IWBDT Strategy Indicator

//@version=4
//IWBDT Strategy - Indicator
study("IWBDT Strategy Indicator", "IWBDT Indicator", overlay=true)

// ################################################################################################################################################################
// IWBDT Strategy - It Will Break Down/Through
// Multi-Timeframe Fractal Breakout System
// ################################################################################################################################################################

// Input Parameters
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)

// Risk Management
rr = input(defval=2, title="Risk Reward Target", type=input.integer)
USDRiskPerTrade = input(defval=20, title="Fixed risk amount per trade in USD", type=input.integer)

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

// Visual Settings
HideBackground = input(defval=false, title="Hide colored background", type=input.bool)
bgcolorBullTransp = input(defval=55, title="All TF Bull Color Transparency", type=input.integer)
bgcolorBearTransp = input(defval=55, title="All TF Bear Color Transparency", type=input.integer)
bgcolorBullPartialTransp = input(defval=70, title="Partial TF Bull Color Transparency", type=input.integer)
bgcolorBearPartialTransp = input(defval=70, title="Partial TF Bear Color Transparency", type=input.integer)

// Statistics
HideStatistics = input(false, title="Hide Statistics")
DisplayEquityCurve = input(false, title="Display Equity Curve")
commission = input(title="Estimated commission per round-turn in USD", defval=0.1744)

// ################################################################################################################################################################
// Multi-Timeframe Trend Analysis
// ################################################################################################################################################################

// Get EMA data for all timeframes
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))

// Current timeframe EMAs
ctf_ema_short = ema(close, EMA_Short_period)
ctf_ema_long = ema(close, EMA_Long_period)

// Calculate trend direction for each timeframe
FirstAddTF_Bull = FirstAddTF_ema_short > FirstAddTF_ema_long ? 1 : 0
SecondAddTF_Bull = SecondAddTF_ema_short > SecondAddTF_ema_long ? 1 : 0
ThirdAddTF_Bull = ThirdAddTF_ema_short > ThirdAddTF_ema_long ? 1 : 0

FirstAddTF_Bear = FirstAddTF_ema_short < FirstAddTF_ema_long ? 1 : 0
SecondAddTF_Bear = SecondAddTF_ema_short < SecondAddTF_ema_long ? 1 : 0
ThirdAddTF_Bear = ThirdAddTF_ema_short < ThirdAddTF_ema_long ? 1 : 0

// Full trend alignment (3/3 timeframes)
L_TF_Bull = FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull == 3
L_TF_Bear = FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear == 3

// Partial trend alignment (2/3 timeframes)
L_TF_Bull_partial = FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull == 2
L_TF_Bear_partial = FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear == 2

// Current timeframe trend
CT_Bull = ctf_ema_short > ctf_ema_long ? 1 : 0
CT_Bear = ctf_ema_short < ctf_ema_long ? 1 : 0

// All timeframes including current (4/4)
All_TF_Bull = FirstAddTF_Bull + SecondAddTF_Bull + ThirdAddTF_Bull + CT_Bull == 4
All_TF_Bear = FirstAddTF_Bear + SecondAddTF_Bear + ThirdAddTF_Bear + CT_Bear == 4

// Final trend determination
BullTrend = IncludeCT ? All_TF_Bull : L_TF_Bull
BearTrend = IncludeCT ? All_TF_Bear : L_TF_Bear

// ################################################################################################################################################################
// ATR-based Risk Management
// ################################################################################################################################################################

Min_Trade_Risk = atr(14)
Max_Trade_Risk = 2 * atr(14)

// ################################################################################################################################################################
// Fractal Detection
// ################################################################################################################################################################

// Basic fractal patterns
topfractal = high[3] < high[2] and high[2] > high[1] and BearTrend == true
botfractal = low[3] > low[2] and low[2] < low[1] and BullTrend == true

// Trade state management
var bool tradeactive = false
var bool Longtradeactive = false
var bool Shorttradeactive = false
var bool Breakevenactive = false

// Fractal confirmation with risk filters
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 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

// ################################################################################################################################################################
// Trade Level Management
// ################################################################################################################################################################

var float StopLevel = 0.0
var float EntryLevel = 0.0
var float TPLevel = 0.0
var float BELevel = 0.0
var float stopdistance = 0.0

// Position sizing variables
var float TradeSizeInXBT = 0.0
var int TradeSizeInUSD = 0

// ################################################################################################################################################################
// Trade Entry Logic
// ################################################################################################################################################################

// Short trade trigger
if topfractalconfirmed and not tradeactive
    StopLevel := high[2]
    EntryLevel := close
    TPLevel := EntryLevel - (rr * (StopLevel - EntryLevel))
    BELevel := EntryLevel - (StopLevel - EntryLevel)
    stopdistance := StopLevel - EntryLevel
    TradeSizeInXBT := USDRiskPerTrade / stopdistance
    TradeSizeInUSD := int(EntryLevel * TradeSizeInXBT)
    tradeactive := true
    Shorttradeactive := true

// Long trade trigger
if botfractalconfirmed and not tradeactive
    StopLevel := low[2]
    EntryLevel := close
    TPLevel := EntryLevel + (rr * (EntryLevel - StopLevel))
    BELevel := EntryLevel + (EntryLevel - StopLevel)
    stopdistance := EntryLevel - StopLevel
    TradeSizeInXBT := USDRiskPerTrade / stopdistance
    TradeSizeInUSD := int(EntryLevel * TradeSizeInXBT)
    tradeactive := true
    Longtradeactive := true

// ################################################################################################################################################################
// Breakeven Management
// ################################################################################################################################################################

// 1-minute data for precise breakeven
low_m1 = security(syminfo.tickerid, "1", low)
high_m1 = security(syminfo.tickerid, "1", high)

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

if Shorttradeactive and shorttradeBElevelactivation
    Breakevenactive := true

if Longtradeactive and longtradeBElevelactivation
    Breakevenactive := true

// ################################################################################################################################################################
// Trade Exit Logic
// ################################################################################################################################################################

// Performance counters
var int PlotWinCounter = 0
var int PlotLossCounter = 0
var int PlotBreakEvenCounter = 0

// Loss trades
plotlosshort = Shorttradeactive and high > StopLevel and not Breakevenactive
plotlosslong = Longtradeactive and low < StopLevel and not Breakevenactive

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

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

// Breakeven trades
plotBreakevenshort = Shorttradeactive and high > EntryLevel and Breakevenactive
plotBreakevenlong = Longtradeactive and low < EntryLevel and Breakevenactive

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

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

// Win trades
plotWinshort = Shorttradeactive and low < TPLevel
plotWinlong = Longtradeactive and high > TPLevel

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

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

// ################################################################################################################################################################
// Visualization
// ################################################################################################################################################################

// Background colors
BGColorBull = color.green
BGColorBear = color.red
BGColorBullPartial = color.teal
BGColorBearPartial = color.maroon

BGColor0 = BullTrend and not HideBackground ? BGColorBull : na
BGColor1 = BearTrend and not HideBackground ? BGColorBear : na
BGColor2 = L_TF_Bull_partial and not HideBackground ? BGColorBullPartial : na
BGColor3 = L_TF_Bear_partial and not HideBackground ? BGColorBearPartial : na

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

// Fractal markers
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)

// Entry confirmation markers
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)

// Trade outcome markers
plotchar(plotlosshort or plotlosslong, char="X", location=location.abovebar, color=color.fuchsia, transp=0, offset=0, size=size.small)
plotchar(plotBreakevenshort or plotBreakevenlong, char="0", location=location.belowbar, color=color.blue, transp=0, offset=0, size=size.small)
plotchar(plotWinshort or plotWinlong, char="1", location=location.belowbar, color=color.green, transp=0, offset=0, size=size.small)

// Trade levels
p1 = plot(StopLevel, title="Stop Level", color=color.red, linewidth=2)
p2 = plot(EntryLevel, title="Entry Level", color=color.white, linewidth=2)
p3 = plot(BELevel, title="Breakeven Level", color=color.blue, linewidth=1)
p4 = plot(TPLevel, title="TP Level", color=color.green, linewidth=2)

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

// ################################################################################################################################################################
// Statistics and Performance
// ################################################################################################################################################################

// Calculate performance metrics
EquityCurve = PlotWinCounter * 2 * USDRiskPerTrade - PlotLossCounter * USDRiskPerTrade - 
              (PlotWinCounter + PlotLossCounter + PlotBreakEvenCounter) * commission

totalTrades = PlotWinCounter + PlotLossCounter + PlotBreakEvenCounter
winpercent = totalTrades > 0 ? round((PlotWinCounter / totalTrades) * 100) : 0
losspercent = totalTrades > 0 ? round((PlotLossCounter / totalTrades) * 100) : 0
bepercent = totalTrades > 0 ? round((PlotBreakEvenCounter / totalTrades) * 100) : 0

totalWinLoss = PlotWinCounter + PlotLossCounter
rrpercent = totalWinLoss > 0 ? round((PlotWinCounter / totalWinLoss) * 100) : 0

// Display statistics
StatisticsVerticalOffset = atr(14)
if (plotWinlong or plotWinshort or plotBreakevenlong or plotBreakevenshort or plotlosslong or plotlosshort) and not HideStatistics
    statsText = "Win: " + tostring(PlotWinCounter) + " (" + tostring(winpercent) + "%)" + 
                "\nLoss: " + tostring(PlotLossCounter) + " (" + tostring(losspercent) + "%)" + 
                "\nBE: " + tostring(PlotBreakEvenCounter) + " (" + tostring(bepercent) + "%)" + 
                "\nRate: " + tostring(rrpercent) + "%"
    
    l = label.new(bar_index, high + StatisticsVerticalOffset, style=label.style_none, 
                  text=statsText, color=color.white, textcolor=color.white)

// Equity curve
plot(DisplayEquityCurve ? EquityCurve : na, title="Profit and Loss", color=color.yellow, linewidth=3)

// ################################################################################################################################################################
// Alerts
// ################################################################################################################################################################

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

// Fractal alerts
alertcondition(topfractal, title='IWBDT Fractal Alert Top', message='Top Fractal Alert')
alertcondition(botfractal, title='IWBDT Fractal Alert Bottom', message='Bottom Fractal Alert')

// Entry alerts
alertcondition(topfractalconfirmed, title='IWBDT Entry Alert Short', message='IWBDT Short Entry Signal')
alertcondition(botfractalconfirmed, title='IWBDT Entry Alert Long', message='IWBDT Long Entry Signal')

// Exit alerts
alertcondition(plotlosshort or plotlosslong or plotBreakevenshort or plotBreakevenlong, 
               title='IWBDT Exit Alert BE/Stop', message='IWBDT Exit at Breakeven or Stop')
alertcondition(plotWinshort or plotWinlong, title='IWBDT Exit Alert Win', message='IWBDT Exit at Take Profit')

// ################################################################################################################################################################
// Information Display
// ################################################################################################################################################################

// Display current trend status
var string trendStatus = ""
if BullTrend
    trendStatus := "BULL TREND"
else if BearTrend
    trendStatus := "BEAR TREND"
else if L_TF_Bull_partial
    trendStatus := "BULL PARTIAL"
else if L_TF_Bear_partial
    trendStatus := "BEAR PARTIAL"
else
    trendStatus := "NO TREND"

// Display trade status
var string tradeStatus = ""
if Longtradeactive
    tradeStatus := "LONG ACTIVE"
else if Shorttradeactive
    tradeStatus := "SHORT ACTIVE"
else
    tradeStatus := "NO TRADE"

// Create info table
var table infoTable = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
if barstate.islast
    table.cell(infoTable, 0, 0, "Trend:", text_color=color.black, text_size=size.small)
    table.cell(infoTable, 1, 0, trendStatus, text_color=color.black, text_size=size.small)
    table.cell(infoTable, 0, 1, "Trade:", text_color=color.black, text_size=size.small)
    table.cell(infoTable, 1, 1, tradeStatus, text_color=color.black, text_size=size.small)
    table.cell(infoTable, 0, 2, "Trades:", text_color=color.black, text_size=size.small)
    table.cell(infoTable, 1, 2, tostring(totalTrades), text_color=color.black, text_size=size.small)
    table.cell(infoTable, 0, 3, "Win Rate:", text_color=color.black, text_size=size.small)
    table.cell(infoTable, 1, 3, tostring(rrpercent) + "%", text_color=color.black, text_size=size.small)