NKCoralTrendBTC

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © NKactive
// Original code from LazyBear
//@version=5

strategy("NKCoralTrendBTC", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)

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)
//
// ****************************************************************************************************************************************************************
// Coral Trend
// ****************************************************************************************************************************************************************
//
// Inputs
sm =input(21, title="Smoothing Period", group = "CoralTrend")
cd = input(0.6, title="Constant D", group = "CoralTrend")
ribm=input(false, title="Ribbon Mode", group = "CoralTrend")
timeframe=input.timeframe(defval ='1D', group = "CoralTrend")

//initialise vars
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na

src=request.security(syminfo.tickerid,timeframe, close)

di = (sm - 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 - c1
c3 = 3.0 * (cd * cd + cd * cd * cd)
c4 = -3.0 * (2.0 * cd * cd + cd + cd * cd * cd)
c5 = 3.0 * cd + 1.0 + cd * cd * cd + 3.0 * cd * cd

i1 := c1*src + c2*nz(i1[1])
i2 := c1*i1 + c2*nz(i2[1])
i3 := c1*i2 + c2*nz(i3[1])
i4 := c1*i3 + c2*nz(i4[1])
i5 := c1*i4 + c2*nz(i5[1])
i6 := c1*i5 + c2*nz(i6[1])

bfr = -cd*cd*cd*i6 + c3*(i5) + c4*(i4) + c5*(i3)

CoralLong = bfr > nz(bfr[1])?true:false
CoralShort = bfr < nz(bfr[1])?true:false

// --------------------------------------------------------------------------
// Plots arrows above/below price to show whene it fires
// --------------------------------------------------------------------------
plotshape(series=ribm ? na : (CoralLong ? bfr : na), title="Trend Up", style=shape.triangleup, location=location.belowbar,color=color.green)
plotshape(series=ribm ? na : (CoralShort ? bfr : na), title="Trend Down", style=shape.triangledown, location=location.abovebar, color=color.red)
//
CoralLong := request.security(syminfo.tickerid,timeframe, CoralLong)
CoralShort := request.security(syminfo.tickerid,timeframe,CoralShort)
//
// ****************************************************************************************************************************************************************
// Call combine signals and execute buy/sell positions within timeframe
//.****************************************************************************************************************************************************************
// Date Range To Include
startDate = timestamp("2018-01-01T00:00")
endDate = time
// Check if the current timestamp is within the restricted range
inRestrictedRange = time >= startDate and time <= endDate
//
// Buy Signals on overbought and oversold
//
if inRestrictedRange and CoralLong // ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Long Entry Id", strategy.long, 100)
if inRestrictedRange and CoralShort // ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Short Entry Id", strategy.short, 100)