forex-scalping.com

Code: Select all

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Institutional Breakout Scalper [M15/M5/M1]

//@version=5
indicator("Institutional Breakout Scalper [M15/M5/M1]", shorttitle="IBS [M1/M5]", overlay=true, max_lines_count=500, max_boxes_count=200, max_labels_count=200)

// ============================================================================
// 1. USER INPUTS & STRATEGY PARAMETERS
// ============================================================================
grp_sess = "1. Session Windows & Liquidity Ranges (UTC)"
asianSess       = input.session("0000-0630", "Asian Range (Liquidity Pool)", group=grp_sess)
preNySess       = input.session("1030-1215", "Pre-NY Consolidation Range", group=grp_sess)
lonExecSess     = input.session("0700-1000", "London Execution Window", group=grp_sess)
nyExecSess      = input.session("1230-1530", "NY Open Execution Window", group=grp_sess)
useSessionGate  = input.bool(true, "Restrict Signals to Execution Windows", group=grp_sess)
usePreNyRange   = input.bool(true, "Trade Pre-NY Range Breakouts", group=grp_sess)
usePdhPdl       = input.bool(true, "Trade Previous Day High/Low (PDH/PDL)", group=grp_sess)

grp_mtf = "2. M5 Compression & Trend Filters (Non-Repainting)"
m5EmaLen        = input.int(20, "M5 EMA Length", minval=5, group=grp_mtf)
m5AtrLen        = input.int(14, "M5 ATR Length", minval=5, group=grp_mtf)
minM5AtrPips    = input.float(3.5, "Minimum M5 ATR Threshold (Pips)", minval=0.5, step=0.5, group=grp_mtf, tooltip="Use 3.5 for EURUSD, 4.5 for GBPUSD/USDJPY.")
requireM5Filter = input.bool(true, "Enforce M5 EMA & ATR Alignment", group=grp_mtf)

grp_disp = "3. M1 Displacement Candle Rules"
minBodyPct      = input.float(65.0, "Min Body-to-Range Ratio (%)", minval=30.0, maxval=95.0, step=5.0, group=grp_disp)
minClearancePct = input.float(50.0, "Min Body Clearance Beyond Level (%)", minval=10.0, maxval=90.0, step=5.0, group=grp_disp)
volSmaLen       = input.int(20, "Tick Volume SMA Length", minval=5, group=grp_disp)
minVolMult      = input.float(1.5, "Min Volume Expansion Multiplier", minval=1.0, step=0.1, group=grp_disp)
m1AtrLen        = input.int(14, "M1 ATR Length", minval=5, group=grp_disp)
minM1AtrMult    = input.float(1.2, "Min Candle Length (x M1 ATR)", minval=0.5, step=0.1, group=grp_disp)
maxM1AtrMult    = input.float(2.5, "Anti-Exhaustion Cap (x M1 ATR)", minval=1.5, step=0.1, group=grp_disp)

grp_risk = "4. Execution, Risk & Position Sizing"
acctBalance     = input.float(50000.0, "Account Balance ($)", minval=100.0, step=1000.0, group=grp_risk)
riskPct         = input.float(0.5, "Risk Per Trade (%)", minval=0.1, maxval=5.0, step=0.1, group=grp_risk)
pipValuePerLot  = input.float(10.0, "Pip Value per Standard Lot ($)", minval=1.0, step=0.5, group=grp_risk, tooltip="$10 for USD-quoted majors (EURUSD, GBPUSD).")
entryBufferPips = input.float(0.4, "Model A Limit Entry Buffer (Pips)", minval=0.0, step=0.1, group=grp_risk)
slBufferPips    = input.float(1.2, "Stop-Loss Buffer Beyond Candle (Pips)", minval=0.5, step=0.1, group=grp_risk)
maxDecayBars    = input.int(4, "Model A Time Decay Limit (M1 Bars)", minval=1, maxval=15, group=grp_risk)
showHud         = input.bool(true, "Show Institutional Telemetry HUD", group=grp_risk)

// ============================================================================
// 2. PIP CONVERSION & NON-REPAINTING MTF DATA
// ============================================================================
pipSize = syminfo.mintick * (syminfo.mintick == 0.00001 or syminfo.mintick == 0.001 ? 10 : 1)

// Local M1 Indicators
m1Ema = ta.ema(close, 20)
m1Atr = ta.atr(m1AtrLen)
volSma = ta.sma(volume, volSmaLen)

// Non-Repainting M5 Data (Confirmed closed M5 bar values)
m5EmaExpr = ta.ema(close, m5EmaLen)
m5AtrExpr = ta.atr(m5AtrLen)
[m5Close, m5Ema, m5EmaPrev, m5Atr] = request.security(syminfo.tickerid, "5", [close[1], m5EmaExpr[1], m5EmaExpr[2], m5AtrExpr[1]], barmerge.gaps_off, barmerge.lookahead_on)

// Non-Repainting Previous Day High & Low (PDH / PDL)
[pdh, pdl] = request.security(syminfo.tickerid, "D", [high[1], low[1]], barmerge.gaps_off, barmerge.lookahead_on)

// Evaluate M5 Institutional Filters
m5AtrPips  = m5Atr / pipSize
isM5AtrOk  = m5AtrPips >= minM5AtrPips
isM5Bull   = m5Close > m5Ema and m5Ema > m5EmaPrev
isM5Bear   = m5Close < m5Ema and m5Ema < m5EmaPrev

// ============================================================================
// 3. SESSION & LIQUIDITY POOL TRACKING (ASIAN, PRE-NY, PDH/PDL)
// ============================================================================
inAsian  = not na(time(timeframe.period, asianSess + ":1234567", "UTC"))
inPreNy  = not na(time(timeframe.period, preNySess + ":1234567", "UTC"))
inLonExe = not na(time(timeframe.period, lonExecSess + ":1234567", "UTC"))
inNyExe  = not na(time(timeframe.period, nyExecSess + ":1234567", "UTC"))
inExecWindow = not useSessionGate or inLonExe or inNyExe

// Asian Range Variables
var float asianHigh = na
var float asianLow  = na
var bool  asianHighBroken = false
var bool  asianLowBroken  = false

if inAsian and not inAsian[1]
    asianHigh       := high
    asianLow        := low
    asianHighBroken := false
    asianLowBroken  := false
else if inAsian
    asianHigh := math.max(nz(asianHigh, high), high)
    asianLow  := math.min(nz(asianLow, low), low)

// Pre-NY Range Variables
var float preNyHigh = na
var float preNyLow  = na
var bool  preNyHighBroken = false
var bool  preNyLowBroken  = false

if inPreNy and not inPreNy[1]
    preNyHigh       := high
    preNyLow        := low
    preNyHighBroken := false
    preNyLowBroken  := false
else if inPreNy
    preNyHigh := math.max(nz(preNyHigh, high), high)
    preNyLow  := math.min(nz(preNyLow, low), low)

// Reset PDH/PDL break flags on new trading day
var bool pdhBroken = false
var bool pdlBroken = false
if ta.change(time("D"))
    pdhBroken := false
    pdlBroken := false
    preNyHigh := na
    preNyLow  := na

// ============================================================================
// 4. M1 DISPLACEMENT CANDLE ENGINE
// ============================================================================
candleRange = high - low
candleBody  = math.abs(close - open)
bodyRatio   = candleRange > 0 ? (candleBody / candleRange) * 100.0 : 0.0

isBodyValid = bodyRatio >= minBodyPct
isVolValid  = volume >= (volSma * minVolMult)
isAtrValid  = candleRange >= (m1Atr * minM1AtrMult) and candleRange <= (m1Atr * maxM1AtrMult)
isBaseDisp  = isBodyValid and isVolValid and isAtrValid

// Helper function to validate clearance across a specific horizontal liquidity level
f_checkBullBreak(float lvl, bool alreadyBroken) =>
    if na(lvl) or alreadyBroken or close <= open
        false
    else
        clearance = close - lvl
        open < lvl and close > lvl and (clearance / candleBody) * 100.0 >= minClearancePct

f_checkBearBreak(float lvl, bool alreadyBroken) =>
    if na(lvl) or alreadyBroken or close >= open
        false
    else
        clearance = lvl - close
        open > lvl and close < lvl and (clearance / candleBody) * 100.0 >= minClearancePct

// Check individual liquidity pools once their formation window is complete
asianReady = not inAsian and not na(asianHigh)
preNyReady = usePreNyRange and not inPreNy and not na(preNyHigh)
pdhReady   = usePdhPdl and not na(pdh)

bullAsian = asianReady and f_checkBullBreak(asianHigh, asianHighBroken)
bearAsian = asianReady and f_checkBearBreak(asianLow, asianLowBroken)

bullPreNy = preNyReady and f_checkBullBreak(preNyHigh, preNyHighBroken)
bearPreNy = preNyReady and f_checkBearBreak(preNyLow, preNyLowBroken)

bullPdh   = pdhReady and f_checkBullBreak(pdh, pdhBroken)
bearPdl   = pdhReady and f_checkBearBreak(pdl, pdlBroken)

// Combine with M5 filter and Execution Window
m5BullGate = not requireM5Filter or (isM5AtrOk and isM5Bull)
m5BearGate = not requireM5Filter or (isM5AtrOk and isM5Bear)

validBullDisp = inExecWindow and isBaseDisp and m5BullGate and (bullAsian or bullPreNy or bullPdh)
validBearDisp = inExecWindow and isBaseDisp and m5BearGate and (bearAsian or bearPreNy or bearPdl)

// Identify the exact broken level and mark it as consumed for the session
float brokenLvl = na
string lvlName  = ""

if validBullDisp
    if bullAsian
        brokenLvl       := asianHigh
        lvlName         := "Asian High"
        asianHighBroken := true
    else if bullPreNy
        brokenLvl       := preNyHigh
        lvlName         := "Pre-NY High"
        preNyHighBroken := true
    else if bullPdh
        brokenLvl       := pdh
        lvlName         := "PDH"
        pdhBroken       := true

if validBearDisp
    if bearAsian
        brokenLvl      := asianLow
        lvlName        := "Asian Low"
        asianLowBroken := true
    else if bearPreNy
        brokenLvl      := preNyLow
        lvlName        := "Pre-NY Low"
        preNyLowBroken := true
    else if bearPdl
        brokenLvl      := pdl
        lvlName        := "PDL"
        pdlBroken      := true

// Cancel out untouched levels if price breaks through without valid displacement criteria
if asianReady and close > asianHigh and not validBullDisp
    asianHighBroken := true
if asianReady and close < asianLow and not validBearDisp
    asianLowBroken  := true
if preNyReady and close > preNyHigh and not validBullDisp
    preNyHighBroken := true
if preNyReady and close < preNyLow and not validBearDisp
    preNyLowBroken  := true
if pdhReady and close > pdh and not validBullDisp
    pdhBroken       := true
if pdhReady and close < pdl and not validBearDisp
    pdlBroken       := true

// ============================================================================
// 5. STATE MACHINE: MODEL A LIMIT RETEST, 4-MIN DECAY & 2-BAR TRAP FILTER
// ============================================================================
// States: 0 = Flat, 1 = Pending Limit Order, 2 = Active Position
var int   tradeState     = 0
var int   tradeDir       = 0      // 1 = Long, -1 = Short
var int   signalBarIndex = na
var float activeLevel    = na
var float entryPrice     = na
var float slPrice        = na
var float tp1Price       = na
var float tp2Price       = na
var float activeLots     = na
var int   insideRangeCnt = 0

bool evtLimitFilled  = false
bool evtOrderExpired = false
bool evtTrapScratch  = false
bool evtTp2Hit       = false
bool evtSlHit        = false

// Manage Pending Order (State 1)
if tradeState == 1
    barsElapsed = bar_index - signalBarIndex
    if tradeDir == 1
        // Check if limit filled
        if low <= entryPrice
            tradeState     := 2
            insideRangeCnt := 0
            evtLimitFilled := true
        // Check 4-minute time decay or runaway 1.5R move before fill
        else if barsElapsed > maxDecayBars or high >= tp1Price
            tradeState      := 0
            evtOrderExpired := true
    else if tradeDir == -1
        if high >= entryPrice
            tradeState     := 2
            insideRangeCnt := 0
            evtLimitFilled := true
        else if barsElapsed > maxDecayBars or low <= tp1Price
            tradeState      := 0
            evtOrderExpired := true

// Manage Active Trade (State 2)
else if tradeState == 2
    if tradeDir == 1
        // Check SL or TP2 first
        if low <= slPrice
            tradeState := 0
            evtSlHit   := true
        else if high >= tp2Price
            tradeState := 0
            evtTp2Hit  := true
        else
            // Two-Candle Acceptance Failure Rule (Bull Trap Filter)
            insideRangeCnt := close < activeLevel ? insideRangeCnt + 1 : 0
            if insideRangeCnt >= 2
                tradeState     := 0
                evtTrapScratch := true
    else if tradeDir == -1
        if high >= slPrice
            tradeState := 0
            evtSlHit   := true
        else if low <= tp2Price
            tradeState := 0
            evtTp2Hit  := true
        else
            // Two-Candle Acceptance Failure Rule (Bear Trap Filter)
            insideRangeCnt := close > activeLevel ? insideRangeCnt + 1 : 0
            if insideRangeCnt >= 2
                tradeState     := 0
                evtTrapScratch := true

// Trigger New Setup on Valid M1 Displacement Candle
if (validBullDisp or validBearDisp) and tradeState == 0
    tradeState     := 1
    tradeDir       := validBullDisp ? 1 : -1
    signalBarIndex := bar_index
    activeLevel    := brokenLvl
    insideRangeCnt := 0
    
    entryPrice     := validBullDisp ? activeLevel + (entryBufferPips * pipSize) : activeLevel - (entryBufferPips * pipSize)
    slPrice        := validBullDisp ? low - (slBufferPips * pipSize) : high + (slBufferPips * pipSize)
    
    // Enforce minimum 3.5-pip structural stop distance
    minSlDist      = 3.5 * pipSize
    if math.abs(entryPrice - slPrice) < minSlDist
        slPrice := validBullDisp ? entryPrice - minSlDist : entryPrice + minSlDist
        
    riskDist   = math.abs(entryPrice - slPrice)
    slPips     = riskDist / pipSize
    tp1Price   := validBullDisp ? entryPrice + (riskDist * 1.5) : entryPrice - (riskDist * 1.5)
    tp2Price   := validBullDisp ? entryPrice + (riskDist * 2.5) : entryPrice - (riskDist * 2.5)
    
    // Dynamic Position Size Calculation (Standard Lots)
    riskDollars = acctBalance * (riskPct / 100.0)
    activeLots  := slPips > 0 ? riskDollars / (slPips * pipValuePerLot) : 0.0

    // Draw Setup Visuals (Boxes & Labels)
    boxRight = bar_index + 12
    box.new(bar_index, tp2Price, boxRight, entryPrice, border_color=color.new(color.teal, 40), bgcolor=color.new(color.teal, 85), text="TP2 (+2.5R)\nTP1 (+1.5R): " + str.tostring(tp1Price, format.mintick), text_color=color.white, text_size=size.small)
    box.new(bar_index, entryPrice, boxRight, slPrice, border_color=color.new(color.maroon, 40), bgcolor=color.new(color.maroon, 85), text="SL (" + str.tostring(slPips, "#.#") + "p)", text_color=color.white, text_size=size.small)
    
    lblText = (validBullDisp ? "LONG " : "SHORT ") + lvlName + "\nLimit: " + str.tostring(entryPrice, format.mintick) + "\nSize: " + str.tostring(activeLots, "#.##") + " Lots"
    label.new(bar_index, validBullDisp ? low : high, lblText, style=validBullDisp ? label.style_label_up : label.style_label_down, color=validBullDisp ? color.teal : color.maroon, textcolor=color.white, size=size.small)

// ============================================================================
// 6. CHART PLOTS, BAR COLORING & HUD TABLE
// ============================================================================
plot(m1Ema, "M1 20 EMA", color=color.new(color.aqua, 20), linewidth=1)
plot(m5Ema, "M5 20 EMA (MTF)", color=color.new(color.orange, 10), linewidth=2)

plot(not inAsian ? asianHigh : na, "Asian High", color=color.new(color.yellow, 15), style=plot.style_linebr, linewidth=2)
plot(not inAsian ? asianLow  : na, "Asian Low",  color=color.new(color.yellow, 15), style=plot.style_linebr, linewidth=2)

plot(usePreNyRange and not inPreNy ? preNyHigh : na, "Pre-NY High", color=color.new(color.fuchsia, 25), style=plot.style_linebr, linewidth=1)
plot(usePreNyRange and not inPreNy ? preNyLow  : na, "Pre-NY Low",  color=color.new(color.fuchsia, 25), style=plot.style_linebr, linewidth=1)

plot(usePdhPdl ? pdh : na, "PDH", color=color.new(color.gray, 30), style=plot.style_circles, linewidth=1)
plot(usePdhPdl ? pdl : na, "PDL", color=color.new(color.gray, 30), style=plot.style_circles, linewidth=1)

// Highlight Active Execution Sessions & Displacement Candles
bgcolor(inLonExe or inNyExe ? color.new(color.blue, 94) : na, title="Execution Window Highlight")
barcolor(validBullDisp ? color.lime : validBearDisp ? color.red : na, title="Displacement Candle Highlight")

// Plot State Transition Markers
plotshape(evtLimitFilled,  title="Limit Order Filled",    style=shape.circle,   location=location.abovebar, color=color.aqua,   size=size.tiny, text="FILL")
plotshape(evtOrderExpired, title="4-Min Decay Cancelled", style=shape.xcross,   location=location.abovebar, color=color.gray,   size=size.tiny, text="4m EXP")
plotshape(evtTrapScratch,  title="2-Bar Trap Scratch",    style=shape.Warning,  location=location.abovebar, color=color.orange, size=size.small, text="TRAP SCRATCH")

// Institutional Telemetry HUD
var table hud = table.new(position.top_right, 2, 7, bgcolor=color.new(color.black, 20), border_color=color.new(color.gray, 60), border_width=1)
if barstate.islast and showHud
    sessStr = inLonExe ? "LONDON OPEN (ACTIVE)" : inNyExe ? "NY OPEN (ACTIVE)" : inAsian ? "ASIAN (BUILDING)" : "OFF-PEAK (STANDBY)"
    sessCol = (inLonExe or inNyExe) ? color.lime : color.gray
    
    biasStr = isM5Bull ? "BULLISH (Above 20 EMA)" : isM5Bear ? "BEARISH (Below 20 EMA)" : "NEUTRAL / CHOP"
    biasCol = isM5Bull ? color.lime : isM5Bear ? color.red : color.orange
    
    stateStr = tradeState == 1 ? "PENDING LIMIT (4m Timer)" : tradeState == 2 ? "IN POSITION (Monitoring)" : "SCANNING LEVELS"
    stateCol = tradeState == 1 ? color.yellow : tradeState == 2 ? color.aqua : color.white

    table.cell(hud, 0, 0, "INSTITUTIONAL SCALPER", text_color=color.white, bgcolor=color.new(color.blue, 40), text_size=size.small)
    table.cell(hud, 1, 0, syminfo.ticker, text_color=color.white, bgcolor=color.new(color.blue, 40), text_size=size.small)
    
    table.cell(hud, 0, 1, "Session Window", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 1, sessStr, text_color=sessCol, text_size=size.small)
    
    table.cell(hud, 0, 2, "M5 Volatility (ATR)", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 2, str.tostring(m5AtrPips, "#.##") + " Pips " + (isM5AtrOk ? "[OK]" : "[LOW]"), text_color=isM5AtrOk ? color.lime : color.red, text_size=size.small)
    
    table.cell(hud, 0, 3, "M5 20 EMA Pressure", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 3, biasStr, text_color=biasCol, text_size=size.small)
    
    table.cell(hud, 0, 4, "M1 Volume Spike", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 4, str.tostring(volume / volSma, "#.##") + "x Avg", text_color=isVolValid ? color.lime : color.silver, text_size=size.small)
    
    table.cell(hud, 0, 5, "Engine Status", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 5, stateStr, text_color=stateCol, text_size=size.small)
    
    table.cell(hud, 0, 6, "Last Calc Lot Size", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 6, na(activeLots) ? "N/A" : str.tostring(activeLots, "#.##") + " Lots (" + str.tostring(riskPct) + "%)", text_color=color.aqua, text_size=size.small)

// ============================================================================
// 7. REAL-TIME EXECUTION ALERTS
// ============================================================================
alertcondition(validBullDisp,   title="1. Bullish Displacement Setup", message="BULLISH M1 Displacement Breakout on {{ticker}}! Place Limit Retest Order.")
alertcondition(validBearDisp,   title="2. Bearish Displacement Setup", message="BEARISH M1 Displacement Breakout on {{ticker}}! Place Limit Retest Order.")
alertcondition(evtLimitFilled,  title="3. Model A Limit Order Filled", message="Model A Limit Order FILLED on {{ticker}}.")
alertcondition(evtOrderExpired, title="4. Limit Cancelled (4-Min Rule)", message="CANCEL PENDING LIMIT on {{ticker}}: 4-Minute Time Decay or 1.5R reached unfilled.")
alertcondition(evtTrapScratch,  title="5. EMERGENCY: 2-Bar Trap Scratch", message="TRAP DETECTED on {{ticker}}: 2 consecutive M1 closes back inside range. SCRATCH TRADE AT MARKET!")

Code: Select all

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Institutional Breakout Scalper Strategy [M15/M5/M1]

//@version=5
strategy(
     title               = "Institutional Breakout Scalper Strategy [M15/M5/M1]",
     shorttitle          = "IBS Strategy [M1/M5]",
     overlay             = true,
     initial_capital     = 50000,
     default_qty_type    = strategy.fixed,
     currency            = currency.USD,
     commission_type     = strategy.commission.cash_per_contract,
     commission_value    = 0.000035, // $3.50 per side per 100,000 units ($7.00 round-turn per Standard Lot)
     slippage            = 1,
     process_orders_on_close = true,
     calc_on_every_tick  = false,
     max_lines_count     = 500,
     max_boxes_count     = 200,
     max_labels_count    = 200
)

// ============================================================================
// 1. USER INPUTS & STRATEGY PARAMETERS
// ============================================================================
grp_sess = "1. Session Windows & Liquidity Ranges (UTC)"
asianSess        = input.session("0000-0630", "Asian Range (Liquidity Pool)", group=grp_sess)
preNySess        = input.session("1030-1215", "Pre-NY Consolidation Range", group=grp_sess)
lonExecSess      = input.session("0700-1000", "London Execution Window", group=grp_sess)
nyExecSess       = input.session("1230-1530", "NY Open Execution Window", group=grp_sess)
useSessionGate   = input.bool(true, "Restrict Entries to Execution Windows", group=grp_sess)
usePreNyRange    = input.bool(true, "Trade Pre-NY Range Breakouts", group=grp_sess)
usePdhPdl        = input.bool(true, "Trade Previous Day High/Low (PDH/PDL)", group=grp_sess)

grp_mtf = "2. M5 Compression & Trend Filters (Non-Repainting)"
m5EmaLen         = input.int(20, "M5 EMA Length", minval=5, group=grp_mtf)
m5AtrLen         = input.int(14, "M5 ATR Length", minval=5, group=grp_mtf)
minM5AtrPips     = input.float(3.5, "Minimum M5 ATR Threshold (Pips)", minval=0.5, step=0.5, group=grp_mtf, tooltip="3.5 for EURUSD, 4.5 for GBPUSD/USDJPY.")
requireM5Filter  = input.bool(true, "Enforce M5 EMA & ATR Alignment", group=grp_mtf)

grp_disp = "3. M1 Displacement Candle Rules"
minBodyPct       = input.float(65.0, "Min Body-to-Range Ratio (%)", minval=30.0, maxval=95.0, step=5.0, group=grp_disp)
minClearancePct  = input.float(50.0, "Min Body Clearance Beyond Level (%)", minval=10.0, maxval=90.0, step=5.0, group=grp_disp)
volSmaLen        = input.int(20, "Tick Volume SMA Length", minval=5, group=grp_disp)
minVolMult       = input.float(1.5, "Min Volume Expansion Multiplier", minval=1.0, step=0.1, group=grp_disp)
m1AtrLen         = input.int(14, "M1 ATR Length", minval=5, group=grp_disp)
minM1AtrMult     = input.float(1.2, "Min Candle Length (x M1 ATR)", minval=0.5, step=0.1, group=grp_disp)
maxM1AtrMult     = input.float(2.5, "Anti-Exhaustion Cap (x M1 ATR)", minval=1.5, step=0.1, group=grp_disp)

grp_exec = "4. Order Execution, Scaling & Trail Rules"
entryBufferPips  = input.float(0.4, "Model A Limit Entry Buffer (Pips)", minval=0.0, step=0.1, group=grp_exec)
slBufferPips     = input.float(1.2, "Stop-Loss Buffer Beyond Candle (Pips)", minval=0.5, step=0.1, group=grp_exec)
beOffsetPips     = input.float(0.3, "Breakeven Offset After TP1 (Pips)", minval=0.0, step=0.1, group=grp_exec)
maxDecayBars     = input.int(4, "Model A Time Decay Limit (M1 Bars)", minval=1, maxval=15, group=grp_exec)
tp1R             = input.float(1.5, "TP1 Target (R-Multiple, 50% Qty)", minval=0.5, step=0.25, group=grp_exec)
tp2R             = input.float(2.5, "TP2 Target (R-Multiple, 30% Qty)", minval=1.0, step=0.25, group=grp_exec)
emaTrailMode     = input.string("Full Candle Close Opposite EMA", "Runner (20%) M1 20 EMA Trail Rule", options=["Full Candle Close Opposite EMA", "Single Close Opposite EMA", "Ratchet Hard Stop Along EMA"], group=grp_exec)
useStallFilter   = input.bool(true, "Scratch Trade if Stalled 6 Bars Under +0.5R", group=grp_exec)

grp_risk = "5. Risk Sizing & Session Circuit Breakers"
riskPct          = input.float(0.5, "Risk Per Trade (% of Equity)", minval=0.1, maxval=5.0, step=0.1, group=grp_risk)
pipValuePerLot   = input.float(10.0, "Pip Value per Standard Lot ($)", minval=1.0, step=0.5, group=grp_risk, tooltip="$10 for EURUSD/GBPUSD. Adjust to ~$6.70 for USDJPY.")
contractMult     = input.int(100000, "Units per Standard Lot", options=[100000, 1], group=grp_risk, tooltip="Use 100000 for standard Forex feeds (OANDA/FXCM) or 1 if broker quotes directly in lots.")
useBreakers      = input.bool(true, "Enforce Daily -2.0R Stop & 3-Trade Session Cap", group=grp_risk)
maxDailyLossR    = input.float(-2.0, "Daily Max Drawdown Breaker (R)", maxval=-0.5, step=0.5, group=grp_risk)
maxSessProfitR   = input.float(2.5, "Session Profit Lock Target (R)", minval=1.0, step=0.5, group=grp_risk)
maxTradesPerSess = input.int(3, "Max Executed Trades Per Session", minval=1, maxval=10, group=grp_risk)
showHud          = input.bool(true, "Show Strategy Telemetry HUD", group=grp_risk)

// ============================================================================
// 2. PIP CONVERSION & NON-REPAINTING MTF DATA
// ============================================================================
pipSize = syminfo.mintick * (syminfo.mintick == 0.00001 or syminfo.mintick == 0.001 ? 10 : 1)

// Local M1 Indicators
m1Ema  = ta.ema(close, 20)
m1Atr  = ta.atr(m1AtrLen)
volSma = ta.sma(volume, volSmaLen)

// Non-Repainting M5 Data (Confirmed closed M5 bar values)
m5EmaExpr = ta.ema(close, m5EmaLen)
m5AtrExpr = ta.atr(m5AtrLen)
[m5Close, m5Ema, m5EmaPrev, m5Atr] = request.security(syminfo.tickerid, "5", [close[1], m5EmaExpr[1], m5EmaExpr[2], m5AtrExpr[1]], barmerge.gaps_off, barmerge.lookahead_on)

// Non-Repainting Previous Day High & Low (PDH / PDL)
[pdh, pdl] = request.security(syminfo.tickerid, "D", [high[1], low[1]], barmerge.gaps_off, barmerge.lookahead_on)

// Evaluate M5 Institutional Filters
m5AtrPips = m5Atr / pipSize
isM5AtrOk = m5AtrPips >= minM5AtrPips
isM5Bull  = m5Close > m5Ema and m5Ema > m5EmaPrev
isM5Bear  = m5Close < m5Ema and m5Ema < m5EmaPrev

// ============================================================================
// 3. SESSION & CIRCUIT BREAKER TRACKING
// ============================================================================
inAsian  = not na(time(timeframe.period, asianSess + ":1234567", "UTC"))
inPreNy  = not na(time(timeframe.period, preNySess + ":1234567", "UTC"))
inLonExe = not na(time(timeframe.period, lonExecSess + ":1234567", "UTC"))
inNyExe  = not na(time(timeframe.period, nyExecSess + ":1234567", "UTC"))
inExecWindow = not useSessionGate or inLonExe or inNyExe

// Track Daily & Session Realized R-Multiples and Trade Counts
var float dayStartEquity  = strategy.equity
var float sessStartEquity = strategy.equity
var int   sessTradeCount  = 0
var int   lastClosedCount = 0

if ta.change(time("D"))
    dayStartEquity := strategy.equity

if (inLonExe and not inLonExe[1]) or (inNyExe and not inNyExe[1])
    sessStartEquity := strategy.equity
    sessTradeCount  := 0

oneRiskDollars = strategy.equity * (riskPct / 100.0)
dailyNetR      = oneRiskDollars > 0 ? (strategy.equity - dayStartEquity) / oneRiskDollars : 0.0
sessNetR       = oneRiskDollars > 0 ? (strategy.equity - sessStartEquity) / oneRiskDollars : 0.0

breakerTripped = useBreakers and (dailyNetR <= maxDailyLossR or sessNetR >= maxSessProfitR or sessTradeCount >= maxTradesPerSess)

// ============================================================================
// 4. LIQUIDITY POOL TRACKING (ASIAN, PRE-NY, PDH/PDL)
// ============================================================================
var float asianHigh       = na
var float asianLow        = na
var bool  asianHighBroken = false
var bool  asianLowBroken  = false

if inAsian and not inAsian[1]
    asianHigh       := high
    asianLow        := low
    asianHighBroken := false
    asianLowBroken  := false
else if inAsian
    asianHigh := math.max(nz(asianHigh, high), high)
    asianLow  := math.min(nz(asianLow, low), low)

var float preNyHigh       = na
var float preNyLow        = na
var bool  preNyHighBroken = false
var bool  preNyLowBroken  = false

if inPreNy and not inPreNy[1]
    preNyHigh       := high
    preNyLow        := low
    preNyHighBroken := false
    preNyLowBroken  := false
else if inPreNy
    preNyHigh := math.max(nz(preNyHigh, high), high)
    preNyLow  := math.min(nz(preNyLow, low), low)

var bool pdhBroken = false
var bool pdlBroken = false
if ta.change(time("D"))
    pdhBroken := false
    pdlBroken := false
    preNyHigh := na
    preNyLow  := na

// ============================================================================
// 5. M1 DISPLACEMENT CANDLE ENGINE
// ============================================================================
candleRange = high - low
candleBody  = math.abs(close - open)
bodyRatio   = candleRange > 0 ? (candleBody / candleRange) * 100.0 : 0.0

isBodyValid = bodyRatio >= minBodyPct
isVolValid  = volume >= (volSma * minVolMult)
isAtrValid  = candleRange >= (m1Atr * minM1AtrMult) and candleRange <= (m1Atr * maxM1AtrMult)
isBaseDisp  = isBodyValid and isVolValid and isAtrValid

f_checkBullBreak(float lvl, bool alreadyBroken) =>
    if na(lvl) or alreadyBroken or close <= open
        false
    else
        clearance = close - lvl
        open < lvl and close > lvl and (clearance / candleBody) * 100.0 >= minClearancePct

f_checkBearBreak(float lvl, bool alreadyBroken) =>
    if na(lvl) or alreadyBroken or close >= open
        false
    else
        clearance = lvl - close
        open > lvl and close < lvl and (clearance / candleBody) * 100.0 >= minClearancePct

asianReady = not inAsian and not na(asianHigh)
preNyReady = usePreNyRange and not inPreNy and not na(preNyHigh)
pdhReady   = usePdhPdl and not na(pdh)

bullAsian = asianReady and f_checkBullBreak(asianHigh, asianHighBroken)
bearAsian = asianReady and f_checkBearBreak(asianLow, asianLowBroken)
bullPreNy = preNyReady and f_checkBullBreak(preNyHigh, preNyHighBroken)
bearPreNy = preNyReady and f_checkBearBreak(preNyLow, preNyLowBroken)
bullPdh   = pdhReady and f_checkBullBreak(pdh, pdhBroken)
bearPdl   = pdhReady and f_checkBearBreak(pdl, pdlBroken)

m5BullGate = not requireM5Filter or (isM5AtrOk and isM5Bull)
m5BearGate = not requireM5Filter or (isM5AtrOk and isM5Bear)

validBullDisp = inExecWindow and not breakerTripped and isBaseDisp and m5BullGate and (bullAsian or bullPreNy or bullPdh)
validBearDisp = inExecWindow and not breakerTripped and isBaseDisp and m5BearGate and (bearAsian or bearPreNy or bearPdl)

float brokenLvl = na
string lvlName  = ""

if validBullDisp
    if bullAsian
        brokenLvl       := asianHigh
        lvlName         := "Asian High"
        asianHighBroken := true
    else if bullPreNy
        brokenLvl       := preNyHigh
        lvlName         := "Pre-NY High"
        preNyHighBroken := true
    else if bullPdh
        brokenLvl       := pdh
        lvlName         := "PDH"
        pdhBroken       := true

if validBearDisp
    if bearAsian
        brokenLvl      := asianLow
        lvlName        := "Asian Low"
        asianLowBroken := true
    else if bearPreNy
        brokenLvl      := preNyLow
        lvlName        := "Pre-NY Low"
        preNyLowBroken := true
    else if bearPdl
        brokenLvl      := pdl
        lvlName        := "PDL"
        pdlBroken      := true

// Consume levels broken without valid displacement
if asianReady and close > asianHigh and not validBullDisp
    asianHighBroken := true
if asianReady and close < asianLow and not validBearDisp
    asianLowBroken  := true
if preNyReady and close > preNyHigh and not validBullDisp
    preNyHighBroken := true
if preNyReady and close < preNyLow and not validBearDisp
    preNyLowBroken  := true
if pdhReady and close > pdh and not validBullDisp
    pdhBroken       := true
if pdhReady and close < pdl and not validBearDisp
    pdlBroken       := true

// ============================================================================
// 6. STRATEGY EXECUTION ENGINE (LIMIT ORDERS, SCALING, BE, 20 EMA TRAIL)
// ============================================================================
var bool  orderPending   = false
var int   pendingDir     = 0
var int   signalBarIndex = na
var int   entryBarIndex  = na
var float activeLevel    = na
var float entryPrice     = na
var float initSlPrice    = na
var float currentSlPrice = na
var float runnerSlPrice  = na
var float tp1Price       = na
var float tp2Price       = na
var float halfRPrice     = na
var float activeLots     = na
var bool  tp1Reached     = false
var bool  tp2Reached     = false
var bool  halfRReached   = false
var int   insideRangeCnt = 0

bool evtOrderExpired = false
bool evtTrapScratch  = false
bool evtStallScratch = false
bool evtEmaTrailExit = false

isFlat  = strategy.position_size == 0
isLong  = strategy.position_size > 0
isShort = strategy.position_size < 0

// Detect New Fill
justEntered = (isLong and strategy.position_size[1] <= 0) or (isShort and strategy.position_size[1] >= 0)
if justEntered
    orderPending   := false
    entryBarIndex  := bar_index
    sessTradeCount += 1
    insideRangeCnt := 0

// Reset flags when flat and no order is pending
if isFlat and not orderPending
    tp1Reached     := false
    tp2Reached     := false
    halfRReached   := false
    insideRangeCnt := 0

// ----------------------------------------------------------------------------
// A. MANAGE PENDING LIMIT ORDER (4-MINUTE TIME DECAY RULE)
// ----------------------------------------------------------------------------
if isFlat and orderPending
    barsWaiting = bar_index - signalBarIndex
    unfilledRunaway = (pendingDir == 1 and high >= tp1Price) or (pendingDir == -1 and low <= tp1Price)
    if barsWaiting >= maxDecayBars or unfilledRunaway
        strategy.cancel_all()
        orderPending    := false
        pendingDir      := 0
        evtOrderExpired := true

// ----------------------------------------------------------------------------
// B. MANAGE ACTIVE POSITION (BE MOVE, 20 EMA TRAIL, 2-BAR TRAP & 6-BAR STALL)
// ----------------------------------------------------------------------------
if isLong or isShort
    // 1. Track +0.5R, TP1 (+1.5R), and TP2 (+2.5R) Milestones
    if isLong
        if high >= halfRPrice
            halfRReached := true
        if high >= tp1Price and not tp1Reached
            tp1Reached     := true
            currentSlPrice := strategy.position_avg_price + (beOffsetPips * pipSize)
            runnerSlPrice  := currentSlPrice
        if high >= tp2Price
            tp2Reached := true
    else if isShort
        if low <= halfRPrice
            halfRReached := true
        if low <= tp1Price and not tp1Reached
            tp1Reached     := true
            currentSlPrice := strategy.position_avg_price - (beOffsetPips * pipSize)
            runnerSlPrice  := currentSlPrice
        if low <= tp2Price
            tp2Reached := true

    // 2. Update Runner Hard Stop if "Ratchet Hard Stop Along EMA" is chosen
    if tp1Reached and emaTrailMode == "Ratchet Hard Stop Along EMA"
        if isLong
            emaStop = m1Ema - (0.5 * pipSize)
            runnerSlPrice := math.max(runnerSlPrice, emaStop)
        else if isShort
            emaStop = m1Ema + (0.5 * pipSize)
            runnerSlPrice := math.min(runnerSlPrice, emaStop)

    // 3. Update Three-Stage Bracket Exits dynamically
    entryId = isLong ? "Long" : "Short"
    strategy.exit("TP1 (50%)", from_entry=entryId, qty_percent=50, limit=tp1Price, stop=currentSlPrice, comment_profit="TP1 (+1.5R)", comment_loss=tp1Reached ? "BE Stop" : "Initial SL")
    strategy.exit("TP2 (30%)", from_entry=entryId, qty_percent=30, limit=tp2Price, stop=currentSlPrice, comment_profit="TP2 (+2.5R)", comment_loss=tp1Reached ? "BE Stop" : "Initial SL")
    strategy.exit("Runner SL (20%)", from_entry=entryId, stop=runnerSlPrice, comment_loss=tp1Reached ? "Runner Trail SL" : "Initial SL")

    // 4. Two-Candle Acceptance Failure Rule (Bull / Bear Trap Scratch)
    if isLong
        insideRangeCnt := close < activeLevel ? insideRangeCnt + 1 : 0
    else if isShort
        insideRangeCnt := close > activeLevel ? insideRangeCnt + 1 : 0

    if insideRangeCnt >= 2
        strategy.close_all(comment="2-Bar Trap Scratch")
        evtTrapScratch := true

    // 5. 6-Candle Order-Flow Stall Rule (No +0.5R progress within 6 bars)
    barsInTrade = bar_index - entryBarIndex
    if useStallFilter and barsInTrade >= 6 and not halfRReached and not evtTrapScratch
        strategy.close_all(comment="6-Bar Stall Scratch")
        evtStallScratch := true

    // 6. Runner M1 20 EMA Bar-Close Trailing Exit (Active once TP1 or TP2 reached)
    if tp2Reached and not evtTrapScratch and not evtStallScratch
        emaCrossExit = false
        if emaTrailMode == "Full Candle Close Opposite EMA"
            emaCrossExit := (isLong and close < m1Ema and high < m1Ema) or (isShort and close > m1Ema and low > m1Ema)
        else if emaTrailMode == "Single Close Opposite EMA"
            emaCrossExit := (isLong and close < m1Ema) or (isShort and close > m1Ema)

        if emaCrossExit
            strategy.close(entryId, comment="Runner M1 20 EMA Exit")
            evtEmaTrailExit := true

// ----------------------------------------------------------------------------
// C. SUBMIT NEW MODEL A LIMIT ENTRY & INITIAL BRACKET ORDERS
// ----------------------------------------------------------------------------
if (validBullDisp or validBearDisp) and isFlat and not orderPending
    orderPending   := true
    pendingDir     := validBullDisp ? 1 : -1
    signalBarIndex := bar_index
    activeLevel    := brokenLvl
    tp1Reached     := false
    tp2Reached     := false
    halfRReached   := false
    insideRangeCnt := 0

    entryPrice     := validBullDisp ? activeLevel + (entryBufferPips * pipSize) : activeLevel - (entryBufferPips * pipSize)
    initSlPrice    := validBullDisp ? low - (slBufferPips * pipSize) : high + (slBufferPips * pipSize)

    // Enforce minimum 3.5-pip structural stop distance
    minSlDist = 3.5 * pipSize
    if math.abs(entryPrice - initSlPrice) < minSlDist
        initSlPrice := validBullDisp ? entryPrice - minSlDist : entryPrice + minSlDist

    currentSlPrice := initSlPrice
    runnerSlPrice  := initSlPrice

    riskDist   = math.abs(entryPrice - initSlPrice)
    slPips     = riskDist / pipSize
    halfRPrice := validBullDisp ? entryPrice + (riskDist * 0.5)  : entryPrice - (riskDist * 0.5)
    tp1Price   := validBullDisp ? entryPrice + (riskDist * tp1R) : entryPrice - (riskDist * tp1R)
    tp2Price   := validBullDisp ? entryPrice + (riskDist * tp2R) : entryPrice - (riskDist * tp2R)

    // Exact Position Sizing in Lots & Broker Units
    riskDollars = strategy.equity * (riskPct / 100.0)
    activeLots  := slPips > 0 ? riskDollars / (slPips * pipValuePerLot) : 0.0
    orderQty    = math.max(0.01, math.round(activeLots * 100.0) / 100.0) * contractMult

    entryId = validBullDisp ? "Long" : "Short"
    strategy.entry(entryId, validBullDisp ? strategy.long : strategy.short, qty=orderQty, limit=entryPrice, comment=lvlName + " Limit")

    // Pre-attach bracket exits so intrabar fills are immediately protected
    strategy.exit("TP1 (50%)", from_entry=entryId, qty_percent=50, limit=tp1Price, stop=currentSlPrice, comment_profit="TP1 (+1.5R)", comment_loss="Initial SL")
    strategy.exit("TP2 (30%)", from_entry=entryId, qty_percent=30, limit=tp2Price, stop=currentSlPrice, comment_profit="TP2 (+2.5R)", comment_loss="Initial SL")
    strategy.exit("Runner SL (20%)", from_entry=entryId, stop=runnerSlPrice, comment_loss="Initial SL")

    // Draw Setup Visuals
    boxRight = bar_index + 12
    box.new(bar_index, tp2Price, boxRight, entryPrice, border_color=color.new(color.teal, 40), bgcolor=color.new(color.teal, 85), text="TP2 (+2.5R)\nTP1 (+1.5R): " + str.tostring(tp1Price, format.mintick), text_color=color.white, text_size=size.small)
    box.new(bar_index, entryPrice, boxRight, initSlPrice, border_color=color.new(color.maroon, 40), bgcolor=color.new(color.maroon, 85), text="SL (" + str.tostring(slPips, "#.#") + "p)", text_color=color.white, text_size=size.small)

    lblText = (validBullDisp ? "LONG " : "SHORT ") + lvlName + "\nLimit: " + str.tostring(entryPrice, format.mintick) + "\nLots: " + str.tostring(activeLots, "#.##")
    label.new(bar_index, validBullDisp ? low : high, lblText, style=validBullDisp ? label.style_label_up : label.style_label_down, color=validBullDisp ? color.teal : color.maroon, textcolor=color.white, size=size.small)

// ============================================================================
// 7. CHART PLOTS, BAR COLORING & TELEMETRY HUD
// ============================================================================
plot(m1Ema, "M1 20 EMA (Runner Trail)", color=color.new(color.aqua, 15), linewidth=1)
plot(m5Ema, "M5 20 EMA (MTF Filter)", color=color.new(color.orange, 10), linewidth=2)
plot(isLong or isShort ? currentSlPrice : na, "Active Stop-Loss / BE Line", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)

plot(not inAsian ? asianHigh : na, "Asian High", color=color.new(color.yellow, 15), style=plot.style_linebr, linewidth=2)
plot(not inAsian ? asianLow  : na, "Asian Low",  color=color.new(color.yellow, 15), style=plot.style_linebr, linewidth=2)

plot(usePreNyRange and not inPreNy ? preNyHigh : na, "Pre-NY High", color=color.new(color.fuchsia, 25), style=plot.style_linebr, linewidth=1)
plot(usePreNyRange and not inPreNy ? preNyLow  : na, "Pre-NY Low",  color=color.new(color.fuchsia, 25), style=plot.style_linebr, linewidth=1)

plot(usePdhPdl ? pdh : na, "PDH", color=color.new(color.gray, 30), style=plot.style_circles, linewidth=1)
plot(usePdhPdl ? pdl : na, "PDL", color=color.new(color.gray, 30), style=plot.style_circles, linewidth=1)

bgcolor(inLonExe or inNyExe ? color.new(color.blue, 94) : na, title="Execution Window Highlight")
barcolor(validBullDisp ? color.lime : validBearDisp ? color.red : na, title="Displacement Candle Highlight")

plotshape(evtOrderExpired, title="4-Min Decay Cancelled", style=shape.xcross,  location=location.abovebar, color=color.gray,   size=size.tiny, text="4m EXP")
plotshape(evtTrapScratch,  title="2-Bar Trap Scratch",    style=shape.diamond, location=location.abovebar, color=color.orange, size=size.tiny, text="TRAP SCRATCH")
plotshape(evtStallScratch, title="6-Bar Stall Scratch",   style=shape.diamond, location=location.abovebar, color=color.yellow, size=size.tiny, text="STALL EXIT")
plotshape(evtEmaTrailExit, title="M1 20 EMA Runner Exit", style=shape.circle,  location=location.abovebar, color=color.aqua,   size=size.tiny, text="EMA TRAIL")

// Telemetry HUD Table
var table hud = table.new(position.top_right, 2, 8, bgcolor=color.new(color.black, 20), border_color=color.new(color.gray, 60), border_width=1)
if barstate.islast and showHud
    sessStr  = inLonExe ? "LONDON OPEN (ACTIVE)" : inNyExe ? "NY OPEN (ACTIVE)" : inAsian ? "ASIAN (BUILDING)" : "OFF-PEAK (STANDBY)"
    sessCol  = (inLonExe or inNyExe) ? color.lime : color.gray
    biasStr  = isM5Bull ? "BULLISH (Above 20 EMA)" : isM5Bear ? "BEARISH (Below 20 EMA)" : "NEUTRAL / CHOP"
    biasCol  = isM5Bull ? color.lime : isM5Bear ? color.red : color.orange
    stateStr = breakerTripped ? "CIRCUIT BREAKER LOCKED" : isLong or isShort ? (tp1Reached ? "IN TRADE (BE LOCKED)" : "IN TRADE (INITIAL SL)") : orderPending ? "PENDING LIMIT (4m Timer)" : "SCANNING LEVELS"
    stateCol = breakerTripped ? color.red : (isLong or isShort) ? color.aqua : orderPending ? color.yellow : color.white

    table.cell(hud, 0, 0, "IBS STRATEGY TESTER", text_color=color.white, bgcolor=color.new(color.blue, 40), text_size=size.small)
    table.cell(hud, 1, 0, syminfo.ticker, text_color=color.white, bgcolor=color.new(color.blue, 40), text_size=size.small)

    table.cell(hud, 0, 1, "Session Window", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 1, sessStr, text_color=sessCol, text_size=size.small)

    table.cell(hud, 0, 2, "M5 Volatility (ATR)", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 2, str.tostring(m5AtrPips, "#.##") + " Pips " + (isM5AtrOk ? "[OK]" : "[LOW]"), text_color=isM5AtrOk ? color.lime : color.red, text_size=size.small)

    table.cell(hud, 0, 3, "M5 20 EMA Pressure", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 3, biasStr, text_color=biasCol, text_size=size.small)

    table.cell(hud, 0, 4, "Engine Status", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 4, stateStr, text_color=stateCol, text_size=size.small)

    table.cell(hud, 0, 5, "Session Trades / Net R", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 5, str.tostring(sessTradeCount) + "/" + str.tostring(maxTradesPerSess) + " | " + str.tostring(sessNetR, "#.##") + "R", text_color=sessNetR >= 0 ? color.lime : color.orange, text_size=size.small)

    table.cell(hud, 0, 6, "Daily Net R", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 6, str.tostring(dailyNetR, "#.##") + "R (Limit " + str.tostring(maxDailyLossR) + "R)", text_color=dailyNetR > maxDailyLossR ? color.aqua : color.red, text_size=size.small)

    table.cell(hud, 0, 7, "Last Calc Lot Size", text_color=color.silver, text_size=size.small)
    table.cell(hud, 1, 7, na(activeLots) ? "N/A" : str.tostring(activeLots, "#.##") + " Lots (" + str.tostring(riskPct) + "%)", text_color=color.aqua, text_size=size.small)