            
            // FIXED: Store the entry ID we're using (differentiate first vs second chance)
            current_entry_id := second_trade_taken ? "Instant 2nd" : "Instant Short"
            
            // Place sell market order
            strategy.entry(current_entry_id, strategy.short, qty=contracts)
            
            // Add visual markers
            if show_entry_labels
                entry_label_text = second_trade_taken ? "SELL MARKET (2nd)\n" + str.tostring(entry_price, "#.##") : "SELL MARKET\n" + str.tostring(entry_price, "#.##")
                label.new(x=bar_index, y=entry_price, text=entry_label_text, color=color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny)
        
        // Calculate take profit based on risk:reward
        risk_size = stop_loss - entry_price
        take_profit := entry_price - (risk_size * risk_multiplier)
        
        // FIXED: Set exit orders with proper entry ID and always include initial stop loss
        if use_trailing_sl
            // Initialize trailing stop and calculate initial risk
            trailing_stop := stop_loss
            trailing_active := true
            initial_risk := math.abs(entry_price - stop_loss)
            trailing_started := false
            // FIXED: Always set initial stop loss, even with trailing enabled
            exit_id = second_trade_taken ? "Short Exit 2nd" : "Short Exit"
            strategy.exit(exit_id, current_entry_id, stop=stop_loss, limit=take_profit)
        else
            // FIXED: Use stored entry ID
            exit_id = second_trade_taken ? "Short Exit 2nd" : "Short Exit"
            strategy.exit(exit_id, current_entry_id, stop=stop_loss, limit=take_profit)
        
        // Create trade visualization boxes (TradingView style) - FIXED: Minimum 8 bars width

        
        // Store trade boxes for historical display - FIXED: Remove time usage
        array.push(historical_trade_boxes, current_profit_box)
        array.push(historical_sl_boxes, current_sl_box)
        array.push(historical_tp_boxes, na) // No TP box for short trades
        
        // Add stop loss and take profit markers
        if show_sl_tp_labels
            label.new(x=bar_index, y=stop_loss, text="SL\n" + str.tostring(stop_loss, "#.##"), color=color.red, textcolor=color.white, style=label.style_label_up, size=size.tiny)
            label.new(x=bar_index, y=take_profit, text="TP\n" + str.tostring(take_profit, "#.##"), color=color.blue, textcolor=color.white, style=label.style_label_up, size=size.tiny)
        
        // ADDED: Set the appropriate entry flag based on which trade this is
        if second_trade_taken
            second_entry_placed := true
            daily_trades_complete := true
        else
            entry_placed := true

// === TRAILING STOP LOGIC ===
// FIXED: Proper trailing stop loss management
if use_trailing_sl and trailing_active and strategy.position_size != 0 and not na(current_entry_id)
    if strategy.position_size > 0  // Long position
        // Calculate current unrealized profit in points
        current_profit = close - entry_price
        profit_r = current_profit / initial_risk
        
        // Check if we should start trailing (after X R profit)
        if not trailing_started and profit_r >= profit_r_multiplier
            trailing_started := true
            // Start trailing from a level that's better than the initial stop
            trailing_stop := math.max(trailing_stop, close - (atr * atr_multiplier))
        
        // Update trailing stop if trailing has started
        if trailing_started
            // Calculate new trailing stop using ATR
            potential_new_stop = close - (atr * atr_multiplier)
            // Only move stop loss up (never down) and ensure it's better than initial SL
            if potential_new_stop > trailing_stop and potential_new_stop > stop_loss
                trailing_stop := potential_new_stop
                // Update the exit order with new trailing stop
                exit_id = second_trade_taken ? "Long Exit 2nd" : "Long Exit"
                strategy.exit(exit_id, current_entry_id, stop=trailing_stop, limit=take_profit)
    
    else if strategy.position_size < 0  // Short position
        // Calculate current unrealized profit in points
        current_profit = entry_price - close
        profit_r = current_profit / initial_risk
        
        // Check if we should start trailing (after X R profit)
        if not trailing_started and profit_r >= profit_r_multiplier
            trailing_started := true
            // Start trailing from a level that's better than the initial stop
            trailing_stop := math.min(trailing_stop, close + (atr * atr_multiplier))
        
        // Update trailing stop if trailing has started
        if trailing_started
            // Calculate new trailing stop using ATR
            potential_new_stop = close + (atr * atr_multiplier)
            // Only move stop loss down (never up) and ensure it's better than initial SL
            if potential_new_stop < trailing_stop and potential_new_stop < stop_loss
                trailing_stop := potential_new_stop
                // Update the exit order with new trailing stop
                exit_id = second_trade_taken ? "Short Exit 2nd" : "Short Exit"
                strategy.exit(exit_id, current_entry_id, stop=trailing_stop, limit=take_profit)

// === SESSION END CLOSE ===
// Force close all positions at configured session end time (optional)
// FIXED: Using configurable hour/minute with timezone
if force_session_close and current_hour == session_end_hour and current_minute == session_end_minute
    // ADDED: Extend boxes immediately before session close to prevent timing issues
    if not na(current_profit_box)
        // Ensure minimum 8 bars width or extend to current bar, whichever is longer
        box_left = box.get_left(current_profit_box)
        min_right = box_left + 8
        final_right = math.max(min_right, bar_index)
        box.set_right(current_profit_box, final_right)
        current_profit_box := na  // Clear reference after extending
    if not na(current_sl_box)
        // Ensure minimum 8 bars width or extend to current bar, whichever is longer
        box_left = box.get_left(current_sl_box)
        min_right = box_left + 8
        final_right = math.max(min_right, bar_index)
        box.set_right(current_sl_box, final_right)
        current_sl_box := na  // Clear reference after extending
    
    strategy.close_all(comment="Session End Close")

// === ALERTS ===
alert_once_long = (strategy.position_size > 0) and (strategy.position_size[1] == 0)
alert_once_short = (strategy.position_size < 0) and (strategy.position_size[1] == 0)

alertcondition(alert_once_long, title="Long Entry (Once)", message="Long Entry Signal")
alertcondition(alert_once_short, title="Short Entry (Once)", message="Short Entry Signal")