CBB 2023 Strategy Default

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © bright_infinite
//@version=4
// ============================================================================= 
strategy("[CBB] 2023 Strategy Default  ", 
      shorttitle="2023 strat default",
      pyramiding=0,
      calc_on_every_tick=false,
      initial_capital=1000000,
      default_qty_type=strategy.percent_of_equity,
      default_qty_value=20,
      max_bars_back = 5000,
      overlay = true)
     
// ============================================================================= 
//              USER INPUT
// =============================================================================        
in_lookback                 = input(10, type=input.integer, title="in_lookback in_lookback")
in_len_normHigh             = input(20, type=input.integer, title="Normalized High Length")
in_len_normLow              = input(20, type=input.integer, title="Normalized Low Length")
in_trendThresh              = input(3, type=input.integer, title="Directional Bias Threshhold")
in_divThresh                = input(2, type = input.integer, title = "Divergence Threshhold")
in_stratLong                = input(defval=0, type=input.integer, title="Long Strategy Selector", options = [0, 1, 2, 3, 4, 5] )
in_stratShort               = input(defval=0, type=input.integer, title="Short Strategy Selector", options = [0, 1, 2, 3, 4, 5] )

// ============================================================================= 
//              CONSTANTS
// =============================================================================   
FLAT                        = strategy.position_size == 0
LONG                        = strategy.position_size > 0
SHORT                       = strategy.position_size < 0
confirmed                    = barstate.isconfirmed
entry                       = strategy.position_avg_price

var lookForExit             = false   
var tradeStopPrice          = 0.0
var tradeTargetPrice        = 0.0
var trailingStop            = 0.0
var tradeExitTriggerPrice   = 0.0
var tradeStopDistance       = 0.0
var tradeTriggerPrice       = 0.0


h0                          = (high + high[1]) / 2
l0                          = (low + low[1]) / 2
    
normHigh                    = (high - lowest(high, in_len_normHigh)) / (highest(high, in_len_normHigh) - lowest(high, in_len_normHigh))     // * 100
normLow                     = (low - lowest(low, in_len_normLow)) / (highest(low, in_len_normLow) - lowest(low, in_len_normLow))         // * 100

// ============================================================================= 
//              FUNCTIONS
// =============================================================================   

// ============================================================================= 
//              VARIABLES
// =============================================================================    



// ============================================================================= 
//              CONDITIONS
// ============================================================================= 
up1                         = crossover(normLow, 0.5)
dn1                         = crossunder(normLow, 0.5)

// ------------ TREND & PRIMARY SIGNALS
bull                        = rising(normHigh, in_trendThresh) and rising(normLow, in_trendThresh)        // and both > .5
bear                        = falling(normHigh, in_trendThresh) and falling(normLow, in_trendThresh)      // and both < .5
eqLo                        = (normHigh == 0) and (normLow == 0) ? 1 : 0
eqHi                        = (normHigh == 1.0) and (normLow == 1.0) ? 1 : 0

// ------------ DIVERGENCES
// hh              = highest(high, )
hiDiv                       = (normHigh < 0.5) and (normLow > 0.5) ? 1 : 0
regDiv                      = (normHigh > 0.5) and (normLow < 0.5) ? 1 : 0
bearDiv                     = (rising(normLow, in_divThresh) and falling(normHigh, in_divThresh))
bullDiv                     = (rising(normHigh, in_divThresh) and falling(normLow, in_divThresh))
dirBullDiv                  = (bearDiv or bullDiv) and (normLow < 0.5) and (normHigh < 0.5)
dirBearDiv                  = (bearDiv or bullDiv) and(normLow > 0.5) and(normHigh > 0.5)

// ============================================================================= 
//              RISK MANAGEMENT
// ============================================================================= 

// ============================================================================= 
//              ORDER MANAGEMENT
// ============================================================================= 
L0                          = up1
S0                          = dn1
L1                          = bull
S1                          = bear
L2                          = eqLo
S2                          = eqHi
L3                          = hiDiv
S3                          = regDiv
L4                          = bullDiv
S4                          = bearDiv
L5                          = dirBullDiv
S5                          = dirBearDiv


selStratL                   = in_stratLong  == 0 ? L0 :  in_stratLong  == 1 ? L1 : in_stratLong  == 2 ? L2 : in_stratLong  == 3 ? L3 : in_stratLong  == 4 ? L4 : in_stratLong  == 5 ? L5 : na
selStratS                   = in_stratShort == 0 ? S0 :  in_stratShort == 1 ? S1 : in_stratShort == 2 ? S2 : in_stratShort == 3 ? S3 : in_stratShort == 4 ? S4 : in_stratShort == 5 ? S5 : na

// ============================================================================= 
//          STRATEGY EXECUTION 
// ============================================================================= 
if(selStratL)
    strategy.entry("Buy", strategy.long) // enter long by market if current open great then previous high
strategy.close("Buy", selStratL) 

if(selStratS)
    strategy.entry("Sell", strategy.short) // enter long by market if current open great then previous high
strategy.close("Sell", selStratS) //


// ============================================================================= 
//              PLOTS & COLORING
// ============================================================================= 
plot(normHigh, color=color.blue)
plot(normLow, color=color.red)
plot(eqLo ? 0.0 : na, color=color.green, style=plot.style_circles, linewidth=3)      // if eqLo is true, circle is plotted on 0.0
plot(eqHi ? 1.0 : na, color=color.fuchsia, style=plot.style_circles, linewidth=3)    // if eqHi is truem circle is plotted on 1.0

// plot(dirBullDiv ? normLow : na, color=color.yellow, style=plot.style_cross, linewidth=5)    // if eqHi is truem circle is plotted on 1.0
// plot(dirBearDiv ? normHigh: na, color=color.aqua, style=plot.style_cross, linewidth=5)    // if eqHi is truem circle is plotted on 1.0

// barcolor(hiDiv ? color.yellow : na)
// barcolor(regDiv ? color.fuchsia : na)
bgcolor(bull ? color.blue : na, transp=50)
bgcolor(bear ? color.red : na, transp=50)
// bgcolor(dirBearDiv ? color.orange : na, transp=50)
// bgcolor(dirBullDiv ? color.green : na, transp=50)


// ============================================================================= 
//          RESOURCES 
// ============================================================================= 
// How to normalize time series:

//     # time series normalization equation
//     y = (x - min) / (max - min)

// x ... price from input time series
// y ... normalized time series value
// min ... minimum price in the time seies
// max ... maximum price of the time series