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//@version=5
strategy("Quant PA: Inside Bar Breakout", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=2)

// 1. Quantifying pure price action: Identifying the Inside Bar
isInsideBar = high < high[1] and low > low[1]

// 2. Breakout conditions (Price action breaking the previous structural high/low)
longCondition = isInsideBar[1] and close > high[1]
shortCondition = isInsideBar[1] and close < low[1]

// 3. Execution logic
if (longCondition)
    strategy.entry("Long", strategy.long)
if (shortCondition)
    strategy.entry("Short", strategy.short)

// 4. Quantitative Exit Strategy (Using ATR for dynamic, volatility-adjusted stops)
// For a 1:2 Risk-to-Reward ratio
atrValue = ta.atr(14)
stopLoss = atrValue * 1.5
takeProfit = atrValue * 3.0

// Convert distance to exact price levels based on position type
longStopLevel = strategy.position_avg_price - stopLoss
longTakeProfitLevel = strategy.position_avg_price + takeProfit

shortStopLevel = strategy.position_avg_price + stopLoss
shortTakeProfitLevel = strategy.position_avg_price - takeProfit

strategy.exit("Exit Long", "Long", stop=longStopLevel, limit=longTakeProfitLevel)
strategy.exit("Exit Short", "Short", stop=shortStopLevel, limit=shortTakeProfitLevel)

// Visual aid for manual review
plotshape(isInsideBar, style=shape.triangleup, location=location.abovebar, color=color.blue, title="Inside Bar Highlight", size=size.small)

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//@version=5
strategy("Quant PA: Daily Liquidity Sweep (15m Exec)", overlay=true, calc_on_every_tick=false, initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=2)

// 1. Fetching HTF Liquidity Pools (Previous Daily High/Low)
// Lookahead is required for clean historical mapping without repainting the current day
[pdh, pdl] = request.security(syminfo.tickerid, "D", [high[1], low[1]], lookahead=barmerge.lookahead_on)

// Plotting HTF structural levels
plot(pdh, color=color.new(color.red, 50), style=plot.style_linebr, title="Previous Daily High")
plot(pdl, color=color.new(color.green, 50), style=plot.style_linebr, title="Previous Daily Low")

// 2. Defining the Microstructure Trigger (The Sweep)
// A sweep occurs if the high breaches the PDH, but the candle closes below it (rejection).
sweepShort = high > pdh and close < pdh 
sweepLong  = low < pdl and close > pdl 

// 3. Trade Execution Engine
if (sweepLong and strategy.position_size == 0)
    strategy.entry("Long_Sweep", strategy.long)

if (sweepShort and strategy.position_size == 0)
    strategy.entry("Short_Sweep", strategy.short)

// 4. Hard Structural Risk Management (R:R 1:2)
// Defining risk strictly by the structural extreme of the sweep candle
longStop = ta.lowest(low, 2)
longRisk = strategy.position_avg_price - longStop
longTarget = strategy.position_avg_price + (longRisk * 2)

shortStop = ta.highest(high, 2)
shortRisk = shortStop - strategy.position_avg_price
shortTarget = strategy.position_avg_price - (shortRisk * 2)

if (strategy.position_size > 0)
    strategy.exit("Exit_Long", "Long_Sweep", stop=longStop, limit=longTarget)

if (strategy.position_size < 0)
    strategy.exit("Exit_Short", "Short_Sweep", stop=shortStop, limit=shortTarget)

// Visualizing the setup triggers for backtest auditing
plotshape(sweepLong, style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, title="Long Sweep")
plotshape(sweepShort, style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, title="Short Sweep")

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//@version=5
strategy("Proto: D1 Liquidity Absorption [15m Exec]", overlay=true, calc_on_every_tick=false, initial_capital=1000000, default_qty_type=strategy.percent_of_equity, default_qty_value=1, slippage=2, commission_type=strategy.commission.cash_per_contract, commission_value=3)

// 1. HTF Liquidity Pool Mapping (D1 Data strictly non-repainting)
// Utilizing lookahead to secure previous day's true extremes without forward-leakage
[pdh, pdl] = request.security(syminfo.tickerid, "D", [high[1], low[1]], lookahead=barmerge.lookahead_on)

// 2. Session Controls (Avoiding toxic open volatility)
// Institutional flow often requires filtering the first 15-30m of cash open
inSession = time(timeframe.period, "0930-1600:12345") // Example for Equities/NY Session

// 3. Microstructure Sweep Logic
// True sweep: Liquidity pool breached, but aggressive absorption forces a close back inside the range.
absorptionShort = high > pdh and close < pdh and inSession
absorptionLong  = low < pdl and close > pdl and inSession

// 4. State & Execution Routing
if (absorptionLong and strategy.position_size == 0)
    strategy.entry("Exec_Long", strategy.long)

if (absorptionShort and strategy.position_size == 0)
    strategy.entry("Exec_Short", strategy.short)

// 5. Hard Structural Risk & Invalidation
// Institutional models require strict invalidation based on the sweep's absolute extreme, not arbitrary pip counts.
longStop = ta.lowest(low, 2)
longRisk = strategy.position_avg_price - longStop
longTarget = strategy.position_avg_price + (longRisk * 2.5) // Minimum 1:2.5 structural R:R

shortStop = ta.highest(high, 2)
shortRisk = shortStop - strategy.position_avg_price
shortTarget = strategy.position_avg_price - (shortRisk * 2.5)

if (strategy.position_size > 0)
    strategy.exit("Flatten_Long", "Exec_Long", stop=longStop, limit=longTarget)

if (strategy.position_size < 0)
    strategy.exit("Flatten_Short", "Exec_Short", stop=shortStop, limit=shortTarget)

// Data Visualization for Audit
plot(pdh, color=color.new(color.maroon, 40), style=plot.style_linebr, title="D1 Sell-Side Liquidity")
plot(pdl, color=color.new(color.teal, 40), style=plot.style_linebr, title="D1 Buy-Side Liquidity")