//@version=5
strategy("CopyTrading Script", overlay = true, initial_capital = 110, default_qty_type = strategy.commission.cash_per_order, default_qty_value = 300, commission_value = 0.055)

timePeriod = time > timestamp("UTC", 2023, 8, 9, 0, 0, 0)

// STs (Strategies)
// ST1 - Double Moving Average Proximity
st1FastMaLength = input(22, "Fast MA Length", group = "ST1")
st1SlowMaLength = input(46, "Slow MA Length", group = "ST1")
st1FastMaType = input.string("SMA", "Fast MA Type", ["SMA", "EMA"], group = "ST1")
st1SlowMaType = input.string("SMA", "Slow MA Type", ["SMA", "EMA"], group = "ST1")
proximityPercentageMultiplier = input(310, "Proximity % Multiplier", group = "ST1")

st1FastMaTypeFunc(source, length) =>
    if st1FastMaType == "SMA"
        ta.sma(source, length)
    else
        if st1FastMaType == "EMA"
            ta.ema(source, length)
st1FastMa = st1FastMaTypeFunc(close, st1FastMaLength)
st1SlowMaTypeFunc(source, length) =>
    if st1SlowMaType == "SMA"
        ta.sma(source, length)
    else
        if st1SlowMaType == "EMA"
            ta.ema(source, length)
st1SlowMa = st1SlowMaTypeFunc(close, st1SlowMaLength)

maProximityPercentage = ((st1SlowMa - st1FastMa) / close) * 100
maProximity = maProximityPercentage * proximityPercentageMultiplier

float st1BuyConf = 0
float st1SellConf = 0

if maProximity < 0
    st1BuyConf := 100 + maProximity
if maProximity > 0
    st1SellConf := 100 - maProximity

// ST2 - Double Moving Average Crossover
st2FastMaLength = input(7, "Fast MA Length", group = "st2")
st2SlowMaLength = input(22, "Slow MA Length", group = "st2")
st2FastMaType = input.string("SMA", "Fast MA Type", ["SMA", "EMA"], group = "st2")
st2SlowMaType = input.string("SMA", "Slow MA Type", ["SMA", "EMA"], group = "st2")

st2FastMaTypeFunc(source, length) =>
    if st2FastMaType == "SMA"
        ta.sma(source, length)
    else
        if st2FastMaType == "EMA"
            ta.ema(source, length)
st2FastMa = st2FastMaTypeFunc(close, st2FastMaLength)
st2SlowMaTypeFunc(source, length) =>
    if st2SlowMaType == "SMA"
        ta.sma(source, length)
    else
        if st2SlowMaType == "EMA"
            ta.ema(source, length)
st2SlowMa = st2SlowMaTypeFunc(close, st2SlowMaLength)

st2BuyConf = 0
st2SellConf = 0

if ta.crossover(st2FastMa, st2SlowMa)
    st2BuyConf := 100
if ta.crossunder(st2FastMa, st2SlowMa)
    st2SellConf := 100

// ST3 - Supertrend
SPTatrPeriod = input(35, "Supertrend ATR Length", group = "st3")
SPTfactor = input(3.0, "Supertrend Factor", group = "st3")

[superTrend, direction] = ta.supertrend(SPTfactor, SPTatrPeriod)

st3BuyConf = 0
st3SellConf = 0

if direction < 0
    st3BuyConf := 100
if direction > 0
    st3SellConf := 100

// Managers
// ST (Strategies) Manager
st1Weight = input(0.3, "ST1", group = "Weight Options")
st2Weight = input(0.3, "ST2", group = "Weight Options")
st3Weight = input(0.4, "ST3", group = "Weight Options")

st1BuyRltv = st1BuyConf * st1Weight
st2BuyRltv = st2BuyConf * st2Weight
st3BuyRltv = st3BuyConf * st3Weight
st1SellRltv = st1SellConf * st1Weight
st2SellRltv = st2SellConf * st2Weight
st3SellRltv = st3SellConf * st3Weight

globalBuyConf = st1BuyRltv + st2BuyRltv + st3BuyRltv
globalSellConf = st1SellRltv + st2SellRltv + st3SellRltv

// Global Manager
longConfTreshold = input(94.0, "Long Confidence Treshhold", group = "Confidence")
shortConfTreshold = input(94.0, "Short Confidence Treshhold", group = "Confidence")

// Pietro shit starts here, be careful!
//Order value
orderValue = input(300.0, "Trade Value", group = "Trade")

contracts = orderValue / close
roundedContracts = (math.floor(contracts * 1000)) / 1000
inLongTrade = strategy.position_size > 0
inShortTrade = strategy.position_size < 0
notInTrade = not inLongTrade and not inShortTrade

//Backtesting
backtestYN = input.string("No", "Backtest?", ["Yes", "No"], group = "Backtest")

//Long trade
if backtestYN == "Yes"
    if globalBuyConf > longConfTreshold
        strategy.close("short")
        strategy.entry("long", strategy.long, roundedContracts)
else
    if globalBuyConf > longConfTreshold and timePeriod
        strategy.close("short")
        strategy.entry("long", strategy.long, roundedContracts)

//short trade
if backtestYN == "Yes"
    if globalSellConf > shortConfTreshold
        strategy.close("long")
        strategy.entry("short", strategy.short, roundedContracts)
else
    if globalSellConf > shortConfTreshold and timePeriod
        strategy.close("long")
        strategy.entry("short", strategy.short, roundedContracts)

//Aesthetics
plot(st1FastMa, "ST1 Fast MA", color.yellow, 2)
plot(st1SlowMa, "ST1 Slow MA", color.green, 2)

plot(st2FastMa, "ST2 Fast MA", color.red, 2)
plot(st2SlowMa, "ST2 Slow MA", color.yellow, 2)

directionNegative = direction < 0
plot(superTrend, "SuperTrend Line", directionNegative ? color.green : color.red, 2)

tbl = table.new(position.top_right, 2, 2, color.black, color.white, 2)
table.cell(tbl, 0, 0, "Buy Confidence:", text_color = color.white)
table.cell(tbl, 0, 1, "Sell Confidence:", text_color = color.white)
table.cell(tbl, 1, 0, str.tostring(globalBuyConf), text_color = color.white)
table.cell(tbl, 1, 1, str.tostring(globalSellConf), text_color = color.white)