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

//@version=5
strategy("Logic Test NK.active") // , margin_long=100, margin_short=100)

// Simple Moving Average TPI Input
// ************************************************************************************************************************************
// Produce a 1 or long
// produce a -1 for short
longConditionSMACross = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
shortConditionSMACross = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
float SMACrossInputTPI = 0.00
if longConditionSMACross
    SMACrossInputTPI := 1
if shortConditionSMACross
    SMACrossInputTPI := -1
// RSI TPI Input
// ************************************************************************************************************************************
// Produce a 1 or long
// produce a -1 for short
rsiValue = ta.rsi(close, 7)
longConditionRSI  = rsiValue < 25
shortConditionRSI = rsiValue > 75
float RSIInputTPI = 0.00
if longConditionRSI or longConditionRSI[1] or longConditionRSI[2] or longConditionRSI[3] or longConditionRSI[4] or longConditionRSI[5]
    RSIInputTPI := 1
if shortConditionRSI or shortConditionRSI[1] or shortConditionRSI[2] or shortConditionRSI[3] or shortConditionRSI[4] or shortConditionRSI[5]
    RSIInputTPI := -1
// RVOL TPI Input
// ************************************************************************************************************************************
// Produce a 1 or long
// produce a -1 for short
//
// Get volume data
averageVol = ta.sma(volume, 100)
ratioVol = volume / averageVol
// Generate RVOL signal
longConditionRVOL = ratioVol >= 2.5
shortConditionRVOL = ratioVol <= 1

float RVOLInputTPI = 0.00
if longConditionRVOL
    RVOLInputTPI := 1
if shortConditionRVOL
    RVOLInputTPI := -1
//
// ************************************************************************************************************************************
//
// Logic to determine buy or sell signal
//
// Initialise variables
triggerPositionBuy = false
triggerPositionSell = false
float triggerTPIvalue = 0.00
//
// Find the absolute triggerTPIvalue used to decide buy and sell signals
triggerTPIvalue := math.avg(SMACrossInputTPI, RSIInputTPI, RVOLInputTPI)
// Debugging code for triggerTPIvalue
// plot(SMACrossInputTPI, color = color.blue, title = "SMACrossInputTPI") // this is the TPI input from the SMA Crossover
// plot(RSIInputTPI, color = color.fuchsia, title = "RSIInputTPI") // this is the TPI input from the SMA Crossover
// plot(RVOLInputTPI, color = color.green, title = "RVOLInputTPI") // this is the TPI input from the SMA Crossover
//plot(triggerTPIvalue, color = color.white, linewidth = 2, title = "triggerTPIvalue") // this is the TPI input value calculated from the average of all the inputs
//
// Find the RoC of the TPI (percentage)
//
TPItriggerRoC = ta.roc(triggerTPIvalue, 1)
//
// Find trend bool for RoC Trend
//
TPIpositiveRoCtrend = false
TPInegativeRoCtrend = false
TPIpositiveRoCtrend := ta.rising(triggerTPIvalue, 1)
TPInegativeRoCtrend := ta.falling(triggerTPIvalue, 1)
// highest_bar_offset = ta.highest(triggerTPIvalue, 2)
//TPItriggerRoC := highest_bar_offset - triggerTPIvalue


plot(TPIpositiveRoCtrend ? 10 : na, title= "TPIpositiveRoCtrend", color = color.orange)
plot(TPInegativeRoCtrend ? -10 : na, title= "TPInegativeRoCtrend", color = color.fuchsia)
plot(triggerTPIvalue, title = "triggerTPIvalue", color = color.lime)
plot(TPItriggerRoC, title= "TPItriggerRoC", color = color.gray)
//
// Combines the TPI value, RoC percent and RoC Trend
//
// triggerTPIvalue float
// TPItriggerRoC float
// TPIpositiveRoCtrend bool
//
if triggerTPIvalue >= 0.3 and (TPItriggerRoC >= 50 or TPIpositiveRoCtrend)
    triggerPositionBuy := true
if triggerTPIvalue <= 0.3 and (TPItriggerRoC <= 50 or TPInegativeRoCtrend)
    triggerPositionSell := true
//
// Execute buy/sell positions based on the logic above
// *************************************
//
if triggerPositionBuy
    strategy.entry("My Long Entry Id", strategy.long)
if triggerPositionSell
    strategy.entry("My Short Entry Id", strategy.short)