// NAVRANG081@GMAIL.COM

//@version=4
strategy("ALGO", overlay=true, initial_capital = 50000, default_qty_value = 100, commission_type = strategy.commission.percent, pyramiding = 1, commission_value = 0.01)

i_startTime = input(defval = timestamp("01 Jan 2010 00:00 +0000"), title = "Start Time", type = input.time)
i_endTime = input(defval = timestamp("01 Jan 2099 00:00 +0000"), title = "End Time", type = input.time)
inDateRange = time >= i_startTime and time <= i_endTime

resolution = input("2D", type=input.resolution)
HTFMultiplier = input(22, minval=1, step=1)
offset = input(0, minval=0, step=1)
lookahead = input(true)
gaps = false

f_secureSecurity_on_on(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_on, gaps=barmerge.gaps_on)
f_secureSecurity_on_off(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_on, gaps=barmerge.gaps_off)
f_secureSecurity_off_on(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_off, gaps=barmerge.gaps_on)
f_secureSecurity_off_off(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_off, gaps=barmerge.gaps_off)

f_multiple_resolution(HTFMultiplier) => 
    target_Res_In_Min = timeframe.multiplier * HTFMultiplier * (
      timeframe.isseconds   ? 1. / 60. :
      timeframe.isminutes   ? 1. :
      timeframe.isdaily     ? 1440. :
      timeframe.isweekly    ? 7. * 24. * 60. :
      timeframe.ismonthly   ? 30.417 * 24. * 60. : na)

    target_Res_In_Min     <= 0.0417       ? "1S"  :
      target_Res_In_Min   <= 0.167        ? "5S"  :
      target_Res_In_Min   <= 0.376        ? "15S" :
      target_Res_In_Min   <= 0.751        ? "30S" :
      target_Res_In_Min   <= 1440         ? tostring(round(target_Res_In_Min)) :
      tostring(round(min(target_Res_In_Min / 1440, 365))) + "D"

f_get_htfHighOpen(resolution, HTFMultiplier, lookahead, gaps, offset)=>
    derivedResolution = resolution == ""?f_multiple_resolution(HTFMultiplier):resolution
    nhigh_on_on = f_secureSecurity_on_on(syminfo.tickerid, derivedResolution, high, offset) 
  
    nopen_on_on = f_secureSecurity_on_on(syminfo.tickerid, derivedResolution, open, offset)
    
    
    nhigh_on_off = f_secureSecurity_on_off(syminfo.tickerid, derivedResolution, high, offset) 
  
    nopen_on_off = f_secureSecurity_on_off(syminfo.tickerid, derivedResolution, open, offset)
    
    
    nhigh_off_on = f_secureSecurity_off_on(syminfo.tickerid, derivedResolution, high, offset) 
  
    nopen_off_on = f_secureSecurity_off_on(syminfo.tickerid, derivedResolution, open, offset)
     
    
    nhigh_off_off = f_secureSecurity_off_off(syminfo.tickerid, derivedResolution, high, offset) 
  
    nopen_off_off = f_secureSecurity_off_off(syminfo.tickerid, derivedResolution, open, offset)
    
    
    nhigh = lookahead and gaps ? nhigh_on_on :
             lookahead and not gaps ? nhigh_on_off :
             not lookahead and gaps ? nhigh_off_on :
             not lookahead and not gaps ? nhigh_off_off : na
   
    nopen = lookahead and gaps ? nopen_on_on :
             lookahead and not gaps ? nopen_on_off :
             not lookahead and gaps ? nopen_off_on :
             not lookahead and not gaps ? nopen_off_off : na
    [nhigh, nopen ]
    
[nhigh, nopen ] = f_get_htfHighOpen(resolution, HTFMultiplier, lookahead, gaps, offset)
[nhighlast,nopenlast ] = f_get_htfHighOpen(resolution, HTFMultiplier, lookahead, gaps, offset+1)
plot(nhigh , title="HTF High",style=plot.style_circles, color=color.green, linewidth=1) 

plot(nopen , title="HTF OPEN",style=plot.style_circles, color=color.fuchsia, linewidth=1) 


buyCondition = nhigh > nopenlast 
sellCondition = nhigh < nopenlast 

strategy.entry("Buy", strategy.long, when= buyCondition and inDateRange, oca_name="oca_buy", oca_type=strategy.oca.cancel)
strategy.entry("Sell", strategy.short, when= sellCondition and inDateRange, oca_name="oca_sell", oca_type=strategy.oca.cancel)