5min Williams Fractals Scalping (3commas)

//@version=5
strategy("5min Williams Fractals scalping (3commas)", shorttitle="5min WF scalp", format=format.price, precision=0, overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
import ZenAndTheArtOfTrading/ZenLibrary/2 as l_zen
var g_strategy      = "Strategy"
i_chkLong           = input.bool(true, title = 'Long', inline = '1', group = g_strategy)
i_chkShort          = input.bool(true, title = 'Short', inline = '1', group = g_strategy)
i_startTime         = input.time(title = 'Start Date', defval = timestamp('01 Jan 2020 00:00 +0100'), group = g_strategy, tooltip = 'Date & time to begin trading from')
i_endTime           = input.time(title = 'End Date', defval = timestamp('1 Jan 2099 00:00 +0100'), group = g_strategy, tooltip = 'Date & time to stop trading')
i_longProfitPerc    = input.float(title ='Long Target Profit R:R', minval = 1.1, step = 0.1, defval = 1.5, inline ='2', group = g_strategy, tooltip = "Times the Stop Loss which is always the current Ema slow value")
i_shortProfitPerc   = input.float(title = 'Short Target Profit R:R', minval = 1.1, step = 0.1, defval = 1.5, inline = '3', group = g_strategy, tooltip = "Times the Stop Loss which is always the current Ema slow value")
i_tradeDontClose    = input.int(title = "Stop loss not sooner than", defval = 0, minval = 0, group = g_strategy, tooltip = "If an open trade hits the Stop loss sooner than the expected amount of bars have passed, then SL will not trigger (eg. for thight stop losses)")
var g_wf            = "Williams Fractals"
i_wf                = input.int(title="Periods", defval=2, minval=2, group = g_wf)
i_wfBarsBack        = input.bool(defval = true, title = "Evaluate WF bar", group = g_wf, tooltip = "By default it evaluates the bar for which the WF signal triggers so when turned off it evaluates the current bar")
var g_ema           = "EMA trend"
i_emaFast           = input.int(title = "Ema fast lenght", defval = 20, step = 1, group = g_ema)
i_emaSlow           = input.int(title = "Ema slow lenght", defval = 50, step = 1, group = g_ema)
i_emaGapUse         = input.bool(title = "Use Ema Gap", defval = false, group = g_ema, tooltip = "Gap between Emas must be greater than % of the whole security price,\neg. 0.1 = 0.1% of the security price which is the minimum gap tolerated for an entry")
i_emaGap            = input.float(title = "Ema Gap %", defval = 0.2, step = 0.05, group = g_ema)
var g_rsi           = "RSI filter"
i_rsiChk            = input.bool(false, "Use RSI Filter", group = g_rsi)
i_rsiRes            = input.timeframe("", "TimeFrame", group = g_rsi)
i_rsiLen            = input.int(14, "Lenght", group = g_rsi)
i_rsiMinLong        = input.float(0.0, "Min for Long", minval = 0.0, maxval = 100.0, step = 0.5, group = g_rsi, inline = "4")
i_rsiMaxLong        = input.float(70.0, "Max for Long", minval = 0.0, maxval = 100.0, step = 0.5, group = g_rsi, inline = "4")
i_rsiMinShort       = input.float(30.0, "Min for Short", minval = 0.0, maxval = 100.0, step = 0.5, group = g_rsi, inline = "5")
i_rsiMaxShort       = input.float(100.0, "Max for Short", minval = 0.0, maxval = 100.0, step = 0.5, group = g_rsi, inline = "5")
i_rsiDirectChk      = input.bool(false, "RSI direction confirmation", group = g_rsi, tooltip = "Long only if its supported by rising RSI and Short only if its supported by falling RSI\nWorks only if Use RSI is ON")
i_rsiDirectLen      = input.int(1, "Bars back for direction", minval = 1, group = g_rsi, tooltip = "Lookback period for RSI values")
var g_additional    = "Pullback filter"
i_usePullbackChk    = input.bool(false, title = 'Use Pullback', group = g_additional, tooltip = "Checks if the amount of oposite candles (bearish when long) in the lookback period (counts from second history candle)is smaller than the NOT bigger count and vice versa")
i_pullbackCount     = input.int(title="Lookback period", defval=2, minval = 1, group = g_additional)
i_pullbackNotBigger = input.int(title="NOT bigger than", defval=1, minval = 0, group = g_additional)
var g_tester        = 'Back tester table'
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)')
var i_3Commas       = '3Commas bot settings'
i_useComments       = input.bool(false, "Show 3Commas bot comments", group = i_3Commas)
i_botIDLong         = input(title="Long Bot ID", defval="", group = i_3Commas)
i_botIDShort        = input(title="Short Bot ID", defval="", group = i_3Commas)
i_tokenID           = input(title="Email Token", defval="", group = i_3Commas)
// Get strategy direction and set time
strategy.risk.allow_entry_in(i_chkLong and i_chkShort ? strategy.direction.all : i_chkLong ? strategy.direction.long : strategy.direction.short)
c_dateFilter = time >= i_startTime and time <= i_endTime // See if this bar's time happened within date filter
// Get Ema trend and conditions
c_emaFast = ta.ema(close[barstate.isrealtime ? 1 : 0], i_emaFast)
c_emaSlow = ta.ema(close[barstate.isrealtime ? 1 : 0], i_emaSlow)
c_emaCrossBull = c_emaFast >= c_emaSlow
c_emaCrossBear = c_emaFast < c_emaSlow
c_emaLong = i_wfBarsBack ? 
 close[i_wf] < c_emaFast[i_wf] and close[i_wf] > c_emaSlow[i_wf] :
 close[barstate.isrealtime ? 1 : 0] < c_emaFast and close[barstate.isrealtime ? 1 : 0] > c_emaSlow
c_emaShort =  i_wfBarsBack ? 
 (close[i_wf] > c_emaFast[i_wf] and close[i_wf] < c_emaSlow[i_wf]) :
  close[barstate.isrealtime ? 1 : 0] > c_emaFast and close[barstate.isrealtime ? 1 : 0] < c_emaSlow
c_emaGap = math.abs(c_emaFast - c_emaSlow) >= ((close[barstate.isrealtime ? 1 : 0] / 100) * i_emaGap)
c_tradesOpen = ta.barssince(strategy.opentrades != 0)
// Get RSI values
f_rpSecurity(_symbol, _res, _src) =>
    request.security(_symbol, _res, _src[barstate.isrealtime ? 1 : 0])
    
c_rsiSrc = f_rpSecurity("", i_rsiRes, close)
c_rsi = ta.rsi(c_rsiSrc, i_rsiLen)
c_rsiRising = ta.rising(c_rsi, i_rsiDirectLen)
c_rsiFalling = ta.falling(c_rsi, i_rsiDirectLen)
// Get pullback filter
c_pullbackCountGreen = l_zen.getPullbackBarCount(i_pullbackCount, 1)
c_pullbackCountRed = l_zen.getPullbackBarCount(i_pullbackCount, -1)
// Get Williams Fractals
bool c_upflagDownFrontier = true
bool c_upflagUpFrontier0 = true
bool c_upflagUpFrontier1 = true
bool c_upflagUpFrontier2 = true
bool c_upflagUpFrontier3 = true
bool c_upflagUpFrontier4 = true
for i = 1 to i_wf
    c_upflagDownFrontier := c_upflagDownFrontier and (high[i_wf - i] < high[i_wf])
    c_upflagUpFrontier0 := c_upflagUpFrontier0 and (high[i_wf + i] < high[i_wf])
    c_upflagUpFrontier1 := c_upflagUpFrontier1 and (high[i_wf + 1] <= high[i_wf] and high[i_wf+i + 1] < high[i_wf])
    c_upflagUpFrontier2 := c_upflagUpFrontier2 and (high[i_wf + 1] <= high[i_wf] and high[i_wf + 2] <= high[i_wf] and high[i_wf + i + 2] < high[i_wf])
    c_upflagUpFrontier3 := c_upflagUpFrontier3 and (high[i_wf + 1] <= high[i_wf] and high[i_wf + 2] <= high[i_wf] and high[i_wf + 3] <= high[i_wf] and high[i_wf + i + 3] < high[i_wf])
    c_upflagUpFrontier4 := c_upflagUpFrontier4 and (high[i_wf + 1] <= high[i_wf] and high[i_wf + 2] <= high[i_wf] and high[i_wf + 3] <= high[i_wf] and high[i_wf + 4] <= high[i_wf] and high[i_wf+i + 4] < high[i_wf])
c_flagUpFrontier = c_upflagUpFrontier0 or c_upflagUpFrontier1 or c_upflagUpFrontier2 or c_upflagUpFrontier3 or c_upflagUpFrontier4
c_upFractal = (c_upflagDownFrontier and c_flagUpFrontier)
bool c_downflagDownFrontier = true
bool c_downflagUpFrontier0 = true
bool c_downflagUpFrontier1 = true
bool c_downflagUpFrontier2 = true
bool c_downflagUpFrontier3 = true
bool c_downflagUpFrontier4 = true
for i = 1 to i_wf
    c_downflagDownFrontier := c_downflagDownFrontier and (low[i_wf - i] > low[i_wf])
    c_downflagUpFrontier0 := c_downflagUpFrontier0 and (low[i_wf + i] > low[i_wf])
    c_downflagUpFrontier1 := c_downflagUpFrontier1 and (low[i_wf + 1] >= low[i_wf] and low[i_wf+i + 1] > low[i_wf])
    c_downflagUpFrontier2 := c_downflagUpFrontier2 and (low[i_wf + 1] >= low[i_wf] and low[i_wf + 2] >= low[i_wf] and low[i_wf + i + 2] > low[i_wf])
    c_downflagUpFrontier3 := c_downflagUpFrontier3 and (low[i_wf + 1] >= low[i_wf] and low[i_wf + 2] >= low[i_wf] and low[i_wf + 3] >= low[i_wf] and low[i_wf+i + 3] > low[i_wf])
    c_downflagUpFrontier4 := c_downflagUpFrontier4 and (low[i_wf + 1] >= low[i_wf] and low[i_wf + 2] >= low[i_wf] and low[i_wf + 3] >= low[i_wf] and low[i_wf + 4] >= low[i_wf] and low[i_wf+i + 4] > low[i_wf])
c_flagDownFrontier = c_downflagUpFrontier0 or c_downflagUpFrontier1 or c_downflagUpFrontier2 or c_downflagUpFrontier3 or c_downflagUpFrontier4
c_downFractal = (c_downflagDownFrontier and c_flagDownFrontier)
c_sinceLastTrade = ta.barssince(strategy.closedtrades > strategy.closedtrades[1]) 
c_sinceLastLossTrade = ta.barssince(strategy.losstrades > strategy.losstrades[1])
var float c_longExitPrice = 0.0
var float c_shortExitPrice = 0.0
var float c_longStopPrice = 0.0
var float c_shortStopPrice = 0.0
c_longCondition = c_dateFilter and (c_downFractal) and
 c_emaLong and c_emaCrossBull and (i_emaGapUse ? c_emaGap : true) and
 (i_rsiChk ? (c_rsi >= i_rsiMinLong and c_rsi <= i_rsiMaxLong and (i_rsiDirectChk ? c_rsiRising : true)) : true) and
 (i_usePullbackChk ? c_pullbackCountGreen : true)
c_shortCondition = c_dateFilter and (c_upFractal) and
 c_emaShort and c_emaCrossBear and (i_emaGapUse ? c_emaGap : true) and
 (i_rsiChk ? (c_rsi >= i_rsiMinShort and c_rsi <= i_rsiMaxShort and (i_rsiDirectChk ? c_rsiFalling : true)) : true) and
 (i_usePullbackChk ? c_pullbackCountRed : true) 
if c_longCondition and strategy.opentrades == 0
    strategy.entry(
     id = "LONG open",
     direction = strategy.long,
     comment = i_useComments ? '{\n  "action": "start_bot_and_start_deal",\n  "message_type": "bot",\n  "bot_id": ' + str.tostring(i_botIDLong) + ',\n  "email_token": "' + str.tostring(i_tokenID) + '",\n  "delay_seconds": 0}' : na)
    c_longStopPrice := c_emaSlow
    c_longExitPrice := close + ((close - c_emaSlow) * i_longProfitPerc)
if ta.barssince(strategy.opentrades == 0) >= i_tradeDontClose
    strategy.exit(
     id = "Long close",
     from_entry = "LONG open",
     limit = c_longExitPrice,
     stop = c_longStopPrice,
     comment = i_useComments ? '{\n  "action": "close_at_market_price_all_and_stop_bot",\n  "message_type": "bot",\n  "bot_id": ' + str.tostring(i_botIDLong) + ',\n  "email_token": "' + str.tostring(i_tokenID) + '",\n  "delay_seconds": 0}' : na)
if c_shortCondition and strategy.opentrades == 0
    strategy.entry(
     id = "SHORT open",
     direction = strategy.short,
     comment = i_useComments ? '{\n  "action": "start_bot_and_start_deal",\n  "message_type": "bot",\n  "bot_id": ' + str.tostring(i_botIDShort) + ',\n  "email_token": "' + str.tostring(i_tokenID) + '",\n  "delay_seconds": 0}' : na)
    c_shortStopPrice := c_emaSlow
    c_shortExitPrice := close - ((c_emaSlow - close) * i_shortProfitPerc)
if ta.barssince(strategy.opentrades == 0) >= i_tradeDontClose
    strategy.exit(
     id = "Short close",
     from_entry = "SHORT open",
     limit = c_shortExitPrice,
     stop = c_shortStopPrice,
     comment = i_useComments ? '{\n  "action": "close_at_market_price_all_and_stop_bot",\n  "message_type": "bot",\n  "bot_id": ' + str.tostring(i_botIDShort) + ',\n  "email_token": "' + str.tostring(i_tokenID) + '",\n  "delay_seconds": 0}' : na)
// Plot
plot(c_emaFast, "Ema fast", color = color.new(#4db6ac, 40), linewidth = 2, display = display.none)
plot(c_emaSlow, "Ema slow", color = color.new(#f57c00, 40), linewidth = 2, display = display.none)
plotshape(c_downFractal, title = "Long shape", style=shape.triangleup, location=location.belowbar, offset=-i_wf, color=#009688, size = size.tiny, display = display.none)
plotshape(c_upFractal, title = "Short shape", style=shape.triangledown, location=location.abovebar, offset=-i_wf, color=#F44336, size = size.tiny, display = display.none)
// --- 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 --- //
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