NEO RTI BTC

// 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 NEO
//@version=5

strategy("NEO RTI BTC", 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)
//
// ****************************************************************************************************************************************************************
// RTI
// ****************************************************************************************************************************************************************

// Inputs
timeframeRTI                 = input.timeframe(defval ='1D', group = "RTI", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
trend_data_count             = input.int(113, step=4, minval=10, title="Trend Length", inline = "RTI", group="RTI")
trend_sensitivity_percentage = input.int(95, step=1,minval=50, maxval=98,title='Sensitivity', inline = "RTI", group="RTI")
ThreshholdRTI                = input.int(50, step=1, group="RTI")

// Calculation
upper_trend = request.security(syminfo.tickerid,timeframeRTI,close) + request.security(syminfo.tickerid,timeframeRTI,ta.stdev(close, 2))
lower_trend = request.security(syminfo.tickerid,timeframeRTI,close) - request.security(syminfo.tickerid,timeframeRTI,ta.stdev(close, 2))

upper_array = array.new<float>(0)
lower_array = array.new<float>(0)
for i = 0 to trend_data_count - 1
    upper_array.push(upper_trend[i])
    lower_array.push(lower_trend[i])
upper_array.sort()
lower_array.sort()

upper_index  = math.round(trend_sensitivity_percentage / 100 * trend_data_count) - 1
lower_index  = math.round((100 - trend_sensitivity_percentage) / 100 * trend_data_count) - 1
UpperTrend   = upper_array.get(upper_index)
LowerTrend   = lower_array.get(lower_index)
RelativeTrendIndex = ((request.security(syminfo.tickerid,timeframeRTI,close) - LowerTrend) / (UpperTrend - LowerTrend))*100

// Plots
plot (ThreshholdRTI, color = color.gray)
plot (RelativeTrendIndex, color = color.yellow)

// Intermittenat Signal
// RTIlong = ta.crossover(RelativeTrendIndex, 50)
// RTIshort = ta.crossunder(RelativeTrendIndex, 50)

// Constant Signal
RTIlong = RelativeTrendIndex > ThreshholdRTI
RTIshort = RelativeTrendIndex < ThreshholdRTI

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