//@version=5
strategy("The A+ Market Mechanics Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=2, commission_type=strategy.commission.percent, commission_value=0.03)

// ==========================================
// INPUTS & PARAMETERS
// ==========================================
swing_length = input.int(10, "Swing Structure Pivot Length", minval=3, tooltip="Bar length used to identify major HTF swing highs/lows")
int_length   = input.int(3, "Internal Structure Pivot Length", minval=1, tooltip="Bar length used to identify internal sub-structure pivots")
rr_ratio     = input.float(2.5, "Risk to Reward Ratio (R:R)", minval=1.0, step=0.1)
atr_period   = input.int(14, "ATR Period for SL Buffer")
atr_mult     = input.float(0.5, "ATR Stop Loss Buffer Multiplier", minval=0.0, step=0.1)

// ==========================================
// STRUCTURE CALCULATIONS
// ==========================================
// Major Swing Structure Pivots
swing_ph = ta.pivothigh(high, swing_length, swing_length)
swing_pl = ta.pivotlow(low, swing_length, swing_length)

// Internal Structure Pivots
int_ph = ta.pivothigh(high, int_length, int_length)
int_pl = ta.pivotlow(low, int_length, int_length)

var float swing_high = na
var float swing_low  = na
var int htf_trend    = 0 // 1 = Bullish, -1 = Bearish

if not na(swing_ph)
    swing_high := high[swing_length]

if not na(swing_pl)
    swing_low := low[swing_length]

// Determine HTF Swing Break of Structure (BOS)
if not na(swing_high) and ta.crossover(close, swing_high)
    htf_trend := 1

if not na(swing_low) and ta.crossunder(close, swing_low)
    htf_trend := -1

// Equilibrium Level (50% Discount / Premium Filter)
equilibrium = (swing_high + swing_low) / 2.0
is_discount = not na(equilibrium) and close < equilibrium
is_premium  = not na(equilibrium) and close > equilibrium

// Internal Structure Tracking
var float last_int_ph = na
var float last_int_pl = na

if not na(int_ph)
    last_int_ph := high[int_length]

if not na(int_pl)
    last_int_pl := low[int_length]

// Internal Market Shift (CHoCH / Change of Character)
bullish_choch = (htf_trend == 1) and is_discount and not na(last_int_ph) and ta.crossover(close, last_int_ph)
bearish_choch = (htf_trend == -1) and is_premium and not na(last_int_pl) and ta.crossunder(close, last_int_pl)

// ==========================================
// RISK & POSITION EXECUTION
// ==========================================
atr_val = ta.atr(atr_period)

var float long_sl = na
var float long_tp = na
var float short_sl = na
var float short_tp = na

if bullish_choch and strategy.position_size == 0
    long_sl := (na(last_int_pl) ? low : last_int_pl) - (atr_val * atr_mult)
    risk = close - long_sl
    if risk > 0
        long_tp := close + (risk * rr_ratio)
        strategy.entry("A+ Long", strategy.long)
        strategy.exit("Exit Long", "A+ Long", stop=long_sl, limit=long_tp)

if bearish_choch and strategy.position_size == 0
    short_sl := (na(last_int_ph) ? high : last_int_ph) + (atr_val * atr_mult)
    risk = short_sl - close
    if risk > 0
        short_tp := close - (risk * rr_ratio)
        strategy.entry("A+ Short", strategy.short)
        strategy.exit("Exit Short", "A+ Short", stop=short_sl, limit=short_tp)

// ==========================================
// VISUALIZATION
// ==========================================
plot(swing_high, "Swing High", color=color.new(color.green, 30), linewidth=2)
plot(swing_low, "Swing Low", color=color.new(color.red, 30), linewidth=2)
plot(equilibrium, "Equilibrium (50%)", color=color.new(color.orange, 20), linewidth=1)

plotshape(bullish_choch and strategy.position_size[1] == 0, title="Bullish A+ Setup", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(bearish_choch and strategy.position_size[1] == 0, title="Bearish A+ Setup", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)