/*backtest
start: 2025-02-16 17:00:00
end: 2025-02-18 14:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"SOL_USDT"}]
*/

//@version=5
strategy("GER40 Momentum Breakout Scalping", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=1)

//———— Input Parameters —————
stopLossPoints = input.int(30, title="Stop Loss (Pips)", minval=1)  // Updated to 30 pips
riskReward    = input.float(2.0, title="Risk Reward Ratio", step=0.1)
useTimeFilter = input.bool(false, title="Use Time Filter? (Sessions in SAST)")
// Define sessions (SAST) if needed
session1 = "0900-1030"
session2 = "1030-1200"
session3 = "1530-1730"

//———— Time Filter Function —————
inSession = true
if useTimeFilter
    // TradingView's session function uses the chart's timezone.
    // Adjust the session times if your chart timezone is not SAST.
    inSession = time(timeframe.period, session1) or time(timeframe.period, session2) or time(timeframe.period, session3)

//———— Get Previous Day's High/Low —————
// Fetch the previous day's high/low using the daily timeframe. [1] refers to the previous completed day.
prevHigh = request.security(syminfo.tickerid, "D", high[1])
prevLow  = request.security(syminfo.tickerid, "D", low[1])

//———— Calculate EMAs on the 1-minute chart —————
emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)

//———— Define Breakout Conditions —————
longCondition  = close > prevHigh and emaFast > emaSlow
shortCondition = close < prevLow  and emaFast < emaSlow

//———— Entry & Exit Rules —————
if inSession
    // Long breakout: Price breaks above previous day's high
    if (longCondition)
        strategy.entry("Long", strategy.long)
        strategy.exit("Exit Long", "Long", 
          stop = strategy.position_avg_price - stopLossPoints * syminfo.mintick, 
          limit = strategy.position_avg_price + stopLossPoints * riskReward * syminfo.mintick)
    
    // Short breakout: Price breaks below previous day's low
    if (shortCondition)
        strategy.entry("Short", strategy.short)
        strategy.exit("Exit Short", "Short", 
          stop = strategy.position_avg_price + stopLossPoints * syminfo.mintick, 
          limit = strategy.position_avg_price - stopLossPoints * riskReward * syminfo.mintick)

//———— Plot Indicators & Levels —————
plot(emaFast, color=color.blue, title="EMA 9")
plot(emaSlow, color=color.red, title="EMA 21")
plot(prevHigh, color=color.green, style=plot.style_linebr, title="Prev Day High")
plot(prevLow, color=color.maroon, style=plot.style_linebr, title="Prev Day Low")