// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © yereter

//@version=4
strategy("squzestrategyMYLONG", overlay=false,pyramiding=100, default_qty_type=strategy.percent_of_equity ,default_qty_value=10)
// strategy("My Strategy Squeeze Momentum Indicator", overlay=false,pyramiding=10)
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © yereter

//@version=4

//
// @author LazyBear
// List of all my indicators: https://www.tradingview.com/v/4IneGo8h/
//
// study(shorttitle = "SQZMOM_LB", title="Squeeze Momentum Indicator [LazyBear]", overlay=true)
// strategy("My Strategy Squeeze Momentum Indicator", overlay=false,pyramiding=10)

length = input(20, title="BB Length")
mult = input(2.0,title="BB MultFactor")
lengthKC=input(20, title="KC Length")
multKC = input(1.5, title="KC MultFactor")

useTrueRange = input(true, title="Use TrueRange (KC)", type=input.bool)

// Calculate BB
source = close
basis = sma(source, length)
dev = multKC * stdev(source, length)
upperBB = basis + dev
lowerBB = basis - dev

// Calculate KC
ma = sma(source, lengthKC)
range = useTrueRange ? tr : (high - low)
rangema = sma(range, lengthKC)
upperKC = ma + rangema * multKC
lowerKC = ma - rangema * multKC

sqzOn  = (lowerBB > lowerKC) and (upperBB < upperKC)
sqzOff = (lowerBB < lowerKC) and (upperBB > upperKC)
noSqz  = (sqzOn == false) and (sqzOff == false)

val = linreg(source  -  avg(avg(highest(high, lengthKC), lowest(low, lengthKC)),sma(close,lengthKC)),  lengthKC,0)
// val:=1000*val

bcolor = iff( val > 0, iff( val > nz(val[1]), color.lime, color.green),iff( val < nz(val[1]), color.red, color.maroon))
scolor = noSqz ? color.blue : sqzOn ? color.black : color.gray
plot(val, color=bcolor, style=plot.style_histogram, linewidth=4)
plot(0, color=scolor, style=plot.style_cross, linewidth=2)
///// Backtest Start Date /////
startDate   = input(title="Start Date",  type=input.integer, defval=2,    minval=1,    maxval=31)
startMonth  = input(title="Start Month", type=input.integer, defval=1,    minval=1,    maxval=12)
startYear   = input(title="Start Year",  type=input.integer, defval=2019, minval=1800, maxval=2100)

startDateEnd   = input(title="Start Date",  type=input.integer, defval=25,    minval=1,    maxval=31)
startMonthEnd  = input(title="Start Month", type=input.integer, defval=11,    minval=1,    maxval=12)
startYearEnd   = input(title="Start Year",  type=input.integer, defval=2021, minval=1800, maxval=2100)
afterStartDate = (time <= timestamp(syminfo.timezone, startYearEnd, startMonthEnd, startDateEnd, 0, 0) and time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0))

// slope
rad2degree=180/3.14159265359  //pi
iSMA = input(defval=50,title="Period SMA",type=input.integer)
iBarsBack=input(defval=1,title="Bars Back",type=input.integer)
// hline(7000)
sma2sample=sma(close,iSMA)
// slopeD=ema(rad2degree*atan(((wma(close, 20)[0]*21-21*nz(wma(close, 20)[iBarsBack]))*1)/1),5)
slopeD=rad2degree*atan(((wma(close, 20)[0]*0.1-0.1*nz(wma(close, 20)[iBarsBack]))*1)/1)
slopeD200=rad2degree*atan(((wma(hlc3, 200)[0]*1-1*nz(wma(hlc3, 200)[iBarsBack]))*1)/1)

// longCondition = crossover(sma(close, 14), sma(close, 28))and atr(14)[1]<atr(14)[0] val[1]<val[0]and
longCondition =  val[1]<val[0]  and afterStartDate  and atr(14)[1]<atr(14)[0] and slopeD200>30
shortCondition = val>378  and afterStartDate and atr(14)[1]<atr(14)[0]
if (longCondition)
    // strategy.close_all()
    strategy.entry("My Long Entry Id", strategy.long)
    // strategy.entry("My Long Entry Id", strategy.long)
    // strategy.entry("My Short Entry Id", strategy.short)

if (shortCondition)
    strategy.close_all()
    // strategy.entry("My Short Entry Id", strategy.short)
// shortCondition = crossunder(sma(close, 14), sma(close, 28))and atr(14)[1]<atr(14)[0]

// alertcondition(longCondition, title="buy alarm", message="BUY signal!!! {{close}}")
// alertcondition(shortCondition, title="sell alarm ", message="SELL signal!!! {{close}}")

// plotshape(longCondition, style=shape.labelup,
//       location=location.belowbar, color=color.green,size=size.tiny,title="buy label",text="BUY",textcolor=color.white)
// alertcondition(longCondition, title="buy alarm ATMA", message="BUY signal!!! {{close}}")

// shortCondition = crossunder(close, wma(close, 20)) and atr(14)[1]<atr(14)
// if (shortCondition)
// plotshape(shortCondition, style=shape.labeldown,
//       location=location.abovebar, color=color.red,size=size.tiny,title="sell label",text="SELL",textcolor=color.white)