Untitled

//@version=5
strategy(title="thwlp Upgraded damn it-_-", overlay=true)

import ZenAndTheArtOfTrading/ZenLibrary/2 as l_zen
import HeWhoMustNotBeNamed/RecursiveAlerts/2 as ra
// Step 1: Get inputs
lookback = input.int(defval =2, title="Lookback", minval=2)
tp_percent = input.float(defval =1, title="Take Profit (%)", minval=0.01,step = 0.5)*0.01
sl_percent = input.float(defval =1, title="Stop Loss (%)", minval=0.001,step = 0.5)*0.01
atr_bool = input.bool(false,title = "Atr use")
atr_multi = input.float(defval = 1.5, title="ATR Multiplier", minval=0.01,step = 0.5)
atr_len = input.int(defval =14,title = "ATR Length",minval = 1)

var g_tester            = 'Back tester table'
i_startTime             = input.time(title='Start Date', defval=timestamp('01 Jan 2020 00:00 +0100'), group=g_tester, tooltip='Date & time to begin trading from')
i_endTime               = input.time(title='End Date', defval=timestamp('1 Jan 2099 00:00 +0100'), group=g_tester, tooltip='Date & time to stop trading')

var g_pause             = "Pause trades"
i_tradePause            = input.int(title= "For how many bars?", defval=0, minval = 0, group= g_pause, tooltip="Pauses trades for X bars after a closed trade\n0 = OFF")
i_tradePauseLoss        = input.bool(title= "Only loosing trades", defval = true, inline = "4", group= g_pause)
i_tradeLossNum          = input.int(title= "| How much?", defval=1, minval = 1, group= g_pause, inline = "4", tooltip="Number of loosing trades in a row")

i_drawTester            = input.bool(title='Show back tester', defval=true, group=g_tester, tooltip='Turn on/off inbuilt backtester display', inline = "backtester1")
i_testerPosition        = input.string(title='', defval="Top right", options = ["Top right", "Top left", "Bottom right", "Bottom left"], group=g_tester, tooltip='Position of the backtester table', inline = "backtester1")
i_rr                    = input.float(title='R:R', defval=1.0, group=g_tester, tooltip='Risk:Reward profile')
startBalance            = input.float(title='Starting Balance', defval=100.0, group=g_tester, tooltip='Your starting balance for the custom inbuilt tester system')
riskPerTrade            = input.float(title='Risk Per Trade', defval=1.0, group=g_tester, tooltip='Your desired % risk per trade (as a whole number)')


atr = ta.atr(atr_len)
entry = strategy.position_avg_price
var int pos_bi = na
// Step 2: Calculate TP and SL
var atr_stop_loss_l = 0.0
var atr_stop_loss_s = 0.0
// sl_atr = 0.0
float tp_s = entry * (1 - tp_percent)
float sl_s = not atr_bool ? entry * (1 + sl_percent) : atr_stop_loss_s
float tp_l = entry * (1 + tp_percent)
float sl_l = not atr_bool ? entry * (1 - sl_percent) : atr_stop_loss_l

//-------------------------

//Alert Templates Creation
keys = array.from("{entry}", "{stop}", "{target}")
//Step 2. Create a default alert template for long trades
long_template = '{\n
         \t"trade_type": "long",\n
         \t"entry": {entry},\n
         \t"stop_loss": {stop},\n
         \t"take_profit": {target}\n
     }'

//Step 3. Create a default alert template for short trades
short_template = '{\n
         \t"trade_type": "short",\n
         \t"entry": {entry},\n
         \t"stop_loss": {stop},\n
         \t"take_profit": {target}\n
     }'

var alertme           = '🔔 The Alerts Alertatron'
alert_freq = input.string("Once per bar",title = "Alert Frequency",group = alertme,options = ["Once per bar","Once per close","All"])
if alert_freq == "Once per bar"
    alert_freq := alert.freq_once_per_bar
else if alert_freq =="Once per close"
    alert_freq := alert.freq_once_per_bar_close
else if alert_freq == "All"
    alert_freq := alert.freq_all
i_usemessage           = input.bool(false, "Show Alertatron bot message", group = alertme)
entry_long             = input.text_area(title="API Entry - Long", defval=long_template, group = alertme)
exit_long               = input.text_area(title="API Exit - Long", defval=" ", group = alertme)
entry_short             = input.text_area(defval=short_template,title = "API Entry - Short",group = alertme)
exit_short              = input.text_area(defval=" ",title = "API Exit - Short",group = alertme)


// Step 3: Entry condition for long
long_condition = barstate.isconfirmed and close < low[1] and high[1] < high[lookback + 1] and strategy.position_size == 0

// Step 4: Entry condition for short
short_condition = barstate.isconfirmed and close > high[1] and low[1] > low[lookback + 1] and strategy.position_size == 0

strategy.risk.allow_entry_in(strategy.direction.all)
c_dateFilter = time >= i_startTime and time <= i_endTime

c_sinceLastTrade = ta.barssince(strategy.closedtrades > strategy.closedtrades[1])
c_sinceLastLossTrade = ta.barssince(strategy.losstrades > strategy.losstrades[1])

var c_countLosstrades = 0
switch
    strategy.losstrades > strategy.losstrades[1] => c_countLosstrades += 1
    strategy.wintrades > strategy.wintrades[1] => c_countLosstrades := 0
    c_countLosstrades == i_tradeLossNum and c_sinceLastLossTrade > i_tradePause => c_countLosstrades := 0
    long_condition or short_condition => c_countLosstrades := 0

c_longCondition = c_dateFilter and (i_tradePauseLoss ? (i_tradePause != 0 ? c_countLosstrades < i_tradeLossNum : true) and
     (strategy.losstrades != 0 ? c_sinceLastLossTrade >= i_tradePause : true) : (strategy.closedtrades != 0 ? c_sinceLastTrade >= i_tradePause : true)) and
     long_condition

c_shortCondition = c_dateFilter and (i_tradePauseLoss ? (i_tradePause != 0 ? c_countLosstrades < i_tradeLossNum : true) and
     (strategy.losstrades != 0 ? c_sinceLastLossTrade >= i_tradePause : true) : (strategy.closedtrades != 0 ? c_sinceLastTrade >= i_tradePause : true)) and
     short_condition


if c_longCondition
    long_values = array.from(str.tostring(entry), str.tostring(sl_l), str.tostring(tp_l))
    long_alert_message = ra.updateAlertTemplate(entry_long, keys, long_values)
    strategy.entry("Long", strategy.long, alert_message = i_usemessage ? long_alert_message : "Enter Long")
    atr_stop_loss_l := close - (atr * atr_multi)
    alert(long_alert_message, alert_freq)
if strategy.position_size > 0
    // tp_l := entry * (1 + tp_percent)
    // sl_l := not atr_bool ? entry * (1 - sl_percent) : atr_stop_loss_l
    strategy.exit("Take Profit", "Long", limit=tp_l, stop=sl_l, comment_profit="Take Profit", comment_loss="Stoploss", alert_message = i_usemessage ? exit_long : na)
    alert(exit_long, alert_freq)

if c_shortCondition
    short_values = array.from(str.tostring(entry), str.tostring(sl_s), str.tostring(tp_s))
    short_alert_message = ra.updateAlertTemplate(entry_short, keys, short_values)
    strategy.entry("Short", strategy.short, alert_message = i_usemessage ? short_alert_message : "Enter Short")
    atr_stop_loss_s := close + (atr * atr_multi)
    alert(short_alert_message, alert_freq)
if strategy.position_size < 0
    // tp_s := entry * (1 - tp_percent)
    // sl_s := not atr_bool ? entry * (1 + sl_percent) : atr_stop_loss_s
    strategy.exit("Short Exit", "Short", limit=tp_s, stop=sl_s, comment_profit="Take profit", comment_loss="Stoploss", alert_message = i_usemessage ? exit_short : na)
    alert(exit_short, alert_freq)
//-----------------------------------------------------------------------------
// Step 5: Exit strategy with take profit or stop loss
//TP LONG AND SHORT

    // pos_bi := bar_index


// pos_bi := bar_index

//ATR sl for long and short
if atr_bool == true and strategy.position_size > 0
    strategy.exit("ATR SL", "Long", stop=atr_stop_loss_l)
    alert(exit_long, alert_freq)
    // pos_bi := bar_index
if atr_bool == true and strategy.position_size < 0
    strategy.exit("ATR SL", "Short", stop=atr_stop_loss_s)
    alert(exit_short, alert_freq)
    // pos_bi := bar_index

// if not atr_bool
//     //Normal SL %
//     if strategy.position_size > 0

//         strategy.exit("Stop Loss", "Long", stop=sl_l, alert_message = i_usemessage ? exit_long : na)
//         alert(exit_long, alert_freq)
//         // pos_bi := bar_index
//     if strategy.position_size < 0
//         strategy.exit("Stop Loss", "Short", stop=sl_s, alert_message = i_usemessage ? exit_short : na)
//         alert(exit_short, alert_freq)


//-----------------------------------------------------------------------------
//Box
// if strategy.position_size[1] != 0 and strategy.position_size == 0
//     tn = strategy.closedtrades - 1
//     penp = strategy.closedtrades.entry_price(tn)
//     pexp = strategy.closedtrades.exit_price(tn)
//     box.new(pos_bi, math.max(pexp, penp), bar_index, math.min(penp, pexp), border_color=penp < pexp ? color.green : color.red, bgcolor=penp < pexp ? color.new(color.green, 75) : color.new(color.red, 75))

// Plot stop loss values for confirmation
plot(series= sl_l, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2, title='Long Stop Loss')
plot(series= sl_s, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2, title='Short Stop Loss')
plot(series= tp_l, color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2, title='Long Takeprofit')
plot(series= tp_s, color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2, title='Short Takeprofit')

// // Used for debug and check the ATR SL value
// plot(atr_bool ==true and strategy.position_size != 0 ? atr_stop_loss_l : na, color=color.new(color.red, 100), title='ATR Stop Value')

// // Plot take profit values for confirmation
// plot(series=strategy.position_size > 0 and useTakeProfit ? TP1longPrice : na, color=color.new(color.green, 0), style=plot.style_linebr, linewidth=3, title='Long Take Profit 1')

// plot(series=strategy.position_size < 0 and useTakeProfit ? TP1shortPrice : na, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=3, title='Short Take Profit 1')
// // Used for debug and check the ATR TP value
// plot(use_TP_ATR and strategy.position_size != 0 ? RR_TP1_ATR * rewardRatioATR1 : na, color=color.new(color.green, 100), title='ATR TP1 Value')

// plot(strategy.position_size != 0 ? strategy.position_avg_price : na, title = "Entry Price", style = plot.style_linebr, linewidth = 2)


// --- BEGIN TESTER CODE --- //
// Declare performance tracking variables
var balance = startBalance
var maxBalance = 0.0
var totalWins = 0
var totalLoss = 0

// Detect winning trades
if strategy.wintrades != strategy.wintrades[1]
    balance := balance + riskPerTrade / 100 * balance * i_rr
    totalWins := totalWins + 1
    if balance > maxBalance
        maxBalance := balance
        maxBalance

// Detect losing trades
if strategy.losstrades != strategy.losstrades[1]
    balance := balance - riskPerTrade / 100 * balance
    totalLoss := totalLoss + 1

// // Prepare stats table
// var table testTable = table.new(i_testerPosition == "Top right" ? position.top_right : i_testerPosition == "Top left" ? position.top_left : i_testerPosition == "Bottom right" ? position.bottom_right :position.bottom_left, 5, 2, border_width=2)
// f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
//     _cellText = _title + '\n' + _value
//     table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)

// // Draw stats table
// var bgcolor = color.new(color.black, 0)
// if i_drawTester
//     if barstate.islastconfirmedhistory
//         // Update table
//         dollarReturn = balance - startBalance
//         f_fillCell(testTable, 0, 0, 'Total Trades:', str.tostring(strategy.closedtrades), bgcolor, color.white)
//         f_fillCell(testTable, 0, 1, 'Win Rate:', str.tostring(l_zen.truncate(strategy.wintrades / strategy.closedtrades * 100, 2)) + '%', (strategy.wintrades / strategy.closedtrades * 100) >= 50 ? color.green : bgcolor, color.white)
//         f_fillCell(testTable, 1, 0, 'Starting:', '$' + str.tostring(startBalance), bgcolor, color.white)
//         f_fillCell(testTable, 1, 1, 'Ending:', '$' + str.tostring(l_zen.truncate(balance, 2)), balance > startBalance ? color.green : bgcolor, color.white)
// // --- END BACKTESTER CODE --- //
// Dashboard Table Text Size
i_tableTextSize = input.string(title="Dashboard Size", defval="Small", options=["Auto",  "Huge",  "Large", "Normal", "Small", "Tiny"], group="Dashboards")
table_text_size(s) =>
    switch s
        "Auto"   => size.auto
        "Huge"   => size.huge
        "Large"  => size.large
        "Normal" => size.normal
        "Small"  => size.small
        => size.tiny
tableTextSize = table_text_size(i_tableTextSize)

/// Performance Summary Dashboard
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT

i_showDashboard = input.bool(title="Performance Summary", defval=true, group="Dashboards", inline="Show Dashboards")

f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
    _cellText = _title + "\n" + _value
    table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=tableTextSize)

// Draw dashboard table
if i_showDashboard
    var bgcolor = color.new(color.black,0)

    // Keep track of Wins/Losses streaks
    newWin  = (strategy.wintrades  > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
    newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades  > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])

    varip int winRow     = 0
    varip int lossRow    = 0
    varip int maxWinRow  = 0
    varip int maxLossRow = 0

    if newWin
        lossRow := 0
        winRow := winRow + 1
    if winRow > maxWinRow
        maxWinRow := winRow

    if newLoss
        winRow := 0
        lossRow := lossRow + 1
    if lossRow > maxLossRow
        maxLossRow := lossRow

    // Prepare stats table
    var table dashTable = table.new(position.top_right, 1, 15, border_width=1)

    if barstate.islastconfirmedhistory
        // Update table
        dollarReturn = strategy.netprofit
        f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
        f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
        _profit = (strategy.netprofit / strategy.initial_capital) * 100
        f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.teal : color.maroon, color.white)
        _numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
        f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.teal : color.maroon, color.white)
        _winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
        f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.maroon : _winRate < 75 ? #999900 : color.teal, color.white)
        f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss,  '##.###'), strategy.grossprofit > strategy.grossloss ? color.teal : color.maroon, color.white)
        f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
        f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
        f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)

// Monthly Table Performance Dashboard By @QuantNomad
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_showMonthlyPerformance = input.bool(true, 'Monthly Performance', group='Dashboards', inline="Show Dashboards")
i_monthlyReturnPercision = 2

if i_showMonthlyPerformance
    new_month = month(time) != month(time[1])
    new_year  = year(time)  != year(time[1])

    eq = strategy.equity

    bar_pnl = eq / eq[1] - 1

    cur_month_pnl = 0.0
    cur_year_pnl  = 0.0

    // Current Monthly P&L
    cur_month_pnl := new_month ? 0.0 :
                     (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1

    // Current Yearly P&L
    cur_year_pnl := new_year ? 0.0 :
                     (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1

    // Arrays to store Yearly and Monthly P&Ls
    var month_pnl  = array.new_float(0)
    var month_time = array.new_int(0)

    var year_pnl  = array.new_float(0)
    var year_time = array.new_int(0)

    last_computed = false

    if (not na(cur_month_pnl[1]) and (new_month or barstate.islastconfirmedhistory))
        if (last_computed[1])
            array.pop(month_pnl)
            array.pop(month_time)

        array.push(month_pnl , cur_month_pnl[1])
        array.push(month_time, time[1])

    if (not na(cur_year_pnl[1]) and (new_year or barstate.islastconfirmedhistory))
        if (last_computed[1])
            array.pop(year_pnl)
            array.pop(year_time)

        array.push(year_pnl , cur_year_pnl[1])
        array.push(year_time, time[1])

    last_computed := barstate.islastconfirmedhistory ? true : nz(last_computed[1])

    // Monthly P&L Table
    var monthly_table = table(na)

    if (barstate.islastconfirmedhistory)
        monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, border_width = 1)

        table.cell(monthly_table, 0,  0, "",     bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 1,  0, "Jan",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 2,  0, "Feb",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 3,  0, "Mar",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 4,  0, "Apr",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 5,  0, "May",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 6,  0, "Jun",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 7,  0, "Jul",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 8,  0, "Aug",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 9,  0, "Sep",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 10, 0, "Oct",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 11, 0, "Nov",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 12, 0, "Dec",  bgcolor = #cccccc, text_size=tableTextSize)
        table.cell(monthly_table, 13, 0, "Year", bgcolor = #999999, text_size=tableTextSize)

        for yi = 0 to array.size(year_pnl) - 1
            table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), bgcolor = #cccccc, text_size=tableTextSize)

            y_color = array.get(year_pnl, yi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.gray, transp = 40)
            table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, i_monthlyReturnPercision)), bgcolor = y_color, text_color=color.new(color.white, 0),text_size=tableTextSize)

        for mi = 0 to array.size(month_time) - 1
            m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
            m_col   = month(array.get(month_time, mi))
            m_color = array.get(month_pnl, mi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.maroon, transp = 40)

            table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, i_monthlyReturnPercision)), bgcolor = m_color, text_color=color.new(color.white, 0), text_size=tableTextSize)


can you make PREDICTUM INDICATOR code.....???