@backtest-kit/sidekick 14.1.0 → 15.1.0

package/README.md

@@ -1,180 +1,180 @@
-# 🧿 @backtest-kit/sidekick
-
-> The fastest way to start a [backtest-kit](https://www.npmjs.com/package/backtest-kit) trading bot — but the *full-control* one. Scaffolds a complete multi-timeframe crypto strategy where every wire (exchange, frames, risk, actions, runner) is editable source in **your** project: a 4H trend filter + 15m signal generator in Pine Script, partial profit taking, breakeven trailing stops, and risk validation.
-
-![screenshot](https://raw.githubusercontent.com/tripolskypetr/backtest-kit/HEAD/assets/screenshots/screenshot16.png)
-
-[![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/tripolskypetr/backtest-kit)
-[![npm](https://img.shields.io/npm/v/@backtest-kit/sidekick.svg?style=flat-square)](https://npmjs.org/package/@backtest-kit/sidekick)
-[![License](https://img.shields.io/npm/l/@backtest-kit/sidekick.svg)](https://github.com/tripolskypetr/backtest-kit/blob/master/LICENSE)
-
-📚 **[Docs](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html)** · 🌟 **[Reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example)** · 🐙 **[GitHub](https://github.com/tripolskypetr/backtest-kit)**
-
-```bash
-npx -y @backtest-kit/sidekick my-trading-bot
-cd my-trading-bot && npm start
-```
-
----
-
-## Init vs. Sidekick — pick your level of control
-
-`@backtest-kit/cli --init` keeps the boilerplate *inside* the CLI; your repo holds only strategy files. **Sidekick is the "eject":** it writes the entire wiring — exchange adapter, frames, risk rules, actions, bootstrap, runner — as plain, editable source in your project, with no CLI in the loop and nothing hidden. Choose Sidekick when you want to read and own every line, not just the strategy.
-
-What you get out of the box: a working multi-timeframe Pine Script strategy (4H trend + 15m signals), SL/TP distance risk validation, partial profit taking + breakeven trailing stops, cache utilities and debug scripts, a `CLAUDE.md` for AI-assisted iteration, and environment config.
-
-- 🚀 **Zero config** — one command, no setup.
-- 📊 **Multi-timeframe** — 4H trend filter (RSI+MACD+ADX) + 15m entries (EMA crossover + volume spike + momentum).
-- 📜 **Pine Script v5** — strategies run locally via `@backtest-kit/pinets`, no TradingView.
-- 🛡️ **Risk management** — SL/TP distance validation, 33/33/34 partial profit, breakeven trailing.
-- 🔄 **Full lifecycle** — scheduled/opened/closed/cancelled event logging.
-- 🔌 **Binance via CCXT** — OHLCV, order-book depth, tick-precise formatting.
-- 🕐 **Historical frames** — bull, sharp-drop, and sideways periods predefined.
-- 🎨 **Web dashboard** — `@backtest-kit/ui` charting.
-- 💾 **Crash-safe storage** — atomic persistence for backtest and live.
-
----
-
-## The strategy it scaffolds
-
-<details>
-<summary>4H trend filter (timeframe_4h.pine)</summary>
-
-Classifies the market regime from three indicators:
-
-| Regime | Condition |
-|--------|-----------|
-| **AllowLong** | ADX > 25, MACD histogram > 0, DI+ > DI−, RSI > 50 |
-| **AllowShort** | ADX > 25, MACD histogram < 0, DI− > DI+, RSI < 50 |
-| **AllowBoth** | Strong trend, no clear bull/bear regime |
-| **NoTrades** | ADX ≤ 25 (weak trend) |
-
-</details>
-
-<details>
-<summary>15m signal generator (timeframe_15m.pine)</summary>
-
-EMA crossover confirmed by volume and momentum:
-
-- **Long** — EMA(5) crosses above EMA(13), RSI 40–65, price above EMA(50), volume spike (>1.5× MA), positive momentum.
-- **Short** — EMA(5) crosses below EMA(13), RSI 35–60, price below EMA(50), volume spike, negative momentum.
-- **SL/TP** — static 2% / 3% from entry. **Signal expiry** — 5 bars.
-
-</details>
-
-<details>
-<summary>Risk filters & position management</summary>
-
-**Risk filters:** reject signals with SL distance < 0.2% or TP distance < 0.2% (slippage protection); enforce trend alignment (longs rejected in a bear regime, shorts in a bull regime).
-
-**Position management:** partial profit taking scales out at three levels — 33% at TP3, 33% at TP2, 34% at TP1; when breakeven is reached, the trailing stop is lowered by 3 points.
-
-</details>
-
-<details>
-<summary>Backtest frames</summary>
-
-| Frame | Period | Market note |
-|-------|--------|-------------|
-| `February2024` | Feb 1–29, 2024 | Bull run |
-| `October2025` | Oct 1–31, 2025 | Sharp drop Oct 9–11 |
-| `November2025` | Nov 1–30, 2025 | Sideways with downtrend |
-| `December2025` | Dec 1–31, 2025 | Sideways, no clear direction |
-
-</details>
-
----
-
-## Generated project structure
-
-Everything below lands as editable source in your project — this *is* the package's deliverable.
-
-<details>
-<summary>Full tree</summary>
-
-```
-my-trading-bot/
-├── src/
-│   ├── index.mjs                  # Entry point — loads config, logic, bootstrap
-│   ├── main/bootstrap.mjs         # Mode dispatcher (backtest / paper / live)
-│   ├── config/
-│   │   ├── setup.mjs              # Logger, storage, notifications, UI server
-│   │   ├── validate.mjs          # Schema validation for all enums
-│   │   ├── params.mjs            # Environment variables (Ollama API key)
-│   │   └── ccxt.mjs              # Binance exchange singleton via CCXT
-│   ├── logic/
-│   │   ├── strategy/main.strategy.mjs    # Main strategy — multi-TF signal logic
-│   │   ├── exchange/binance.exchange.mjs # Exchange schema — candles, order book, formatting
-│   │   ├── frame/*.frame.mjs             # Backtest time frames (Feb 2024, Oct–Dec 2025)
-│   │   ├── risk/sl_distance.risk.mjs     # Stop-loss distance validation (≥0.2%)
-│   │   ├── risk/tp_distance.risk.mjs     # Take-profit distance validation (≥0.2%)
-│   │   └── action/
-│   │       ├── backtest_partial_profit_taking.action.mjs
-│   │       ├── backtest_lower_stop_on_breakeven.action.mjs
-│   │       └── backtest_position_monitor.action.mjs
-│   ├── classes/
-│   │   ├── BacktestPartialProfitTakingAction.mjs  # Scale out at 3 TP levels
-│   │   ├── BacktestLowerStopOnBreakevenAction.mjs # Trailing stop on breakeven
-│   │   └── BacktestPositionMonitorAction.mjs      # Position event logger
-│   ├── math/
-│   │   ├── timeframe_4h.math.mjs   # 4H trend data — RSI, MACD, ADX, DI+/DI−
-│   │   └── timeframe_15m.math.mjs  # 15m signal data — EMA, ATR, volume, momentum
-│   ├── enum/                       # String constants for type-safe schema refs
-│   └── utils/getArgs.mjs           # CLI argument parser with defaults
-├── config/source/
-│   ├── timeframe_4h.pine    # Pine Script v5 — Daily Trend Filter (RSI/MACD/ADX)
-│   └── timeframe_15m.pine   # Pine Script v5 — Signal Strategy (EMA/ATR/Volume)
-├── scripts/
-│   ├── run_timeframe_15m.mjs # Standalone 15m Pine Script runner
-│   ├── run_timeframe_4h.mjs  # Standalone 4H Pine Script runner
-│   └── cache/
-│       ├── cache_candles.mjs     # Pre-download OHLCV candles (1m/15m/4h)
-│       ├── validate_candles.mjs  # Verify cached candle data integrity
-│       └── cache_model.mjs       # Pull Ollama LLM model with progress bar
-├── docker/ollama/
-│   ├── docker-compose.yaml   # Ollama GPU container setup
-│   └── watch.sh              # nvidia-smi monitor
-├── CLAUDE.md                 # AI strategy development guide
-├── .env                      # Environment variables
-└── package.json
-```
-
-</details>
-
----
-
-## CLI options & dependencies
-
-```bash
-npx -y @backtest-kit/sidekick my-bot   # named project
-npx -y @backtest-kit/sidekick .        # current directory (must be empty)
-```
-
-<details>
-<summary>Dependencies installed</summary>
-
-| Package | Purpose |
-|---------|---------|
-| [backtest-kit](https://www.npmjs.com/package/backtest-kit) | Core backtesting / trading framework |
-| [@backtest-kit/pinets](https://www.npmjs.com/package/@backtest-kit/pinets) | Pine Script v5 runtime for Node.js |
-| [@backtest-kit/ui](https://www.npmjs.com/package/@backtest-kit/ui) | Interactive charting dashboard |
-| [@backtest-kit/ollama](https://www.npmjs.com/package/@backtest-kit/ollama) | LLM inference integration |
-| [ccxt](https://github.com/ccxt/ccxt) | Binance exchange connectivity |
-| [functools-kit](https://www.npmjs.com/package/functools-kit) | `singleshot`, `randomString` utilities |
-| [pinolog](https://www.npmjs.com/package/pinolog) | File-based structured logging |
-| [openai](https://www.npmjs.com/package/openai) | OpenAI API client |
-| [ollama](https://www.npmjs.com/package/ollama) | Ollama local LLM client |
-
-</details>
-
-## 🔗 Links
-
-[Documentation](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html) · [GitHub](https://github.com/tripolskypetr/backtest-kit) · [Reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example)
-
-## 🤝 Contribute
-
-Found a bug or want a feature? [Open an issue](https://github.com/tripolskypetr/backtest-kit/issues) or submit a PR.
-
-## 📜 License
-
-MIT © [tripolskypetr](https://github.com/tripolskypetr)
+# 🧿 @backtest-kit/sidekick
+
+> The fastest way to start a [backtest-kit](https://www.npmjs.com/package/backtest-kit) trading bot — but the *full-control* one. Scaffolds a complete multi-timeframe crypto strategy where every wire (exchange, frames, risk, actions, runner) is editable source in **your** project: a 4H trend filter + 15m signal generator in Pine Script, partial profit taking, breakeven trailing stops, and risk validation.
+
+![screenshot](https://raw.githubusercontent.com/tripolskypetr/backtest-kit/HEAD/assets/screenshots/screenshot16.png)
+
+[![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/tripolskypetr/backtest-kit)
+[![npm](https://img.shields.io/npm/v/@backtest-kit/sidekick.svg?style=flat-square)](https://npmjs.org/package/@backtest-kit/sidekick)
+[![License](https://img.shields.io/npm/l/@backtest-kit/sidekick.svg)](https://github.com/tripolskypetr/backtest-kit/blob/master/LICENSE)
+
+📚 **[Docs](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html)** · 🌟 **[Reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example)** · 🐙 **[GitHub](https://github.com/tripolskypetr/backtest-kit)**
+
+```bash
+npx -y @backtest-kit/sidekick my-trading-bot
+cd my-trading-bot && npm start
+```
+
+---
+
+## Init vs. Sidekick — pick your level of control
+
+`@backtest-kit/cli --init` keeps the boilerplate *inside* the CLI; your repo holds only strategy files. **Sidekick is the "eject":** it writes the entire wiring — exchange adapter, frames, risk rules, actions, bootstrap, runner — as plain, editable source in your project, with no CLI in the loop and nothing hidden. Choose Sidekick when you want to read and own every line, not just the strategy.
+
+What you get out of the box: a working multi-timeframe Pine Script strategy (4H trend + 15m signals), SL/TP distance risk validation, partial profit taking + breakeven trailing stops, cache utilities and debug scripts, a `CLAUDE.md` for AI-assisted iteration, and environment config.
+
+- 🚀 **Zero config** — one command, no setup.
+- 📊 **Multi-timeframe** — 4H trend filter (RSI+MACD+ADX) + 15m entries (EMA crossover + volume spike + momentum).
+- 📜 **Pine Script v5** — strategies run locally via `@backtest-kit/pinets`, no TradingView.
+- 🛡️ **Risk management** — SL/TP distance validation, 33/33/34 partial profit, breakeven trailing.
+- 🔄 **Full lifecycle** — scheduled/opened/closed/cancelled event logging.
+- 🔌 **Binance via CCXT** — OHLCV, order-book depth, tick-precise formatting.
+- 🕐 **Historical frames** — bull, sharp-drop, and sideways periods predefined.
+- 🎨 **Web dashboard** — `@backtest-kit/ui` charting.
+- 💾 **Crash-safe storage** — atomic persistence for backtest and live.
+
+---
+
+## The strategy it scaffolds
+
+<details>
+<summary>4H trend filter (timeframe_4h.pine)</summary>
+
+Classifies the market regime from three indicators:
+
+| Regime | Condition |
+|--------|-----------|
+| **AllowLong** | ADX > 25, MACD histogram > 0, DI+ > DI−, RSI > 50 |
+| **AllowShort** | ADX > 25, MACD histogram < 0, DI− > DI+, RSI < 50 |
+| **AllowBoth** | Strong trend, no clear bull/bear regime |
+| **NoTrades** | ADX ≤ 25 (weak trend) |
+
+</details>
+
+<details>
+<summary>15m signal generator (timeframe_15m.pine)</summary>
+
+EMA crossover confirmed by volume and momentum:
+
+- **Long** — EMA(5) crosses above EMA(13), RSI 40–65, price above EMA(50), volume spike (>1.5× MA), positive momentum.
+- **Short** — EMA(5) crosses below EMA(13), RSI 35–60, price below EMA(50), volume spike, negative momentum.
+- **SL/TP** — static 2% / 3% from entry. **Signal expiry** — 5 bars.
+
+</details>
+
+<details>
+<summary>Risk filters & position management</summary>
+
+**Risk filters:** reject signals with SL distance < 0.2% or TP distance < 0.2% (slippage protection); enforce trend alignment (longs rejected in a bear regime, shorts in a bull regime).
+
+**Position management:** partial profit taking scales out at three levels — 33% at TP3, 33% at TP2, 34% at TP1; when breakeven is reached, the trailing stop is lowered by 3 points.
+
+</details>
+
+<details>
+<summary>Backtest frames</summary>
+
+| Frame | Period | Market note |
+|-------|--------|-------------|
+| `February2024` | Feb 1–29, 2024 | Bull run |
+| `October2025` | Oct 1–31, 2025 | Sharp drop Oct 9–11 |
+| `November2025` | Nov 1–30, 2025 | Sideways with downtrend |
+| `December2025` | Dec 1–31, 2025 | Sideways, no clear direction |
+
+</details>
+
+---
+
+## Generated project structure
+
+Everything below lands as editable source in your project — this *is* the package's deliverable.
+
+<details>
+<summary>Full tree</summary>
+
+```
+my-trading-bot/
+├── src/
+│   ├── index.mjs                  # Entry point — loads config, logic, bootstrap
+│   ├── main/bootstrap.mjs         # Mode dispatcher (backtest / paper / live)
+│   ├── config/
+│   │   ├── setup.mjs              # Logger, storage, notifications, UI server
+│   │   ├── validate.mjs          # Schema validation for all enums
+│   │   ├── params.mjs            # Environment variables (Ollama API key)
+│   │   └── ccxt.mjs              # Binance exchange singleton via CCXT
+│   ├── logic/
+│   │   ├── strategy/main.strategy.mjs    # Main strategy — multi-TF signal logic
+│   │   ├── exchange/binance.exchange.mjs # Exchange schema — candles, order book, formatting
+│   │   ├── frame/*.frame.mjs             # Backtest time frames (Feb 2024, Oct–Dec 2025)
+│   │   ├── risk/sl_distance.risk.mjs     # Stop-loss distance validation (≥0.2%)
+│   │   ├── risk/tp_distance.risk.mjs     # Take-profit distance validation (≥0.2%)
+│   │   └── action/
+│   │       ├── backtest_partial_profit_taking.action.mjs
+│   │       ├── backtest_lower_stop_on_breakeven.action.mjs
+│   │       └── backtest_position_monitor.action.mjs
+│   ├── classes/
+│   │   ├── BacktestPartialProfitTakingAction.mjs  # Scale out at 3 TP levels
+│   │   ├── BacktestLowerStopOnBreakevenAction.mjs # Trailing stop on breakeven
+│   │   └── BacktestPositionMonitorAction.mjs      # Position event logger
+│   ├── math/
+│   │   ├── timeframe_4h.math.mjs   # 4H trend data — RSI, MACD, ADX, DI+/DI−
+│   │   └── timeframe_15m.math.mjs  # 15m signal data — EMA, ATR, volume, momentum
+│   ├── enum/                       # String constants for type-safe schema refs
+│   └── utils/getArgs.mjs           # CLI argument parser with defaults
+├── config/source/
+│   ├── timeframe_4h.pine    # Pine Script v5 — Daily Trend Filter (RSI/MACD/ADX)
+│   └── timeframe_15m.pine   # Pine Script v5 — Signal Strategy (EMA/ATR/Volume)
+├── scripts/
+│   ├── run_timeframe_15m.mjs # Standalone 15m Pine Script runner
+│   ├── run_timeframe_4h.mjs  # Standalone 4H Pine Script runner
+│   └── cache/
+│       ├── cache_candles.mjs     # Pre-download OHLCV candles (1m/15m/4h)
+│       ├── validate_candles.mjs  # Verify cached candle data integrity
+│       └── cache_model.mjs       # Pull Ollama LLM model with progress bar
+├── docker/ollama/
+│   ├── docker-compose.yaml   # Ollama GPU container setup
+│   └── watch.sh              # nvidia-smi monitor
+├── CLAUDE.md                 # AI strategy development guide
+├── .env                      # Environment variables
+└── package.json
+```
+
+</details>
+
+---
+
+## CLI options & dependencies
+
+```bash
+npx -y @backtest-kit/sidekick my-bot   # named project
+npx -y @backtest-kit/sidekick .        # current directory (must be empty)
+```
+
+<details>
+<summary>Dependencies installed</summary>
+
+| Package | Purpose |
+|---------|---------|
+| [backtest-kit](https://www.npmjs.com/package/backtest-kit) | Core backtesting / trading framework |
+| [@backtest-kit/pinets](https://www.npmjs.com/package/@backtest-kit/pinets) | Pine Script v5 runtime for Node.js |
+| [@backtest-kit/ui](https://www.npmjs.com/package/@backtest-kit/ui) | Interactive charting dashboard |
+| [@backtest-kit/ollama](https://www.npmjs.com/package/@backtest-kit/ollama) | LLM inference integration |
+| [ccxt](https://github.com/ccxt/ccxt) | Binance exchange connectivity |
+| [functools-kit](https://www.npmjs.com/package/functools-kit) | `singleshot`, `randomString` utilities |
+| [pinolog](https://www.npmjs.com/package/pinolog) | File-based structured logging |
+| [openai](https://www.npmjs.com/package/openai) | OpenAI API client |
+| [ollama](https://www.npmjs.com/package/ollama) | Ollama local LLM client |
+
+</details>
+
+## 🔗 Links
+
+[Documentation](https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html) · [GitHub](https://github.com/tripolskypetr/backtest-kit) · [Reference implementation](https://github.com/tripolskypetr/backtest-kit/tree/master/example)
+
+## 🤝 Contribute
+
+Found a bug or want a feature? [Open an issue](https://github.com/tripolskypetr/backtest-kit/issues) or submit a PR.
+
+## 📜 License
+
+MIT © [tripolskypetr](https://github.com/tripolskypetr)

package/content/config/source/timeframe_15m.pine

@@ -1,114 +1,114 @@
-//@version=5
-indicator("Signal Strategy 15m v1", overlay=true)
-
-plotcandle(open, high, low, close, 
-     color=close > open ? color.new(color.green, 70) : color.new(color.red, 70),
-     wickcolor=color.new(color.gray, 70),
-     bordercolor=color.new(color.gray, 70))
-
-
-// === INPUTS ===
-rsi_len = input.int(7, "RSI Length", minval=2)
-ema_fast_len = input.int(5, "EMA Fast", minval=1)
-ema_slow_len = input.int(13, "EMA Slow", minval=1)
-ema_trend_len = input.int(50, "EMA Trend", minval=1)
-atr_len = input.int(14, "ATR Length", minval=1)
-vol_ma_len = input.int(20, "Volume MA Length", minval=1)
-
-sl_mult = input.float(1.5, "SL ATR Multiplier", minval=0.5, step=0.1)
-tp_mult = input.float(2.5, "TP ATR Multiplier", minval=0.5, step=0.1)
-signal_valid_bars = input.int(5, "Signal Valid Bars", minval=1)
-
-// === INDICATORS ===
-rsi = ta.rsi(close, rsi_len)
-ema_fast = ta.ema(close, ema_fast_len)
-ema_slow = ta.ema(close, ema_slow_len)
-ema_trend = ta.ema(close, ema_trend_len)
-atr = ta.atr(atr_len)
-
-// Volume filter - выше среднего
-vol_ma = ta.sma(volume, vol_ma_len)
-vol_spike = volume > vol_ma * 1.5
-
-// Momentum confirmation
-mom = ta.mom(close, 3)
-mom_up = mom > 0
-mom_down = mom < 0
-
-// === TREND FILTER ===
-trend_up = close > ema_trend and ema_fast > ema_trend
-trend_down = close < ema_trend and ema_fast < ema_trend
-
-// === ENTRY CONDITIONS ===
-// Long: пересечение + RSI не перекуплен + тренд вверх + объём + momentum
-long_cond = ta.crossover(ema_fast, ema_slow) and rsi > 40 and rsi < 65 and trend_up and vol_spike and mom_up
-
-// Short: пересечение + RSI не перепродан + тренд вниз + объём + momentum  
-short_cond = ta.crossunder(ema_fast, ema_slow) and rsi < 60 and rsi > 35 and trend_down and vol_spike and mom_down
-
-// === SIGNAL MANAGEMENT ===
-var int bars_since_signal = 0
-var int last_signal = 0
-var float entry_price = na
-var float signal_atr = na
-
-if long_cond
-    last_signal := 1
-    bars_since_signal := 0
-    entry_price := close
-    signal_atr := atr
-else if short_cond
-    last_signal := -1
-    bars_since_signal := 0
-    entry_price := close
-    signal_atr := atr
-else
-    bars_since_signal += 1
-
-// Signal expires faster on 15m
-active_signal = bars_since_signal <= signal_valid_bars ? last_signal : 0
-
-// === DYNAMIC SL/TP based on ATR ===
-// sl = last_signal == 1 ? entry_price - signal_atr * sl_mult : last_signal == -1 ? entry_price + signal_atr * sl_mult : na
-// tp = last_signal == 1 ? entry_price + signal_atr * tp_mult : last_signal == -1 ? entry_price - signal_atr * tp_mult : na
-
-// === STATIC SL/TP for watch strategy ==
-sl = last_signal == -1 ? close * 1.02 : close * 0.98
-tp = last_signal == -1 ? close * 0.97 : close * 1.03
-
-// === VISUALIZATION ===
-line_color = active_signal == 1 ? color.green : active_signal == -1 ? color.red : color.gray
-
-plot(ema_fast, "EMA Fast", color=color.new(color.blue, 50), linewidth=1)
-plot(ema_slow, "EMA Slow", color=color.new(color.orange, 50), linewidth=1)
-plot(ema_trend, "EMA Trend", color=color.new(color.white, 70), linewidth=2)
-
-plotshape(long_cond, "Long", shape.triangleup, location.belowbar, color.green, size=size.small)
-plotshape(short_cond, "Short", shape.triangledown, location.abovebar, color.red, size=size.small)
-
-plot(close, "Active Signal", color=line_color, linewidth=6)
-
-// === OUTPUTS FOR BOT ===
-plot(close, "Close", display=display.data_window)
-plot(active_signal, "Signal", display=display.data_window)
-plot(sl, "StopLoss", display=display.data_window)
-plot(tp, "TakeProfit", display=display.data_window)
-plot(1440, "EstimatedTime", display=display.data_window)  // 24 hour for 15m TF
-
-// === DEBUG: INDICATOR DUMP ===
-plot(rsi, "d_RSI", display=display.data_window)
-plot(ema_fast, "d_EmaFast", display=display.data_window)
-plot(ema_slow, "d_EmaSlow", display=display.data_window)
-plot(ema_trend, "d_EmaTrend", display=display.data_window)
-plot(atr, "d_ATR", display=display.data_window)
-plot(volume, "d_Volume", display=display.data_window)
-plot(vol_ma, "d_VolMA", display=display.data_window)
-plot(vol_spike ? 1 : 0, "d_VolSpike", display=display.data_window)
-plot(mom, "d_Mom", display=display.data_window)
-plot(mom_up ? 1 : 0, "d_MomUp", display=display.data_window)
-plot(mom_down ? 1 : 0, "d_MomDown", display=display.data_window)
-plot(trend_up ? 1 : 0, "d_TrendUp", display=display.data_window)
-plot(trend_down ? 1 : 0, "d_TrendDown", display=display.data_window)
-plot(long_cond ? 1 : 0, "d_LongCond", display=display.data_window)
-plot(short_cond ? 1 : 0, "d_ShortCond", display=display.data_window)
+//@version=5
+indicator("Signal Strategy 15m v1", overlay=true)
+
+plotcandle(open, high, low, close, 
+     color=close > open ? color.new(color.green, 70) : color.new(color.red, 70),
+     wickcolor=color.new(color.gray, 70),
+     bordercolor=color.new(color.gray, 70))
+
+
+// === INPUTS ===
+rsi_len = input.int(7, "RSI Length", minval=2)
+ema_fast_len = input.int(5, "EMA Fast", minval=1)
+ema_slow_len = input.int(13, "EMA Slow", minval=1)
+ema_trend_len = input.int(50, "EMA Trend", minval=1)
+atr_len = input.int(14, "ATR Length", minval=1)
+vol_ma_len = input.int(20, "Volume MA Length", minval=1)
+
+sl_mult = input.float(1.5, "SL ATR Multiplier", minval=0.5, step=0.1)
+tp_mult = input.float(2.5, "TP ATR Multiplier", minval=0.5, step=0.1)
+signal_valid_bars = input.int(5, "Signal Valid Bars", minval=1)
+
+// === INDICATORS ===
+rsi = ta.rsi(close, rsi_len)
+ema_fast = ta.ema(close, ema_fast_len)
+ema_slow = ta.ema(close, ema_slow_len)
+ema_trend = ta.ema(close, ema_trend_len)
+atr = ta.atr(atr_len)
+
+// Volume filter - выше среднего
+vol_ma = ta.sma(volume, vol_ma_len)
+vol_spike = volume > vol_ma * 1.5
+
+// Momentum confirmation
+mom = ta.mom(close, 3)
+mom_up = mom > 0
+mom_down = mom < 0
+
+// === TREND FILTER ===
+trend_up = close > ema_trend and ema_fast > ema_trend
+trend_down = close < ema_trend and ema_fast < ema_trend
+
+// === ENTRY CONDITIONS ===
+// Long: пересечение + RSI не перекуплен + тренд вверх + объём + momentum
+long_cond = ta.crossover(ema_fast, ema_slow) and rsi > 40 and rsi < 65 and trend_up and vol_spike and mom_up
+
+// Short: пересечение + RSI не перепродан + тренд вниз + объём + momentum  
+short_cond = ta.crossunder(ema_fast, ema_slow) and rsi < 60 and rsi > 35 and trend_down and vol_spike and mom_down
+
+// === SIGNAL MANAGEMENT ===
+var int bars_since_signal = 0
+var int last_signal = 0
+var float entry_price = na
+var float signal_atr = na
+
+if long_cond
+    last_signal := 1
+    bars_since_signal := 0
+    entry_price := close
+    signal_atr := atr
+else if short_cond
+    last_signal := -1
+    bars_since_signal := 0
+    entry_price := close
+    signal_atr := atr
+else
+    bars_since_signal += 1
+
+// Signal expires faster on 15m
+active_signal = bars_since_signal <= signal_valid_bars ? last_signal : 0
+
+// === DYNAMIC SL/TP based on ATR ===
+// sl = last_signal == 1 ? entry_price - signal_atr * sl_mult : last_signal == -1 ? entry_price + signal_atr * sl_mult : na
+// tp = last_signal == 1 ? entry_price + signal_atr * tp_mult : last_signal == -1 ? entry_price - signal_atr * tp_mult : na
+
+// === STATIC SL/TP for watch strategy ==
+sl = last_signal == -1 ? close * 1.02 : close * 0.98
+tp = last_signal == -1 ? close * 0.97 : close * 1.03
+
+// === VISUALIZATION ===
+line_color = active_signal == 1 ? color.green : active_signal == -1 ? color.red : color.gray
+
+plot(ema_fast, "EMA Fast", color=color.new(color.blue, 50), linewidth=1)
+plot(ema_slow, "EMA Slow", color=color.new(color.orange, 50), linewidth=1)
+plot(ema_trend, "EMA Trend", color=color.new(color.white, 70), linewidth=2)
+
+plotshape(long_cond, "Long", shape.triangleup, location.belowbar, color.green, size=size.small)
+plotshape(short_cond, "Short", shape.triangledown, location.abovebar, color.red, size=size.small)
+
+plot(close, "Active Signal", color=line_color, linewidth=6)
+
+// === OUTPUTS FOR BOT ===
+plot(close, "Close", display=display.data_window)
+plot(active_signal, "Signal", display=display.data_window)
+plot(sl, "StopLoss", display=display.data_window)
+plot(tp, "TakeProfit", display=display.data_window)
+plot(1440, "EstimatedTime", display=display.data_window)  // 24 hour for 15m TF
+
+// === DEBUG: INDICATOR DUMP ===
+plot(rsi, "d_RSI", display=display.data_window)
+plot(ema_fast, "d_EmaFast", display=display.data_window)
+plot(ema_slow, "d_EmaSlow", display=display.data_window)
+plot(ema_trend, "d_EmaTrend", display=display.data_window)
+plot(atr, "d_ATR", display=display.data_window)
+plot(volume, "d_Volume", display=display.data_window)
+plot(vol_ma, "d_VolMA", display=display.data_window)
+plot(vol_spike ? 1 : 0, "d_VolSpike", display=display.data_window)
+plot(mom, "d_Mom", display=display.data_window)
+plot(mom_up ? 1 : 0, "d_MomUp", display=display.data_window)
+plot(mom_down ? 1 : 0, "d_MomDown", display=display.data_window)
+plot(trend_up ? 1 : 0, "d_TrendUp", display=display.data_window)
+plot(trend_down ? 1 : 0, "d_TrendDown", display=display.data_window)
+plot(long_cond ? 1 : 0, "d_LongCond", display=display.data_window)
+plot(short_cond ? 1 : 0, "d_ShortCond", display=display.data_window)
 plot(bars_since_signal, "d_BarsSinceSignal", display=display.data_window)