//XAUUSD YB14APR23
//PRICE Crossing Moving Average STRATEGY POSITIONAL with MA filter, Donchian, RSI filter and Take Profit and SL
//Trailing Stop 
//RSI max and min criteria for entries
//Initial stop loss set
//Trailing by Moving Average

//@version=5
strategy('XAUUSD - Trend Trading YB V3', initial_capital = 100, default_qty_value = 1, commission_value = 0.001, slippage = 2, overlay=true)
Periods = input(title='ATR Period', defval=10)
STsrc = input(hl2, title='Source')
Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=2.1)
ta.supertrend(Multiplier,Periods)

// FILTER BY MA - type, source, length
ma_type = input.string(defval='SMA', title='MA Filter Type: ', options=['SMA', 'EMA'], group = "Moving Average Setting")
ma_len = input.int(defval=175, title='MA Filter Length', minval=1, group = "Moving Average Setting")
//ma_Slopelen = input.int(defval=3, title='MA Slope Filter Length', minval=1, group = "Moving Average Setting")
ma_trail = input.int(defval=20, title='MA Trail Length', minval=1, group = "Moving Average Setting")
ma_len4 = input.int(defval=50, title='MA Filter Length2', minval=1, group = "Moving Average Setting")
//ma_len2 = input.int(defval=21, title='MA Filter Length - 1 hr', minval=1, group = "Moving Average Setting")
//ma_len3 = input.int(defval=21, title='MA Filter Length - 4 hr', minval=1, group = "Moving Average Setting")
ma_src = close
ma_Hsrc = high
ma_Lsrc = low

// === MA FUNCTIONS
variant(type, ma_src, ma_len) =>
    type == 'SMA' ? ta.sma(ma_src, ma_len) : ta.ema(ma_src, ma_len)
// === Moving Average
ma_series1 = variant(ma_type, ma_src, ma_len)
plot(ma_series1, title='MA Plot', linewidth=2, join=true, color=color.rgb(20, 150, 37))

ma_seriesT = variant(ma_type, ma_src, ma_trail)
MAF1 = plot(ma_seriesT, title='MA Trail Plot', linewidth=2, join=true, color=color.rgb(35, 49, 179))
ma_seriesF4 = variant(ma_type, ma_src, ma_len4)
MAF4 = plot(ma_seriesF4, title='MA 2 Plot', linewidth=2, join=true, color=color.rgb(233, 212, 21, 1))
//maRising = ta.rising(ma_series1, ma_Slopelen)
//maFalling = ta.falling(ma_series1, ma_Slopelen)


// FILTER BY RSI
RSI_F = input.int(defval=20, title='RSI FILTER length', minval=1, group = "RSI SETTING")
RSI_Upper = input.int(defval=56, title='RSI Upper %', minval=1, group = "RSI SETTING")
RSI_Lower = input.int(defval=44, title='RSI Lower %', minval=1, group = "RSI SETTING")
maTypeInput = input.string("WMA", title="RSI MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group= "RSI SETTING")
maLengthInput = input.int(10, title="RSI MA Length", group = "RSI SETTING")
RSI_UpperMax = input.int(defval=85, title='RSI Upper Max %', minval=1, group = "RSI SETTING")
RSI_LowerMax = input.int(defval=18, title='RSI Lower Max %', minval=1, group = "RSI SETTING")

//
ma(source, length, type) =>
    switch type
        "SMA" => ta.sma(source, length)
        "Bollinger Bands" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

rsi_v = ta.rsi(close, RSI_F)
rsiMA = ma(rsi_v, maLengthInput, maTypeInput)


// Donchian
DClength = input(35, title="Donchian Channel Length", group = 'Donchian Channel Setting')
DClower = ta.lowest(DClength)
DCupper = ta.highest(DClength)
basis = math.avg(DCupper, DClower)
//plot(basis, "Basis", color=#FF6D00)

//indicator("Waddah Attar Explosion YB", shorttitle="WAE YB SIGNAL", overlay=false)
sensitivity = input.int(175, title="Sensitivity")
fastLength = input.int(21, title="FastEMA Length")
slowLength = input.int(40, title="SlowEMA Length")
channelLength = input.int(20, title="BB Channel Length")
mult = input.float(2.0, title="BB Stdev Multiplier")

DEAD_ZONE = ta.rma(ta.tr(true), 100) * 3.7

calc_macd(source, fastLength, slowLength) =>
    fastMA = ta.ema(source, fastLength)
    slowMA = ta.ema(source, slowLength)
    fastMA - slowMA

calc_BBUpper(source, length, mult) =>
    BBbasis = ta.sma(source, length)
    dev = mult * ta.stdev(source, length)
    BBbasis + dev

calc_BBLower(source, length, mult) =>
    BBbasis = ta.sma(source, length)
    dev = mult * ta.stdev(source, length)
    BBbasis - dev

t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength)) * sensitivity

e1 = calc_BBUpper(close, channelLength, mult) - calc_BBLower(close, channelLength, mult)

trendUp = t1 >= 0 ? t1 : 0
trendDown = t1 < 0 ? -1 * t1 : 0

upColor = trendUp < trendUp[1] ? color.rgb(77, 161, 121) : color.rgb(3, 53, 5)
downColor = trendDown < trendDown[1] ? color.orange : color.rgb(109, 21, 21)

// Buy Signal Plot
buySignal2 = ta.cross(trendUp, DEAD_ZONE) and ta.cross(trendUp, e1)
buySignal3 = trendUp > DEAD_ZONE
plotshape(buySignal2, style=shape.triangleup, location=location.belowbar, size=size.small, color=color.green, title="Buy Signal")

// Sell Signal Plot
sellSignal2 = ta.cross(DEAD_ZONE, trendDown)  and ta.cross(trendDown, e1)
sellSignal3 = trendDown > DEAD_ZONE
plotshape(sellSignal2, style=shape.triangledown, location=location.abovebar, size=size.small, color=color.red, title="Sell Signal")

//Trailing Stop
useTrailStop = input.bool(title='Trailing Stop', defval=false)
IslPoints = input.float(title='Fixed Initial Stop Points', minval=0.1, maxval=5000, step=0.1, defval=4, confirm=false)
IslPoints /= syminfo.mintick
slPoints = input.float(title='Trailing Stop Points', minval=0.1, maxval=5000, step=0.1, defval=1.5, confirm=false)
slPoints /= syminfo.mintick
slOffset = input.float(title='Trailing Stop Offset Points', minval=0.1, maxval=5000, step=0.1, defval=1, confirm=false)
slOffset /= syminfo.mintick

//adding stoploss and target option
ut = input(defval=false, title='USE TARGET')
us = input(defval=false, title='USE STOPLOSS')
tar = input(defval=8.0, title='TARGET')
stop = input(defval=4.0, title='STOP LOSS')
tar /= syminfo.mintick
stop /= syminfo.mintick

//RSImaFilter2 = request.security(syminfo.tickerid, tfSet, ma(ma2Type, close, ma2Length))
Hclose = request.security(syminfo.tickerid, '60', close)
Hrsi_v = ta.rsi(Hclose, RSI_F)
HrsiMA = ma(Hrsi_v, maLengthInput, maTypeInput)

// === BACKTEST RANGE ===
Start = input.time(defval = timestamp("01 Jan 2023 09:00 +0530"), title = "Backtest Start Date", group = "backtest window")
Finish = input.time(defval = timestamp("01 Jan 2100 11:45 +0530"), title = "Backtest End Date", group = "backtest window")
window() =>time >= Start and time <= Finish ? true : false

//Entry conditions
BuyEntry = close > ma_series1 and close > basis and close > ma_seriesF4 and rsi_v > RSI_Upper and rsi_v > rsiMA and Hrsi_v > HrsiMA and rsi_v < RSI_UpperMax and ma_seriesT > ma_seriesF4  and close > close[1]

SellEntry = close < ma_series1 and close < basis and close < ma_seriesF4 and rsi_v < RSI_Lower and rsi_v < rsiMA and Hrsi_v < HrsiMA and rsi_v > RSI_LowerMax and ma_seriesT < ma_seriesF4 and close < close[1]

LongExit = close < ma_seriesT
ShortExit = close > ma_seriesT

//Long entry
longCondition = BuyEntry and trendUp > DEAD_ZONE
if longCondition 
    strategy.entry('BUY', strategy.long, when=window())
   
if LongExit 
    strategy.close(id='BUY', when=window(), comment='Long MA Trail Exit')


//Short entry
shortCondition = SellEntry and trendDown > DEAD_ZONE
if shortCondition   
    strategy.entry('SELL', strategy.short, when=window())
      
if ShortExit
    strategy.close(id='SELL', when=window(), comment='Short MA Trail Exit')

//Exit with Trailing Stop
if useTrailStop == true
    atr = ta.atr(Periods)
    BIslPoints = atr[1] * Multiplier * 1
    BIslPoints /= syminfo.mintick
    SIslPoints = atr[1] * Multiplier * -1
    SIslPoints /= syminfo.mintick
   
    strategy.exit('Trail Exit long', from_entry='BUY', loss=BIslPoints, trail_points=slPoints, trail_offset=slOffset)
    strategy.exit('Trail Exit short', from_entry='SELL', loss=SIslPoints, trail_points=slPoints, trail_offset=slOffset)

//Exit with Target/Stop loss
if ut == true and us == false
    strategy.exit(id="BUY", from_entry="BUY", profit=tar, comment="Target Hit")
    strategy.exit(id="SELL", from_entry="SELL", profit=tar, comment="Target Hit")
if us == true and ut == false
    strategy.exit(id="BUY", from_entry='BUY', loss=stop, comment="SL Hit")
    strategy.exit(id="SELL", from_entry='SELL', loss=stop, comment="SL Hit")

if ut == true and us == true
    strategy.exit(id="BUY", from_entry='BUY', profit=tar, loss=stop, comment='TP / SL')
    strategy.exit(id="SELL", from_entry='SELL', profit=tar, loss=stop, comment='TP / SL')