// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Specalist333

//@version=5
strategy("BTC Specalist V1", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)

// Date Range (and limits start date for level 1 submission)
start_date = input.int(title='Start Date', defval=1, minval=1, maxval=31, group='Date Range', inline='1')
end_date = input.int(title='End Date', defval=1, minval=1, maxval=31, group='Date Range', inline='1')
start_month = input.int(title='Start Month', defval=1, minval=1, maxval=12, group='Date Range', inline='2')
end_month = input.int(title='End Month', defval=1, minval=1, maxval=12, group='Date Range', inline='2')
start_year = input.int(title='Start Year', defval=2018, minval=1800, maxval=3000, group='Date Range', inline='3')
end_year = input.int(title='End Year', defval=2024, minval=1800, maxval=3000, group='Date Range', inline='3')
in_date_range = time >= timestamp(syminfo.timezone, start_year, start_month, start_date, 0, 0) and time < timestamp(syminfo.timezone, end_year, end_month, end_date, 0, 0)

// Inport cobra
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)

//EMAs
// - EMA1 superfast
// - EMA2 slow
// - EMA1 very slow
EMA_Length_1 = input.int(title="EMA 1 Length", group="EMA", defval=5)
EMA_Length_2 = input.int(title="EMA 2 Length", group="EMA", defval=50)
EMA_Length_3 = input.int(title="EMA 3 Length", group="EMA", defval=98)

EMA1 = ta.ema(close, EMA_Length_1)
EMA2 = ta.ema(close, EMA_Length_2)
EMA3 = ta.ema(close, EMA_Length_3)
// Use these plots to visualise what the code is doing
//plot(EMA1, color=color.red, title = "EMA1", linewidth=10) // NK Debug
//plot(EMA2, color=color.white, title = "EMA2", linewidth=5)// NK Debug
//plot(EMA3, color=color.blue, title = "EMA3", linewidth=2) // NK Debug

// Price Volatility
// Calcualtes the price volatility giving extrream +ve value for upwards trends and -ve for downward trends
// volatilityLower and volatilityHigher used later to filter
volatilityLower = input.float(title = "Lower Range", defval= -39, group = "VRG")
volatilityHigher = input.float(title = "Higher Range", defval= 9)
volatilityLength = 58
volatilityRange = ta.sma(close - open, volatilityLength)
// Use this plot to visualise what the code is doing
// plot(volatilityRange, color=color.fuchsia, title = "sma")// NK Debug

//MACD
FastLength = input(title="MACD Fast Length", group="MACD", defval=56)
Slowlength = input(title="MACD Slow Length", group="MACD", defval=73)
MACDLength = input(title="MACD Signal Length", group="MACD", defval=26)

MACD = ta.ema(close, FastLength) - ta.ema(close, Slowlength)
aMACD = ta.ema(MACD, MACDLength)
delta = MACD - aMACD
// Use these plots to visualise what the code is doing
//plot(MACD, color=color.red, title = "MACD", linewidth=10) // NK Debug
//plot(aMACD, color=color.white, title = "aMACD", linewidth=5) // NK Debug
//plot(delta, color=color.blue, title = "delta", linewidth=10) // NK Debug

//STRATEGY PARAMETERS
start= timestamp(2012,1,1,0,0)
timeCond = time > start

// Picking up ANY possible buy/sell signal using all EMAs
LongEMA = ta.crossover(EMA1, EMA2) or ta.crossover(EMA1, EMA3) or ta.crossover(EMA2, EMA3)
ShortEMA = ta.crossunder(EMA1, EMA2) or ta.crossunder(EMA1, EMA3) or ta.crossunder(EMA2, EMA3)

// Using the differnce between the MACDs to find buy/sell signals
LongMACD = ta.crossover(delta, 0)
ShortMACD = ta.crossunder(delta, 0)

// Checks Market Direction
VRL = volatilityRange > volatilityLower
VRS = volatilityRange < volatilityHigher

// Builds bool for buy/sell based on individual indictor calculations
Long = (LongMACD and LongEMA) or (LongMACD and VRL) or (LongEMA and VRL)
Short = (ShortMACD and ShortEMA) or (ShortMACD and VRS) or (ShortEMA and VRS)

strategy.entry("Open Long", strategy.long, when=Long and in_date_range)
strategy.entry("Open Short", strategy.short, when=Short and in_date_range)

//these strategy.entry commands are fine but will be phased out in future iterations
// I have added 100% of euqity to the entry to avoid margin calls
//if Long and in_date_range
//    strategy.entry("Open Long", strategy.long, 100)
//if Short and in_date_range
//    strategy.entry("Open Short", strategy.short, 100)