// 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("nicky190201 MACD VWAP strategy", overlay=true, process_orders_on_close = true)

gr_str='Strategy Settings'
issltplines=input(true,"Show SL/TP lines",group = gr_str)
tppct=input(20,"Take Profit pts",group=gr_str)
slpct=input(10,"Stop Loss pts",group=gr_str)
isMoveSL=input(true,"Move SL",inline = "msl",group = gr_str)
firstTPMove=input(10,"TP pts",inline = "msl",group = gr_str)
isAtr=input(false,"Include ATR on SL/TP",group = gr_str)
isB1B2=input(true,"EntryBand1Band2",group = gr_str)
isB2B3=input(true,"EntryBand2Band3",group = gr_str)

//VWAP{

hideonDWM = input(false, title="Hide VWAP on 1D or Above", group="VWAP Settings")
var anchor = input.string(defval = "Session", title="Anchor Period",
 options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century", "Earnings", "Dividends", "Splits"], group="VWAP Settings")
src = input(title = "Source", defval = hlc3, group="VWAP Settings")
offset = input(0, title="Offset", group="VWAP Settings")

showBand_1 = input(true, title="", group="Standard Deviation Bands Settings", inline="band_1")
stdevMult_1 = input(1.0, title="Bands Multiplier #1", group="Standard Deviation Bands Settings", inline="band_1")
showBand_2 = input(true, title="", group="Standard Deviation Bands Settings", inline="band_2")
stdevMult_2 = input(2.0, title="Bands Multiplier #2", group="Standard Deviation Bands Settings", inline="band_2")
showBand_3 = input(true, title="", group="Standard Deviation Bands Settings", inline="band_3")
stdevMult_3 = input(3.0, title="Bands Multiplier #3", group="Standard Deviation Bands Settings", inline="band_3")

if barstate.islast and ta.cum(volume) == 0
    runtime.error("No volume is provided by the data vendor.")

new_earnings = request.earnings(syminfo.tickerid, earnings.actual, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_dividends = request.dividends(syminfo.tickerid, dividends.gross, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)
new_split = request.splits(syminfo.tickerid, splits.denominator, barmerge.gaps_on, barmerge.lookahead_on, ignore_invalid_symbol=true)

isNewPeriod = switch anchor
	"Earnings"  => not na(new_earnings)
	"Dividends" => not na(new_dividends)
	"Splits"    => not na(new_split)
	"Session"   => timeframe.change("D")
	"Week"      => timeframe.change("W")
	"Month"     => timeframe.change("M")
	"Quarter"   => timeframe.change("3M")
	"Year"      => timeframe.change("12M")
	"Decade"    => timeframe.change("12M") and year % 10 == 0
	"Century"   => timeframe.change("12M") and year % 100 == 0
	=> false

isEsdAnchor = anchor == "Earnings" or anchor == "Dividends" or anchor == "Splits"
if na(src[1]) and not isEsdAnchor
	isNewPeriod := true

float vwapValue = na
float upperBandValue1 = na
float lowerBandValue1 = na
float upperBandValue2 = na
float lowerBandValue2 = na
float upperBandValue3 = na
float lowerBandValue3 = na

if not (hideonDWM and timeframe.isdwm)
    [_vwap, _stdevUpper, _] = ta.vwap(src, isNewPeriod, 1)
	vwapValue := _vwap
    stdevAbs = _stdevUpper - _vwap
	upperBandValue1 := _vwap + stdevAbs * stdevMult_1
	lowerBandValue1 := _vwap - stdevAbs * stdevMult_1
	upperBandValue2 := _vwap + stdevAbs * stdevMult_2
	lowerBandValue2 := _vwap - stdevAbs * stdevMult_2
	upperBandValue3 := _vwap + stdevAbs * stdevMult_3
	lowerBandValue3 := _vwap - stdevAbs * stdevMult_3

plot(vwapValue, title="VWAP", color=#2962FF, offset=offset)

upperBand_1 = plot(upperBandValue1, title="Upper Band #1", color=color.green, offset=offset, display = showBand_1 ? display.all : display.none)
lowerBand_1 = plot(lowerBandValue1, title="Lower Band #1", color=color.green, offset=offset, display = showBand_1 ? display.all : display.none)
fill(upperBand_1, lowerBand_1, title="Bands Fill #1", color= color.new(color.green, 95)    , display = showBand_1 ? display.all : display.none)

upperBand_2 = plot(upperBandValue2, title="Upper Band #2", color=color.olive, offset=offset, display = showBand_2 ? display.all : display.none)
lowerBand_2 = plot(lowerBandValue2, title="Lower Band #2", color=color.olive, offset=offset, display = showBand_2 ? display.all : display.none)
fill(upperBand_2, lowerBand_2, title="Bands Fill #2", color= color.new(color.olive, 95)    , display = showBand_2 ? display.all : display.none)

upperBand_3 = plot(upperBandValue3, title="Upper Band #3", color=color.teal, offset=offset, display = showBand_3 ? display.all : display.none)
lowerBand_3 = plot(lowerBandValue3, title="Lower Band #3", color=color.teal, offset=offset, display = showBand_3 ? display.all : display.none)
fill(upperBand_3, lowerBand_3, title="Bands Fill #3", color= color.new(color.teal, 95)    , display = showBand_3 ? display.all : display.none)
//VWAP}

//MACD{
// Getting inputs
gr_macd="MACD"
fast_length = input(title="Fast Length", defval=12,group = gr_macd)
slow_length = input(title="Slow Length", defval=26,group = gr_macd)
macdsrc = input(title="Source", defval=close,group = gr_macd)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9,group = gr_macd)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"],group = gr_macd)
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"],group = gr_macd)
// Plot colors
// col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
// col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
// col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
// col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
// col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
// col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// // Calculating
fast_ma = sma_source == "SMA" ? ta.sma(macdsrc, fast_length) : ta.ema(macdsrc, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(macdsrc, slow_length) : ta.ema(macdsrc, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
// hline(0, "Zero Line", color=color.new(#787B86, 50))
// plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below)))
// plot(macd, title="MACD", color=col_macd)
// plot(signal, title="Signal", color=col_signal)
//MACD}

//ATR{
atrlen=input(14,"ATR Length",group = "ATR")
atr=ta.atr(14)
//ATR}

//Function{
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 lstTP1LongMove=0.0
var lstTP1ShortMove=0.0
var isSL1Moved=false

ticktoprice(tick)=>
    (tick) * syminfo.mintick  

stoplosscacl(isbuy)=>
    price = 0.0
    if isbuy
        price := close - (slpct)
    else
        price := close + (slpct)
    price  

takeprofitcacl(isbuy,pt)=>
    price = 0.0
    if isbuy
        price := close + (pt)
    else
        price := close - (pt)
    price  
//Funtcion}		

macdbuy=ta.crossover(macd,signal)
macdsell=ta.crossunder(macd,signal)

vwapbuy=close<lowerBandValue1 and close>lowerBandValue2
vwapsell=close>upperBandValue1 and close<upperBandValue2

vwapSbuy=close<lowerBandValue2 and close>lowerBandValue3
vwapSsell=close>upperBandValue2 and close<upperBandValue3


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

Sbuycdn=macdbuy and vwapSbuy
Ssellcdn=macdsell and vwapSsell

buycdn=macdbuy and vwapbuy
sellcdn=macdsell and vwapsell

// plotshape(buycdn,"Buy",shape.labelup,location.belowbar,color.green,size=size.small,text="Buy",textcolor=color.white)
// plotshape(sellcdn,"Sell",shape.labeldown,location.abovebar,color.red,size=size.small,text="Sell",textcolor=color.white)

// plotshape(Sbuycdn,"StrongBuy",shape.labelup,location.belowbar,color.green,size=size.small,text="StrongBuy",textcolor=color.white)
// plotshape(Ssellcdn,"StrongSell",shape.labeldown,location.abovebar,color.red,size=size.small,text="StrongSell",textcolor=color.white)

combinedbuycdn=(isB1B2?buycdn:false) or (isB2B3?Sbuycdn:false)
combinedsellcdn=(isB1B2?sellcdn:false) or (isB2B3?Ssellcdn:false)

if combinedbuycdn and strategy.opentrades == 0
    strategy.entry("long",strategy.long)
    lstlngprice := close
    lsttplprice := takeprofitcacl(true,tppct) + (isAtr ? atr : 0)
    lstTP1LongMove :=takeprofitcacl(true,firstTPMove)
    lstsllprice := stoplosscacl(true) - (isAtr ? atr : 0)
    isSL1Moved:=false
    strategy.exit("exit_TP/SL","long",limit=lsttplprice,stop=lstsllprice)
    
if combinedsellcdn and strategy.opentrades == 0
    strategy.entry("short",strategy.short)
    lstshtprice := close
    lsttpsprice := takeprofitcacl(false,tppct) - (isAtr ? atr : 0)
    lstTP1ShortMove :=takeprofitcacl(false,firstTPMove)
    lstslsprice := stoplosscacl(false) + (isAtr ? atr : 0)
    isSL1Moved:=false
    strategy.exit("exit_TP/SL","short",limit=lsttpsprice,stop=lstslsprice)

if strategy.position_size > 0 and isMoveSL and (ta.crossover(close,lstTP1LongMove) or close>lstTP1LongMove) and not isSL1Moved
    lstsllprice := lstlngprice
    strategy.exit("exit_TP/SL","long",limit=lsttplprice,stop=lstsllprice)
    isSL1Moved:=true

if strategy.position_size < 0 and isMoveSL and (ta.crossunder(close,lstTP1ShortMove) or close<lstTP1ShortMove) and not isSL1Moved
    lstslsprice := lstshtprice
    strategy.exit("exit_TP/SL","short",limit=lsttpsprice,stop=lstslsprice)
    isSL1Moved:=true

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

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