//@version=4
strategy(title="Multiple WaveTrend with Ribbons [CryptoFarian]", shorttitle="MWT Ribbons", overlay = true,
  initial_capital=4000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type="percent", commission_value=0.0)


showRibbons = input(false, title="Show EMA ribbons")

src = close

len1 = 05
len2 = 11
len3 = 15
len4 = 18
len5 = 21
len6 = 25
len7 = 28
len8 = 32

len0 = 21



ema1 = ema(src, len1)
ema2 = ema(src, len2)
ema3 = ema(src, len3)
ema4 = ema(src, len4)
ema5 = ema(src, len5)
ema6 = ema(src, len6)
ema7 = ema(src, len7)
ema8 = ema(src, len8)

ema0 = ema(src, len0)



//ema is smoothed to 2 periods, you can change smoothing by adjusting the number in the bracket below
//example [1] would react quicker and [3] would increase smoothing

plot_color1 = ema1 >= ema1[2] ? #696969 : ema1 < ema1[2] ? color.white : na
plot_color2 = ema2 >= ema2[2] ? #808080 : ema2 < ema2[2] ? #F5F5F5 : na
plot_color3 = ema3 >= ema3[2] ? #A9A9A9 : ema3 < ema3[2] ? #DCDCDC : na
plot_color4 = ema4 >= ema4[2] ? #C0C0C0 : ema4 < ema4[2] ? #D3D3D3 : na
plot_color5 = ema5 >= ema5[2] ? #D3D3D3 : ema5 < ema5[2] ? #C0C0C0 : na
plot_color6 = ema6 >= ema6[2] ? #DCDCDC : ema6 < ema6[2] ? #A9A9A9 : na
plot_color7 = ema7 >= ema7[2] ? #F5F5F5 : ema7 < ema7[2] ? #808080 : na
plot_color8 = ema8 >= ema8[2] ? color.white : ema8 < ema8[2] ? #696969 : na

plot_color0 = ema0 >= ema0[2] ? color.green : ema0 < ema0[2] ? color.yellow : na


showWellowOrGray = input(false, title="Show Yellow or Gray Ribbon")


pema1 = plot(showWellowOrGray and showRibbons ? ema1 : na, title="EMA Plot 1", style=plot.style_line, linewidth=2, color=plot_color1)
pema2 = plot(showWellowOrGray and showRibbons ? ema2 : na, title="EMA Plot 2", style=plot.style_line, linewidth=2, color=plot_color2)
pema3 = plot(showWellowOrGray and showRibbons ? ema3 : na, title="EMA Plot 3", style=plot.style_line, linewidth=2, color=plot_color3)
pema4 = plot(showWellowOrGray and showRibbons ? ema4 : na, title="EMA Plot 4", style=plot.style_line, linewidth=2, color=plot_color4)
pema5 = plot(showWellowOrGray and showRibbons ? ema5 : na, title="EMA Plot 5", style=plot.style_line, linewidth=2, color=plot_color5)
pema6 = plot(showWellowOrGray and showRibbons ? ema6 : na, title="EMA Plot 6", style=plot.style_line, linewidth=2, color=plot_color6)
pema7 = plot(showWellowOrGray and showRibbons ? ema7 : na, title="EMA Plot 7", style=plot.style_line, linewidth=2, color=plot_color7)
pema8 = plot(showWellowOrGray and showRibbons ? ema8 : na, title="EMA Plot 8", style=plot.style_line, linewidth=2, color=plot_color8)

pema0 = plot(showWellowOrGray and showRibbons ? ema0 : na, title="EMA Plot 9", style=plot.style_line, linewidth=3, color=plot_color0)

fill(pema1, pema2, color=#555555, transp=52, title="Fill Ribbon 1-2")
fill(pema2, pema8, color=#555555, transp=62, title="Fill Ribbon 2-8")


//-----------------------------------------------------
// Yellow ribbon
//-----------------------------------------------------

dropn(src, n) =>
    na(src[n]) ? na : src[n]

length1 = 20
length2 = 25
length3 = 30
length4 = 35
length5 = 40
length6 = 45
length7 = 50
length8 = 55
length9 = 60
//dropCandles = input(1, minval=0, title="Yellow EMA Drop First N Candles")
dropCandles = 0

price = dropn(src, dropCandles)

yEMA1 = ema(price, length1)
yEMA2 = ema(price, length2)
yEMA3 = ema(price, length3)
yEMA4 = ema(price, length4)
yEMA5 = ema(price, length5)
yEMA6 = ema(price, length6)
yEMA7 = ema(price, length7)
yEMA8 = ema(price, length8)
yEMA9 = ema(price, length9)

yPEma1 = plot(not showWellowOrGray and showRibbons ? yEMA1 : na, title="Y EMA-1", color=#f5eb5d, transp=0, linewidth=2)
yPEma2 = plot(not showWellowOrGray and showRibbons ? yEMA2 : na, title="Y EMA-2", color=#f5b771, transp=0, linewidth=2)
yPEma3 = plot(not showWellowOrGray and showRibbons ? yEMA3 : na, title="Y EMA-3", color=#f5b056, transp=0, linewidth=2)
yPEma4 = plot(not showWellowOrGray and showRibbons ? yEMA4 : na, title="Y EMA-4", color=#f57b4e, transp=0, linewidth=2)
yPEma5 = plot(not showWellowOrGray and showRibbons ? yEMA5 : na, title="Y EMA-5", color=#f56d58, transp=0, linewidth=2)
yPEma6 = plot(not showWellowOrGray and showRibbons ? yEMA6 : na, title="Y EMA-6", color=#f57d51, transp=0, linewidth=2)
yPEma7 = plot(not showWellowOrGray and showRibbons ? yEMA7 : na, title="Y EMA-7", color=#f55151, transp=0, linewidth=2)
yPEma8 = plot(not showWellowOrGray and showRibbons ? yEMA8 : na, title="Y EMA-8", color=#aa2707, transp=0, linewidth=2)
yPEma9 = plot(not showWellowOrGray and showRibbons ? yEMA9 : na, title="Y EMA-9", color=#E62020, transp=0, linewidth=2)

fill(yPEma1, yPEma9, color = yEMA1 > yEMA9 ? color.green : color.red, transp=68, title="Fill Yellow Ribbon")

//-----------------------------------------------------
// Yellow ribbon END
//-----------------------------------------------------



//-----------------------------------------------------
// Multi timeframes VWAP test
//-----------------------------------------------------

//n1 = input(5, "VWAP Channel Length") // Default 10
//n2 = input(14, "VWAP Average Length") // default 21
n1 = 5
n2 = 14

showChar = input(true, title="Show Symbol")
showFirst = input(true, title="Show only First")
confCandleNum = input(2, minval=0, title="Num of Candles for Confirmation")

resolution1 = input(defval="7", title="1st VWAP Timeframe (minutes)")
resolution2 = input(defval="15", title="2nd VWAP Timeframe (minutes)")
resolution3 = input(defval="30", title="3rd VWAP Timeframe (minutes)")
resolution4 = input(defval="90", title="4th VWAP Timeframe (minutes)")

getVWAP(val1, val2, confCandleNum) =>
    ap = dropn(hlc3, confCandleNum)
    esa = ema(ap, val1)
    d = ema(abs(ap - esa), val1)
    ci = (ap - esa) / (0.015 * d)
    tci = ema(ci, val2)

    wt1 = tci
    wt2 = sma(wt1, 4)
    myVWAP = wt1 - wt2


haID = heikinashi(syminfo.tickerid)
MyVWAP = getVWAP(n1, n2, confCandleNum)
VWAP1 = security(haID, resolution1, MyVWAP, lookahead=barmerge.lookahead_off)
VWAP2 = security(haID, resolution2, MyVWAP, lookahead=barmerge.lookahead_off)
VWAP3 = security(haID, resolution3, MyVWAP, lookahead=barmerge.lookahead_off)
VWAP4 = security(haID, resolution4, MyVWAP, lookahead=barmerge.lookahead_off)

crossUp = iff(VWAP1 > 0.0000000001, iff(VWAP2 > 0.0000000001, iff(VWAP3 > 0.0000000001, iff(VWAP4 > 0.0000000001, true, na), na), na), na)
crossDown = iff(VWAP1 < -0.00000000001, iff(VWAP2 < -0.00000000001, iff(VWAP3 < -0.00000000001, iff(VWAP4 < -0.00000000001, true, na), na), na), na)

showCrossUp = false
showCrossDown = false
if (showFirst)
    ud = 0
    ud := crossUp ? 1 : crossDown ? 2 : nz(ud[1])
    showCrossUp := crossUp and ud != ud[1] ? true : false
    showCrossDown := crossDown and ud != ud[1] ? true : false
else
    showCrossUp := crossUp ? true : false
    showCrossDown := crossDown ? true : false

barcolor(color = showCrossUp ? color.yellow : na, title="Bar Color Up")
//  size.auto, size.tiny, size.small, size.normal, size.large, size.huge
plotchar(close, color = showCrossUp and showChar ? color.yellow : na, char="!", size=size.tiny, title="Char Color Up")

barcolor(color = showCrossDown ? #00FFFF : na, title="Bar Color Down")
//  size.auto, size.tiny, size.small, size.normal, size.large, size.huge
plotchar(close, color = showCrossDown and showChar ? color.blue : na, char='❄', size=size.tiny, title="Char Color Down")


udAlert = 0
udAlert := crossUp ? 1 : crossDown ? 2 : nz(udAlert[1])

//alertcondition(crossUp and udAlert != udAlert[1] ? 1 : na, title='VWAP up', message='All VWAPs are up!')
//alertcondition(crossDown and udAlert != udAlert[1] ? 1 : na, title='VWAP down', message='All VWAPs are down!')

OBstoch = input(80, title="OBstoch level")
OSstoch = input(10, title="OSstoch level")
stochmin = input(15, title="stoch TF in minutes (minutes and hours are summed, leave a zero in one of these")
stochhours = input(0, title="stoch TF in hours")

stochtime = stochmin + (stochhours * 60)

rawk = sma(stoch(close, high, low, 14), 6)

k = security(syminfo.ticker, tostring(stochtime), rawk)

buy = k < OBstoch and crossUp and udAlert != udAlert[1] ? 1 : na
sell =k > OSstoch and crossDown and udAlert != udAlert[1] ? 1 : na

// === BACKTEST RANGE ===
FromMonth = input(defval = 8, title = "From Month", minval = 1)
FromDay   = input(defval = 22, title = "From Day", minval = 1)
FromYear  = input(defval = 2019, title = "From Year")
ToMonth   = input(defval = 1, title = "To Month", minval = 1)
ToDay     = input(defval = 1, title = "To Day", minval = 1)
ToYear    = input(defval = 9999, title = "To Year")

testPeriod() =>
    (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))


strategy.entry("LONG", long=true, when=buy and testPeriod())
//strategy.close("LONG", when=sell and not useShorts and testPeriod())
strategy.entry("SHORT", long=false, when=sell and testPeriod())