Bitcoin 4H Order Block

//@version=5
// BTC OB · 4H
// Rules-aware daily-loss guard for exchange (no DLL)

strategy("BTC OB · 4H",
    overlay              = true,
    initial_capital      = 100000,
    pyramiding           = 0,
    process_orders_on_close = true)

// === Account guard ===
daily_loss_pct = 4.0       // exchange (no DLL) compliant
risk_pct       = 0.5       // 0.5% per trade — survives 8x in a row
daily_cap      = strategy.initial_capital * (daily_loss_pct / 100)
risk_usd       = strategy.equity * (risk_pct / 100)

// === Day-aware PnL tracking ===
var float day_pnl = 0.0
new_day = ta.change(time("D"))
if new_day
    day_pnl := 0.0
day_pnl := day_pnl + (strategy.equity[1] != 0
    ? strategy.equity - strategy.equity[1] : 0)
daily_loss_hit = day_pnl < -daily_cap * 0.9

// === Entry signal ===
basis = ta.sma(close, 20)
dev   = 2.0 * ta.stdev(close, 20)
upper = basis + dev
lower = basis - dev

long_setup  = ta.crossover(close,  lower) and not daily_loss_hit
short_setup = ta.crossunder(close, upper) and not daily_loss_hit

// === Position sizing — anchored to risk_usd ===
atr_val   = ta.atr(14)
stop_dist = atr_val * 1.5
qty_size  = risk_usd / (stop_dist * syminfo.pointvalue)

if long_setup
    strategy.entry("L", strategy.long, qty=qty_size)
    strategy.exit("L_exit", "L",
        stop   = close - stop_dist,
        limit  = close + stop_dist * 2.2)

if short_setup
    strategy.entry("S", strategy.short, qty=qty_size)
    strategy.exit("S_exit", "S",
        stop   = close + stop_dist,
        limit  = close - stop_dist * 2.2)

// === Plotting ===
plot(basis, color=color.gray, title="Mid")
plot(upper, color=color.red,  title="Upper")
plot(lower, color=color.green, title="Lower")
bgcolor(daily_loss_hit ? color.new(color.red, 85) : na)
// BTC 4H · ~180 line full implementation available in vault

// BTC OB · 4H · MT5 Expert Advisor (excerpt)
// exchange (no DLL) daily-loss + max-drawdown aware sizing.

input double DailyLossPct  = 4.0;
input double RiskPerTrade  = 0.5;
input int    AtrPeriod     = 14;
input double AtrMultStop   = 1.5;
input double AtrMultTarget = 3.3;

double  startEquity;
double  dailyCap;
datetime sessionDay;

void OnInit() {
    startEquity = AccountInfoDouble(ACCOUNT_EQUITY);
    dailyCap    = startEquity * DailyLossPct / 100.0;
    sessionDay  = iTime(_Symbol, PERIOD_D1, 0);
}

void OnTick() {
    // Reset day pnl on new day
    if (iTime(_Symbol, PERIOD_D1, 0) != sessionDay) {
        startEquity = AccountInfoDouble(ACCOUNT_EQUITY);
        sessionDay  = iTime(_Symbol, PERIOD_D1, 0);
    }
    double dayPnL = AccountInfoDouble(ACCOUNT_EQUITY) - startEquity;
    if (dayPnL < -dailyCap * 0.9) return;   // Daily-loss guard

    double atr = iATR(_Symbol, PERIOD_CURRENT, AtrPeriod, 0);
    if (atr <= 0) return;

    double stopDist = atr * AtrMultStop;
    double riskUSD  = AccountInfoDouble(ACCOUNT_EQUITY) * RiskPerTrade / 100.0;
    double lots     = NormalizeDouble(riskUSD / (stopDist * 100000.0), 2);
    // ... entry/exit logic — full EA in vault.