MACD HTF - Accurate Backtest Metrics

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// ║ MACD HTF STRATEGY WITH ACCURATE BACKTEST ║
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// 📊 STRATEGY OVERVIEW:
// This advanced MACD strategy allows you to execute trades based on Higher Timeframe (HTF)
// signals while operating on lower timeframe charts for precise entry timing.
//
// ⚡ KEY FEATURES:
// • Higher Timeframe Signal Detection (e.g., 15min signals on 1min chart)
// • Accurate Backtest Calculations with Commission & Slippage
// • Trailing Stop Loss with Offset
// • Hard Stop Loss (Percentage or Points based)
// • Cooldown Period after trade exits
// • Detailed Performance Metrics Panel
// • Visual Stop Loss Lines
// • Real-time Signal State Tracking
//
// 📈 HOW IT WORKS:
// 1. SIGNAL GENERATION:
// - Detects MACD crossovers on selected timeframe (current or HTF)
// - HTF mode: Captures 15min (or custom) signals while on 1min chart
// - Bullish: MACD crosses above Signal line → BUY
// - Bearish: MACD crosses below Signal line → SELL
//
// 2. ENTRY EXECUTION:
// - Current TF Mode: Executes immediately on signal
// - HTF Mode + Close: Waits for HTF candle close (more accurate)
// - HTF Mode + Immediate: Executes as soon as HTF signal appears
//
// 3. RISK MANAGEMENT:
// - Hard Stop Loss: Fixed percentage or points from entry
// - Trailing Stop: Activates after reaching trail points profit
// - Trail Offset: Maintains distance from highest/lowest point
// - Cooldown: Prevents overtrading after exits
//
// 4. POSITION MANAGEMENT:
// - Long Only / Short Only / Both directions
// - Automatic position reversal on opposite signals
// - One position at a time (no pyramiding)
//
// 🎯 RECOMMENDED SETTINGS:
// • For Scalping: 1min chart with 15min HTF signals
// • For Day Trading: 5min chart with 1H HTF signals
// • For Swing Trading: 1H chart with 4H/Daily HTF signals
//
// 📊 BACKTEST ACCURACY:
// • Commission: 0.1% per trade (adjustable)
// • Slippage: 3 ticks default (adjustable)
// • Execution: On bar close for realistic results
// • No repainting: lookahead=false on security calls
//
// ⚠️ IMPORTANT NOTES:
// • HTF signals may appear delayed on lower timeframes
// • Always wait for HTF close for most accurate backtesting
// • Stop losses may trigger intrabar (not visible in backtest)
// • Past performance does not guarantee future results
//
// 📝 USAGE INSTRUCTIONS:
// 1. Add to chart (recommended: 1min or 5min)
// 2. Enable "Use Higher Timeframe Signals"
// 3. Set Signal Timeframe (15min, 30min, 1H, etc.)
// 4. Configure Stop Loss settings
// 5. Set appropriate Cooldown period
// 6. Review backtest metrics in bottom-right panel
//
// 🔧 CUSTOMIZATION:
// • Adjust MACD parameters (Fast/Slow/Signal)
// • Modify Stop Loss percentage or points
// • Change trailing stop activation and offset
// • Set custom backtest date range
// • Fine-tune commission and slippage
//
// 💡 PRO TIPS:
// • Use HTF for trend direction, LTF for entry timing
// • Higher commission/slippage = more realistic results
// • Longer cooldown periods reduce overtrading
// • Trail offset prevents premature exits
//
// 📧 SUPPORT:
// For questions or suggestions, please comment on TradingView