//@version=5
strategy("Major Swing Structure Day Trading Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.01)

// Inputs
htfResolution = input.timeframe("60", "Higher Timeframe (HTF) for Trend")
htfEmaPeriod  = input.int(50, "HTF Trend EMA Period", minval=1)
ltfEmaPeriod  = input.int(20, "LTF Pullback EMA Period", minval=1)
pivotLegs     = input.int(5, "Swing Structure Pivot Strength", minval=1)
rrRatio       = input.float(2.4, "Risk to Reward Ratio", minval=1.0, step=0.1)

// LTF Pullback Indicator
ltfEma = ta.ema(close, ltfEmaPeriod)
plot(ltfEma, title="LTF Pullback EMA (20)", color=color.blue, linewidth=2)

// HTF Structure & Trend Filter
htfClose = request.security(syminfo.tickerid, htfResolution, close, lookahead=barmerge.lookahead_off)
htfEma   = request.security(syminfo.tickerid, htfResolution, ta.ema(close, htfEmaPeriod), lookahead=barmerge.lookahead_off)

htfIsBullish = htfClose > htfEma
htfIsBearish = htfClose < htfEma

// LTF Major/Minor Swing Pivots
pivotHigh = ta.pivothigh(high, pivotLegs, pivotLegs)
pivotLow  = ta.pivotlow(low, pivotLegs, pivotLegs)

var float recentSwingLow = na
var float recentSwingHigh = na

if not na(pivotLow)
    recentSwingLow := pivotLow

if not na(pivotHigh)
    recentSwingHigh := pivotHigh

plot(recentSwingLow, title="Recent Swing Low", color=color.green, style=plot.style_circles, linewidth=2)
plot(recentSwingHigh, title="Recent Swing High", color=color.red, style=plot.style_circles, linewidth=2)

// Entry Conditions
// Long: HTF Trend Bullish + LTF Price pulled back below LTF EMA and now closed back above LTF EMA
longSetup  = htfIsBullish and close[1] <= ltfEma[1] and close > ltfEma
shortSetup = htfIsBearish and close[1] >= ltfEma[1] and close < ltfEma

if (longSetup and strategy.position_size == 0)
    sl = not na(recentSwingLow) and recentSwingLow < close ? recentSwingLow : ta.lowest(low, 10)
    risk = close - sl
    if risk > 0
        tp = close + (risk * rrRatio)
        strategy.entry("Long Continuation", strategy.long)
        strategy.exit("Exit Long", "Long Continuation", stop=sl, limit=tp)

if (shortSetup and strategy.position_size == 0)
    sl = not na(recentSwingHigh) and recentSwingHigh > close ? recentSwingHigh : ta.highest(high, 10)
    risk = sl - close
    if risk > 0
        tp = close - (risk * rrRatio)
        strategy.entry("Short Continuation", strategy.short)
        strategy.exit("Exit Short", "Short Continuation", stop=sl, limit=tp)