Order Fractals strategy V3

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

//@version=4
strategy("[Order] Fractals strategy V3", overlay=true, pyramiding=2)

// ---INPUTS--- //

n = input(title="Период крупных фракталов", defval=2, minval=2, type=input.integer, group="Настройки фракталов")
n_additional = input(title="Период меньших фракталов", defval=2, minval=2, type=input.integer, group="Настройки фракталов")

upFractalType = input(title="Тип верхнего фрактала", defval="high", options=["high", "close"], group="Фракталы после пробития")
downFractalType = input(title="Тип нижнего фрактала", defval="low", options=["low", "close"], group="Фракталы после пробития")

numberFs = input(title="Количество отслеживаемых фракталов назад", defval=1, minval=1, type=input.integer, group="Основные уровни")
levelRetestPercent = input(title="Процент дистанции ретеста(%)", defval=2, type=input.float, step=0.1, group="Основные уровни")/100

afterBeaking_bottomRangePercent = input(title="Верхний уровень после пробития(%)", defval=15, type=input.float, group="После пробития основного уровня") / 100
afterBeaking_topRangePercent = input(title="Нижний уровень после пробития(%)", defval=15, type=input.float, group="После пробития основного уровня") / 100

showMainFractals = input(title="Показать крупные фракталы", defval=true, type=input.bool, group="Визуальная часть")
showAdditionalFractals = input(title="Показать меньшие фракталы", defval=false, type=input.bool, group="Визуальная часть")
// showMainLevelsBreaking = input(title="Показать пробитие", defval=true, type=input.bool, group="Визуальная часть")
showRangeAfterBreaking = input(title="Показать линии дипозона фракталов после пробития", defval=true, type=input.bool, group="Визуальная часть")
showRetestLine = input(title="Показать уровень для ретеста", defval=true, type=input.bool, group="Визуальная часть")
showRetestSignal = input(title="Показать сигнал ретеста", defval=true, type=input.bool, group="Визуальная часть")
showRetestAlert = input(title="Ретест", defval=true, type=input.bool, group="Alerts")

// ---INPUTS END--- //

// Фракталы крупного таймфрейма
// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true

for i = 1 to n
    upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
    upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
    upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
    upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
    upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
    upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4

upFractal = (upflagDownFrontier and flagUpFrontier)


// downFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true

for i = 1 to n
    downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
    downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
    downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
    downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
    downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
    downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4

downFractal = (downflagDownFrontier and flagDownFrontier)


plotshape(upFractal and showMainFractals, style=shape.triangleup,   location=location.abovebar, offset=-n, color=color.green, size = size.small)
plotshape(downFractal and showMainFractals, style=shape.triangledown,   location=location.belowbar, offset=-n, color=color.red, size = size.small)

//Fractals end

// Фрактала меньшег таймрейма

// UpFractal
bool upflagDownFrontier_additional = true
bool upflagUpFrontier0_additional = true
bool upflagUpFrontier1_additional = true
bool upflagUpFrontier2_additional = true
bool upflagUpFrontier3_additional = true
bool upflagUpFrontier4_additional = true

for i = 1 to n_additional
    upflagDownFrontier_additional := upflagDownFrontier_additional and (high[n_additional-i] < high[n_additional])
    upflagUpFrontier0_additional := upflagUpFrontier0_additional and (high[n_additional+i] < high[n_additional])
    upflagUpFrontier1_additional := upflagUpFrontier1_additional and (high[n_additional+1] <= high[n_additional] and high[n_additional+i + 1] < high[n_additional])
    upflagUpFrontier2_additional := upflagUpFrontier2_additional and (high[n_additional+1] <= high[n_additional] and high[n_additional+2] <= high[n_additional] and high[n_additional+i+2] < high[n_additional])
    upflagUpFrontier3_additional := upflagUpFrontier3_additional and (high[n_additional+1] <= high[n_additional] and high[n_additional+2] <= high[n_additional] and high[n_additional+3] <= high[n_additional] and high[n_additional+i + 3] < high[n_additional])
    upflagUpFrontier4_additional := upflagUpFrontier4_additional and (high[n_additional+1] <= high[n_additional] and high[n_additional+2] <= high[n_additional] and high[n_additional+3] <= high[n_additional] and high[n_additional+4] <= high[n_additional] and high[n_additional+i + 4] < high[n_additional])
flagUpFrontier_additional = upflagUpFrontier0_additional or upflagUpFrontier1_additional or upflagUpFrontier2_additional or upflagUpFrontier3_additional or upflagUpFrontier4_additional

upFractal_additional = (upflagDownFrontier_additional and flagUpFrontier_additional)


// downFractal
bool downflagDownFrontier_additional = true
bool downflagUpFrontier0_additional = true
bool downflagUpFrontier1_additional = true
bool downflagUpFrontier2_additional = true
bool downflagUpFrontier3_additional = true
bool downflagUpFrontier4_additional = true

for i = 1 to n_additional
    downflagDownFrontier_additional := downflagDownFrontier_additional and (low[n_additional-i] > low[n_additional])
    downflagUpFrontier0_additional := downflagUpFrontier0_additional and (low[n_additional+i] > low[n_additional])
    downflagUpFrontier1_additional := downflagUpFrontier1_additional and (low[n_additional+1] >= low[n_additional] and low[n_additional+i + 1] > low[n_additional])
    downflagUpFrontier2_additional := downflagUpFrontier2_additional and (low[n_additional+1] >= low[n_additional] and low[n_additional+2] >= low[n_additional] and low[n_additional+i + 2] > low[n_additional])
    downflagUpFrontier3_additional := downflagUpFrontier3_additional and (low[n_additional+1] >= low[n_additional] and low[n_additional+2] >= low[n_additional] and low[n_additional+3] >= low[n_additional] and low[n_additional+i + 3] > low[n_additional])
    downflagUpFrontier4_additional := downflagUpFrontier4_additional and (low[n_additional+1] >= low[n_additional] and low[n_additional+2] >= low[n_additional] and low[n_additional+3] >= low[n_additional] and low[n_additional+4] >= low[n_additional] and low[n_additional+i + 4] > low[n_additional])
flagDownFrontier_additional = downflagUpFrontier0_additional or downflagUpFrontier1_additional or downflagUpFrontier2_additional or downflagUpFrontier3_additional or downflagUpFrontier4_additional

downFractal_additional = (downflagDownFrontier_additional and flagDownFrontier_additional)


plotshape(upFractal_additional and showAdditionalFractals, style=shape.xcross,   location=location.abovebar, offset=-n_additional, color=color.green, size = size.small)
plotshape(downFractal_additional and showAdditionalFractals, style=shape.xcross,   location=location.belowbar, offset=-n_additional, color=color.red, size = size.small)

// ---MAIN--- //

var minFs = array.new_float(0)          // Minimum fractals
var maxFs = array.new_float(0)          // Maximum fractals
var minFs_indexes = array.new_int(0)    // Minimum fractals indexes
var maxFs_indexes = array.new_int(0)    // Maximum fractals indexes

var float levelUp = na                  // Highest breaked fractal
var float levelDown = na                // Lowest breaked fractal

var float rangeAfterBreaking_top = na   
var float rangeAfterBreaking_bottom = na

var float retestLevel_top = na
var float retestLevel_bottom = na

var float breakedFractal_top = na
var float breakedFractal_bottom = na

var bool waitBreakingUp = na
var bool waitBreakingDown = na

var bool waitDownFractal = na
var bool waitUpFractal = na

var bool retestDetected_top = na
var bool retestDetected_bottom = na

var bool waitRetestBottom = na
var bool waitRetestTop = na

var bool waitRetestMainLevelTop = na
var bool waitRetestMainLevelBottom = na

var int openTime = na

// Показываем момент ретеста
plotshape((not na(retestLevel_bottom) and close > retestLevel_bottom and showRetestSignal) or (retestDetected_bottom and showRetestSignal), title="Ретест нижнего уровня", style=shape.labelup, text="Retest bottom", textcolor=color.white, location=location.belowbar, color=color.red, size = size.small)
plotshape((not na(retestLevel_top) and close < retestLevel_top and showRetestSignal) or (retestDetected_top and showRetestSignal), title="Ретест верхнего уровня", style=shape.labeldown, text="Retest top", textcolor=color.white, location=location.abovebar, color=color.green, size = size.small)

retestDetected_top := false
retestDetected_bottom := false

if waitRetestMainLevelTop and not na(breakedFractal_top) and close < breakedFractal_top
    waitRetestMainLevelTop := true
    breakedFractal_top := na
    alert("Ретсет на основном верхнем уровне")
    
if waitRetestMainLevelBottom and not na(breakedFractal_bottom) and close < breakedFractal_bottom
    waitRetestMainLevelBottom := false
    breakedFractal_bottom := na
    alert("Ретсет на основном нижнем уровне")
    
// Ретест снизу вверх на %% уровне
if not na(retestLevel_bottom) and close > retestLevel_bottom
    retestLevel_bottom := na
    breakedFractal_bottom := na
    waitRetestBottom := false
    waitRetestMainLevelBottom := true
        
    if showRetestAlert
        alert("Ретсет на %% уровне")

// Ретест сверху вниз на %% уровне
if not na(retestLevel_top) and close < retestLevel_top
    retestLevel_top := na
    breakedFractal_top := na
    waitRetestTop := false
    waitRetestMainLevelTop := true
    
    if showRetestAlert
        alert("Ретест на %% уровне")

// Сформировался верхний фрактал после пробития вверх
if upFractal_additional and waitUpFractal
    waitUpFractal := false
    waitRetestTop := true
        
    distance = high[n_additional] - array.get(minFs, 0)
    rangeAfterBreaking_top := high[n_additional] - (distance / 2) + distance * afterBeaking_topRangePercent
    rangeAfterBreaking_bottom := high[n_additional] - (distance / 2) - distance * afterBeaking_bottomRangePercent
    
    retestLevel_top := na
    for i = 0 to array.size(maxFs) - 1
        fractalForRange = array.get(maxFs, i)
        
        if rangeAfterBreaking_top > fractalForRange and fractalForRange > rangeAfterBreaking_bottom
            if na(retestLevel_top)
                retestLevel_top := fractalForRange
            
            if fractalForRange > retestLevel_top
                retestLevel_top := fractalForRange
    
    breakedFractal_top := retestLevel_top
    retestLevel_top := retestLevel_top + retestLevel_top  * levelRetestPercent
    
    // for i = 1 to n_additional
    //     if low[i] < retestLevel_top
    //         retestDetected_top := true
    //         waitRetestTop := false
    //         retestLevel_top := na
    //         break

// Сформировался нижний фрактал после пробития вниз
if downFractal_additional and waitDownFractal
    waitDownFractal := false
    waitRetestBottom := true
    
    distance = array.get(maxFs, 0) - low[n_additional]
    rangeAfterBreaking_top := low[n_additional] + (distance / 2) + distance * afterBeaking_topRangePercent
    rangeAfterBreaking_bottom := low[n_additional] + (distance / 2) - distance * afterBeaking_bottomRangePercent
    
    retestLevel_bottom := na
    for i = 0 to array.size(minFs) - 1
        fractalForRange = array.get(minFs, i)
        
        if rangeAfterBreaking_top > fractalForRange and fractalForRange > rangeAfterBreaking_bottom
            if na(retestLevel_bottom)
                retestLevel_bottom := fractalForRange
            
            if fractalForRange < retestLevel_bottom
                retestLevel_bottom := fractalForRange

    breakedFractal_bottom := retestLevel_bottom
    retestLevel_bottom := retestLevel_bottom - retestLevel_bottom * levelRetestPercent
    
    // for i = 1 to n_additional
    //     if high[i] > retestLevel_bottom
    //         retestDetected_bottom := true
    //         waitRetestBottom := false
    //         retestLevel_bottom := na
    //         break

// Показать фрактал сделавший пробитие
// plotshape(upFractal_additional and waitRetestTop and not waitRetestTop[1] and showMainLevelsBreaking, title="Верхний фрактал после пробития", style=shape.labeldown, text="Breaking top", textcolor=color.white, location=location.abovebar, offset=-n_additional, color=color.green, size = size.small)
// plotshape(downFractal_additional and waitRetestBottom and not waitRetestBottom[1] and showMainLevelsBreaking, title="Нижний фрактал посе пробития", style=shape.labelup, text="Breaking down", textcolor=color.white, location=location.belowbar, offset=-n_additional, color=color.red, size = size.small)

// Если появился нижний фрактал, то задаем ожидание пробития верхнего фрактала
if downFractal
    waitBreakingUp := true
    waitBreakingDown := false
        
// Если появился верхний фрактал, то задаем ожидания пробития нижнего фрактала
if upFractal
    waitBreakingDown := true
    waitBreakingUp := false

// Пробитие верхнего фрактала
if array.size(maxFs) > 0 and waitBreakingUp
    if close > array.get(maxFs, 0)
        waitBreakingUp := false
        waitUpFractal := true

// Пробитие нижнего фрактала
if array.size(minFs) > 0 and waitBreakingDown
    if close < array.get(minFs, 0)
        waitBreakingDown := false
        waitDownFractal := true

// Определение верхних фракталов для уровня
if upFractal
    array.unshift(maxFs, high[n])
        
    array.unshift(maxFs_indexes, bar_index[n])
    
    if array.size(maxFs) > numberFs
        array.pop(maxFs)
            
    if array.size(maxFs_indexes) > numberFs
        array.pop(maxFs_indexes)

// Определение нижних фракталов для уровня
if downFractal
    array.unshift(minFs, low[n])
        
    array.unshift(minFs_indexes, bar_index[n])
    
    if array.size(minFs) > numberFs
        array.pop(minFs)
        
    if array.size(minFs_indexes) > numberFs
        array.pop(minFs_indexes)
        
// Визуализация
var line afterBreaking_topLine = na
var line afterBreaking_bottomLine = na

var line retest_topLine = na
var line retest_bottomLine = na

if showRangeAfterBreaking
    line.delete(afterBreaking_topLine)
    line.delete(afterBreaking_bottomLine)
    
    afterBreaking_topLine := line.new(x1=bar_index[1], y1=rangeAfterBreaking_top, x2=bar_index, y2=rangeAfterBreaking_top, extend=extend.both, style=line.style_dashed, color=color.red)
    afterBreaking_bottomLine := line.new(x1=bar_index[1], y1=rangeAfterBreaking_bottom, x2=bar_index, y2=rangeAfterBreaking_bottom, extend=extend.both, style=line.style_dashed, color=color.green)
    
if showRetestLine
    line.delete(retest_topLine)
    line.delete(retest_bottomLine)
    
    retest_topLine := line.new(x1=bar_index[1], y1=retestLevel_top, x2=bar_index, y2=retestLevel_top, extend=extend.both, style=line.style_dashed, color=color.purple)
    retest_bottomLine := line.new(x1=bar_index[1], y1=breakedFractal_bottom, x2=bar_index, y2=breakedFractal_bottom, extend=extend.both, style=line.style_dashed, color=color.blue)