Study Break-in-New-Trailing-Gabriele Ver-5 ETH/PERP FTX 4H LONG E SHORT

                                                      //   ATTENZIONE !!!  //

// Questo study a differenza della strategia reale non entra nella candela boom bar successiva dopo aver preso un takeprofit
// di conseguenza per farlo funzionare bisogna cambiare il codice sull strategy.
// Questo è dovuto perchè sullo strategy non si possono avere 2 segnali simultanei close e open position sulla stessa candela

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

//Il trading system completo - Study Break-in-New-Trailing-Ganriele Ver-5 (Strategia Breakout) Parte 2
// (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=NO') (Esclusione Mesi=NO)
// (Take Profit Long/Short Market = Trailing) (Take Profit Limit Long/Short= +18%) (Stop Loss Limit Long/Short= -12%) (Stop Loss Market Long/Short= NO) (Trailing Stop=SI) (Stop Emergenza= NO)
// (Rischio Operazione 2% Perdita Media)
// (In Sample Dal=17/08/2017 Al 17/10/2020) (Out Of Sample Dal=18/10/2020 Al 15/03/2021)


//@version=5
//2. Study
indicator(title='Study Break-in-New-Trailing-Gabriele Ver-5 ETH/PERP FTX 4H LONG E SHORT', overlay=false)


// Input
input_stop_loss_long = input.float(title='stop_loss_long', defval=12, minval=0, maxval=100, step=0.1, group='Stop Loss')
input_take_profit_long = input.float(title='take_profit_long', defval=18, minval=0, maxval=100, step=0.1, group='Take Profit')
input_stop_loss_short = input.float(title='stop_loss_short', defval=12, minval=0, maxval=100, step=0.1, group='Stop Loss')
input_take_profit_short = input.float(title='take_profit_short', defval=18, minval=0, maxval=100, step=0.1, group='Take Profit')
input_trailing_stop_trigger = input.float(title='trail_trigger', defval=60, minval=0, maxval=100, step=1, group='Traling Stop')
input_trailing_stop_close = input.float(title='trail_close', defval=54, minval=0, maxval=100, step=1, group='Traling Stop')
input_lunghezza_ema_long = input.int(title='lunghezza_ema_long', defval=240, minval=0, maxval=300, step=5, group='Medie')
input_lunghezza_ema_short = input.int(title='lunghezza_ema_short', defval=240, minval=0, maxval=300, step=5, group='Medie')
in_solo_long = input.bool(title='Solo long', defval=false, inline='1', group='Direzione')
in_solo_short = input.bool(title='Solo short', defval=false, inline='1', group='Direzione')
riskPerTrade = input.float(title='Risk Per Trade %', minval=0.1, maxval=100, defval=27.5, step=0.5)


// Start Hour Range Trading Non Attivo /////////////////////
//hourTrading = input(title='sessione valida di trading', defval='0600-2300:23456')
//hourRangeTrading = time(timeframe.period, hourTrading)


// Start Detecting ATR Long ///////////////////////////////////////////////////////
length_long = input.int(title="Atr Length_long", defval=11, minval=0)
smoothing_long = input.string(title="Smoothing_long", defval="SMA", options=["RMA", "SMA", "EMA", "WMA"])
ma_function_long(source, length_long) =>
    switch smoothing_long
        "RMA" => ta.rma(source, length_long)
        "SMA" => ta.sma(source, length_long)
        "EMA" => ta.ema(source, length_long)
        => ta.wma(source, length_long)
// plot(ma_function_long(ta.tr(true), length_long), title = "ATR_long", color=color.new(#B71C1C, 0))
// End Detecting ATR Long ///////////////////////////////////////////////////////


// Start Detecting ATR Short ///////////////////////////////////////////////////////
length_short = input.int(title="Atr Length_short", defval=11, minval=0)
smoothing_short = input.string(title="Smoothing_short", defval="SMA", options=["RMA", "SMA", "EMA", "WMA"])
ma_function_short(source, length_short) =>
    switch smoothing_short
        "RMA" => ta.rma(source, length_short)
        "SMA" => ta.sma(source, length_short)
        "EMA" => ta.ema(source, length_short)
        => ta.wma(source, length_short)
// plot(ma_function_short(ta.tr(true), length_short), title = "ATR_short", color=color.new(#B71C1C, 0))
// End Detecting ATR Short ///////////////////////////////////////////////////////


// Variabili ATR Long e Short e Variabili Multiplier Long e Short
in_atr_Mult_long = input.float(title='atr_Mult_long', minval=0, maxval=5, defval=1, step=0.5)
in_atr_Mult_short = input.float(title='atr_Mult_short', minval=0, maxval=5, defval=1, step=0.5)
atr_long = ma_function_long(ta.tr(true), length_long)
atr_short = ma_function_short(ta.tr(true), length_short)


//Variabili Medie Long e Short
media_long = ta.ema(close, input_lunghezza_ema_long)
media_short = ta.ema(close, input_lunghezza_ema_short)

// plot(media_long, title = "media_long", color=color.blue)
// plot(media_short, title = "media_short", color=color.purple)


// giorni da 1 a 7 1 è domenica. Entrambe le possibilità sono disponibili sia il cross, sia la close del livello trailing stop close

//Condizione Entrata Long
condEntryLong = math.abs(open - close) > atr_long * in_atr_Mult_long and close > open and close > media_long and not in_solo_short // and month != 9 and dayofweek != 2

//Condizione Entrata Short
condEntryShort = math.abs(open - close) > atr_short * in_atr_Mult_short and close < open and  close < media_short and not in_solo_long // and month != 9 and dayofweek != 2


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


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

IsFlat = true
IsFlat := not IsLongOpen and not IsShortOpen

//conversione bool -> float, per debug

IsLongOpenFloat = 0
IsLongOpenFloat:= if IsLongOpen == true
    1
else
    0
IsShortOpenFloat = 0
IsShortOpenFloat:= if IsShortOpen == true
    1
else
    0
IsFlatFloat = 0
IsFlatFloat:= if IsFlat == true
    1
else
    0


//plot posizioni aperte, per debug non deve essere plottato plottare il 2

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


OpenLong = false
OpenLong:= condEntryLong and not IsLongOpen
//CloseLong = condExitLong and IsLongOpen // and not condEntryShort DA VERIFICARE

OpenShort = false
OpenShort:= condEntryShort and not IsShortOpen
//CloseShort = condExitShort and IsShortOpen // and not condEntryLong  DA VERIFICARE


entryprice = 0.0
// entryprice := IsLongOpen ? ta.valuewhen(condEntryLong[1] and not IsLongOpen[1], open, 0) + 0.3 : IsShortOpen ? ta.valuewhen(condEntryShort[1] and not IsShortOpen[1], close[1], 0) - 0.3 : na


entryprice := OpenLong == true ? ta.valuewhen(OpenLong, close, 0) + 0.3 : OpenShort ==true ? ta.valuewhen(OpenShort, close, 0) - 0.3 : entryprice[1]


//Variabili Trailing Stop Long e Short
trailing_stop_trigger_long = entryprice + (entryprice * input_take_profit_long  / 100) * (input_trailing_stop_trigger / 100)
trailing_stop_close_long = entryprice + (entryprice * input_take_profit_long  / 100) * (input_trailing_stop_close / 100)
trailing_stop_trigger_short = entryprice - ( entryprice * input_take_profit_short  / 100) * (input_trailing_stop_trigger / 100)
trailing_stop_close_short = entryprice - ( entryprice * input_take_profit_short  / 100) * (input_trailing_stop_close / 100)

// Condizione Uscita Cross Trailing Stop Long E Short
//cond_exit_long = high >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[1] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[2] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[3] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or
//                 high[4] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[5] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[6] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[7] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or
//                 high[8] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[9] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or  high[10] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[11] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or
//                 high[12] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[13] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or  high[14] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or high[15] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low) or
//                 high[16] >= trailing_stop_long_trigger_high and ta.crossunder(close, trailing_stop_close_long_low)


//cond_exit_short = low <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[1] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[2] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[3] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or
//                  low[4] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[5] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[6] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[7] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or
//                  low[8] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[9] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[10] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[11] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or
//                  low[12] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[13] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[14] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or low[15] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high) or
//                  low[16] <= trailing_stop_short_trigger_low and ta.crossover(close, trailing_stop_close_short_high)


// Condizione Uscita Close Trailing Stop Long E Short
// condExitLong = high >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[1] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[2] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[3] >= trailing_stop_trigger_long and close < trailing_stop_close_long or
//                  high[4] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[5] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[6] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[7] >= trailing_stop_trigger_long and close < trailing_stop_close_long or
//                  high[8] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[9] >= trailing_stop_trigger_long and close < trailing_stop_close_long or  high[10] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[11] >= trailing_stop_trigger_long and close < trailing_stop_close_long or
//                  high[12] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[13] >= trailing_stop_trigger_long and close < trailing_stop_close_long or  high[14] >= trailing_stop_trigger_long and close < trailing_stop_close_long or high[15] >= trailing_stop_trigger_long and close < trailing_stop_close_long or
//                  high[16] >= trailing_stop_trigger_long and close < trailing_stop_close_long

// condExitShort =  low <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[1] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or  low[2] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[3] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or
//                   low[4] <= trailing_stop_trigger_short and close >= trailing_stop_close_short  or low[5] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[6] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[7] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or
//                   low[8] <= trailing_stop_trigger_short and close >= trailing_stop_close_short  or low[9] <= trailing_stop_trigger_short and close >= trailing_stop_close_short  or low[10] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[11] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or
//                   low[12] <= trailing_stop_trigger_short and close >= trailing_stop_close_short  or low[13] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[14] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or low[15] <= trailing_stop_trigger_short and close >= trailing_stop_close_short or
//                   low[16] <= trailing_stop_trigger_short and close >= trailing_stop_close_short


// Condizione Uscita Close Trailing Stop E Close [1] > < Long E Short
condExitLong = false
condExitLong :=  high >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[1] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long  or  high[2] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[3] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or
                 high[4] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[5] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[6] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[7] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or
                 high[8] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[9] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[10] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[11] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or
                 high[12] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[13] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[14] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or high[15] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long or
                 high[16] >= trailing_stop_trigger_long and close <= trailing_stop_close_long and close[1] > trailing_stop_close_long

condExitShort = false
condExitShort :=  low <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[1] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short  or  low[2] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[3] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or
                  low[4] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[5] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[6] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[7] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or
                  low[8] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[9] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[10] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[11] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or
                  low[12] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[13] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[14] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or low[15] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short or
                  low[16] <= trailing_stop_trigger_short and close >= trailing_stop_close_short and close[1] < trailing_stop_close_short


//Variabili Take Profit E Stop Loss Long e Short
stoplosslong = 0.0
stoplosslong:= entryprice - (entryprice * input_stop_loss_long  / 100)
condExitLongStop= false
condExitLongStop:= low <= stoplosslong
stoplossshort = 0.0
stoplossshort:= entryprice + (entryprice * input_stop_loss_short  / 100)
condExitShortStop = false
condExitShortStop:= high >= stoplossshort

take_profit_long=0.0
take_profit_long:= entryprice + (entryprice * input_take_profit_long  / 100)
condExitTargetLong = false
condExitTargetLong:= high >= take_profit_long
take_profit_short = 0.0
take_profit_short:= entryprice - (entryprice * input_take_profit_short  / 100)
condExitTargetShort = false
condExitTargetShort:= low <= take_profit_short


condEntryLong2 = false
condEntryLong2:= condEntryLong and not IsLongOpen and not IsLongOpen[1] and not condEntryShort[1]
condEntryShort2 = false
condEntryShort2:= condEntryShort and not IsShortOpen and not IsShortOpen[1] and not condEntryLong[1]


IsLongOpen :=  condEntryLong2[1] ? true : condEntryShort[1] and condEntryLong[2] ? true : condExitLong[1] ? false : condEntryShort[1] and not condEntryLong[2] ? false : condExitLongStop[1] ? false : condExitTargetLong[1] ? false : IsLongOpen[1]
IsShortOpen := condEntryShort2[1] ? true : condEntryLong[1] and condEntryShort[2] ? true : condExitShort[1] ? false : condEntryLong[1] and not condEntryShort[2] ? false : condExitShortStop[1] ? false : condExitTargetShort[1] ? false : IsShortOpen[1]
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.red)
// plot (IsFlatFloat,color=color.yellow)
// plot (entryprice,color=color.white, title = 'Entryprice')
// plot (trailing_stop_trigger_long,color=color.green, title = 'trigger long')
// plot (trailing_stop_close_long,color=color.green,title = 'trailing close long')
// plot (stoplosslong,color=color.red, title = 'stop long')
// plot (take_profit_long,color=color.blue,title = 'target long')
// plot (trailing_stop_trigger_short,color=color.green, title = 'trigger short')
// plot (trailing_stop_close_short,color=color.green,title = 'trailing close short')
// plot (stoplossshort,color=color.red, title = 'stop short')
// plot (take_profit_short,color=color.blue,title = 'target_short')


OpenLong:= condEntryLong and not IsLongOpen
//CloseLong2 = condExitLong and IsLongOpen2 and not condEntryShort

OpenShort:= condEntryShort and not IsShortOpen
//CloseShort2 = condExitShort and IsShortOpen2 and not condEntryLong

entryprice := OpenLong == true ? ta.valuewhen(OpenLong, close, 0) + 0.3 : OpenShort ==true ? ta.valuewhen(OpenShort, close, 0) - 0.3 : entryprice[1]


stoplosslong:= entryprice - (entryprice * input_stop_loss_long  / 100)
condExitLongStop:= low <= stoplosslong
take_profit_long:= entryprice + (entryprice * input_take_profit_long  / 100)
condExitTargetLong:= high >= take_profit_long
stoplossshort:= entryprice + (entryprice * input_stop_loss_short  / 100)
condExitShortStop:= high >= stoplossshort
take_profit_short:= entryprice - (entryprice * input_take_profit_short  / 100)
condExitTargetShort:= low <= take_profit_short


condEntryLong2:= condEntryLong and not IsLongOpen and not IsLongOpen[1] and not condEntryShort[1]
condEntryShort2:= condEntryShort and not IsShortOpen and not IsShortOpen[1] and not condEntryLong[1]


IsLongOpen :=  condEntryLong2[1] ? true : condEntryShort[1] and condEntryLong[2] ? true : condExitLong[1] ? false : condEntryShort[1] and not condEntryLong[2] ? false : condExitLongStop[1] ? false : condExitTargetLong[1] ? false : IsLongOpen[1]
IsShortOpen := condEntryShort2[1] ? true : condEntryLong[1] and condEntryShort[2] ? true : condExitShort[1] ? false : condEntryLong[1] and not condEntryShort[2] ? false : condExitShortStop[1] ? false : condExitTargetShort[1] ? false : IsShortOpen[1]
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.red)
plot (IsFlatFloat,color=color.yellow)
// plot (entryprice,color=color.white, title = 'Entryprice')
// plot (trailing_stop_trigger_long,color=color.green, title = 'trigger long')
// plot (trailing_stop_close_long,color=color.green,title = 'trailing close long')
// plot (stoplosslong,color=color.red, title = 'stop long')
// plot (take_profit_long,color=color.blue,title = 'target long')
// plot (trailing_stop_trigger_short,color=color.green, title = 'trigger short')
// plot (trailing_stop_close_short,color=color.green,title = 'trailing close short')
// plot (stoplossshort,color=color.red, title = 'stop short')
// plot (take_profit_short,color=color.blue,title = 'target_short')