GitLemon Trailer

//@version=4
//GitLemon
study(title="GitLemon-trailer", shorttitle="GitLemon-trailer", overlay=true, precision=8)
 
 
// INPUTS
src = input(title="Source", type=input.source, defval=close)

globalwidth = input(18, minval=5, title="Global Max Width of W/M")
globaloffset = input(0, minval=0, title="Global Offset of W/M")

includePrice = input(defval=true, title="Use price")
strictPrice = input(defval=true, title="Strict")
rangePrice = globalwidth
offsetPrice = globaloffset

includeOBV = input(defval=false, title="Use OBV")
strictOBV = input(defval=false, title="Strict")
rangeOBV = globalwidth
offsetOBV = globaloffset

includeWly = input(defval=true, title="Use Willy")
includeWillyStupid = input(defval=false, title="Use Willy stupid")
strictWly = input(defval=false, title="Strict")
rangeWly = globalwidth
offsetWly = globaloffset
lengthWly = input(21, minval=1, title="Willy length")
lengthWlyEma = input(13, minval=1, title="Willy length ema")


includeMFI = input(defval=false, title="Use MFI")
strictMFI = input(defval=false, title="Strict")
rangeMFI = globalwidth
offsetMFI = globaloffset
lengthMFI = input(14, minval=1, title="MFI length")

includeRSI = input(defval=false, title="Use RSI")
strictRSI = input(defval=false, title="Strict")
rangeRSI = globalwidth
offsetRSI = globaloffset
lengthRSI = input(14, minval=1, title="RSI length")

includeDMI = input(defval=false, title="Use DMI (DI+ & DI-)")
strictDMI = input(defval=false, title="Strict")
rangeDMI = globalwidth
offsetDMI = globaloffset
lengthDMI = input(14, minval=1, title="DMI length")

includeWithinRLZ = input(defval=false, title="Price within RLZ")
includeBelowRLZ = input(defval=false, title="Price above/below RLZ")
upperBoundRLZ = input(defval=61.8, minval=0.0, maxval=100.0, title="Upper bound of RLZ (fib)")
lowerBoundRLZ = input(defval=78.6, minval=0.0, maxval=100.0, title="Lower bound of RLZ (fib)")
lengthPeriodRLZ = input(defval=200, minval=5, title="Lookback period (bars)")
showRLZLong = input(defval=false, title="Draw RLZ long")
showRLZShort = input(defval=false, title="Draw RLZ short")

ATH = highest(high, lengthPeriodRLZ)
ATL = lowest(low, lengthPeriodRLZ)

Leverage = input(1)
USDRiskPerTrade = input(defval=1, title="Fixed risk amount per trade in USD", type=input.integer) // Changing to $1 from $50

HideStatistics = input(false)
DisplayEquityCurve = input(false)

// commission = input(title="Estimated commission per round-turn in USD", defval=0.1744)
commission = input(title="Estimated commission per round-turn in USD", defval=0.2)

// FOR TTM SQUEEZE MODULE
strict = input(false, title="Enabled (original) or Disabled (strict)")
length = input(20, minval=1, title="BB Length")
mult = input(2.0, minval=0.001, maxval=50, title="StDev")

useTrueRange = input(false)
klength = input(20, minval=1, title="Keltner Length")
kmult = input(2.0, title="Multiplier")
ksrc = input(close, title="Keltner Source")
 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// NON-INPUT VARIABLES
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
 
Min_Trade_Risk = atr(14)
Max_Trade_Risk = 2*atr(14)
StatisticsVerticalOffset = 3*atr(14)
 
low_m1 = security(syminfo.tickerid, "1", low)
high_m1 = security(syminfo.tickerid, "1", high)
 
range = ATH - ATL
 
// FOR SQUEEZE MODULE
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
 
ma = ema(src, klength)
ranger = useTrueRange ? tr : high - low
rangema = ema(ranger, klength)
kupper = ma + rangema * kmult
klower = ma - rangema * kmult
//c = color.blue
 
bband(length, mult) =>
    sma(close, length) + mult * stdev(close, length)
keltner(length, mult) =>
    ema(close, length) + mult * ema(tr, length)
   
diff = bband(length, mult) - keltner(length, kmult)

vw = vwap(src)
 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
//Plots for trade signal
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

plot(series=upper, title="UB", color=color.orange, linewidth=1)
plot(series=lower, title="LB", color=color.orange, linewidth=1)
plot(series=kupper, title="KU", color=color.white, linewidth=1)
plot(series=klower, title="KL", color=color.white, linewidth=1)
plot(series=basis, title="KB", color=color.white, linewidth=1)

///XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
/// Level definitions:
///XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
 
tradeactive = false
tradeactive := nz(tradeactive[1])
 
 
    // 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]
 
//CALCULATIONS
 
 
is_rlz_long = barssince(highest(high, lengthPeriodRLZ)) >=
   barssince(lowest(low, lengthPeriodRLZ))
is_rlz_short = barssince(highest(high, lengthPeriodRLZ)) <
   barssince(lowest(low, lengthPeriodRLZ))
 
longUpperRLZ = showRLZLong ? (1 - upperBoundRLZ / 100) * range + ATL : na
longLowerRLZ = showRLZLong ? (1 - lowerBoundRLZ / 100) * range + ATL : na
longWithinRLZ = longUpperRLZ >= src and src >= longLowerRLZ
longBelowRLZ = longLowerRLZ > src
// Moved below Plot for Trade Size for Autoview Testing
// // Plot 0
// p1 = plot(longUpperRLZ, color=color.green, title="61.8 (long)")
// // Plot 1
// p2 = plot(longLowerRLZ, color=color.green, title="78.6 (long)")
// fill(p1, p2, color=#7DCEA0, transp=90, title="RLZ long")
 
shortUpperRLZ = showRLZShort ? ATH - (1 - upperBoundRLZ / 100) * range : na
shortLowerRLZ = showRLZShort ? ATH - (1 - lowerBoundRLZ / 100) * range : na
shortWithinRLZ = shortUpperRLZ <= src and src <= shortLowerRLZ
shortAboveRLZ = shortLowerRLZ < src
// // Plot 2
// p3 = plot(shortUpperRLZ, color=color.red, title="78.6 (short)")
// // Plot 3
// p4 = plot(shortLowerRLZ, color=color.red, title="61.8 (short)")
// fill(p3, p4, color=#cd6155, transp=90, title="RLZ short")
 
includeSMA = input(defval=false, title="Price above/below SMA")
lengthSMA = input(20, minval=1, title="SMA length")
 
// limit by period option
limitPeriod = input(defval=false, title="Limit period (increases perfomance)")
lengthPeriod = input(245, minval=1, title="Length of period (hours)")
 
hours_in_milliseconds = 1000 * 60 * 60
withinPeriod = not limitPeriod or timenow - time < hours_in_milliseconds * lengthPeriod
 
// quickLook = input(defval = true, title = "Quick Look") // ignores historic data and will plot a signal on the chart
// show_order_details = input(defval = true, title = "Show entry / stoploss / target") // show entry, stoploss and target (toggling this doesn't work)
show_order_details = true
entrySource = input(title="Source for Entry", type=input.source, defval=close)
stopLossSource = input(title="Source for StopLoss", type=input.source, defval=open)
stopLossPercentage = input(defval=0.033, minval=0, maxval=100, step=0.01, title="Stop loss %")
riskRewardRatio = input(defval=4.669, minval=0.0, title="Risk to Reward 1-to-")
 
// removed the barstate.isreadltime as it seems to be causing a race condition preventing alerts from firing
//show = not barstate.isrealtime and (includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI)
show = includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI
//showPotential = barstate.isrealtime and (includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI) and option_potential
 
// create a series of obv, mfi, rsi, sma and willy values
change_1 = change(src)
OBVs = cum(change(src) > 0 ? volume : change_1 < 0 ? -volume : 0 * volume)
// caclulate mfi series
upper_s = sum(volume * (change(hlc3) <= 0 ? 0 : hlc3), lengthMFI)
lower_s = sum(volume * (change(hlc3) >= 0 ? 0 : hlc3), lengthMFI)
MFIs = rsi(upper_s, lower_s)
RSIs = rsi(src,lengthRSI)
SMAs = sma(src, lengthSMA)
// make willy series
upperWly = highest(lengthWly)
lowerWly = lowest(lengthWly)
WLYs = 100 * (src - upperWly) / (upperWly - lowerWly)
emaWly = ema(WLYs, lengthWlyEma)
 
series_a_above_series_b(seriesA, seriesB, aRange) =>
    result = true
    for i = 0 to aRange - 1 by 1
        if seriesB[i] > seriesA[i]
            result := false
            break
    result := result
    result
 
series_a_below_series_b(seriesA, seriesB, aRange) =>
    result = true
    for i = 0 to aRange - 1 by 1
        if seriesB[i] < seriesA[i]
            result := false
            break
    result := result
    result
 
dirmov(len) =>
    up = change(high)
    down = -change(low)
    truerange = rma(tr, len)
    plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
    minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
    [plus, minus]
 
data_W(aSeries, aRange, anOffset, strict) =>
    e = 0
    d = 0
    c = 0
    b = 0
    a = 0
    valueE = aSeries[0]
    valueD = aSeries[0]
    valueC = aSeries[0]
    valueB = aSeries[0]
    valueA = aSeries[0]
    found = false
 
    for offset = 0 to anOffset by 1
        if found
            break
        e := 0
        d := 0
        c := 0
        b := 0
        a := 0
        valueE := aSeries[0]
        valueC := aSeries[0]
        valueD := aSeries[0]
        valueB := aSeries[0]
        valueA := aSeries[0]
 
        for i = 1 to aRange - 1 by 1
            // find d
            if aSeries[i + offset] < aSeries[i + offset - 1] and valueC == aSeries[0]
                d := i + offset
                valueD := aSeries[i + offset]
                continue
            if d == 0
                break
            // find c
            if aSeries[i + offset] > aSeries[i + offset - 1] and valueB == aSeries[0]
                c := i + offset
                valueC := aSeries[i + offset]
                continue
            if c == 0
                break
            if aSeries[i + offset] < aSeries[i + offset - 1] and valueA == aSeries[0]
                b := i + offset
                valueB := aSeries[i + offset]
                continue
            if b == 0
                break
            if aSeries[i + offset] > aSeries[i + offset - 1]
                a := i + offset
                valueA := aSeries[i + offset]
                continue
            if a == 0
                break
        // W found if we have found point A, and point B has a lower value than point D                
        found := a > 0 and a != b and c != 0 and d != 0 and aSeries[e] > aSeries[c] and
           aSeries[d] < aSeries[e] and aSeries[d] < aSeries[c] and
           (aSeries[b] <= aSeries[d] or not strict) and aSeries[b] < aSeries[a]
        found
    entry = found ? aSeries[c] : na
    stopLoss = found ? aSeries[b] * ((100 - stopLossPercentage) / 100) : na
    target = found ? entry + (entry - stopLoss) * riskRewardRatio : na
    [found, entry, stopLoss, target, a, b, c, d, e]
 
data_M(aSeries, aRange, anOffset, strict) =>
    e = 0
    d = 0
    c = 0
    b = 0
    a = 0
    valueE = aSeries[0]
    valueD = aSeries[0]
    valueC = aSeries[0]
    valueB = aSeries[0]
    valueA = aSeries[0]
    found = false
 
    for offset = 0 to anOffset by 1
        if found
            break
        e := 0
        d := 0
        c := 0
        b := 0
        a := 0
        valueE := aSeries[0]
        valueC := aSeries[0]
        valueD := aSeries[0]
        valueB := aSeries[0]
        valueA := aSeries[0]
 
        for i = 1 to aRange - 1 by 1
            // find d
            if aSeries[i + offset] > aSeries[i + offset - 1] and valueC == aSeries[0]
                d := i + offset
                valueD := aSeries[i + offset]
                continue
            if d == 0
                break
            // find c
            if aSeries[i + offset] < aSeries[i + offset - 1] and valueB == aSeries[0]
                c := i + offset
                valueC := aSeries[i + offset]
                continue
            if c == 0
                break
            if aSeries[i + offset] > aSeries[i + offset - 1] and valueA == aSeries[0]
                b := i + offset
                valueB := aSeries[i + offset]
                continue
            if b == 0
                break
            if aSeries[i + offset] < aSeries[i + offset - 1]
                a := i + offset
                valueA := aSeries[i + offset]
                continue
            if a == 0
                break
        // M found if we have found point A, and point B has a greater value than point D                
        found := a > 0 and a != b and c != 0 and d != 0 and aSeries[e] < aSeries[c] and
           aSeries[d] > aSeries[e] and aSeries[d] > aSeries[c] and
           (aSeries[b] >= aSeries[d] or not strict) and aSeries[b] > aSeries[a]
        found
    entry = found ? aSeries[c] : na
    stopLoss = found ? aSeries[b] * ((100 + stopLossPercentage) / 100) : na
    target = found ? entry - (stopLoss - entry) * riskRewardRatio : na
    [found, entry, stopLoss, target, a, b, c, d, e]
 
 
find_W(aSeries, aRange, anOffset, strict) =>
    [found, entry, stopLoss, target, a, b, c, d, e] = data_W(aSeries, aRange, anOffset, strict)
    found
 
find_M(aSeries, aRange, anOffset, strict) =>
    [found, entry, stopLoss, target, a, b, c, d, e] = data_M(aSeries, aRange, anOffset, strict)
    found
 
// Direction Movement Index
[DIplus, DIminus] = dirmov(lengthDMI)
 
// calculate if price is below/above SMA
HighAboveSMA = includeSMA == false or series_a_above_series_b(high, SMAs, rangePrice)
LowBelowSMA = includeSMA == false or series_a_below_series_b(low, SMAs, rangePrice)
 
label_1 = 'davo'
label_entry = 'entry'
 
// PLOT DAV-O
[W_found, W_entry, W_stopLoss, W_target, W_pointA, W_pointB, W_pointC, W_pointD, W_pointE] = data_W(src, rangePrice, offsetPrice, strictPrice)
[M_found, M_entry, M_stopLoss, M_target, M_pointA, M_pointB, M_pointC, M_pointD, M_pointE] = data_M(src, rangePrice, offsetPrice, strictPrice)
priceW = includePrice == false or W_found
priceM = includePrice == false or M_found
 
OBVw = includeOBV == false or find_W(OBVs, rangeOBV, offsetOBV, strictOBV)
OBVm = includeOBV == false or find_M(OBVs, rangeOBV, offsetOBV, strictOBV)
MFIw = includeMFI == false or find_W(MFIs, rangeMFI, offsetMFI, strictMFI)
MFIm = includeMFI == false or find_M(MFIs, rangeMFI, offsetMFI, strictMFI)
RSIw = includeRSI == false or find_M(RSIs, rangeRSI, offsetRSI, strictRSI)  // we are searching for M's here to be a bull
RSIm = includeRSI == false or find_W(RSIs, rangeRSI, offsetRSI, strictRSI)  // we are searching for W's here to be a bear
Wlyw = includeWly == false or find_W(WLYs, rangeWly, offsetWly, strictWly)
Wlym = includeWly == false or find_M(WLYs, rangeWly, offsetWly, strictWly)
DMIw = includeDMI == false or find_W(DIplus, rangeDMI, offsetDMI, strictDMI) and
   find_M(DIminus, rangeDMI, offsetDMI, strictDMI)
DMIm = includeDMI == false or find_M(DIplus, rangeDMI, offsetDMI, strictDMI) and
   find_W(DIminus, rangeDMI, offsetDMI, strictDMI)
RLZw = includeWithinRLZ == false and includeBelowRLZ == false or
   includeWithinRLZ == true and longWithinRLZ or
   includeBelowRLZ == true and longBelowRLZ
RLZm = includeWithinRLZ == false and includeBelowRLZ == false or
   includeWithinRLZ == true and shortWithinRLZ or
   includeBelowRLZ == true and shortAboveRLZ
 
SQON = strict and diff < 0 ? true : not strict and kupper > upper and klower < lower ? true : false
mid_color = SQON ? color.red : color.green
BREAKLONG = lower < klower
BREAKSHORT = upper > kupper
FIRESHORT = close < klower
FIRELONG = close > kupper 

longCondition = not Longtradeactive and W_pointE > kupper and LowBelowSMA and priceW and OBVw and MFIw and RSIw and Wlyw and DMIw and withinPeriod and (includeWillyStupid == false or emaWly < -80) and RLZw
shortCondition = not Shorttradeactive and M_pointE < kupper and HighAboveSMA and priceM and OBVm and MFIm and RSIm and Wlym and DMIm and withinPeriod and (includeWillyStupid == false or emaWly > -20) and RLZm
 
// calculate entry, stoploss and target
entrySourceLong = entrySource == low ? high : entrySource
entrySourceShort = entrySource == high ? low : entrySource
stopSourceLong = stopLossSource == high ? low : stopLossSource
stopSourceShort = stopLossSource == low ? high : stopLossSource
 
long_entry = show and longCondition and not longCondition[1] ? entrySourceLong[W_pointC] : na
lowest_1 = lowest(stopSourceLong, rangePrice)
long_stoploss = show and longCondition and not longCondition[1] ?
   lowest_1 * ((100 - stopLossPercentage) / 100) : na
long_target = show and longCondition and not longCondition[1] ?
   long_entry + (long_entry - long_stoploss) * riskRewardRatio : na
short_entry = show and shortCondition and not shortCondition[1] ? entrySourceShort[M_pointC] :
   na
highest_1 = highest(stopSourceShort, rangePrice)
short_stoploss = show and shortCondition and not shortCondition[1] ?
   highest_1 * ((100 + stopLossPercentage) / 100) : na
short_target = show and shortCondition and not shortCondition[1] ?
   short_entry - (short_stoploss - short_entry) * riskRewardRatio : na
 
entry = long_entry ? long_entry : short_entry ? short_entry : na
stoploss = long_stoploss ? long_stoploss : short_stoploss ? short_stoploss : na
target = long_target ? long_target : short_target ? short_target : na
 
// define plot settings for entry, stoploss and target
transparency = show_order_details ? 0 : 100
clr_entry = show and (longCondition or shortCondition) ? color.white : na
clr_stoploss = show and (longCondition or shortCondition) ? color.red : na
clr_target = show and (longCondition or shortCondition) ? color.lime : na
 
//FOR SQUEEZE MODULE
//============================================================
e1 = (highest(high, length) + lowest(low, length)) / 2 + sma(close, length)
osc = linreg(close - e1 / 2, length, 0)
osc_color = osc[1] < osc[0] ? osc[0] >= 0 ? #00ffff : #cc00cc : osc[0] >= 0 ? #009b9b : #ff9bff
 
//============================================================
//Plots for trade signal
//============================================================

// I want the longcondition to include a break of the upper (bullish) or lower (bearish) keltner channel, 
// followed by a retrace to the midpoint (pointC) of our structure for entry, but I'm having a problem getting the entry to fire properly
// EntryLevel + (EntryLevel - StopLevel) * riskRewardRatio
// W_pointC + ((W_pointE - W_pointC) * riskRewardRatio)
// EntryLevel - (StopLevel - EntryLevel) * riskRewardRatio
// M_pointC - ((M_pointC - M_pointE) * riskRewardRatio)


Longtradetrigger = if (show and src > vw and longCondition and SQON[1] and not SQON and BREAKLONG and low < W_pointC)
    StopLevel := klower
    EntryLevel := close
    TPLevel := EntryLevel + ((EntryLevel - StopLevel) * riskRewardRatio)
    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

Shorttradetrigger = if (show and src < vw and shortCondition and SQON[1] and not SQON and BREAKSHORT and high > M_pointC)
    StopLevel := kupper
    EntryLevel := close
    TPLevel := EntryLevel - ((StopLevel - EntryLevel) * riskRewardRatio)
    stopdistance := StopLevel - EntryLevel
    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
    Shorttradeactive := true
 
 
// Plot 0
//plot(TradeSizeInUSD, title="TradeSizeInUSD", transp=100) // This will be the q=
// Plot 1
//plot(EntryLevel, title="EntryLevel", transp=100) // This will be the fp= after testing using market orders
// Plot 2
//plot(USDRiskPerTrade, title="USDRiskPerTrade", transp=100) // Shows risk per trade/loss. Multiply by Risk/Reward for Win estimates
// Plot 3
//plot(riskRewardRatio, title="riskRewardRatio", transp=100)
 
// PLOT RLZ Moved From Above Section
// Plot
p1 = plot(longUpperRLZ, color=color.green, title="61.8 (long)")
// Plot
p2 = plot(longLowerRLZ, color=color.green, title="78.6 (long)")
fill(p1, p2, color=#7DCEA0, transp=90, title="RLZ long")
// Plot 3
p3 = plot(shortUpperRLZ, color=color.red, title="78.6 (short)")
// Plot 4
p4 = plot(shortLowerRLZ, color=color.red, title="61.8 (short)")
fill(p3, p4, color=#cd6155, transp=90, title="RLZ short")
 
 
// PLOT LEMON
plotshape(Longtradetrigger, title="Lemon long", style=shape.triangleup, location=location.belowbar, color=color.lime, text="LONG")
plotshape(Shorttradetrigger, title="Lemon short", style=shape.triangledown, location=location.abovebar, color=color.red, text="SHORT")
//plotshape(show and longCondition[1], title="Lemon long confirmed", style=shape.cross, location=location.bottom, color=color.lime, text="alert", transp=100)
//plotshape(show and shortCondition[1], title="Lemon short confirmed", style=shape.cross, location=location.top, color=color.red, text="alert", transp=100)
 
 
if Shorttradeactive == true
    Shorttradetrigger := false
 
if Longtradeactive == true
    Longtradetrigger := false
 
 
// Plot Levels:
pl1 = plot (StopLevel, title = "stoplevel", color=color.red)
pl2 = plot (EntryLevel, title = "entrylevel", color=color.white)
pl4 = plot (TPLevel, title = "TPlevel", color=color.green)
 
fill(pl1, pl2, color=color.red, transp=65)
fill(pl2, pl4, color=color.green, transp=65)
 
//============================================================
// Alerts for Trade opening
//============================================================
// Added by Joshua 2-10-20 for Autoview
// plot(entry_buy, title='Entry Buy', transp=100)
// e=bitmex-testnet s=xbtusd b=long q=100 fp={{plot(\"Entry Buy\")}} l=10 t=limit
 
// Going to use market orders at first.
// SYNTAX FOR AUTOVIEW //
// b=long e=bitmex-testnet l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market // From Peter - Go Long
// b=short e=bitmex-testnet l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market // From Peter - Go Short
// c=position e=bitmex-testnet t=market ro=1 // Closes all open positions at market w/ reduce only flag - Closing Signals Alert // Tested Successfully
// message="e=bitmex-testnet s=xbtusd b=long q=100 fp={{plot(\"Entry Buy\")}} l=10 t=limit"    
// alertcondition(close > 0, title='Lemon Entry Trade Sig Long', message="e=bitmex-testnet s=xbtusd b=long q={{plot(\"TradeSizeInUSD\")}} l=1 t=market") // added close>0 for testing
alertcondition(Longtradetrigger, title='Lemon Entry Trade Sig Long', message='{{ticker}} LONG') // Original Code
alertcondition(Shorttradetrigger, title='Lemon Entry Trade Sig Short', message="{{ticker}} SHORT") // Original Code
 
 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade resolution:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

// Target adjustment
shorttpadjust = if((Shorttradeactive == true) and kupper < TPLevel)
    y = 1

if shorttpadjust == true
    TPLevel := kupper

longtpadjust = if((Longtradeactive == true) and klower > TPLevel)
    r = 1

if longtpadjust == true
    TPLevel := klower

// Stop Adjustment

shortstopleveladjust = if((Shorttradeactive == true) and (kupper < kupper[1]))
    y = 1

if shortstopleveladjust == true
    StopLevel := kupper

longstopleveladjust = if((Longtradeactive == true) and (klower > klower[1]))
    r = 1

if longstopleveladjust == true
    StopLevel := klower

// loss trades
//-------------------------------------------------------------------------------------------------------
 
PlotLossCounter = 0
LossShort = 0
LossLong = 0
 
PlotLossCounter := nz(PlotLossCounter[1])
LossShort := nz(LossShort[1])
LossLong := nz(LossLong[1])
 
plotlosshort = if ((Shorttradeactive == true) and (high > StopLevel) and (StopLevel > EntryLevel))
    y = 1 // only required to make code work
 
plotchar(plotlosshort, char="X", location=location.abovebar, color=color.red, transp=0, offset=0, size=size.small)
 
if plotlosshort == true
    tradeactive := false
    Shorttradeactive := false
    PlotLossCounter := PlotLossCounter + 1
    LossShort := LossShort +1
 
   
//plotlosshort := false
 
plotlosslong = if ((Longtradeactive == true) and (low < StopLevel) and (StopLevel < EntryLevel))
    r = 1 // only required to make code work
   
plotchar(plotlosslong, char="X", location=location.belowbar, color=color.red, transp=0, offset=0, size=size.small)
 
if plotlosslong == true
    tradeactive := false
    Longtradeactive := false
    PlotLossCounter := PlotLossCounter + 1
    LossLong := LossLong + 1
   

 
// Win trades
//-------------------------------------------------------------------------------------------------------
PlotWinCounter = 0
PlotWinCounter := nz(PlotWinCounter[1])
WinLong = 0
WinLong := nz(WinLong[1])
WinShort = 0
WinShort := nz(WinShort[1])
 
plotWinshort = if (((Shorttradeactive ==  true) and (low < TPLevel)) or (((Shorttradeactive == true) and (high > StopLevel) and (StopLevel < EntryLevel))))
    n = 1  // only required to make code work
 
plotchar(plotWinshort, char="✓", location=location.belowbar, color=color.green, transp=0, offset=0, size=size.small)
 
if plotWinshort == true
    tradeactive := false
    Shorttradeactive := false
    PlotWinCounter := PlotWinCounter + 1
    WinShort := WinShort +1
   
//plotWinshort := false
 
plotWinlong = if (((Longtradeactive ==  true) and (high > TPLevel)) or ((Longtradeactive == true) and (low < StopLevel) and (StopLevel > EntryLevel)))
    l = 1 // only required to make code work
 
plotchar(plotWinlong, char="✓", location=location.abovebar, color=color.green, transp=0, offset=0, size=size.small)
 
if plotWinlong == true
    tradeactive := false
    Longtradeactive := false
    PlotWinCounter := PlotWinCounter + 1
    WinLong := WinLong +1
   
//plotWinlong := false
 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade closing signals
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
 
// c=position e=bitmex-testnet t=market ro=1
// Original Code Below
// alertcondition(plotlosshort or plotlosslong or plotBreakevenshort or plotBreakevenlong, title='Lemon Close Trade BE or Stop', message='Lemon Close at BE or Stop')
// alertcondition(plotWinshort or plotWinlong, title='Lemon Close Trade Win', message='Lemon Win')
 
alertcondition(plotlosshort or plotlosslong, title='Lemon Close Trade', message="{{ticker}} Close")
alertcondition(plotWinshort or plotWinlong, title='Lemon Trade Win', message="{{ticker}} Take Profit")
 
EquityCurve = PlotWinCounter * 2 * USDRiskPerTrade - PlotLossCounter * USDRiskPerTrade - (PlotWinCounter + PlotLossCounter) * commission
 
 
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Statistics
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
 
winpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter)*100))
losspercent = round((PlotLossCounter/(PlotWinCounter+PlotLossCounter)*100))
rrpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter))*100)
 
if (plotWinlong or plotWinshort 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)+"%)" + "\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)