Specialist VR

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

strategy("Specialist VR ", overlay=false, initial_capital=10000, 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)
//
// ****************************************************************************************************************************************************************
//

// Inputs
timeframeVR=input.timeframe(defval ='4D', group = "VR", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
volatilityLower = input.float(title = "Lower Range", defval= -39, group = "VR")
volatilityHigher = input.float(title = "Higher Range", defval= 9, group="VR")
volatilityLength = input.int(defval = 58, title = "VR Length", group="VR")

// VR
volatilityRange = request.security(syminfo.tickerid,timeframeVR, ta.sma(close - open, volatilityLength))

//PLOT VR
plot(volatilityRange, color=color.yellow)
plot(volatilityHigher, color=color.gray)
plot(volatilityLower, color=color.gray)

//VR PARAMETERS
longVR = volatilityRange > volatilityHigher
shortVR = volatilityRange < volatilityLower

// ****************************************************************************************************************************************************************
// 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 longVR// ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Long Entry Id", strategy.long, 100)
if inRestrictedRange and shortVR // ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Short Entry Id", strategy.short, 100)