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

//@version=4

strategy("TradingPit Scalping Strategy", overlay=true,default_qty_type=strategy.percent_of_equity,
     default_qty_value=10, precision=2, initial_capital=1000000, commission_type=strategy.commission.cash_per_order,commission_value=0.1)

// Create Indicator's
shortPeriod = input(title = "Short EMA Period", defval = 30)
longPeriod = input(title ="Long EMA Period", defval = 200)
atrPeriod = input(title = "ATR Period", defval = 14)
atrProfitFactor = input(title = "ATR Profit Factor", defval = 2)
atrStopFactor = input(title = "ATR Stop Factor", defval = 1.5)
EMASpread = input(title="Range Filter EMA Spread Multiplier (atr * factor)", defval=5)
ATRStop = input(title =" Use ATR Stop Loss", defval = false)

useTrailingSL = input(title =" Use Trailing Stop Loss", defval = true)

if ATRStop == true
    useTrailingSL := false
else if useTrailingSL == true
    ATRStop := false
    



shortEMA = ema(ohlc4, shortPeriod)
longEMA = ema(ohlc4, longPeriod)

atr = atr(atrPeriod)

longTrailPerc = input(title="Trail Long Loss (%)", minval=0.0, step=0.1, defval=1) * 0.01

shortTrailPerc = input(title="Trail Short Loss (%)",minval=0.0, step=0.1, defval=1) * 0.01

longTakeProfit = 0
shortTakeProfit = 0

// Specify trade conditions
longCondition = crossover(shortEMA, longEMA)
shortCondition = crossunder(shortEMA, longEMA)

firstlongCondition = shortEMA > longEMA and shortEMA - longEMA >= atr*EMASpread
secondlongCondition = close[1] < shortEMA and close[1] > longEMA
thirdlongCondition = close > shortEMA

firstshortCondition = shortEMA < longEMA and longEMA - shortEMA >= atr*EMASpread
secondshortCondition = close[1] > shortEMA and close[1] < longEMA
thirdshortCondition = close < shortEMA

closeLong = shortEMA < longEMA
closeShort = shortEMA > longEMA

// Determine trail stop loss prices
longStopPrice = 0.0, shortStopPrice = 0.0

longStopPrice := if (strategy.position_size > 0)
    stopValue = close * (1 - longTrailPerc)
    max(stopValue, longStopPrice[1])
else
    0

shortStopPrice := if (strategy.position_size < 0)
    stopValue = close * (1 + shortTrailPerc)
    min(stopValue, shortStopPrice[1])
else
    999999
    
liveTrading = input(title ="Live Trading", defval = false)
//backtesting timeframe
start = input(title="Backtesting start time",type = input.time, defval = timestamp("20 Feb 2020 00:00 +0300"))
end = input(title= "Backtesting end time",type = input.time, defval = timestamp("3 Apr 2021 00:00 +0300"))

if liveTrading == false
    if time >= start and time <= end
    
    // Execute trade if condition is True
        if (firstlongCondition and secondlongCondition and thirdlongCondition)
            stopLoss = low - atr * atrStopFactor
            longTakeProfit = high + atr * atrProfitFactor
            strategy.entry("long", strategy.long)
            if ATRStop == true and useTrailingSL == false
                strategy.exit("exit","long",comment="ATR SL/TP",stop = stopLoss, limit=longTakeProfit)
                
            else if ATRStop == false and useTrailingSL == true
            
                strategy.exit("exit","long",comment="ATR TP",limit=longTakeProfit)
        
        if (firstshortCondition and secondshortCondition and thirdshortCondition)
            stopLoss = high + atr * atrStopFactor
            shortTakeProfit = low - atr * atrProfitFactor
            strategy.entry("short", strategy.short)
            if ATRStop == true and useTrailingSL == false
                strategy.exit(id="long",comment="ATR SL/TP",stop = stopLoss, limit=shortTakeProfit)
            else if ATRStop == false and useTrailingSL == true
                strategy.exit(id="long",comment="ATR /TP",limit=shortTakeProfit)
            
        strategy.close("long",comment= "Exit due to trend change", when = closeLong)
        strategy.close("short",comment="Exit due to trend change", when = closeShort)
        
        if useTrailingSL
        
            // Submit exit orders for trail stop loss price
            if (strategy.position_size > 0)
                strategy.exit(id="long",comment="Trailing SL", stop=longStopPrice)
            
            if (strategy.position_size < 0)
                strategy.exit(id="short",comment="Trailing SL", stop=shortStopPrice)
else

// Execute trade if condition is True
    if (firstlongCondition and secondlongCondition and thirdlongCondition)
        stopLoss = low - atr * atrStopFactor
        longTakeProfit = high + atr * atrProfitFactor
        strategy.entry("long", strategy.long)
        if ATRStop == true and useTrailingSL == false
            strategy.exit("exit","long",comment="ATR SL/TP",stop = stopLoss, limit=longTakeProfit)
            
        else if ATRStop == false and useTrailingSL == true
        
            strategy.exit("exit","long",comment="ATR TP",limit=longTakeProfit)
    
    if (firstshortCondition and secondshortCondition and thirdshortCondition)
        stopLoss = high + atr * atrStopFactor
        shortTakeProfit = low - atr * atrProfitFactor
        strategy.entry("short", strategy.short)
        if ATRStop == true and useTrailingSL == false
            strategy.exit(id="long",comment="ATR SL/TP",stop = stopLoss, limit=shortTakeProfit)
        else if ATRStop == false and useTrailingSL == true
            strategy.exit(id="long",comment="ATR /TP",limit=shortTakeProfit)
        
    strategy.close("long",comment= "Exit due to trend change", when = closeLong)
    strategy.close("short",comment="Exit due to trend change", when = closeShort)
    
    if useTrailingSL
    
        // Submit exit orders for trail stop loss price
        if (strategy.position_size > 0)
            strategy.exit(id="long",comment="Trailing SL", stop=longStopPrice)
        
        if (strategy.position_size < 0)
            strategy.exit(id="short",comment="Trailing SL", stop=shortStopPrice)


// Plot Moving Average's to chart
plot(shortEMA, color=color.green)
plot(longEMA, color=color.blue)


plot(strategy.position_size <= 0 ? na : longStopPrice, color=color.red, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size <= 0 ? na : longTakeProfit, color=color.green, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size >= 0 ? na : shortStopPrice, color=color.red, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size >= 0 ? na : shortTakeProfit, color=color.green, style=plot.style_linebr, linewidth=2)