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/*backtest
start: 2024-05-13 00:00:00
end: 2025-05-11 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
// Strategy Title Reflects Latest Logic
strategy(title="Middle Finger Trading Strategy",
         shorttitle="Middle_Finger",
         overlay=true,
         pyramiding=0, // Only one entry at a time
         default_qty_type=strategy.percent_of_equity,
         default_qty_value=1, // Trade 1% of equity
         commission_value=0.04, // Example commission (adjust as needed)
         commission_type=strategy.commission.percent,
         initial_capital = 10000, // Example starting capital
         process_orders_on_close=false // Important for limit orders to potentially fill intra-bar
         )

// --- Inputs ---

// Volume Settings Group
grp_vol = "Volume Settings"
float rthHugeVolMultiplier = input.float(3.0, title="1. RTH Huge Vol. Multiplier (> Avg)", minval=1.1, step=0.1, group=grp_vol, tooltip="Multiplier for core RTH (9:45-15:44 ET)")
float ethHugeVolMultiplier = input.float(5.0, title="2. ETH/Excluded Huge Vol. Multiplier (> Avg)", minval=1.1, step=0.1, group=grp_vol, tooltip="Multiplier for ETH and first/last 15min RTH (default 5x)")
int   volLookback         = input.int(20, title="3. Volume SMA Lookback", minval=1, group=grp_vol, tooltip="Lookback for calculating the filtered average volume (Used ONLY for identifying the HUGE spike)")
// Removed normalVolMultiplier as it's no longer used for entry confirmation

// Trend Settings Group
grp_trend = "Trend Settings"
int   trendLookback       = input.int(20, title="1. Trend SMA Lookback", minval=2, group=grp_trend, tooltip="Lookback period for the Simple Moving Average used to determine the trend before the spike")

// Risk Management Group
grp_risk = "Risk Management (SL/TP)"
string nqTargetTickerId   = input.string("CME:NQ1!", title="1. Target Ticker ID for Fixed NQ Points", group=grp_risk, tooltip="Specify the exact Ticker ID (e.g., CME:NQ1!, TVC:NDX) for fixed SL/TP. Found in Symbol Info.")
float nqFixedStopPoints   = input.float(20.0, title="2. Fixed SL Points (for Target Ticker)", group=grp_risk, minval=0.1, step=0.1)
float nqFixedTpPoints     = input.float(50.0, title="3. Fixed TP Points (for Target Ticker)", group=grp_risk, minval=0.1, step=0.1)

// General SL/TP Settings (used if NOT the target ticker)
bool  useAtrStops         = input.bool(true, title="4. Use ATR for SL/TP (Other Tickers)?", group=grp_risk)
int   atrLookback         = input.int(14, title="5. ATR Lookback", group=grp_risk, inline="atr_other")
float atrStopMultiplier   = input.float(2.0, title="6. ATR SL Multiplier", group=grp_risk, inline="atr_other", minval=0.1, step=0.1)
float atrTpMultiplier     = input.float(4.0, title="7. ATR TP Multiplier", group=grp_risk, inline="atr_other", minval=0.1, step=0.1)
float fixedStopPoints     = input.float(100.0, title="6. Fixed SL Points (Other Tickers)", group=grp_risk, inline="fixed_other", minval=1)
float fixedTpPoints       = input.float(200.0, title="7. Fixed TP Points (Other Tickers)", group=grp_risk, inline="fixed_other", minval=1)

// Time Filter Settings Group
grp_time = "Time Filter (ET)"
bool  enableEntryFilterRthEdges = input.bool(true, title="1. Filter Entries First/Last 15 Min RTH (ET)?", group=grp_time, tooltip="If checked, ignores entries from 9:30-9:44 ET and 15:45-15:59 ET. Avg Vol calc *always* filters these times, 4-6PM ET, and Sun pre-6PM ET.")
string targetTimezone     = "America/New_York" // Specify Eastern Time zone

// --- Time Calculation Function ---
isTimeInSession(t, tz, sessionString) =>
    not na(time(timeframe.period, sessionString, tz))

// --- Time Context Functions ---
getTimeContext(t, tz) =>
    h = hour(t, tz)
    m = minute(t, tz)
    d = dayofweek(t, tz)

    // Core RTH: 9:45 AM to 15:44 PM ET (Mon-Fri)
    bool isCoreRTH = d >= dayofweek.monday and d <= dayofweek.friday and
       ((h == 9 and m >= 45) or (h >= 10 and h <= 14) or (h == 15 and m <= 44))

    // Excluded RTH Edges: 9:30-9:44 ET and 15:45-15:59 ET (Mon-Fri)
    bool isExcludedRTH = d >= dayofweek.monday and d <= dayofweek.friday and
       ((h == 9 and m >= 30 and m <= 44) or (h == 15 and m >= 45))

    // After Hours Closed: 4:00 PM to 5:59 PM ET (Mon-Fri)
    bool isAfterHoursClosed = d >= dayofweek.monday and d <= dayofweek.friday and
       (h >= 16 and h < 18)

    // Sunday Pre-Market: Sunday before 6:00 PM ET
    bool isSundayPreMarket = d == dayofweek.sunday and h < 18

    // Combine ALL periods where activity should be ignored or volume excluded from avg
    bool isExcludedPeriod = isExcludedRTH or isAfterHoursClosed or isSundayPreMarket

    [isCoreRTH, isExcludedRTH, isAfterHoursClosed, isSundayPreMarket, isExcludedPeriod]

// --- Get Time Context for Current and Previous Bar ---
[isCurrentBarCoreRTH, isCurrentBarExcludedRTH, isCurrentBarAfterHoursClosed, isCurrentBarSundayPreMarket, isCurrentBarExcludedPeriod] = getTimeContext(time, targetTimezone)
[isPreviousBarCoreRTH, isPreviousBarExcludedRTH, isPreviousBarAfterHoursClosed, isPreviousBarSundayPreMarket, isPreviousBarExcludedPeriod] = getTimeContext(time[1], targetTimezone)

// --- Calculations ---

// Volume Averaging: Exclude RTH edges, 4-6 PM ET, and Sunday Pre-6 PM ET ALWAYS
// This average is *only* used to define the huge volume spike threshold
bool excludeCurrentVolFromAvg = isCurrentBarExcludedPeriod
float volumeForAvgCalc = excludeCurrentVolFromAvg ? na : volume
float avgVolume = ta.sma(volumeForAvgCalc, volLookback)

// Dynamic Huge Volume Multiplier: Based on *previous* bar's time (Core RTH or not)
float activeHugeVolMultiplier = isPreviousBarCoreRTH ? rthHugeVolMultiplier : ethHugeVolMultiplier
// Use avgVolume[1] as current avgVolume excludes current bar, and we compare previous volume to avg *before* it
float hugeVolThreshold   = nz(avgVolume[1]) * activeHugeVolMultiplier

// --- MODIFIED Volume Conditions ---
// 1. Check if the *previous* bar had huge volume compared to its preceding average
bool isHugeVolumePrevBar = volume[1] > hugeVolThreshold and hugeVolThreshold > 0
// 2. Check if the *current* bar's volume is simply lower than the previous (huge) bar's volume
bool isVolumeLowerThanSpike = volume < volume[1]

// Trend Condition
float priceSma = ta.sma(close, trendLookback)
// Ensure trend condition uses close[2] vs sma[2] (trend state *before* the spike bar)
bool isBullishTrendBeforeSpike = close[2] > nz(priceSma[2])
bool isBearishTrendBeforeSpike = close[2] < nz(priceSma[2])

// --- Entry Time Filtering ---
// Always filter After Hours Closed and Sunday Pre-Market.
// Optionally filter RTH Edges based on input.
bool shouldFilterRthEdges = enableEntryFilterRthEdges and isCurrentBarExcludedRTH
bool isIgnoreEntryTime = shouldFilterRthEdges or isCurrentBarAfterHoursClosed or isCurrentBarSundayPreMarket

// --- MODIFIED Base Conditions ---
// Uses the simplified `isVolumeLowerThanSpike` check
bool baseLongCondition = isBearishTrendBeforeSpike and isHugeVolumePrevBar and isVolumeLowerThanSpike
bool baseShortCondition = isBullishTrendBeforeSpike and isHugeVolumePrevBar and isVolumeLowerThanSpike

// Final Conditions (Apply Time Filter)
bool finalLongCondition = baseLongCondition and not isIgnoreEntryTime
bool finalShortCondition = baseShortCondition and not isIgnoreEntryTime

// --- Stop Loss & Take Profit Calculation (Conditional Logic) ---
// This part remains the same
float atrValue = ta.atr(atrLookback)
float tickValue = syminfo.mintick
int stopLossTicks = 100 // Default fallback SL ticks
int takeProfitTicks = 200 // Default fallback TP ticks

// Check if the current symbol matches the target ticker ID
bool isTargetTicker = str.upper(syminfo.tickerid) == str.upper(nqTargetTickerId) // Case-insensitive comparison

if (isTargetTicker and tickValue > 0)
    // --- Target Ticker Logic (e.g., NQ Fixed Points) ---
    float ticksPerPoint = 1.0 / tickValue
    stopLossTicks := math.max(1, math.round(nqFixedStopPoints * ticksPerPoint))
    takeProfitTicks := math.max(1, math.round(nqFixedTpPoints * ticksPerPoint))
else if tickValue > 0 // Use only if tickValue is valid
    // --- Standard Logic (Other Tickers: ATR or Fixed) ---
    float stopLossDistance = useAtrStops ? atrValue * atrStopMultiplier : fixedStopPoints * tickValue
    float takeProfitDistance = useAtrStops ? atrValue * atrTpMultiplier : fixedTpPoints * tickValue

    // Calculate ticks, ensuring it's at least 1 tick
    stopLossTicks := na(stopLossDistance) ? 100 : math.max(1, math.round(stopLossDistance / tickValue))
    takeProfitTicks := na(takeProfitDistance) ? 200 : math.max(1, math.round(takeProfitDistance / tickValue))

// Final check to ensure SL/TP are not na
stopLossTicks := nz(stopLossTicks, 100)
takeProfitTicks := nz(takeProfitTicks, 200)


// --- Strategy Execution ---
// Uses Limit Orders based on previous bar's low/high - Remains the same
float limitEntryPriceLong = low[1]  // Target entry at the low of the huge volume bar
float limitEntryPriceShort = high[1] // Target entry at the high of the huge volume bar

if (finalLongCondition and strategy.position_size == 0)
    strategy.cancel("S") // Cancel any pending short limit order first
    strategy.entry("L", strategy.long, limit = limitEntryPriceLong)
    strategy.exit("L SL/TP", from_entry="L", loss=stopLossTicks, profit=takeProfitTicks)

if (finalShortCondition and strategy.position_size == 0)
    strategy.cancel("L") // Cancel any pending long limit order first
    strategy.entry("S", strategy.short, limit = limitEntryPriceShort)
    strategy.exit("S SL/TP", from_entry="S", loss=stopLossTicks, profit=takeProfitTicks)


// --- Plotting & Visuals ---
plot(avgVolume, title="Filtered Avg Volume", color=color.new(color.blue, 60), style=plot.style_line)
// Removed the plot for the normal volume threshold as it's no longer used

// Highlight huge volume bar (previous bar that triggered the signal)
bgcolor(isHugeVolumePrevBar[1] ? color.new(color.yellow, 85) : na, title="Huge Volume Bar [-1]")

// Highlight bars excluded from volume average calculation
bgcolor(excludeCurrentVolFromAvg ? color.new(color.teal, 90) : na, title="Vol Excluded from Avg Calc")

// Highlight bars where entries are ignored due to time filters
bgcolor(isIgnoreEntryTime and (baseLongCondition or baseShortCondition) ? color.new(color.gray, 75) : na, title="Entry Time Filtered Bar")

// --- MODIFIED Highlight base conditions met ---
// Reflects the updated base conditions using isVolumeLowerThanSpike
bgcolor(baseLongCondition and not isIgnoreEntryTime ? color.new(color.green, 90) : na, title="Base Long Condition Met")
bgcolor(baseShortCondition and not isIgnoreEntryTime ? color.new(color.red, 90) : na, title="Base Short Condition Met")

plot(priceSma, title="Trend SMA", color=color.gray)

// Plot SL/TP levels for visualization - Remains the same
var float entryPrice = na
var float slLevel = na
var float tpLevel = na

if (strategy.opentrades > 0 and strategy.opentrades[1] == 0) // Just entered a trade
    entryPrice := strategy.opentrades.entry_price(0)
    if (strategy.position_size > 0) // Long
        slLevel := entryPrice - stopLossTicks * tickValue
        tpLevel := entryPrice + takeProfitTicks * tickValue
    else // Short
        slLevel := entryPrice + stopLossTicks * tickValue
        tpLevel := entryPrice - takeProfitTicks * tickValue
else if (strategy.opentrades == 0 and strategy.opentrades[1] > 0) // Position closed
    entryPrice := na
    slLevel := na
    tpLevel := na
else if (strategy.opentrades > 0) // Position still open
    entryPrice := strategy.opentrades.entry_price(0)
    if (strategy.position_size > 0) // Long
        slLevel := entryPrice - stopLossTicks * tickValue
        tpLevel := entryPrice + takeProfitTicks * tickValue
    else // Short
        slLevel := entryPrice + stopLossTicks * tickValue
        tpLevel := entryPrice - takeProfitTicks * tickValue

plot(strategy.opentrades > 0 ? slLevel : na, title="Stop Loss Level", color=color.red, style=plot.style_linebr)
plot(strategy.opentrades > 0 ? tpLevel : na, title="Take Profit Level", color=color.green, style=plot.style_linebr)

// Optional Debugging Plots
// plotchar(isHugeVolumePrevBar, "HugeVol[1]", "H", location.bottom, color.yellow, size=size.tiny)
// plotchar(isVolumeLowerThanSpike, "VolLow", "v", location.bottom, color.purple, size=size.tiny) // Changed char
// plotchar(finalLongCondition, "FinalLong", "L", location.top, color.green, size=size.tiny)
// plotchar(finalShortCondition, "FinalShort", "S", location.top, color.red, size=size.tiny)
// plot(finalLongCondition ? limitEntryPriceLong : na, "Long Limit Target", color.lime, style=plot.style_circles, linewidth=2)
// plot(finalShortCondition ? limitEntryPriceShort : na, "Short Limit Target", color.fuchsia, style=plot.style_circles, linewidth=2)