FUTURES-IWBADT Reference

//@version=4
study("FUTURES-IWBADT", "FUTURES-IWBADT Trading-Bot", overlay=true)

// Inputs
FirstAddTF = input(title="First additional Timeframe", type=input.resolution, defval="60")
SecondAddTF = input(title="Second additional Timeframe", type=input.resolution, defval="240")
ThirdAddTF = input(title="Third additional Timeframe", type=input.resolution, defval="D")

EMA_Short_period = input(defval=9, title="EMA Period Short", type=input.integer)
EMA_Long_period = input(defval=18, title="EMA Period Long", type=input.integer)

//Min_Trade_Risk = input(defval=10, title="Min stop-distance in USD", type=input.float)
//Max_Trade_Risk = input(defval=60, title="Max stop-distance in USD", type=input.float)
Min_Trade_Risk = atr(14)
Max_Trade_Risk = 2*atr(14)

rr = input(defval=2, title="Risk Reward Target", type=input.integer)

Leverage = input(1)
USDRiskPerTrade = input(defval=20, title="Fixed risk amount per trade in USD", type=input.integer)

IncludeCT = input(defval=false, title="Include Current Time Frame EMA-cross in trend definition", type=input.bool)



low_m1 = security(syminfo.tickerid, "1", low)
high_m1 = security(syminfo.tickerid, "1", high)

//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
//Calculate Bull or Bear Trend Longer Time Frames
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

//Get the data
FirstAddTF_ema_short = security(syminfo.tickerid, FirstAddTF, ema(close, EMA_Short_period))
FirstAddTF_ema_long = security(syminfo.tickerid, FirstAddTF, ema(close, EMA_Long_period))
SecondAddTF_ema_short = security(syminfo.tickerid, SecondAddTF, ema(close, EMA_Short_period))
SecondAddTF_ema_long = security(syminfo.tickerid, SecondAddTF, ema(close, EMA_Long_period))
ThirdAddTF_ema_short = security(syminfo.tickerid, ThirdAddTF, ema(close, EMA_Short_period))
ThirdAddTF_ema_long = security(syminfo.tickerid, ThirdAddTF, ema(close, EMA_Long_period))


// Bull
FirstAddTF_Bull = if (FirstAddTF_ema_short > FirstAddTF_ema_long)
    1
else
    0
SecondAddTF_Bull = if (SecondAddTF_ema_short > SecondAddTF_ema_long)
    1
else
    0
ThirdAddTF_Bull = if (ThirdAddTF_ema_short > ThirdAddTF_ema_long)
    1
else
    0
L_TF_Bull =  if (FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull == 3)
    true
else
    false
    
L_TF_Bull_partial =  if (FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull == 2)
    true
else
    false

// Bear
FirstAddTF_Bear = if (FirstAddTF_ema_short < FirstAddTF_ema_long)
    1
else
    0
SecondAddTF_Bear = if (SecondAddTF_ema_short < SecondAddTF_ema_long)
    1
else
    0
ThirdAddTF_Bear = if (ThirdAddTF_ema_short < ThirdAddTF_ema_long)
    1
else
    0
L_TF_Bear =  if (FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear == 3)
    true
else
    false
    
L_TF_Bear_partial =  if (FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear == 2)
    true
else
    false

//Calculate ema Values in current time Frame
ctf_ema_short = ema(close, EMA_Short_period)
ctf_ema_long = ema(close, EMA_Long_period)

//Calculate Bull or Bear (including trend of current time frame)

CT_Bull = if ctf_ema_short > ctf_ema_long
    1
else
    0


CT_Bear = if ctf_ema_short < ctf_ema_long
    1
else
    0

All_TF_Bull = if (FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull + CT_Bull == 4)
    true
else
    false
All_TF_Bear = if (FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear + CT_Bear == 4)
    true
else
    false


//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
//Plot Background
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

HideBackground = input(defval=false, title="Hide colored background", type=input.bool)



BullTrend = if IncludeCT == true
    All_TF_Bull
else
    L_TF_Bull

BearTrend = if IncludeCT == true
    All_TF_Bear
else
    L_TF_Bear


alertcondition(BullTrend, title='IWBADT Trend Alert Bull', message='IWBADT Bull-Trend Activated')
alertcondition(BearTrend, title='IWBADT Trend Alert Bear', message='IWBADT Bear-Trend Activated')


//plot(BullTrend, title='Bull', color=color.green, style=plot.style_line, linewidth=1, transp=0) 
//plot(BearTrend, title='Bear', color=color.red, style=plot.style_line, linewidth=1, transp=0)

bgcolorBullTransp = input(defval=55, title="All TF Bull Color Transparency", type=input.integer)
bgcolorBullPartialTransp = input(defval=70, title="Partial TF Bull Color Transparency", type=input.integer)
bgcolorBearTransp = input(defval=55, title="All TF Bear Color Transparency", type=input.integer)
bgcolorBearPartialTransp = input(defval=70, title="Partial TF Bear Color Transparency", type=input.integer)

BGColorBull = color.green
BGColorBullPartial = color.teal
BGColorBear = color.red
BGColorBearPartial = color.maroon

BGColor0 = iff(BullTrend == true and HideBackground == false, BGColorBull, na) 
BGColor1 = iff(BearTrend == true and HideBackground == false, BGColorBear, na)
BGColor2 = iff(L_TF_Bull_partial == true and HideBackground == false, BGColorBullPartial, na)
BGColor3 = iff(L_TF_Bear_partial == true and HideBackground == false, BGColorBearPartial, na)


bgcolor(BGColor0, bgcolorBullTransp, 0)
bgcolor(BGColor1, bgcolorBearTransp, 0)
bgcolor(BGColor2, bgcolorBullPartialTransp, 0)
bgcolor(BGColor3, bgcolorBearPartialTransp, 0)


//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// FRACTALS Alerts
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

//topfractal = high[3] < high[2] and high[2] > high[1] and low[3] < low[2] and low[2] > low [1] and BearTrend == true
topfractal = high[3] < high[2] and high[2] > high[1] and BearTrend == true

//botfractal = low[3] > low[2] and low[2] < low[1] and high[3] > high[2] and high[2] < high [1] and BullTrend == true
botfractal = low[3] > low[2] and low[2] < low[1] and BullTrend == true

plotchar(topfractal, char="ˆ", location=location.abovebar, color=color.red, transp=0, offset=-2, size=size.small)
plotchar(botfractal, char="ˬ", location=location.belowbar, color=color.lime, transp=0, offset=-2, size=size.small)

alertcondition(topfractal, title='IWBADT Fractal Alert Top', message='Top Fractal Alert')
alertcondition(botfractal, title='IWBADT Fractal Alert Bottom', message='Bottom Fractal Alert')

//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// FRACTALS Trade indications:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX


//;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
tradeactive = false
tradeactive := nz(tradeactive[1])

topfractalconfirmed = false
//topfractalconfirmed := nz(topfractalconfirmed[1])

botfractalconfirmed = false
//botfractalconfirmed := nz(botfractalconfirmed[1])


//:::::::::::::::::::::::::::::::::::::::::::::::
//topfractalconfirmed := high[3] < high[2] and high[2] > high[1] and low[3] < low[2] and low[2] > low [1] and BearTrend == true
//and low < low[1] and tradeactive == false
topfractalconfirmed := high[3] < high[2] and high[2] > high[1] and BearTrend == true and low < low[1] and tradeactive == false 
 and (high[2] - low[1]) > Min_Trade_Risk and (high[2] - low[1]) < Max_Trade_Risk

//botfractalconfirmed := low[3] > low[2] and low[2] < low[1] and high[3] > high[2] and high[2] < high [1] and BullTrend == true 
//and high > high[1] and tradeactive == false
botfractalconfirmed := low[3] > low[2] and low[2] < low[1] and BullTrend == true and high > high[1] and tradeactive == false 
 and high[1] - low[2] > Min_Trade_Risk and high[1] - low[2] < Max_Trade_Risk

plotchar(topfractalconfirmed, char="↓", location=location.abovebar, color=color.yellow, transp=0, offset=0, size=size.small)
plotchar(botfractalconfirmed, char="↑", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.small)


//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Level definitions:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

    // STOP Level:
StopLevel = 0.00000
StopLevel := nz(StopLevel[1])

    // Entry Level:
EntryLevel = 0.00000
EntryLevel := nz(EntryLevel[1])

    // TP Level:
TPLevel = 0.00000
TPLevel := nz(TPLevel[1])

    // Breakeven Level:
BELevel = 0.00000
BELevel := nz(BELevel[1])

    // stopdistance
stopdistance = 0.00000
stopdistance := nz(stopdistance[1])

    // TradeSizeInXBT
TradeSizeInXBT = 0.00000
TradeSizeInXBT := nz(TradeSizeInXBT[1])

    // TradeSizeInUSD
TradeSizeInUSD = 0
TradeSizeInUSD := nz(TradeSizeInUSD[1])

    //PositionMarginXBT
PositionMarginXBT = 0.00000
PositionMarginXBT := nz(PositionMarginXBT[1])

    //MaxPosMarginXBT
MaxPosMarginXBT = 0.00000
MaxPosMarginXBT := nz(MaxPosMarginXBT[1])

// Long and Short trade definitions:


Longtradeactive = false
Longtradeactive := Longtradeactive[1]

Shorttradeactive = false
Shorttradeactive := Shorttradeactive[1]


Shorttradetrigger = if (topfractalconfirmed == true)
    StopLevel := high[2]
    //EntryLevel := min(low[1], open)
    EntryLevel := close
    TPLevel := EntryLevel - (rr * (StopLevel - EntryLevel))
    BELevel := EntryLevel - (StopLevel - EntryLevel)
    stopdistance := StopLevel - EntryLevel
    TradeSizeInXBT := USDRiskPerTrade / stopdistance
    TradeSizeInUSD := round(EntryLevel * TradeSizeInXBT / 1000)  //remove factor 1000 for live trading
    PositionMarginXBT := (round(100000 * TradeSizeInXBT / Leverage)) / 100000
    MaxPosMarginXBT := (round(100000 * USDRiskPerTrade / Min_Trade_Risk / Leverage)) / 100000
    tradeactive := true
    Shorttradeactive := true


topfractalconfirmed := false


Longtradetrigger = if (botfractalconfirmed == true)
    StopLevel := low[2]
    //EntryLevel := max(high[1], open)
    EntryLevel := close
    TPLevel := rr *(EntryLevel - StopLevel) + EntryLevel
    BELevel := (EntryLevel - StopLevel) + EntryLevel
    stopdistance := EntryLevel - StopLevel
    TradeSizeInXBT := USDRiskPerTrade / stopdistance
    TradeSizeInUSD := round(EntryLevel * TradeSizeInXBT)  //remove factor 1000 for live trading
    PositionMarginXBT := (round(100000 * TradeSizeInXBT / Leverage)) / 100000
    MaxPosMarginXBT := (round(100000 * USDRiskPerTrade / Min_Trade_Risk / Leverage)) / 100000
    tradeactive := true
    Longtradeactive := true


botfractalconfirmed := false

// Plot Levels:

p1 = plot (StopLevel, title = "stoplevel", color=color.red)
p2 = plot (EntryLevel, title = "entrylevel", color=color.white)
p3 = plot (BELevel, title = "breakevenlevel", color=color.blue)
p4 = plot (TPLevel, title = "TPlevel", color=color.green)

fill(p1, p2, color=color.red, transp=65)
fill(p2, p3, color=color.blue, transp=65)
fill(p3, p4, color=color.green, transp=65)


//plot_08 = plot (Leverage, title = "Leverage", color=color.green)
//plot_09 = plot (TradeSizeInUSD, title = "TradeSizeInUSD", color=color.green)

//alertcondition(Shorttradetrigger, title='IWBADT Entry Trade Sig Short', message='b=short e=deribit l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market')
alertcondition(Shorttradetrigger, title='IWBADT Entry Trade Sig Short', message='e=bitmex s={{ticker}} b=short l=100 q=5% t=market')
if Shorttradeactive == true
    Shorttradetrigger := false
    
//alertcondition(Longtradetrigger, title='IWBADT Entry Trade Sig Long', message='b=long e=deribit l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market')
alertcondition(Longtradetrigger, title='IWBADT Entry Trade Sig Long', message='e=bitmex s={{ticker}} b=long l=100 q=5% t=market')

if Longtradeactive == true
    Longtradetrigger := false

//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Define and plot conflicting candles:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
    
// Subtypes of conflicting bars:
//-------------------------------------------------------------------------------------------------------

// Bartype 3a is a candle which crosses both BELevel and EntryLevel and has its close above the midline between BELevel and EntryLevel (longs) 
// respecively has its close below the midline between BELevel and EntryLevel (shorts) 
// In case of a Bartype 3a the logic shall NOT consider a trade as closed as break-even, but shall assume trade continuation with activated break-even-flag.
//-------------------------------------------------------------------------------------------------------

Bartype3_a_long = high > BELevel and high < TPLevel and low < EntryLevel and low > StopLevel and close > ((BELevel + EntryLevel)/2) and Longtradeactive
Bartype3_a_short = high > EntryLevel and high  < StopLevel and low < BELevel and low > TPLevel and close < ((BELevel + EntryLevel)/2) and Shorttradeactive
//barcolor(Bartype3_a_long or Bartype3_a_short? color.purple : na)

//Bartype3_a_Counter = 0    
//Bartype3_a_Counter := nz(Bartype3_a_Counter[1])
//if Bartype3_a_long or Bartype3_a_short
//    Bartype3_a_Counter := Bartype3_a_Counter + 1

// Bartype 4a is a candle which crosses TPLevel, BELevel and EntryLevel and has its close above BELevel (longs) respectively close below BELevel (shorts)
// In case of a Bartype 4a the logic shall consider a trade as closed winner and shall not assume trade as closed break-even.
//-------------------------------------------------------------------------------------------------------

Bartype4_a_long = high > TPLevel and low < EntryLevel and low > StopLevel and close > BELevel and Longtradeactive
Bartype4_a_short = high > EntryLevel and high < StopLevel and low < TPLevel and close < BELevel and Shorttradeactive
//barcolor(Bartype4_a_long or Bartype4_a_short? color.purple : na)

//Bartype4_a_Counter = 0    
//Bartype4_a_Counter := nz(Bartype4_a_Counter[1])
//if Bartype4_a_long or Bartype4_a_short
//    Bartype4_a_Counter := Bartype4_a_Counter + 1
    
// Definition of Maintypes of conflicting bars:  ONLY USED FOR CODE OPTIMISATION AND STATS OF UNCERTAINTY
//-------------------------------------------------------------------------------------------------------

//Bartype 3:  Candle range crosses both BELevel and EntryLevel
//-------------------------------------------------------------------------------------------------------
// = high > BELevel and high < TPLevel and low < EntryLevel and low > StopLevel and Longtradeactive and not Bartype3_a_long
//Bartype3_short = high > EntryLevel and high  < StopLevel and low < BELevel and low > TPLevel and Shorttradeactive and not Bartype3_a_short
//barcolor(Bartype3_long or Bartype3_short? color.yellow : na)


//Bartype 4:  Candle range crosses EntryLevel, BELevel and TPLevel
//-------------------------------------------------------------------------------------------------------
//Bartype4_long = high > TPLevel and low < EntryLevel and low > StopLevel and Longtradeactive and not Bartype4_a_long
//Bartype4_short = high > EntryLevel and high < StopLevel and low < TPLevel and Shorttradeactive and not Bartype4_a_short
//barcolor(Bartype4_long or Bartype4_short? color.orange : na)

//Bartype 5:  Candle range crosses StopLevel, EntryLevel and BELevel
//-------------------------------------------------------------------------------------------------------
//Bartype5_long = high > BELevel and high < TPLevel and low < StopLevel and Longtradeactive
//Bartype5_short = high > StopLevel and low < BELevel and low > TPLevel and Shorttradeactive
//barcolor(Bartype5_long or Bartype5_short? color.white : na)

//Bartype 6:  Candle range crosses StopLevel, EntryLevel, BELevel and TPLevel
//-------------------------------------------------------------------------------------------------------
//Bartype6_long = high > TPLevel and low < StopLevel and Longtradeactive
//Bartype6_short = high > StopLevel and low < TPLevel and Shorttradeactive
//barcolor(Bartype6_long or Bartype6_short? color.blue : na)

//Bartype counters
//-------------------------------------------------------------------------------------------------------
//Bartype3Counter = 0
//Bartype3Counter := nz(Bartype3Counter[1])
//if Bartype3_long or Bartype3_short
//    Bartype3Counter := Bartype3Counter + 1

//Bartype4Counter = 0
//Bartype4Counter := nz(Bartype4Counter[1])
//if Bartype4_long or Bartype4_short
//    Bartype4Counter := Bartype4Counter + 1

//Bartype5Counter = 0
//Bartype5Counter := nz(Bartype5Counter[1])
//if Bartype5_long or Bartype5_short
//    Bartype5Counter := Bartype5Counter + 1

//Bartype6Counter = 0    
//Bartype6Counter := nz(Bartype6Counter[1])
//if Bartype6_long or Bartype6_short
//    Bartype6Counter := Bartype6Counter + 1


//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade resolution:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

// Breakeven activation
//-------------------------------------------------------------------------------------------------------
shorttradeBElevelactivation = (low < BELevel) and not (low_m1 < TPLevel)
longtradeBElevelactivation = (high > BELevel) and not (high_m1 > TPLevel)

Breakevenactive = false
Breakevenactive := nz(Breakevenactive[1])

if ((Shorttradeactive ==  true) and (shorttradeBElevelactivation == true))
    Breakevenactive := true

if ((Longtradeactive == true) and (longtradeBElevelactivation == true))
    Breakevenactive := true
    
// loss trades
//-------------------------------------------------------------------------------------------------------

PlotLossCounter = 0
PlotLossCounter := nz(PlotLossCounter[1])

plotlosshort = if ((Shorttradeactive == true) and (high > StopLevel) and (Breakevenactive == false))
    y = 1 // only required to make code work

plotchar(plotlosshort, char="X", location=location.abovebar, color=color.fuchsia, transp=0, offset=0, size=size.small)

if plotlosshort == true
    tradeactive := false
    Shorttradeactive := false
    Breakevenactive := false
    PlotLossCounter := PlotLossCounter + 1
    
//plotlosshort := false

plotlosslong = if ((Longtradeactive == true) and (low < StopLevel) and (Breakevenactive == false))
    r = 1 // only required to make code work
    
plotchar(plotlosslong, char="X", location=location.belowbar, color=color.fuchsia, transp=0, offset=0, size=size.small)

if plotlosslong == true
    tradeactive := false
    Longtradeactive := false
    Breakevenactive := false
    PlotLossCounter := PlotLossCounter + 1
    
//plotlosslong := false

// Breakeven trades
//-------------------------------------------------------------------------------------------------------

PlotBreakEvenCounter = 0
PlotBreakEvenCounter := nz(PlotBreakEvenCounter[1])

plotBreakevenshort = if ((Shorttradeactive ==  true) and (high > EntryLevel) and (Breakevenactive == true) and not Bartype3_a_short and not Bartype4_a_short)
    h = 1 // only required to make code work
    
plotchar(plotBreakevenshort, char="0", location=location.abovebar, color=color.blue, transp=0, offset=0, size=size.small)

if plotBreakevenshort == true
    tradeactive := false
    Shorttradeactive := false
    Breakevenactive := false
    PlotBreakEvenCounter := PlotBreakEvenCounter + 1

//plotBreakevenshort := false

plotBreakevenlong = if ((Longtradeactive ==  true) and (low < EntryLevel) and (Breakevenactive == true) and not Bartype3_a_long and not Bartype4_a_long)
    e = 1 // only required to make code work
    
plotchar(plotBreakevenlong, char="0", location=location.belowbar, color=color.blue, transp=0, offset=0, size=size.small)

if plotBreakevenlong == true
    tradeactive := false
    Longtradeactive := false
    Breakevenactive := false
    PlotBreakEvenCounter := PlotBreakEvenCounter + 1
    
//plotBreakevenlong := false 

// Win trades
//-------------------------------------------------------------------------------------------------------
PlotWinCounter = 0
PlotWinCounter := nz(PlotWinCounter[1])

plotWinshort = if ((Shorttradeactive ==  true) and (low < TPLevel))
    n = 1  // only required to make code work

plotchar(plotWinshort, char="1", location=location.belowbar, color=color.green, transp=0, offset=0, size=size.small)

if plotWinshort == true
    tradeactive := false
    Shorttradeactive := false
    Breakevenactive := false
    PlotWinCounter := PlotWinCounter + 1
    
//plotWinshort := false

plotWinlong = if ((Longtradeactive ==  true) and (high > TPLevel))
    l = 1 // only required to make code work

plotchar(plotWinlong, char="1", location=location.abovebar, color=color.green, transp=0, offset=0, size=size.small)

if plotWinlong == true
    tradeactive := false
    Longtradeactive := false
    Breakevenactive := false
    PlotWinCounter := PlotWinCounter + 1
    
//plotWinlong := false


//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade closing signals
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

alertcondition(plotlosshort or plotlosslong or plotBreakevenshort or plotBreakevenlong, title='IWBADT Close Trade BE or Stop', message='e=bitmex s={{ticker}} c=position q=100% t=market')
alertcondition(plotWinshort or plotWinlong, title='IWBADT Close Trade Win', message='e=bitmex s={{ticker}} c=position q=100% t=market')



//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Statistics
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

//PercentConflictingTrades = round(((Bartype3Counter + Bartype4Counter + Bartype5Counter + Bartype6Counter) / (PlotWinCounter + PlotLossCounter + PlotBreakEvenCounter))*100)

StatisticsVerticalOffset = atr(14)
HideStatistics = input(false)
DisplayEquityCurve = input(false)

commission = input(title="Estimated commission per round-turn in USD", defval=0.1744)

EquityCurve = PlotWinCounter * 2 * USDRiskPerTrade - PlotLossCounter * USDRiskPerTrade - (PlotWinCounter + PlotLossCounter + PlotBreakEvenCounter) * commission

winpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
losspercent = round((PlotLossCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
bepercent = round((PlotBreakEvenCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
rrpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter))*100)

if (plotWinlong or plotWinshort or plotBreakevenlong or plotBreakevenshort or plotlosslong or plotlosshort) and not HideStatistics
    l = label.new(bar_index, high + StatisticsVerticalOffset, style=label.style_none, text="Win : " + tostring(PlotWinCounter) + " ("+ tostring(winpercent)+"%)"
      + "\nLoss : " + tostring(PlotLossCounter) +" ("+tostring(losspercent)+"%)" + "\nBE : " + tostring(PlotBreakEvenCounter)+" ("+ tostring(bepercent)+"%)" + "\nRate : " + tostring (rrpercent)+"%",color = color.white, textcolor=color.white)




// The following line is in order to print the equity curve:
//-------------------------------------------------------------------------------------------------------

plot (DisplayEquityCurve == true ? EquityCurve : na, title = "Profit and Loss", color=color.yellow, linewidth=3, style=plot.style_line) 





//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Debugging tools
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

//plotchar(Longtradeactive, char="L", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.small)  
//plotchar(Shorttradeactive, char="S", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.small) 
//plotchar(Breakevenactive, char="B", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.tiny) 
//plotchar(tradeactive, char="T", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.tiny) 
//plotchar(BearTrend, char="o", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.tiny) 
//plotchar(BullTrend, char="i", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.tiny) 
//plotchar(Shorttradetrigger, char="s", location=location.belowbar, color=color.white, transp=0, offset=0, size=size.tiny)