MACD Money Management Strategy

// ————————————————————————————————————————————————————————————————
// This source code is subject to the terms of the Mozilla Public License 2.0
// © yourusername
// ————————————————————————————————————————————————————————————————

//@version=6
strategy("[CUCEDT-W51] MACD Money Management Strategy"
     , overlay = true
     , initial_capital = 1000
     , margin_long = 0
     , margin_short = 0
     , currency = currency.USD
     , commission_type = strategy.commission.cash_per_contract
     , commission_value = 0.0)

//-----------------------------------------------------------------------------
// Constants 
//-----------------------------------------------------------------------------
const string TZ_BANGKOK = "UTC+7"

//-----------------------------------------------------------------------------
// Inputs 
//-----------------------------------------------------------------------------
// --- Backtest Range ---
backtestGroup = "Backtest Range"
startDate     = input.time( timestamp("01 Jan 2023 00:00 +0000"), title = "Start", group = backtestGroup)
endDate       = input.time( timestamp("31 Dec 2030 00:00 +0000"), title = "End",   group = backtestGroup)

// --- MACD Strategy ---
macdGroup    = "MACD Settings"
fastLength   = input.int(12, title="Fast Length", group=macdGroup)
slowLength   = input.int(26, title="Slow Length", group=macdGroup)
signalLength = input.int(9,  title="Signal Smoothing", group=macdGroup)
src          = input.source(close, title="Source", group=macdGroup)

// --- Money Management ---
mmGroup          = "Money Management"
mmType           = input.string("Fix Percent", title="Method", options=["Fix Dollar", "Fix Percent", "Fix Unit"], group=mmGroup)

// Parameters for each method
riskDollar       = input.float(20.0, title="Risk ($) per Trade", tooltip="For Fix Dollar: Amount to lose if SL is hit", group=mmGroup)
riskPercent      = input.float(2.0,   title="Risk (%) per Trade", tooltip="For Fix Percent: % of Equity to lose if SL is hit", group=mmGroup)
fixedLotSize     = input.float(0.01,   title="Fixed Quantity",   tooltip="For Fix Unit: Constant lot size per trade", group=mmGroup)

// --- Risk Management ---
riskGroup   = "Risk Management (TP/SL)"
slPoints    = input.int(500, title="Stop Loss (Ticks)", minval=1, group=riskGroup)
tpPoints    = input.int(1000, title="Take Profit (Ticks)", minval=1, group=riskGroup)

//-----------------------------------------------------------------------------
// Calculations: MACD
//-----------------------------------------------------------------------------
[macdLine, signalLine, histLine] = ta.macd(src, fastLength, slowLength, signalLength)

// Trading Conditions
longCondition  = ta.crossover(macdLine, signalLine)
shortCondition = ta.crossunder(macdLine, signalLine)

//-----------------------------------------------------------------------------
// Calculations: Money Management
//-----------------------------------------------------------------------------
GetPositionSize() =>
    float qty = 0.0
    float equity = strategy.equity
    
    // Calculate Risk per contract in Dollars
    // Loss per 1 contract = (EntryPrice - SLPrice) * syminfo.pointvalue
    // Entry - SL (in price) = slPoints * syminfo.mintick
    // Loss = (slPoints * syminfo.mintick) * syminfo.pointvalue
    
    float lossPerContract = (slPoints * syminfo.mintick) * syminfo.pointvalue
    if lossPerContract == 0 
        lossPerContract := 1.0 // Avoid div by zero
        
    if mmType == "Fix Dollar"
        qty := riskDollar / lossPerContract
        
    else if mmType == "Fix Percent"
        float riskAmt = equity * (riskPercent / 100.0)
        qty := riskAmt / lossPerContract 
            
    else if mmType == "Fix Unit"
        // Constant Size (Fixed Lot)
        qty := fixedLotSize

    qty

//-----------------------------------------------------------------------------
// Execution & Visuals
//-----------------------------------------------------------------------------
// Backtest check
isBacktestDate = (time >= startDate) and (time <= endDate)

positionSize = GetPositionSize()

if isBacktestDate
    if longCondition
        strategy.entry("Long", strategy.long, qty=positionSize)
        strategy.exit("Exit Long", "Long", loss=slPoints, profit=tpPoints)
        
    if shortCondition
        strategy.entry("Short", strategy.short, qty=positionSize)
        strategy.exit("Exit Short", "Short", loss=slPoints, profit=tpPoints)

// Plotting TP / SL levels for active position
// We can use plot() with series conditional
var float activeSL = na
var float activeTP = na
var float activeEntry = na

if strategy.position_size != 0
    // Strategy is in market
    if strategy.position_size > 0
        activeEntry := strategy.opentrades.entry_price(strategy.opentrades - 1)
        activeSL := activeEntry - (slPoints * syminfo.mintick)
        activeTP := activeEntry + (tpPoints * syminfo.mintick)
    else
        activeEntry := strategy.opentrades.entry_price(strategy.opentrades - 1)
        activeSL := activeEntry + (slPoints * syminfo.mintick)
        activeTP := activeEntry - (tpPoints * syminfo.mintick)
else
    activeSL := na
    activeTP := na
    activeEntry := na

plot(activeSL, "SL Level", color=color.red, style=plot.style_linebr, linewidth=2)
plot(activeTP, "TP Level", color=color.green, style=plot.style_linebr, linewidth=2)
plot(activeEntry, "Entry Level", color=color.gray, style=plot.style_linebr, linewidth=1)

// Plot Signals
plotshape(longCondition and isBacktestDate, title="Long", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(shortCondition and isBacktestDate, title="Short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)