// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TFlab - Asher SMT FVG Pro Edition (Safe & Clean Version)

//@version=5
strategy('Asher SMT FVG Strategy', shorttitle = 'Asher SMT FVG Strategy', overlay = true, max_bars_back = 200, max_labels_count = 500, max_lines_count = 500, max_boxes_count = 500, initial_capital = 50000, default_qty_type = strategy.fixed, default_qty_value = 1, process_orders_on_close = false, calc_on_every_tick = true, calc_on_order_fills = true)

groupSession     = "⏰ Operating Hours & Auto Close"
useSessionFilter = input.bool(true, "Enable Daily Hours Filter?", group=groupSession)
sessionStartHour   = input.int(14, "🟢 Trading Window START - Hour (Israel, 24h)", minval=0, maxval=23, group=groupSession)
sessionStartMinute = input.int(0,  "🟢 Trading Window START - Minute", minval=0, maxval=59, group=groupSession)
sessionEndHour     = input.int(19, "🔴 Trading Window END - Hour (Israel, 24h)", minval=0, maxval=23, group=groupSession)
sessionEndMinute   = input.int(0,  "🔴 Trading Window END - Minute", minval=0, maxval=59, group=groupSession)

groupQuarters = "⏰ Quarters Session Filter"
enableQ1 = input.bool(true, "Enable Q1 (01:00 - 07:00)?", group=groupQuarters)
enableQ2 = input.bool(true, "Enable Q2 (07:00 - 13:00)?", group=groupQuarters)
enableQ3 = input.bool(true, "Enable Q3 (13:00 - 19:00)?", group=groupQuarters)
enableQ4 = input.bool(true, "Enable Q4 (19:00 - 01:00)?", group=groupQuarters)

groupApex = "🛡️ Apex Risk Management"
useDailyLossLimit = input.bool(false, "Enable Daily Max Loss Limit?", group=groupApex)
maxDailyLossUSD   = input.float(350.0, "Max Daily Loss ($)", minval=10.0, group=groupApex)
useTrailingGuard = input.bool(true, "Enable Trailing Drawdown Guard?", group=groupApex)
trailingGuardLimit = input.float(1500.0, "Trailing Guard Limit ($)", minval=100.0, group=groupApex)

groupWebhook = "🤖 PickMyTrade Automation Settings"
alertOutputMode = input.string("Testing - Full Lifecycle", "Alert Output Mode", options=["Testing - Full Lifecycle", "Box Signal Only", "PickMyTrade Limit Execution"], group=groupWebhook, tooltip="Testing: one TradingView alert receives Box/Entry/Exit text alerts from the Pine box-touch engine. Box Signal Only: setup notification only. PickMyTrade Limit Execution: submits one broker-side LMT order with the frozen Entry/SL/TP when the box is created; use only for the PickMyTrade webhook alert.")
pmtSymbol       = input.string("MNQ1!", "PickMyTrade Symbol", group=groupWebhook)
pmtStrategyName = input.string("", "PickMyTrade Strategy Name (optional)", group=groupWebhook)
pmtAuthToken    = input.string("YOUR_AUTH_TOKEN_HERE", "PickMyTrade Auth Token", group=groupWebhook)
pmtAccountId    = input.string("YOUR_ACCOUNT_ID", "PickMyTrade Account ID", group=groupWebhook)
tradeQuantity   = input.int(1, "Contracts Quantity", minval=1, group=groupWebhook)

bool alertsTestingMode = alertOutputMode == "Testing - Full Lifecycle"
bool alertsBoxOnlyMode = alertOutputMode == "Box Signal Only"
bool alertsPickMyTradeMode = alertOutputMode == "PickMyTrade Limit Execution"

// Escape user-entered strings before embedding them in JSON.
f_jsonEscape(string _value) =>
    string _escaped = str.replace_all(_value, "\\", "\\\\")
    str.replace_all(_escaped, "\"", "\\\"")

// Build the PickMyTrade payload from the exact frozen box values.
// Production entries use a broker-side LIMIT order so the order is already resting
// at the box Entry before price reaches it. TP/SL are sent with the same snapshot.
f_pmtJson(string _action, float _price, float _tp, float _sl, string _orderType, float _breakeven) =>
    string _date = str.format_time(timenow, "yyyy-MM-dd'T'HH:mm:ss'Z'", "UTC")
    string _priceText = str.tostring(_price, format.mintick)
    string _tpText = str.tostring(_tp, format.mintick)
    string _slText = str.tostring(_sl, format.mintick)
    string _beText = str.tostring(_breakeven, format.mintick)
    string _qtyText = str.tostring(tradeQuantity)
    string _symbol = f_jsonEscape(pmtSymbol)
    string _strategyName = f_jsonEscape(pmtStrategyName)
    string _token = f_jsonEscape(pmtAuthToken)
    string _account = f_jsonEscape(pmtAccountId)
    "{" +
      "\"symbol\":\"" + _symbol + "\"," +
      "\"strategy_name\":\"" + _strategyName + "\"," +
      "\"date\":\"" + _date + "\"," +
      "\"data\":\"" + _action + "\"," +
      "\"quantity\":" + _qtyText + "," +
      "\"risk_percentage\":0," +
      "\"price\":" + _priceText + "," +
      "\"tp\":" + _tpText + "," +
      "\"percentage_tp\":0," +
      "\"dollar_tp\":0," +
      "\"sl\":" + _slText + "," +
      "\"dollar_sl\":0," +
      "\"percentage_sl\":0," +
      "\"trail\":0," +
      "\"trail_stop\":0," +
      "\"trail_trigger\":0," +
      "\"trail_freq\":0," +
      "\"update_tp\":false," +
      "\"update_sl\":false," +
      "\"breakeven\":" + _beText + "," +
      "\"breakeven_offset\":0," +
      "\"token\":\"" + _token + "\"," +
      "\"pyramid\":false," +
      "\"same_direction_ignore\":false," +
      "\"reverse_order_close\":false," +
      "\"order_type\":\"" + _orderType + "\"," +
      "\"multiple_accounts\":[{" +
          "\"token\":\"" + _token + "\"," +
          "\"account_id\":\"" + _account + "\"," +
          "\"risk_percentage\":0," +
          "\"quantity_multiplier\":1" +
      "}]}"

// CLOSE is used only to flatten/cancel broker-side orders when the existing strategy
// cancels a still-pending setup (expiry/session/EOD). It is not used for normal TP/SL,
// because those protection orders are already attached to the broker-side LMT entry.
f_pmtCloseJson(float _price) =>
    f_pmtJson("close", _price, 0.0, 0.0, "MKT", 0.0)

groupSym = "🌐 Multi-Asset SMT Settings"
sym1 = input.symbol('DXY', 'Asset 1 Symbol (Default)', group=groupSym)
useSym2 = input.bool(false, 'Enable Asset 2 SMT?', group=groupSym)
sym2 = input.symbol('ES1!', 'Asset 2 Symbol', group=groupSym)
useSym3 = input.bool(false, 'Enable Asset 3 SMT?', group=groupSym)
sym3 = input.symbol('YM1!', 'Asset 3 Symbol', group=groupSym)

groupEngine = "⚙️ Core Engine & FVG Execution Settings"
pivotMode = input.string("Fast (1 Bar)", "Pivot Type", options=["Fast (1 Bar)", "Standard (2 Bars)"], group=groupEngine)
entryMode = input.string("FVG Retracement", "Entry Strategy", options=["FVG Retracement", "Limit Retracement (Swing)", "Confirmation Close", "Swing Price (Unrealistic)"], group=groupEngine)
fvgEntryLevel = input.string("FVG Edge (Top/Bottom)", "FVG Fill Level", options=["FVG Edge (Top/Bottom)", "50% FVG (Consequent Encroachment)"], group=groupEngine)
maxLimitWait = input.int(6, "⏱️ Max Bars to Wait for Fill", minval=1, maxval=50, group=groupEngine)
smtLookbackBars = input.int(30, "⏱️ SMT Lookback Bars Window", minval=5, maxval=100, group=groupEngine)
requireFlatBeforeEntry = input.bool(true, "Require Flat Position Before New Entry?", group=groupEngine)
useEmaFilter = input.bool(true, "Use EMA Trend Filter?", group=groupEngine)
emaLength = input.int(150, "EMA Length", group=groupEngine)

groupDisplay = "👁️ Display & Direction Filters"
Bull_Line = input.bool(true, 'Show SMT Line (Bull)', group=groupDisplay)
Bull_Label = input.bool(true, 'Show SMT Label & Trade (Bull)', group=groupDisplay)
Bear_Line = input.bool(true, 'Show SMT Line (Bear)', group=groupDisplay)
Bear_Label = input.bool(true, 'Show SMT Label & Trade (Bear)', group=groupDisplay)
showQuartersColumns = input.bool(false, '📊 Show Quarters Columns (Q1-Q4)?', group=groupDisplay)

groupTrade = "🎯 Risk & Reward Settings"
useFixedPointsRisk = input.bool(true, "📌 Use Fixed Points SL (instead of ATR)?", group=groupTrade)
slPoints = input.float(50.0, "📌 Stop Loss (Points, e.g. MNQ)", minval=1.0, step=1.0, group=groupTrade)
useFixedTP = input.bool(true, "🎯 Use Fixed Points TP (instead of RR)?", group=groupTrade)
tpPointsInput = input.float(100.0, "🎯 Take Profit (Points, e.g. MNQ)", minval=1.0, step=1.0, group=groupTrade)
atrLen = input.int(14, "📐 ATR Length (used only if Fixed Points is off)", minval=1, group=groupTrade)
slAtrMult = input.float(1.5, "🛡️ SL ATR Multiplier (used only if Fixed Points is off)", minval=0.1, step=0.1, group=groupTrade)
tpRRInput = input.string("2R", "🎯 Take Profit RR (used only if Fixed Points TP is off)", options=["1R", "1.5R", "1.6R", "1.7R", "1.8R", "1.9R", "2R", "2.5R", "3R", "4R"], group=groupTrade)
boxWidth = input.int(6, "📦 Box Width (Bars)", minval=1, maxval=30, group=groupTrade)
minBarsBetween = input.int(9, "⏱️ Min Bars Between Trades", minval=1, maxval=50, group=groupTrade)

groupBE = "🔒 Breakeven Stop"
useBreakeven = input.bool(true, "🔒 Enable Breakeven Stop?", group=groupBE)
breakevenTriggerRR = input.float(1.18, "🔒 Breakeven Trigger (R multiple)", minval=0.1, step=0.01, group=groupBE)

int _nowMinutesIL   = hour(time, "Asia/Jerusalem") * 60 + minute(time, "Asia/Jerusalem")
int _startMinutesIL = sessionStartHour * 60 + sessionStartMinute
int _endMinutesIL   = sessionEndHour * 60 + sessionEndMinute
bool inAllowedSession = _nowMinutesIL >= _startMinutesIL and _nowMinutesIL < _endMinutesIL
isSessionAllowed = useSessionFilter ? inAllowedSession : true

int curHourIL = hour(time, "Asia/Jerusalem")
int curMinIL  = minute(time, "Asia/Jerusalem")
bool isEodExit = (curHourIL == 23 and curMinIL >= 55)

float todaysClosedProfit = 0.0
if strategy.closedtrades > 0
    int todayStartMs = timestamp("Asia/Jerusalem", year(time, "Asia/Jerusalem"), month(time, "Asia/Jerusalem"), dayofmonth(time, "Asia/Jerusalem"), 0, 0, 0)
    for i = 0 to strategy.closedtrades - 1
        if strategy.closedtrades.exit_time(i) >= todayStartMs
            todaysClosedProfit += strategy.closedtrades.profit(i)

bool apexLossLimitReached = useDailyLossLimit and (todaysClosedProfit <= -maxDailyLossUSD)

if isEodExit and strategy.position_size != 0
    if alertsTestingMode
        alert("EOD close signal", alert.freq_all)
    else if alertsPickMyTradeMode
        // Production webhook channel receives only executable JSON.
        alert(f_pmtCloseJson(close), alert.freq_all)

if isEodExit
    strategy.close_all(comment="EOD Exit 23:55")

int currentHour = hour(time, "Asia/Jerusalem")
bool isQ1 = currentHour >= 1 and currentHour < 7
bool isQ2 = currentHour >= 7 and currentHour < 13
bool isQ3 = currentHour >= 13 and currentHour < 19
bool isQ4 = currentHour >= 19 or currentHour < 1
bool isQuarterAllowed = (isQ1 and enableQ1) or (isQ2 and enableQ2) or (isQ3 and enableQ3) or (isQ4 and enableQ4)

[s1_Open, s1_High, s1_Low, s1_Close] = request.security(sym1, timeframe.period, [open, high, low, close])
[s2_Open, s2_High, s2_Low, s2_Close] = request.security(sym2, timeframe.period, [open, high, low, close])
[s3_Open, s3_High, s3_Low, s3_Close] = request.security(sym3, timeframe.period, [open, high, low, close])

float emaVal = ta.ema(close, emaLength)
bool isBullTrend = useEmaFilter ? close > emaVal : true
bool isBearTrend = useEmaFilter ? close < emaVal : true

bool IsSwingHigh = false
bool IsSwingLow = false
if pivotMode == "Fast (1 Bar)"
    IsSwingHigh := high[1] > high[2] and high[1] > high
    IsSwingLow  := low[1] < low[2] and low[1] < low
else
    IsSwingHigh := high[2] > high[3] and high[2] > high[4] and high[2] > high[1] and high[2] > high
    IsSwingLow  := low[2] < low[3] and low[2] < low[4] and low[2] < low[1] and low[2] < low

var float swingHighPrice = na
var float swingHighSym1  = na
var float swingHighSym2  = na
var float swingHighSym3  = na
var int   swingHighBar   = na
var int   swingHighTime  = na
var float swingLowPrice  = na
var float swingLowSym1   = na
var float swingLowSym2   = na
var float swingLowSym3   = na
var int   swingLowBar    = na
var int   swingLowTime   = na
var float prevSwingHighPrice = na
var float prevSwingHighSym1  = na
var float prevSwingHighSym2  = na
var float prevSwingHighSym3  = na
var int   prevSwingHighBar   = na
var float prevSwingLowPrice  = na
var float prevSwingLowSym1   = na
var float prevSwingLowSym2   = na
var float prevSwingLowSym3   = na
var int   prevSwingLowBar    = na

int offset = pivotMode == "Fast (1 Bar)" ? 1 : 2

if IsSwingHigh
    prevSwingHighPrice := swingHighPrice
    prevSwingHighSym1  := swingHighSym1
    prevSwingHighSym2  := swingHighSym2
    prevSwingHighSym3  := swingHighSym3
    prevSwingHighBar   := swingHighBar
    swingHighPrice := high[offset]
    swingHighSym1  := s1_High[offset]
    swingHighSym2  := s2_High[offset]
    swingHighSym3  := s3_High[offset]
    swingHighBar   := bar_index - offset
    swingHighTime  := time[offset]

if IsSwingLow
    prevSwingLowPrice  := swingLowPrice
    prevSwingLowSym1   := swingLowSym1
    prevSwingLowSym2   := swingLowSym2
    prevSwingLowSym3   := swingLowSym3
    prevSwingLowBar    := swingLowBar
    swingLowPrice  := low[offset]
    swingLowSym1   := s1_Low[offset]
    swingLowSym2   := s2_Low[offset]
    swingLowSym3   := s3_Low[offset]
    swingLowBar    := bar_index - offset
    swingLowTime   := time[offset]

bool smt1_bear = ((swingHighPrice > prevSwingHighPrice and swingHighSym1 < prevSwingHighSym1) or (swingHighPrice < prevSwingHighPrice and swingHighSym1 > prevSwingHighSym1))
bool smt2_bear = not useSym2 or ((swingHighPrice > prevSwingHighPrice and swingHighSym2 < prevSwingHighSym2) or (swingHighPrice < prevSwingHighPrice and swingHighSym2 > prevSwingHighSym2))
bool smt3_bear = not useSym3 or ((swingHighPrice > prevSwingHighPrice and swingHighSym3 < prevSwingHighSym3) or (swingHighPrice < prevSwingHighPrice and swingHighSym3 > prevSwingHighSym3))
Time_Condition_Bear = swingHighBar + smtLookbackBars > bar_index
Is_Bear_SMT = IsSwingHigh and Time_Condition_Bear and not na(prevSwingHighPrice) and smt1_bear and smt2_bear and smt3_bear

bool smt1_bull = ((swingLowPrice < prevSwingLowPrice and swingLowSym1 > prevSwingLowSym1) or (swingLowPrice > prevSwingLowPrice and swingLowSym1 < prevSwingLowSym1))
bool smt2_bull = not useSym2 or ((swingLowPrice < prevSwingLowPrice and swingLowSym2 > prevSwingLowSym2) or (swingLowPrice > prevSwingLowPrice and swingLowSym2 < prevSwingLowSym2))
bool smt3_bull = not useSym3 or ((swingLowPrice < prevSwingLowPrice and swingLowSym3 > prevSwingLowSym3) or (swingLowPrice > prevSwingLowPrice and swingLowSym3 < prevSwingLowSym3))
Time_Condition_Bull = swingLowBar + smtLookbackBars > bar_index
Is_Bull_SMT = IsSwingLow and Time_Condition_Bull and not na(prevSwingLowPrice) and smt1_bull and smt2_bull and smt3_bull

bool hasBullFVG = high[2] < low[0]
float fvgBullEdge = low[0]
float fvgBullCE   = (low[0] + high[2]) / 2.0
bool hasBearFVG = low[2] > high[0]
float fvgBearEdge = high[0]
float fvgBearCE   = (low[2] + high[0]) / 2.0

bool final_alert = false
atrValue = ta.atr(atrLen)

tpRR = tpRRInput == "1R"   ? 1.0 :
       tpRRInput == "1.5R" ? 1.5 :
       tpRRInput == "1.6R" ? 1.6 :
       tpRRInput == "1.7R" ? 1.7 :
       tpRRInput == "1.8R" ? 1.8 :
       tpRRInput == "1.9R" ? 1.9 :
       tpRRInput == "2R"   ? 2.0 :
       tpRRInput == "2.5R" ? 2.5 :
       tpRRInput == "3R"   ? 3.0 : 4.0

type TradeRecord
    box  tpBox
    box  slBox
    line entryLine
    line slLine
    line tpLine
    label entryLabel
    int  openTime

var array<TradeRecord> trades = array.new<TradeRecord>()
var int lastTradeBar = -999

var float activeEntryPrice = na
var float activeRisk = na
var float activeSL = na
var float activeTP = na
var bool  activeIsLong = true
var bool  beTriggered = false

f_deleteTradeDrawings(TradeRecord _tr) =>
    box.delete(_tr.tpBox)
    box.delete(_tr.slBox)
    line.delete(_tr.entryLine)
    line.delete(_tr.slLine)
    line.delete(_tr.tpLine)
    if not na(_tr.entryLabel)
        label.delete(_tr.entryLabel)

if array.size(trades) > 2000
    TradeRecord oldestTrade = array.get(trades, 0)
    f_deleteTradeDrawings(oldestTrade)
    array.shift(trades)

f_addTrade(int _startBar, int _dir, float _entry, float _sl, float _tp, int _width, int _openTime, string _lblText) =>
    int rightBar = _startBar + _width
    float tpTop = _dir == 1 ? _tp : _entry
    float tpBot = _dir == 1 ? _entry : _tp
    float slTop = _dir == 1 ? _entry : _sl
    float slBot = _dir == 1 ? _sl : _entry
    box tpBox = box.new(_startBar, tpTop, rightBar, tpBot, xloc=xloc.bar_index, bgcolor=color.new(color.green, 82), border_color=color.new(color.green, 0))
    box slBox = box.new(_startBar, slTop, rightBar, slBot, xloc=xloc.bar_index, bgcolor=color.new(color.red, 82), border_color=color.new(color.red, 0))
    line entryLine = line.new(_startBar, _entry, rightBar, _entry, xloc=xloc.bar_index, color=color.white, width=2)
    line slLine = line.new(_startBar, _sl, rightBar, _sl, xloc=xloc.bar_index, color=color.red, width=2)
    line tpLine = line.new(_startBar, _tp, rightBar, _tp, xloc=xloc.bar_index, color=color.green, width=2)
    label entryLabel = label.new(rightBar, _entry, text=_lblText, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_left, color=color.white, textcolor=color.black, size=size.small)
    array.push(trades, TradeRecord.new(tpBox, slBox, entryLine, slLine, tpLine, entryLabel, _openTime))

var float peakEquity = 0.0
var bool trailingGuardTripped = false
peakEquity := math.max(peakEquity, strategy.netprofit)
float liveDrawdown = peakEquity - strategy.netprofit
if useTrailingGuard and liveDrawdown >= trailingGuardLimit
    trailingGuardTripped := true

var label guardLabel = na
if trailingGuardTripped and na(guardLabel)
    guardLabel := label.new(bar_index, high, "⚠️ TRAILING GUARD TRIPPED — TRADING STOPPED", style=label.style_label_down, color=color.new(color.red,0), textcolor=color.white, size=size.large)

var int pendingLongBar = na
var int pendingShortBar = na
var int pendingLongTime = na
var int pendingShortTime = na

// --- Realtime synchronized alert lifecycle ---
// State: 0 = idle, 1 = waiting for entry touch, 2 = trade active.
// `varip` is intentional: these values survive Pine's realtime rollback so each
// lifecycle event can fire exactly once on the realtime update that reaches its level.
varip int   lastBullProcessedBar = na
varip int   lastBearProcessedBar = na
varip int   rtLifecycleState = 0
varip int   rtLifecycleDir = 0
varip int   rtSetupBar = na
varip float rtSetupPrice = na
varip float rtEntry = na
varip float rtRisk = na
varip float rtSL = na
varip float rtTP = na
varip float rtActiveStop = na
varip bool  rtBeTriggered = false
varip bool  rtMarketEntry = false
// Post-entry extrema are accumulated from realtime `close` updates only AFTER the
// entry event. This prevents pre-entry highs/lows from falsely triggering same-bar exits.
varip float rtPostEntryHigh = na
varip float rtPostEntryLow = na
// True only while a broker-side PickMyTrade LMT order is expected to be pending.
varip bool  rtPmtPendingOrder = false

// Realtime marker prices persist for the rest of the event bar, allowing plotshape()
// to commit a stable visual marker at the exact price used by the alert state machine.
varip float rtMarkLongEntry = na
varip float rtMarkShortEntry = na
varip float rtMarkTP = na
varip float rtMarkSL = na
varip float rtMarkBE = na

if barstate.isnew
    rtMarkLongEntry := na
    rtMarkShortEntry := na
    rtMarkTP := na
    rtMarkSL := na
    rtMarkBE := na

// The existing EOD close alert remains authoritative. Clear any realtime lifecycle
// state so a closed/cancelled EOD trade cannot generate a stale later level alert.
if barstate.isrealtime and isEodExit
    rtLifecycleState := 0
    rtPmtPendingOrder := false

bool flatCondition = requireFlatBeforeEntry ? (strategy.position_size == 0) : true
bool noPendingOrder = na(pendingLongBar) and na(pendingShortBar)
bool canTrade = (bar_index - lastTradeBar >= minBarsBetween) and isSessionAllowed and flatCondition and noPendingOrder and not apexLossLimitReached and not trailingGuardTripped

trigger_bull = Is_Bull_SMT and barstate.isconfirmed and canTrade and Bull_Label and isBullTrend and isQuarterAllowed
trigger_bear = Is_Bear_SMT and barstate.isconfirmed and canTrade and Bear_Label and isBearTrend and isQuarterAllowed

string currentTF = timeframe.period

if not na(pendingLongBar) and (bar_index - pendingLongBar) > maxLimitWait
    strategy.cancel("Long")
    pendingLongBar := na
    pendingLongTime := na
    if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == 1
        if alertsPickMyTradeMode and rtPmtPendingOrder
            alert(f_pmtCloseJson(close), alert.freq_all)
            rtPmtPendingOrder := false
        rtLifecycleState := 0
if not na(pendingShortBar) and (bar_index - pendingShortBar) > maxLimitWait
    strategy.cancel("Short")
    pendingShortBar := na
    pendingShortTime := na
    if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == -1
        if alertsPickMyTradeMode and rtPmtPendingOrder
            alert(f_pmtCloseJson(close), alert.freq_all)
            rtPmtPendingOrder := false
        rtLifecycleState := 0

int _maxWaitMs = maxLimitWait * 60 * 1000
if not na(pendingLongTime) and (time - pendingLongTime) > _maxWaitMs
    strategy.cancel("Long")
    pendingLongBar := na
    pendingLongTime := na
    if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == 1
        if alertsPickMyTradeMode and rtPmtPendingOrder
            alert(f_pmtCloseJson(close), alert.freq_all)
            rtPmtPendingOrder := false
        rtLifecycleState := 0
if not na(pendingShortTime) and (time - pendingShortTime) > _maxWaitMs
    strategy.cancel("Short")
    pendingShortBar := na
    pendingShortTime := na
    if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == -1
        if alertsPickMyTradeMode and rtPmtPendingOrder
            alert(f_pmtCloseJson(close), alert.freq_all)
            rtPmtPendingOrder := false
        rtLifecycleState := 0

if strategy.position_size != 0
    pendingLongBar := na
    pendingShortBar := na
    pendingLongTime := na
    pendingShortTime := na

if not isSessionAllowed or not isQuarterAllowed
    if not na(pendingLongBar)
        strategy.cancel("Long")
        pendingLongBar := na
        pendingLongTime := na
        if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == 1
            if alertsPickMyTradeMode and rtPmtPendingOrder
                alert(f_pmtCloseJson(close), alert.freq_all)
                rtPmtPendingOrder := false
            rtLifecycleState := 0
    if not na(pendingShortBar)
        strategy.cancel("Short")
        pendingShortBar := na
        pendingShortTime := na
        if barstate.isrealtime and rtLifecycleState == 1 and rtLifecycleDir == -1
            if alertsPickMyTradeMode and rtPmtPendingOrder
                alert(f_pmtCloseJson(close), alert.freq_all)
                rtPmtPendingOrder := false
            rtLifecycleState := 0

if trigger_bull
    final_alert := true
    lastTradeBar := bar_index
    if Bull_Line
        line.new(prevSwingLowBar, prevSwingLowPrice, swingLowBar, swingLowPrice, color = color.green, width = 2, style = line.style_dashed)
    float entryPrice = close
    string lbl = "ENTRY"
    if entryMode == "FVG Retracement"
        entryPrice := fvgEntryLevel == "50% FVG (Consequent Encroachment)" ? fvgBullCE : fvgBullEdge
        lbl := "FVG LIMIT"
    else if entryMode == "Limit Retracement (Swing)"
        entryPrice := swingLowPrice
        lbl := "SWING LIMIT"
    else if entryMode == "Swing Price (Unrealistic)"
        entryPrice := swingLowPrice
    float risk = useFixedPointsRisk ? slPoints : atrValue * slAtrMult
    float sl = entryPrice - risk
    float tp = useFixedTP ? entryPrice + tpPointsInput : entryPrice + risk * tpRR

    // One immutable snapshot feeds the box, strategy order and realtime alert lifecycle.
    float syncEntry = entryPrice
    float syncRisk = risk
    float syncSL = sl
    float syncTP = tp

    f_addTrade(bar_index, 1, syncEntry, syncSL, syncTP, boxWidth, time, lbl)
    activeEntryPrice := syncEntry
    activeRisk := syncRisk
    activeSL := syncSL
    activeTP := syncTP
    activeIsLong := true
    beTriggered := false

    bool isNewBullAutomationEvent = na(lastBullProcessedBar) or lastBullProcessedBar != bar_index
    if isNewBullAutomationEvent
        // Lock BEFORE any external event/order so same-bar realtime recalculation cannot duplicate it.
        lastBullProcessedBar := bar_index

        // Arm the Pine-controlled realtime lifecycle from the exact same frozen box values.
        if barstate.isrealtime
            rtLifecycleState := 1
            rtLifecycleDir := 1
            rtSetupBar := bar_index
            rtSetupPrice := close
            rtEntry := syncEntry
            rtRisk := syncRisk
            rtSL := syncSL
            rtTP := syncTP
            rtActiveStop := syncSL
            rtBeTriggered := false
            rtMarketEntry := entryMode == "Confirmation Close"
            rtPostEntryHigh := na
            rtPostEntryLow := na
            rtPmtPendingOrder := false

        // Alert #1 for testing/notification. In production PickMyTrade mode, the same
        // setup event submits the broker-side order immediately so it can rest at the
        // exact box Entry before price arrives.
        if alertsTestingMode or alertsBoxOnlyMode
            alert("Long signal", alert.freq_once_per_bar_close)
        else if alertsPickMyTradeMode and barstate.isrealtime
            float pmtBeTrigger = useBreakeven ? syncRisk * breakevenTriggerRR : 0.0
            string pmtOrderType = entryMode == "Confirmation Close" ? "MKT" : "LMT"
            alert(f_pmtJson("buy", syncEntry, syncTP, syncSL, pmtOrderType, pmtBeTrigger), alert.freq_once_per_bar_close)
            rtPmtPendingOrder := entryMode != "Confirmation Close"

        // Existing strategy order logic is preserved; order-fill alerts are no longer the timing source.
        if entryMode == "Confirmation Close"
            strategy.entry("Long", strategy.long, qty=tradeQuantity)
        else
            strategy.entry("Long", strategy.long, qty=tradeQuantity, limit=syncEntry)

    if entryMode != "Confirmation Close" and strategy.position_size == 0
        pendingLongBar := bar_index
        pendingLongTime := time

if trigger_bear
    final_alert := true
    lastTradeBar := bar_index
    if Bear_Line
        line.new(prevSwingHighBar, prevSwingHighPrice, swingHighBar, swingHighPrice, color = color.red, width = 2, style = line.style_dashed)
    float entryPrice = close
    string lbl = "ENTRY"
    if entryMode == "FVG Retracement"
        entryPrice := fvgEntryLevel == "50% FVG (Consequent Encroachment)" ? fvgBearCE : fvgBearEdge
        lbl := "FVG LIMIT"
    else if entryMode == "Limit Retracement (Swing)"
        entryPrice := swingHighPrice
        lbl := "SWING LIMIT"
    else if entryMode == "Swing Price (Unrealistic)"
        entryPrice := swingHighPrice
    float risk = useFixedPointsRisk ? slPoints : atrValue * slAtrMult
    float sl = entryPrice + risk
    float tp = useFixedTP ? entryPrice - tpPointsInput : entryPrice - risk * tpRR

    float syncEntry = entryPrice
    float syncRisk = risk
    float syncSL = sl
    float syncTP = tp

    f_addTrade(bar_index, -1, syncEntry, syncSL, syncTP, boxWidth, time, lbl)
    activeEntryPrice := syncEntry
    activeRisk := syncRisk
    activeSL := syncSL
    activeTP := syncTP
    activeIsLong := false
    beTriggered := false

    bool isNewBearAutomationEvent = na(lastBearProcessedBar) or lastBearProcessedBar != bar_index
    if isNewBearAutomationEvent
        lastBearProcessedBar := bar_index

        if barstate.isrealtime
            rtLifecycleState := 1
            rtLifecycleDir := -1
            rtSetupBar := bar_index
            rtSetupPrice := close
            rtEntry := syncEntry
            rtRisk := syncRisk
            rtSL := syncSL
            rtTP := syncTP
            rtActiveStop := syncSL
            rtBeTriggered := false
            rtMarketEntry := entryMode == "Confirmation Close"
            rtPostEntryHigh := na
            rtPostEntryLow := na
            rtPmtPendingOrder := false

        // Alert #1 for testing/notification. In production PickMyTrade mode, the same
        // setup event submits the broker-side order immediately so it can rest at the
        // exact box Entry before price arrives.
        if alertsTestingMode or alertsBoxOnlyMode
            alert("Short signal", alert.freq_once_per_bar_close)
        else if alertsPickMyTradeMode and barstate.isrealtime
            float pmtBeTrigger = useBreakeven ? syncRisk * breakevenTriggerRR : 0.0
            string pmtOrderType = entryMode == "Confirmation Close" ? "MKT" : "LMT"
            alert(f_pmtJson("sell", syncEntry, syncTP, syncSL, pmtOrderType, pmtBeTrigger), alert.freq_once_per_bar_close)
            rtPmtPendingOrder := entryMode != "Confirmation Close"

        if entryMode == "Confirmation Close"
            strategy.entry("Short", strategy.short, qty=tradeQuantity)
        else
            strategy.entry("Short", strategy.short, qty=tradeQuantity, limit=syncEntry)

    if entryMode != "Confirmation Close" and strategy.position_size == 0
        pendingShortBar := bar_index
        pendingShortTime := time

// -----------------------------------------------------------------------------
// Pine-controlled realtime BOX-LEVEL touch engine.
// The box is authoritative. TradingView strategy arrows/order-fill alerts are ignored
// for automation timing. Entry uses the frozen box Entry; exits use the same frozen
// TP/SL (and active BE stop) snapshot.
// -----------------------------------------------------------------------------
if barstate.isrealtime and rtLifecycleState == 1 and not na(rtEntry)
    bool entryTouched = false

    if rtMarketEntry
        // Confirmation Close belongs to the setup event itself.
        entryTouched := true
    else if bar_index == rtSetupBar
        // On the setup bar, high/low contain price history from BEFORE the box existed.
        // Use only the current realtime price to avoid a false retroactive touch.
        entryTouched := rtLifecycleDir == 1 ? (rtEntry >= rtSetupPrice or close <= rtEntry) : (rtEntry <= rtSetupPrice or close >= rtEntry)
    else
        // After the box exists, the complete realtime bar range is valid evidence that
        // the exact box Entry was touched, even if price jumps through and rebounds
        // before the next visible update.
        entryTouched := rtLifecycleDir == 1 ? low <= rtEntry : high >= rtEntry

    if entryTouched
        // Lock the transition before external alerts.
        rtLifecycleState := 2
        rtActiveStop := rtSL
        rtBeTriggered := false
        // Start post-entry extrema from the CURRENT realtime price only. Never import
        // earlier high/low from this candle, because those extremes may pre-date entry.
        rtPostEntryHigh := close
        rtPostEntryLow := close
        rtPmtPendingOrder := false

        if rtLifecycleDir == 1
            rtMarkLongEntry := rtEntry
            if alertsTestingMode
                alert("LONG ENTRY | Entry: " + str.tostring(rtEntry, format.mintick) + " | SL: " + str.tostring(rtSL, format.mintick) + " | TP: " + str.tostring(rtTP, format.mintick), alert.freq_all)
        else
            rtMarkShortEntry := rtEntry
            if alertsTestingMode
                alert("SHORT ENTRY | Entry: " + str.tostring(rtEntry, format.mintick) + " | SL: " + str.tostring(rtSL, format.mintick) + " | TP: " + str.tostring(rtTP, format.mintick), alert.freq_all)

if barstate.isrealtime and rtLifecycleState == 2 and not na(rtEntry) and not na(rtTP) and not na(rtActiveStop)
    // Accumulate only realtime prices observed AFTER the entry event. This catches a
    // wick/jump through a level without allowing a pre-entry wick to create a false exit.
    rtPostEntryHigh := na(rtPostEntryHigh) ? close : math.max(rtPostEntryHigh, close)
    rtPostEntryLow := na(rtPostEntryLow) ? close : math.min(rtPostEntryLow, close)

    // First resolve TP/current-stop touches using the stop that was actually active
    // during the observed price path. This prevents a later BE activation from
    // retroactively treating an earlier pre-BE price as a breakeven stop hit.
    bool tpTouched = rtLifecycleDir == 1 ? rtPostEntryHigh >= rtTP : rtPostEntryLow <= rtTP
    bool stopTouched = rtLifecycleDir == 1 ? rtPostEntryLow <= rtActiveStop : rtPostEntryHigh >= rtActiveStop

    if tpTouched or stopTouched
        // If a missed/gapped update spans both levels and tick ordering is unknowable,
        // resolve stop-first as the conservative risk-preserving outcome.
        bool resolveAsStop = stopTouched
        float exitLevel = resolveAsStop ? rtActiveStop : rtTP
        string exitText = ""

        if rtLifecycleDir == 1
            if resolveAsStop and rtBeTriggered and rtActiveStop == rtEntry
                exitText := "LONG BREAKEVEN EXIT | Stop: " + str.tostring(rtActiveStop, format.mintick)
                rtMarkBE := exitLevel
            else if resolveAsStop
                exitText := "LONG STOP LOSS HIT | Stop: " + str.tostring(rtActiveStop, format.mintick)
                rtMarkSL := exitLevel
            else
                exitText := "LONG TAKE PROFIT HIT | TP: " + str.tostring(rtTP, format.mintick)
                rtMarkTP := exitLevel
        else
            if resolveAsStop and rtBeTriggered and rtActiveStop == rtEntry
                exitText := "SHORT BREAKEVEN EXIT | Stop: " + str.tostring(rtActiveStop, format.mintick)
                rtMarkBE := exitLevel
            else if resolveAsStop
                exitText := "SHORT STOP LOSS HIT | Stop: " + str.tostring(rtActiveStop, format.mintick)
                rtMarkSL := exitLevel
            else
                exitText := "SHORT TAKE PROFIT HIT | TP: " + str.tostring(rtTP, format.mintick)
                rtMarkTP := exitLevel

        // One-shot lifecycle completion. Production PickMyTrade mode does NOT send a
        // delayed market CLOSE here: its TP/SL/BE protection was attached at the broker
        // when the setup LMT was submitted. Testing mode still reports the exact box exit.
        rtLifecycleState := 0
        if alertsTestingMode
            alert(exitText, alert.freq_all)
    else if useBreakeven and not rtBeTriggered
        // Activate BE only after confirming the trade has not already reached TP/SL.
        bool beActivationTouched = rtLifecycleDir == 1 ? rtPostEntryHigh >= rtEntry + rtRisk * breakevenTriggerRR : rtPostEntryLow <= rtEntry - rtRisk * breakevenTriggerRR
        if beActivationTouched
            rtActiveStop := rtEntry
            rtBeTriggered := true
            // Reset ONLY the stop-side extreme at the activation tick. Earlier prices
            // occurred before BE existed and must not trigger the newly moved stop.
            if rtLifecycleDir == 1
                rtPostEntryLow := close
            else
                rtPostEntryHigh := close

// Stable visual markers for the Pine-controlled realtime events. Unlike TradingView's
// built-in strategy arrows, these are plotted at the exact frozen levels used by alerts.
plotshape(rtMarkLongEntry, title="Sync Long Entry", style=shape.triangleup, location=location.absolute, color=color.new(color.green, 0), text="SYNC ENTRY", textcolor=color.white, size=size.tiny)
plotshape(rtMarkShortEntry, title="Sync Short Entry", style=shape.triangledown, location=location.absolute, color=color.new(color.red, 0), text="SYNC ENTRY", textcolor=color.white, size=size.tiny)
plotshape(rtMarkTP, title="Sync Take Profit", style=shape.circle, location=location.absolute, color=color.new(color.green, 0), text="SYNC TP", textcolor=color.white, size=size.tiny)
plotshape(rtMarkSL, title="Sync Stop Loss", style=shape.xcross, location=location.absolute, color=color.new(color.red, 0), text="SYNC SL", textcolor=color.white, size=size.tiny)
plotshape(rtMarkBE, title="Sync Breakeven", style=shape.diamond, location=location.absolute, color=color.new(color.gray, 0), text="SYNC BE", textcolor=color.white, size=size.tiny)

// Existing strategy trade management remains unchanged and continues to drive
// chart/backtest orders. Its order-fill notifications are intentionally not used
// as the realtime alert timing source anymore.
if strategy.position_size != 0 and not na(activeSL)
    if useBreakeven and not beTriggered
        if activeIsLong and high >= activeEntryPrice + activeRisk * breakevenTriggerRR
            activeSL := activeEntryPrice
            beTriggered := true
        if not activeIsLong and low <= activeEntryPrice - activeRisk * breakevenTriggerRR
            activeSL := activeEntryPrice
            beTriggered := true
    if activeIsLong
        strategy.exit("Exit Long", "Long", stop=activeSL, limit=activeTP)
    else
        strategy.exit("Exit Short", "Short", stop=activeSL, limit=activeTP)

if strategy.position_size == 0
    beTriggered := false

f_fmtQ(int w, int l) =>
    int tot = w + l
    if tot == 0
        "-"
    else
        float wr = (float(w) / float(tot)) * 100.0
        str.tostring(w) + "-" + str.tostring(l) + " (" + str.tostring(wr, "#") + "%)"

var table dash = table.new(position = position.top_right, columns = 8, rows = 6, bgcolor = color.rgb(12, 12, 16), border_color = color.new(color.gray, 50), border_width = 1)

if barstate.islast
    table.clear(dash, 0, 0, 7, 5)
    int currentBarTime = time
    int dailyTotal = 0, dailyWins = 0, dailyLosses = 0
    int threeDailyTotal = 0, threeDailyWins = 0, threeDailyLosses = 0
    int weeklyTotal = 0, weeklyWins = 0, weeklyLosses = 0
    int monthlyTotal = 0, monthlyWins = 0, monthlyLosses = 0
    int allTotal = 0, allWins = 0, allLosses = 0
    var qWinsDaily = array.new_int(4, 0), qLossesDaily = array.new_int(4, 0)
    var qWins3Daily = array.new_int(4, 0), qLosses3Daily = array.new_int(4, 0)
    var qWinsWeekly = array.new_int(4, 0), qLossesWeekly = array.new_int(4, 0)
    var qWinsMonthly = array.new_int(4, 0), qLossesMonthly = array.new_int(4, 0)
    var qWinsTotal = array.new_int(4, 0), qLossesTotal = array.new_int(4, 0)
    array.fill(qWinsDaily, 0), array.fill(qLossesDaily, 0)
    array.fill(qWins3Daily, 0), array.fill(qLosses3Daily, 0)
    array.fill(qWinsWeekly, 0), array.fill(qLossesWeekly, 0)
    array.fill(qWinsMonthly, 0), array.fill(qLossesMonthly, 0)
    array.fill(qWinsTotal, 0), array.fill(qLossesTotal, 0)

    if strategy.closedtrades > 0
        for i = 0 to strategy.closedtrades - 1
            int trTime = strategy.closedtrades.entry_time(i)
            float trProfit = strategy.closedtrades.profit(i)
            bool isWin = (trProfit > 0)
            bool isLoss = (trProfit < 0)
            bool isDaily      = (trTime >= currentBarTime - 86400000)
            bool isThreeDaily = (trTime >= currentBarTime - 3 * 86400000)
            bool isWeekly     = (trTime >= currentBarTime - 7 * 86400000)
            bool isMonthly    = (trTime >= currentBarTime - 30 * 86400000)
            int trHour = hour(trTime, "Asia/Jerusalem")
            int qIdx = 0
            if trHour >= 1 and trHour < 7
                qIdx := 0
            else if trHour >= 7 and trHour < 13
                qIdx := 1
            else if trHour >= 13 and trHour < 19
                qIdx := 2
            else
                qIdx := 3
            if isDaily
                dailyTotal += 1
                if isWin
                    dailyWins += 1
                    array.set(qWinsDaily, qIdx, array.get(qWinsDaily, qIdx) + 1)
                else if isLoss
                    dailyLosses += 1
                    array.set(qLossesDaily, qIdx, array.get(qLossesDaily, qIdx) + 1)
            if isThreeDaily
                threeDailyTotal += 1
                if isWin
                    threeDailyWins += 1
                    array.set(qWins3Daily, qIdx, array.get(qWins3Daily, qIdx) + 1)
                else if isLoss
                    threeDailyLosses += 1
                    array.set(qLosses3Daily, qIdx, array.get(qLosses3Daily, qIdx) + 1)
            if isWeekly
                weeklyTotal += 1
                if isWin
                    weeklyWins += 1
                    array.set(qWinsWeekly, qIdx, array.get(qWinsWeekly, qIdx) + 1)
                else if isLoss
                    weeklyLosses += 1
                    array.set(qLossesWeekly, qIdx, array.get(qLossesWeekly, qIdx) + 1)
            if isMonthly
                monthlyTotal += 1
                if isWin
                    monthlyWins += 1
                    array.set(qWinsMonthly, qIdx, array.get(qWinsMonthly, qIdx) + 1)
                else if isLoss
                    monthlyLosses += 1
                    array.set(qLossesMonthly, qIdx, array.get(qLossesMonthly, qIdx) + 1)
            allTotal += 1
            if isWin
                allWins += 1
                array.set(qWinsTotal, qIdx, array.get(qWinsTotal, qIdx) + 1)
            else if isLoss
                allLosses += 1
                array.set(qLossesTotal, qIdx, array.get(qLossesTotal, qIdx) + 1)

    float closedDaily = float(dailyWins + dailyLosses)
    float closedThreeDaily = float(threeDailyWins + threeDailyLosses)
    float closedWeekly = float(weeklyWins + weeklyLosses)
    float closedMonthly = float(monthlyWins + monthlyLosses)
    float closedAll = float(allWins + allLosses)
    float dailyWr = closedDaily > 0 ? (float(dailyWins) / closedDaily) * 100.0 : 0.0
    float threeDailyWr = closedThreeDaily > 0 ? (float(threeDailyWins) / closedThreeDaily) * 100.0 : 0.0
    float weeklyWr = closedWeekly > 0 ? (float(weeklyWins) / closedWeekly) * 100.0 : 0.0
    float monthlyWr = closedMonthly > 0 ? (float(monthlyWins) / closedMonthly) * 100.0 : 0.0
    float allWr = closedAll > 0 ? (float(allWins) / closedAll) * 100.0 : 0.0

    table.cell(dash, 0, 0, "Period", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 0, "Trades", text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 0, "W - L", text_color = color.orange, text_size = size.small)
    table.cell(dash, 3, 0, "Win %", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 0, "Q1 (01-07)", text_color = color.yellow, text_size = size.small)
        table.cell(dash, 5, 0, "Q2 (07-13)", text_color = color.yellow, text_size = size.small)
        table.cell(dash, 6, 0, "Q3 (13-19)", text_color = color.yellow, text_size = size.small)
        table.cell(dash, 7, 0, "Q4 (19-01)", text_color = color.yellow, text_size = size.small)
    table.cell(dash, 0, 1, "Daily", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 1, str.tostring(dailyTotal), text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 1, str.tostring(dailyWins) + " - " + str.tostring(dailyLosses), text_color = color.green, text_size = size.small)
    table.cell(dash, 3, 1, str.tostring(dailyWr, "#.##") + "%", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 1, f_fmtQ(array.get(qWinsDaily, 0), array.get(qLossesDaily, 0)), text_color = color.white, text_size = size.small)
        table.cell(dash, 5, 1, f_fmtQ(array.get(qWinsDaily, 1), array.get(qLossesDaily, 1)), text_color = color.white, text_size = size.small)
        table.cell(dash, 6, 1, f_fmtQ(array.get(qWinsDaily, 2), array.get(qLossesDaily, 2)), text_color = color.white, text_size = size.small)
        table.cell(dash, 7, 1, f_fmtQ(array.get(qWinsDaily, 3), array.get(qLossesDaily, 3)), text_color = color.white, text_size = size.small)
    table.cell(dash, 0, 2, "3 Daily", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 2, str.tostring(threeDailyTotal), text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 2, str.tostring(threeDailyWins) + " - " + str.tostring(threeDailyLosses), text_color = color.green, text_size = size.small)
    table.cell(dash, 3, 2, str.tostring(threeDailyWr, "#.##") + "%", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 2, f_fmtQ(array.get(qWins3Daily, 0), array.get(qLosses3Daily, 0)), text_color = color.white, text_size = size.small)
        table.cell(dash, 5, 2, f_fmtQ(array.get(qWins3Daily, 1), array.get(qLosses3Daily, 1)), text_color = color.white, text_size = size.small)
        table.cell(dash, 6, 2, f_fmtQ(array.get(qWins3Daily, 2), array.get(qLosses3Daily, 2)), text_color = color.white, text_size = size.small)
        table.cell(dash, 7, 2, f_fmtQ(array.get(qWins3Daily, 3), array.get(qLosses3Daily, 3)), text_color = color.white, text_size = size.small)
    table.cell(dash, 0, 3, "Weekly", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 3, str.tostring(weeklyTotal), text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 3, str.tostring(weeklyWins) + " - " + str.tostring(weeklyLosses), text_color = color.green, text_size = size.small)
    table.cell(dash, 3, 3, str.tostring(weeklyWr, "#.##") + "%", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 3, f_fmtQ(array.get(qWinsWeekly, 0), array.get(qLossesWeekly, 0)), text_color = color.white, text_size = size.small)
        table.cell(dash, 5, 3, f_fmtQ(array.get(qWinsWeekly, 1), array.get(qLossesWeekly, 1)), text_color = color.white, text_size = size.small)
        table.cell(dash, 6, 3, f_fmtQ(array.get(qWinsWeekly, 2), array.get(qLossesWeekly, 2)), text_color = color.white, text_size = size.small)
        table.cell(dash, 7, 3, f_fmtQ(array.get(qWinsWeekly, 3), array.get(qLossesWeekly, 3)), text_color = color.white, text_size = size.small)
    table.cell(dash, 0, 4, "Monthly", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 4, str.tostring(monthlyTotal), text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 4, str.tostring(monthlyWins) + " - " + str.tostring(monthlyLosses), text_color = color.green, text_size = size.small)
    table.cell(dash, 3, 4, str.tostring(monthlyWr, "#.##") + "%", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 4, f_fmtQ(array.get(qWinsMonthly, 0), array.get(qLossesMonthly, 0)), text_color = color.white, text_size = size.small)
        table.cell(dash, 5, 4, f_fmtQ(array.get(qWinsMonthly, 1), array.get(qLossesMonthly, 1)), text_color = color.white, text_size = size.small)
        table.cell(dash, 6, 4, f_fmtQ(array.get(qWinsMonthly, 2), array.get(qLossesMonthly, 2)), text_color = color.white, text_size = size.small)
        table.cell(dash, 7, 4, f_fmtQ(array.get(qWinsMonthly, 3), array.get(qLossesMonthly, 3)), text_color = color.white, text_size = size.small)
    table.cell(dash, 0, 5, "All Time", text_color = color.white, text_size = size.small)
    table.cell(dash, 1, 5, str.tostring(allTotal), text_color = color.white, text_size = size.small)
    table.cell(dash, 2, 5, str.tostring(allWins) + " - " + str.tostring(allLosses), text_color = color.green, text_size = size.small)
    table.cell(dash, 3, 5, str.tostring(allWr, "#.##") + "%", text_color = color.aqua, text_size = size.small)
    if showQuartersColumns
        table.cell(dash, 4, 5, f_fmtQ(array.get(qWinsTotal, 0), array.get(qLossesTotal, 0)), text_color = color.white, text_size = size.small)
        table.cell(dash, 5, 5, f_fmtQ(array.get(qWinsTotal, 1), array.get(qLossesTotal, 1)), text_color = color.white, text_size = size.small)
        table.cell(dash, 6, 5, f_fmtQ(array.get(qWinsTotal, 2), array.get(qLossesTotal, 2)), text_color = color.white, text_size = size.small)
        table.cell(dash, 7, 5, f_fmtQ(array.get(qWinsTotal, 3), array.get(qLossesTotal, 3)), text_color = color.white, text_size = size.small)