//@version=3
strategy(title="Indicator agreement", shorttitle="IA", overlay=false, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=10, currency=currency.USD, initial_capital=1500, commission_type= strategy.commission.percent, commission_value= 0.1)


////Ichimoku Cloud
middleDonchian(Length) =>
    lower = lowest(Length)
    upper = highest(Length)
    avg(upper, lower)
conversionPeriods = 9
basePeriods = 26
laggingSpan2Periods = 52
displacement = 26
Tenkan = middleDonchian(conversionPeriods)
Kijun =  middleDonchian(basePeriods)
xChikou = close
SenkouA = middleDonchian(laggingSpan2Periods)[displacement]
SenkouB = (Tenkan[basePeriods] + Kijun[basePeriods]) / 2

ichiSignal = na
ichiSignalScore = na
ichiWasNeutral = false
ichiWasNeutral := ((SenkouA[1] > SenkouB[1] ? (close[1] < SenkouA[1] and close[1] > SenkouB[1]) : (close[1] < SenkouB[1] and close[1] > SenkouA[1])) and not na(SenkouA) and not na(SenkouB)) or ichiWasNeutral[1]
ichilong = ((crossunder(close, SenkouA < SenkouB ? SenkouA : SenkouB) and ichiSignalScore[1] <= 0 and ichiWasNeutral) ? 1 : 0) + ((crossunder(close, SenkouA < SenkouB ? SenkouB : SenkouA) and ichiSignalScore[1] <= -1 and ichiWasNeutral) ? 1 : 0)
ichishort = ((crossover(close, SenkouA < SenkouB ? SenkouB : SenkouA) and ichiSignalScore[1] >= 0 and ichiWasNeutral) ? -1 : 0) + ((crossover(close, SenkouA < SenkouB ? SenkouA : SenkouB) and ichiSignalScore[1] >= 1 and ichiWasNeutral) ? -1 : 0)
ichiSignal := ichilong + ichishort
ichiSignalScore := nz(ichiSignalScore[1]) + nz(ichiSignal)

////RSI
rsisrc = close,
rsilen = 14
rsilen2 = 1
rsiup = rma(max(change(rsisrc), 0), rsilen)
rsidown = rma(-min(change(rsisrc), 0), rsilen)
rsi = rsidown == 0 ? 100 : rsiup == 0 ? 0 : 100 - (100 / (1 + rsiup / rsidown))
emaRSI = ema(rsi,rsilen2)

rsiSignal = na
rsiSignalScore = na
rsiWasNeutral = false
rsiWasNeutral := nz(rsi[1]) < 70 and nz(rsi[1]) > 30 or rsiWasNeutral[1]
rsilong = ((crossover(rsi, 30) and rsiSignalScore[1] <= 0 and rsiWasNeutral) ? 1 : 0) + ((crossover(rsi, 70) and rsiSignalScore[1] <= -1 and rsiWasNeutral) ? 1 : 0)
rsishort = ((crossunder(rsi, 70) and rsiSignalScore[1] >= 0 and rsiWasNeutral) ? -1 : 0) + ((crossunder(rsi, 30) and rsiSignalScore[1] >= 1 and rsiWasNeutral) ? -1 : 0)
rsiSignal := rsilong + rsishort
rsiSignalScore := nz(rsiSignalScore[1]) + nz(rsiSignal)

////MACD

macdfast_length = 12
macdslow_length = 26
macdsrc = close
signal_length = 9
sma_source = false
sma_signal = false

col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #B2DFDB
col_fall_below = #EF5350
col_macd = #0094ff
col_signal = #ff6a00

fast_ma = sma_source ? sma(macdsrc, macdfast_length) : ema(macdsrc, macdfast_length)
slow_ma = sma_source ? sma(macdsrc, macdslow_length) : ema(macdsrc, macdslow_length)
macd = fast_ma - slow_ma
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
hist = macd - signal

macdSignal = na
macdSignalScore = na
macdWasNeutral = false
macdWasNeutral := nz(macdSignal[1]) != 0 or macdWasNeutral[1]
macdlong = ((crossunder(macd, 0) and macdSignalScore[1] <= 0) ? (macdWasNeutral ? 2 : 1) : 0)
macdshort = ((crossover(macd, 0) and macdSignalScore[1] >= 0) ? (macdWasNeutral ? -2 : -1) : 0)
macdSignal := macdlong + macdshort
macdSignalScore := nz(macdSignalScore[1]) + nz(macdSignal)

////KDJ

ilong = 21
isig = 13

bcwsma(s,l,m) =>
    _s = s
    _l = l
    _m = m
    _bcwsma = na
    _bcwsma := (_m*_s+(_l-_m)*nz(_bcwsma[1]))/_l
    _bcwsma

c = close
h = highest(high, ilong)
l = lowest(low,ilong)
RSV = 100*((c-l)/(h-l))
pK = bcwsma(RSV, isig, 1)
pD = bcwsma(pK, isig, 1)
pJ = 3 * pK-2 * pD

kdjSignal = na
kdjSignalScore = na
kdjWasNeutral = false
kdjWasNeutral := nz(pJ[1]) < 80 and nz(pJ[1]) > 20 or kdjWasNeutral[1]
kdjlong = ((crossunder(pJ, 20) and kdjSignalScore[1] <= 0 and kdjWasNeutral) ? 1 : 0) + ((crossunder(pJ, 80) and kdjSignalScore[1] <= -1 and kdjWasNeutral) ? 1 : 0)
kdjshort = ((crossover(pJ, 80) and kdjSignalScore[1] >= 0 and kdjWasNeutral) ? -1 : 0) + ((crossover(pJ, 20) and kdjSignalScore[1] >= 1 and kdjWasNeutral) ? -1 : 0)
kdjSignal := kdjlong + kdjshort
kdjSignalScore := nz(kdjSignalScore[1]) + nz(kdjSignal)


////OBV

obvsrc = close
obv = cum(change(obvsrc) > 0 ? volume : change(obvsrc) < 0 ? -volume : 0*volume)

////BollBand

BBlength = 20
BBsrc = close
BBmult = 2.0
basis = sma(BBsrc, BBlength)
BBdev = BBmult * stdev(BBsrc, BBlength)
upperBB = basis + BBdev
lowerBB = basis - BBdev

bbSignal = na
bbSignalScore = na
bbWasNeutral = false
bbWasNeutral := nz(close[1]) < upperBB and nz(close[1]) > lowerBB or bbWasNeutral[1]
bblong = ((crossunder(close, lowerBB) and bbSignalScore[1] <= 0 and bbWasNeutral) ? 1 : 0) + ((crossunder(close, upperBB) and bbSignalScore[1] <= -1 and bbWasNeutral) ? 1 : 0)
bbshort = ((crossover(close, upperBB) and bbSignalScore[1] >= 0 and bbWasNeutral) ? -1 : 0) + ((crossover(close, lowerBB) and bbSignalScore[1] >= 1 and bbWasNeutral) ? -1 : 0)
bbSignal := bblong + bbshort
bbSignalScore := nz(bbSignalScore[1]) + nz(bbSignal)


////EMA's

M1=ema(close,13)
M2=ema(close,48)

emaSignal = na
emaSignalScore = na
emaWasNeutral = false
emaWasNeutral := nz(emaSignal[1]) != 0 or emaWasNeutral[1]
emalong = ((crossover(M1, close) and emaSignalScore[1] <= 0) ? (emaWasNeutral ? 2 : 1) : 0)
emashort = ((crossunder(M1, close) and emaSignalScore[1] >= 0) ? (emaWasNeutral ? -2 : -1) : 0)
emaSignal := emalong + emashort
emaSignalScore := nz(emaSignalScore[1]) + nz(emaSignal)

////Stoch

periodK = 14
periodD = 3
smoothK = 3
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)

stochSignal = na
stochSignalScore = na
stochWasNeutral = false
stochWasNeutral := nz(k[1]) < 90 and nz(k[1]) > 10 or stochWasNeutral[1]
stochlong = ((crossunder(k, 10) and stochSignalScore[1] <= 0 and stochWasNeutral) ? 1 : 0) + ((crossunder(k, 90) and stochSignalScore[1] <= -1 and stochWasNeutral) ? 1 : 0)
stochshort = ((crossover(k, 90) and stochSignalScore[1] >= 0 and stochWasNeutral) ? -1 : 0) + ((crossover(k, 10) and stochSignalScore[1] >= 1 and stochWasNeutral) ? -1 : 0)
stochSignal := stochlong + stochshort
stochSignalScore := nz(stochSignalScore[1]) + nz(stochSignal)


////CCI

ccilength = 20
ccisrc = close
ccima = sma(ccisrc, ccilength)
cci = (ccisrc - ccima) / (0.015 * dev(ccisrc, ccilength))

cciSignal = na
cciSignalScore = na
cciWasNeutral = false
cciWasNeutral := nz(cci[1]) < 250 and nz(cci[1]) > -250 or cciWasNeutral[1]
ccilong = ((crossunder(cci, -250) and cciSignalScore[1] <= 0 and cciWasNeutral) ? 1 : 0) + ((crossunder(cci, 250) and cciSignalScore[1] <= -1 and cciWasNeutral) ? 1 : 0)
ccishort = ((crossover(cci, 250) and cciSignalScore[1] >= 0 and cciWasNeutral) ? -1 : 0) + ((crossover(cci, -250) and cciSignalScore[1] >= 1 and cciWasNeutral) ? -1 : 0)
cciSignal := ccilong + ccishort
cciSignalScore := nz(cciSignalScore[1]) + nz(cciSignal)

////VWMA

vwshortsrc = close, vwshortlen = 1
vwlongsrc = close, vwlonglen = 72
vwmashortlength = vwma(vwshortsrc, vwshortlen)
vwmalonglength = vwma(vwlongsrc, vwlonglen)

vwmaSignal = na
vwmaSignalScore = na
vwmaWasNeutral = false
vwmaWasNeutral := nz(vwmaSignal[1]) != 0 or vwmaWasNeutral[1]
vwmalong = ((crossunder(close, vwmalonglength) and vwmaSignalScore[1] <= 0) ? (vwmaWasNeutral ? 2 : 1) : 0)
vwmashort = ((crossover(close, vwmalonglength) and vwmaSignalScore[1] >= 0) ? (vwmaWasNeutral ? -2 : -1) : 0)
vwmaSignal := vwmalong + vwmashort
vwmaSignalScore := nz(vwmaSignalScore[1]) + nz(vwmaSignal)

////TRIX

trixlength = 9
trixout = 10000 * change(ema(ema(ema(log(close), trixlength), trixlength), trixlength))

trixSignal = na
trixSignalScore = na
trixWasNeutral = false
trixWasNeutral := nz(trixout[1]) < 20 and nz(trixout[1]) > -20 or trixWasNeutral[1]
trixlong = ((crossunder(trixout, -20) and trixSignalScore[1] <= 0 and trixWasNeutral) ? 1 : 0) + ((crossunder(trixout, 20) and trixSignalScore[1] <= -1 and trixWasNeutral) ? 1 : 0)
trixshort = ((crossover(trixout, 20) and trixSignalScore[1] >= 0 and trixWasNeutral) ? -1 : 0) + ((crossover(trixout, -20) and trixSignalScore[1] >= 1 and trixWasNeutral) ? -1 : 0)
trixSignal := trixlong + trixshort
trixSignalScore := nz(trixSignalScore[1]) + nz(trixSignal)

////Williams R

wrlength = 14
upper = highest(wrlength)
lower = lowest(wrlength)
wrout = 100 * (close - upper) / (upper - lower)

wrSignal = na
wrSignalScore = na
wrWasNeutral = false
wrWasNeutral := nz(wrout[1]) < -10 and nz(wrout[1]) > -90 or wrWasNeutral[1]
wrlong = ((crossunder(wrout, -90) and wrSignalScore[1] <= 0 and wrWasNeutral) ? 1 : 0) + ((crossunder(wrout, -10) and wrSignalScore[1] <= -1 and wrWasNeutral) ? 1 : 0)
wrshort = ((crossover(wrout, -10) and wrSignalScore[1] >= 0 and wrWasNeutral) ? -1 : 0) + ((crossover(wrout,-90) and wrSignalScore[1] >= 1 and wrWasNeutral) ? -1 : 0)
wrSignal := wrlong + wrshort
wrSignalScore := nz(wrSignalScore[1]) + nz(wrSignal)

////DMI + ADX

dmilen = 14
lensig = 14

dmiup = change(high)
dmidown = -change(low)
plusDM = na(dmiup) ? na : (dmiup > dmidown and dmiup > 0 ? dmiup : 0)
minusDM = na(dmidown) ? na : (dmidown > dmiup and dmidown > 0 ? dmidown : 0)
trur = rma(tr, dmilen)
plus = fixnan(100 * rma(plusDM, dmilen) / trur)
minus = fixnan(100 * rma(minusDM, dmilen) / trur)
dmisum = plus + minus
dmiadx = 100 * rma(abs(plus - minus) / (dmisum == 0 ? 1 : dmisum), lensig)

dmiSignal = na
dmiSignalScore = na
dmiWasNeutral = false
dmiWasNeutral := nz(dmiSignal[1]) != 0 or dmiWasNeutral[1]
dmilong = ((crossunder(plus,minus) and dmiSignalScore[1] <= 0) ? (dmiWasNeutral ? 2 : 1) : 0)
dmishort = ((crossover(plus,minus) and dmiSignalScore[1] >= 0) ? (dmiWasNeutral ? -2 : -1) : 0)
dmiSignal := dmilong + dmishort
dmiSignalScore := nz(dmiSignalScore[1]) + nz(dmiSignal)

adxSignal = na
adxSignalScore = na
adxWasNeutral = false
adxWasNeutral := nz(adxSignal[1]) != 0 or adxWasNeutral[1]
adxlong = ((crossunder(dmiadx, 40) and adxSignalScore[1] <= 0) ? (adxWasNeutral ? 2 : 1) : 0)
adxshort = ((crossover(dmiadx, 40) and adxSignalScore[1] >= 0) ? (adxWasNeutral ? -2 : -1) : 0)
adxSignal := adxlong + adxshort
adxSignalScore := nz(adxSignalScore[1]) + nz(adxSignal)

////MOM

mtmlen = 10
mtmsrc = close
mom = mtmsrc - mtmsrc[mtmlen]

momSignal = na
momSignalScore = na
momWasNeutral = false
momWasNeutral := nz(mom[1]) <4 and nz(mom[1]) > -4 or momWasNeutral[1]
momlong = ((crossunder(mom, -4) and momSignalScore[1] <= 0 and momWasNeutral) ? 1 : 0) + ((crossunder(mom,4) and momSignalScore[1] <= -1 and momWasNeutral) ? 1 : 0)
momshort = ((crossover(mom,4) and momSignalScore[1] >= 0 and momWasNeutral) ? -1 : 0) + ((crossover(mom, -4) and momSignalScore[1] >= 1 and momWasNeutral) ? -1 : 0)
momSignal := momlong + momshort
momSignalScore := nz(momSignalScore[1]) + nz(momSignal)

////Parabolic SAR

sarstart = 0.02
increment = 0.02
maximum = 0.2
sarout = sar(sarstart, increment, maximum)

sarSignal = na
sarSignalScore = na
sarWasNeutral = false
sarWasNeutral := nz(sarSignal[1]) != 0 or sarWasNeutral[1]
sarlong = ((crossunder(close, sarout) and sarSignalScore[1] <= 0) ? (sarWasNeutral ? 2 : 1) : 0)
sarshort = ((crossover(close, sarout) and sarSignalScore[1] >= 0) ? (sarWasNeutral ? -2 : -1) : 0)
sarSignal := sarlong + sarshort
sarSignalScore := nz(sarSignalScore[1]) + nz(sarSignal)

////EOM

emvdiv = 10000
emvlength = 14
eom = sma(emvdiv * change(hl2) * (high - low) / volume, emvlength)
topBand = 0.5
bottomBand = -0.5

eomSignal = na
eomSignalScore = na
eomWasNeutral = false
eomWasNeutral := nz(eom[1]) < topBand and nz(eom[1]) > bottomBand or eomWasNeutral[1]
eomlong = ((crossunder(eom, bottomBand) and eomSignalScore[1] <= 0 and eomWasNeutral) ? 1 : 0) + ((crossunder(eom,topBand) and eomSignalScore[1] <= -1 and eomWasNeutral) ? 1 : 0)
eomshort = ((crossover(eom,topBand) and eomSignalScore[1] >= 0 and eomWasNeutral) ? -1 : 0) + ((crossover(eom, bottomBand) and eomSignalScore[1] >= 1 and eomWasNeutral) ? -1 : 0)
eomSignal := eomlong + eomshort
eomSignalScore := nz(eomSignalScore[1]) + nz(eomSignal)

////AutoFib (FIX THIS BEFORE USING)

fiblength=265
maxr = highest(close, fiblength)
minr = lowest(close, fiblength)
ranr = maxr - minr

autofiblong = 0 + (crossunder(close, (maxr - 0.786 * ranr)) ? 1 : 0) + (crossunder(close, (maxr - 0.236 * ranr)) ? 1 : 0)
autofibshort = 0 - (crossover(close, (maxr - 0.236 * ranr)) ? 1 : 0) - (crossover(close, (maxr - 0.786 * ranr)) ? 1 : 0)
autofibSignal = autofiblong + autofibshort

////Vwap

vwapsrc = hlc3
t = time("D")
vwapstart = na(t[1]) or t > t[1]

vwapsumSrc = vwapsrc * volume
vwapsumVol = volume
vwapsumSrc := vwapstart ? vwapsumSrc : vwapsumSrc + vwapsumSrc[1]
vwapsumVol := vwapstart ? vwapsumVol : vwapsumVol + vwapsumVol[1]

vWap= vwapsumSrc/vwapsumVol

vwapSignal = na
vwapSignalScore = na
vwapWasNeutral = false
vwapWasNeutral := nz(vwapSignal[1]) != 0 or vwapWasNeutral[1]
vwaplong = ((crossunder(close, vWap) and vwapSignalScore[1] <= 0) ? (vwapWasNeutral ? 2 : 1) : 0)
vwapshort = ((crossover(close, vWap) and vwapSignalScore[1] >= 0) ? (vwapWasNeutral ? -2 : -1) : 0)
vwapSignal := vwaplong + vwapshort
vwapSignalScore := nz(vwapSignalScore[1]) + nz(vwapSignal)

////Fisher Transform

fishlen = 9

fishhigh_ = highest(hl2, fishlen)
fishlow_ = lowest(hl2, fishlen)

fishround_(val) => val > .99 ? .999 : val < -.99 ? -.999 : val

value = 0.0
value := fishround_(.66 * ((hl2 - fishlow_) / max(fishhigh_ - fishlow_, .001) - .5) + .67 * nz(value[1]))

fish1 = 0.0
fish1 := .5 * log((1 + value) / max(1 - value, .001)) + .5 * nz(fish1[1])

fish2 = fish1[1]

topFishLevel= 3
bottomFishLevel= -3

fishSignal = na
fishSignalScore = na
fishWasNeutral = false
fishWasNeutral := nz(fish1[1]) < topFishLevel and nz(fish1[1]) > bottomFishLevel or fishWasNeutral[1]
fishlong = ((crossunder(fish1, bottomFishLevel) and fishSignalScore[1] <= 0 and fishWasNeutral) ? 1 : 0) + ((crossunder(fish1,topFishLevel) and fishSignalScore[1] <= -1 and fishWasNeutral) ? 1 : 0)
fishshort = ((crossover(fish1,topFishLevel) and fishSignalScore[1] >= 0 and fishWasNeutral) ? -1 : 0) + ((crossover(fish1, bottomFishLevel) and fishSignalScore[1] >= 1 and fishWasNeutral) ? -1 : 0)
fishSignal := fishlong + fishshort
fishSignalScore := nz(fishSignalScore[1]) + nz(fishSignal)

////VW Keltner bands

emaLenLong = 3
emaLenShort = 3
atrLen = 10
multiplier = 1
srcLong = low
srcShort = high

emLong = vwma(srcLong, emaLenLong)
emShort = vwma(srcShort, emaLenShort)
mATRLong = multiplier * atr(atrLen)
mATRShort = multiplier * atr(atrLen)

kcSignal = na
kcSignalScore = na
kcWasNeutral = false
kcWasNeutral := nz(low[1]) > (emLong - mATRLong) and nz(high[1]) < (emShort + mATRShort) or kcWasNeutral[1]
kclong = ((crossunder(low, (emLong - mATRLong)) and kcSignalScore[1] <= 0 and kcWasNeutral) ? 1 : 0) + ((crossunder(high, (emShort + mATRShort)) and kcSignalScore[1] <= -1 and kcWasNeutral) ? 1 : 0)
kcshort = ((crossover(high, (emShort + mATRShort)) and kcSignalScore[1] >= 0 and kcWasNeutral) ? -1 : 0) + ((crossover(low, (emLong - mATRLong)) and kcSignalScore[1] >= 1 and kcWasNeutral) ? -1 : 0)
kcSignal := kclong + kcshort
kcSignalScore := nz(kcSignalScore[1]) + nz(kcSignal)


////////////////////////////////////////////////////////////////////////////////
signalScore = na

signalScore:= nz(signalScore[1]) + bbSignal + cciSignal + eomSignal + stochSignal + trixSignal + dmiSignal + macdSignal + rsiSignal + wrSignal + momSignal + ichiSignal + vwapSignal + fishSignal + kcSignal + emaSignal

//signalScore:= nz(signalScore[1]) + kcSignal

////not in use: sarSignal + adxSignal + vwmaSignal + kdjSignal

plot(signalScore, color = signalScore >= 0 ? green : red, linewidth = 1, style = histogram)
hline(0)

longEntryRequirment= input(title="Long entry requirment", type=integer, defval=13)
longExitRequirment= input(title="Long exit requirment", type=integer, defval=-13)

shortEntryRequirment= input(title="Short entry requirment", type=integer, defval=-10)
shortExitRequirment= input(title="Short exit requirment", type=integer, defval=10)

signalScoreLongEntry = signalScore==longEntryRequirment
signalScoreLongExit = signalScore==longExitRequirment

signalScoreShortEntry = signalScore==shortEntryRequirment
signalScoreShortExit = signalScore==shortExitRequirment

previousSignalScoreLong = signalScoreLongEntry[1] or signalScoreLongEntry[2] or signalScoreLongEntry[3] or signalScoreLongEntry[4] or signalScoreLongEntry[5]
previousSignalScoreShort = signalScoreShortEntry[1] or signalScoreShortEntry[2] or signalScoreShortEntry[3] or signalScoreShortEntry[4] or signalScoreShortEntry[5]

longEntryCondition= signalScoreLongEntry and not (previousSignalScoreLong or strategy.position_size < 0)
longExitCondition= signalScoreLongExit

shortEntryCondition= signalScoreShortEntry and not (previousSignalScoreShort or strategy.position_size > 0)
shortExitCondition= signalScoreShortExit

strategy.entry("Long", strategy.long, when= longEntryCondition)
//strategy.entry("Short", strategy.short, when= shortEntryCondition)
strategy.close("Long", when= longExitCondition)
//strategy.close("Short", when= shortExitCondition)