forex-scalping.com

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//@version=5
strategy("Digital Sticky Note - Daily Loss Limit", overlay=true, margin_long=100, margin_short=100)

// --- 1. The Sticky Note Rule (Input) ---
// Written before the session. Update this on Sunday prep.
maxLoss = input.float(500, title="Daily Loss Limit (Local Currency)", step=50)

// --- 2. The Hard Stop ---
// This acts as your "platform close" rule. It cuts off the strategy engine 
// for the day the second the equity drop hits your number.
strategy.risk.max_intraday_loss(maxLoss, strategy.cash)

// --- 3. Daily PnL Tracking ---
var float startOfDayEquity = na
// Reset the starting equity at the open of each new trading day
if ta.change(time("D"))
    startOfDayEquity := strategy.equity

// Calculate exactly where we stand today
currentDailyPnL = strategy.equity - startOfDayEquity
limitHit = currentDailyPnL <= -maxLoss

// --- 4. The Digital Sticky Note (UI) ---
// Positioned in the bottom right: in peripheral vision, but unavoidable.
var table sticky = table.new(position.bottom_right, 2, 2, border_width=2, border_color=color.black)

if barstate.islast
    // The note is yellow by default. If the limit is hit, it flashes aggressive red.
    noteColor = limitHit ? color.new(color.red, 10) : color.new(#FFEB3B, 10)
    textColor = limitHit ? color.white : color.black
    
    // Top Row: The Limit
    table.cell(sticky, 0, 0, "MAX DAILY LOSS:", text_color=textColor, bgcolor=noteColor, text_halign=text.align_left)
    table.cell(sticky, 1, 0, "-$" + str.tostring(maxLoss), text_color=textColor, bgcolor=noteColor, text_halign=text.align_right)
    
    // Bottom Row: The Reality
    table.cell(sticky, 0, 1, "TODAY'S PNL:", text_color=textColor, bgcolor=noteColor, text_halign=text.align_left)
    table.cell(sticky, 1, 1, "$" + str.tostring(math.round(currentDailyPnL, 2)), text_color=textColor, bgcolor=noteColor, text_halign=text.align_right)

// --- 5. Dummy Trading Logic (Replace with your own) ---
// Just here so the script can compile and generate a PnL to test the table
fastMA = ta.sma(close, 14)
slowMA = ta.sma(close, 28)
if ta.crossover(fastMA, slowMA)
    strategy.entry("Long", strategy.long)
if ta.crossunder(fastMA, slowMA)
    strategy.close("Long")

Code: Select all

//@version=5
strategy("Pro Risk Desk - Daily Limit Enforcer", overlay=true, initial_capital=10000, margin_long=100, margin_short=100)

// =========================================================================
// 1. RISK PARAMETERS (Update during Sunday Prep)
// =========================================================================
grp_risk = "Sunday Prep: Risk Parameters"
maxLoss  = input.float(500, "Daily Loss Limit ($)", step=50, group=grp_risk)
rValue   = input.float(100, "Value of 1R ($)", step=10, tooltip="Used to translate your PnL into R-multiples.", group=grp_risk)
warnPct  = input.float(80,  "Warning Threshold (%)", step=5, minval=1, maxval=99, group=grp_risk)

// =========================================================================
// 2. UI & INTERRUPT SETTINGS
// =========================================================================
grp_ui  = "Environment Settings"
uiPos   = input.string(position.bottom_right, "Dashboard Position", options=[position.top_right, position.bottom_right, position.bottom_left], group=grp_ui)
bgFlash = input.bool(true, "Flash Chart Background Red on Halt", group=grp_ui)

// =========================================================================
// 3. ENGINE ENFORCEMENT (The Hard Stop)
// =========================================================================
// Cuts off the strategy engine entirely for the day. No negotiations.
strategy.risk.max_intraday_loss(maxLoss, strategy.cash)

// =========================================================================
// 4. DAILY STATE TRACKING
// =========================================================================
var float startOfDayEquity = na
var bool  warnTriggered    = false
var bool  haltTriggered    = false

// Reset metrics at the start of a new daily session
if ta.change(time("D"))
    startOfDayEquity := strategy.equity
    warnTriggered    := false
    haltTriggered    := false

// Calculate real-time metrics
currentDailyPnL = strategy.equity - startOfDayEquity
pnlInR          = currentDailyPnL / rValue
limitInR        = maxLoss / rValue

// Calculate utilization (0% to 100%+)
lossAmount  = math.max(0, -currentDailyPnL)
utilization = (lossAmount / maxLoss) * 100

// State Flags
limitHit = utilization >= 100
warnHit  = utilization >= warnPct and not limitHit

// =========================================================================
// 5. ALERTS & INTERRUPTS
// =========================================================================
// Fire alerts (once per day to avoid spam)
if warnHit and not warnTriggered
    alert("RISK WARNING: " + str.tostring(utilization, "#.#") + "% of daily loss limit utilized. Check yourself.", alert.freq_once_per_bar)
    warnTriggered := true

if limitHit and not haltTriggered
    alert("LIMIT HIT: Trading halted for the day. Walk away.", alert.freq_once_per_bar)
    haltTriggered := true

// The physical visual interrupt: paints the background red when halted
bgcolor(bgFlash and limitHit ? color.new(color.red, 85) : na, title="Halt Environment Override")

// =========================================================================
// 6. INSTITUTIONAL DASHBOARD UI
// =========================================================================
var table dash = table.new(uiPos, 2, 5, border_width=1, border_color=color.new(color.gray, 80), frame_color=color.new(color.gray, 80), frame_width=1)

if barstate.islast
    // Dynamic coloring based on risk state
    statusBg   = limitHit ? color.new(color.red, 40) : (warnHit ? color.new(color.orange, 40) : color.new(color.teal, 40))
    valColor   = currentDailyPnL >= 0 ? color.lime : (limitHit ? color.red : color.orange)
    rowBg      = color.new(color.black, 85)
    
    // Header
    table.cell(dash, 0, 0, "RISK DESK", text_color=color.white, bgcolor=statusBg, text_halign=text.align_center, text_font_family=font.family_monospace)
    table.merge_cells(dash, 0, 0, 1, 0)
    
    // Row 1: PnL in Currency
    table.cell(dash, 0, 1, " Today's PnL", text_color=color.gray, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 1, (currentDailyPnL >= 0 ? "+$" : "-$") + str.tostring(math.abs(currentDailyPnL), "#.##") + " ", text_color=valColor, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    // Row 2: PnL in R
    table.cell(dash, 0, 2, " PnL in R", text_color=color.gray, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 2, (pnlInR >= 0 ? "+" : "") + str.tostring(pnlInR, "#.##") + " R ", text_color=valColor, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    // Row 3: The Hard Limit
    table.cell(dash, 0, 3, " Hard Limit", text_color=color.gray, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 3, "-$" + str.tostring(maxLoss) + " (-" + str.tostring(limitInR, "#.#") + "R) ", text_color=color.silver, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    // Row 4: Status Monitor
    statusText = limitHit ? "HALTED" : (warnHit ? "WARNING" : "ACTIVE")
    table.cell(dash, 0, 4, statusText, text_color=color.white, bgcolor=statusBg, text_halign=text.align_center, text_font_family=font.family_monospace, text_size=size.small)
    table.cell(dash, 1, 4, str.tostring(utilization, "#.##") + "% Used", text_color=color.white, bgcolor=statusBg, text_halign=text.align_center, text_font_family=font.family_monospace, text_size=size.small)

// =========================================================================
// 7. DUMMY STRATEGY (To generate chart data for testing)
// =========================================================================
fast = ta.sma(close, 10)
slow = ta.sma(close, 30)
if ta.crossover(fast, slow)
    strategy.entry("Long", strategy.long)
if ta.crossunder(fast, slow)
    strategy.close("Long")

Code: Select all

//@version=5
strategy("Institutional Risk Desk", overlay=true, initial_capital=10000, margin_long=100, margin_short=100, calc_on_every_tick=true)

// =========================================================================
// 1. RISK PARAMETERS (The Sunday Prep Inputs)
// =========================================================================
grp_risk = "Sunday Prep: Capital Risk"
maxLoss  = input.float(500, "Daily Loss Limit ($)", step=50, group=grp_risk)
rValue   = input.float(100, "Value of 1R ($)", step=10, group=grp_risk)
warnPct  = input.float(80,  "Warning Threshold (%)", step=5, minval=1, maxval=99, group=grp_risk)

grp_behav = "Sunday Prep: Behavioral Circuit Breakers"
maxTrades = input.int(10, "Max Trades Per Day", minval=1, group=grp_behav, tooltip="Forces you to pick A+ setups only.")
maxStreak = input.int(3, "Max Consecutive Losses", minval=1, group=grp_behav, tooltip="Halts trading to prevent tilt.")

grp_ui  = "Environment Settings"
uiPos   = input.string(position.bottom_right, "Dashboard Position", options=[position.top_right, position.bottom_right, position.bottom_left], group=grp_ui)
bgFlash = input.bool(true, "Flash Chart Background on Halt", group=grp_ui)

// =========================================================================
// 2. NATIVE ENGINE ENFORCEMENT
// =========================================================================
strategy.risk.max_intraday_loss(maxLoss, strategy.cash)

// =========================================================================
// 3. DAILY STATE & INTRADAY METRICS TRACKING
// =========================================================================
var float startOfDayEquity = na
var float peakDailyEquity  = na
var int   tradesToday      = 0
var int   consecLosses     = 0
var bool  warnTriggered    = false
var bool  haltTriggered    = false
var int   lastClosedTrades = 0

// Reset state on new daily session
isNewDay = ta.change(time("D"))
if isNewDay
    startOfDayEquity := strategy.equity
    peakDailyEquity  := strategy.equity
    tradesToday      := 0
    consecLosses     := 0
    warnTriggered    := false
    haltTriggered    := false
    lastClosedTrades := strategy.closedtrades

// Track Intraday Peak Equity
peakDailyEquity := math.max(peakDailyEquity, strategy.equity)

// Track Closed Trades & Streaks
if strategy.closedtrades > lastClosedTrades
    tradesToday += (strategy.closedtrades - lastClosedTrades)
    
    // Check if the last trade was a loser
    lastTradeProfit = strategy.closedtrades.profit(strategy.closedtrades - 1)
    if lastTradeProfit < 0
        consecLosses += 1
    else
        consecLosses := 0
        
    lastClosedTrades := strategy.closedtrades

// Calculate real-time metrics
currentDailyPnL = strategy.equity - startOfDayEquity
peakDrawdown    = strategy.equity - peakDailyEquity
pnlInR          = currentDailyPnL / rValue
limitInR        = maxLoss / rValue

// Calculate utilization (0% to 100%+)
lossAmount  = math.max(0, -currentDailyPnL)
utilization = (lossAmount / maxLoss) * 100

// =========================================================================
// 4. BEHAVIORAL HALT LOGIC
// =========================================================================
// Trigger conditions
limitHit     = utilization >= 100
tiltHit      = consecLosses >= maxStreak
overtradeHit = tradesToday >= maxTrades
warnHit      = utilization >= warnPct and not (limitHit or tiltHit or overtradeHit)

// Master Halt boolean
isHalted = limitHit or tiltHit or overtradeHit

// Cancel orders and flatten if behaviorally halted (since native risk only handles cash loss)
if (tiltHit or overtradeHit) and not limitHit
    strategy.close_all(comment="BEHAVIORAL HALT")
    strategy.cancel_all()

// Alerts
if warnHit and not warnTriggered
    alert("RISK WARNING: Approaching daily limit.", alert.freq_once_per_bar)
    warnTriggered := true

if isHalted and not haltTriggered
    haltReason = limitHit ? "HARD LIMIT MET" : (tiltHit ? "TILT BREAKER: CONSECUTIVE LOSSES" : "OVERTRADING CAP MET")
    alert("TRADING HALTED: " + haltReason, alert.freq_once_per_bar)
    haltTriggered := true

// Physical Override: Red for Cash Limit, Purple for Behavioral Halt
haltColor = limitHit ? color.new(color.red, 85) : ((tiltHit or overtradeHit) ? color.new(color.purple, 85) : na)
bgcolor(bgFlash and isHalted ? haltColor : na, title="Environment Override")

// =========================================================================
// 5. HUD (HEADS UP DISPLAY)
// =========================================================================
var table dash = table.new(uiPos, 2, 7, border_width=1, border_color=color.new(#1e222d, 0), frame_color=color.new(#2a2e39, 0), frame_width=2)

if barstate.islast
    statusBg = isHalted ? color.new(color.red, 30) : (warnHit ? color.new(color.orange, 30) : color.new(#00acc1, 50))
    valColor = currentDailyPnL >= 0 ? color.lime : (limitHit ? color.red : color.orange)
    rowBg    = color.new(#131722, 10)
    lblColor = color.new(color.silver, 20)
    
    // Header
    table.cell(dash, 0, 0, "RISK DESK: ACTIVE", text_color=color.white, bgcolor=statusBg, text_halign=text.align_center, text_font_family=font.family_monospace, text_size=size.small)
    table.merge_cells(dash, 0, 0, 1, 0)
    
    // Core Metrics
    table.cell(dash, 0, 1, " Daily PnL", text_color=lblColor, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 1, (currentDailyPnL >= 0 ? "+$" : "-$") + str.tostring(math.abs(currentDailyPnL), "#.##") + " ", text_color=valColor, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    table.cell(dash, 0, 2, " Target In R", text_color=lblColor, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 2, (pnlInR >= 0 ? "+" : "") + str.tostring(pnlInR, "#.##") + " R ", text_color=valColor, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    // Drawdown
    table.cell(dash, 0, 3, " Peak Drawdown", text_color=lblColor, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 3, "$" + str.tostring(math.round(peakDrawdown, 2)) + " ", text_color=color.gray, bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    // Behavioral Stats
    table.cell(dash, 0, 4, " Trades Today", text_color=lblColor, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 4, str.tostring(tradesToday) + " / " + str.tostring(maxTrades) + " ", text_color=(overtradeHit ? color.red : color.white), bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)
    
    table.cell(dash, 0, 5, " Loss Streak", text_color=lblColor, bgcolor=rowBg, text_halign=text.align_left, text_size=size.small)
    table.cell(dash, 1, 5, str.tostring(consecLosses) + " / " + str.tostring(maxStreak) + " ", text_color=(tiltHit ? color.red : color.white), bgcolor=rowBg, text_halign=text.align_right, text_font_family=font.family_monospace, text_size=size.small)

    // Halt Reason Output
    haltText = limitHit ? "MAX LOSS HIT" : (tiltHit ? "TILT HALT" : (overtradeHit ? "OVERTRADING CAP" : (str.tostring(utilization, "#.#") + "% Risk Used")))
    table.cell(dash, 0, 6, isHalted ? haltText : haltText, text_color=color.white, bgcolor=statusBg, text_halign=text.align_center, text_font_family=font.family_monospace, text_size=size.small)
    table.merge_cells(dash, 0, 6, 1, 6)

// =========================================================================
// 6. PRICE ACTION DUMMY STRATEGY (Engulfing Placeholder)
// =========================================================================
// Replaced MAs with basic PA structure: Bullish/Bearish Engulfing
bullEngulfing = close > open[1] and open < close[1] and close[1] < open[1]
bearEngulfing = close < open[1] and open > close[1] and close[1] > open[1]

// Only allow execution if the Master Halt boolean is false
if not isHalted
    if bullEngulfing
        strategy.entry("Long", strategy.long)
    if bearEngulfing
        strategy.entry("Short", strategy.short)