// © www.EinfachOptionen.de
strategy(title="EO Vola Short Strategy", overlay=true, default_qty_value=100, default_qty_type=strategy.percent_of_equity, initial_capital=100000000)
 
//@version=5
//indicator("Volatility Stop", "VStop", overlay=true, timeframe="", timeframe_gaps=true)
length = input.int(20, "Length", minval = 2)
src = input.source(close, "Source")
factor = input.float(5, "Multiplier", minval = 0.25, step = 0.25)
volStop(src, atrlen, atrfactor) =>
    var max     = src
    var min     = src
    var uptrend = true
    var stop    = 0.0
    atrM        = nz(ta.atr(atrlen) * atrfactor, ta.tr)
    max         := math.max(max, src)
    min         := math.min(min, src)
    stop        := nz(uptrend ? math.max(stop, max - atrM) : math.min(stop, min + atrM), src)
    uptrend     := src - stop >= 0.0
    if uptrend != nz(uptrend[1], true)
        max    := src
        min    := src
        stop   := uptrend ? max - atrM : min + atrM
    [stop, uptrend]

[vStop, uptrend] = volStop(src, length, factor)

plot(vStop, "Volatility Stop", style=plot.style_circles, color= uptrend ? #008000 : #ff0000, linewidth=2)
//end vStop code

//date input fields
startDate = input.int(title="Start Date",
     defval=1, minval=1, maxval=31)
startMonth = input.int(title="Start Month",
     defval=1, minval=1, maxval=12)
startYear = input.int(title="Start Year",
     defval=2010, minval=1900, maxval=2100)
    
endDate = input.int(title="End Date",
     defval=31, minval=1, maxval=31)
endMonth = input.int(title="End Month",
     defval=12, minval=1, maxval=12)
endYear = input.int(title="End Year",
     defval=2025, minval=1900, maxval=2100)
    
//check if after startdate +  before enddate
afterStartDate = (time >= timestamp(syminfo.timezone,
     startYear, startMonth, startDate, 0, 0))
beforeEndDate = (time <= timestamp(syminfo.timezone,
     endYear, endMonth, endDate, 0, 0))

// Make input option to configure trade direction
//tradeDirection = input.string(title="Trade Direction", options=["Long", "Short", "Both"], defval="Both")
    // Translate input into trading conditions
string tradeDirection = "Short"
longOK  = (tradeDirection == "Long") or (tradeDirection == "Both")
shortOK = (tradeDirection == "Short") or (tradeDirection == "Both")
// long or short 
longCondition = uptrend == true and afterStartDate == true and beforeEndDate == true and uptrend[2] == false
shortCondition = uptrend == false and afterStartDate == true and beforeEndDate == true and uptrend[2]

//Falls grds. nur short erlaubt werden soll:
//strategy.risk.allow_entry_in(strategy.direction.short)

//Stop loss and take profit values
SLvalShort = input.float(title="Stop Loss % Short-Trade", defval=10.0, minval=1, maxval=100, step=0.5)
TPvalShort = input.float(title="Take Profit % Short-Trade", defval=12.0, minval=1, maxval=100,step=0.5) 
//SLvalLong = input.float(title="Stop Loss % Long-Trade", defval=10.0, minval=1, maxval=100, step=0.1)
//TPvalLong = input.float(title="Take Profit % Long-Trade", defval=12.0, minval=1, maxval=100,step=0.5) 

//orders
strategy.close(id="Short", when=uptrend == true, comment="exit short")
strategy.close(id="Long", when=uptrend == false, comment="exit long")

if (longOK and longCondition)
    strategy.entry("Long", strategy.long, when = longCondition, qty=(strategy.equity/close)/1)
//oca_type = strategy.oca.cancel, oca_name = "longEntry")
if (shortOK and shortCondition)
    strategy.entry("Short", strategy.short, when=shortCondition, qty=(strategy.equity/close)/1) 
// oca_type = strategy.oca.cancel, oca_name = "shortEntry")

//plot trade while open
plot(strategy.position_avg_price, "Laufender Trade", color.green, 1, plot.style_linebr)

//LET RUN script idea
//Notiz, wenn VXX nicht größer LetrunPerct // input-möglichkeit ausgeblendet - daher zus. Zeile "float letRunPerct = 100"
//LetRunPerct = -input.float(title="Kein TakeProfit, wenn VXX nicht >x% gegen uns läuft", defval=2.5, step=0.1, minval=0, maxval=100)
float LetRunPerct = 100
LetRunPrice  = strategy.position_avg_price - strategy.position_avg_price*(LetRunPerct/100)
//plot (LetRunPrice, "Limit Laufen lassen", color.white, 1, plot.style_cross)

//Equite before trade + plot drawdown during trade
float equityBeforeTrade = strategy.initial_capital + strategy.netprofit
float maxDDduringTrade = (-strategy.opentrades.max_drawdown(0)/equityBeforeTrade)*100
//plot (maxDDduringTrade, color=color.green)
//plot (LetRunPerct)
//plotshape (maxDDduringTrade > LetRunPerct ? maxDDduringTrade : na, style=shape.triangledown, color=color.green)
//() Plot the curent trade's drawdown
//plot(strategy.opentrades.max_drawdown(0), linewidth=1)

//VAR LRTRIGGERED: 0 = not / 1 = triggered
var LRTriggered = maxDDduringTrade>=LetRunPerct ? 0 : 1
if maxDDduringTrade < LetRunPerct
    LRTriggered := 1
else if maxDDduringTrade > LetRunPerct
    LRTriggered := 0
//plot (LRTriggered, color=color.purple)

//Stop-Kurs zeichnen
//NEU: check ob long oder short 
//float SLshort = 0
//if longCondition == true
//    SLshort := strategy.position_avg_price + strategy.position_avg_price*(SLvalShort/100)
//else if shortCondition == true
//    SLshort := strategy.position_avg_price + strategy.position_avg_price*(SLvalLong/100)
//ALT:
SLshort = strategy.position_avg_price + strategy.position_avg_price*(SLvalShort/100)
plot (SLshort, "StopLoss-Kurs lfd. Trade", color.red, 1, plot.style_linebr)
TPshort = strategy.position_avg_price - strategy.position_avg_price*(TPvalShort/100)
plot (TPshort, "TakeProfit-Kurs lfd. Trade", color.green, 1, plot.style_linebr)

//Stoploss- und Takeprofit-Orders bei LAUFEN LASSEN
//if LRTriggered == 0 // vermutlich redundant, immer ausgeblendet lassen
float TriggeredLimit = LRTriggered ?
     strategy.position_avg_price - strategy.position_avg_price*(TPvalShort/100) : 
     strategy.position_avg_price - strategy.position_avg_price*(TPvalShort/100)-50

//plot (TriggeredLimit, "TriggeredLimit bei Laufen lassen", color.yellow, 1, plot.style_linebr)
strategy.exit(id="> SL/TP <",
     stop   = strategy.position_avg_price + strategy.position_avg_price*(SLvalShort/100),
     limit  = TriggeredLimit)

//strategy.exit(id="Nicht LL = SL+TP", when = LRTriggered[1] == 0,
//     stop   = strategy.position_avg_price + strategy.position_avg_price*(SLval/100),
//     limit  = strategy.position_avg_price - strategy.position_avg_price*(TPval/100))

//Stoploss- und Takeprofit-Orders ohne Laufen lassen // vermutlich redundant, ausgeblendet lassen
//strategy.exit(id="SL/TP", when = checkLRP == true,
//     stop=strategy.position_avg_price + strategy.position_avg_price*(SLval/100),
//     limit=strategy.position_avg_price - strategy.position_avg_price*(TPval/100))

//NACHLEGEN bei -x%
TurboPerct = input.float(title="Anzeige: Nachlegen bei -x% Short Trade", defval=4, step=0.25, minval=0, maxval=100)
TurboPerctPrice = strategy.position_avg_price + strategy.position_avg_price*(TurboPerct/100)
plot (TurboPerctPrice, "Nachlegen-Preis", color.white, 1, plot.style_cross)