Davids Ichimoku Cloud Break

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Liquid1209


//@version=5
// *******************************
// ******** User Inputs **********
// *******************************
strategy("Davids Ichimoku Cloud Break", overlay=true, margin_long=100, margin_short=100)
conversionLength = input.int(9, minval=1, title="Conversion Line Length")
emaCoversion = ta.ema(close, conversionLength)
baseLength = input.int(26, minval=1, title="Base Line Length")
laggingSpan2Length = input.int(52, minval=1, title="Leading Span B Length")
displacementFutPast = input.int(26, minval=1, title="Displacement")

longPossible = input.bool(title="Long Tades", defval=true)
shortPossible = input.bool(title="Short Tades", defval=true)
useMacdFilterEntry = input.bool(title="MACD Entry Filter", defval=true)

riskLevel = input.int(defval=1, minval=1, maxval=3, title="Risk Level (3 marks the highest risk)", step=1)

dateFrom = input.time(title="Start Date", defval=timestamp("01 Jan 2020 00:00"))
dateTo = input.time(title="End Date", defval=timestamp("31 Dec 2170 23:59"))
inDateRange = (time >= dateFrom) and (time < dateTo)

//MACD Inputs
fast_length = input(title="Fast Length MACD", defval=12)
slow_length = input(title="Slow Length MACD", defval=26)
src = input(title="Source", defval=close)
signal_length = input.int(title="Signal Smoothing",  minval = 1, maxval = 50, defval = 9)
sma_source = input.string(title="Oscillator MA Type",  defval="EMA", options=["SMA", "EMA"])
sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"])


stop_source = input.string(title="Stop Source",  defval="Conv/Base", options=["Conv/Base", "MACD", "EMA-34"])

// *******************************
// ******** Functions *********
// *******************************
donchian(len) => math.avg(ta.lowest(len), ta.highest(len))

// *******************************
// ******** Calculations *********
// *******************************
//Present Lines
conversionLine = donchian(conversionLength)
baseLine = donchian(baseLength)

//Future Lines
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(laggingSpan2Length)

//PastLinesForCurrentCloud
leadLine1Past = leadLine1[baseLength]
leadLine2Past = leadLine2[baseLength]

//Lagging Span Lines
leadLine1LaggingSpan = leadLine1[baseLength+displacementFutPast]
leadLine2LaggingSpan = leadLine2[baseLength+displacementFutPast]



//**********************
//****  Conditions  **** 
//**********************
//Break Cond
zone = if close > leadLine1Past and close > leadLine2Past
    1
else if close < leadLine1Past and close < leadLine2Past
    -1
else
    0

//Base Line Direction
baseDirection = if baseLine > baseLine[1]
    1
else if baseLine < baseLine[1]
    -1
else
    0
    
//lag Break Cond 
lagZone = if close > leadLine1LaggingSpan and close > leadLine2LaggingSpan
    1
else if close < leadLine1LaggingSpan and close < leadLine2LaggingSpan
    -1
else
    0
    



//**********************
//****   Plotting  ***** 
//**********************
//Indicator Plotting
plot(conversionLine, color=#2962FF, title="Conversion Line")
plot(baseLine, color=#B71C1C, title="Base Line")
plot(close, offset = -displacementFutPast + 1, color=#43A047, title="Lagging Span")
p1 = plot(leadLine1, offset = displacementFutPast - 1, color=#A5D6A7,
     title="Leading Span A")
p2 = plot(leadLine2, offset = displacementFutPast - 1, color=#EF9A9A,
     title="Leading Span B")
fill(p1, p2, color = leadLine1 > leadLine2 ? color.rgb(67, 160, 71, 90) : color.rgb(244, 67, 54, 90))


//MACD Plotting
// Plot colors MACD
col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD")
col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal")
col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above")
col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above")
col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below")
col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below")
// Calculating MACD
fast_ma = sma_source == "SMA" ? ta.sma(src, fast_length) : ta.ema(src, fast_length)
slow_ma = sma_source == "SMA" ? ta.sma(src, slow_length) : ta.ema(src, slow_length)
macd = fast_ma - slow_ma
signal = sma_signal == "SMA" ? ta.sma(macd, signal_length) : ta.ema(macd, signal_length)
hist = macd - signal
plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below)))
plot(macd, title="MACD", color=col_macd)
plot(signal, title="Signal", color=col_signal)

//MACD 
// plotshape(macd > signal, color=color.green, style=shape.square, location=location.top, size=size.small)
// plotshape(macd < signal, color=color.red, style=shape.square, location=location.top, size=size.small)

//MACD Cross
// plotshape(ta.crossunder(macd, signal) and macd > 0, color=color.red, style=shape.square, location=location.bottom, size=size.small)
// plotshape(ta.crossover(macd, signal) and macd < 0, color=color.green, style=shape.square, location=location.bottom, size=size.small)

//EMA 34 Plotting
plot(ta.ema(close, 34), color=color.black, linewidth=2)

//Future Cloud Plotting to show Signal Condition 1
// plotshape(leadLine1 > leadLine2, color=color.green, style=shape.circle, location=location.abovebar, size=size.small)
// plotshape(leadLine2 > leadLine1, color=color.red, style=shape.circle, location=location.abovebar, size=size.small)

//current Price Position Plotting to show Signal Condition 2
// plotshape(zone > 0, color=color.green, style=shape.flag, location=location.belowbar, size=size.small)
// plotshape(zone < 0, color=color.red, style=shape.flag, location=location.belowbar, size=size.small)
// plotshape(zone == 0, color=color.black, style=shape.flag, location=location.belowbar, size=size.small)

//Base Direction Plotting to show Signal Condition 3
// plotshape(baseDirection > 0, color=color.green, style=shape.square, location=location.top, size=size.small)
// plotshape(baseDirection < 0, color=color.red, style=shape.square, location=location.top, size=size.small)
// plotshape(baseDirection == 0, color=color.black, style=shape.square, location=location.top, size=size.small)

//Lagging Position Plotting to show Signal Condition 4
// plotshape(lagZone > 0, color=color.green, style=shape.square, location=location.bottom, size=size.small)
// plotshape(lagZone < 0, color=color.red, style=shape.square, location=location.bottom, size=size.small)
// plotshape(lagZone == 0, color=color.black, style=shape.square, location=location.bottom, size=size.small)

//**********************
//****   Orders  ***** 
//**********************
longOk = if riskLevel == 3 
    zone > 0 and leadLine1 > leadLine2 and baseDirection > 0
else if riskLevel == 2
    zone > 0 and leadLine1 > leadLine2 and baseDirection > 0 and lagZone >= 0
else 
    zone > 0 and leadLine1 > leadLine2 and baseDirection > 0 and lagZone > 0

shortOk = if riskLevel == 3
    zone < 0 and leadLine2 > leadLine1 and baseDirection < 0 
else if riskLevel == 2
    zone < 0 and leadLine2 > leadLine1 and baseDirection < 0 and lagZone <= 0
else 
    zone < 0 and leadLine2 > leadLine1 and baseDirection < 0 and lagZone < 0

//Trade Closing
longClose = if stop_source == "EMA"
    close < ta.ema(close, 34)
else if stop_source == "MACD"
    macd < signal
else
    conversionLine < baseLine
shortClose = if stop_source == "EMA"
    close > ta.ema(close, 34)
else if stop_source == "MACD"
    macd > signal
else
    conversionLine > baseLine


// Submit entry orders
if (longPossible and inDateRange)
    strategy.entry("long", strategy.long, when = longOk and not longClose)
if (shortPossible and inDateRange)
    strategy.entry("short", strategy.short, when = shortOk and not shortClose)
    


// Submit exit orders
if (strategy.position_size > 0 and longClose)
    strategy.exit(id="exit long?", stop=close)
if (strategy.position_size < 0 and shortClose)
    strategy.exit(id="exit short?", stop=close)