NEO STC

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © NKactive and Neo
// Original source from NEO
//@version=5

strategy("NEO STC", overlay=false, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)

import EliCobra/CobraMetrics/4 as cobra
//// PLOT DATA
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)
//
// ****************************************************************************************************************************************************************
//  NEO STC
// ****************************************************************************************************************************************************************

//Inputs
timeframeSTC=input.timeframe(defval ='1D', group = "STC", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
EEEEEE = input.int(defval = 13, step = 1, title = "STC Length", group = "STC")
BBBB = input.int(defval = 31, step = 1, title = "STC Fast Length", group = "STC")
BBBBB = input.int(defval = 70, step = 1, title = "STC Slow Length", group = "STC")

//Functions
AAAA(BBB, BBBB, BBBBB) =>
    fastMA = ta.ema(BBB, BBBB)
    slowMA = ta.ema(BBB, BBBBB)
    AAAA = fastMA - slowMA
    AAAA

AAAAA(EEEEEE, BBBB, BBBBB) =>
    AAA = 0.5
    var CCCCC = 0.0
    var DDD = 0.0
    var DDDDDD = 0.0
    var EEEEE = 0.0
    BBBBBB = AAAA(close, BBBB, BBBBB)
    CCC = ta.lowest(BBBBBB, EEEEEE)
    CCCC = ta.highest(BBBBBB, EEEEEE) - CCC
    CCCCC := CCCC > 0 ? (BBBBBB - CCC) / CCCC * 100 : nz(CCCCC[1])
    DDD := na(DDD[1]) ? CCCCC : DDD[1] + AAA * (CCCCC - DDD[1])
    DDDD = ta.lowest(DDD, EEEEEE)
    DDDDD = ta.highest(DDD, EEEEEE) - DDDD
    DDDDDD := DDDDD > 0 ? (DDD - DDDD) / DDDDD * 100 : nz(DDDDDD[1])
    EEEEE := na(EEEEE[1]) ? DDDDDD : EEEEE[1] + AAA * (DDDDDD - EEEEE[1])
    EEEEE

// Calculation
mAAAAA = AAAAA(EEEEEE, BBBB, BBBBB)
mColor = mAAAAA > mAAAAA[1] ? color.new(color.green, 20) : color.new(color.red, 20)

STClong = mAAAAA > mAAAAA[1]
STCshort = mAAAAA < mAAAAA[1]

longSTC = request.security(syminfo.tickerid,timeframeSTC, STClong)
shortSTC = request.security(syminfo.tickerid,timeframeSTC, STCshort)

// plot
plot(mAAAAA, color=color.blue)
plot(mAAAAA[1], color=color.yellow)

// ****************************************************************************************************************************************************************
// Call combine signals and execute buy/sell positions within timeframe
//.****************************************************************************************************************************************************************
// Date Range To Include
startDate = timestamp("2018-01-01T00:00")
endDate = time
// Check if the current timestamp is within the restricted range
inRestrictedRange = time >= startDate and time <= endDate
//
// Buy Signals on overbought and oversold
//
if inRestrictedRange and longSTC // ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Long Entry Id", strategy.long, 100)
if inRestrictedRange and shortSTC // ADD OTHER BUY SIGNAL BOOLS
    strategy.entry("My Short Entry Id", strategy.short, 100)