aurora

//version=6
strategy("AURORA PRIME — MAX CAGR v3",
overlay=true,
initial_capital=100000,
pyramiding=2,
process_orders_on_close=true)

//----------------------------------------------------
// INPUTS
//----------------------------------------------------
baseRisk = input.float(0.6, "Base Risk %", step=0.1)
expRisk = input.float(0.9, "Expansion Risk %", step=0.1)
atrLen = input.int(14, "ATR Length")
stopATRmult = input.float(1.5, "Stop ATR Mult")
trailATRmult = input.float(2.0, "Trail ATR Mult")
adxLen = input.int(14, "ADX Length")
adxThresh = input.float(22, "ADX Trend Threshold")
volMult = input.float(1.5, "Volume Expansion Mult")

//----------------------------------------------------
// CORE INDICATORS
//----------------------------------------------------
atr = ta.atr(atrLen)
ema200 = ta.ema(close, 200)
// --- Manual ADX Calculation ---
upMove = high - high[1]
downMove = low[1] - low

plusDM = (upMove > downMove and upMove > 0) ? upMove : 0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0

trur = ta.rma(ta.tr(true), adxLen)

plusDI = 100 * ta.rma(plusDM, adxLen) / trur
minusDI = 100 * ta.rma(minusDM, adxLen) / trur

dx = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adx = ta.rma(dx, adxLen)

volPower = volume / ta.sma(volume, 20)
volExpansion = volPower > volMult

trendRegime = adx > adxThresh
expansionRegime = trendRegime and volExpansion

// Structure bias (HTF)
htfClose = request.security(syminfo.tickerid, "60", close)
htfEMA = request.security(syminfo.tickerid, "60", ta.ema(close, 50))

bullBias = htfClose > htfEMA
bearBias = htfClose < htfEMA

//----------------------------------------------------
// ENTRY LOGIC
//----------------------------------------------------
longSignal = bullBias and trendRegime and close > ema200
shortSignal = bearBias and trendRegime and close < ema200

//----------------------------------------------------
// RISK ENGINE
//----------------------------------------------------
riskPct = expansionRegime ? expRisk : baseRisk
riskCash = strategy.equity * riskPct * 0.01

stopDist = atr * stopATRmult
qty = stopDist > 0 ? riskCash / stopDist : 0

//----------------------------------------------------
// EXECUTION
//----------------------------------------------------
longSL = close - stopDist
shortSL = close + stopDist

// 2R partial
longTP1 = close + stopDist * 2
shortTP1 = close - stopDist * 2

// ATR trail
trailLong = atr * trailATRmult
trailShort = atr * trailATRmult

if longSignal and strategy.position_size <= 0
strategy.entry("AURORA", strategy.long, qty)
strategy.exit("TP1", "AURORA", qty_percent=50, limit=longTP1)
strategy.exit("Trail", "AURORA", stop=longSL, trail_points=trailLong)

if shortSignal and strategy.position_size >= 0
strategy.entry("AURORA", strategy.short, qty)
strategy.exit("TP1", "AURORA", qty_percent=50, limit=shortTP1)
strategy.exit("Trail", "AURORA", stop=shortSL, trail_points=trailShort)

// Pyramiding logic
inLong = strategy.position_size > 0
inShort = strategy.position_size < 0

entryPrice = strategy.position_avg_price
unrealRLong = inLong ? (close - entryPrice) / stopDist : 0
unrealRShort = inShort ? (entryPrice - close) / stopDist : 0

if inLong and unrealRLong >= 1 and expansionRegime
strategy.entry("AURORA-ADD", strategy.long, qty)

if inShort and unrealRShort >= 1 and expansionRegime
strategy.entry("AURORA-ADD", strategy.short, qty)

plot(ema200, color=color.orange)