Kijun-Sen + SSL + WAE

//@version=4
study(title="Kijun-Sen + SSL + WAE", shorttitle="KS + SSL + WAE", overlay=true)

// Kijun-Sen+
basePeriods = input(26, minval=1, title="Kijun-Sen Period")
donchian(len) => avg(lowest(len), highest(len))
baseLine = donchian(basePeriods)
plot(baseLine, color=color.yellow, linewidth = 2, title="Kijun-Sen")

ksLong  = close > baseLine
ksShort = close < baseLine

// SSL
len=input(title="SSL Period", defval=10)
smaHigh=sma(high, len)
smaLow=sma(low, len)
var float Hlv = na
Hlv := close > smaHigh ? 1 : close < smaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? smaHigh: smaLow
sslUp   = Hlv < 0 ? smaLow : smaHigh

plot(sslDown, linewidth=2, color=color.red)
plot(sslUp, linewidth=2, color=color.lime)

sslLong  = crossover(sslUp,  sslDown)
sslShort = crossunder(sslUp, sslDown)

// WAE
sensitivity = input(150, title="WAE Sensitivity")
fastLength=input(20, title="WAE Fast EMA Length")
slowLength=input(40, title="WAE Slow EMA Length")
channelLength=input(20, title="BB Channel Length")
mult=input(2.0, title="BB Stdev Multiplier")
deadZone=input(20, title="No trade zone threshold")

calc_macd(source, fastLength, slowLength) =>
    fastMA = ema(source, fastLength)
    slowMA = ema(source, slowLength)
    fastMA - slowMA

calc_BBUpper(source, length, mult) => 
    basis = sma(source, length)
    dev = mult * stdev(source, length)
    basis + dev

calc_BBLower(source, length, mult) => 
    basis = sma(source, length)
    dev = mult * stdev(source, length)
    basis - dev

t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength))*sensitivity
t2 = (calc_macd(close[2], fastLength, slowLength) - calc_macd(close[3], fastLength, slowLength))*sensitivity

e1 = (calc_BBUpper(close, channelLength, mult) - calc_BBLower(close, channelLength, mult))

trendUp = (t1 >= 0) ? t1 : 0
trendDown = (t1 < 0) ? (-1*t1) : 0

waeLong  = trendUp   > e1
waeShort = trendDown > e1

// Computing Strategy

long  = ksLong  and sslLong  and waeLong
short = ksShort and sslShort and waeShort

if long
    label.new(x = bar_index, y = na, text = "Long", yloc = yloc.abovebar, color = color.green)
if short
    label.new(x = bar_index, y = na, text = "Short", yloc = yloc.abovebar, color = color.red)

// Alerts
alertcondition(long, title = "Long Signal", message = "Long @ {{timenow}}: {{ticker}} -> {{interval}}: {{close}}")
alertcondition(short, title = "Short Signal", message = "Short @ {{timenow}}: {{ticker}} -> {{interval}}: {{close}}")