200 EMA + Alligator + Stochastic Long Strategy

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © krosenfeld7

//@version=4
strategy("200 EMA + Alligator + Stochastic Long Strategy (H)", overlay = true, pyramiding = 0, 
         margin_long = 100, margin_short = 100, default_qty_type = strategy.percent_of_equity, 
         default_qty_value = 20, initial_capital = 2000, process_orders_on_close = true)

// Set the starting point for backtesting
start = input(title="Backtesting Start", type=input.time, defval=timestamp("1 Jan 2015"))
// Expiration time on orders
maxTimeOpen = input(title="Order Expiration", type=input.integer, defval=100, minval=1)
useAtr = input(title="Use ATR?", type=input.bool, defval=false)

// Algorithm / Strategy Goes here
// Set long / short variables to execute positions below

// 200 period EMA
len1 = input(200, minval=1, title="EMA Length")
src1 = input(close, title="EMA Source")
offset = input(title="EMA Offset", type=input.integer, defval=0, minval=-500, maxval=500)
ema200 = ema(src1, len1)

emaLong = close > ema200
emaShort =  close < ema200

// Stochastic RSI
smoothK = input(3, "Stochastic K", minval=1)
smoothD = input(3, "Stochastic D", minval=1)
lengthRSI = input(14, "RSI Length", minval=1)
lengthStoch = input(14, "Stochastic Length", minval=1)
src2 = input(close, title="RSI Source")
rsi1 = rsi(src2, lengthRSI)
k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = sma(k, smoothD)

stoLong = k < 20 and d < 20 and crossover(k, d)
stoShort = k > 80 and d > 80 and crossunder(k, d)

// Alligator 
smma(src3, length) =>
    smma =  0.0
    smma := na(smma[1]) ? sma(src3, length) : (smma[1] * (length - 1) + src3) / length
    smma
jawLength = input(13, minval=1, title="Jaw Length")
teethLength = input(8, minval=1, title="Teeth Length")
lipsLength = input(5, minval=1, title="Lips Length")
jawOffset = input(8, title="Jaw Offset")
teethOffset = input(5, title="Teeth Offset")
lipsOffset = input(3, title="Lips Offset")
jaw = smma(hl2, jawLength)
teeth = smma(hl2, teethLength)
lips = smma(hl2, lipsLength)

alligatorLong = close < jaw[jawOffset] and close < teeth[teethOffset] and close < lips[lipsOffset]
alligatorShort = close > jaw[jawOffset] and close > teeth[teethOffset] and close > lips[lipsOffset]

// RSI Divergence Section
len = input(title="RSI Period", minval=1, defval=9)
src = input(title="RSI Source", defval=close)
lbR = input(title="Pivot Lookback Right", defval=3)
lbL = input(title="Pivot Lookback Left", defval=1)
takeProfitRSILevel = input(title="Take Profit at RSI Level", minval=70, defval=80)

rangeUpper = input(title="Max of Lookback Range", defval=60)
rangeLower = input(title="Min of Lookback Range", defval=5)
plotBull = input(title="Plot Bullish", defval=true)
plotHiddenBull = input(title="Plot Hidden Bullish", defval=true)
plotBear = input(title="Plot Bearish", defval=true)
plotHiddenBear = input(title="Plot Hidden Bearish", defval=false)

bearColor = color.purple
bullColor = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)

osc = rsi(src, len)

plFound = na(pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(pivothigh(osc, lbL, lbR)) ? false : true

_inRange(cond) =>
    bars = barssince(cond == true)
    rangeLower <= bars and bars <= rangeUpper

//------------------------------------------------------------------------------
// Regular Bullish

// Osc: Higher Low
oscHL = osc[lbR] > valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Lower Low
priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1)

bullCond = plotBull and priceLL and oscHL and plFound

//------------------------------------------------------------------------------
// Hidden Bullish

// Osc: Lower Low
oscLL = osc[lbR] < valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Higher Low
priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1)

hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound
longCondition=bullCond or hiddenBullCond
//? osc[lbR] : na  
//hiddenBullCond

divergenceLong = longCondition

//draw initil stop loss
//plot(strategy.position_size>=1 ? trailing_sl : na, color = color.blue , style=plot.style_linebr,  linewidth = 2, title = "stop loss")
//plot(trailing_sl, title="ATR Trailing Stop Loss", style=plot.style_linebr, linewidth=1, color=color.purple, transp=30)
//Trailing StopLoss
////// Calculate trailing SL
/////////////////////////////////////////////////////


//------------------------------------------------------------------------------
// Regular Bearish

// Osc: Lower High
oscLH = osc[lbR] < valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Higher High
priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1)

bearCond = plotBear and priceHH and oscLH and phFound

//------------------------------------------------------------------------------
// Hidden Bearish

// Osc: Higher High
oscHH = osc[lbR] > valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Lower High
priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1)

hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound
longCloseCondition = bearCond or hiddenBearCond

divergenceLong := divergenceLong and not longCloseCondition

long = emaLong and stoLong and alligatorLong ? 1 : 0

// Average True Range
length = input(title="ATR Length", defval=14, minval=1)
atrMultiplier = input(title="ATR Multiplier", type=input.float, defval=1, minval=0.1)
atr = atr(length)

longProfitPercent = input(title = "Profit %",
     type = input.float, minval = 0.0, step = 0.1, defval = 10) / 100
longLossPercent = input(title = "Loss %",
     type = input.float, minval = 0.0, step = 0.1, defval = 10) / 100

// Calculating exact prices for stop loss and exit prices
longExitPercentPrice = strategy.position_avg_price * (1 + longProfitPercent)
longStopPercentPrice = strategy.position_avg_price * (1 - longLossPercent)

// Profit & Loss via ATR
longExitPrice = useAtr ? strategy.position_avg_price + atr * atrMultiplier : longExitPercentPrice
longStopPrice = useAtr ? strategy.position_avg_price - atr * atrMultiplier : longStopPercentPrice

// Plotting profit / loss targets
plot(series = (strategy.position_size > 0) ? longExitPrice : na, color = color.green, style = plot.style_linebr, transp = 0, linewidth = 3, title = "Long Target")
plot(series = (strategy.position_size > 0) ? longStopPrice : na, color = color.red, style = plot.style_linebr, transp = 0, linewidth = 3, title = "Long Stop Loss")

// Submit entry orders
if time >= start
    strategy.entry(id = "Long", long = strategy.long, comment = "Long Open", when = long)

// Submit exit orders
strategy.exit(id = "Long", limit = longExitPrice, stop = longStopPrice, comment = "Long Close", when = strategy.position_size > 0)
strategy.close(id = "Long", comment = "Expired: >" + tostring(maxTimeOpen), when = (barssince(change(strategy.opentrades)) + 1) >= maxTimeOpen)