Parabolic SAR

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



//@version=5
strategy("Parabolic SAR", overlay=true)

// @keywords: parabolic-sar, mtf-sar, cci-filter, strategy-entries, strategy-exits, multi-timeframe, sar-trailing, cci-threshold, long-short-signals, profit-target, sar-start-increment, four-timeframes, crossover-exits, mtf-cci, sar-dots, entry-conditions, exit-levels, overlay-strategy, sar-maximum, position-management

//INPUTS

//timeframes
tf1 = input.timeframe("1", title = 'Timeframe 1', group = 'Strategy Settings', inline = '1')
tf2 = input.timeframe("30", title = 'Timeframe 2', group = 'Strategy Settings', inline = '2')
tf3 = input.timeframe("60", title = 'Timeframe 3', group = 'Strategy Settings', inline = '3')
tf4 = input.timeframe("240", title = 'Timeframe 4', group = 'Strategy Settings', inline = '4')

//cci
cci_length = input.int(200, minval=1, title = 'CCI Length', group = 'Strategy Settings', inline = '5')
cci_src = input(hlc3, title="CCI Source", group = 'Strategy Settings', inline = '6')

cci_1 = request.security(syminfo.tickerid, tf1, ta.cci(cci_src, cci_length)[1], lookahead = barmerge.lookahead_on)
cci_2 = request.security(syminfo.tickerid, tf2, ta.cci(cci_src, cci_length)[1], lookahead = barmerge.lookahead_on)
cci_3 = request.security(syminfo.tickerid, tf3, ta.cci(cci_src, cci_length)[1], lookahead = barmerge.lookahead_on)
cci_4 = request.security(syminfo.tickerid, tf4, ta.cci(cci_src, cci_length)[1], lookahead = barmerge.lookahead_on)

// sar
sar_start = input(0.02, title = 'SAR Start', group = 'Strategy Settings', inline = '7')
sar_increment = input(0.02, title = 'SAR Increment', group = 'Strategy Settings', inline = '8')
sar_maximum = input(0.2, title = 'SAR Maximum', group = 'Strategy Settings', inline = '9')

sar_1 = request.security(syminfo.tickerid, tf1, ta.sar(sar_start, sar_increment, sar_maximum)[1], lookahead = barmerge.lookahead_on)
sar_2 = request.security(syminfo.tickerid, tf2, ta.sar(sar_start, sar_increment, sar_maximum)[1], lookahead = barmerge.lookahead_on)
sar_3 = request.security(syminfo.tickerid, tf3, ta.sar(sar_start, sar_increment, sar_maximum)[1], lookahead = barmerge.lookahead_on)
sar_4 = request.security(syminfo.tickerid, tf4, ta.sar(sar_start, sar_increment, sar_maximum)[1], lookahead = barmerge.lookahead_on)

//ORDERS
cci_entry_value = input.int(175,  title = 'CCI Entry Level', group = 'Strategy Settings', inline = '10')
cci_exit_value = input.int(-50, title = 'CCI Exit Level', group = 'Strategy Settings', inline = '11')

entry_price = strategy.position_avg_price
pt_amount = input.float(1.00, title = 'Profit Target', group = 'Strategy Settings', inline = '12')

//LONG
var long_cond = false
var long_entry = false
long_cond := (cci_1 > cci_entry_value) and (cci_2 > cci_entry_value) and (cci_3 > cci_entry_value) and (cci_4 > cci_entry_value) 
     and (close < sar_1) and (close < sar_2) and (close < sar_3) and (close < sar_4) ? true : false
long_entry := long_cond and not long_cond[1] ? true : false

var long_exit = false
long_exit := cci_1 < cci_exit_value and close < sar_1

long_profitTarget = (strategy.position_size > 0) ? entry_price + ((pt_amount/100) * entry_price) : 9999999
strategy.entry("LE", strategy.long,when = long_entry) 
// strategy.exit(id="LE", limit = long_profitTarget, comment = "Tgt")
strategy.close("LE",when = long_exit, comment = "LX")


//SHORT
// var short_cond = false
// var short_entry = false
// short_cond := (cci_1 > cci_entry_value) and (cci_2 > cci_entry_value) and (cci_3 > cci_entry_value) and (cci_4 > cci_entry_value) 
//      and (close < sar_1) and (close < sar_2) and (close < sar_3) and (close < sar_4) ? true : false
// short_entry := short_cond and not short_cond[1] ? true : false

// var short_exit = false
// short_exit := cci_1 < cci_exit_value and close < sar_1

// short_profitTarget = (strategy.position_size < 0) ? entry_price - ((pt_amount/100) * entry_price) : 0
// strategy.entry("SS_E", strategy.short, when = short_entry) 
// strategy.exit(id="SS_E", limit = short_profitTarget, comment = "Tgt")
// strategy.close("SS_E",when = short_exit, comment = "SS_X")


// plot(entry_price, color = color.white)
// plot(long_profitTarget)
// plot(short_profitTarget)