// Get user input
var g_bb        = "Bollinger Band Settings"
upperBandSD     = input.float(title="Upper Band Std Dev", defval=3.0, tooltip="Upper band's standard deviation multiplier", group=g_bb)
lowerBandSD     = input.float(title="Lower Band Std Dev", defval=1.0, tooltip="Lower band's standard deviation multiplier", group=g_bb)
maPeriod        = input.int(title="Middle Band MA Length", defval=100, tooltip="Middle band's SMA period length", group=g_bb)
var g_tester    = "Backtester Settings"
drawTester      = input.bool(title="Draw Backtester", defval=true, group=g_tester, tooltip="Turn on/off inbuilt backtester display")
var g_rf        = "Regime Filter Settings"
useRegime       = input.bool(title="Use Regime Filter", defval=true, group=g_rf)
res             = input.timeframe(title="Timeframe", defval="D", group=g_rf)
len             = input.int(title="EMA Length", defval=20, group=g_rf)
market          = input.symbol(title="Market", defval="BATS:SPY", group=g_rf)

// Define custom security function
f_sec(_market, _res, _exp) => request.security(_market, _res, _exp[barstate.isconfirmed ? 0 : 1])

// Get EMA value
ema = ta.ema(close, len)
emaValue = f_sec(market, res, ema)

// Check if price is above or below EMA filter
marketPrice = f_sec(market, res, close)
regimeFilter = not useRegime or marketPrice > emaValue

// Change background color
plotshape(useRegime, style=shape.square, size=size.normal, location=location.bottom, color=regimeFilter ? color.green : color.red, title="Regime Filter")

// Get Bollinger Bands
[bbIgnore1, bbHigh, bbIgnore2] = ta.bb(close, maPeriod, upperBandSD)
[bbMid, bbIgnore3, bbLow]      = ta.bb(close, maPeriod, lowerBandSD)

// Prepare trade persistent variables
drawEntry   = false
drawExit    = false

// Detect bollinger breakout
if close > bbHigh and barstate.isconfirmed and strategy.position_size == 0 and regimeFilter
    drawEntry := true
    strategy.entry(id="Trade", direction=strategy.long, when=strategy.position_size == 0)
    alert("Bollinger Breakout Detected for " + syminfo.ticker, alert.freq_once_per_bar_close)

// Detect bollinger sell signal
if close < bbLow and barstate.isconfirmed and strategy.position_size != 0
    drawExit := true
    strategy.close(id="Trade", when=drawExit)
    alert("Bollinger Exit detected for " + syminfo.ticker, alert.freq_once_per_bar_close)

// Draw bollinger bands
plot(bbMid, color=color.blue, title="Middle SMA")
plot(bbHigh, color=color.green, title="Upper Band")
plot(bbLow, color=color.red, title="Lower Band")

// Draw signals
plotshape(drawEntry, style=shape.triangleup, color=color.green, location=location.belowbar, size=size.normal, title="Buy Signal")
plotshape(drawExit, style=shape.xcross, color=color.red, location=location.belowbar, size=size.normal, title="Sell Signal")

// =============================================================================
// START BACKTEST CODE
// =============================================================================

// Prepare stats table
var table testTable = table.new(position.top_right, 2, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
    _cellText = _title + "\n" + _value
    table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)

// Draw stats table
var bgcolor = color.black
if barstate.islastconfirmedhistory
    if drawTester
        dollarReturn = strategy.equity - strategy.initial_capital
        f_fillCell(testTable, 0, 0, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
        f_fillCell(testTable, 0, 1, "Win Rate:", str.tostring(strategy.wintrades / strategy.closedtrades * 100, "##.##") + "%", bgcolor, color.white)
        f_fillCell(testTable, 1, 0, "Equity:", "$" + str.tostring(strategy.equity, "###,###.##"), bgcolor, color.white)
        f_fillCell(testTable, 1, 1, "Return:", str.tostring((strategy.netprofit / strategy.initial_capital) * 100, "##.##") + "%", dollarReturn > 0 ? color.green : color.red, color.white)

// =============================================================================
// END BACKTEST CODE
// =============================================================================