MTF - Multi-Time Frame Strategy

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
// © TradingTools

//@version=5
strategy("MTF - Multi-Time Frame Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100)

// ─── Inputs ───
htfPeriod       = input.timeframe("D", "Higher Timeframe", group="MTF Settings")
fastMA          = input.int(9, "Fast MA Length", group="Moving Averages")
slowMA          = input.int(21, "Slow MA Length", group="Moving Averages")
htfMA           = input.int(50, "HTF Trend MA Length", group="Moving Averages")
maType          = input.string("EMA", "MA Type", options=["EMA", "SMA"], group="Moving Averages")
useAtrSL        = input.bool(true, "Use ATR Stop Loss", group="Risk Management")
atrLength       = input.int(14, "ATR Length", group="Risk Management")
atrMult         = input.float(2.0, "ATR Multiplier", step=0.1, group="Risk Management")
rrRatio         = input.float(2.0, "Risk:Reward Ratio", step=0.1, group="Risk Management")

// ─── MA Calculation Function ───
maCalc(src, len, typ) =>
    typ == "EMA" ? ta.ema(src, len) : ta.sma(src, len)

// ─── Current Timeframe MAs ───
fastLine = maCalc(close, fastMA, maType)
slowLine = maCalc(close, slowMA, maType)

// ─── Higher Timeframe Trend ───
htfClose    = request.security(syminfo.tickerid, htfPeriod, close)
htfTrendMA  = request.security(syminfo.tickerid, htfPeriod, maCalc(close, htfMA, maType))
htfBullish  = htfClose > htfTrendMA
htfBearish  = htfClose < htfTrendMA

// ─── ATR ───
atrVal = ta.atr(atrLength)

// ─── Entry Conditions ───
// Long:  HTF bullish + fast crosses above slow on current TF
// Short: HTF bearish + fast crosses below slow on current TF
longCondition  = htfBullish and ta.crossover(fastLine, slowLine)
shortCondition = htfBearish and ta.crossunder(fastLine, slowLine)

// ─── Execute Trades ───
if longCondition and strategy.position_size == 0
    sl = useAtrSL ? close - atrVal * atrMult : slowLine
    tp = close + (close - sl) * rrRatio
    strategy.entry("MTF Long", strategy.long)
    strategy.exit("MTF Long Exit", "MTF Long", stop=sl, limit=tp)

if shortCondition and strategy.position_size == 0
    sl = useAtrSL ? close + atrVal * atrMult : slowLine
    tp = close - (sl - close) * rrRatio
    strategy.entry("MTF Short", strategy.short)
    strategy.exit("MTF Short Exit", "MTF Short", stop=sl, limit=tp)

// ─── Plotting ───
plot(fastLine, "Fast MA", color=color.new(color.teal, 0), linewidth=2)
plot(slowLine, "Slow MA", color=color.new(color.orange, 0), linewidth=2)

// HTF Trend Background
bgcolor(htfBullish ? color.new(color.green, 92) : htfBearish ? color.new(color.red, 92) : na, title="HTF Trend")

// Entry markers
plotshape(longCondition, title="Long Signal", location=location.belowbar, style=shape.triangleup, color=color.green, size=size.small)
plotshape(shortCondition, title="Short Signal", location=location.abovebar, style=shape.triangledown, color=color.red, size=size.small)

// ─── Alerts ───
alertcondition(longCondition, title="MTF Long Entry", message="MTF: Bullish HTF + Fast MA crossed above Slow MA")
alertcondition(shortCondition, title="MTF Short Entry", message="MTF: Bearish HTF + Fast MA crossed below Slow MA")