//@version=6
strategy("Frozen range retest", overlay = true,
  initial_capital = 10000, pyramiding = 0,
  default_qty_type = strategy.fixed,
  default_qty_value = 1,
  commission_type = strategy.commission.cash_per_order,
  commission_value = 1, slippage = 1,
  margin_long = 100, margin_short = 100)
ceiling = input.float(25, "Frozen ceiling")
floor = input.float(24, "Frozen pullback floor")
start = input.time(timestamp("01 Jan 2025 00:00 +0000"),
  "First eligible close time")
waitBars = input.int(10, "Retest window", minval = 1)
life = input.int(3, "Entry life", minval = 1)
reward = input.float(2, "Target R", minval = 0.1)
if floor >= ceiling
    runtime.error("Floor must be below ceiling")
var int state = 0
var int eventBar = na
var float stopPrice = na
var float target = na
if barstate.isconfirmed and time_close >= start
    if state == 0 and close > ceiling
        state := 1
        eventBar := bar_index
    else if state == 1
        expired = bar_index - eventBar > waitBars
        if expired or close <= floor
            state := 3
        else if low > floor and low <= ceiling and
          close > ceiling
            entryPrice = high + syminfo.mintick
            stopPrice := low - syminfo.mintick
            target := entryPrice +
              reward * (entryPrice - stopPrice)
            strategy.entry("L", strategy.long,
              stop = entryPrice)
            strategy.exit("X", "L", stop = stopPrice,
              limit = target)
            state := 2
            eventBar := bar_index
    else if state == 2 and strategy.position_size == 0
        expired = bar_index - eventBar >= life
        finished = strategy.closedtrades > 0
        if expired or close <= stopPrice or finished
            strategy.cancel_all()
            state := 3
plot(ceiling, "Frozen ceiling", color.gray)
plot(floor, "Frozen pullback floor", color.gray)