30min ORB + OR Box

//@version=6
strategy("30min ORB + OR Box + Gap Filter [v6]", overlay=true,
     default_qty_type=strategy.percent_of_equity,
     default_qty_value=100,
     commission_type=strategy.commission.percent,
     commission_value=0.1)

// ── Inputs ─────────────────────────────────────────────────────────────────────
orbMinutes     = input.int(30, "Opening Range Minutes", minval=5, maxval=60)
gapMovePct     = input.float(5.0, "Gap Threshold %", minval=0.1)
useVWAPFilter  = input.bool(true, "Require VWAP Confirmation")
useConfirmBar  = input.bool(true, "Require Next Bar Confirmation")
maFastLen      = input.int(4, "Profit MA Fast Length")
maSlowLen      = input.int(9, "Profit MA Slow Length")
maType         = input.string("EMA", "MA Type", options=["SMA", "EMA"])

// ── Optional safety: built for 5m charts ──────────────────────────────────────
if timeframe.period != "5"
    runtime.error("This strategy is intended for 5-minute charts only.")

// ── Session filters ────────────────────────────────────────────────────────────
bool inSession = not na(time(timeframe.period, "0930-1600"))
bool before11  = hour < 11

// ── Gap filter ─────────────────────────────────────────────────────────────────
// Note: This is an overnight gap proxy, not true after-hours move.
prevClose = request.security(syminfo.tickerid, "1D", close[1], lookahead=barmerge.lookahead_on)
gapPct    = prevClose != 0 ? (open - prevClose) / prevClose * 100 : 0
isInPlay  = math.abs(gapPct) >= gapMovePct

// ── New day detection ──────────────────────────────────────────────────────────
bool isNewDay = ta.change(time("1D")) != 0

// ── Opening Range state ────────────────────────────────────────────────────────
var float orHigh = na
var float orLow  = na
var bool  orSet  = false
var int   orStartBar = na
var int   orEndBar   = na
var box   orBox      = na

if isNewDay
    orHigh := na
    orLow := na
    orSet := false
    orStartBar := na
    orEndBar := na
    orBox := na

barsInOR    = ta.barssince(isNewDay)
orBars      = math.round(orbMinutes / 5)
inOrbPeriod = inSession and not orSet and barsInOR < orBars

// ── Build OR high/low ──────────────────────────────────────────────────────────
if inOrbPeriod
    orStartBar := na(orStartBar) ? bar_index : orStartBar
    orHigh := na(orHigh) ? high : math.max(orHigh, high)
    orLow  := na(orLow)  ? low  : math.min(orLow, low)

// ── Finalize OR after window closes ────────────────────────────────────────────
if not orSet and not inOrbPeriod and not na(orHigh) and not na(orLow)
    orSet := true
    orEndBar := bar_index - 1

    // Create a full box covering the OR candles
    orBox := box.new(
         left=orStartBar,
         top=orHigh,
         right=orEndBar,
         bottom=orLow,
         border_color=color.new(color.yellow, 0),
         bgcolor=color.new(color.yellow, 85)
     )

// Extend the box to the right all day so you can see the breakout level
if orSet and not na(orBox)
    box.set_right(orBox, bar_index)
    box.set_top(orBox, orHigh)
    box.set_bottom(orBox, orLow)

// ── Plot OR levels ─────────────────────────────────────────────────────────────
plot(orSet ? orHigh : na, "ORB High", color.red, 2, plot.style_linebr)
plot(orSet ? orLow  : na, "ORB Low",  color.lime, 2, plot.style_linebr)

// ── VWAP ───────────────────────────────────────────────────────────────────────
vwapValue = ta.vwap(hlc3)
plot(useVWAPFilter ? vwapValue : na, "VWAP", color.purple, 2)

// ── Profit MAs ─────────────────────────────────────────────────────────────────
maFast = maType == "EMA" ? ta.ema(close, maFastLen) : ta.sma(close, maFastLen)
maSlow = maType == "EMA" ? ta.ema(close, maSlowLen) : ta.sma(close, maSlowLen)

plot(maFast, "Fast MA", color.orange, 1)
plot(maSlow, "Slow MA", color.blue, 1)

// ── Breakout logic ─────────────────────────────────────────────────────────────
bullBreak = orSet and close > orHigh and close[1] <= orHigh
bearBreak = orSet and close < orLow  and close[1] >= orLow

bullSignal = useConfirmBar ? (bullBreak[1] and close > orHigh) : bullBreak
bearSignal = useConfirmBar ? (bearBreak[1] and close < orLow)  : bearBreak

longCondition  = isInPlay and bullSignal and (not useVWAPFilter or close > vwapValue) and before11 and inSession
shortCondition = isInPlay and bearSignal and (not useVWAPFilter or close < vwapValue) and before11 and inSession

// ── Entries ────────────────────────────────────────────────────────────────────
if longCondition and strategy.position_size <= 0
    strategy.entry("Long", strategy.long)

if shortCondition and strategy.position_size >= 0
    strategy.entry("Short", strategy.short)

// ── Exits ──────────────────────────────────────────────────────────────────────
strategy.exit("Long Stop", "Long", stop=low[1])
strategy.exit("Short Stop", "Short", stop=high[1])

longProfit  = ta.crossunder(maFast, maSlow)
shortProfit = ta.crossover(maFast, maSlow)

if longProfit and strategy.position_size > 0
    strategy.close("Long")

if shortProfit and strategy.position_size < 0
    strategy.close("Short")

// ── Visuals ────────────────────────────────────────────────────────────────────
plotshape(longCondition,  title="Long Signal",  location=location.belowbar, color=color.green, style=shape.triangleup,   size=size.large, text="LONG")
plotshape(shortCondition, title="Short Signal", location=location.abovebar, color=color.red,   style=shape.triangledown, size=size.large, text="SHORT")

bgcolor(isInPlay ? color.new(color.yellow, 92) : na, title="In Play Day")

// ── Debug plots ────────────────────────────────────────────────────────────────
plotchar(isInPlay,   title="isInPlay",   char="G", location=location.top, color=color.yellow, size=size.tiny)
plotchar(orSet,      title="orSet",      char="R", location=location.top, color=color.white,  size=size.tiny)
plotchar(bullBreak,  title="bullBreak",  char="B", location=location.top, color=color.green,  size=size.tiny)
plotchar(bearBreak,  title="bearBreak",  char="S", location=location.top, color=color.red,    size=size.tiny)

// ── Alerts ─────────────────────────────────────────────────────────────────────
alertcondition(longCondition,  title="Long ORB Alert",  message="ORB LONG confirmed • {{ticker}} @ {{close}}")
alertcondition(shortCondition, title="Short ORB Alert", message="ORB SHORT confirmed • {{ticker}} @ {{close}}")