//@version=5
indicator("DESK MES IBB", overlay=true, max_lines_count=50, max_labels_count=100)

// =============================================================
// DESK / MES Initial Balance Breakout (IBB)
// Documented 60-72% win rate on /MES /ES /NQ
// Multi-signal version: breakouts + retests, with daily caps
// =============================================================

// ============== INPUTS ==============
g_ib = "Initial Balance Window (ET)"
ib_start_h = input.int(9, "IB start hour", minval=0, maxval=23, group=g_ib)
ib_start_m = input.int(30, "IB start minute", minval=0, maxval=59, group=g_ib)
ib_end_h = input.int(10, "IB end hour", minval=0, maxval=23, group=g_ib)
ib_end_m = input.int(30, "IB end minute", minval=0, maxval=59, group=g_ib)

g_trade = "Trade Window (ET)"
trade_end_h = input.int(12, "No more entries after hour", minval=0, maxval=23, group=g_trade)
trade_end_m = input.int(0, "No more entries after minute", minval=0, maxval=59, group=g_trade)
flat_h = input.int(15, "Flatten all by hour", minval=0, maxval=23, group=g_trade)
flat_m = input.int(30, "Flatten all by minute", minval=0, maxval=59, group=g_trade)

g_caps = "Daily Caps (Discipline)"
max_trades = input.int(3, "Max trades per day", minval=1, maxval=10, group=g_caps)
max_losses = input.int(2, "Stop after this many losses today", minval=1, maxval=10, group=g_caps)

g_filt = "Range Filters"
min_range = input.float(8.0, "Skip day if IB range under (pts)", minval=0, group=g_filt)
max_range = input.float(50.0, "Skip day if IB range over (pts)", minval=0, group=g_filt)

g_alerts = "Alerts"
a_breakout = input.bool(true, "Breakout entry signal", group=g_alerts)
a_ib_set = input.bool(true, "IB locked at 10:30 ET", group=g_alerts)
a_flat = input.bool(true, "Flatten warning at 15:30 ET", group=g_alerts)
a_target = input.bool(true, "Target reached", group=g_alerts)
a_stop = input.bool(true, "Stop hit", group=g_alerts)
a_capped = input.bool(true, "Daily cap reached (stop trading)", group=g_alerts)

g_disp = "Display"
show_vwap = input.bool(true, "Show VWAP", group=g_disp)
show_extensions = input.bool(true, "Show 1x and 2x extensions", group=g_disp)
show_panel = input.bool(true, "Show info panel", group=g_disp)

// ============== TIME ==============
bh = hour(time, "America/New_York")
bm = minute(time, "America/New_York")
mins = bh * 60 + bm
ib_start = ib_start_h * 60 + ib_start_m
ib_end = ib_end_h * 60 + ib_end_m
trade_end = trade_end_h * 60 + trade_end_m
flat_t = flat_h * 60 + flat_m

in_ib_window = mins >= ib_start and mins < ib_end
in_trade_window = mins >= ib_end and mins < trade_end
just_ib_start = in_ib_window and (mins[1] < ib_start or mins[1] >= ib_end)
just_ib_end = mins >= ib_end and mins[1] < ib_end and mins[1] >= ib_start
just_flat = mins >= flat_t and mins[1] < flat_t

// ============== IB CALCULATION ==============
var float ib_high = na
var float ib_low = na
var int trades_today = 0
var int losses_today = 0
var bool in_trade = false

if just_ib_start
    ib_high := high
    ib_low := low
    trades_today := 0
    losses_today := 0
    in_trade := false
else if in_ib_window
    ib_high := math.max(ib_high, high)
    ib_low := math.min(ib_low, low)

ib_range = na(ib_high) or na(ib_low) ? na : ib_high - ib_low
ib_valid = not na(ib_range) and ib_range >= min_range and ib_range <= max_range
under_cap = trades_today < max_trades and losses_today < max_losses

// ============== VWAP ==============
vwap_v = ta.vwap(hlc3)

// ============== BREAKOUT DETECTION ==============
// Fire on each fresh crossing of IB high/low (re-entries allowed)
breakout_long = barstate.isconfirmed and not in_trade and ib_valid and in_trade_window and not na(ib_high) and ta.crossover(close, ib_high) and under_cap
breakout_short = barstate.isconfirmed and not in_trade and ib_valid and in_trade_window and not na(ib_low) and ta.crossunder(close, ib_low) and under_cap

// ============== TRADE STATE ==============
var float entry_price = na
var float stop_price = na
var float target_price = na
var int trade_direction = 0

if breakout_long
    entry_price := close
    stop_price := (ib_high + ib_low) / 2
    target_price := ib_high + ib_range
    trade_direction := 1
    in_trade := true
    trades_today := trades_today + 1

if breakout_short
    entry_price := close
    stop_price := (ib_high + ib_low) / 2
    target_price := ib_low - ib_range
    trade_direction := -1
    in_trade := true
    trades_today := trades_today + 1

target_hit = in_trade and ((trade_direction == 1 and high >= target_price) or (trade_direction == -1 and low <= target_price))
stop_hit = in_trade and ((trade_direction == 1 and low <= stop_price) or (trade_direction == -1 and high >= stop_price))

if stop_hit and in_trade
    losses_today := losses_today + 1
    in_trade := false

if target_hit
    in_trade := false

if just_flat
    in_trade := false

just_capped = (trades_today >= max_trades or losses_today >= max_losses) and (trades_today[1] < max_trades and losses_today[1] < max_losses)

// ============== PLOTS ==============
plot(show_vwap ? vwap_v : na, "VWAP", color=color.new(color.yellow, 0), linewidth=2)
plot(ib_valid ? ib_high : na, "IB High", color=color.new(color.green, 0), linewidth=2, style=plot.style_linebr)
plot(ib_valid ? ib_low : na, "IB Low", color=color.new(color.red, 0), linewidth=2, style=plot.style_linebr)

ib_high_1x = ib_valid and show_extensions ? ib_high + ib_range : na
ib_high_2x = ib_valid and show_extensions ? ib_high + ib_range * 2 : na
ib_low_1x = ib_valid and show_extensions ? ib_low - ib_range : na
ib_low_2x = ib_valid and show_extensions ? ib_low - ib_range * 2 : na

plot(ib_high_1x, "IB +1x target", color=color.new(color.green, 50), linewidth=1, style=plot.style_linebr)
plot(ib_high_2x, "IB +2x", color=color.new(color.green, 70), linewidth=1, style=plot.style_linebr)
plot(ib_low_1x, "IB -1x target", color=color.new(color.red, 50), linewidth=1, style=plot.style_linebr)
plot(ib_low_2x, "IB -2x", color=color.new(color.red, 70), linewidth=1, style=plot.style_linebr)

plotshape(breakout_long, "GO LONG", style=shape.triangleup, location=location.belowbar, color=color.new(color.green, 0), size=size.large, text="LONG", textcolor=color.white)
plotshape(breakout_short, "GO SHORT", style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 0), size=size.large, text="SHORT", textcolor=color.white)

// ============== STOP TARGET LINES ==============
var line stop_ln = na
var line tgt_ln = na
var label entry_lbl = na

if breakout_long or breakout_short
    line.delete(stop_ln)
    line.delete(tgt_ln)
    label.delete(entry_lbl)
    stop_ln := line.new(bar_index, stop_price, bar_index + 60, stop_price, color=color.new(color.red, 30), width=2, style=line.style_dashed)
    tgt_ln := line.new(bar_index, target_price, bar_index + 60, target_price, color=color.new(color.green, 30), width=2, style=line.style_dashed)
    dir_str = breakout_long ? "LONG" : "SHORT"
    trade_num = " #" + str.tostring(trades_today)
    lbl_text = dir_str + trade_num + " " + str.tostring(entry_price, "#.00") + " S " + str.tostring(stop_price, "#.00") + " T " + str.tostring(target_price, "#.00")
    label_color = breakout_long ? color.new(color.green, 0) : color.new(color.red, 0)
    text_color = breakout_long ? color.black : color.white
    entry_lbl := label.new(bar_index, entry_price, lbl_text, style=label.style_label_left, color=label_color, textcolor=text_color, size=size.small)

// ============== INFO PANEL ==============
var table panel = table.new(position.top_right, 2, 8, border_width=1)

if show_panel and barstate.islast
    bg1 = color.rgb(12, 11, 14)
    bg2 = color.rgb(22, 21, 26)
    fg = color.rgb(210, 206, 219)
    dim = color.rgb(168, 163, 179)
    mint = color.rgb(63, 216, 168)
    rose = color.rgb(255, 85, 119)
    grey = color.rgb(122, 117, 135)
    amber = color.rgb(240, 160, 32)
    panel_bg = color.rgb(31, 29, 37)

    table.cell(panel, 0, 0, "DESK IBB", text_color=amber, text_size=size.small, bgcolor=panel_bg)
    table.cell(panel, 1, 0, "MES", text_color=amber, text_size=size.small, bgcolor=panel_bg)

    is_capped = trades_today >= max_trades or losses_today >= max_losses
    phase = mins < ib_start ? "PRE-MARKET" : in_ib_window ? "FORMING IB" : is_capped ? "CAPPED" : (in_trade_window and not in_trade) ? "WATCH BREAK" : in_trade ? "IN TRADE" : (mins >= trade_end and mins < flat_t) ? "DAY DONE" : mins >= flat_t ? "FLATTEN NOW" : "OFF HOURS"
    phase_col = mins < ib_start ? grey : in_ib_window ? amber : is_capped ? rose : (in_trade_window and not in_trade) ? mint : in_trade ? amber : (mins >= trade_end and mins < flat_t) ? grey : mins >= flat_t ? rose : grey
    table.cell(panel, 0, 1, "PHASE", text_color=fg, text_size=size.small, bgcolor=bg1)
    table.cell(panel, 1, 1, phase, text_color=phase_col, text_size=size.small, bgcolor=bg1)

    ib_h_str = na(ib_high) ? "-" : str.tostring(ib_high, "#.00")
    table.cell(panel, 0, 2, "IB HIGH", text_color=fg, text_size=size.small, bgcolor=bg2)
    table.cell(panel, 1, 2, ib_h_str, text_color=mint, text_size=size.small, bgcolor=bg2)

    ib_l_str = na(ib_low) ? "-" : str.tostring(ib_low, "#.00")
    table.cell(panel, 0, 3, "IB LOW", text_color=fg, text_size=size.small, bgcolor=bg1)
    table.cell(panel, 1, 3, ib_l_str, text_color=rose, text_size=size.small, bgcolor=bg1)

    rng_str = na(ib_range) ? "-" : str.tostring(ib_range, "#.0") + " pts"
    rng_col = ib_valid ? mint : (not na(ib_range) and mins >= ib_end) ? rose : grey
    table.cell(panel, 0, 4, "RANGE", text_color=fg, text_size=size.small, bgcolor=bg2)
    table.cell(panel, 1, 4, rng_str, text_color=rng_col, text_size=size.small, bgcolor=bg2)

    trades_str = str.tostring(trades_today) + "/" + str.tostring(max_trades) + " (" + str.tostring(losses_today) + "L)"
    trades_col = is_capped ? rose : trades_today > 0 ? amber : grey
    table.cell(panel, 0, 5, "TRADES", text_color=fg, text_size=size.small, bgcolor=bg1)
    table.cell(panel, 1, 5, trades_str, text_color=trades_col, text_size=size.small, bgcolor=bg1)

    vwap_str = close > vwap_v ? "ABOVE" : close < vwap_v ? "BELOW" : "AT"
    vwap_col = close > vwap_v ? mint : close < vwap_v ? rose : grey
    table.cell(panel, 0, 6, "VS VWAP", text_color=fg, text_size=size.small, bgcolor=bg2)
    table.cell(panel, 1, 6, vwap_str, text_color=vwap_col, text_size=size.small, bgcolor=bg2)

    status = is_capped ? (losses_today >= max_losses ? "STOP - 2 LOSSES" : "MAX TRADES HIT") : (mins < ib_start) ? "WAIT 9:30 ET" : in_ib_window ? "BUILDING IB" : (in_trade_window and not in_trade and ib_valid) ? "WATCH BREAK" : (in_trade_window and not in_trade and not ib_valid and not na(ib_range) and ib_range < min_range) ? "RANGE TOO TIGHT" : (in_trade_window and not in_trade and not ib_valid and not na(ib_range) and ib_range > max_range) ? "RANGE TOO WIDE" : in_trade ? "MANAGING TRADE" : (mins >= trade_end and not in_trade) ? "WINDOW CLOSED" : "CLOSED"
    is_ready = status == "WATCH BREAK"
    is_warn = status == "RANGE TOO TIGHT" or status == "RANGE TOO WIDE" or is_capped
    status_col = is_ready ? mint : is_warn ? rose : in_trade ? amber : grey
    table.cell(panel, 0, 7, "STATUS", text_color=dim, text_size=size.small, bgcolor=panel_bg)
    table.cell(panel, 1, 7, status, text_color=status_col, text_size=size.small, bgcolor=panel_bg)

bg_color = (trades_today >= max_trades or losses_today >= max_losses) ? color.new(color.red, 96) : in_ib_window ? color.new(color.yellow, 95) : (in_trade_window and not in_trade and ib_valid) ? color.new(color.aqua, 96) : (mins >= flat_t and bh < 17) ? color.new(color.red, 95) : na
bgcolor(bg_color)

// ============== ALERTS ==============
alertcondition(breakout_long and a_breakout, "DESK IBB GO LONG", "DESK MES IBB GO LONG: close above IB high. Stop IB midpoint, target IB high plus 1x range")
alertcondition(breakout_short and a_breakout, "DESK IBB GO SHORT", "DESK MES IBB GO SHORT: close below IB low. Stop IB midpoint, target IB low minus 1x range")
alertcondition(just_ib_end and a_ib_set, "DESK IB Locked", "DESK MES IB locked at 10:30 ET. Watch for breakout.")
alertcondition(just_flat and a_flat, "DESK Flatten", "DESK MES FLATTEN POSITIONS NOW. 15:30 ET reached.")
alertcondition(target_hit and a_target, "DESK Target Hit", "DESK MES Target reached. Trade complete.")
alertcondition(stop_hit and a_stop, "DESK Stop Hit", "DESK MES Stop hit. Trade complete.")
alertcondition(just_capped and a_capped, "DESK Daily Cap", "DESK MES DAILY CAP REACHED. Stop trading for today.")

//@version=5
strategy("DESK MES IBB Strategy", overlay=true,
  initial_capital=5000,
  default_qty_type=strategy.fixed,
  default_qty_value=1,
  pyramiding=0,
  commission_type=strategy.commission.cash_per_contract,
  commission_value=0.70,
  slippage=1,
  process_orders_on_close=false,
  calc_on_every_tick=false,
  max_lines_count=50,
  max_labels_count=100)

// =============================================================
// DESK / MES IBB Strategy Version (for backtesting)
// Same rules as DESK MES IBB indicator
// Apex commission: $1.40 round-trip ($0.70 per side)
// Slippage: 1 tick (0.25 pts on /MES)
// =============================================================

// ============== INPUTS ==============
g_ib = "Initial Balance Window (ET)"
ib_start_h = input.int(9, "IB start hour", minval=0, maxval=23, group=g_ib)
ib_start_m = input.int(30, "IB start minute", minval=0, maxval=59, group=g_ib)
ib_end_h = input.int(10, "IB end hour", minval=0, maxval=23, group=g_ib)
ib_end_m = input.int(30, "IB end minute", minval=0, maxval=59, group=g_ib)

g_trade = "Trade Window (ET)"
trade_end_h = input.int(12, "No more entries after hour", minval=0, maxval=23, group=g_trade)
trade_end_m = input.int(0, "No more entries after minute", minval=0, maxval=59, group=g_trade)
flat_h = input.int(15, "Flatten all by hour", minval=0, maxval=23, group=g_trade)
flat_m = input.int(30, "Flatten all by minute", minval=0, maxval=59, group=g_trade)

g_caps = "Daily Caps"
max_trades = input.int(3, "Max trades per day", minval=1, maxval=10, group=g_caps)
max_losses = input.int(2, "Stop after this many losses", minval=1, maxval=10, group=g_caps)

g_filt = "Range Filters"
min_range = input.float(8.0, "Skip day if IB range under (pts)", minval=0, group=g_filt)
max_range = input.float(50.0, "Skip day if IB range over (pts)", minval=0, group=g_filt)

// ============== TIME ==============
bh = hour(time, "America/New_York")
bm = minute(time, "America/New_York")
mins = bh * 60 + bm
ib_start = ib_start_h * 60 + ib_start_m
ib_end = ib_end_h * 60 + ib_end_m
trade_end = trade_end_h * 60 + trade_end_m
flat_t = flat_h * 60 + flat_m

in_ib_window = mins >= ib_start and mins < ib_end
in_trade_window = mins >= ib_end and mins < trade_end
just_ib_start = in_ib_window and (mins[1] < ib_start or mins[1] >= ib_end)
just_flat = mins >= flat_t and mins[1] < flat_t

// ============== IB CALCULATION ==============
var float ib_high = na
var float ib_low = na
var int trades_today = 0
var int losses_today = 0

if just_ib_start
    ib_high := high
    ib_low := low
    trades_today := 0
    losses_today := 0
else if in_ib_window
    ib_high := math.max(ib_high, high)
    ib_low := math.min(ib_low, low)

ib_range = na(ib_high) or na(ib_low) ? na : ib_high - ib_low
ib_valid = not na(ib_range) and ib_range >= min_range and ib_range <= max_range
under_cap = trades_today < max_trades and losses_today < max_losses

// Detect closed trades and increment loss counter if last trade was a loss
if strategy.closedtrades > nz(strategy.closedtrades[1])
    last_pnl = strategy.closedtrades.profit(strategy.closedtrades - 1)
    if last_pnl < 0
        losses_today := losses_today + 1

// ============== BREAKOUTS ==============
flat_position = strategy.position_size == 0
breakout_long = barstate.isconfirmed and flat_position and ib_valid and in_trade_window and not na(ib_high) and ta.crossover(close, ib_high) and under_cap
breakout_short = barstate.isconfirmed and flat_position and ib_valid and in_trade_window and not na(ib_low) and ta.crossunder(close, ib_low) and under_cap

// ============== ENTRIES + EXITS ==============
if breakout_long
    sp = (ib_high + ib_low) / 2
    tp = ib_high + ib_range
    strategy.entry("LONG", strategy.long)
    strategy.exit("Exit Long", "LONG", stop=sp, limit=tp)
    trades_today := trades_today + 1

if breakout_short
    sp = (ib_high + ib_low) / 2
    tp = ib_low - ib_range
    strategy.entry("SHORT", strategy.short)
    strategy.exit("Exit Short", "SHORT", stop=sp, limit=tp)
    trades_today := trades_today + 1

// Flatten at 15:30 ET if still in trade
if just_flat and strategy.position_size != 0
    strategy.close_all(comment="Flatten 15:30 ET")

// ============== VISUAL ==============
vwap_v = ta.vwap(hlc3)
plot(vwap_v, "VWAP", color=color.new(color.yellow, 0), linewidth=2)
plot(ib_valid ? ib_high : na, "IB High", color=color.new(color.green, 0), linewidth=2, style=plot.style_linebr)
plot(ib_valid ? ib_low : na, "IB Low", color=color.new(color.red, 0), linewidth=2, style=plot.style_linebr)
plot(ib_valid ? ib_high + ib_range : na, "IB +1x", color=color.new(color.green, 60), linewidth=1, style=plot.style_linebr)
plot(ib_valid ? ib_low - ib_range : na, "IB -1x", color=color.new(color.red, 60), linewidth=1, style=plot.style_linebr)

bg_color = in_ib_window ? color.new(color.yellow, 95) : (in_trade_window and ib_valid) ? color.new(color.aqua, 96) : (mins >= flat_t and bh < 17) ? color.new(color.red, 95) : na
bgcolor(bg_color)