// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © NKactive

//@version=5
strategy("EMA Crosses With Regime Filter Total Rework", overlay=true)

//Library
import EliCobra/CobraMetrics/4 as cobra
//// PConstruct Cobra Table
disp_ind = input.string ("None" , title = "Display Curve" , tooltip = "Choose which data you would like to display", options=["Strategy", "Equity", "Open Profit", "Gross Profit", "Net Profit", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
pos_table = input.string("Middle Left", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Bottom Center"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
plot(cobra.curve(disp_ind))
cobra.cobraTable(type_table, pos_table)

// Declare Functions for regime filter
f_sec(_market, _res, _exp) => request.security(_market, _res, _exp[barstate.isconfirmed ? 0 : 1])

// *** Inputs ***
//
//Inputs for EMA lines. EMAshort plots EMA1 and should have a shorter length input than EMAlong which plots EMA2
emaShort = input(defval=1, title="EMA Short Length", tooltip="Enter the length /(number of bars/) for the short EMA series in green", group="EMA Lengths")
emaLong = input(defval=8, title="EMA Long Length", tooltip="Enter the length /(number of bars/) for the Long EMA series in red", group="EMA Lengths")
// Inputs for Regime Filter
regimeTimeFrame = input.timeframe(title="Regime Filter Timeframe", defval="D")
regimeEMALen = input.int(title="Regime Filter EMA Length", defval=20)
market = input.symbol(title="Market", defval="NASDAQ:NDX")

// *** Collect data ***
// ema cross over data
ema1 = ta.ema(close, emaShort) //also tried 50, 16, 9 for ema1
ema2 = ta.ema(close, emaLong) //also tried 100, 20, 14 for ema2


//
// *** Calculations ***
//
// Get EMA value for regime filter
marketPrice = f_sec(market, regimeTimeFrame, close)
emaValue = ta.ema(marketPrice, regimeEMALen)
//filterEma = ta.ema(close, regimeEMALen)
//emaValue = f_sec(market, regimeTimeFrame, filterEma)

// Check if price is above or below EMA filter
regimeFilter = marketPrice < emaValue or marketPrice[1] < emaValue[1] //bullish => true
//
// *** Logic For plotting ***
//
// Set variable to false before checking to see if we put on position
triggerEMAcrossBuy = false
triggerEMAcrossSell = false
triggerRegimeBuy = false // allows only buy signals
triggerRegimeSell = false // allows only sell signals
triggerPositionBuy = false
triggerPositionSell = false
// Calculate signal for ema crossover
triggerEMAcrossBuy := ta.crossover(ema1, ema2)
triggerEMAcrossSell := ta.crossunder(ema1, ema2)
triggerRegimeBuy := regimeFilter ? true : false // regimeFilter = true for bullish and allow buy
triggerRegimeSell := regimeFilter ? false : true
//Final Position Signal
//triggerRegimeBuy := true
//triggerRegimeSell := true
triggerPositionBuy := triggerEMAcrossBuy and triggerRegimeBuy ? true : false
triggerPositionSell := triggerEMAcrossSell and triggerRegimeSell ? true : false

// *** Plots for testing ***
// plot crossing ema lines
emaH=plot(ema1, color=color.green)
emaL=plot(ema2, color=color.red)
// crossing ema fill colours
Bull = ema1>ema2
BullCol = color.new(color.green, 60)
Bear = ema1<ema2
BearCol = color.new(color.red, 60)
fill (emaL, emaH, color= Bull ? BullCol : Bear? BearCol :na)
// Background colour to define regime filler bullish (Green) or Bearish (Red)
rColbull = color.new(color.green, 90)
rColbear = color.new(color.red, 90)
bgcolor(regimeFilter ? rColbull : rColbear)
// Regime EMA and Regime Market Price
plot(emaValue, color = color.orange, title = "ema Value")
plot(marketPrice, color = color.yellow, title = "Market Price")
//
// *** Test Signals ***
//
plotshape(triggerPositionBuy ? triggerPositionBuy : na, title = "Buy", location = location.belowbar, style = shape.triangleup, color=color.green)
plotshape(triggerPositionSell ? triggerPositionSell : na, title = "sell",location = location.abovebar, style = shape.triangledown, color=color.red)
//
// *** Strategy Positions ***
//
if triggerPositionBuy
    strategy.entry("My Long Entry Id", strategy.long)
if triggerPositionSell
    strategy.entry("My Short Entry Id", strategy.short)