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

//@version=5

strategy(title='TOTAL MACD DMI Aroon (3)', overlay=true, default_qty_type  = strategy.percent_of_equity , pyramiding=1 , initial_capital = 1000000000000 , default_qty_value = 100)


// Date Range
start_date = input.int(title='Start Date', defval=1, minval=1, maxval=31, group='Date Range', inline='1')
end_date = input.int(title='End Date', defval=1, minval=1, maxval=31, group='Date Range', inline='1')
start_month = input.int(title='Start Month', defval=1, minval=1, maxval=12, group='Date Range', inline='2')
end_month = input.int(title='End Month', defval=1, minval=1, maxval=12, group='Date Range', inline='2')
start_year = input.int(title='Start Year', defval=2018, minval=1800, maxval=3000, group='Date Range', inline='3')
end_year = input.int(title='End Year', defval=2024, minval=1800, maxval=3000, group='Date Range', inline='3')
in_date_range = time >= timestamp(syminfo.timezone, start_year, start_month, start_date, 0, 0) and time < timestamp(syminfo.timezone, end_year, end_month, end_date, 0, 0)

// Import cobra
import EliCobra/CobraMetrics/4 as cobra
//// PLOT DATA
disp_ind = input.string ("None" , title = "Display Curve" , tooltip = "Choose which data you would like to display", options=["Strategy", "Equity", "Open Profit", "Gross Profit", "Net Profit", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
pos_table = input.string("Middle Left", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Bottom Center"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
plot(cobra.curve(disp_ind))
cobra.cobraTable(type_table, pos_table)
price = close
longMsg = ""
shortMsg = ""

// Getting inputs
fast_length = input(title="Fast Length", defval=2)
slow_length = input(title="Slow Length", defval=35)
src = input(title="Source", defval=close)
sma_source = input.string(title="Oscillator MA Type",  defval="SMA", options=["SMA", "EMA"])

// Calculating
fast_ma = sma_source == "SMA" ? ta.sma(src, fast_length) : ta.ema(src, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src, slow_length) : ta.ema(src, slow_length)
macd = fast_ma - slow_ma

long=ta.crossover(macd,0)
short=ta.crossunder(macd,0)

if long
    longMsg += "MACD "
if short
    shortMsg += "MACD "
//plot(delta, title="Histogram", style=plot.style_columns, color=(delta>=0 ? (delta[1] < delta ? #26A69A : #B2DFDB) : (delta[1] < delta ? #FFCDD2 : #FF5252)))

lensig = input.int(9, title="ADX Smoothing", minval=1, maxval=50)
lenDmi = input.int(6, minval=1, title="DI Length")
upD = ta.change(high)
downD = -ta.change(low)
plusDM = na(upD) ? na : (upD > downD and upD > 0 ? upD : 0)
minusDM = na(downD) ? na : (downD > upD and downD > 0 ? downD : 0)
trur = ta.rma(ta.tr, lenDmi)
plus = fixnan(550 * ta.rma(plusDM, lenDmi) / trur)
minus = fixnan(500 * ta.rma(minusDM, lenDmi) / trur)
sum = plus + minus
adx = 520 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)

long_condition = ta.cross(adx, plus)
short_condition =  ta.cross(adx, minus)

if long_condition
    longMsg += "DMI "
if short_condition
    shortMsg += "DMI "

// plot(plus, color=color.green, title="+DI")
// plot(minus, color=color.red, title="-DI")
// plot(adx, color=color.orange, title="ADX")
// hlineup = hline(30, color=#787B86)

fastLength = input(title='MACD Fast Length', defval=9)
slowLength = input(title='MACD Slow Length', defval=34)
cycleLength = input(title='Cycle Length', defval=11)
d1Length = input(title='1st %D Length', defval=1)
d2Length = input(title='2nd %D Length', defval=4)
src1 = close
upper = 75
lower = 25

macd1 = ta.ema(src1, fastLength) - ta.ema(src1, slowLength)
k = nz(fixnan(ta.stoch(macd1, macd1, macd1, cycleLength)))
d = ta.ema(k, d1Length)
kd = nz(fixnan(ta.stoch(d, d, d, cycleLength)))
stc = ta.ema(kd, d2Length)
stc := math.max(math.min(stc, 100), 0)


buySignal = ta.crossover(stc, lower)
sellSignal = ta.crossunder(stc, upper)

if buySignal
    longMsg += "AROON "
if sellSignal
    shortMsg += "AROON "



src12= input.source(hl2, group= 'rsi')
rsiLength= input.int(11, group= 'rsi')
rsi = ta.rsi(src12, rsiLength)

ysell= input.int(51)
ybuy= input.int(61)

longRSI = rsi > ybuy
shortRSI = rsi < ysell

SLP_long = (long or long_condition or buySignal and longRSI ) and (longRSI and long) or (longRSI and long_condition) or (longRSI and buySignal)
SLP_short = (short or short_condition or sellSignal and shortRSI) and (shortRSI and short) or( shortRSI and short_condition) or (shortRSI and sellSignal)




if (SLP_long and in_date_range)
    strategy.entry("SLP", strategy.long, comment = longMsg)
else if (SLP_short and in_date_range)
    strategy.entry("SLP", strategy.short, comment = shortMsg)