//@version=5
strategy("Bullmania Money Line v2", overlay=true,
     initial_capital=10000, currency=currency.USD, pyramiding=0,
     commission_type=strategy.commission.percent, commission_value=0.1,  // 0.1% commission
     slippage=1, process_orders_on_close=true)

// Inputs
atrPeriod = input.int(10, "ATR Period", minval=1)
multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1)

// Backtest toggles
enableLongs  = input.bool(true,  "Enable Longs")
enableShorts = input.bool(true,  "Enable Shorts")

// Date range filter
startYear  = input.int(2020, "Start Year",  minval=1970, maxval=2100)
startMonth = input.int(1,    "Start Month", minval=1,    maxval=12)
startDay   = input.int(1,    "Start Day",   minval=1,    maxval=31)
endYear    = input.int(2100, "End Year",    minval=1970, maxval=2100)
endMonth   = input.int(12,   "End Month",   minval=1,    maxval=12)
endDay     = input.int(31,   "End Day",     minval=1,    maxval=31)
startTime  = timestamp(startYear, startMonth, startDay, 0, 0)
endTime    = timestamp(endYear,   endMonth,   endDay,   23, 59)
inDateRange = time >= startTime and time <= endTime

// Position sizing
riskMode = input.string("Percent of equity", "Sizing Mode", options=["Percent of equity", "Fixed contracts"])
posSizePct = input.float(10.0, "Position Size % of Equity", minval=0.0, step=0.1)
fixedQty   = input.float(1.0,   "Fixed Contracts/Qty",      minval=0.0, step=0.1)
allowFractional = input.bool(true, "Allow fractional quantity")
usePct = riskMode == "Percent of equity"

calcQty(price) =>
    qtyCalc = usePct ? (strategy.equity * (posSizePct / 100.0)) / price : fixedQty
    allowFractional ? qtyCalc : math.floor(qtyCalc)

// Stops/Targets
useMoneyLineStop = input.bool(true, "Use Money Line as Stop")
tpAtrMult = input.float(0.0, "Take Profit ATR Multiplier (0 = Off)", minval=0.0, step=0.1)

// Core calculations (same as v1)
atr = ta.atr(atrPeriod)
src = (high + low) / 2

up = src - (multiplier * atr)
dn = src + (multiplier * atr)

var float up1 = na
var float dn1 = na

up1 := nz(up1[1], up)
dn1 := nz(dn1[1], dn)

up1 := close[1] > up1 ? math.max(up, up1) : up
dn1 := close[1] < dn1 ? math.min(dn, dn1) : dn

var int trend = 1
var float tsl = na

tsl := nz(tsl[1], up1)

if trend == 1
    tsl := math.max(up1, tsl)
    trend := close < tsl ? -1 : 1
else
    tsl := math.min(dn1, tsl)
    trend := close > tsl ? 1 : -1

supertrend = tsl

// Plot the Money Line
upTrend = trend == 1 ? supertrend : na
downTrend = trend == -1 ? supertrend : na

plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)

// Signals
longSignal  = trend == 1 and trend[1] == -1
shortSignal = trend == -1 and trend[1] == 1

// Plot buy/sell signals
plotshape(longSignal,  title="Buy Signal",  location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(shortSignal, title="Sell Signal", location=location.abovebar,  color=color.red,   style=shape.circle, size=size.small)

// Fill area between price and Money Line
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

// Alerts
alertcondition(longSignal,  title="Bullmania Long",  message="Bullmania Money Line: Long signal")
alertcondition(shortSignal, title="Bullmania Short", message="Bullmania Money Line: Short signal")

// Backtest entries
canLong  = enableLongs  and inDateRange
canShort = enableShorts and inDateRange

// Issue entries on signal
if longSignal and canLong
    strategy.entry(id="Long", direction=strategy.long, qty = calcQty(close))

if shortSignal and canShort
    strategy.entry(id="Short", direction=strategy.short, qty = calcQty(close))

// Dynamic stops/targets via strategy.exit
longStop  = useMoneyLineStop and trend == 1  ? supertrend : na
shortStop = useMoneyLineStop and trend == -1 ? supertrend : na

// Optional ATR-based take profits referenced from average fill price
longTP  = tpAtrMult > 0 and strategy.position_size > 0  ? strategy.position_avg_price + atr * tpAtrMult : na
shortTP = tpAtrMult > 0 and strategy.position_size < 0 ? strategy.position_avg_price - atr * tpAtrMult : na

// Update exits every bar (works even when not in position)
strategy.exit("XL", from_entry="Long",  stop=longStop,  limit=longTP)
strategy.exit("XS", from_entry="Short", stop=shortStop, limit=shortTP)