//@version=2
strategy("Kalman Smoother м1",overlay=true,default_qty_type=strategy.percent_of_equity ,default_qty_value=100)

///// Backtest Start Date /////
// startDate   = input(title="Start Date",  type=input.integer, defval=3,    minval=1,    maxval=31)
// startMonth  = input(title="Start Month", type=input.integer, defval=3,    minval=1,    maxval=12)
// startYear   = input(title="Start Year",  type=input.integer, defval=2019, minval=1800, maxval=2100)
// Input
fastMAlen = input(21, minval=1, title="MACD fast moving average")
slowMAlen=input(100,minval=1, title="MACD slow moving average")
signalMACDlen = input(21,minval=1, title="MACD signal line moving average")
StochLength = input(100, minval=1, title="Stochastic Length")
switch=input(true, title="Enable MACD Bar Color?")

//HISTORICAL VOLATILITY
histovol_placeholder = input(true, title="==== Historical Vol ====")
lengthHV = input(20, minval=1)
hvValue = input(20, title="When HV is below")
// annual = 252
// per = timeframe.isintraday or timeframe.isdaily and timeframe.multiplier == 1 ? 1 : 7
hv =  100*stdev(log(close / close[1]), lengthHV) * sqrt(252/7)



len = input(7, minval=1, title="Length")
src = input(close, title="Source")
smma = 0.0
smma := na(smma[1]) ? sma(src, len) : (smma[1] * (len - 1) + src) / len
// plot(sma(close,9), color=white)
plot(ema(close,21), color=yellow)






// slow its lower
Gain = input(5,type=float)
// signal
Gain2 = input(50,type=float)

//
// src = input(close)
dk = src - nz(kf[1],src)
smooth = nz(kf[1],src)+dk*sqrt((Gain/10000)*2)
velo = nz(velo[1],0) + ((Gain/10000)*dk)
kf = smooth+velo
//
plot(kf,color=red,transp=0)


//

src2 = input(close)
dk2 = src2 - nz(kf2[1],src2)
smooth2 = nz(kf2[1],src)+dk2*sqrt((Gain2/10000)*2)
velo2 = nz(velo2[1],0) + ((Gain2/10000)*dk2)
kf2 = smooth2+velo2

plot(kf2,color=purple,transp=0)
// plot(kf2,color=purple,transp=0)
// MACD Calculation
MACD = ema(kf, fastMAlen) - ema(kf, slowMAlen)
signalMACD = ema(MACD, signalMACDlen)
delta = MACD - signalMACD
fastMA = ema(kf,fastMAlen)
slowMA = ema(kf,slowMAlen)

// ————— Williams %R —————
_nWIL_Len           = input(defval=14,    title="    ▪ Length", minval=1)
wil_up  = highest(_nWIL_Len)
wil_lo  = lowest(_nWIL_Len)
will     = 100 - (100 * (close - wil_up) / (wil_up - wil_lo) * -1)

// plot(will,color=yellow,transp=0)
// longCondition = crossover(ema(close,6),kf)
dev = 2.5* stdev(hlc3, 10)
longCondition = crossover(ema(close,6)+2*syminfo.mintick,kf)
shortCondition = crossover(kf,ema(close,6)-2*syminfo.mintick)
// and rsi(close,14)[1]<rsi(close,14)[0]
// if (longCondition and rsi(close,14)[1]<rsi(close,14)[0] and atr(14)[1]<atr(14)[0])

stop_level_l = strategy.position_avg_price * (1 - 0.001)
stop_level_s = strategy.position_avg_price * (1 + 0.001)

plot(kf2+dev  , title="dev", color=green, linewidth=1)
plot(kf2 -dev  , title="dev", color=yellow, linewidth=1)

afterStartDate = (time >= timestamp(syminfo.timezone, 2019, 02, 30, 0, 0))

if (longCondition and afterStartDate )
    // strategy.entry("My Long Entry Id", strategy.long,stop=stop_level_l)
    strategy.entry("My Long Entry Id", strategy.long)

// shortCondition = crossunder(sma(close, 14), sma(close, 28))
// shortCondition = crossunder(ema(close,6),kf)
// shortCondition = crossover(kf,sma(close,9))
// shortCondition = crossover(ema(close,9),sma(close,21))

// and rsi(close,14)[1]>rsi(close,14)[0]
// if (shortCondition and rsi(close,14)[1]>rsi(close,14)[0] and atr(14)[1]<atr(14)[0])
// if (crossover(kf2,ema(close,21)) and afterStartDate  )
    // strategy.entry("My Short Entry Id", strategy.short,stop=stop_level_s )
    // strategy.entry("My Short Entry Id", strategy.short)
    // strategy.close_all()
if (shortCondition and afterStartDate  )
    // strategy.entry("My Short Entry Id", strategy.short,stop=stop_level_s )
    // strategy.entry("My Short Entry Id", strategy.short)
    strategy.close_all()