Big Snapper Chaiking Volatility + TP RSI

//@version=5
//
// Bannos
// #NotTradingAdvice #DYOR
// Disclaimer.
// I AM NOT A FINANCIAL ADVISOR.
// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
// ALWAYS DO YOUR OWN RESEARCH
//
// Author:  Adaptation from JustUncleL Big Snapper by Bannos
// Date:    May-2022
// Last:    Nov-2022 
// Version: R4.0
//Description of this addon - Script using several new conditions to give Long/short and SL levels which was not proposed in the Big Snapper strategy "Big Snapper Alerts R3.0"
//"
//This strategy is based on the use of the Big Snapper outputs from the JustUncleL script and the addition of several conditions to define filtered conditions selecting signal synchrones with a trend and a rise of the volatility.
//Also the strategy proposes to define proportional stop losses and dynamic Take profit using an RSI strategy.
// After delivering the temporary ong/short signal and ploting a green or purple signal, several conditions are defined to consider a Signal is Long or short.
//Let s take the long signal as example(this is the same process with the opposite values for a short).
//step 1 - Long Definition:
    // Snapper long signal stored in the buffer variable Longbuffer to say that in a close future, we could have all conditions for a long
    // Now we need some conditions to combine with it: 
    //the second one is to be over the Ma_medium(55) 
    //and because this is not selective enough, the third one is a Volatility indicator "Chaikin Volatility" indicator giving an indication about the volatility of the price compared to the 10 last values
    // -> Using the volatility indicator gives the possibility to increase the potential rise if the volatility is higher compared to the last periods.
    //With these 3 signals, we get a robust indication about a potential long signal which is then stored in the variable "Longe"
    
    //Now we have a long signal and can give a long signal with its Stop Loss
    // The Long Signal is automatically given as the 3 conditions above are satisfied.
    // The Stop loss is a function of the last Candle sizes giving a stop below the 70% of the overall candle which can be assimilated to a Fibonacci level. Below this level it makes sense to stop the trade as the chance to recover the complete Candle is more than 60% 
    
    //Now we are in an open Long and can use all the mentioned Stop loss condition but still need a Take Profit condition
    //The take profit condition is based on a RSI strategy consisting in taking profit as soon as the RSI come back from the overbought area (which is here defined as a rsi over 70) and reaching the 63.5 level to trigger the Take Profit
    //This TP condition is only active when Long is active and when an entry value as been defined.
    
    //Entry and SL level appreas as soon as a Long or short arrow signal does appears. The Take profit will be conidtioned to the RSI.
    
    //The final step in the cycle is a reinitialization of all the values giving the possibility to detect and treat any long new signal coming from the Big Snapper signal.
//-------------------------------------------------------------------------------------------------------
strategy(title='Big Snapper Chaiking Volatility + TP RSI + Trend determination using RVWAP + spkie filtering using Vol. oscilator', shorttitle='SNAPPER Bannos', overlay=true)
//Super Oscillator----------------------------------------------------------------------------------------------------------------------
length = input.int(10, minval=1)
mult = input.float(2., minval=1)
smooth = input.int(72, minval=1)
//Misc
fixed = input.bool(false, 'Fixed Transparency', group='Misc')
show_ln = input.bool(true, 'Show Lines', group='Misc')
show_lb = input.bool(true, 'Show Labels', group='Misc')
show_per = input.bool(false, 'Show % False Signals', group='Misc')
//----
src = close
lowerr = 0.
upperr = 0.
trend = 0
var up_col = array.new_color(0)
var dn_col = array.new_color(0)
if barstate.isfirst
    array.push(up_col, color.new(#0cb51a, 100))
    array.push(up_col, color.new(#0cb51a, 99))
    array.push(up_col, color.new(#0cb51a, 98))
    array.push(up_col, color.new(#0cb51a, 97))
    array.push(up_col, color.new(#0cb51a, 96))
    array.push(up_col, color.new(#0cb51a, 95))
    array.push(up_col, color.new(#0cb51a, 94))
    array.push(up_col, color.new(#0cb51a, 93))
    array.push(up_col, color.new(#0cb51a, 92))
    array.push(up_col, color.new(#0cb51a, 91))
    array.push(up_col, color.new(#0cb51a, 90))
    array.push(up_col, color.new(#0cb51a, 89))
    array.push(up_col, color.new(#0cb51a, 88))
    array.push(up_col, color.new(#0cb51a, 87))
    array.push(up_col, color.new(#0cb51a, 86))
    array.push(up_col, color.new(#0cb51a, 85))
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    array.push(up_col, color.new(#0cb51a, 83))
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    array.push(up_col, color.new(#0cb51a, 25))
    array.push(up_col, color.new(#0cb51a, 24))
    array.push(up_col, color.new(#0cb51a, 23))
    array.push(up_col, color.new(#0cb51a, 22))
    array.push(up_col, color.new(#0cb51a, 21))
    array.push(up_col, color.new(#0cb51a, 20))
    array.push(up_col, color.new(#0cb51a, 19))
    array.push(up_col, color.new(#0cb51a, 18))
    array.push(up_col, color.new(#0cb51a, 17))
    array.push(up_col, color.new(#0cb51a, 16))
    array.push(up_col, color.new(#0cb51a, 15))
    array.push(up_col, color.new(#0cb51a, 14))
    array.push(up_col, color.new(#0cb51a, 13))
    array.push(up_col, color.new(#0cb51a, 12))
    array.push(up_col, color.new(#0cb51a, 11))
    array.push(up_col, color.new(#0cb51a, 10))
    array.push(up_col, color.new(#0cb51a, 9))
    array.push(up_col, color.new(#0cb51a, 8))
    array.push(up_col, color.new(#0cb51a, 7))
    array.push(up_col, color.new(#0cb51a, 6))
    array.push(up_col, color.new(#0cb51a, 5))
    array.push(up_col, color.new(#0cb51a, 4))
    array.push(up_col, color.new(#0cb51a, 3))
    array.push(up_col, color.new(#0cb51a, 2))
    array.push(up_col, color.new(#0cb51a, 1))
    array.push(dn_col, color.new(#ff1100, 100))
    array.push(dn_col, color.new(#ff1100, 99))
    array.push(dn_col, color.new(#ff1100, 98))
    array.push(dn_col, color.new(#ff1100, 97))
    array.push(dn_col, color.new(#ff1100, 96))
    array.push(dn_col, color.new(#ff1100, 95))
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    array.push(dn_col, color.new(#ff1100, 92))
    array.push(dn_col, color.new(#ff1100, 91))
    array.push(dn_col, color.new(#ff1100, 90))
    array.push(dn_col, color.new(#ff1100, 89))
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    array.push(dn_col, color.new(#ff1100, 86))
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    array.push(dn_col, color.new(#ff1100, 71))
    array.push(dn_col, color.new(#ff1100, 70))
    array.push(dn_col, color.new(#ff1100, 69))
    array.push(dn_col, color.new(#ff1100, 68))
    array.push(dn_col, color.new(#ff1100, 67))
    array.push(dn_col, color.new(#ff1100, 66))
    array.push(dn_col, color.new(#ff1100, 65))
    array.push(dn_col, color.new(#ff1100, 64))
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    array.push(dn_col, color.new(#ff1100, 62))
    array.push(dn_col, color.new(#ff1100, 61))
    array.push(dn_col, color.new(#ff1100, 60))
    array.push(dn_col, color.new(#ff1100, 59))
    array.push(dn_col, color.new(#ff1100, 58))
    array.push(dn_col, color.new(#ff1100, 57))
    array.push(dn_col, color.new(#ff1100, 56))
    array.push(dn_col, color.new(#ff1100, 55))
    array.push(dn_col, color.new(#ff1100, 54))
    array.push(dn_col, color.new(#ff1100, 53))
    array.push(dn_col, color.new(#ff1100, 52))
    array.push(dn_col, color.new(#ff1100, 51))
    array.push(dn_col, color.new(#ff1100, 50))
    array.push(dn_col, color.new(#ff1100, 49))
    array.push(dn_col, color.new(#ff1100, 48))
    array.push(dn_col, color.new(#ff1100, 47))
    array.push(dn_col, color.new(#ff1100, 46))
    array.push(dn_col, color.new(#ff1100, 45))
    array.push(dn_col, color.new(#ff1100, 44))
    array.push(dn_col, color.new(#ff1100, 43))
    array.push(dn_col, color.new(#ff1100, 42))
    array.push(dn_col, color.new(#ff1100, 41))
    array.push(dn_col, color.new(#ff1100, 40))
    array.push(dn_col, color.new(#ff1100, 39))
    array.push(dn_col, color.new(#ff1100, 38))
    array.push(dn_col, color.new(#ff1100, 37))
    array.push(dn_col, color.new(#ff1100, 36))
    array.push(dn_col, color.new(#ff1100, 35))
    array.push(dn_col, color.new(#ff1100, 34))
    array.push(dn_col, color.new(#ff1100, 33))
    array.push(dn_col, color.new(#ff1100, 32))
    array.push(dn_col, color.new(#ff1100, 31))
    array.push(dn_col, color.new(#ff1100, 30))
    array.push(dn_col, color.new(#ff1100, 29))
    array.push(dn_col, color.new(#ff1100, 28))
    array.push(dn_col, color.new(#ff1100, 27))
    array.push(dn_col, color.new(#ff1100, 26))
    array.push(dn_col, color.new(#ff1100, 25))
    array.push(dn_col, color.new(#ff1100, 24))
    array.push(dn_col, color.new(#ff1100, 23))
    array.push(dn_col, color.new(#ff1100, 22))
    array.push(dn_col, color.new(#ff1100, 21))
    array.push(dn_col, color.new(#ff1100, 20))
    array.push(dn_col, color.new(#ff1100, 19))
    array.push(dn_col, color.new(#ff1100, 18))
    array.push(dn_col, color.new(#ff1100, 17))
    array.push(dn_col, color.new(#ff1100, 16))
    array.push(dn_col, color.new(#ff1100, 15))
    array.push(dn_col, color.new(#ff1100, 14))
    array.push(dn_col, color.new(#ff1100, 13))
    array.push(dn_col, color.new(#ff1100, 12))
    array.push(dn_col, color.new(#ff1100, 11))
    array.push(dn_col, color.new(#ff1100, 10))
    array.push(dn_col, color.new(#ff1100, 9))
    array.push(dn_col, color.new(#ff1100, 8))
    array.push(dn_col, color.new(#ff1100, 7))
    array.push(dn_col, color.new(#ff1100, 6))
    array.push(dn_col, color.new(#ff1100, 5))
    array.push(dn_col, color.new(#ff1100, 4))
    array.push(dn_col, color.new(#ff1100, 3))
    array.push(dn_col, color.new(#ff1100, 2))
    array.push(dn_col, color.new(#ff1100, 1))
//----
atr = ta.atr(length) * mult
uppp = hl2 + atr
dn = hl2 - atr
upperr := src[1] < upperr[1] ? math.min(uppp, upperr[1]) : uppp
lowerr := src[1] > lowerr[1] ? math.max(dn, lowerr[1]) : dn
trend := src > upperr[1] ? 1 : src < lowerr[1] ? 0 : trend[1]
Spt = trend * lowerr + (1 - trend) * upperr
//----
ama = 0.
osc = math.max(math.min((src - Spt) / (upperr - lowerr), 1), -1)
alpha = math.pow(osc, 2) / length
ama := nz(ama[1] + alpha * (osc - ama[1]), osc)
hist = ta.ema(osc - ama, smooth)
//----
fix_css = osc > 0 ? #0cb51a : #ff1100
var_css = osc > 0 ? array.get(up_col, math.round(osc * 99)) : array.get(dn_col, math.round(osc * -1 * 99))
sig_css = ama > 0 ? #2157f3 : #673ab7
// plot(fixed ? osc * 100 : na, 'Main Fixed', fix_css, 1, plot.style_area)
// plot(fixed ? na : osc * 100, 'Main Transp', var_css, 1, plot.style_columns, editable=false)
// plot(hist * 100, 'Histogram', color.new(#808080, 40), 1, plot.style_area)
// plot(ama * 100, 'Signal', sig_css)
//----
a = hline(80)
b = hline(-80)
fill(a, b, color.new(#2157f3, 90))
//----
css = osc > 0 ? #ff1100 : #0cb51a
sig = ta.change(math.sign(osc)) ? osc * -100 : na
plot(show_ln ? sig : na, color=css)
//----
n = bar_index
cross = ta.cross(src, Spt)
x2 = ta.valuewhen(cross, n, 0)
//----
false_buy = ta.valuewhen(ta.crossunder(src, Spt), src, 0) < ta.valuewhen(ta.crossover(src, Spt), src, 0)
false_sell = ta.valuewhen(ta.crossover(src, Spt), src, 0) > ta.valuewhen(ta.crossunder(src, Spt), src, 0)
num = ta.cum(cross and (false_buy or false_sell) ? 1 : 0)
den = ta.cum(cross ? 1 : 0)
per = num / den * 100
//----
if barstate.islast and show_ln
    line.delete(line.new(x2, math.sign(osc) * -100, n, osc * 100, color=osc < 0 ? #ff1100 : #0cb51a)[1])
if show_lb
    if ta.crossover(src, Spt)
        txt = false_sell ? '❌' : '✔️'
        label.new(x2, -80, txt, color=#00000000, style=label.style_label_up, textcolor=color.gray, textalign=text.align_center)
    if ta.crossunder(src, Spt)
        txt = false_buy ? '❌' : '✔️'
        label.new(x2, 80, txt, color=#00000000, style=label.style_label_down, textcolor=color.gray, textalign=text.align_center)
    if barstate.islast and show_per
        txt = '❌' + str.tostring(per, '#.##') + '%'
        label.delete(label.new(n, osc, txt, color=#00000000, style=label.style_label_left, textcolor=color.gray, textalign=text.align_left)[1])
// plot(osc,"osc")
// === INPUTS ===
// Coloured MA - type, length, source
typeColoured = input.string(defval='HullMA', title='Coloured MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
lenColoured = input.int(defval=18, title='Coloured MA - Length', minval=1)
srcColoured = input(close, title='Coloured MA - Source')
// Fast MA - type, length
typeFast = input.string(defval='EMA', title='Fast MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
lenFast = input.int(defval=21, title='Fast MA - Length', minval=1)
// Medium MA - type, length
typeMedium = input.string(defval='EMA', title='Medium MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
lenMedium = input.int(defval=55, title='Medium MA - Length', minval=1)
// Slow MA - type, length
typeSlow = input.string(defval='EMA', title='Slow MA Type: ', options=['SMA', 'EMA', 'WMA', 'VWMA', 'SMMA', 'DEMA', 'TEMA', 'HullMA', 'ZEMA', 'TMA', 'SSMA'])
lenSlow = input.int(defval=89, title='Slow MA Length', minval=1)
// 3xMA source
ma_src = input(close, title='3xMA and Bollinger Source')
//
filterOption = input.string('SuperTrend', title='Signal Filter Option : ', options=['3xMATrend', 'SuperTrend', 'SuperTrend+3xMA', 'ColouredMA', 'No Alerts', 'MACross', 'MACross+ST', 'MACross+3xMA', 'OutsideIn:MACross', 'OutsideIn:MACross+ST', 'OutsideIn:MACross+3xMA'])
//
hideMALines = input(false)
hideSuperTrend = input(true)
hideBollingerBands = input(true)
hideTrendDirection = input(true)
//
disableFastMAFilter = input(false)
disableMediumMAFilter = input(false)
disableSlowMAFilter = input(false)
//
uKC = false  // input(false,title="Use Keltner Channel (KC) instead of Bollinger")
bbLength = input.int(20, minval=2, step=1, title='Bollinge Bands Length')
bbStddev = input.float(2.0, minval=0.5, step=0.1, title='Bollinger Bands StdDevs')
oiLength = input(8, title='Bollinger Outside In LookBack')
//
SFactor = input.float(3.618, minval=1.0, title='SuperTrend Factor')
SPd = input.int(5, minval=1, title='SuperTrend Length')
//
buyColour_ = input.string('Green', title='BUY Marker Colour: ', options=['Green', 'Lime', 'Aqua', 'DodgerBlue', 'Gray', 'Yellow'])
sellColour_ = input.string('Maroon', title='SELL Marker Colour: ', options=['Maroon', 'Red', 'Fuchsia', 'Blue', 'Black', 'Orange'])
// --- Allocate Correct Filtering Choice
// Can only be one choice
uSuperTrendFilter = filterOption == 'SuperTrend' ? true : false
u3xMATrendFilter = filterOption == '3xMATrend' ? true : false
uBothTrendFilters = filterOption == 'SuperTrend+3xMA' ? true : false
//uOIFilter           = filterOption == "OutsideIn:ClrMA" ? true : false
uOIMACrossFilter = filterOption == 'OutsideIn:MACross' ? true : false
uOI3xMAFilter = filterOption == 'OutsideIn:MACross+3xMA' ? true : false
uOISTFilter = filterOption == 'OutsideIn:MACross+ST' ? true : false
uMACrossFilter = filterOption == 'MACross' ? true : false
uMACrossSTFilter = filterOption == 'MACross+ST' ? true : false
uMACross3xMAFilter = filterOption == 'MACross+3xMA' ? true : false
// unless all 3 MAs disabled.
disable3xMAFilter = disableFastMAFilter and disableMediumMAFilter and disableSlowMAFilter
u3xMATrendFilter := disable3xMAFilter ? false : u3xMATrendFilter
// if no filters selected then must be "No Filters" option
disableAllFilters = u3xMATrendFilter or uSuperTrendFilter or uBothTrendFilters or uOI3xMAFilter or uOISTFilter or uOIMACrossFilter or uMACrossFilter or uMACrossSTFilter or uMACross3xMAFilter ? false : true
// if "No Alerts" option selected, then disable all selections
disableAllFilters := filterOption == 'No Alerts' ? false : disableAllFilters
uSuperTrendFilter := filterOption == 'No Alerts' ? false : uSuperTrendFilter
u3xMATrendFilter := filterOption == 'No Alerts' ? false : u3xMATrendFilter
uBothTrendFilters := filterOption == 'No Alerts' ? false : uBothTrendFilters
//uOIFilter           := filterOption == "No Alerts"? false : uOIFilter
uOIMACrossFilter := filterOption == 'No Alerts' ? false : uOIMACrossFilter
uOI3xMAFilter := filterOption == 'No Alerts' ? false : uOI3xMAFilter
uOISTFilter := filterOption == 'No Alerts' ? false : uOISTFilter
uMACrossFilter := filterOption == 'No Alerts' ? false : uMACrossFilter
uMACrossSTFilter := filterOption == 'No Alerts' ? false : uMACrossSTFilter
uMACross3xMAFilter := filterOption == 'No Alerts' ? false : uMACross3xMAFilter
// --- CONSTANTS ---
dodgerblue = #1E90FF
lightcoral = #F08080
buyColour = color.green  // for big Arrows, must be a constant.
sellColour = color.maroon  // for big Arrows
// Colour Selectable for Big Fat Bars.
buyclr = buyColour_ == 'Lime' ? color.lime : buyColour_ == 'Aqua' ? color.aqua : buyColour_ == 'DodgerBlue' ? dodgerblue : buyColour_ == 'Gray' ? color.gray : buyColour_ == 'Yellow' ? color.yellow : color.green
sellclr = sellColour_ == 'Red' ? color.red : sellColour_ == 'Fuchsia' ? color.fuchsia : sellColour_ == 'Blue' ? color.blue : sellColour_ == 'Black' ? color.black : sellColour_ == 'Orange' ? color.orange : color.maroon
// === /INPUTS ===
// === FUNCTIONS ===
// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len) =>
    v1 = ta.sma(src, len)  // Simple
    v2 = ta.ema(src, len)  // Exponential
    v3 = ta.wma(src, len)  // Weighted
    v4 = ta.vwma(src, len)  // Volume Weighted
    v5 = 0.0
    sma_1 = ta.sma(src, len)  // Smoothed
    v5 := na(v5[1]) ? sma_1 : (v5[1] * (len - 1) + src) / len
    v6 = 2 * v2 - ta.ema(v2, len)  // Double Exponential
    v7 = 3 * (v2 - ta.ema(v2, len)) + ta.ema(ta.ema(v2, len), len)  // Triple Exponential
    v8 = ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))  // Hull WMA = (2*WMA (n/2) − WMA (n)), sqrt (n))
    v11 = ta.sma(ta.sma(src, len), len)  // Triangular
    // SuperSmoother filter
    // © 2013  John F. Ehlers
    a1 = math.exp(-1.414 * 3.14159 / len)
    b1 = 2 * a1 * math.cos(1.414 * 3.14159 / len)
    c2 = b1
    c3 = -a1 * a1
    c1 = 1 - c2 - c3
    v9 = 0.0
    v9 := c1 * (src + nz(src[1])) / 2 + c2 * nz(v9[1]) + c3 * nz(v9[2])
    // Zero Lag Exponential
    e = ta.ema(v1, len)
    v10 = v1 + v1 - e
    // return variant, defaults to SMA if input invalid.
    type == 'EMA' ? v2 : type == 'WMA' ? v3 : type == 'VWMA' ? v4 : type == 'SMMA' ? v5 : type == 'DEMA' ? v6 : type == 'TEMA' ? v7 : type == 'HullMA' ? v8 : type == 'SSMA' ? v9 : type == 'ZEMA' ? v10 : type == 'TMA' ? v11 : v1
// === /FUNCTIONS ===
// === SERIES VARIABLES ===
// MA's
ma_fast = variant(typeFast, ma_src, lenFast)
ma_medium = variant(typeMedium, ma_src, lenMedium)
ma_slow = variant(typeSlow, ma_src, lenSlow)
ma_coloured = variant(typeColoured, srcColoured, lenColoured)
// Get Direction of Coloured Moving Average
clrdirection = 1
falling_1 = ta.falling(ma_coloured, 2)
clrdirection := ta.rising(ma_coloured, 2) ? 1 : falling_1 ? -1 : nz(clrdirection[1], 1)
// get 3xMA trend direction based on selections.
madirection = ma_fast > ma_medium and ma_medium > ma_slow ? 1 : ma_fast < ma_medium and ma_medium < ma_slow ? -1 : 0
madirection := disableSlowMAFilter ? ma_fast > ma_medium ? 1 : ma_fast < ma_medium ? -1 : 0 : madirection
madirection := disableMediumMAFilter ? ma_fast > ma_slow ? 1 : ma_fast < ma_slow ? -1 : 0 : madirection
madirection := disableFastMAFilter ? ma_medium > ma_slow ? 1 : ma_medium < ma_slow ? -1 : 0 : madirection
madirection := disableFastMAFilter and disableMediumMAFilter ? ma_coloured > ma_slow ? 1 : -1 : madirection
madirection := disableFastMAFilter and disableSlowMAFilter ? ma_coloured > ma_medium ? 1 : -1 : madirection
madirection := disableSlowMAFilter and disableMediumMAFilter ? ma_coloured > ma_fast ? 1 : -1 : madirection
//
// Supertrend Calculations
SUp = hl2 - SFactor * ta.atr(SPd)
SDn = hl2 + SFactor * ta.atr(SPd)
STrendUp = 0.0
STrendDown = 0.0
STrendUp := close[1] > STrendUp[1] ? math.max(SUp, STrendUp[1]) : SUp
STrendDown := close[1] < STrendDown[1] ? math.min(SDn, STrendDown[1]) : SDn
STrend = 0
STrend := close > STrendDown[1] ? 1 : close < STrendUp[1] ? -1 : nz(STrend[1], 1)
Tsl = STrend == 1 ? STrendUp : STrendDown
// Standard Bollinger or KC Bands
basis = ta.sma(ma_src, bbLength)
rangema = ta.sma(ta.tr, bbLength)
stdev_1 = ta.stdev(ma_src, bbLength)
dev = uKC ? bbStddev * rangema : bbStddev * stdev_1
// Calculate Bollinger or KC Channel
upper = basis + dev
lower = basis - dev
// Lookback for previous highest bar index
noiupper = math.abs(ta.highestbars(oiLength))
noilower = math.abs(ta.lowestbars(oiLength))
// ColouredMA OutsideIn
//oiupper = clrdirection<0 and noiupper>0 and highest(oiLength)>upper[noiupper]? 1 : 0
//oilower = clrdirection>0 and noilower>0 and lowest(oiLength)<lower[noilower]? 1 : 0
// MACross OutsideIN
oiMACrossupper = ta.crossunder(ma_fast, ma_coloured) and noiupper > 0 and ta.highest(oiLength) > upper[noiupper] ? 1 : 0
oiMACrosslower = ta.crossover(ma_fast, ma_coloured) and noilower > 0 and ta.lowest(oiLength) < lower[noilower] ? 1 : 0
// === /SERIES VARIABLES ===
// === PLOTTING ===
// All the MA's
//plot(ma_coloured, title='Coloured MA', color=clrdirection < 0 ? lightcoral : color.blue, linewidth=3, transp=20)
//plot(hideMALines ? na : ma_fast, title='Fast MA', color=color.new(color.lime, 20), linewidth=2)
// plot(hideMALines ? na : ma_medium, title='Medium MA', color=color.new(color.red, 10), linewidth=2)
// plot(hideMALines ? na : ma_slow, title='Slow MA', color=color.new(color.gray, 10), linewidth=2)
// show 3xMA Trend Direction State.
dcolour = madirection == 1 ? color.green : madirection == -1 ? color.red : color.yellow
// plotshape(hideTrendDirection ? na : madirection, title='3xMA Trend Direction', location=location.bottom, style=shape.square, color=dcolour, transp=10)
// // SuperTrend
// plot(hideSuperTrend ? na : Tsl, color=STrend == 1 ? color.green : color.maroon, style=plot.style_line, linewidth=2, title='SuperTrend')
// Bollinger Bands
p1 = plot(hideBollingerBands ? na : upper, title='BB upper', color=color.new(dodgerblue, 20), linewidth=1)
p2 = plot(hideBollingerBands ? na : lower, title='BB lower', color=color.new(dodgerblue, 20), linewidth=1)
fill(p1, p2, color=color.new(dodgerblue, 96), title='BB fill')
// === /PLOTTING ===
// === ALERTING ===
// 3xMA Filtering
_3xmabuy = 0
_3xmasell = 0
_3xmabuy := clrdirection == 1 and close > ma_fast and madirection == 1 ? nz(_3xmabuy[1]) + 1 : clrdirection == 1 and madirection == 1 ? nz(_3xmabuy[1]) > 0 ? nz(_3xmabuy[1]) + 1 : 0 : 0
_3xmasell := clrdirection == -1 and close < ma_fast and madirection == -1 ? nz(_3xmasell[1]) + 1 : clrdirection == -1 and madirection == -1 ? nz(_3xmasell[1]) > 0 ? nz(_3xmasell[1]) + 1 : 0 : 0
//
// SuperTrend Filtering
stbuy = 0
stsell = 0
stbuy := clrdirection == 1 and STrend == 1 ? nz(stbuy[1]) + 1 : 0
stsell := clrdirection == -1 and STrend == -1 ? nz(stsell[1]) + 1 : 0
//
// 3xMA & SuperTrend Filtering
//
st3xmabuy = 0
st3xmasell = 0
st3xmabuy := (disable3xMAFilter or _3xmabuy > 0) and stbuy > 0 ? nz(st3xmabuy[1]) + 1 : 0
st3xmasell := (disable3xMAFilter or _3xmasell > 0) and stsell > 0 ? nz(st3xmasell[1]) + 1 : 0
// Bollinger Outside In using ColuredMA direction Filter.
//oibuy = 0
//oisell = 0
//oibuy  := clrdirection == 1 and oilower==1? nz(oibuy[1])+1  : 0
//oisell := clrdirection ==-1 and oiupper==1? nz(oisell[1])+1 : 0
// Bollinger Outside In using MACross signal Filter
oiMACrossbuy = 0
oiMACrosssell = 0
oiMACrossbuy := oiMACrosslower == 1 ? nz(oiMACrossbuy[1]) + 1 : 0
oiMACrosssell := oiMACrossupper == 1 ? nz(oiMACrosssell[1]) + 1 : 0
// Bollinger Outside In + 3xMA Filter
oi3xmabuy = 0
oi3xmasell = 0
oi3xmabuy := oiMACrossbuy > 0 and (disable3xMAFilter or madirection == 1) ? nz(oi3xmabuy[1]) + 1 : 0
oi3xmasell := oiMACrosssell > 0 and (disable3xMAFilter or madirection == -1) ? nz(oi3xmasell[1]) + 1 : 0
// Bollinger Outside In + SuperTrend Filter
oistbuy = 0
oistsell = 0
oistbuy := oiMACrossbuy > 0 and STrend == 1 ? nz(oistbuy[1]) + 1 : 0
oistsell := oiMACrosssell > 0 and STrend == -1 ? nz(oistsell[1]) + 1 : 0
// FastMA crossover HullMA and SuperTrend
macrossSTbuy = 0
macrossSTsell = 0
macrossSTbuy := ta.crossover(ma_fast, ma_coloured) and STrend == 1 ? nz(macrossSTbuy[1]) + 1 : 0
macrossSTsell := ta.crossunder(ma_fast, ma_coloured) and STrend == -1 ? nz(macrossSTsell[1]) + 1 : 0
// FastMA crossover HullMA and 3xMA
macross3xMAbuy = 0
macross3xMAsell = 0
macross3xMAbuy := ta.crossover(ma_fast, ma_coloured) and (disable3xMAFilter or madirection == 1) ? nz(macross3xMAbuy[1]) + 1 : 0
macross3xMAsell := ta.crossunder(ma_fast, ma_coloured) and (disable3xMAFilter or madirection == -1) ? nz(macross3xMAsell[1]) + 1 : 0
//
// Check any Alerts set
long = u3xMATrendFilter and _3xmabuy == 1 or uSuperTrendFilter and stbuy == 1 or uBothTrendFilters and st3xmabuy == 1 or uOI3xMAFilter and oi3xmabuy == 1 or uOISTFilter and oistbuy == 1 or uOIMACrossFilter and oiMACrossbuy == 1 or uMACrossSTFilter and macrossSTbuy == 1 or uMACross3xMAFilter and macross3xMAbuy == 1
short = u3xMATrendFilter and _3xmasell == 1 or uSuperTrendFilter and stsell == 1 or uBothTrendFilters and st3xmasell == 1 or uOI3xMAFilter and oi3xmasell == 1 or uOISTFilter and oistsell == 1 or uOIMACrossFilter and oiMACrosssell == 1 or uMACrossSTFilter and macrossSTsell == 1 or uMACross3xMAFilter and macross3xMAsell == 1
//
// If Alert Detected, then Draw Big fat liner
plotshape(long ? long : na, title='Long Line Marker', location=location.belowbar, style=shape.arrowup, color=buyclr, size=size.auto, text='█', textcolor=buyclr, transp=20) //size=size.auto, text='████████████████'
plotshape(short ? short : na, title='Short Line Marker', location=location.abovebar, style=shape.arrowdown, color=sellclr, size=size.auto, text='█', textcolor=sellclr, transp=20) //text='████████████████',
// --- Arrow style signals
// No Filters only Hull Signals
hbuy = 0
hsell = 0
hbuy := clrdirection == 1 ? nz(hbuy[1]) + 1 : 0
hsell := clrdirection == -1 ? nz(hsell[1]) + 1 : 0
// FastMA crossover HullMA
macrossbuy = 0
macrosssell = 0
macrossbuy := ta.crossover(ma_fast, ma_coloured) ? nz(macrossbuy[1]) + 1 : 0
macrosssell := ta.crossunder(ma_fast, ma_coloured) ? nz(macrosssell[1]) + 1 : 0
//
along = disableAllFilters and hbuy == 1 or uMACrossFilter and macrossbuy == 1
ashort = disableAllFilters and hsell == 1 or uMACrossFilter and macrosssell == 1
// 
// If ColouredMA or MACross then draw big arrows
plotarrow(along ? 1 : ashort ? -1 : na, title='ColouredMA or MACross Arrow', colorup=color.new(buyColour, 20), colordown=color.new(sellColour, 20), maxheight=100, minheight=50)
//--------------------------------RVWAP
import PineCoders/ConditionalAverages/1 as pc
// ———————————————————— Constants and Inputs {
// ————— Constants
int MS_IN_MIN   = 60 * 1000
int MS_IN_HOUR  = MS_IN_MIN  * 60
int MS_IN_DAY   = MS_IN_HOUR * 24
string TT_SRC     = "The source used to calculate the VWAP. The default is the average of the high, low and close prices."
string TT_WINDOW  = "By default, the time period used to calculate the RVWAP automatically adjusts with the chart's timeframe.
  Check this to use a fixed-size time period instead, which you define with the following three values."
string TT_MINBARS = "The minimum number of last values to keep in the moving window, even if these values are outside the time period.
  This avoids situations where a large time gap between two bars would cause the time window to be empty."
string TT_STDEV   = "The multiplier for the standard deviation bands offset above and below the RVWAP. Example: 1.0 is 100% of the offset value. 
  \n\nNOTE: A value of 0.0 will hide the bands."
string TT_TABLE   = "Displays the time period of the rolling window."
// ————— Inputs
float   srcInput                = input.source(hlc3, "Source", tooltip = TT_SRC)
string  GRP2                    = '═══════════   Time Period   ═══════════'
bool    fixedTfInput            = input.bool(false,         "Use a fixed time period", group = GRP2, tooltip = TT_WINDOW)
int     daysInput               = input.int(1,              "Days",                    group = GRP2, minval = 0, maxval = 90) * MS_IN_DAY
int     hoursInput              = input.int(0,              "Hours",                   group = GRP2, minval = 0, maxval = 23) * MS_IN_HOUR
int     minsInput               = input.int(0,              "Minutes",                 group = GRP2, minval = 0, maxval = 59) * MS_IN_MIN
bool    showInfoBoxInput        = input.bool(true,          "Show time period",        group = GRP2)
string  infoBoxSizeInput        = input.string("small",     "Size ",    inline = "21", group = GRP2, options = ["tiny", "small", "normal", "large", "huge", "auto"])
string  infoBoxYPosInput        = input.string("bottom",    "↕",        inline = "21", group = GRP2, options = ["top", "middle", "bottom"])
string  infoBoxXPosInput        = input.string("left",      "↔",        inline = "21", group = GRP2, options = ["left", "center", "right"])
color   infoBoxColorInput       = input.color(color.gray,   "",         inline = "21", group = GRP2)
color   infoBoxTxtColorInput    = input.color(color.white,  "T",        inline = "21", group = GRP2)
string  GRP3                    = '═════════  Deviation Bands  ═════════'
float   stdevMult1              = input.float(0.0, "Bands Multiplier 1", group = GRP3, inline = "31", minval = 0.0, step = 0.5, tooltip = TT_STDEV)
float   stdevMult2              = input.float(0.0, "Bands Multiplier 2", group = GRP3, inline = "32", minval = 0.0, step = 0.5, tooltip = TT_STDEV)
float   stdevMult3              = input.float(0.0, "Bands Multiplier 3", group = GRP3, inline = "33", minval = 0.0, step = 0.5, tooltip = TT_STDEV)
color   stdevColor1             = input.color(color.green,  "",          group = GRP3, inline = "31")
color   stdevColor2             = input.color(color.yellow, "",          group = GRP3, inline = "32")
color   stdevColor3             = input.color(color.red,    "",          group = GRP3, inline = "33")
string  GRP4                    = '════════  Minimum Window Size  ════════'
int     minBarsInput            = input.int(10, "Bars", group = GRP4, tooltip = TT_MINBARS) 
// }
// ———————————————————— Functions {
// @function    Determines a time period from the chart's timeframe.
// @returns     (int) A value of time in milliseconds that is appropriate for the current chart timeframe. To be used in the RVWAP calculation.
timeStep() =>
    int tfInMs = timeframe.in_seconds() * 1000
    float step =
      switch
        tfInMs <= MS_IN_MIN        => MS_IN_HOUR
        tfInMs <= MS_IN_MIN  * 5   => MS_IN_HOUR * 4
        tfInMs <= MS_IN_HOUR       => MS_IN_DAY  * 1
        tfInMs <= MS_IN_HOUR * 4   => MS_IN_DAY  * 3
        tfInMs <= MS_IN_HOUR * 12  => MS_IN_DAY  * 7
        tfInMs <= MS_IN_DAY        => MS_IN_DAY  * 30.4375
        tfInMs <= MS_IN_DAY  * 7   => MS_IN_DAY  * 90
        => MS_IN_DAY * 365
    int result = int(step)
// @function    Produces a string corresponding to the input time in days, hours, and minutes.
// @param       (series int) A time value in milliseconds to be converted to a string variable. 
// @returns     (string) A string variable reflecting the amount of time from the input time.
tfString(int timeInMs) =>
    int s  = timeInMs / 1000
    int m  = s / 60
    int h  = m / 60
    int tm = math.floor(m % 60)
    int th = math.floor(h % 24)
    int d  = math.floor(h / 24)
    string result = 
      switch
        d == 30 and th == 10 and tm == 30 => "1M"
        d == 7  and th == 0  and tm == 0  => "1W"
        =>
            string dStr = d  ? str.tostring(d)  + "D "  : ""
            string hStr = th ? str.tostring(th) + "H "  : ""
            string mStr = tm ? str.tostring(tm) + "min" : ""
            dStr + hStr + mStr
// }
// ———————————————————— Calculations and Plots {
// Stop the indicator on charts with no volume.
if barstate.islast and ta.cum(nz(volume)) == 0
    runtime.error("No volume is provided by the data vendor.")
// RVWAP + stdev bands
int   timeInMs     = fixedTfInput ? minsInput + hoursInput + daysInput : timeStep()
float sumSrcVol    = pc.totalForTimeWhen(srcInput * volume, timeInMs, true, minBarsInput)
float sumVol       = pc.totalForTimeWhen(volume, timeInMs, true, minBarsInput)
float sumSrcSrcVol = pc.totalForTimeWhen(volume * math.pow(srcInput, 2), timeInMs, true, minBarsInput)
float rollingVWAP  = sumSrcVol / sumVol
float variance     = sumSrcSrcVol / sumVol - math.pow(rollingVWAP, 2)
variance          := math.max(0, variance)
float stDev        = math.sqrt(variance)
float upperBand1   = rollingVWAP + stDev * stdevMult1
float lowerBand1   = rollingVWAP - stDev * stdevMult1
float upperBand2   = rollingVWAP + stDev * stdevMult2
float lowerBand2   = rollingVWAP - stDev * stdevMult2
float upperBand3   = rollingVWAP + stDev * stdevMult3
float lowerBand3   = rollingVWAP - stDev * stdevMult3
plot(rollingVWAP, "Rolling VWAP", color.orange)
p11 = plot(stdevMult1 != 0 ? upperBand1 : na, "Upper Band 1", stdevColor1)
p22 = plot(stdevMult1 != 0 ? lowerBand1 : na, "Lower Band 1", stdevColor1)
p3 = plot(stdevMult2 != 0 ? upperBand2 : na, "Upper Band 2", stdevColor2)
p4 = plot(stdevMult2 != 0 ? lowerBand2 : na, "Lower Band 2", stdevColor2)
p5 = plot(stdevMult3 != 0 ? upperBand3 : na, "Upper Band 3", stdevColor3)
p6 = plot(stdevMult3 != 0 ? lowerBand3 : na, "Lower Band 3", stdevColor3)
fill(p11, p22, color.new(color.green, 95), "Bands Fill")
fill(p3, p4, color.new(color.green, 95), "Bands Fill")
fill(p5, p6, color.new(color.green, 95), "Bands Fill")
// Display of time period.
var table tfDisplay = table.new(infoBoxYPosInput + "_" + infoBoxXPosInput, 1, 1)
if showInfoBoxInput and barstate.islastconfirmedhistory
    table.cell(tfDisplay, 0, 0, tfString(timeInMs), bgcolor = infoBoxColorInput, text_color = infoBoxTxtColorInput, text_size = infoBoxSizeInput)
// }
//----------Input Bannos----------------------------------------------------------------------------------------------------------//
var triggerlong = 0
var triggershort = 0
var up = 0
var down = 0
var bool longe = 0
var bool shorte = 0
var SL = 0
var entryvalueup = 0.00
var entryvaluedown = 0.00
var SLup = 0.00
var SLdown = 0.00
var longbuffer = 0
var shortbuffer = 0
var lastredlow=0.0
var lastgreenhigh=0.0
spikefactor = input.float(1.9, minval=0, title='Spikefactor')
slfactor = input.float(1.5, minval=0, title='Slfactor')
oscfactor = input.float(1.9, minval=0, title='oscfactor')
amafactor = input.float(0.66, minval=0, title='amafactor')
varVWAP = rollingVWAP
lasthigh=ta.highest(close,100)
lastlow=ta.lowest(close,100)
smma6 = ta.sma(close, 10)
//RSI parameters
overbought = input(77, title="overbought value")
oversold = input(26, title="oversold value")
sellRsi = ta.rsi(close, 14) > overbought
buyRsi = ta.rsi(close, 14) < oversold
var tampon_overbought = 0
var tampon_oversold = 0
//condition to use RSI
if sellRsi
    tampon_overbought := 1
if buyRsi
    tampon_oversold := 1
    
//close condition SL
if entryvalueup > 0  and low < SLup
    SL := 1
    
if entryvaluedown > 0  and high > SLdown
    SL := 1
//Chaikin Volatility Strategy indicator if Volatility > 0 then Long or short, otherweise no
Length = input.int(10, '', minval=1)
ROCLength = input.int(12, '',minval=1)
Trigger = input.int(0, '',minval=0)
hline(0)
hline(Trigger)
xPrice1 = high
xPrice2 = low
xPrice = xPrice1 - xPrice2
xROC_EMA = ta.roc(ta.ema(xPrice, Length), ROCLength)
var pos = 0
if xROC_EMA < Trigger
    pos := 1
    nz(pos[1], 0)
if xROC_EMA > Trigger
    pos := -1
    nz(pos[1], 0)
//---------------------Volatility Oscillator
lengthh = input(100)
spike = close - open
x = ta.stdev(spike, lengthh)
y = ta.stdev(spike, lengthh) * -1
// plot(spike, color=color.new(color.white, 0), linewidth=2, title='Spike Linel')
// p111 = plot(x, 'Upper Line')
// p222 = plot(y, 'Lower Line')
// plot(0, color=color.new(color.gray, 0), title='Zero Line')
// plot(spike, color=color.new(color.blue, 80), style=plot.style_area, title='Spike Fill')
osc2 = spike
lbR = 5
lbL = 5
rangeUpper = 60
rangeLower = 5
plotBull = input(title='Plot Bullish', defval=true)
plotHiddenBull = input(title='Plot Hidden Bullish', defval=false)
plotBear = input(title='Plot Bearish', defval=true)
plotHiddenBear = input(title='Plot Hidden Bearish', defval=false)
delay_plot_til_closed = input(title='Delay diversion plot until candle is closed (don\'t repaint)', defval=false)
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.new(color.green, 80)
hiddenBearColor = color.new(color.red, 80)
textColor = color.white
noneColor = color.new(color.white, 100)
repaint = not delay_plot_til_closed or barstate.ishistory or barstate.isconfirmed
plFound = na(ta.pivotlow(osc2, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(osc2, lbL, lbR)) ? false : true
_inRange(cond) =>
    bars = ta.barssince(cond == true)
    rangeLower <= bars and bars <= rangeUpper
//------------------------------------------------------------------------------
// Regular Bullish
// Osc: Higher Low
oscHL = osc2[lbR] > ta.valuewhen(plFound, osc2[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound and repaint
//plotshape(bullCond ? osc2[lbR] : na, offset=-lbR, title='Regular Bullish Label', text='R', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bullish
// Osc: Lower Low
oscLL = osc2[lbR] < ta.valuewhen(plFound, osc2[lbR], 1) and _inRange(plFound[1])
// Price: Higher Low
priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound and repaint
//plotshape(hiddenBullCond ? osc2[lbR] : na, offset=-lbR, title='Hidden Bullish Label', text='H', style=shape.labelup, location=location.absolute, color=color.new(bullColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Regular Bearish
// Osc: Lower High
oscLH = osc2[lbR] < ta.valuewhen(phFound, osc2[lbR], 1) and _inRange(phFound[1])
// Price: Higher High
priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound and repaint
//plotshape(bearCond ? osc2[lbR] : na, offset=-lbR, title='Regular Bearish Label', text='R', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//------------------------------------------------------------------------------
// Hidden Bearish
// Osc: Higher High
oscHH = osc2[lbR] > ta.valuewhen(phFound, osc2[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound and repaint
//plotshape(hiddenBearCond ? osc2[lbR] : na, offset=-lbR, title='Hidden Bearish Label', text='H', style=shape.labeldown, location=location.absolute, color=color.new(bearColor, 0), textcolor=color.new(textColor, 0))
//barcolor(color = spike > 0 ? color.green : color.red )
//-----------------------------------------------------------------------------
// plot(xROC_EMA, title="Chaikin Volatility Strategy")
// plot(longe ? 1 : 0, 'longe')
// plot(shorte ? 1 : 0, 'shorte')
// plot(entryvalueup, 'entrryvalueup')
// plot(entryvaluedown, 'entrryvaluedown')
// plot(up, 'up')
//plot(down, 'down')
// plot(ta.rsi(close, 11), 'RSI')
// plot(tampon_overbought, 'tampon Overbought')
// plot(tampon_oversold, 'tampon Oversold')
// plot( triggerlong, ' triggerlong')
// plot( triggershort, ' triggershort')
// plot(sellRsi ? 1 : 0, 'sellRsi')
//close condition TP
closelong = (tampon_overbought == 1 and ta.rsi(close, 14) < 59) or SL == 1 or (osc*oscfactor<ama and ama>0 and ama>amafactor)
closeshort = (tampon_oversold == 1 and ta.rsi(close, 14) > 41) or SL == 1 or (osc*oscfactor>ama and ama<0 and ama<amafactor)
//reinit after long Close
if closelong
    up := 0
    longe := 0
    tampon_overbought := 0
    triggerlong := 0
    SL := 0
    entryvalueup := 0
    SLup := 0
    
    //reinit after short Close
if closeshort
    down := 0
    shorte := 0
    tampon_oversold := 0
    triggershort := 0
    SL := 0
    entryvaluedown := 0
    SLdown := 0
    
    
//condition sous sur MA SLOW to start
if varVWAP < ma_medium
    triggerlong := 0
    triggershort := 1
    
if varVWAP > ma_medium
    triggershort := 0
    triggerlong := 1
// Update alarm conditions
if long or along
    longbuffer := 1
    shortbuffer := 0
if short or ashort
    shortbuffer := 1
    longbuffer := 0
longe := triggerlong and longbuffer and xROC_EMA > -9 and spike > x*spikefactor and (osc ==1 or osc[1]==1) and osc[4]<0
shorte := triggershort and shortbuffer and xROC_EMA > -9 and spike < y*spikefactor and (osc ==-1 or osc[1]==-1) and osc[4]>0
// // var longe = long ? 1 : 0
// // var shorte = short ? 1 : 0
if longe == 1 and close > open
    up := 1
    down  := 0
    entryvalueup :=close
    SLup := close - slfactor*(high - low) // close - 1.4/100*close  // 0.7*(high - low)
    SLdown := 0
    longbuffer := 0
if shorte == 1 and close < open
    down := 1
    up := 0
    entryvaluedown := close
    SLdown := close + slfactor*(high - low) //close + 1.4/100*close // 0.7*(high - low)
    SLup := 0
    shortbuffer := 0
strategy.entry('longe', strategy.long, 1000.0, when = up)
strategy.entry('shorte', strategy.short, 1000.0, when = down)
strategy.close('longe', when= closelong)
strategy.close('shorte', when= closeshort)
plot(entryvalueup, 'entree Long', color.green)
plot(SLup, 'SL Long', color.red)
plot(entryvaluedown, 'entree Short', color.green)
plot(SLdown, 'SL Short', color.red)
// === /ALERTING ===
// === ALARMS ===
//
alertcondition(up, title='Long Alert', message='LONG')
alertcondition(down, title='Short Alert', message='SHORT')
alertcondition(closelong, title='close Long Alert', message='Close LONG')
alertcondition(closeshort, title='close Short Alert', message='Close SHORT')
// === /ALARMS ===
//EOF
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