//@version=3
//@John Zebley
////////////////////////////////////////////////////////////
// Originally based on Average True Range Trailing Stops Strategy by HPotter with okadoke & Sylvain Vervoort's tweaks
// Uses RSI oversold and overbought ranges for entries and exits along with ATR stoplosses and some other tricks
// Trust the strat, become one with the strat
////////////////////////////////////////////////////////////
strategy(title="ATR Trailing Stops Strategy", shorttitle="ATRTSS", overlay = true,
  initial_capital=4000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type="percent", commission_value=0.0)

//user settings
nATRPeriod      = input(9, "ATR Period")
nATRMultip      = input(3.5, "ATR Multiplier")
useShorts       = input(false, "Test w/Shorts?")


emaentry        =input(true, "Enter trades on ema crosses?")
RSIentry        =input(true, "RSI Knife Catch?")
RSIatrmode      =input(true, "ATR stoploss on RSI entries?")
RSItrailing     =input(true, "Trail RSI stop to cutoff?")
RSIexit         =input(true, "Exit trades on RSI multitouch?")
takeProfit      =input(false, "Take profit at fixed percent?")
stopEMAPercent  =input(0.5,"EMA entry Stop Loss Percent")
stopRSIPercent  =input(20.0,"RSI stop loss ATR shrink/fixed stop loss percent")
trailingcuttoff =input(4.0, "Trailing Cuttoff Percent")
profitPercent   =input(57.0,"Fixed Take-Profit Percent")
RSItouchesOS    =input(2, "# of RSI touches for entries")
RSItouchesOB    =input(4, "# of RSI touches for exits")
OBstoch         =input(75,"Stochastic Danger zone")
StochX          =input(12, "Higher Time Frame Stoch Multiplier", minval = 1)
RSIlevelOS      =input(32, "OS RSI level", minval=0, maxval=100)
RSIlevelOB      =input(84,  "OB RSI level", minval=0, maxval=100)
RSIdelay        =input(1, "RSI candle delay")


emafast = ema(close, input(21,"EMA 1"))
emaslow = ema(close, input(50,"EMA 2"))

k = sma(stoch(close, high, low, 14), 6)
kdaily = sma(stoch(close, high, low, (StochX * 14)), 6)
rsi14 = rsi(close, 14)


//obtain values from last ticker
entryPrice=0.0
entryPrice:= nz(entryPrice[1])

profitPriceLevel=0.0
profitPriceLevel:=nz(profitPriceLevel[1])

stopLossLevel=0.0
stopLossLevel:=nz(stopLossLevel[1])

isProfitCatch=na
isStopLoss=na

bullcross =na
RSItrigger=na

calcStop=true
calcStop:=nz(calcStop[1])

RSIcounterOS=na
RSIcounterOS:=nz(RSIcounterOS[1])

RSIcounterOB=na
RSIcounterOB:=nz(RSIcounterOB[1])



///ATR code
xATR = atr(nATRPeriod)
nLoss = nATRMultip * xATR
xATRTrailingStop = na
xATRTrailingStop :=
 iff(close > nz(xATRTrailingStop[1], 0) and close[1] > nz(xATRTrailingStop[1], 0), max(nz(xATRTrailingStop[1]), close - nLoss),
  iff(close < nz(xATRTrailingStop[1], 0) and close[1] < nz(xATRTrailingStop[1], 0), min(nz(xATRTrailingStop[1]), close + nLoss),
   iff(close > nz(xATRTrailingStop[1], 0), close - nLoss, close + nLoss)))

pos = na
pos :=
 iff(close[1] < nz(xATRTrailingStop[1], 0) and close > nz(xATRTrailingStop[1], 0), 1,
  iff(close[1] > nz(xATRTrailingStop[1], 0) and close < nz(xATRTrailingStop[1], 0), -1, nz(pos[1], 0)))

color = pos == -1 ? red: pos == 1 ? green : blue
plot(xATRTrailingStop, color=color, linewidth=2, title="ATR Trailing Stop")


//RSI code & ema triggers
if crossunder(rsi14, RSIlevelOS)
    RSIcounterOS := RSIcounterOS + 1

if crossunder(rsi14, RSIlevelOB)
    RSIcounterOB := RSIcounterOB + 1

//BUY triggers
bullcross:= (crossover(emafast, emaslow) and k < OBstoch and kdaily < OBstoch)
RSItrigger:= (crossunder(rsi14[RSIdelay], RSIlevelOS) and kdaily < OBstoch and RSIcounterOS == RSItouchesOS)
buy = (crossover(close, xATRTrailingStop) or (emaentry and bullcross) or (RSIentry and RSItrigger))


//calculations for fixed take profit & fixed stop loss
if (buy and takeProfit)
    entryPrice:=ohlc4
    profitPriceLevel := (1 + 0.01 * profitPercent) * entryPrice

if (buy and bullcross and calcStop)
    entryPrice:=ohlc4
    stopLossLevel := (1 - 0.01 * stopEMAPercent) * entryPrice
    calcStop:=false

if (buy and RSItrigger and calcStop)
    entryPrice:=ohlc4
    if RSIatrmode
        stopLossLevel := close - ((1 - 0.01 * stopRSIPercent) * nLoss)
    else
        stopLossLevel := (1 - 0.01 * stopRSIPercent) * entryPrice
    calcStop:=false


//RSI trailing stop calculations
if (RSItrailing and RSIatrmode and (close < xATRTrailingStop) and (stopLossLevel <= (entryPrice * (1 - 0.01 * trailingcuttoff))) and calcStop==false)
    if (close > nz(stopLossLevel[1], 0) and close[1] > nz(stopLossLevel[1], 0))
        stopLossLevel := max(nz(stopLossLevel[1]), (close - ((1 - 0.01 * stopRSIPercent) * nLoss)))

if close > xATRTrailingStop
    stopLossLevel :=na

if crossunder(close, xATRTrailingStop)
    stopLossLevel :=na

plot(stopLossLevel, title='stop loss', color=green, linewidth=2, style=area, transp=85)


//SELL triggers
isProfitCatch:= crossover(close, profitPriceLevel)
isStopLoss:=(crossunder(low, stopLossLevel) and close < xATRTrailingStop)
sell= (crossunder(close, xATRTrailingStop) or (takeProfit and isProfitCatch) or isStopLoss or (RSIexit and (crossover(rsi14[RSIdelay], RSIlevelOB) and RSIcounterOB == RSItouchesOB)))

if sell
    entryPrice:=na
    profitPriceLevel:=na
    stopLossLevel:=na
    isProfitCatch:= false
    isStopLoss:= false
    calcStop:=true
    RSIcounterOB:=0
    RSIcounterOS:=0



// === BACKTEST RANGE ===
FromMonth = input(defval = 02, title = "From Month", minval = 1)
FromDay   = input(defval = 05, title = "From Day", minval = 1)
FromYear  = input(defval = 2019, title = "From Year", minval = 2019)
ToMonth   = input(defval = 1, title = "To Month", minval = 1)
ToDay     = input(defval = 1, title = "To Day", minval = 1)
ToYear    = input(defval = 9999, title = "To Year", minval = 2019)

testPeriod() =>
    (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))


strategy.entry("LONG", long=true, when=buy and testPeriod())
strategy.close("LONG", when=sell and not useShorts and testPeriod())
strategy.entry("SHORT", long=false, when=useShorts and sell and testPeriod())