Bollinger Bands %B - Belthold & Inner Candles

//@version=5
//Created by Tathal
//Credit to Duyck for the ATR function,  mischa23v for testing, review and clean up
strategy(title='Bollinger Bands %B - Belthold & Inner Candles', shorttitle='%BBHIC', format=format.price, precision=2, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
/// Date Functions for backtesting
startDate = input.int(title='Start Date', defval=1, minval=1, maxval=31)
startMonth = input.int(title='Start Month', defval=1, minval=1, maxval=12)
startYear = input.int(title='Start Year', defval=2021, minval=1800, maxval=2100)
endDate = input.int(title='End Date', defval=31, minval=1, maxval=31)
endMonth = input.int(title='End Month', defval=12, minval=1, maxval=12)
endYear = input.int(title='End Year', defval=2021, minval=1800, maxval=2100)
/// Look if the close time of the current bar
/// falls inside the date range
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
trailType = input.string('modified', 'Trailtype', options=['modified', 'unmodified'], tooltip = 'Change the stoploss ATR settings')
ATRPeriod = input(28, 'ATR Period', tooltip = 'Change the trailing ATR STOPLOSS period')
ATRFactor = input(5, 'ATR Factor', tooltip ='Change the trailing ATR STOPLOSS Factor')
norm_o = request.security(ticker.new(syminfo.prefix, syminfo.ticker), timeframe.period, open)
norm_h = request.security(ticker.new(syminfo.prefix, syminfo.ticker), timeframe.period, high)
norm_l = request.security(ticker.new(syminfo.prefix, syminfo.ticker), timeframe.period, low)
norm_c = request.security(ticker.new(syminfo.prefix, syminfo.ticker), timeframe.period, close)
//}
//.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:.
//---------------------TRUE RANGE CALCULATIONS---------------------------------
//.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:._.:*~*:.
/////////// TRUE RANGE CALCULATIONS /////////////////
HiLo = math.min(norm_h - norm_l, 1.5 * nz(ta.sma(norm_h - norm_l, ATRPeriod)))
HRef = norm_l <= norm_h[1] ? norm_h - norm_c[1] : norm_h - norm_c[1] - 0.5 * (norm_l - norm_h[1])
LRef = norm_h >= norm_l[1] ? norm_c[1] - norm_l : norm_c[1] - norm_l - 0.5 * (norm_l[1] - norm_h)
trueRange = trailType == 'modified' ? math.max(HiLo, HRef, LRef) : math.max(norm_h - norm_l, math.abs(norm_h - norm_c[1]), math.abs(norm_l - norm_c[1]))
//}
loss = ATRFactor * ta.ema(trueRange, ATRPeriod)
Up = norm_c - loss
Dn = norm_c + loss
TrendUp = Up
TrendDown = Dn
Trend = 1
TrendUp := norm_c[1] > TrendUp[1] ? math.max(Up, TrendUp[1]) : Up
TrendDown := norm_c[1] < TrendDown[1] ? math.min(Dn, TrendDown[1]) : Dn
Trend := norm_c > TrendDown[1] ? 1 : norm_c < TrendUp[1] ? -1 : nz(Trend[1], 1)
trail = Trend == 1 ? TrendUp : TrendDown
ex = 0.0
ex := ta.crossover(Trend, 0) ? norm_h : ta.crossunder(Trend, 0) ? norm_l : Trend == 1 ? math.max(ex[1], norm_h) : Trend == -1 ? math.min(ex[1], norm_l) : ex[1]
sl_inp = input(50.0, title='Percentage Stop Loss')/100
tp_inp = input(15.0, title='Percentage Take Profit %')/100
 
stop_level = strategy.position_avg_price * (1 + sl_inp)
take_level = strategy.position_avg_price * (1 - tp_inp)
lstop_level = strategy.position_avg_price * (1 - sl_inp)
ltake_level = strategy.position_avg_price * (1 + tp_inp)
/// Toggles
show_bar_color = input(title="Show Candlestick Pattern Colors on Bar?", defval=true)
show_bg_color = input(title="Show Candlestick Pattern Colors on Background?", defval=true)
/// BB%B Calculation
length = input.int(20, minval=1)
src = input(close, title='Source')
mult = input.float(2.0, minval=0.001, maxval=50, title='StdDev')
basis = ta.sma(src, length)
dev = mult * ta.stdev(src, length)
upper = basis + dev
lower = basis - dev
bbr = (src - lower) / (upper - lower)
plot(bbr, 'Bollinger Bands %B', color=color.new(#26A69A, 0), style=plot.style_columns)
/// Overbought / Oversold Line Declaration & Painting
inputoverbought = input(1)
inputoversold = input(0)
inputbuy = input(.3)
inputsell = input(.7)
band1 = hline(inputoverbought, 'Overbought', color=#787B86, linestyle=hline.style_dashed)
band0 = hline(inputoversold, 'Oversold', color=#787B86, linestyle=hline.style_dashed)
bandsell = hline(inputsell, 'Slightly Overbought', color=#787B86, linestyle=hline.style_dashed)
bandbuy = hline(inputbuy, 'Slightly Oversold', color=#787B86, linestyle=hline.style_dashed)
fill(band1, band0, color=color.rgb(38, 166, 154, 90), title='Background')
fill(band1, bandsell, color=color.rgb(255, 0, 0, 90), title='Background')
fill(band0, bandbuy, color=color.rgb(0, 255, 0, 90), title='Background')
/// Inside candle function, default return false, else if inside candle, return true.
icreturn = false
innercandle = if high < high[1] and low > low[1]
    icreturn := true
    icreturn
    
// Bullish Belthold
lowerb = ta.lowest(10)[1]
lbelthold = low == open ?  open < lower ? open < close ? close > ((high[1] - low[1]) / 2) + low[1] :na  : na : na
barcolor(lbelthold and show_bar_color? color.new(color.yellow,0) : na)
bgcolor(lbelthold and show_bg_color ? color.new(color.yellow,90) : na)
// Bearish Belthold
upperb = ta.highest(10)[1]
sbelthold = high == open ?  open > upperb ? open > close ? close < ((high[1] - low[1]) / 2) + low[1] : na : na : na
barcolor(sbelthold and show_bar_color ? color.new(color.purple,0) : na)
bgcolor(sbelthold and show_bg_color ? color.new(color.purple,90) : na)
/// paint inside candles
barcolor(icreturn and show_bar_color ? color.new(color.white,0) : na)
bgcolor(icreturn and show_bg_color ? color.new(color.white,90) : na)
/// long and sell conditions
long = bbr < inputbuy and (icreturn or lbelthold)
sell = bbr > inputsell and (icreturn or sbelthold)
short = bbr > inputsell and (icreturn or sbelthold)
exit = bbr < inputbuy and (icreturn or lbelthold)
// atr or % based stop loss / take profit
stoplosschoiceinput = input.string(title="Stoploss Type :", defval="ATR", options=["ATR", 
                                                                  "Percentage" ])
takeprofitchoiceinput = input.string(title="Take Profit Type :", defval="ATR", options=["ATR", 
                                                                  "Percentage" ])
longstoplosscondition = stoplosschoiceinput == "ATR" ? trail : lstop_level
shortstoplosscondition = stoplosschoiceinput == "ATR" ? trail : stop_level
longtakeprofitcondition = takeprofitchoiceinput == "ATR" ? ex : ltake_level
shorttakeprofitcondition = takeprofitchoiceinput == "ATR" ? ex : take_level
/// order logic
if inDateRange
    strategy.entry('long', strategy.long, when=long)
if inDateRange and strategy.position_size > 0
    strategy.exit("close", "long", profit=longtakeprofitcondition, stop=longstoplosscondition)
    strategy.close("close", when=sell)
if inDateRange
    strategy.entry('short', strategy.short, when=short)
if inDateRange and strategy.position_size > 0
    strategy.exit("cancel", "short", profit=shorttakeprofitcondition, stop=shortstoplosscondition)
    strategy.close("close", when=exit)
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