// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/


//@version=5
strategy("nehroranay OCC TDFI Strategy",overlay = true,process_orders_on_close = true)

gr_str="Strategy Settings"
slDist=input.float(0.5,"Distance SL points",0,group = gr_str)
tpRR=input.float(3.0,"TakeProfit RR",0,group = gr_str)
islong=input(true,"Long Entry",group=gr_str)
isshort=input(true,"Short Entry",group=gr_str)

gr_bp='Backtest Period'
i_startTime = input.time(defval = timestamp("01 Jan 2021 00:00 +0000"), title = "Backtest Start Time",group=gr_bp,inline='bs')
i_endTime   = input.time(defval = timestamp("01 Dec 2023 00:00 +0000"), title = "Backtest End Time",group=gr_bp,inline='be')
time_cond   = (time >= i_startTime) and (time <= i_endTime)

//OCC{
// === INPUTS ===
gr_occ1="OCC1"
useRes = input(defval=true, title='Use Alternate Resolution?',group = gr_occ1)
intRes = input(defval=3, title='Multiplier for Alernate Resolution',group = gr_occ1)
stratRes = timeframe.ismonthly ? str.tostring(timeframe.multiplier * intRes, '###M') : timeframe.isweekly ? str.tostring(timeframe.multiplier * intRes, '###W') : timeframe.isdaily ? str.tostring(timeframe.multiplier * intRes, '###D') : timeframe.isintraday ? str.tostring(timeframe.multiplier * intRes, '####') : '60'
//
basisType = input.string(defval='SMMA', title='MA Type: ', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'VWMA', 'SMMA', 'HullMA', 'LSMA', 'ALMA', 'SSMA', 'TMA'],group = gr_occ1)
basisLen = input.int(defval=8, title='MA Period', minval=1,group = gr_occ1)
offsetSigma = input.int(defval=6, title='Offset for LSMA / Sigma for ALMA', minval=0,group = gr_occ1)
offsetALMA = input.float(defval=0.85, title='Offset for ALMA', minval=0, step=0.01,group = gr_occ1)
delayOffset = input.int(defval=0, title='Delay Open/Close MA (Forces Non-Repainting)', minval=0, step=1,group = gr_occ1)
// //
// uDiv = input(false, 'Show Divergence Channel')
// multi = input.float(0.5, minval=0.0, maxval=3.0, title='Divergence Channel Width Factor (Stddev)')
// uHid = input(false, title='Show Hidden Divergence')
// uReg = input(false, title='Show Regular Divergence')
// uDiv := uReg or uHid ? uDiv : false

// === /INPUTS ===

// - variant(type, src, len)
// Returns MA input selection variant, default to SMA if blank or typo.

// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
    v1 = ta.sma(src, len)  // Simple
    v2 = ta.ema(src, len)  // Exponential
    v3 = 2 * v2 - ta.ema(v2, len)  // Double Exponential
    v4 = 3 * (v2 - ta.ema(v2, len)) + ta.ema(ta.ema(v2, len), len)  // Triple Exponential
    v5 = ta.wma(src, len)  // Weighted
    v6 = ta.vwma(src, len)  // Volume Weighted
    v7 = 0.0
    sma_1 = ta.sma(src, len)  // Smoothed
    v7 := na(v7[1]) ? sma_1 : (v7[1] * (len - 1) + src) / len
    v8 = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))  // Hull
    v9 = ta.linreg(src, len, offSig)  // Least Squares
    v10 = ta.alma(src, len, offALMA, offSig)  // Arnaud Legoux
    v11 = ta.sma(v1, len)  // Triangular (extreme smooth)
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = math.exp(-1.414 * 3.14159 / len)
    b1 = 2 * a1 * math.cos(1.414 * 3.14159 / len)
    c2 = b1
    c3 = -a1 * a1
    c1 = 1 - c2 - c3
    v12 = 0.0
    v12 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v12[1]) + c3 * nz(v12[2])
    type == 'EMA' ? v2 : type == 'DEMA' ? v3 : type == 'TEMA' ? v4 : type == 'WMA' ? v5 : type == 'VWMA' ? v6 : type == 'SMMA' ? v7 : type == 'HullMA' ? v8 : type == 'LSMA' ? v9 : type == 'ALMA' ? v10 : type == 'TMA' ? v11 : type == 'SSMA' ? v12 : v1

// security wrapper for repeat calls
reso(exp, use, res) =>
    security_1 = request.security(syminfo.tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on)
    use ? security_1 : exp

// === SERIES SETUP ===
closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)
closeOpenAvg = (closeSeries + openSeries) / 2
// === /SERIES ===

// Get Alternate Open/Close Series MAs, if selected.
closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
//
// xlong = ta.crossover(closeSeriesAlt, openSeriesAlt)
// xshort = ta.crossunder(closeSeriesAlt, openSeriesAlt)
// longCond = xlong  // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
// shortCond = xshort  // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open
// === /ALERT conditions

// === PLOTTING ===
diff = closeSeriesAlt - openSeriesAlt
pcd = 50000.0 * diff / closeOpenAvg
// alert = longCond or shortCond
// trendColour = closeSeriesAlt > openSeriesAlt ? color.green : color.red
// hline(0, color=color.gray, linestyle=hline.style_dashed)
// plot(pcd, title='OCC Difference Factor', color=trendColour, linewidth=1, style=plot.style_area, transp=80)
// plot(pcd, title='OCC Difference Factor', color=trendColour, linewidth=2, style=plot.style_line, transp=20)
// plotshape(alert, title='OCC Alert Plot', color=trendColour, style=shape.circle, location=location.bottom, size=size.auto, transp=0)

// //  ||  Functions:

// f_top_fractal(_src) =>
//     _src[4] < _src[2] and _src[3] < _src[2] and _src[2] > _src[1] and _src[2] > _src[0]
// f_bot_fractal(_src) =>
//     _src[4] > _src[2] and _src[3] > _src[2] and _src[2] < _src[1] and _src[2] < _src[0]
// f_fractalize(_src) =>
//     f_bot_fractal__1 = f_bot_fractal(_src)
//     f_top_fractal(_src) ? 1 : f_bot_fractal__1 ? -1 : 0

// // === /BASE FUNCTIONS ===

// rsi_high = pcd
// rsi_low = pcd
// offset_ = multi * ta.stdev(pcd, 20)
// fractal_top_rsi = f_fractalize(rsi_high) > 0 ? rsi_high[2] : na
// fractal_bot_rsi = f_fractalize(rsi_low) < 0 ? rsi_low[2] : na

// rsi_high_prev = ta.valuewhen(fractal_top_rsi, rsi_high[2], 1)
// rsi_high_price = ta.valuewhen(fractal_top_rsi, high[2], 1)
// rsi_low_prev = ta.valuewhen(fractal_bot_rsi, rsi_low[2], 1)
// rsi_low_price = ta.valuewhen(fractal_bot_rsi, low[2], 1)

// regular_bearish_div = fractal_top_rsi and high[2] > rsi_high_price and rsi_high[2] < rsi_high_prev and rsi_high > 0
// hidden_bearish_div = fractal_top_rsi and high[2] < rsi_high_price and rsi_high[2] > rsi_high_prev and rsi_high > 0
// regular_bullish_div = fractal_bot_rsi and low[2] < rsi_low_price and rsi_low[2] > rsi_low_prev and rsi_low < 0
// hidden_bullish_div = fractal_bot_rsi and low[2] > rsi_low_price and rsi_low[2] < rsi_low_prev and rsi_low < 0

// // plot(title='RSI High', series=uDiv ? rsi_high : na, color=color.new(color.gray, 0))
// // plot(title='RSI Low', series=uDiv ? rsi_low : na, color=color.new(color.gray, 0))
// // plot(title='RSI H F', series=uDiv ? fractal_top_rsi + offset_ : na, color=color.new(color.red, 0), offset=-2)
// // plot(title='RSI L F', series=uDiv ? fractal_bot_rsi - offset_ : na, color=color.new(color.green, 0), offset=-2)
// // plot(title='RSI H D', series=uDiv ? fractal_top_rsi + offset_ : na, style=plot.style_circles, color=regular_bearish_div and uReg or hidden_bearish_div and uHid ? color.maroon : color.gray, linewidth=3, offset=-2)
// // plot(title='RSI L D', series=uDiv ? fractal_bot_rsi - offset_ : na, style=plot.style_circles, color=regular_bullish_div and uReg or hidden_bullish_div and uHid ? color.green : color.gray, linewidth=3, offset=-2)

// // plotshape(title='+RBD', series=regular_bearish_div and uReg ? rsi_high[2] + offset_ : na, text='Regular', style=shape.labeldown, location=location.absolute, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0), offset=-2)
// // plotshape(title='+HBD', series=hidden_bearish_div and uHid ? rsi_high[2] + offset_ : na, text='hidden', style=shape.labeldown, location=location.absolute, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0), offset=-2)
// // plotshape(title='-RBD', series=regular_bullish_div and uReg ? rsi_low[2] - offset_ : na, text='Regular', style=shape.labelup, location=location.absolute, color=color.new(color.green, 0), textcolor=color.new(color.white, 0), offset=-2)
// // plotshape(title='-HBD', series=hidden_bullish_div and uHid ? rsi_low[2] - offset_ : na, text='hidden', style=shape.labelup, location=location.absolute, color=color.new(color.green, 0), textcolor=color.new(color.white, 0), offset=-2)

// // // === ALARM ALERTS for TradingView ALARM sub-system (server based) ===
// // alertcondition(alert, message='OCC BothCond', title='OCC BothCond')
// // alertcondition(longCond, message='OCC LongCond', title='OCC LongCond')
// // alertcondition(shortCond, message='OCC ShortCond', title='OCC ShortCond')
//OCC}

//OCC2{
gr_occ2="OCC2"
useRes2 = input(defval=true, title='Use Alternate Resolution?',group = gr_occ2)
intRes2 = input(defval=3, title='Multiplier for Alernate Resolution',group = gr_occ2)
stratRes2 = timeframe.ismonthly ? str.tostring(timeframe.multiplier * intRes2, '###M') : timeframe.isweekly ? str.tostring(timeframe.multiplier * intRes2, '###W') : timeframe.isdaily ? str.tostring(timeframe.multiplier * intRes2, '###D') : timeframe.isintraday ? str.tostring(timeframe.multiplier * intRes2, '####') : '60'
//
basisType2 = input.string(defval='SMMA', title='MA Type: ', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'VWMA', 'SMMA', 'HullMA', 'LSMA', 'ALMA', 'SSMA', 'TMA'],group = gr_occ2)
basisLen2 = input.int(defval=8, title='MA Period', minval=1,group = gr_occ2)
offsetSigma2 = input.int(defval=6, title='Offset for LSMA / Sigma for ALMA', minval=0,group = gr_occ2)
offsetALMA2 = input.float(defval=0.85, title='Offset for ALMA', minval=0, step=0.01,group = gr_occ2)
delayOffset2 = input.int(defval=0, title='Delay Open/Close MA (Forces Non-Repainting)', minval=0, step=1,group = gr_occ2)

closeSeries2 = variant(basisType2, close[delayOffset2], basisLen2, offsetSigma2, offsetALMA2)
openSeries2 = variant(basisType2, open[delayOffset2], basisLen2, offsetSigma2, offsetALMA2)
closeOpenAvg2 = (closeSeries2 + openSeries2) / 2

closeSeriesAlt2 = reso(closeSeries2, useRes2, stratRes2)
openSeriesAlt2 = reso(openSeries2, useRes2, stratRes2)

diff2 = closeSeriesAlt2 - openSeriesAlt2
pcd2 = 50000.0 * diff2 / closeOpenAvg2

// plot(pcd2)

//OCC2}


//TDFI{

lookback = input(13, title='Lookback',group = "TDFI")
filterHigh = input(0.05, title='Filter High',group = "TDFI")
filterLow = input(-0.05, title='Filter Low',group = "TDFI")
price = input(close, 'Period',group = "TDFI")

mma = ta.ema(price * 1000, lookback)
smma = ta.ema(mma, lookback)

impetmma = mma - mma[1]
impetsmma = smma - smma[1]
divma = math.abs(mma - smma)
averimpet = (impetmma + impetsmma) / 2

number = averimpet
pow = 3
result = float(na)

for i = 1 to pow - 1 by 1
    if i == 1
        result := number
        result
    result *= number
    result

tdf = divma * result
ntdf = tdf / ta.highest(math.abs(tdf), lookback * 3)

c = ntdf > filterHigh ? color.green : ntdf < filterLow ? color.red : color.gray
// plot(ntdf, linewidth=2, color=c)

// hline(filterHigh, color=color.black)
// hline(filterLow, color=color.black)


//TDFI}

//ATR{

// Inputs
atrPeriod = input.int(title='ATR Period', defval=3, minval=1, group="ATR Bands")

// While it seemed like a nice idea at the time, having separately-configurable upper and lower bands just doesn't really seem that useful as 90% of the time the settings for both are the same.
// Therefore, We're going to simplify the config to make these settings unified for both bands, as it would otherwise just add even more confusion with the addition of take-profit bands as well...
//
// atrMultiplierUpper = input.float(title='ATR Upper Band Scale Factor', defval=2.5, step=0.1, minval=0.01, group="ATR Upper Band Settings", tooltip="Scaling factor (aka multiplier) for the ATR to use for plotting the ATR bands.  " +
//                     "This will usually be between 1 and 3.")
// srcUpper = input.source(title='ATR Upper Offset Source', defval=close, group="ATR Upper Band Settings", tooltip="This setting determines the offset point for ATR bands.  " +
//                     "For this band, 'high' and 'close' (default) are generally the most appropriate values.")
//
atrMultiplier = input.float(title='ATR Band Scale Factor', defval=2.5, step=0.1, minval=0.01, group="ATR Bands")
// On second thought, I'm going to nix this setting and force it to be the "close" source.  Having the ability to offset based on the wicks was a nice idea, but doesn't really seem to have any notable practical application.
atrSourceRef = "close"
//atrSourceRef = input.string(title='ATR Upper Offset Source', defval="close", options=["close","wicks"], group="ATR Bands Standard Settings", tooltip="This setting determines the offset point for ATR bands.  " +
//                     "The default value 'close' should be your go-to, but 'wicks' might provide a bit more breathing room in securities that tend to have large wicks.")
//
// See above - these are deprecated and no longer used...
//
// atrMultiplierLower = input.float(title='ATR Lower Band Scale Factor', defval=2.5, step=0.1, minval=0.01, group="ATR Lower Band Settings", tooltip="Scaling factor (aka multiplier) for the ATR to use for plotting the ATR bands.  " +
//                     "This will usually be between 1 and 3.")
// srcLower = input.source(title='ATR Lower Offset Source', defval=close, group="ATR Lower Band Settings", tooltip="This setting determines the offset point for ATR bands.  " +
//                     "For this band, 'low' and 'close' (default) are generally the most appropriate values.")
//
//
// // // Take-Profit band settings
// showTPBands = input.bool(title="Show opposite bands for take-profit zones", defval=false, tooltip="If enalbled, the existing ATR bands will be treated as 'stop-loss' bands, and 'take-profit' bands will be plotted " +
//                      "to depict potential take-profit targets that are scaled based on the 'stop-loss' band and an additional reward/risk scaling factor (see below).\n\nDefault: Unchecked", group="Take-Profit Settings")
// tpScaleFactor = input.float(title="Take-Profit Scale Factor", defval=1.5, minval=1, step=0.1, tooltip="This is a secondary scaling factor used based on the 'stop-loss' ATR bands to calculate and plot a potential take-profit target.\n\n" + 
//                      "The easiest way to think of this is as a desired reward/risk ratio, where the primary ATR Bands represent the risk/stop-loss.\n\nDefault: 1.5")
// //
// //
// // As an added bonus, give the option to plot a table containing exact figures for all of the bands...
// // Functional settings
// showTable = input.bool(title="Show Table for Stops and Targets", defval=false, group="Table Settings", tooltip="If enabled, a table will be placed on-chart showing exact values for both stop bands, as well as optional take-profit bands/targets.\n\n" +
//                      "Note: Take-profit values are based on the 'Take-Profit Scale Factor' setting above.\n\nDefault: Unchecked")
// allowTableRepainting = input.bool(title="Allow Table Repainting", defval=false, group="Table Settings", tooltip="If enabled, table data will show real-time values, which will inherently repaint.  This may be desirable for people preparing to enter prior " +
//                      "to candle close, but should be used with extreme caution.\n\nDefault: Unchecked")
// showTPinTable = input.bool(title="Include additional rows/columns to display take-profit values.", defval=false, group="Table Settings", tooltip="If enabled, additional table rows/columns will be drawn and populated with take-profit band/target values.\n\n" +
//                      "Note: Take-profit values are based on the 'Take-Profit Scale Factor' setting above.\n\nDefault: Unchecked")
//
// // Display settings
// alignTableVertically = input.bool(title="Align Table Vertically", defval=true, group="Table Settings", tooltip="If enabled, the table will be re-aligned to display vertically (headers to the left) instead of horizontally (headers on top).\n\nDefault: Checked")
// tablePosition = input.string(title="Table Location", defval="Bottom Right", options=["Top Right","Top Left","Top Center","Middle Right","Middle Left","Middle Center","Bottom Right","Bottom Left","Bottom Center"], group="Table Settings", 
//                      tooltip='This setting controls the position on the chart where the table will be located.\n\nDefault: Bottom Right')
// tableColor = input.color(title="Table Color: ", defval=color.rgb(0, 175, 200, 20), group="Table Settings", inline="A")
// tableTextHeaderColor = input.color(title="Table Header Color: ", defval=color.rgb(255, 255, 0, 0), group="Table Settings", tooltip="These settings determine the colors used for the table cell borders/outlines, and the text inside the table cells used as data headers.", inline="A")
// tableTextColor = input.color(title="Table Text Color: ", defval=color.rgb(255, 255, 255, 0), group="Table Settings", tooltip="This setting determines the color used for the text inside the table cells.", inline="B")
// // tableTooltipColor = input.color(title="Table Tooltip Color: ", defval=color.rgb(255, 75, 255, 0), group="Table Display Settings", tooltip="This setting determines the color used for any cell tooltips.") // Not used
// tableLongBGColor = input.color(title="Table Background Color - Long: ", defval=color.rgb(0, 255, 0, 90), group="Table Settings", inline="C")
// tableShortBGColor = input.color(title="Short: ", defval=color.rgb(255, 0, 0, 80), group="Table Settings", tooltip="These settings determine the background fill colors used for long/short position info.", inline="C")


// Functions
//
// Function to convert the input "source" to a proper "source"
getBandOffsetSource(srcIn, isUpperBand) =>
    // Initialize the return to our fail-safe 'close', which is also the default input, then update thru the switch statement
    ret = close
    switch srcIn
        "close" => ret := close
        "wicks" => ret := isUpperBand ? high : low
        => ret := close
    ret
//
// Function to convert table position input to a an appropriate argument
getTablePosition(posIn) =>
	posOut = position.bottom_right
	switch (posIn)
		"Top Right" => posOut := position.top_right
		"Top Left" => posOut := position.top_left
		"Top Center" => posOut := position.top_center
		"Middle Right" => posOut := position.middle_right
		"Middle Left" => posOut := position.middle_left
		"Middle Center" => posOut := position.middle_center
		"Bottom Right" => posOut := position.bottom_right
		"Bottom Left" => posOut := position.bottom_left
		"Bottom Center" => posOut := position.bottom_center
		=> posOut := position.bottom_right
	posOut
    
// ATR
atr = ta.atr(atrPeriod)
scaledATR = atr * atrMultiplier
upperATRBand = getBandOffsetSource(atrSourceRef, true) + scaledATR
lowerATRBand = getBandOffsetSource(atrSourceRef, false) - scaledATR
//
// Since we can calcualte ATR bands based on either close or wicks, we need to be sure to normalize the true distance
// from the close to the "stop band" before we can then apply our take-profit scaler and calculate the TP bands...
// scaledTPLong = close + ((close - lowerATRBand) * tpScaleFactor)
// scaledTPShort = close - ((upperATRBand - close) * tpScaleFactor)

// OG ATR Band Plotting
plot(upperATRBand, title="Upper ATR Band", color=color.rgb(0, 255, 0, 50), linewidth=2)
plot(lowerATRBand, title="Lower ATR Band", color=color.rgb(255, 0, 0, 50), linewidth=2)

// // TP band plots
// plot(showTPBands ? scaledTPLong : na, title="Upper Take-Profit Band", color=color.rgb(255, 255, 255, 80), linewidth=1)
// plot(showTPBands ? scaledTPShort : na, title="Lower Take-Profit Band", color=color.rgb(255, 255, 0, 80), linewidth=1)
	
				
//ATR}


//Function{
var buypsnsize = 0
var sellpsnsize = 0
var lstlngprice = 0.0
var lstshtprice = 0.0
var lsttplprice = 0.0
var lsttpsprice = 0.0
var lstsllprice = 0.0
var lstslsprice = 0.0
var buybarindex = 0
var sellbarIndex = 0

stoplosscacl(isbuy)=>
    pce = 0.0
    if isbuy
        pce := lowerATRBand - slDist
    else
        pce := upperATRBand + slDist
    pce      


takeprofitcalc(isbuy) =>
    pce = 0.0
    if isbuy
        pce := close + ((close - stoplosscacl(true)) * tpRR)
    else
        pce := close - ((stoplosscacl(false) - close) * tpRR)
    pce 
//Function}

occ1green = closeSeriesAlt > openSeriesAlt
occ1red = closeSeriesAlt < openSeriesAlt

occ2green = closeSeriesAlt2 > openSeriesAlt2
occ2red = closeSeriesAlt2 < openSeriesAlt2

tdfigreen = ntdf > filterHigh
tdfired=ntdf < filterLow


combinedbuy=occ1green and occ2green and tdfigreen
combinedsell=occ1red and occ2red and tdfired

buycdn = combinedbuy and not combinedbuy[1] and barstate.isconfirmed and time_cond and islong
sellcdn = combinedsell and not combinedsell[1] and barstate.isconfirmed and time_cond and isshort

// bgcolor(occ2green? color.new(color.green,50):na)


if buycdn and  strategy.opentrades == 0
    strategy.entry("long",strategy.long)
    lstlngprice := close
    lsttplprice := takeprofitcalc(true)
    lstsllprice := stoplosscacl(true)
    strategy.exit("exit_TP/SL","long",limit=lsttplprice,stop=lstsllprice)
    
if sellcdn and  strategy.opentrades == 0
    strategy.entry("short",strategy.short)
    lstshtprice := close
    lsttpsprice := takeprofitcalc(false)
    lstslsprice := stoplosscacl(false)
    strategy.exit("exit_TP/SL","short",limit=lsttpsprice,stop=lstslsprice)



plot(strategy.position_size > 0? lstlngprice : na,color=color.yellow,style=plot.style_linebr,title="Entry Price Long")
plot(strategy.position_size < 0? lstshtprice : na,color=color.yellow,style=plot.style_linebr,title="Entry Price Short")
    
plot(strategy.position_size > 0? lsttplprice : na,color=color.green,style=plot.style_linebr,title="TP Price Long")
plot(strategy.position_size > 0? lstsllprice : na,color=color.red,style=plot.style_linebr,title="SL Price Long")

plot(strategy.position_size < 0? lsttpsprice : na,color=color.green,style=plot.style_linebr,title="TP Price Short")
plot(strategy.position_size < 0? lstslsprice : na,color=color.red,style=plot.style_linebr,title="SL Price Short")