ESR-Bot (beta)

//********************************************************************ESR-Bot (beta)
//
//©by Michael Sparks (FakeNewsNeo)
//@version=4

strategy(title="ESR-Bot (beta)", shorttitle="ESRB (beta)", overlay=false)

//********************************************************************Indicator Inputs

//RSI inputs
overBoughtLine = input(title="Over Bought Line", type=input.integer, defval=70, minval=2, group="Bot Indicators - RSI Settings")
RSIObRangeInput = input(title="Over Bought Range Line", type=input.integer, defval=10, minval=1, group="Bot Indicators - RSI Settings")
overSoldLine = input(title="Over Sold Line", type=input.integer, defval=30, minval=1, group="Bot Indicators - RSI Settings")
RSIOsRangeInput = input(title="Over Sold Range Line", type=input.integer, defval=10, minval=1, group="Bot Indicators - RSI Settings")
rsiLength = input(title="RSI Length line", type=input.integer, defval=14, minval=1, group="Bot Indicators - RSI Settings")
RSILengthSmoothingPeriod = input(title="RSI Length Smoothing", type=input.integer, defval=1, minval=1, group="Bot Indicators - RSI Settings")
rsiSource = input(title="RSI Source", type=input.source, defval=ohlc4, group="Bot Indicators - RSI Settings")

//EMA inputs
longEMAPeriod = input(title="Long EMA Period", type=input.integer, defval=50, minval=1, group="Bot Indicators - EMA Settings")
longEMASource = input(title="Long EMA Source", type=input.source, defval=ohlc4, group="Bot Indicators - EMA Settings")
shortEMAPeriod = input(title="Short EMA Period", type=input.integer, defval=10, minval=1, group="Bot Indicators - EMA Settings")
shortEMASource = input(title="Short EMA Source", type=input.source, defval=ohlc4, group="Bot Indicators - EMA Settings")
longCrossLookBack = input(title="Bullish Cross Search Period", type=input.integer, defval=20, minval=1, group="Bot Indicators - EMA Settings")
shortCrossLookBack = input(title="Bearish Cross Search Period", type=input.integer, defval=20, group="Bot Indicators - EMA Settings")

//*********************************************************************Ticket Inputs

//Buy ticket inputs
apiAliasLong = input(title="API Alias Name", type=input.string, defval="*", group="Ticket - Long Order Settings")
exchangeLong = input(title="Pick Exchange", type=input.string, options=["Kraken","Gemini"], defval="Gemini", group="Ticket - Long Order Settings")
pairLong = input(title="Choose Pair", type=input.string, options=["BTC/USD","ETH/USD"], defval="BTC/USD", group="Ticket - Long Order Settings")
orderBookLong = input(title="Choose Book type(Long: Use with leverage)", type=input.string, options=["buy","long"], defval="buy", group="Ticket - Long Order Settings")
orderTypeLong = input(title="Choose Order Type", type=input.string, defval="market", group="Ticket - Long Order Settings") //add additional order types later
pairAmountLong = input(title="Order Amount", type=input.float, defval=0.0000, group="Ticket - Long Order Settings")
useLevLong = input(title="Use leverage?", type=input.bool, defval=false, group="Ticket - Long Order Settings")
levAmountLong = input(title="How Much Leverage?", type=input.integer, options=[0,1,2,3,4,5], defval=0, group="Ticket - Long Order Settings")
//setLimitPriceLong = input(title="Set limit price (If Limit Order)", type=input.float, defval=0, group="Ticket - Long Order Settings") //add later
//setStopOrderPriceLong =input(title="Set Stop Price (If Stop Order)", type=input.float, defval=0, group="Ticket - Long Order Settings") // add later
setStopLossLong = input(title="Use a Stop-Loss?", type=input.bool, defval=false, group="Ticket - Long Order Settings")
isStopLossPrecentLong = input(title="Stop-Loss a percentage?", type=input.bool, defval=false, group="Ticket - Long Order Settings")
stopLossAmountLong = input(title="Set Stop-Loss Amount", type=input.float, defval=0.000, group="Ticket - Long Order Settings")

//Sell ticket inputs
apiAliasShort = input(title="API Alias Name", type=input.string, defval="*", group="Ticket - Short Order Settings")
exchangeShort = input(title="Pick Exchange", type=input.string, options=["Kraken","Gemini"], defval="Gemini", group="Ticket - Short Order Settings")
pairShort = input(title="Choose Pair", type=input.string, options=["BTC/USD","ETH/USD"], defval="BTC/USD", group="Ticket - Short Order Settings")
orderBookShort = input(title="Choose Book type(Short: Use with leverage)", type=input.string, options=["sell","short"], defval="sell", group="Ticket - Short Order Settings")
orderTypeShort = input(title="Choose Order Type", type=input.string, defval="market", group="Ticket - Short Order Settings") //add additional order types later
pairAmountShort = input(title="Order Amount", type=input.float, defval=0.0000, group="Ticket - Short Order Settings")
useLevShort = input(title="Use leverage?", type=input.bool, defval=false, group="Ticket - Short Order Settings")
levAmountShort = input(title="How Much Leverage?", type=input.integer, options=[0,1,2,3,4,5], defval=0, group="Ticket - Short Order Settings")
//setLimitPriceShort = input(title="Set limit price (if limit Order)", type=input.float, defval=0, group="Ticket - Short Order Settings") //add later
//setStopOrderPriceShort = input(title="Set Stop Price (If Stop Order)", type=input.float, defval=0, group="Ticket - Short Order Settings") //add later
setStopLossShort = input(title="Use a Stop-Loss?", type=input.bool, defval=false, group="Ticket - Short Order Settings")
isStopLossPrecentShort = input(title="Stop-Loss a Precentage?", type=input.bool, defval=false, group="Ticket - Short Order Settings")
stopLossAmountShort = input(title="Set Stop-Loss Amount", type=input.float, defval=0.000, group="Ticket - Short Order Settings")

//*********************************************************************Ticket Handling

//Convert Exchange names to autoview requirements. 

//Gemini Sandbox
if (exchangeLong == "Gemini")
    exchangeLong := "geminisandbox"

if (exchangeShort == "Gemini")
    exchangeShort := "geminisandbox"

//Convert Pair Types to Autoview/Exchange Requirements

//Kraken pair types
if (exchangeLong == "Kraken" and pairLong =="BTC/USD") 
    pairLong := "xbtusd"
else if (exchangeLong == "Kraken" and pairLong == "ETH/USD")
    pairLong := "ethusd"

if (exchangeShort == "Kraken" and pairShort == "BTC/USD")
    pairShort := "xbtusd"
else if (exchangeShort == "Kraken" and pairShort == "ETH/USD")
    pairShort := "ethusd"

//Gemini pair types
if (exchangeLong == "Gemini" or exchangeLong == "geminisandbox") and pairLong == "BTC/USD"
    pairLong := "btcusd"
else if (exchangeLong == "Gemini" or exchangeLong == "geminisandbox") and pairLong == "ETH/USD"
    pairLong := "ethusd"

if (exchangeShort == "Gemini" or exchangeShort == "geminisandbox") and pairShort == "BTC/USD"
    pairShort := "btcusd"
else if (exchangeShort == "Gemini" or exchangeShort == "geminisandbox") and pairShort == "ETH/USD"
    pairShort := "ethusd"

//Convert Stop-Loss into Percentage (if Set by User)

//Buy ticket SL percentage
pStoplossLong = "Buy Side SL String Not Set"
if (isStopLossPrecentLong)
    pStoplossLong := "-" + tostring(stopLossAmountLong) + "%"
    
//Sell ticket SL percentage
pStoplossShort = "Sell Side SL String Not Set"
if (isStopLossPrecentShort)
    pStoplossShort := "-" + tostring(stopLossAmountShort) + "%"

//Convert Bools to Int for use in if statements

//Buy ticket bools
useLevLongInt = useLevLong ? 1 : 0
setStopLossLongInt = setStopLossLong ? 1:0
isStopLossPrecentLongInt = isStopLossPrecentLong ? 1 : 0

//Sell ticket bools
useLevShortInt = useLevShort ? 1 : 0
setStopLossShortInt = setStopLossShort ? 1 : 0
isStopLossPrecentShortInt = isStopLossPrecentShort ? 1 : 0

//Buy and Sell Ticket Handling for Autoview

//Buy Ticket - Set default and handle different user inputs (options)
longTicket = "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong)
if (useLevLongInt > 0 and setStopLossLongInt > 0 and isStopLossPrecentLongInt > 0) 
    longTicket := "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong) + " " + "l=" + tostring(levAmountLong) + " " + "sl=" + pStoplossLong
else if (useLevLongInt > 0 and setStopLossLongInt > 0 and isStopLossPrecentLongInt == 0)
    longTicket := "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong) + " " + "l=" + tostring(levAmountLong) + " " + "sl=" + tostring(stopLossAmountLong)
else if (useLevLongInt > 0 and setStopLossLongInt == 0 and isStopLossPrecentLongInt == 0) 
    longTicket := "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong) + " " + "l=" + tostring(levAmountLong)
else if (setStopLossLongInt > 0 and isStopLossPrecentLongInt > 0 and useLevLongInt == 0)
    longTicket := "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong) + " " + "sl=" + pStoplossLong
else if (setStopLossLongInt > 0 and isStopLossPrecentLongInt == 0 and useLevLongInt == 0)
    longTicket := "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "s=" + pairLong + " " + "b=" + orderBookLong + " " + "t=" + orderTypeLong + " " + "q=" + tostring(pairAmountLong) + " " + "sl=" + tostring(stopLossAmountLong)
    
//Sell Ticket - Set default and handle different user inputs (options)
shortTicket = "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort)
if (useLevShortInt > 0 and setStopLossShortInt > 0 and isStopLossPrecentShortInt > 0) 
    shortTicket := "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort) + " " + "l=" + tostring(levAmountShort) + " " + "sl=" + pStoplossShort
else if (useLevShortInt > 0 and setStopLossShortInt > 0 and isStopLossPrecentShortInt == 0)
    shortTicket := "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort) + " " + "l=" + tostring(levAmountShort) + " " + "sl=" + tostring(stopLossAmountShort)
else if (useLevShortInt > 0 and setStopLossShortInt == 0 and isStopLossPrecentShortInt == 0) 
    shortTicket := "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort) + " " + "l=" + tostring(levAmountShort)
else if (setStopLossShortInt > 0 and isStopLossPrecentShortInt > 0 and useLevShortInt == 0)
    shortTicket := "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort) + " " + "sl=" + pStoplossShort
else if (setStopLossShortInt > 0 and isStopLossPrecentShortInt == 0 and useLevShortInt == 0)
    shortTicket := "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "s=" + pairShort + " " + "b=" + orderBookShort + " " + "t=" + orderTypeShort + " " + "q=" + tostring(pairAmountShort) + " " + "sl=" + tostring(stopLossAmountShort)

//Order Switching Tickets (close position and cancel open)

//Buy Ticket Switching
cancelOpenOrdersLong = "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "c=order" + " " + "t=open" + " " + "s=" + pairLong
closeOpenPositionsLong = "a=" + apiAliasLong + " " + "e=" + exchangeLong + " " + "c=position" + " " + "t=open" + " " + "s=" + pairLong

//Sell Ticket Switching
cancelOpenOrdersShort = "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "c=order" + " " + "t=open" + " " + "s=" + pairShort
closeOpenPositionsShort = "a=" + apiAliasShort + " " + "e=" + exchangeShort + " " + "c=position" + " " + "t=open" + " " + "s=" + pairShort

//Ticket formating for alerts & autoview

//long
completeOrderTicketLong = cancelOpenOrdersShort + " " + "|delay=3|" + " " + closeOpenPositionsShort + " " + "|delay=3|" + " " + longTicket

//short
completeOrderTicketShort = cancelOpenOrdersLong + " " + "|delay=3|" + " " + closeOpenPositionsLong + " " + "|delay=3|" + " " + shortTicket

//*********************************************************************Bot Indicators

//RSI Function(s)
rsiPrimary = rsi(rsiSource, rsiLength)

//EMA Function(s)
emaLong = ema(longEMASource, longEMAPeriod)
emaShort = ema(shortEMASource, shortEMAPeriod)

//Indicator Conditional Functions

//RSI OB/OS conditions
rsiCrossShort = crossover(rsiPrimary,overBoughtLine)
rsiCrossLong = crossunder(rsiPrimary,overSoldLine)

//EMA bearish/bullish conditions
emaCrossLong = crossover(emaShort,emaLong)
emaCrossShort = crossunder(emaShort,emaLong)

//Indicator Modifications

//RSI Length Smoothing
var RSILengthAvgArray = array.new_float(size=RSILengthSmoothingPeriod) //New Array
array.shift(id=RSILengthAvgArray) //Fifo through array
array.push(id=RSILengthAvgArray, value=rsiPrimary) //Inject new bars
SmoothedRSILength = array.avg(id=RSILengthAvgArray)//Run a simple average on RSI Length

//RSI Range (rough idea, build on it later)
RSIoverBoughtRange = (overBoughtLine - RSIObRangeInput)
RSIoverSoldRange =  (RSIOsRangeInput + overSoldLine)

//Indicator Storage for search periods

//EMA long cross search period (threshold)
var longCrossArray = array.new_bool(size=longCrossLookBack) //Create New Array
array.shift(id=longCrossArray) //Fifo through array
array.push(id=longCrossArray, value=emaCrossLong) //Inject new bars
longCrossSearch = array.includes(id=longCrossArray, value=true) //Find the long cross in array

//EMA short cross search period (threshold)
var shortCrossArray = array.new_bool(size=shortCrossLookBack) //New Array
array.shift(id=shortCrossArray) //Fifo through array
array.push(id=shortCrossArray, value=emaCrossShort) //Inject new bars
shortCrossSearch = array.includes(id=shortCrossArray, value=true) //Find the short cross in array

//Translate ema-crosses into an rsi scale for plotting
longCrossSearchPlot = longCrossSearch ? RSIoverSoldRange : overSoldLine
shortCrossSearchPlot = shortCrossSearch ? RSIoverBoughtRange : overBoughtLine

//*********************************************************************Order Execution

//Order execution Switch(s) (long to short/short to long switch)

//Switches and default states
var bool controlSwitch = na //Default state is deactivated
var bool initalizationSwitch = true //Default state is on

// Turns on the control switch, sets its default state then deactivates initalization switch. 
if (((SmoothedRSILength <= RSIoverSoldRange) or rsiCrossLong) and longCrossSearch) and (initalizationSwitch == true)  //If bot starts at a long position
    controlSwitch := true //Set control switch to long
    initalizationSwitch := false //Turn off initalization switch
else if (((SmoothedRSILength >= RSIoverBoughtRange) or rsiCrossShort) and shortCrossSearch) and (initalizationSwitch == true) //If bot starts at a short position
    controlSwitch := false //Set control switch to short
    initalizationSwitch := false //Turn off initalization switch
    
//Send orders
    
//Long entry conditions and send long orders
if (((SmoothedRSILength <= RSIoverSoldRange) or rsiCrossLong) and longCrossSearch) and (controlSwitch == true) //entry conditions
    strategy.entry(id="LongEntry", long=true) //strategy tester plugin
    strategy.close(id="ShortEntry") //strategy tester plugin
    alert(message=completeOrderTicketLong) // Close short postion(s) and open long position.
    controlSwitch := false // Execute order once, set switch to short

//Long entry conditions and send short orders
if  (((SmoothedRSILength >= RSIoverBoughtRange) or rsiCrossShort) and shortCrossSearch) and (controlSwitch == false) //entry conditions
    strategy.entry(id="ShortEntry", long=false) //strategy tester plugin
    strategy.close(id="LongEntry") //strategy tester plugin
    alert(message=completeOrderTicketShort) //Close long position(s) and open short position. 
    controlSwitch := true //Execute order once, set switch to long
    
//*********************************************************************Plots

//Plots and indicator default skin
oblPlot = plot(overBoughtLine, title="RSI OB Line", color=color.black, linewidth=1, style=plot.style_line)
obrPlot = plot(RSIoverBoughtRange, title="RSI OB Range", color=color.black, linewidth=1, style=plot.style_line)
plot(SmoothedRSILength, title="RSI S-Length", color=color.orange, linewidth=1, style=plot.style_line)
osrPlot = plot(RSIoverSoldRange, title="RSI OS Range", color=color.black, linewidth=1, style=plot.style_line)
oslPlot = plot(overSoldLine, title="RSI OS Line", color=color.black, linewidth=1, style=plot.style_line)

//Background color fill for OB-OS Range. 
fill(plot1=oblPlot, plot2=obrPlot, color=#e60000)
fill(plot1=oslPlot, plot2=osrPlot, color=#e60000)

//EMA-RSI cross plots
plot(longCrossSearchPlot, title="Long Cross Plot", color=color.green, linewidth=1, style=plot.style_line)
plot(shortCrossSearchPlot, title="Short Cross Plot", color=color.red, linewidth=1, style=plot.style_line)