Money Printer Go BRRRRRR Backtest

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © sourdiesel1202


//@version=5
strategy("Money Printer Go BRRRRRR Backtest", overlay=true, margin_long=100, margin_short=100)
//@version=5
// indicator("Money Printer Go BRRRRRR")
// drawVerticalLine(offset,color) =>
    // line.new(bar_index[offset], low-LineLength, bar_index[offset], high+LineLength, color=color.new(color.yellow, 50), width=3)
// adx_lookback=input(4, "ADX Lookback")
//@version=5
// indicator("Money Printer Go BRRRRRR")
// drawVerticalLine(offset,color) =>
    // line.new(bar_index[offset], low-LineLength, bar_index[offset], high+LineLength, color=color.new(color.yellow, 50), width=3)
// adx_lookback=input(4, "ADX Lookback")
// obv_percent = input(5, "OBV Percent")
trend_lookback=input(1,"Trend Lookback")

// obv_percent = input(5, "OBV Percent")
_adx = input(14,"ADX Value")

// [prior_dmilpus, prior_dmineg, prior_adx] = ta.dmi(14, 14)

//[macdLine, signalLine, histLine] = ta.macd(close, fastInput, slowInput, 9)
// obv = ta.obv
// prior_obv = ta.obv[1]
_dmiplus = input(17, "DMI+ Signal")
_dmineg = input(17, "DMI- Signal")
dmi_delta = input(15, "DMI Delta")
dmi_rapid=input(5, "DMI Rapid Change", "The delta between DMI[1] and DMI. If this value is exceeded, flag reversal")
// is_sinking(_indicator, _lookback)=>
calculate_macd_value(prior=0) =>
    slowlength = 26
    fastLength = 12
    MACDLength = 9
    fast_ma = ta.ema(close, fastLength)
    slow_ma = ta.ema(close, slowlength)
    macd = fast_ma - slow_ma
    signal = ta.ema(macd, MACDLength)
    // MACD = ta.ema(close, fastLength) - ta.ema(close, slowlength)
    // aMACD = ta.ema(MACD[1], MACDLength)
    // delta = MACD - aMACD
    // signal=ta.ema(aMACD, MACDLength)
    // ema20 = ta.ema(close,20)
    // ok so the idea here is- is the macd over  the ema (signal) line
    _value =0.0
    hist = macd -signal
    if macd > signal
        if macd > macd[1]
            if hist[1] > hist
                _value :=0.125
            else
                _value :=0.25
        else
            _value :=0.125

    else
        if macd < macd[1]
            if hist[1] < hist
                _value :=-0.125
            else
                _value :=-0.25
        else
            _value := -0.125


    [_value,macd, signal]
calculate_obv_value(prior=0)=>
    obv = ta.obv

    obv_avg= (obv+obv[1]+obv[2])/3
    _value = 0.0
    if obv_avg <= obv
        if obv < obv[1]
            _value := 0.125
        else
            _value := 0.25
    else
        if obv > obv[1]
            _value := -0.125
        else
            _value := -0.25
    // else if obv_avg  <= obv[1]
        // _value := -0.25
    // else if obv_avg  < obv[1] and obv_avg > obv[2]
        // _value :=0.125
    // else if obv_avg  > obv[1] and obv_avg < obv[2]
        // _value :=-0.125

    [_value ]


//change obv to calculate trend
    // _value=0.0
    // if obv > prior_obv or (obv < prior_obv and prior_obv/obv*100 < obv_percent)
        // _value:=0.25

    // else if obv < prior_obv or (obv > prior_obv and obv/prior_obv*100 < obv_percent)
        // _value := -0.25
    // else
        // _value := 0
    // _value
calculate_adx_value(prior=0)=>
// [dmilpus, dmineg, adx] = ta.dmi(input(14,"DMI Length"), input(14, "ADX Smoothing"))
    [dmilpus, dmineg, adx] = ta.dmi(input(14,"DMI Length"), input(14, "ADX Smoothing"))
    _value=0.0
    if adx > adx[1]
        _value:=0.25
    else
        sinking=true
        for i =0 to trend_lookback
            if sinking
                if adx[i+prior] > adx[i+1]
                    sinking:=false
        // _sinking = sinking

        if sinking
            _value:=0.0
        else
            _value :=0.125
    _value :=  dmilpus > dmineg ? 1*_value : -1*_value
    // plotchar(_value, "MPB ADX Value", "", location = location.top)
    [_value]
calculate_dmi_value()=>
    _value=0.0
    [dmilpus, dmineg, adx] = ta.dmi(input(14,"DMI Length"), input(14, "ADX Smoothing"))
    if dmilpus >= dmineg and dmilpus >= _dmiplus and dmilpus-dmineg > dmi_delta
    //# check to see if dmi+ is trending down and dmi- is trending up
    // if dmilpus < dmilpus[1] and dmineg > dmineg[1]
    //plot(1,color = color.green)
        _value:=0.25
        // if  prior_obv> obv and prior_obv/obv*100 < obv_percent
            // value:=0.5


    //case for rapid changes pointing to reversal
        if dmilpus[1]-dmilpus > dmi_rapid
            _value:=0
    // if dmilpus
    // if dmilpus-dmineg <= dmi_delta
        // value:=0
    // if dmilpus-dmineg < input(15, "DMI Delta")
    //     value:=0.5
    // else
    //     value := 0.5
    // []
    if dmineg >= dmilpus and dmineg >= _dmineg and dmineg-dmilpus > dmi_delta
        // if adx > prior_adx
        _value:=-0.25
            // if  rsi >= input(60, "RSI High")
                // line.new(bar_index, close, bar_index, close + 1, xloc.bar_index, extend.both, color.red)
            // else
            //     value := -0.5
        if dmineg[1]-dmineg > dmi_rapid
            _value:=0
    [_value]
// old_value = 0.0
[mpb_dmi] = calculate_dmi_value()
[mpb_adx] = calculate_adx_value()
[mpb_macd, macd, ema20]=calculate_macd_value()
[mpb_obv]= calculate_obv_value()
plotchar(mpb_macd, "MPB MACD Value", "", location = location.top)
plotchar(mpb_obv, "MPB OBV Value", "", location = location.top)
plotchar(mpb_adx, "MPB ADX Value", "", location = location.top)
plotchar(mpb_dmi, "MPB DMI Value", "", location = location.top)
plotchar(macd, "MACD Value", "", location = location.top)
plotchar(ema20, "MACD Signal Value", "", location = location.top)


value = mpb_adx+mpb_dmi+mpb_macd+mpb_obv
old_value = value[1]//mpb_adx[1]+mpb_dmi[1]+mpb_macd[1]+mpb_obv[1]

// longCondition = ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
// mpb = input.source("Money Printer Go BRRRRRR (Strategy)","MPB Historical")
plotchar(value, "MPB Value", "", location = location.top)
plotchar(old_value, "Old MPB value", "", location = location.top)
if (value >= input(0.38, "Long Entry Value Over", "Ensure MPB value exceeds this value before entrying a long position") and old_value <= input(0.0, "Long Entry Prior Value Under", "Ensure prior MPB value is under this value before entering a long position") )// and previous_value < 0.25)
    strategy.entry("Long", strategy.long, 10, comment = "Enter Long Position")

if value <= input(0.38, "Long Exit Value Under", "Ensure MPB value is under this value before exiting a long position") and old_value >= input(0.38, "Long Exit Prior Value Over", "Ensure prior MPB value is under this value before exiting a long position")
    strategy.close("Long", qty_percent = 100,immediately = true , comment = "Exit Long Position")
// if (current_value < 0.1 and previous_value > 0.1)
    // st rategy.exit("Calls", profit = 0)
// shortCondition = ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (value <= input(-0.12, "Short Entry Value Under", "Ensure MPB value is under this value before entering a short position") and old_value >= input(-0.13, "Short Entry Prior Value Over", "Ensure prior MPB value is over this value before entering a short position") )//and previous_value > -0.25)
    strategy.entry("Short", strategy.short,10, comment = "Enter Short Position")
if value >= input(-0.38, "Short Exit Value Over", "Ensure MPB value is over this value before exiting a short position") and old_value  <=input(-0.38, "Short Entry Prior Value Under", "Ensure prior MPB value is under this value before exiting a short position")
    strategy.close("Short",qty_percent = 100,immediately = true, comment = "Exit Short Position")
// if (current_value > -0.1 and previous_value < -0.1)
    // strategy.exit("Puts", profit = 0)