//@version=5
strategy("Crypto 15m Multi-Layer Trading Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.05)

group_basic = "Basic"
group_ma = "Moving Averages"
group_macd = "MACD"
group_rsi = "RSI"
group_atr = "ATR"
group_advanced = "Advanced"
group_display = "Display"

initial_capital = input.float(1000, title="Initial Capital (USD)", group=group_basic)
risk_per_trade = input.float(2.0, title="Risk Per Trade (%)", minval=0.5, maxval=5, group=group_basic)

ma_fast_len = input.int(5, title="Fast MA Period", minval=3, maxval=20, group=group_ma)
ma_mid_len = input.int(20, title="Mid MA Period", minval=10, maxval=50, group=group_ma)
ma_slow_len = input.int(60, title="Slow MA Period", minval=30, maxval=200, group=group_ma)

macd_fast = input.int(12, title="MACD Fast", minval=5, maxval=35, group=group_macd)
macd_slow = input.int(26, title="MACD Slow", minval=10, maxval=50, group=group_macd)
macd_signal_len = input.int(9, title="MACD Signal", minval=5, maxval=20, group=group_macd)

rsi_len = input.int(14, title="RSI Period", minval=5, maxval=50, group=group_rsi)
rsi_overbought = input.float(70, title="RSI Overbought", minval=50, maxval=90, group=group_rsi)
rsi_oversold = input.float(30, title="RSI Oversold", minval=10, maxval=50, group=group_rsi)

atr_len = input.int(14, title="ATR Period", minval=5, maxval=50, group=group_atr)
atr_mult_stop = input.float(2.0, title="Stop Loss ATR Multiple", minval=1, maxval=3, group=group_atr)
atr_mult_profit = input.float(3.0, title="Take Profit ATR Multiple", minval=1.5, maxval=5, group=group_atr)

use_divergence = input.bool(true, title="Use Divergence Detection", group=group_advanced)
use_volume_filter = input.bool(true, title="Use Volume Filter", group=group_advanced)
divergence_lookback = input.int(5, title="Divergence Lookback Bars", minval=2, maxval=10, group=group_advanced)

show_ma = input.bool(true, title="Show Moving Averages", group=group_display)
show_signals = input.bool(true, title="Show Entry Signals", group=group_display)
show_info = input.bool(true, title="Show Statistics", group=group_display)

ma_fast = ta.sma(close, ma_fast_len)
ma_mid = ta.sma(close, ma_mid_len)
ma_slow = ta.sma(close, ma_slow_len)

[macd_line, macd_signal_line, macd_hist] = ta.macd(close, macd_fast, macd_slow, macd_signal_len)
rsi_value = ta.rsi(close, rsi_len)
atr_value = ta.atr(atr_len)
atr_basis = ta.sma(atr_value, 30)
atr_ratio = atr_value / atr_basis

volume_avg = ta.sma(volume, 20)
volume_ratio = volume / volume_avg

uptrend = ma_fast > ma_mid and ma_mid > ma_slow
downtrend = ma_fast < ma_mid and ma_mid < ma_slow

macd_bullish = ta.crossover(macd_line, macd_signal_line) and macd_hist > 0
macd_bearish = ta.crossunder(macd_line, macd_signal_line) and macd_hist < 0

rsi_bullish = ta.crossover(rsi_value, rsi_oversold) and uptrend
rsi_bearish = ta.crossunder(rsi_value, rsi_overbought) and downtrend

momentum_bullish = (macd_bullish or rsi_bullish) and uptrend
momentum_bearish = (macd_bearish or rsi_bearish) and downtrend

volume_confirmed = volume_ratio > 1.5

var float lowest_price = na
var float lowest_macd = na
var int lowest_bar = 0

if low < nz(lowest_price, high)
    lowest_price := low
    lowest_macd := macd_line
    lowest_bar := bar_index

bottom_divergence = uptrend and (bar_index - lowest_bar <= divergence_lookback) and low < lowest_price and macd_line > lowest_macd

var float highest_price = na
var float highest_macd = na
var int highest_bar = 0

if high > nz(highest_price, low)
    highest_price := high
    highest_macd := macd_line
    highest_bar := bar_index

top_divergence = downtrend and (bar_index - highest_bar <= divergence_lookback) and high > highest_price and macd_line < highest_macd

hammer = ((high - close) < (0.1 * (high - low))) and ((close - low) > (0.6 * (high - low))) and ((open - low) > (0.1 * (high - low)))
inverted_hammer = ((close - low) < (0.1 * (high - low))) and ((high - close) > (0.6 * (high - low))) and ((high - open) > (0.1 * (high - low)))
bullish_engulfing = (close[1] < open[1]) and (close > open) and (open <= close[1]) and (close >= open[1])
bearish_engulfing = (close[1] > open[1]) and (close < open) and (open >= close[1]) and (close <= open[1])

long_signal = uptrend and momentum_bullish and volume_confirmed and (not use_divergence or bottom_divergence or hammer or bullish_engulfing)
short_signal = downtrend and momentum_bearish and volume_confirmed and (not use_divergence or top_divergence or inverted_hammer or bearish_engulfing)

stop_distance = atr_value * atr_mult_stop
profit_distance = atr_value * atr_mult_profit

if long_signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long, when=long_signal)
    strategy.exit("Long Exit", from_entry="Long", stop=close - stop_distance, limit=close + profit_distance)

if short_signal and strategy.position_size == 0
    strategy.entry("Short", strategy.short, when=short_signal)
    strategy.exit("Short Exit", from_entry="Short", stop=close + stop_distance, limit=close - profit_distance)

plot(show_ma ? ma_fast : na, title="MA 5", color=color.blue, linewidth=1)
plot(show_ma ? ma_mid : na, title="MA 20", color=color.orange, linewidth=1)
plot(show_ma ? ma_slow : na, title="MA 60", color=color.red, linewidth=1)

plotshape(show_signals and long_signal ? long_signal : na, title="Long Signal", style=shape.labelup, location=location.belowbar, color=color.green, textcolor=color.white, size=size.small)
plotshape(show_signals and short_signal ? short_signal : na, title="Short Signal", style=shape.labeldown, location=location.abovebar, color=color.red, textcolor=color.white, size=size.small)

win_count = strategy.winstotal
loss_count = strategy.losstotal
total_trades = win_count + loss_count

win_rate = total_trades > 0 ? (win_count / total_trades) * 100 : 0
profit_factor = strategy.grossloss > 0 ? strategy.grossprofit / strategy.grossloss : 0

info_text = "Trades: " + str.tostring(int(total_trades)) + "\nWins: " + str.tostring(int(win_count)) + "\nWin Rate: " + str.tostring(win_rate, "#0.0") + "%\nProfit Factor: " + str.tostring(profit_factor, "#0.00")

var table info_table = na
if na(info_table) and show_info
    info_table := table.new(position=position.top_right, columns=1, rows=1, bgcolor=color.new(color.black, 80), border_color=color.gray, frame_color=color.gray)

if show_info and not na(info_table)
    table.cell(info_table, 0, 0, text=info_text, text_color=color.white, text_size=size.small)

alertcondition(long_signal, title="Long Entry", message="Long signal")
alertcondition(short_signal, title="Short Entry", message="Short signal")