TSI-Bnf

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © imjoy4u

//@version=4
strategy("TSI-Bnf", overlay=true, initial_capital = 500000, commission_value=0.0116, commission_type = strategy.commission.percent )

amplitude = input(title="Amplitude", defval=3)
channelDeviation = input(title="Channel Deviation", defval=2)
showArrows = input(title="Show Arrows", defval=true)
showChannels = input(title="Show Channels", defval=true)
startDate = input(title="Start Date", type=input.integer,
     defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
     defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
     defval=2018, minval=2018, maxval=2100)
endDate = input(title="End Date", type=input.integer,
     defval=31, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
     defval=12, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
     defval=2021, minval=1800, maxval=2100)
rLong = input(title="RSI Long", defval=30)
rShort = input(title="RSI Short", defval=70)

// study("True Strength Indicator", shorttitle="TSI", format=format.price, precision=4, resolution="")
long = input(title="Long Length", type=input.integer, defval=25)
short = input(title="Short Length", type=input.integer, defval=13)
signal = input(title="Signal Length", type=input.integer, defval=13)

// TradeTime = input(title="Trade Timings",defval="0930-1515", type=input.session)
// SqoffTime = input(title="Squareoff Timings",defval="1520-1530", type=input.session)
// Barsinsession(TradeTime) => time(timeframe.period,TradeTime) != 0

// Insession = Barsinsession(TradeTime) ? 1 : 0
// endofsession = Insession == 0 and Insession[1] == 1

// Sqsession = Barsinsession(SqoffTime) ? 1 : 0
// SqTime = Sqsession == 1 and Sqsession[1] ==0
afterStartDate = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time <= timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))

// TLong = input(title="Trail Long %", defval=0.10, minval=0.00)
// TShort = input(title="Trail Short%", defval=0.10, minval=0.00)

var int trend = 0
var int nextTrend = 0
var float maxLowPrice = nz(low[1], low)
var float minHighPrice = nz(high[1], high)
var int trig = 0

var float up = 0.0
var float down = 0.0
float atrHigh = 0.0
float atrLow = 0.0
float arrowUp = na
float arrowDown = na

atr2 = atr(100) / 2
dev = channelDeviation * atr2

highPrice = high[abs(highestbars(amplitude))]
lowPrice = low[abs(lowestbars(amplitude))]
highma = sma(high, amplitude)
lowma = sma(low, amplitude)

if nextTrend == 1
	maxLowPrice := max(lowPrice, maxLowPrice)

	if highma < maxLowPrice and close < nz(low[1], low)
		trend := 1
		nextTrend := 0
		minHighPrice := highPrice
else
	minHighPrice := min(highPrice, minHighPrice)

	if lowma > minHighPrice and close > nz(high[1], high)
		trend := 0
		nextTrend := 1
		maxLowPrice := lowPrice

if trend == 0
	if not na(trend[1]) and trend[1] != 0
		up := na(down[1]) ? down : down[1]
		arrowUp := up - atr2
	else
		up := na(up[1]) ? maxLowPrice : max(maxLowPrice, up[1])
	atrHigh := up + dev
	atrLow := up - dev
else
	if not na(trend[1]) and trend[1] != 1
		down := na(up[1]) ? up : up[1]
		arrowDown := down + atr2
	else
		down := na(down[1]) ? minHighPrice : min(minHighPrice, down[1])
	atrHigh := down + dev
	atrLow := down - dev

ht = trend == 0 ? up : down

var color buyColor = color.blue
var color sellColor = color.red

htColor = trend == 0 ? buyColor : sellColor
htPlot = plot(ht, title="TrendSwitch", linewidth=2, color=htColor)

atrHighPlot = plot(showChannels ? atrHigh : na, title="ATR High", style=plot.style_circles, color=sellColor)
atrLowPlot = plot(showChannels ? atrLow : na, title="ATR Low", style=plot.style_circles, color=buyColor)

fill(htPlot, atrHighPlot, title="ATR High Ribbon", color=sellColor)
fill(htPlot, atrLowPlot, title="ATR Low Ribbon", color=buyColor)

buySignal = not na(arrowUp) and (trend == 0 and trend[1] == 1)
sellSignal = not na(arrowDown) and (trend == 1 and trend[1] == 0)

plotshape(showArrows and buySignal ? atrLow : na, title="Arrow Up", style=shape.triangleup, location=location.belowbar, size=size.small, color=buyColor)
plotshape(showArrows and sellSignal ? atrHigh : na, title="Arrow Down", style=shape.triangledown, location=location.abovebar, size=size.small, color=sellColor)

stopL= strategy.position_size >0 ? strategy.position_avg_price - 60 : atrLow
stopS= strategy.position_size <0 ? strategy.position_avg_price + 60 : atrHigh

price = close
double_smooth(src, long, short) =>
	fist_smooth = ema(src, long)
	ema(fist_smooth, short)
pc = change(price)
double_smoothed_pc = double_smooth(pc, long, short)
double_smoothed_abs_pc = double_smooth(abs(pc), long, short)
tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc)
sign = ema(tsi_value, signal)
sign1 = tsi_value[4]

sS= (tsi_value < sign)
bS= (tsi_value > sign)
buyT = (bS[1] == 0 and bS == 1)
sellT = (sS[1] == 0 and sS == 1)
trig := buyT == 1 ? 1 : sellT == 1 ? -1 : 0

plot(trig)
plot(vwap, title="VWAP", color=color.purple, linewidth=2)
// plot(bS, title="buyT")
plot(pc/close*100,title="pc")
// plot(tsi_value, color=#2962FF)
// plot(ema(tsi_value, signal), color=#E91E63)
// hline(0, title="Zero", color=#787B86)



longCondition = (trig== 1) and afterStartDate
shortCondition= (trig==-1) and afterStartDate
//if (longCondition)
// if (afterStartDate and longCondition)
strategy.entry("Long", strategy.long, qty = 2, when= longCondition , comment="B")
strategy.exit("LE1", from_entry="Long", qty_percent = 50, trail_points = strategy.position_avg_price * 0.01/syminfo.mintick)

strategy.entry("Short", strategy.short, qty =2, when=shortCondition, comment="S")
strategy.exit("SE1", from_entry="Short", qty_percent = 50, trail_points = strategy.position_avg_price * 0.01/syminfo.mintick)
// strategy.exit("SE", from_entry="Short", trail_price = strategy.position_avg_price * 0.99)
// strategy.exit("Exit", profit=(close*0.01/syminfo.mintick), loss=(150/syminfo.mintick), comment="Trail" )
    // strategy.exit("LX", "LE", profit = (close * 0.005/syminfo.mintick), stop= (close * 0.005/syminfo.mintick) , comment="S" )

// shortCondition = (trig[1] == -1)
// if (afterStartDate and shortCondition)
//     strategy.entry("SE", strategy.short, comment="S")
//     strategy.exit("SX", "SE", profit = (close * 0.01/syminfo.mintick), stop= strategy.position_avg_price* 0.01/syminfo.mintick, comment="B")

// plot(close*0.005/syminfo.mintick)

//barOpenTime = time

//tt=timestamp(year(time), month(time), dayofmonth(time), hour(time), 2)

//if ( hour(time) == 15 and minute(time) > 26  )

//    strategy.close("LE", comment="SCM")
//if ( hour(time) == 15 and minute(time) > 26 )
//    strategy.close("SE", comment="SCM")
EMA20 = ema(close, 20)
plot(EMA20, title="EMA", color=color.white, linewidth=1)