PivotConfirm-with-SellToClose

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// c philchan2008

//@version=4
strategy(title="PivotConfirm-with-SellToClose", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, initial_capital=10000)

data = input(close, title = "Data source")
n = input(5, title = "For pivot/standard deviation")
addAtPercentStDev = input(75, title = "% of standard deviation below previous low")
initialLots = input(4, title = "initialLots")
lotsToAdd = input(2, title = "Lots to add")
stDevMult = input(2.0, title = "tail stop multiplier")

openingLots = max(4, initialLots)
addedlots = max(2, lotsToAdd)

h = high
l = low
c = close
//nan=na replace nan to na
tick = syminfo.mintick //ticks()
x = 0
x := bar_index  //BarNumber();
stDev = x > 1 ? stdev(c,n): na //CompoundValue(1, StDev(c, n), nan);
ll = l == lowest(l, n)
LPx =  ll ? x : na
LP_low = 0.0
LP_low := na(LPx) ? LP_low[1] : l
LP_High = 0.0
LP_High := na(LPx) ? LP_High[1] : h
confirmation_count = 0.0
confirmation_count := ll ? 0 : ( crossover(c,LP_High) ? confirmation_count[1] + 1 : confirmation_count[1])
confirmationX =  crossover( confirmation_count, 0) ? x : na
confirmed = crossover(confirmation_count, 0)

ro=0.0
stc=0.0
trail=0.0
retrace=0.0
if confirmed
    ro := round((c + (c - LP_low) / (openingLots - 2)) / tick) * tick
    stc := LP_low
    trail := LP_low
    retrace := LP_low
else
    ro := x > 1 ? ro[1] : na //CompoundValue(1, ro[1], nan)
    stc := stc[1]
    trail := round(max(trail[1], l[1] - stDev[1] * stDevMult) / tick) * tick
    retrace := round(max(retrace[1], l[1] - stDev[1] * addAtPercentStDev / 100) / tick) * tick

ro_reached = 0.0
ro_reached := confirmed ? 0 : ( h > ro ? 1 : ro_reached[1] )
added = 0.0
added := confirmed ? 0 :  ( crossunder(l,retrace) ? 1 : added[1])
trail_hit = 0.0
trail_hit := confirmed ? 0 : ( c < trail ? 1 : trail_hit[1])
stop_hit = 0.0
stop_hit := confirmed ? 0 : ( l < stc ? 1 : stop_hit[1])

//plot(stop_hit, title="Stop Hit", color=color.red, style=line.style_solid, linewidth=2)
plot(trail_hit, title='Trail Stop', color=color.red, linewidth=2, style=plot.style_line, transp=10)

//if (bar_index == 1000)
//    label l1= label.new(bar_index-50, high[0], text="There are "+tostring(bar_index)+" bars on chart", style=label.style_none, textcolor=color.orange)