Two Bar ATR Flip

This strategy was generated entirely from a natural language prompt, without a single line of code written or edited by a human developer.
Using CodaPro’s AI engine, the logic, structure, syntax, and alerts were all fully constructed by ARiS — OpenAI’s trading code architect integrated into the CodaPro workflow.

The result is a regime-based trend strategy that uses ATR trailing bands to detect directional flips, confirmed with a two-bar hold filter, and automatically routes alerts to brokers for live execution.

It is engineered with clean logic flow, risk-calibrated sizing, and automated broker payloads — suitable for immediate deployment or as a modular base for advanced quant systems.

Core Components:
1. ATR Flip Engine (Regime Detection)

SuperTrend-style band logic with hl2 ± ATR * multiplier.
Directional regime flips are tracked and locked using persistent variables.
Flip triggers are validated only on strong crossovers.

2. 2-Bar Confirmation Filter

Ensures regime flips persist for 2 full bars before allowing entries.
Eliminates transient noise and early reversals.

3. Dynamic Risk-Based Position Sizing

Uses equity-based % risk to calculate size based on ATR-derived stop distance.
No static contracts — size adjusts dynamically per market volatility.

4. Entry/Exit Logic

Entry logic supports long/short with full reversal logic (strategy.close_all() on flip).
SL and TP are derived from current ATR and auto-adjust per entry bar.

5. Broker Integration Payloads

Alerts include JSON payloads for enter and exit-all, with multiplier precision.
Ready for webhook integration with brokers like Tradovate or IBKR.

6. Visual Aids

Flip and confirmation signals are plotted for visual debugging.
Regime background colors (lime/red) for rapid context.
Trailing stoplines plotted dynamically based on trend.

Automation Notes:

Alerts built using alert.freq_once_per_bar_close
Full compatibility with webhook delivery systems
Designed for deterministic behavior: process_orders_on_close = true

Original Prompt Used by the user and generated by CodaPro.ai - ARiS

"Build a Pine Script strategy that flips between long and short using an ATR trailing stop.
Add a 2-bar confirmation after each flip before entering a position.
Include dynamic position sizing based on risk % and ATR stop distance.
Add take profit and stop loss based on ATR.
Generate broker payloads for entry and exit as webhook alerts."