/*backtest
start: 2025-01-18 00:00:00
end: 2025-02-17 00:00:00
period: 6h
basePeriod: 6h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=6
strategy("Candle Range Theory Strategy", overlay=true)

// Input parameters
var string HTF = input.timeframe("240", "Higher Timeframe (Minutes)")  // 4H default
var float stopLossMultiplier = input.float(1.5, "Stop Loss Multiplier", minval=0.5)
var bool useVolFilter = input.bool(false, "Use Volume Filter")
var float volThreshold = input.float(1.5, "Volume Threshold Multiplier", minval=1.0)

// Function to get higher timeframe data
getHtfData(src) =>
    request.security(syminfo.tickerid, HTF, src)

// Calculate volume condition once per bar
var bool volCondition = true
if useVolFilter
    float vol = getHtfData(volume)
    float avgVol = ta.sma(vol, 20)
    volCondition := vol > avgVol * volThreshold

// Get HTF candle data
htf_open = getHtfData(open)
htf_high = getHtfData(high)
htf_low = getHtfData(low)
htf_close = getHtfData(close)

// Store previous candle data
var float h1 = na  // High of Candle 1
var float l1 = na  // Low of Candle 1
var float h2 = na  // High of Candle 2
var float l2 = na  // Low of Candle 2
var float prevClose = na

// Track setup conditions
var string setupType = na
var float triggerLevel = na
var float targetLevel = na
var float stopLevel = na

// Update candle data - fixed time function usage
var bool isNewBar = false
isNewBar := ta.change(request.security(syminfo.tickerid, HTF, time)) != 0

if isNewBar
    h1 := h2
    l1 := l2
    h2 := htf_high[1]
    l2 := htf_low[1]
    prevClose := htf_close[1]

    // Identify setup conditions
    if not na(h1) and not na(h2) and not na(prevClose)
        if (h2 > h1 and prevClose < h1)  // Short setup
            setupType := "short"
            triggerLevel := l2
            targetLevel := l1
            stopLevel := h2 + (h2 - l1) * stopLossMultiplier
        else if (l2 < l1 and prevClose > l1)  // Long setup
            setupType := "long"
            triggerLevel := h2
            targetLevel := h1
            stopLevel := l2 - (h1 - l2) * stopLossMultiplier
        else
            setupType := na
            triggerLevel := na
            targetLevel := na
            stopLevel := na

// Entry conditions using pre-calculated volume condition - fixed line breaks
bool longCondition = setupType == "long" and high > triggerLevel and not na(triggerLevel) and volCondition
bool shortCondition = setupType == "short" and low < triggerLevel and not na(triggerLevel) and volCondition

// Execute trades
if longCondition
    strategy.entry("Long", strategy.long, comment="Long Entry")
    strategy.exit("Long Exit", "Long", limit=targetLevel, stop=stopLevel)

if shortCondition
    strategy.entry("Short", strategy.short, comment="Short Entry")
    strategy.exit("Short Exit", "Short", limit=targetLevel, stop=stopLevel)

// Plot signals - fixed plotshape parameters
plotshape(series=longCondition, title="Long Signal", location=location.belowbar, color=color.green, style=shape.triangleup)
plotshape(series=shortCondition, title="Short Signal", location=location.abovebar, color=color.red, style=shape.triangledown)

plot(triggerLevel, "Trigger Level", color=color.yellow, style=plot.style_circles)
plot(targetLevel, "Target Level", color=color.blue, style=plot.style_circles)
plot(stopLevel, "Stop Level", color=color.red, style=plot.style_circles)