// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © GuufyKing

//@version=5
strategy("Strat Dev Experimental Strategy (BTC)", initial_capital=10000, slippage=1, default_qty_value=100,
 pyramiding=0, default_qty_type=strategy.percent_of_equity, process_orders_on_close=true,
 shorttitle="SD101", overlay=true)

//Date Range:
useDateFilter = input.bool(true, title="Range of Backtest",
     group="Backtest")
backtestStartDate = input.time(timestamp("1 Jan 2018"),
     title="Start Date", group="Backtest Time Period")

//Range Conditions:
inDateRange = not useDateFilter or (time >= backtestStartDate)

//Cobra Metrics Table:
import EliCobra/CobraMetrics/4 as cobra
//// PLOT DATA
disp_ind = input.string ("Equity" , 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 Right", "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("Full", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
plot(cobra.curve(disp_ind))
cobra.cobraTable(type_table, pos_table)

//Exponential Moving Average (EMA) Indicator:
EMA = ta.ema(close, 12)
SMA = ta.sma(close, 12)
plot(EMA, title = "EMA", color = color.orange)
longEMA = EMA >= close[1]
shortEMA = EMA < close [1]

//Relative Strength Index (RSI) Indicator:
ma(source, length, type) =>
    switch type
        "SMA" => ta.sma(source, length)
        "Bollinger Bands" => ta.sma(source, length)
        "EMA" => ta.ema(source, length)
        "SMMA (RMA)" => ta.rma(source, length)
        "WMA" => ta.wma(source, length)
        "VWMA" => ta.vwma(source, length)

// RSI Inputs:
rsiLengthInput = input.int(14, minval=1, title="RSI Length", group="RSI Settings")
rsiSourceInput = input.source(close, "Source", group="RSI Settings")
maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings", display = display.data_window)
maLengthInput = input.int(14, title="MA Length", group="MA Settings", display = display.data_window)
bbMultInput = input.float(2.0, minval=0.001, maxval=50, title="BB StdDev", group="MA Settings", display = display.data_window)
showDivergence = input.bool(false, title="Show Divergence", group="RSI Settings", display = display.data_window)

// RSI Moves:
up = ta.rma(math.max(ta.change(rsiSourceInput), 0), rsiLengthInput)
down = ta.rma(-math.min(ta.change(rsiSourceInput), 0), rsiLengthInput)
rsiDaily = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
rsiMA = ma(rsiDaily, maLengthInput, maTypeInput)
isBB = maTypeInput == "Bollinger Bands"

// RSI Plots:
//rsiPlot = plot(rsi, "RSI", color=#7E57C2)
//plot(rsiMA, "RSI-based MA", color=color.yellow)
//rsiUpperBand = hline(70, "RSI Upper Band", color=#787B86)
//midline = hline(50, "RSI Middle Band", color=color.new(#787B86, 50))
//rsiLowerBand = hline(30, "RSI Lower Band", color=#787B86)
//fill(rsiUpperBand, rsiLowerBand, color=color.rgb(126, 87, 194, 90), title="RSI Background Fill")
//bbUpperBand = plot(isBB ? rsiMA + ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Upper Bollinger Band", color=color.green)
//bbLowerBand = plot(isBB ? rsiMA - ta.stdev(rsi, maLengthInput) * bbMultInput : na, title = "Lower Bollinger Band", color=color.green)
//fill(bbUpperBand, bbLowerBand, color= isBB ? color.new(color.green, 90) : na, title="Bollinger Bands Background Fill")

//midLinePlot = plot(50, color = na, editable = false, display = display.none)
//fill(rsiPlot, midLinePlot, 100, 70, top_color = color.new(color.green, 0), bottom_color = color.new(color.green, 100),  title = "Overbought Gradient Fill")
//fill(rsiPlot, midLinePlot, 30,  0,  top_color = color.new(color.red, 100), bottom_color = color.new(color.red, 0),      title = "Oversold Gradient Fill")

// Divergence
lookbackRight = 5
lookbackLeft = 5
rangeUpper = 60
rangeLower = 5
bearColor = color.red
bullColor = color.green
textColor = color.white
noneColor = color.new(color.white, 100)

plFound = na(ta.pivotlow(rsiDaily, lookbackLeft, lookbackRight)) ? false : true
phFound = na(ta.pivothigh(rsiDaily, lookbackLeft, lookbackRight)) ? false : true
_inRange(cond) =>
	bars = ta.barssince(cond == true)
	rangeLower <= bars and bars <= rangeUpper

//------------------------------------------------------------------------------
// Regular Bullish
// rsi: Higher Low

rsiHL = rsiDaily[lookbackRight] > ta.valuewhen(plFound, rsiDaily[lookbackRight], 1) and _inRange(plFound[1])

// Price: Lower Low

priceLL = low[lookbackRight] < ta.valuewhen(plFound, low[lookbackRight], 1)
bullCondAlert = priceLL and rsiHL and plFound
bullCond = showDivergence and bullCondAlert

//plot(
//     plFound ? rsiDaily[lookbackRight] : na,
//     offset=-lookbackRight,
//     title="Regular Bullish",
//     linewidth=2,
//     color=(bullCond ? bullColor : noneColor)
//     )
//
//plotshape(
//	 bullCond ? rsiDaily[lookbackRight] : na,
//	 offset=-lookbackRight,
//	 title="Regular Bullish Label",
//	 text=" Bull ",
//	 style=shape.labelup,
//	 location=location.absolute,
//	 color=bullColor,
//	 textcolor=textColor
//	 )
//
//------------------------------------------------------------------------------
// Regular Bearish
// rsi: Lower High

rsiLH = rsiDaily[lookbackRight] < ta.valuewhen(phFound, rsiDaily[lookbackRight], 1) and _inRange(phFound[1])

// Price: Higher High

priceHH = high[lookbackRight] > ta.valuewhen(phFound, high[lookbackRight], 1)

bearCondAlert = priceHH and rsiLH and phFound
bearCond = showDivergence and bearCondAlert

//plot(
//	 phFound ? rsiDaily[lookbackRight] : na,
//	 offset=-lookbackRight,
//	 title="Regular Bearish",
//	 linewidth=2,
//	 color=(bearCond ? bearColor : noneColor)
//	 )
//
//plotshape(
//	 bearCond ? rsiDaily[lookbackRight] : na,
//	 offset=-lookbackRight,
//	 title="Regular Bearish Label",
//	 text=" Bear ",
//	 style=shape.labeldown,
//	 location=location.absolute,
//	 color=bearColor,
//	 textcolor=textColor
//	 )
//
//alertcondition(bullCondAlert, title='Regular Bullish Divergence', message="Found a new Regular Bullish Divergence, `Pivot Lookback Right` number of bars to the left of the current bar.")
//alertcondition(bearCondAlert, title='Regular Bearish Divergence', message='Found a new Regular Bearish Divergence, `Pivot Lookback Right` number of bars to the left of the current bar.')

//Standard Deviation Indicator:
length = input.int(20, minval=1)
src = input(close, title='Source')
stdev = ta.stdev(src, length)
plot(stdev, color=color.new(color.blue, 0))

longCon = rsiDaily > 50 and stdev >= close and longEMA

shortCon = rsiDaily < 50 and stdev < close and shortEMA

if longCon and inDateRange and barstate.isconfirmed
    strategy.entry("Long State", strategy.long)

if shortCon and inDateRange and barstate.isconfirmed
    strategy.entry("Short State", strategy.short)