Breakout Strategy Luca Boiardi

//@version=5
strategy("Breakout Strategy Luca Boiardi",overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.06, slippage = 2, default_qty_value=100)

// https://www.youtube.com/watch?v=uhS1yFKrZA4&t=1046s
// https://it.tradingview.com/script/mC1Xu8bT/



// Define the length of the Bollinger Bands
bbLength = input.int (15,title="BBLength")
bbDev = input.float (2.0,title="BBDev")

trendfilterperiod=input(130,title="Trend Filter MA Period")
trendfiltertype=input.string (title="Trend Filter MA Type", defval="EMA",options=["EMA","SMA"])

volatilityfilter=input.bool(true,title="Volatility Filter")
volatilitystdevlength=input(20,title="Vol Filter STDev Length")
volatilitystdevmalength=input(30,title="Vol Filter STDev MA Length")

start = timestamp(input(2018, "start year"), input(1, "start month"), input(1, "start day"), 00, 00)
end = timestamp(input(2050, "end year"), input(1, "end month"), input(1, "end day"), 00, 00)

TrendConditionL=if trendfiltertype =="EMA"
    close>ta.ema(close,trendfilterperiod)
else
    close>ta.sma(close,trendfilterperiod)

TrendConditionS=if trendfiltertype =="EMA"
    close<ta.ema(close,trendfilterperiod)
else
    close<ta.sma(close,trendfilterperiod)

VolatilityCondition=if volatilityfilter
    ta.stdev(close,volatilitystdevlength)>ta.sma(ta.stdev(close,volatilitystdevlength),volatilitystdevmalength)
else
    true

// Calculate the Bollinger Bands
[middle, upper, lower] = ta.bb (close, bbLength, bbDev)

// Buy if price crosses below upper Bollinger Band
if ta.crossover(close, upper)and TrendConditionL and VolatilityCondition and time > start and time < end
    strategy.entry("Long", strategy.long)

if ta.crossunder(close, lower)and TrendConditionS and VolatilityCondition and time > start and time < end
    strategy.entry("Short", strategy.short)

// Sell if price crosses above lower Bollinger Band

strategy.close("Long",when=ta.crossunder(close, lower))

strategy.close("Short",when=ta.crossover(close, upper))

// Plot the Bollinger Bands
plot(upper, color = color.red, linewidth = 2)
plot(lower, color = color.blue, linewidth = 2)
plot (ta.ema(close,trendfilterperiod))
plot (ta.sma(close,trendfilterperiod),color=color.yellow)