//@version=3


study(title="strategy MTF candles by yatrader2 signals", shorttitle="[BT] Simple Template 1.0", overlay=true)


////////////////////////////////////////////////////////////////
//* Common functions                                         *//
////////////////////////////////////////////////////////////////

//Different options of security()
get_sec(sid, res, src, look_ahead, shift_back) =>
    indHighTF = barstate.isrealtime ? 1 : 0
    indCurrTF = barstate.isrealtime ? 0 : 1
    x1 = security(sid, res, src[indHighTF], barmerge.gaps_off, barmerge.lookahead_off)
    x2 = security(sid, res, src[indHighTF], barmerge.gaps_off, barmerge.lookahead_on)
    x = look_ahead ? x2 : x1
    info = if shift_back
        x[indCurrTF]
    else
        x

// Check trending of a bar, i.e. Close vs Open
get_trend(x, y, rerr, gerr) =>
    t = if x > y and abs(x - y) / y > gerr
        1
    else
        if x < y and abs(x - y) / y > rerr
            -1
        else
            0


get_kama(src, length) =>
    xvnoise = abs(src - src[1])
    nfastend = 0.618
    nslowend = 0.0618
    nsignal = abs(src - src[length])
    nnoise = sum(xvnoise, length)
    nefratio = iff(nnoise != 0, nsignal / nnoise, 0)
    nsmooth = pow(nefratio * (nfastend - nslowend) + nslowend, 2)
    KAMA = na
    KAMA := nz(KAMA[1]) + nsmooth * (src - nz(KAMA[1]))

////////////////////////////////////////////////////////////////
//* Source and Alternative Candlestick                       *//
////////////////////////////////////////////////////////////////

altSrc = input("ohlc4", 'SOURCE', options=["close", "high", "low", "open", "tr", "vwap", "ohlc4", "hl2", "hlc3"])

altSLength = input(1, 'SMOOTHING LENGTH (1 to turnoff)', type= integer, minval=1)
altSMethod = input("ema", '- Smoothing method', options=["swma", "sma", "ema", "rma", "wma", "vwma", "alma", "kama"])

altRes = input("1", 'ALTERNATIVE TIMEFRAME (1 to turnoff)', type=resolution)
symRes = altRes == "1" ? period : altRes
isHA = input(false, '- Heikin-ashi', type=bool)
symID = isHA ? heikenashi(tickerid) : tickerid
lookAh = input(false, '- Lookahead (disable to resolve repaint)', type=bool)
shiftB = input(true, '- Shiftback (enable to resolve repaint)', type=bool)

// For any calculation relating to the actual price
tv_o = open
tv_h = high
tv_l = low
tv_c = close
tv_hl2 = hl2
tv_hlc3 = hlc3
tv_ohlc4 = ohlc4
tv_tr = tr
tv_vwap = vwap

// Get specific source for the NZ center
alt_src = iff(altSrc == "high", tv_h, iff(altSrc == "low", tv_l,
     iff(altSrc == "open", tv_o, iff(altSrc == "tr", tv_tr,
     iff(altSrc == "vwap", tv_vwap, iff(altSrc == "ohlc4", tv_ohlc4,
     iff(altSrc == "hlc3", tv_hlc3, iff(altSrc == "hl2", tv_hl2, iff(altSrc == "close", tv_c, tv_ohlc4)))))))))

// Smoothing and transform the center with the specific timeframe and candlestick
alt_smoothSrc = altSLength > 1 ? iff(altSMethod == "sma", sma(alt_src, altSLength), iff(altSMethod == "ema", ema(alt_src, altSLength), iff(altSMethod == "rma", rma(alt_src, altSLength),
     iff(altSMethod == "wma", wma(alt_src, altSLength), iff(altSMethod == "vwma", vwma(alt_src, altSLength), iff(altSMethod == "swma", swma(alt_src),
     iff(altSMethod == "alma", alma(alt_src, altSLength, 0, 6), iff(altSMethod == "kama", get_kama(alt_src, altSLength), sma(alt_src, altSLength))))))))) : alt_src
alt_s = altRes == "1" ? alt_smoothSrc : get_sec(symID, symRes, alt_smoothSrc, lookAh, shiftB)


// Smoothing and transform the high with the specific timeframe and candlestick
alt_smoothHigh = altSLength > 1 ? iff(altSMethod == "sma", sma(tv_h, altSLength), iff(altSMethod == "ema", ema(tv_h, altSLength), iff(altSMethod == "rma", rma(tv_h, altSLength),
     iff(altSMethod == "wma", wma(tv_h, altSLength), iff(altSMethod == "vwma", vwma(tv_h, altSLength), iff(altSMethod == "swma", swma(tv_h),
     iff(altSMethod == "alma", alma(tv_h, altSLength, 0, 6), iff(altSMethod == "kama", get_kama(tv_h, altSLength), sma(tv_h, altSLength))))))))) : tv_h
alt_h = altRes == "1" ? alt_smoothHigh : get_sec(symID, symRes, alt_smoothHigh, lookAh, shiftB)


// Smoothing and transform the low with the specific timeframe and candlestick
alt_smoothLow = altSLength > 1 ? iff(altSMethod == "sma", sma(tv_l, altSLength), iff(altSMethod == "ema", ema(tv_l, altSLength), iff(altSMethod == "rma", rma(tv_l, altSLength),
     iff(altSMethod == "wma", wma(tv_l, altSLength), iff(altSMethod == "vwma", vwma(tv_l, altSLength), iff(altSMethod == "swma", swma(tv_l),
     iff(altSMethod == "alma", alma(tv_l, altSLength, 0, 6), iff(altSMethod == "kama", get_kama(tv_l, altSLength), sma(tv_l, altSLength))))))))) : tv_l
alt_l = altRes == "1" ? alt_smoothLow : get_sec(symID, symRes, alt_smoothLow, lookAh, shiftB)

// Get specific source for the center
alt_srcCenter = iff(altSrc == "high", tv_h, iff(altSrc == "low", tv_l,
     iff(altSrc == "open", tv_o, iff(altSrc == "tr", tv_hlc3 + tv_tr,
     iff(altSrc == "vwap", tv_vwap, iff(altSrc == "ohlc4", tv_ohlc4,
     iff(altSrc == "hlc3", tv_hlc3, iff(altSrc == "hl2", tv_hl2, iff(altSrc == "close", tv_c, tv_ohlc4)))))))))

// Smoothing and transform the center with the specific timeframe and candlestick
alt_smoothCenter = altSLength > 1 ? iff(altSMethod == "sma", sma(alt_srcCenter, altSLength), iff(altSMethod == "ema", ema(alt_srcCenter, altSLength), iff(altSMethod == "rma", rma(alt_srcCenter, altSLength),
     iff(altSMethod == "wma", wma(alt_srcCenter, altSLength), iff(altSMethod == "vwma", vwma(alt_srcCenter, altSLength), iff(altSMethod == "swma", swma(alt_srcCenter),
     iff(altSMethod == "alma", alma(alt_srcCenter, altSLength, 0, 6), iff(altSMethod == "kama", get_kama(alt_srcCenter, altSLength), sma(alt_srcCenter, altSLength))))))))) : alt_src
alt_center = altRes == "1" ? alt_smoothCenter : get_sec(symID, symRes, alt_smoothCenter, lookAh, shiftB)

////////////////////////////////////////////////////////////////
//* Common Variables                                         *//
////////////////////////////////////////////////////////////////

// Transform setting for plotting with overlay=false
plotCenter = 0
plot_rangeWidth = 300
plot_signalWidth = 200






intv=security(tickerid, altRes , isintraday?interval:interval*1440)
o = security(tickerid, altRes , open, barmerge.gaps_off, barmerge.lookahead_on)
c = security(tickerid, altRes , close, barmerge.gaps_off, barmerge.lookahead_on)
h = security(tickerid, altRes , high, barmerge.gaps_off, barmerge.lookahead_on)
l = security(tickerid, altRes , low, barmerge.gaps_off, barmerge.lookahead_on)

min_of_day = (hour*60)+minute
midpoint=floor(intv/2)
wickwidth=input(1.0, title="Wick width in bars")*interval/2
step= input(true, title="Gray Borders with square edges of candles")
topsbots= input(true, title="Color top/bottom edge of candles")
pointyline= input(false, title="Colored Borders with non-square edges of candles")

wicktime= ((min_of_day % intv > midpoint-wickwidth) and (min_of_day % intv  <= midpoint+wickwidth)) ?true:false

col = c >= o ? lime : red

// why so many options... see below
plot(not pointyline?na:wicktime?o>c?h:l:o, color=col, title="Open", style=line, transp=40, title="pointyline open")
plot(not pointyline?na:wicktime?o<=c?h:l:c, color=col, title="Close", style=line, transp=40, title="pointyline close")
plot(not step?na:wicktime?o>c?h:l:o, color=gray, title="Open", style=stepline, transp=20, title="stepline open")
plot(not step?na:wicktime?o<=c?h:l:c, color=gray, title="Close", style=stepline, transp=20, title="stepline close")
plot(not topsbots?na:wicktime?o>c?h:l:o, color=col, title="Open", style=circles, transp=80)
plot(not topsbots?na:wicktime?o<=c?h:l:c, color=col, title="Close", style=circles, transp=80)


po = plot(wicktime?o>c?h:l:o, color=col, title="Open", style=stepline, transp=100, title="hidden open", editable=false)
pc = plot(wicktime?o<=c?h:l:c, color=col, title="Close", style=stepline, transp=100, title="hidden close", editable=false)
// wick tips
plot(wicktime and h>c?h:na, color=col, title="High", style=circles, transp=60)
plot(wicktime and l<c?l:na, color=col, title="Low", style=circles, transp=60)

fill(po, pc, col)




// INPUTS

useRenko   = input(false, title="This a RENKO Chart?")
// WARNING: Using Heikin-Ashi may result in inaccurate backtest results
useHeikin  = input(false, title="Use Heikin-Ashi Candles? (BT WILL BE UNRELIABLE)")
// Use Alternate Anchor TF for MAs
anchor = input(0,minval=0,maxval=1440,title="Alternate TimeFrame Multiplier (0=none)")
// If have anchor specified, calculate the base multiplier.
//mult  = isintraday ? anchor==0 or interval<=0 or interval>=anchor or anchor>1440? 1 : round(anchor/interval) : 1
//mult := isdwm?  1 : mult  // Only available Daily or less
mult = anchor>0 ? anchor : 1
open_  = useHeikin ? security(heikinashi(tickerid), period, open) : security(tickerid, period, open)
close_ = useHeikin ? security(heikinashi(tickerid), period, close) : security(tickerid, period, close)
high_  = useRenko? max(close_,open_) : useHeikin ? security(heikinashi(tickerid), period, high) : security(tickerid, period, high)
low_   = useRenko? min(close_,open_) : useHeikin ? security(heikinashi(tickerid), period, low) :  security(tickerid, period, low)
uPrice = input(title="Price", defval="close", options=["close", "high", "low"])
src= uPrice=="close" ? close_ : uPrice=="high" ? high_ : uPrice=="low" ? low_ : na



// Conditions

longCond = na
shortCond = na
longCond :=   c >= o and c[1] <= o[1]
shortCond :=  c <= o and c[1] >= o[1]

// Count your long short conditions for more control with Pyramiding

sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])

if longCond
    sectionLongs := sectionLongs + 1
    sectionShorts := 0

if shortCond
    sectionLongs := 0
    sectionShorts := sectionShorts + 1

// Pyramiding

pyrl = 1

// These check to see your signal and cross references it against the pyramiding settings above

longCondition = longCond and sectionLongs <= pyrl
shortCondition = shortCond and sectionShorts <= pyrl

// Get the price of the last opened long or short

last_open_longCondition = na
last_open_shortCondition = na
last_open_longCondition := longCondition ? open : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? open : nz(last_open_shortCondition[1])

// Check if your last postion was a long or a short

last_longCondition = na
last_shortCondition = na
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])

in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition

// Take profit

isTPl = input(false, "Take Profit Long")
isTPs = input(false, "Take Profit Short")
tp = input(5, "Take Profit %", type=float)
long_tp = isTPl and crossover(high, (1+(tp/100))*last_open_longCondition) and longCondition == 0 and in_longCondition  == 1
short_tp = isTPs and crossunder(low, (1-(tp/100))*last_open_shortCondition) and shortCondition == 0 and in_shortCondition == 1

// Stop Loss

isSLl = input(false, "Stop Loss Long")
isSLs = input(false, "Stop Loss Short")
sl= 0.0
sl := input(3, "Stop Loss %", type=float)
long_sl = isSLl and crossunder(low, (1-(sl/100))*last_open_longCondition) and longCondition == 0 and in_longCondition == 1
short_sl = isSLs and crossover(high, (1+(sl/100))*last_open_shortCondition) and shortCondition == 0 and in_shortCondition == 1

// Create a single close for all the different closing conditions.

long_close = long_tp or long_sl ? 1 : 0
short_close = short_tp or short_sl ? 1 : 0

// Get the time of the last close

last_long_close = na
last_short_close = na
last_long_close := long_close ? time : nz(last_long_close[1])
last_short_close := short_close ? time : nz(last_short_close[1])

// Alerts & Signals

bton(b) => b ? 1 : 0
plotshape(longCondition, title = "Buy Signal", text = "B", style=shape.triangleup, location=location.belowbar, color = green, editable = false, transp = 0)
plotshape(shortCondition, title = "Sell Signal", text = "S", style=shape.triangledown, location=location.abovebar, color = red, editable = false, transp = 0)

plotshape(long_tp and last_longCondition > nz(last_long_close[1]), text ="TP", title="Take Profit Long", style=shape.triangledown,
   location=location.abovebar, color = red, editable = false, transp = 0)
plotshape(short_tp and last_shortCondition > nz(last_short_close[1]) , text ="TP", title="Take Profit Short", style=shape.triangleup,
   location=location.belowbar, color = lime, editable = false, transp = 0)

ltp = iff(long_tp and last_longCondition > nz(last_long_close[1]), (1+(tp/100))*last_open_longCondition, na)
plot(ltp, style=cross, linewidth=3, color = white, editable = false)
stp = iff(short_tp and last_shortCondition > nz(last_short_close[1]), (1-(tp/100))*last_open_shortCondition, na)
plot(stp, style = cross, linewidth=3, color = white, editable = false)

plotshape(long_sl and last_longCondition > nz(last_long_close[1]), text ="SL", title="Stop Loss Long", style=shape.triangledown,
   location=location.abovebar, color = red, editable = false, transp = 0)
plotshape(short_sl and last_shortCondition > nz(last_short_close[1]), text ="SL", title="Stop Loss Short", style=shape.triangleup,
   location=location.belowbar, color = lime, editable = false, transp = 0)

lsl = iff(long_sl and last_longCondition > nz(last_long_close[1]), (1-(sl/100))*last_open_longCondition, na)
plot(lsl, style=cross, linewidth=3, color = white, editable = false)
ssl = iff(short_sl and last_shortCondition > nz(last_short_close[1]), (1+(sl/100))*last_open_shortCondition, na)
plot(ssl, style = cross, linewidth=3, color = white, editable = false)

alertcondition(bton(longCondition), title="Buy Alert")
alertcondition(bton(shortCondition), title="Sell Alert")
alertcondition(bton(long_tp and last_longCondition > nz(last_long_close[1])), title="Take Profit Long")
alertcondition(bton(short_tp and last_shortCondition > nz(last_short_close[1])), title="Take Profit Short")
alertcondition(bton(long_sl and last_longCondition > nz(last_long_close[1])), title="Stop Loss Long")
alertcondition(bton(short_sl and last_shortCondition > nz(last_short_close[1])), title="Stop Loss Short")