MPB2_0

// 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

// @description TODO: add library description here
library("MPB2_0")
short_position_type = "SHORT"
long_position_type = "LONG"
// sma_length = input(10, "SMA Length")
// @function TODO: add function description here
// @param x TODO: add parameter x description here
// @returns TODO: add what function returns

// def validate_sma(position_type, ticker, ticker_history, indicator_data, module_config):
//     if module_config['logging']:
//         print(f"{datetime.datetime.now()}:{ticker}: {timestamp_to_datetime(ticker_history[-1].timestamp).strftime('%Y-%m-%d %H:%M:%S')}: Close: {ticker_history[-1].close} SMA: {indicator_data[ticker_history[-1].timestamp]}")
//     if position_type == PositionType.LONG:
//         return (ticker_history[-1].close > indicator_data[ticker_history[-1].timestamp] and ticker_history[-1].low > indicator_data[ticker_history[-1].timestamp] and ticker_history[-1].close > ticker_history[-1].open)

//     else:
//         return (ticker_history[-1].close < indicator_data[ticker_history[-1].timestamp] and ticker_history[-1].high < indicator_data[ticker_history[-1].timestamp] and ticker_history[-1].close < ticker_history[-1].open)

export validate_sma(string position_type) =>
    _value=false

    sma = ta.sma(close,10)

    if position_type == long_position_type
        _value := close > sma and low > sma and close > open

    else
        _value := close < sma and high < sma and close < open

    [_value]
    //TODO : add function body and return value here
    // x


// def validate_macd(position_type, ticker, ticker_history, indicator_data, module_config):
//     if module_config['logging']:
//         print(f"{datetime.datetime.now()}:{ticker}: {timestamp_to_datetime(ticker_history[-1].timestamp).strftime('%Y-%m-%d %H:%M:%S')}: Close: {ticker_history[-1].close} MACD: {indicator_data['macd'][ticker_history[-1].timestamp]} Signal: {indicator_data['signal'][ticker_history[-1].timestamp]}")
//     if position_type == PositionType.LONG:
//         return indicator_data['macd'][ticker_history[-1].timestamp] > indicator_data['signal'][ticker_history[-1].timestamp]
//     else:
//         return indicator_data['macd'][ticker_history[-1].timestamp] < indicator_data['signal'][ticker_history[-1].timestamp]


export validate_macd(string position_type) =>
    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)
    _value = false
    if position_type == long_position_type
        _value := macd > signal
    else
        _value := signal > macd
    [_value]


// def validate_adx(position_type, ticker, ticker_history, indicator_data, module_config):
// if module_config['logging']:
//     print(f"{datetime.datetime.now()}:{ticker}: {timestamp_to_datetime(ticker_history[-1].timestamp).strftime('%Y-%m-%d %H:%M:%S')}: Close: {ticker_history[-1].close} ADX[current]: {indicator_data['adx'][ticker_history[-1].timestamp]} ADX[previous]-: {indicator_data['adx'][ticker_history[-2].timestamp]} ")
// return indicator_data['adx'][ticker_history[-1].timestamp] > module_config['adx_threshold'] and indicator_data['adx'][ticker_history[-1].timestamp] > indicator_data['adx'][ticker_history[-2].timestamp]
export validate_rsi(string position_type) =>
    // [dmilpus, dmineg, adx] = ta.dmi(14, 3)
    rsi = ta.rsi(close, 14)
    _value = false
    if position_type == long_position_type
        _value := rsi < 65
    else
        _value := rsi > 45
    [_value]
    // [ta.rsi(14) ] //we know trend is strong]
export validate_adx() =>
    [dmilpus, dmineg, adx] = ta.dmi(14, 3)

    [adx > adx[2] and adx > 25] //we know trend is strong]

// if module_config['logging']:
//     print(f"{datetime.datetime.now()}:{ticker}: {timestamp_to_datetime(ticker_history[-1].timestamp).strftime('%Y-%m-%d %H:%M:%S')}: Close: {ticker_history[-1].close} DMI+: {indicator_data['dmi+'][ticker_history[-1].timestamp]} DMI-: {indicator_data['dmi-'][ticker_history[-1].timestamp]} ADX: {indicator_data['adx'][ticker_history[-1].timestamp]}")
// if position_type == PositionType.LONG:
//     return indicator_data['dmi+'][ticker_history[-1].timestamp] > indicator_data['dmi-'][ticker_history[-1].timestamp] and indicator_data['dmi+'][ticker_history[-1].timestamp] > module_config['adx_threshold'] and indicator_data['adx'][ticker_history[-1].timestamp] > module_config['adx_threshold'] and indicator_data['adx'][ticker_history[-1].timestamp] > indicator_data['adx'][ticker_history[-2].timestamp]
// else:
//     return indicator_data['dmi+'][ticker_history[-1].timestamp] < indicator_data['dmi-'][ticker_history[-1].timestamp] and indicator_data['dmi-'][ticker_history[-1].timestamp] > module_config['adx_threshold'] and indicator_data['adx'][ticker_history[-1].timestamp] > module_config['adx_threshold'] and indicator_data['adx'][ticker_history[-1].timestamp] > indicator_data['adx'][ticker_history[-2].timestamp]

export validate_dmi(string position_type) =>
    _value = false
    [dmilpus, dmineg, adx] = ta.dmi(14, 3)
    if position_type == long_position_type

        _value :=  dmilpus > dmineg and dmilpus > 20 and dmilpus > adx
    else
        _value :=  dmilpus < dmineg and dmineg > 20 and dmineg > adx
    [_value]