// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ysantur
//@version=4
strategy("Yeşillim strategy", overlay = true , precision = 7, max_bars_back = 500,pyramiding = 0, initial_capital = 1000, currency = currency.USD, default_qty_type = strategy.cash, default_qty_value = 500, commission_type = "percent", commission_value = 0.1, calc_on_every_tick=false, process_orders_on_close=false)

// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2021, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 1,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 1,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2112, title = "Thru Year",       type = input.integer, minval = 1970)

// === INPUT SHOW PLOT ===
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)

// === FUNCTION EXAMPLE ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => time >= start and time <= finish ? true : false       // create function "within window of time"


src = (close*2+high+low+open)/5
depth = input(title="Depth", type=input.integer, defval=10)
smooth = input(title="Smooth", type=input.integer, defval=9)

bias = input(title="Bias", type=input.float, step=0.1, defval=0.3)
up=(100+bias)/100
down=(100-bias)/100

f=array.new_int(depth+1)
W=array.new_float(depth)
a=1
b=1
sum=0.0

for i=0 to depth
    array.set(f,i,a+b)
    a:=b
    b:=array.get(f,i)

x=0.0

for i=1 to depth-1
    array.set(W,i,array.get(f,depth-1)/array.get(f,i))
    sum:=sum+array.get(f,depth-1)/array.get(f,i)

for i=1 to depth-1
    x:=x+array.get(W,depth-i) * src

x:=x/sum

x:=ema(x,8)
y=ema(x,3)
e1 = stdev(x, 3)
e2 = stdev(x, 8)

u=x+e1
l=x-2*(e1+e2)


buySignal = crossover(src, x)
sellSignal = crossunder(src, y)
//plotshape(buySignal,text="Buy",style=shape.labelup, size=size.tiny,color=color.green, textcolor=color.white)
//plotshape(sellSignal,text="Sell",style=shape.labeldown, size=size.tiny,color=color.red, textcolor=color.white)

renk=color.yellow
if (crossover(src, x) or src>=x ) or src>=y
    renk:=color.green
if (crossunder(src, y) or src<y)
    renk:=color.red

plot(l,color=renk, linewidth=3)


longCond = bool(na)
shortCond = bool(na)

//longCond := (crossover(src, x) or src>=x ) or src>=y
//shortCond := (crossunder(src, y) or src<y)

longCond := crossover(src, x)
shortCond := crossunder(src, y)


CondIni = 0
CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1]
long = longCond and CondIni[1] == -1
short = shortCond and CondIni[1] == 1
plotshape(long, title="BUY", text="B", style=shape.labeldown, textcolor=color.white, size=size.auto, location=location.top, color=color.green, transp=0)
plotshape(short, title="SELL", text="S", style=shape.labelup, textcolor=color.white, size=size.auto, location=location.bottom, color=color.red, transp=0)

strategy.entry(id="Long Entry", comment="buy", long=true, when=long and window() )
strategy.close("Long Entry", comment="sell", when=short and window() )