MACD & VWAP Strategy with ATR SL/Targets

//@version=5  1H, 2H
strategy("MACD & VWAP Strategy with ATR SL/Targets", overlay=true)

// === Input Parameters ===
fastMACD = input.int(10, "MACD Fast Length")
slowMACD = input.int(20, "MACD Slow Length")
signalPeriods = input.int(5, "MACD Signal Periods")
vwapBars = input.int(25, "VWAP Rolling Bars", minval=1)
minADX = input.int(20, "Minimum ADX Trend Strength")
atrLength = input.int(12, "ATR Length")
atrMultiplierSL = input.float(1.5, "ATR Multiplier for Stop Loss")
atrMultiplierTarget1 = input.float(4.0, "ATR Multiplier for Target 1")
//atrMultiplierTarget2 = input.float(2.0, "ATR Multiplier for Target 2")

// === Indicators ===
[macdLine, signalLine, _] = ta.macd(close, fastMACD, slowMACD, signalPeriods)
// Rolling VWAP calculation
varip float cumulativePV = 0.0
varip float cumulativeVol = 0.0
varip int barsCount = 0

if bar_index % vwapBars == 0
    cumulativePV := close * volume
    cumulativeVol := volume
    barsCount := 1
else
    cumulativePV += close * volume
    cumulativeVol += volume
    barsCount += 1

vwap = cumulativePV / cumulativeVol
[adx, _, _] = ta.dmi(14, 14)
atr = ta.atr(atrLength)

// === Entry Conditions ===
longCondition = ta.crossover(macdLine, signalLine) and close > vwap and adx >= minADX
shortCondition = ta.crossunder(macdLine, signalLine) and close < vwap and adx >= minADX

// === Alert Messages ===
symbolName = input.string("NSE:NIFTY25APRFUT", "Alert Symbol")

// === Strategy Execution ===
if (longCondition)
    strategy.entry("MACD-VWAP Long", strategy.long)
    strategy.exit("Long Exit", "MACD-VWAP Long",stop=close - atr * atrMultiplierSL,limit=close + atr * atrMultiplierTarget1)
    
if (shortCondition)
    strategy.entry("MACD-VWAP Short", strategy.short)
    strategy.exit("Short Exit", "MACD-VWAP Short",stop=close + atr * atrMultiplierSL,limit=close - atr * atrMultiplierTarget1)


plot(vwap, "Rolling VWAP", color=color.purple)
plot(strategy.position_size > 0 ? close - atr * atrMultiplierSL : na, "Long Stop", color=color.red, style=plot.style_linebr)
plot(strategy.position_size > 0 ? close + atr * atrMultiplierTarget1 : na, "Long Target 1", color=color.green, style=plot.style_linebr)
//plot(strategy.position_size > 0 ? close + atr * atrMultiplierTarget2 : na, "Long Target 2", color=color.lime, style=plot.style_linebr)
plot(strategy.position_size < 0 ? close + atr * atrMultiplierSL : na, "Short Stop", color=color.red, style=plot.style_linebr)
plot(strategy.position_size < 0 ? close - atr * atrMultiplierTarget1 : na, "Short Target 1", color=color.green, style=plot.style_linebr)
//plot(strategy.position_size < 0 ? close - atr * atrMultiplierTarget2 : na, "Short Target 2", color=color.lime, style=plot.style_linebr)