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//@version=5
strategy("R-Multiple & Expectancy Tracker", overlay=true, margin_long=100, margin_short=100, pyramiding=0)

// -----------------------------------------------------------------------------
// 1. INPUTS & SETUP
// -----------------------------------------------------------------------------
var string GRP_PA = "Price Action Triggers"
// Placeholder inputs - replace these with your specific liquidity sweep logic
fastEmaLength = input.int(9, "Fast EMA (Demo)", group=GRP_PA)
slowEmaLength = input.int(21, "Slow EMA (Demo)", group=GRP_PA)

// -----------------------------------------------------------------------------
// 2. R-MULTIPLE TRACKING VARIABLES
// -----------------------------------------------------------------------------
var float current_1r_risk = na
var float[] r_history = array.new_float(0)

// Detect when a trade is closed to calculate and record its R-multiple
var int closed_trades_count = 0
if strategy.closedtrades > closed_trades_count
    // Loop through any newly closed trades (handles multiple closures on one bar)
    for i = closed_trades_count to strategy.closedtrades - 1
        float entry_p = strategy.closedtrades.entry_price(i)
        float exit_p  = strategy.closedtrades.exit_price(i)
        float dir     = strategy.closedtrades.size(i) > 0 ? 1 : -1 // 1 for long, -1 for short
        
        // Calculate the R-multiple for this specific closed trade
        float price_diff = (exit_p - entry_p) * dir
        float r_multiple = current_1r_risk > 0 ? (price_diff / current_1r_risk) : 0
        array.push(r_history, r_multiple)
        
    closed_trades_count := strategy.closedtrades

// -----------------------------------------------------------------------------
// 3. DEMO ENTRY/EXIT LOGIC (REPLACE WITH YOUR PA RULES)
// -----------------------------------------------------------------------------
float fastEma = ta.ema(close, fastEmaLength)
float slowEma = ta.ema(close, slowEmaLength)

bool longSweep  = ta.crossover(fastEma, slowEma) 
bool shortSweep = ta.crossunder(fastEma, slowEma) 

// Dynamic SL calculation (Demo uses ATR; replace with structural highs/lows)
float atr = ta.atr(14)
float longSL  = close - (atr * 1.5)
float shortSL = close + (atr * 1.5)
float longTP  = close + (atr * 3.0)
float shortTP = close - (atr * 3.0)

if longSweep and strategy.position_size == 0
    // Lock in the 1R risk absolute value at the exact moment of entry
    current_1r_risk := math.abs(close - longSL)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=longSL, limit=longTP)

if shortSweep and strategy.position_size == 0
    // Lock in the 1R risk absolute value at the exact moment of entry
    current_1r_risk := math.abs(close - shortSL)
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=shortSL, limit=shortTP)

// -----------------------------------------------------------------------------
// 4. EXPECTANCY & MATH CALCULATIONS
// -----------------------------------------------------------------------------
int total_trades = array.size(r_history)
int wins = 0
float sum_win_r = 0.0
float sum_loss_r = 0.0

if total_trades > 0
    for r in r_history
        if r > 0
            wins += 1
            sum_win_r += r
        else
            sum_loss_r += math.abs(r)

float win_rate   = total_trades > 0 ? (wins / total_trades) : 0.0
float loss_rate  = 1.0 - win_rate
float avg_win_r  = wins > 0 ? (sum_win_r / wins) : 0.0
float avg_loss_r = (total_trades - wins) > 0 ? (sum_loss_r / (total_trades - wins)) : 0.0

// Expectancy Formula: (Win% * AvgWin) - (Loss% * AvgLoss)
float expectancy = (win_rate * avg_win_r) - (loss_rate * avg_loss_r)

// -----------------------------------------------------------------------------
// 5. ON-CHART DASHBOARD RENDERER
// -----------------------------------------------------------------------------
var table dash = table.new(position.bottom_right, 2, 5, border_width=1, border_color=color.new(color.gray, 50))

if barstate.islast
    color exp_color = expectancy > 0 ? color.new(color.green, 70) : color.new(color.red, 70)
    
    table.cell(dash, 0, 0, "Total Trades", text_color=color.white, bgcolor=color.new(color.blue, 70))
    table.cell(dash, 1, 0, str.tostring(total_trades), text_color=color.white, bgcolor=color.new(color.gray, 80))
    
    table.cell(dash, 0, 1, "Win Rate", text_color=color.white, bgcolor=color.new(color.blue, 70))
    table.cell(dash, 1, 1, str.tostring(win_rate * 100, "#.##") + "%", text_color=color.white, bgcolor=color.new(color.gray, 80))
    
    table.cell(dash, 0, 2, "Avg Win (R)", text_color=color.white, bgcolor=color.new(color.blue, 70))
    table.cell(dash, 1, 2, "+" + str.tostring(avg_win_r, "#.##") + "R", text_color=color.white, bgcolor=color.new(color.gray, 80))
    
    table.cell(dash, 0, 3, "Avg Loss (R)", text_color=color.white, bgcolor=color.new(color.blue, 70))
    table.cell(dash, 1, 3, "-" + str.tostring(avg_loss_r, "#.##") + "R", text_color=color.white, bgcolor=color.new(color.gray, 80))
    
    table.cell(dash, 0, 4, "Expectancy (per trade)", text_color=color.white, bgcolor=color.new(color.blue, 70))
    table.cell(dash, 1, 4, str.tostring(expectancy, "#.##") + "R", text_color=color.white, bgcolor=exp_color)