Study Reversal-Band ETH/PERP FTX 4H LONG E SHORT

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Maurizio-Ciullo
// (Take Profit Long/Short= Market Close Sopra/Sotto Bande) (Take Profit Limit Long/Short= +12% Tradingview-Hub) (Stop Loss Limit Long= -9% Tradingview-Hub) (Stop Loss Limit Short= -7% Tradingview-Hub) (Stop Emergenza= No)
//Il trading system completo - Study Reversal Band (Strategia Reversal) - parte 2
// (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=NO) (Esclusione Mesi=APRILE/AGOSTO)
// (Take Profit Long/Short= Market Close Sopra/Sotto Bande) (Take Profit Limit Long/Short= +12% Tradingview-Hub) (Stop Loss Limit Long= -9% Tradingview-Hub) (Stop Loss Limit Short= -7% Tradingview-Hub)
//@version=4

study(title="Study Reversal-Band ETH/PERP FTX 4H LONG E SHORT", overlay=false)


input_stop_loss_long = input(title="stop_loss_long", type=input.float, defval=9, minval=0, maxval=100, step=0.1, group="Stop&Target")
input_stop_loss_short = input(title="stop_loss_short", type=input.float, defval=7, minval=0, maxval=100, step=0.1, group="Stop&Target")
input_target_long = input(title="target_long", type=input.float, defval=12, minval=0, maxval=100, step=0.1, group="Stop&Target")
input_target_short = input(title="target_short", type=input.float, defval=12, minval=0, maxval=100, step=0.1, group="Stop&Target")
input_risk = input(title="Percentuale rischio", type=input.float, defval=27.5, minval=0, maxval=100, step = 0.01, group="Stop&Target")
input_sma_long = input(title="Media BB Long", type=input.integer, defval=30, minval=0, maxval=50, group="Bande")
input_sma_short = input(title="Media BB Short", type=input.integer, defval=24, minval=0, maxval=50, group="Bande")
deviazione_long = input(title="Deviazione Long", type=input.float, defval=1.5, step=0.1, group="Bande")
deviazione_short = input(title="Deviazione Short", type=input.float, defval=1.5, step=0.1, group="Bande")
input_ema_long = input(title="Media Long", type=input.integer, defval=55, minval=0, maxval=500, group="Medie")
input_ema_short = input(title="Media Short", type=input.integer, defval=55, minval=0, maxval=500, group="Medie")
lunghezza_adx_long = input(title="Lunghezza ADX Long", type=input.integer, defval=10, group="ADX")
lunghezza_adx_short = input(title="Lunghezza ADX Short", type=input.integer, defval=9, group="ADX")
differenziale_adx_long = input(title="Differenziale ADX Long", type=input.integer, defval=35, group="ADX")
differenziale_adx_short = input(title="Differenziale ADX Short", type=input.integer, defval=31, group="ADX")
only_Long = input(title="Solo long trade", type=input.bool, defval=false, inline="1", group="Direzione")
only_Short = input(title="Solo short trade", type=input.bool, defval=false, inline="1", group="Direzione")


// Calcolo del range del backtest

startDate = input(title="Start Date", type=input.integer,
     defval=17, minval=1, maxval=31, group="Periodo")
startMonth = input(title="Start Month", type=input.integer,
     defval=08, minval=1, maxval=12, group="Periodo")
startYear = input(title="Start Year", type=input.integer,
     defval=2017, minval=1800, maxval=2100, group="Periodo")

endDate = input(title="End Date", type=input.integer,
     defval=01, minval=1, maxval=31, group="Periodo")
endMonth = input(title="End Month", type=input.integer,
     defval=01, minval=1, maxval=12, group="Periodo")
endYear = input(title="End Year", type=input.integer,
     defval=2121, minval=1800, maxval=2100, group="Periodo")


inDateRange = (time >= timestamp(syminfo.timezone, startYear,
         startMonth, startDate, 0, 0)) and
     (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))


////Calcolo degli indicatori

// Medie Mobili

ema_long  = ema(close, input_ema_long)
ema_short = ema(close,input_ema_short)

//// Bollinger Bands

//  Bollinger Bands Long

middle_Band_long   = sma(close, input_sma_long)
deviazione_st_long = deviazione_long * stdev(close, input_sma_long)
UpperBand_long     = middle_Band_long + deviazione_st_long
LowerBand_long     = middle_Band_long - deviazione_st_long

// Bollinger Bands Short

middle_Band_short   = sma(close, input_sma_short)
deviazione_st_short = deviazione_short * stdev(close, input_sma_short)
UpperBand_short     = middle_Band_short + deviazione_st_short
LowerBand_short     = middle_Band_short - deviazione_st_short

//// ADX

// ADX Long

[di_pos_long, di_neg_long, adx_long] = dmi(lunghezza_adx_long, lunghezza_adx_long)

//ADX Short

[di_pos_short, di_neg_short, adx_short] = dmi(lunghezza_adx_short, lunghezza_adx_short)


////Entry/Exit Conditions


//Condizione Entry Long
condEntryLong = crossover(close, LowerBand_long) and close < ema_long and adx_long < differenziale_adx_long and month !=4 and month!=8 and not only_Short and inDateRange
//Condizione Uscita Long
condExitLong = crossover(close, UpperBand_long)

// Condizione Entry Short: Crossunder di due medie con il prezzo di chiusura che è comunque sotto una terza media con differenziale delle medie
condEntryShort = crossunder(close, UpperBand_short) and close > ema_short and adx_short < differenziale_adx_short and month !=4 and month!=8 and not only_Long and inDateRange
// Condizione Exit Short
condExitShort = crossunder(close, LowerBand_short)


//Entry/Exit Orders


//strategy.entry("long", true, when = condEntryLong)
//strategy.close("long", when=condExitLong)
//strategy.entry("short", false, when = condEntryShort)
//strategy.close("short", when=condExitShort)


//definizione variabili posizioni aperte

IsLongOpen = false
IsLongOpen := condEntryLong[1] ? true : condExitLong[1] ? false : condEntryShort[1] ? false : IsLongOpen[1]

IsShortOpen = false
IsShortOpen := condEntryShort[1] ? true : condExitShort[1] ? false : condEntryLong[1] ? false : IsShortOpen[1]

IsFlat = true
IsFlat := not IsLongOpen and not IsShortOpen

//conversione bool -> float, per debug

IsLongOpenFloat = if IsLongOpen == true
    1
else
    0

IsShortOpenFloat = if IsShortOpen == true
    1
else
    0

IsFlatFloat = if IsFlat == true
    1
else
    0

//plot posizioni aperte, per debug

//plot (IsLongOpenFloat)
//plot (IsShortOpenFloat,color=color.yellow)
//plot (IsFlatFloat,color=color.red)

//variabili apertura e chiusura posizione

OpenLong = condEntryLong //and not IsLongOpen
CloseLong = condExitLong and IsLongOpen and not condEntryShort

OpenShort = condEntryShort //and not IsShortOpen
CloseShort = condExitShort and IsShortOpen and not condEntryLong

//conversione bool -> float, per debug

OpenShortFloat = if OpenShort == true
    1
else
    0

CloseShortFloat = if CloseShort == true
    1
else
    0

OpenLongFloat = if OpenLong == true
    1
else
    0

CloseLongFloat = if CloseLong == true
    1
else
    0

//plot aperture ordini, per debug

plot (OpenShortFloat,color=color.red)
plot (CloseShortFloat,color=color.yellow)
plot (OpenLongFloat,color=color.blue)
plot (CloseLongFloat,color=color.white)

//alert


// Plot entry ed exit degli allert
//plotshape(series=OpenLong, text="entry_long", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
//plotshape(series=CloseLong, text="close_long", style=shape.triangleup, location=location.belowbar, color=color.olive, size=size.small)
//plotshape(series=OpenShort, text="entry_short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)
//plotshape(series=CloseShort, text="close_short", style=shape.triangledown, location=location.abovebar, color=color.purple, size=size.small)

alertcondition(OpenLong,title="Open Long")
alertcondition(CloseLong,title="Close Long")
alertcondition(OpenShort,title="Open Short")
alertcondition(CloseShort,title="Close Short")