//@version=3
strategy(title="SFP 30m", shorttitle="SFP 30m", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_value=0.15)

FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromDay   = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear  = input(defval = 2019, title = "From Year", minval = 2015)
ToMonth   = input(defval = 1, title = "To Month", minval = 1, maxval = 12)
ToDay     = input(defval = 1, title = "To Day", minval = 1, maxval = 31)
ToYear    = input(defval = 9999, title = "To Year", minval = 2017)

start     = timestamp(FromYear, FromMonth, FromDay, 00, 00)
finish    = timestamp(ToYear, ToMonth, ToDay, 23, 59)
testPeriod()  => time >= start and time <= finish ? true : false


//HA plot
handleHA = heikinashi(tickerid)
openHA = security(handleHA, period, open)
highHA = security(handleHA, period, high)
lowHA = security(handleHA, period, low)
closeHA = security(handleHA, period, close)
src = openHA

//EMA trend
exponential = input(true, title="Exponential MA")
MA1 = input(33, title="MA 1")
MA2 = input(67, title="MA 2")
ma21 = exponential ? ema(src, MA1) : sma(src, MA1)
ma55 = exponential ? ema(src, MA2) : sma(src, MA2)
fastemalength = input(20, title="fastema") //----------------------------------------------------------
fastema = ema(src, fastemalength)//-------------------------------------------------

//BANDS---------------------------------------------------------------------------------------------------------------------------------
mult1 = input(50, minval=0.001, maxval=50, step=1, title="Trailing stop band length" )
mult2 = input(3, minval=0.001, maxval=50, title="2nd Stdev Mult")
mult3 = input(1, minval=0.001, maxval=50, title="3rd Stdev Mult")
basis = fastema
dev1 = mult1 * stdev(src, fastemalength)
dev2 = mult2 * stdev(src, fastemalength)
dev3 = mult3 * stdev(src, fastemalength)
upper1 = basis + dev1
lower1 = basis - dev1
upper2 = basis + dev2
lower2 = basis - dev2
upper3 = basis + dev3
lower3 = basis - dev3

////
//RSI
rsiLength = input(2, minval=1, title="RSILength")
up = rma(max(change(src), 0), rsiLength)
down = rma(-min(change(src), 0), rsiLength)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsin= input(13)
sn = 100 - rsin
ln = 0 + rsin

/////trendmaster
Factor=input(16, minval=1,maxval = 140)
Pd=input(1, minval=1,maxval = 140)
Up=(closeHA)-(Factor*atr(Pd))
Dn=(closeHA)+(Factor*atr(Pd))
TrendUp=na
TrendUp:= closeHA[1]>TrendUp[1]? max(Up,TrendUp[1]) : Up
TrendDown=na
TrendDown:= closeHA[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn
Trend=na
Trend := closeHA > TrendDown[1] ? 1: closeHA< TrendUp[1]? -1: nz(Trend[1],1)
Tsl = Trend==1? TrendUp: TrendDown
linecolor = Trend == 1 ? green : red
plot(Tsl, color = linecolor , style = line , linewidth = 2,title = "SuperTrend")

//Stop runs
lookbacklength = input(20, minval=1, step=5, title="stop run lookback length")

//Volumethreshold
volumethreshold = input(1, minval=1, maxval=3, step=0.05, title="candle vol multiplier")

//
//Long wick
redcandle = closeHA<openHA
greencandle = closeHA>openHA
topWickLen = redcandle ? highHA-openHA:highHA-closeHA
botWickLen = greencandle ? openHA-lowHA:closeHA-lowHA
bodyLen = redcandle ? openHA-closeHA:closeHA-openHA

//HMA
f_hma(_src, _length)=>
    //HMA = WMA(2*WMA(n/2) − WMA(n)),sqrt(n))
    _return = wma((2 * wma(_src, _length / 2)) - wma(_src, _length), round(sqrt(_length)))
f_hma2(_src, _length)=>
    //HMA = WMA(2*WMA(n/2) − WMA(n)),sqrt(n))
    _return = wma((2 * wma(_src, _length / 2)) - wma(_src, _length), round(sqrt(_length)))

hma1length = input(14)
hma2length = input(27)

hma1 = f_hma(close, hma1length)
hma2 = f_hma2(close, hma2length)

// Put your long and short rules here
longCondition = close>Tsl
//low<lowest(low, lookbacklength)[1] and close>lowest(close[1], lookbacklength) and not na(close[lookbacklength]) and close>Tsl
//close>lowest(low, lookbacklength) and low<lowest(low, lookbacklength)[1] and volume>volumethreshold*max(volume[1], volume[lookbacklength]) and close>lowest(close[1], lookbacklength) and not na(close[lookbacklength])
//Trend == 1 and closeHA>openHA and closeHA>highHA[1]
//and Trend[1] == -1 ? Trend: na
//botWickLen>bodyLen and closeHA>openHA and rsi > sn
//and closeHA>openHA and closeHA>highHA[1]
//closeHA>openHA and closeHA>highHA[1] and volema1>volema2 and ((fastema>ma21 and ma21>ma55) or (fastema<ma21 and ma21<ma55))
shortCondition = close<Tsl
//high>highest(high, lookbacklength)[1] and close<highest(close[1], lookbacklength) and not na(close[lookbacklength]) and close<Tsl
//close<highest(high, lookbacklength) and high>highest(high, lookbacklength)[1]  and volume>volumethreshold*max(volume[1], volume[lookbacklength]) and close<highest(close[1], lookbacklength) and not na(close[lookbacklength])
//Trend == -1 and closeHA<openHA and closeHA<lowHA[1]
//and Trend[1] == 1 ? Trend: na
//topWickLen>bodyLen and closeHA<openHA and rsi < ln
//and closeHA<openHA and closeHA<lowHA[1]
//closeHA<openHA and closeHA<lowHA[1] and volema1<volema2 and ((fastema<ma21 and ma21<ma55) or (fastema>ma21 and ma21>ma55))

//hold time (in bars)
holdbarslen = input(40, minval=1, step=5, title="Hold time in number of bars: ")
holdbars = barssince(longCondition or shortCondition)>holdbarslen


longClose = crossunder(close, Tsl)
//crossover(src, upper2) or closeHA<lower1 or crossunder(closeHA, Tsl) or holdbars
shortClose = crossover(close, Tsl)
//crossunder(src, lower2) or closeHA>upper1 or crossover(closeHA, Tsl) or holdbars

if testPeriod()
    strategy.entry("Long", 1, when=longCondition)
    strategy.entry("Short", 0,  when=shortCondition)
    strategy.close("Long", when=longClose)
    strategy.close("Short", when=shortClose)

//SL

stopLow = na
stopHigh = na
if (longCondition and strategy.position_size <= 0) or (shortCondition and strategy.position_size >= 0)
    stopLow := low
    stopHigh := high
else
    if strategy.position_size == 0
        stopLow := na
        stopHigh := na
    else
        stopLow := stopLow[1]
        stopHigh := stopHigh[1]

slPercent = input(0, title='Stop Loss %', type=float, step=0.1) / 100
tsPercent = input(0, title='Trailing Stop Loss %', type=float, step=0.1) / 100

stopLevelLong = strategy.position_size > 0 ? strategy.position_avg_price * (1 - slPercent) : na
stopLevelShort = strategy.position_size < 0 ? strategy.position_avg_price * (1 + slPercent) : na

trailingStopLevelLong = na
trailingStopLevelShort = na
trailingStopLevelLong := strategy.position_size > 0 ? (na(trailingStopLevelLong[1]) ? high * (1 - tsPercent) : max(high * (1 - tsPercent), trailingStopLevelLong[1])) : na
trailingStopLevelShort := strategy.position_size < 0 ? (na(trailingStopLevelShort[1]) ? low * (1 + tsPercent) : min(low * (1 + tsPercent), trailingStopLevelShort[1])) : na

plotshape(slPercent > 0 ? stopLevelLong : na, location=location.absolute, style=shape.xcross, color=red)
plotshape(slPercent > 0 ? stopLevelShort : na, location=location.absolute, style=shape.xcross, color=red)
//plotshape(tsPercent > 0 ? trailingStopLevelLong : na, location=location.absolute, style=shape.xcross, color=blue)
//plotshape(tsPercent > 0 ? trailingStopLevelShort : na, location=location.absolute, style=shape.xcross, color=blue)
//plotshape(strategy.position_avg_price, location=location.absolute, style=shape.circle, color=white)

dynStop = input(false, title='Dynamic stop', type=bool)
if dynStop and not (longCondition or shortCondition or longClose or shortClose)
    strategy.exit("Dynamic Stop Loss (Long)", "Long", stop=stopLow)
    strategy.exit("Dynamic Stop Loss (Short)", "Short", stop=stopHigh)
else
    strategy.cancel("Dynamic Stop Loss (Long)")
    strategy.cancel("Dynamic Stop Loss (Short)")

if slPercent > 0 and not (longCondition or shortCondition or longClose or shortClose)
    strategy.exit("Stop Loss (Long)", "Long", stop=stopLevelLong)
    strategy.exit("Stop Loss (Short)", "Short", stop=stopLevelShort)
else
    strategy.cancel("Stop Loss (Long)")
    strategy.cancel("Stop Loss (Short)")

if tsPercent > 0 and not (longCondition or shortCondition or longClose or shortClose)
    strategy.exit("Trailing Stop Loss (Long)", "Long", stop=trailingStopLevelLong)
    strategy.exit("Trailing Stop Loss (Short)", "Short", stop=trailingStopLevelShort)
else
    strategy.cancel("Trailing Stop Loss (Long)")
    strategy.cancel("Trailing Stop Loss (Short)")