NEODCA

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

//@version=5
strategy("NEODCA 6.0", 
   overlay=false,
   max_labels_count = 500,
   pyramiding = 10,
   default_qty_type = strategy.cash,
   initial_capital = 100,
   commission_type = strategy.commission.percent,
   commission_value = 0.1,
   default_qty_value = 10
   )

  //

   
// inputs 
color bgray                                  = color.rgb(128, 223, 236, 81)
color WHITE                                  = color.rgb(210, 210, 210)
color red                                    = color.rgb(128, 49, 49, 67)
color white                                  = color.rgb(248, 248, 248, 14)
color olive                                  = color.white
color blue                                   = color.rgb(23, 43, 77)
color Yellow                                 = color.rgb(255, 186, 75)
color BG                                     = color.from_gradient(close,low,high ,color.rgb(16, 194, 167),color.rgb(240, 141, 71))
string s_group                               = "Strategy Settings"
string dca_group                             = "DCA Settings"
string msg_group                             = "massage"
string visual                                = "Visuals" 
int offset                                   = 15
var int glb_dealstart_bar_time               = 0
int Length                                   = 14
float ChangePercentage                       = input.float(title='SRP %',defval=1.4,group='SRP Settings',inline = "00",step=0.1)
float core                                   = ta.vwma(hlc3, Length)  
float below                                  = input(55,title="⬇️",group='SRP Settings',inline = "00")
float above                                  = input(138,title="⬆️",group='SRP Settings',inline = "00")

bool mode                                    = input.bool(true, "long/short", tooltip = "true for long, flase for short", group = "general condation")
bool stop_loss                               = input.bool(true, "Stop loss", tooltip = "true for stop loss", group = "general condation")
bool big_position_protect                    = input.bool(false, "big position protect", group = "general condation",inline="03")
int big_position_protect_number              = input.int(4, ":", group = "general condation",inline="03")
int lever                                    = input.int(1, "lever", group = "general condation")
int Position_size                            = input.int(50, "Position size(%)", group = "general condation")
int initialCapital                           = input.int(5000, "Initial Capital", group = "general condation")

// MACD options
bool MACDType                                = input.string("Standard MACD", title = "MACD type", options = ["Standard MACD", "Lag MACD"], group = "MACD options") == "Standard MACD"
int fastLength                               = input.int(12, title="Fast MM period", minval=1, group = "MACD options")
int slowLength                               = input.int(26,title="Slow MM period",  minval=1, group = "MACD options")
int signalLength                             = input.int(9,title="Signal MM period",  minval=1, group = "MACD options")
int MacdEmaLength                            = input.int(9, title="MACD EMA period", minval=1, group = "MACD options")
bool useEma                                  = input.string("EMA", title="Use EMA/SMA", options = ["EMA", "SMA"], group = "MACD options") == "EMA"
bool useOldAlgo                              = input.bool(false, title="Use Glaz algo (otherwise 'real' original zero lag)", group = "MACD options")
bool showDots                                = input.bool(true, title="Show symbols to indicate crossing", group = "MACD options")
float dotsDistance                           = input.float(1.5, title="Symbols distance factor", minval=0.1, group = "MACD options")

bool mintpbool                               = input.bool(true,"Minimal TP❓➔ ",group = s_group,inline="01")
float mintp                                  = input.float(0.5,"min TP (%)",step= 0.1 , group = s_group,inline="01")/100
float maxtp                                  = input.float(3.0,"max TP (%)",step= 0.1 , group = s_group,inline="01")/100

float minSOchange                            = input.float(title='Price change (%)', defval=3, step=0.1, group = dca_group,inline="02")
float minSOchange_Multi                      = input.float(title='Price change (%) Multi', defval=0, step=0.1, group = dca_group,inline="02")
float base                                   = input.float(title='$ Base order', defval=710, step=1, group = dca_group)
float safety                                 = input.float(title='DCA Multi', defval=1.5, step=1, group = dca_group,tooltip = "It Multiply the position size by this value")
int sonum                                    = input.int(title='DCA Count', defval=8, step=1, group = dca_group,tooltip = "How Many DCA orders Do you want ?!") + 1
bool DCATYPE                                 = input.string("Base Multiply",title ="DCA TYPE",options = ["Volume Multiply","Base Multiply"],group = dca_group) == "Volume Multiply"


bool limit_date_range                        = input.bool(title='Backtest Date', defval=true, group="Backtest Date")
int start_time                               = input.time(defval=timestamp('11 OCT 1901 00:00 +0000'), title='Start Time', group="Backtest Date")
int end_time                                 = input.time(defval=timestamp('31 Dec 2080 00:00 +0000'), title='End Time', group="Backtest Date")

bool show_table                              = input(true,title= "Show Table ❓",inline = "001",group = visual)
string position                              = input.string("Top Right", options = ["Middle Right","Top Center","Top Right","Middle Left","Middle Center","Bottom Left","Bottom Center","Bottom Right"],title = 'Position',inline = "001",group = visual)
color textcolos                              = input.color(Yellow,title = "Text Color",inline = "001",group = visual)
bool showdeals                               = input(true,"Deal lines❓",inline = "002",group =visual )
color profitcolor                            = input.color(bgray,"",inline = "002",group =visual )  
color socolor                                = input.color(red,"",inline = "002",group =visual )  
color avgcolor                               = input.color(white,"",inline = "002",group =visual )
bool showBG                                  = input(false,"Deal BG Color❓",inline = "003",group =visual ) 
color bgcolor                                = input.color(blue,"",inline = "003",group =visual )  
bool showpnllabel                            = input(true,"PNL Label❓",inline = "004",group =visual )
color pnlcolor                               = input.color(olive,"",inline = "004",group =visual ) 

string msg_start                             = input.text_area("", "start", group = msg_group)
string msg_dca                               = input.text_area("", "DCA", group = msg_group)
string msg_close                             = input.text_area("", "close", group = msg_group)



string table_name                            ='NEODCA Strategy 6.0[Neo]'
var int socounter = 0
var int dealcount = 0

// Core calculation ---------{

in_date_range = true
if limit_date_range
    in_date_range := time >= start_time and time <= end_time
    
else
    in_date_range := true


vwma_above = core * (1 + (ChangePercentage / 100))
vwma_below = core * (1 - (ChangePercentage / 100))

//
up = ta.rma(math.max(ta.change(close), 0), 7)
down = ta.rma(-math.min(ta.change(close), 0), 7)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
mf = ta.mfi(hlc3, 7)
rsi_mfi = math.abs(rsi+mf/2)

long = low <= vwma_below and (rsi_mfi < below)
short = high >= vwma_above and (rsi_mfi > above)

// MACD part
[macdLine, signalLine, _] = ta.macd(close, fastLength, slowLength, signalLength)
hist = macdLine - signalLine
hline(MACDType ? 0 : na, "Zero Line", color = color.new(#787B86, 50))
plot(MACDType ? hist : na, title = "Histogram", style = plot.style_columns, color = (hist >= 0 ? (hist[1] < hist ? #26A69A : #B2DFDB) : (hist[1] < hist ? #FFCDD2 : #FF5252)))
plot(MACDType ? macdLine : na, title = "MACD",   color = #2962FF)
plot(MACDType ? signalLine : na, title = "Signal", color = #FF6D00)


// Fast line
ma1= useEma ? ta.ema(close, fastLength) : ta.sma(close, fastLength) 
ma2 = useEma ?  ta.ema(ma1,fastLength) :  ta.sma(ma1,fastLength) 
zerolagEMA = ((2 * ma1) - ma2)

// Slow line
mas1=  useEma ? ta.ema(close , slowLength) :  ta.sma(close , slowLength)
mas2 =  useEma ? ta.ema(mas1 , slowLength): ta.sma(mas1 , slowLength)
zerolagslowMA = ((2 * mas1) - mas2)

// MACD line
ZeroLagMACD = zerolagEMA - zerolagslowMA 

// Signal line
emasig1 = ta.ema(ZeroLagMACD, signalLength)
emasig2 = ta.ema(emasig1, signalLength)
signal = useOldAlgo ? ta.sma(ZeroLagMACD, signalLength) : (2 * emasig1) - emasig2

lagHist = ZeroLagMACD - signal

plot(MACDType ? na : lagHist, title = "Histogram", style = plot.style_columns, color = (lagHist >= 0 ? (lagHist[1] < hist ? #26A69A : #B2DFDB) : (lagHist[1] < lagHist ? #FFCDD2 : #FF5252)))

zeroLine = plot(MACDType ? na : ZeroLagMACD, color=#2962FF, linewidth=2, title='MACD line')
lagSignalLine = plot(MACDType ? na : signal, color=#FF6D00, linewidth=2, title='Signal')

ribbonDiff = lagHist > 0 ? color.green : color.purple
fill(zeroLine, lagSignalLine, color=ribbonDiff)

circleYPosition = signal * dotsDistance 
plot(MACDType ? na : ta.ema(ZeroLagMACD,MacdEmaLength), color=color.yellow, linewidth=2, title='EMA on MACD line')

ribbonDiff2 = lagHist > 0 ? color.green : color.purple
plotshape(MACDType == false and showDots and ta.crossover(ZeroLagMACD, signal) ? circleYPosition : na, location = location.absolute, style=shape.circle,size=size.small, color=ribbonDiff2, title='Dots')
plotshape(MACDType == false and showDots and ta.crossunder(ZeroLagMACD, signal) ? circleYPosition : na, location = location.absolute, style=shape.circle,size=size.small, color=ribbonDiff2, title='Dots')

MACDlongCondition = MACDType ? ta.crossover(macdLine, signalLine) : ta.crossover(ZeroLagMACD, signal) 
MACDshortCondition = MACDType ? ta.crossunder(macdLine, signalLine) : ta.crossunder(ZeroLagMACD, signal)

table_position() =>
    switch position
        "Middle Right" => position.middle_right
        "Top Center" => position.top_center
        "Top Right" => position.top_right
        "Middle Left" => position.middle_left
        "Middle Center" => position.middle_center
        "Bottom Left" => position.bottom_left
        "Bottom Center" => position.bottom_center
        "Bottom Right" => position.bottom_right      
      
var summary_table          = table.new(table_position(), 15, 33, frame_color=color.rgb(58, 58, 59, 38), frame_width=3,border_width = 2)
change_color(con)=>
    con ? color.rgb(0, 149, 77) : color.rgb(152, 46, 46)    

table_cell(table,_row,in1,in2)=>
    
    table.cell(table, 0, _row, 
     in1, 
     text_color=textcolos,
     bgcolor = color.rgb(58, 58, 59, 38),
     text_size = size.small,
     text_halign = text.align_left
     )
    table.cell(table, 1, _row, str.tostring(in2), text_color=WHITE,text_size = size.small,bgcolor =color.rgb(120, 123, 134, 38) )

//------------}
calcNextSOprice(pcnt) =>
    if strategy.position_size > 0
        strategy.position_avg_price - (math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick)) * syminfo.mintick
    else if strategy.position_size < 0
        strategy.position_avg_price + (math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick)) * syminfo.mintick
    else
        na

// 
calcChnagefromlastdeal() =>
    last_deal = strategy.opentrades.entry_price(strategy.opentrades - 1)
    math.abs(((close - (last_deal)  ) /close )  * 100 )


Calcprofitpercent() =>
    math.abs(((close - strategy.position_avg_price  ) /close )  * 100 )


// def calculate(base, SO):
    
//     return so_size    
SO = base * safety
CapitalCalculation() =>
    float total = 0.0

    for x= 1 to sonum - 1 by 1
        so_size = SO * math.pow(safety, x-1)
        total+= so_size


    total + base

// plot(SO,"?111!") 
// plot(CapitalCalculation(),"?!")    
calculateSO(num)=>
    SOv = base * math.pow(safety,num)
    SOv
SOnumber()=>
    (minSOchange + (socounter * minSOchange_Multi))
SOconditions(condation)=>
    if condation
        (calcChnagefromlastdeal() > SOnumber() ) and (close < calcNextSOprice(SOnumber()))
    else
        (calcChnagefromlastdeal() > SOnumber() ) and (close > calcNextSOprice(SOnumber()))

stopLoss(condation)=>
    if condation
        (calcChnagefromlastdeal()  > SOnumber() ) and (close < calcNextSOprice(SOnumber()))
    else
        (calcChnagefromlastdeal()  > SOnumber() ) and (close > calcNextSOprice(SOnumber()))


// -----------------------------------------------------------------------------------------------------------------------------------------------------------------
getTpCondation(so_status) =>
    stepPercentage = (maxtp - mintp) / sonum
    tpCondation = maxtp - stepPercentage * so_status
    (tpCondation)

float Biggest_decline = 1 / (lever * Position_size / 100)
log.info(str.tostring(Biggest_decline))
log.info(str.tostring(((strategy.position_avg_price - low) / strategy.position_avg_price) > Biggest_decline))
liquidation = mode ? ((strategy.position_avg_price - low) / strategy.position_avg_price) > Biggest_decline : ((high - strategy.position_avg_price) / strategy.position_avg_price) > Biggest_decline
plotshape(liquidation and lever != 1 ? Biggest_decline : na, "liquidation", style = shape.flag,location = location.abovebar, color = color.red, text = "liquidation", force_overlay = true)
mintpclogic(so_status) => 
    if mode
        // (close > (strategy.position_avg_price * (1 + getTpCondation(so_status))))
        (close > strategy.position_avg_price)
    else
        // (close < (strategy.position_avg_price * (1 - getTpCondation(so_status))))
        (close < strategy.position_avg_price)
    
    

get_timestring_from_seconds(seconds) =>
    if seconds >= 86400
        string _string = str.tostring(math.round(seconds / 86400, 1)) + ' days'
    else if seconds >= 3600
        string _string = str.tostring(math.round(seconds / 3600, 1)) + ' hours'
    else
        string _string = str.tostring(math.round(seconds / 60, 1)) + ' mins'

get_timespan_string(start_time, end_time) =>
    _seconds_diff = (end_time - start_time) / 1000
    get_timestring_from_seconds(_seconds_diff)

Calcprofit()=>
    (( close * strategy.position_size ) - (strategy.position_avg_price * strategy.position_size))
// var label t = na , label.delete(t) , t:= label.new(bar_index,high,str.tostring(mintpclogic()))

// plot(strategy.netprofit,"?!",display = display.data_window)

PNLlabel()=>    
          
    message = ""
    if big_position_protect and socounter >= sonum - big_position_protect_number
        message += "Reason: big position protect" + "\n"
    else if MACDshortCondition or MACDshortCondition
        message += "Reason: MACD" + "\n"
    else if long or short
        message += "Reason: VWMA" + "\n"
    message += "PNL :  " +str.tostring(math.round(Calcprofit(), 2)) + '  ' + str.tostring(syminfo.currency) + '\n'
    message += "Time:  " +get_timespan_string(glb_dealstart_bar_time, time)+ '\n'
    message += "PNL%:  " + str.tostring(math.round(Calcprofitpercent(),2))+ " %"
    topy = high + (high* 0.04)  
    label.new(bar_index + 1,
     topy, 
     text=message,
     yloc=yloc.price, 
     size=size.normal, 
     style=label.style_label_lower_left, 
     textcolor=color.black, 
     textalign = text.align_left,
     color= Calcprofit() > 0 ? pnlcolor : color.red,
     force_overlay = true
     ) 


var float removed = na

Opentrade()=>
    strategy.opentrades > 0 ? 1 : 0

PNLpercentage()=> ((close - strategy.position_avg_price  ) /close )  * 100 

var string reason = na

tpCondition(so_status) =>
    big_protect_condition = big_position_protect and so_status >= sonum - big_position_protect_number
    close_tp_condition = close > (strategy.position_avg_price * (1 + getTpCondation(so_status)))
    close_sl_condition = close < (strategy.position_avg_price * (1 - getTpCondation(so_status)))

    if big_protect_condition
        true
    else
        if mode
            if (short or MACDshortCondition) and close_tp_condition
                true
            else if big_protect_condition and close_tp_condition
                true
            else
                false
        else
            if (long or MACDlongCondition) and close_sl_condition
                true
            else if big_protect_condition and close_sl_condition
                true
            else
                false
//--------------------------------------------------------------------------
//                        # Strategy Inputs #                              |
//--------------------------------------------------------------------------

// plot(strategy.opentrades,display = display.data_window,title = "OpenSZ")
var int dca_time = na
var float dca_price = 0
if mode
    // open
    if long and strategy.opentrades == 0 and in_date_range
        socounter := 0
        dealcount += 1
        dealcount
        glb_dealstart_bar_time := time
        strategy.entry("LONG", strategy.long, comment="D # " + str.tostring(dealcount), qty=base / close, alert_message=msg_start)
        removed := strategy.netprofit / close

    // DCA
    if long and SOconditions(mode) and strategy.opentrades > 0 and strategy.opentrades < sonum and (dca_price > close or dca_price == 0)
        dca_price := close
        socounter += 1
        socounter
        replaced_msg_dca = str.replace(msg_dca, "((q))", str.tostring(DCATYPE ? (strategy.position_size * safety) : calculateSO(socounter)))
        strategy.entry('LONG', strategy.long, qty=DCATYPE ? (strategy.position_size * safety) : calculateSO(socounter) / close, comment="SO # " + str.tostring(socounter), alert_message=replaced_msg_dca)

    // Close
    if strategy.position_size > 0 and tpCondition(socounter) and close > strategy.position_avg_price and in_date_range
        dca_price := 0
        strategy.close("LONG", comment=" ", alert_message=msg_close)
        if showpnllabel
            PNLlabel()

    // Stop loss
    if strategy.position_size > 0 and stopLoss(mode) and stop_loss and strategy.opentrades == sonum and in_date_range
        dca_price := 0
        strategy.close("LONG", comment="Stop Loss", alert_message=msg_close)
        if showpnllabel
            PNLlabel()
else
    // open
    if short and strategy.opentrades == 0 and in_date_range
        socounter := 0
        dealcount += 1
        dealcount
        glb_dealstart_bar_time := time
        strategy.entry("SHORT", strategy.short, comment="D # " + str.tostring(dealcount), qty=base / close, alert_message=msg_start)
        removed := strategy.netprofit / close

    // DCA
    if short and SOconditions(mode) and not short[1] and strategy.opentrades > 0 and strategy.opentrades < sonum and dca_price < close
        dca_price := close
        socounter += 1
        socounter
        replaced_msg_dca = str.replace(msg_dca, "((q))", str.tostring(DCATYPE ? (strategy.position_size * safety) : calculateSO(socounter)))
        strategy.entry('SHORT', strategy.short, qty=DCATYPE ? (strategy.position_size * safety) : calculateSO(socounter) / close, comment="SO # " + str.tostring(socounter), alert_message=replaced_msg_dca)
        dca_time := time

    // Close
    if strategy.position_size < 0 and tpCondition(socounter) and close < strategy.position_avg_price and in_date_range
        dca_price := 0
        strategy.close("SHORT", comment=" ", alert_message=msg_close)
        if showpnllabel
            PNLlabel()

    // Stop loss
    if strategy.position_size < 0 and stopLoss(mode) and stop_loss and strategy.opentrades == sonum and in_date_range
        dca_price := close
        strategy.close("SHORT", comment="Stop Loss", alert_message=msg_close)
        if showpnllabel
            PNLlabel()






hp= plot(vwma_above, color=color.new(color.red, 0), force_overlay = true)
lp= plot(vwma_below, color=color.new(color.green, 0), force_overlay = true)
plotshape(long and not long[1],title="Buy",style=shape.labelup,color=color.rgb(53, 141, 56),location= location.belowbar ,size=size.tiny,text= "B",textcolor = color.white, force_overlay = true)
plotshape(short,title="Sell",style=shape.labeldown,color=color.rgb(146, 18, 13),location= location.abovebar ,size=size.tiny,text = "S",textcolor = color.white, force_overlay = true)
   
avg = plot(showdeals? strategy.position_avg_price : na, 'AVG Price',color= avgcolor, style=plot.style_linebr,editable = false, force_overlay = true)
sl = plot(showdeals ? calcNextSOprice(SOnumber()): na, 'SO change %', color.orange, style=plot.style_linebr,editable = false, force_overlay = true)   
tp = plot(showdeals ? (mode ? strategy.position_avg_price * (1 + getTpCondation(socounter)) : strategy.position_avg_price * (1 - getTpCondation(socounter))): na, 'SO change %', color.rgb(3, 233, 245), style=plot.style_linebr,editable = false, force_overlay = true)
fill(tp, avg, color =profitcolor)
fill(avg, sl, color = socolor)
bgcolor(showBG and strategy.position_size > 0 ? color.new(bgcolor,90): na)   

statusOpen()=>
    Opentrade() == 0 ? str.tostring(Opentrade()) : str.tostring(Opentrade()) + "\n" + "------" + "\n" +  str.tostring(syminfo.currency) + " :" + "$" + str.tostring(math.round(strategy.openprofit,2))+ "\n" 
         + "------" + "\n" + "% " + " :" + str.tostring(math.round(PNLpercentage(),2))+ " %"
         
if barstate.isconfirmed
    _row = 1
    p_row = 1
    if show_table
        text_color = color.rgb(210, 210, 210)
        bg_color = color.from_gradient(close, low, high, color.rgb(16, 194, 167), color.rgb(240, 141, 71))
        
        // Table Title
        table.cell(summary_table, 0, 0, table_name, bgcolor=bg_color, text_size=size.small, text_font_family=font.family_default)
        table.cell(summary_table, 1, 0, "", bgcolor=bg_color, text_halign=text.align_left)
        table.merge_cells(summary_table, 0, 0, 1, 0)
        
        // Deal Status
        table.cell(summary_table, 0, 1, 'Deal Status', bgcolor=color.rgb(58, 58, 59, 38), text_color=textcolos, text_size=size.small, text_font_family=font.family_default, text_halign=text.align_left)
        table.cell(summary_table, 1, 1, statusOpen(), bgcolor=color.rgb(120, 123, 134, 38), text_color=WHITE, text_size=size.small, text_font_family=font.family_default)
        _row += 1
        
        // Required Capital
        table_cell(summary_table, _row, "Required Capital", CapitalCalculation() )
        _row += 1

        if lever != 1 
        // Required Capital lever
            table_cell(summary_table, _row, " Required Capital lever", initialCapital / 2 * lever)
            _row += 1
        
        // Total PNL
        table_cell(summary_table, _row, "Total PNL", strategy.netprofit)
        _row += 1
        
        // Current Deep
        table_cell(summary_table, _row, "current deep", strategy.opentrades)


///
//