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//@version=5
strategy("Liquidity-Aware Strategy PRO", overlay=true, calc_on_every_tick=true, margin_long=100, margin_short=100)

// =============================================================================
// 1. INPUTS & CONFIGURATION
// =============================================================================
grp_cal = "Calendar Filters"
showXmas = input.bool(true, "Christmas to NY", group=grp_cal)
showGold = input.bool(true, "Golden Week", group=grp_cal)
showUS   = input.bool(true, "US Thanksgiving", group=grp_cal)
showAug  = input.bool(false, "August Drain", group=grp_cal)

grp_mic = "Microstructure Filters"
useVol   = input.bool(true, "Volatility Drop", group=grp_mic)
useSpr   = input.bool(true, "Spread Spike Proxy", group=grp_mic)
atrLen   = input.int(14, "ATR Length", group=grp_mic)
baseLen  = input.int(100, "Baseline SMA Length", group=grp_mic)
dropPct  = input.float(70.0, "Vol Drop Threshold (%)", group=grp_mic) / 100
gapPct   = input.float(15.0, "Max Gap (% of ATR)", group=grp_mic) / 100
bodyPct  = input.float(25.0, "Max Body Size (% of Total)", group=grp_mic) / 100

// =============================================================================
// 2. USER-DEFINED TYPE (The "Struct/Enum" Replacement)
// =============================================================================
// This object will hold the exact state of the current bar
type MarketState
    bool isXmas
    bool isGolden
    bool isUSHoliday
    bool isAugust
    bool isVolDrop
    bool isSpreadSpike
    bool anyDanger      // Master flag

// =============================================================================
// 3. CORE SENSOR FUNCTION (The Microservice)
// =============================================================================
// Global Series calculations (must be calculated on every bar outside functions)
currentAtr = ta.atr(atrLen)
baselineAtr = ta.sma(currentAtr, baseLen)

detectMarketState(atr, bAtr) =>
    // Calendar Logic
    bool xmas = showXmas and ((month == 12 and dayofmonth >= 24) or (month == 1 and dayofmonth <= 2))
    bool gold = showGold and ((month == 4 and dayofmonth >= 29) or (month == 5 and dayofmonth <= 5))
    bool us   = showUS and (month == 11 and ((dayofweek == dayofweek.thursday and dayofmonth >= 22 and dayofmonth <= 28) or (dayofweek == dayofweek.friday and dayofmonth >= 23 and dayofmonth <= 29)))
    bool aug  = showAug and (month == 8)
    
    // Microstructure Logic
    bool volDrop = useVol and (atr < (bAtr * dropPct))
    
    gapSize = math.abs(open - close[1])
    candleRange = high - low
    candleBody = math.abs(close - open)
    
    bool gapSpike = gapSize > (atr * gapPct)
    bool wickSpike = (candleRange > (atr * 0.8)) and (candleBody < (candleRange * bodyPct))
    bool sprSpike = useSpr and (gapSpike or wickSpike)
    
    // Master flag
    bool danger = xmas or gold or us or aug or volDrop or sprSpike
    
    // Return the packed object
    MarketState.new(xmas, gold, us, aug, volDrop, sprSpike, danger)

// Instantiate the state object for the current bar
state = detectMarketState(currentAtr, baselineAtr)

// =============================================================================
// 4. VISUALIZATION HIERARCHY
// =============================================================================
// Resolves the highest priority color based on the state object
color bgColor = na
if state.isXmas
    bgColor := color.new(color.red, 85)
else if state.isGolden
    bgColor := color.new(color.orange, 85)
else if state.isUSHoliday
    bgColor := color.new(color.blue, 85)
else if state.isAugust
    bgColor := color.new(color.purple, 90)
else if state.isVolDrop
    bgColor := color.new(color.gray, 80)
else if state.isSpreadSpike
    bgColor := color.new(color.yellow, 70)

bgcolor(bgColor, title="Danger Zone BG")

// =============================================================================
// 5. STRATEGY EXECUTION & GRANULAR FILTERING
// =============================================================================
// Example moving average crossover for standard entry logic
fastMA = ta.sma(close, 9)
slowMA = ta.sma(close, 21)
longCondition = ta.crossover(fastMA, slowMA)
shortCondition = ta.crossunder(fastMA, slowMA)

// --- The Granular Logic ---

// 1. HARD REJECTS (Close positions and refuse new ones)
if state.isXmas or state.isGolden
    // Tier-1 Liquidity is offline. Liquidate everything.
    strategy.close_all(comment="Holiday Shutdown")

// 2. SOFT REJECTS (Suspend new entries, but let existing trades run)
else if state.isSpreadSpike
    // A sudden whip-saw occurred. Do nothing this bar.
    // We don't close existing trades here so we don't realize slippage.
    pass = true // Placeholder to skip entry block

// 3. ADAPTIVE EXECUTION (Normal vs Low Volatility)
else
    if longCondition
        if state.isVolDrop
            // Enter with a tighter target because market lacks momentum
            strategy.entry("Long (Range)", strategy.long, comment="Low Vol Long")
            strategy.exit("Exit Range", "Long (Range)", profit=100) // 10 pips
        else
            // Standard trend entry
            strategy.entry("Long (Trend)", strategy.long, comment="Trend Long")
            
    if shortCondition
        if state.isVolDrop
            strategy.entry("Short (Range)", strategy.short, comment="Low Vol Short")
            strategy.exit("Exit Range", "Short (Range)", profit=100)
        else
            strategy.entry("Short (Trend)", strategy.short, comment="Trend Short")