QML Indicator Only w/filters [upslidedown]

//@version=5
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Bunghole 2021

indicator(title='QML Indicator Only w/filters [upslidedown]', overlay=true)

//// Stoploss and Take Profit Parameters 
// Enable Long Strategy
enable_long_strategy = input.bool(true, title='Enable Long Strategy', group='Enable QML Strategy', inline='1')
// Enable Short Strategy
enable_short_strategy = input.bool(true, title='Enable Short Strategy', group='Enable QML Strategy', inline='2')
loss_mult = input.float(2,minval=1, step=0.5, title='Martingale Multiplier (Set to 1 to disable)')
baseamt=input.float(1, title='Position Size %')/100

filter_ema = input.bool(false, title='Use EMA filter')
lenEma1=input.int(50, title='EMA 1' )
lenEma2=input.int(200,title='EMA 2')

ema1= ta.ema(close, lenEma1)
ema2= ta.ema(close,lenEma2)
upT        = ema1 > ema2
downT     = ema1 < ema2

//ADX Filter
filter_adx = input.bool(true, title='ADX Filter')
lensig = 14//input.int(14, title="ADX Smoothing", minval=1, maxval=50) 
adxVal =input.float(36, title='ADX Thresh')
len = 14
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
trur = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / trur)
minus = fixnan(100 * ta.rma(minusDM, len) / trur)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)

//base_contract_size= input.float(0.01, 'Base Contract Size')*strategy.initial_capital

// Session 
InSession(sessionTimes, sessionTimeZone=syminfo.timezone) => 
    not na(time(timeframe.period, sessionTimes, sessionTimeZone))
sessionInput = input.session("0000-2359", title="Session Times", 
     group="Trading Session", tooltip="Use the checkboxes to select " + 
     "on which days of the week this session is active. The session " +
     "has to be active on at least one day.")
monSession = input.bool(true, title="Mon ", group="Trading Session", inline="d1")
tueSession = input.bool(true, title="Tue ", group="Trading Session", inline="d1")
wedSession = input.bool(true, title="Wed ", group="Trading Session", inline="d1")
thuSession = input.bool(true, title="Thu ", group="Trading Session", inline="d1")
friSession = input.bool(false, title="Fri   ", group="Trading Session", inline="d2")
satSession = input.bool(false, title="Sat  ", group="Trading Session", inline="d2")
sunSession = input.bool(false, title="Sun ", group="Trading Session", inline="d2")

// Make a days of week string based on the value of the checkboxes
sessionDays = ""

if sunSession
    sessionDays += "1"
if monSession
    sessionDays += "2"
if tueSession
    sessionDays += "3"
if wedSession
    sessionDays += "4"
if thuSession
    sessionDays += "5"
if friSession
    sessionDays += "6"
if satSession
    sessionDays += "7"


// Make the session string by joining the time with the days
tradingSession = sessionInput + ":" + sessionDays

bgcolor(InSession(tradingSession) ? color.new(color.fuchsia, 90) : na)
tradetime=InSession(tradingSession) ?1:0
//Time


//@version=5
//indicator("Quasimodo Pattern 2", "QML2", overlay=true, max_bars_back=5000, max_labels_count=500, max_lines_count=500)

zigzag_len = input.int(11, "ZigZag Length",group = 'QML Settings')
long=input.source(close,title='Source for Long',group = 'QML Settings')
short=input.source(close,title='Source for Short',group = 'QML Settings')
minGap=input.float(5, title='Max SL Thresh', step=0.25,group = 'QML Settings')

var float[] high_points_arr = array.new_float(5)
var int[] high_index_arr = array.new_int(5)
var float[] low_points_arr = array.new_float(5)
var int[] low_index_arr = array.new_int(5)

//colorlong = close > strategy.position_avg_price ? #00bcd4 : #e91e63
//colorshort = close < strategy.position_avg_price ? #00bcd4 : #e91e63

//to_u = high >= ta.highest(zigzag_len)
//to_up=to_u*0.99
to_up = high >= ta.highest(zigzag_len)
to_down = low <= ta.lowest(zigzag_len)

trend = 1
trend := nz(trend[1], 1)
trend := trend == 1 and to_down ? -1 : trend == -1 and to_up ? 1 : trend

last_trend_up_since = ta.barssince(to_up[1])
low_val = ta.lowest(nz(last_trend_up_since > 0 ? last_trend_up_since : 1, 1))
low_index = bar_index - ta.barssince(low_val == low)

last_trend_down_since = ta.barssince(to_down[1])
high_val = ta.highest(nz(last_trend_down_since > 0 ? last_trend_down_since : 1, 1))
high_index = bar_index - ta.barssince(high_val == high)

if ta.change(trend) != 0
    if trend == 1
        array.push(low_points_arr, low_val)
        array.push(low_index_arr, low_index)
    if trend == -1
        array.push(high_points_arr, high_val)
        array.push(high_index_arr, high_index)


f_get_high(ind) =>
    [array.get(high_points_arr, array.size(high_points_arr) - 1 - ind), array.get(high_index_arr, array.size(high_index_arr) - 1 - ind)]


f_get_low(ind) =>
    [array.get(low_points_arr, array.size(low_points_arr) - 1 - ind), array.get(low_index_arr, array.size(low_index_arr) - 1 - ind)]


[h0, h0i] = f_get_high(0)
[l0, l0i] = f_get_low(0)
[h1, h1i] = f_get_high(1)
[l1, l1i] = f_get_low(1)
[h2, h2i] = f_get_high(2)
[l2, l2i] = f_get_low(2)




bu_cond = trend == -1 and h2 > h1 and l1 > l0 and h0 > h1 and close > l1
be_cond = trend == 1 and l2 < l1 and h1 < h0 and l0 < l1 and close < h1


//Strat
//buy_signal =  trend == -1 and h2 > h1 and l1 > l0 and h0 > h1 and close > l1
//sell_signal = trend == 1 and l2 < l1 and h1 < h0 and l0 < l1 and close < h1

condition=true

lastTradeProfit() =>
    strategy.closedtrades.profit(strategy.closedtrades-1) + strategy.closedtrades.commission(strategy.closedtrades-1)
    
amountOfLastNegativeProfits() =>
    result = 0
    i = strategy.closedtrades - 1
    while strategy.closedtrades.profit(i) < 0
        result+=1
        i-=1
    result

//size = lastTradeProfit() < 0 ? base_contract_size * amountOfLastNegativeProfits() : base_contract_size
//size = lastTradeProfit() < 0 ? base_contract_size * 1.5 : base_contract_size
//amount_buy=size<100?size:100


// ---------------------------------------------
// CLEAN UP LOGIC LAYER AND APPLY FILTERS
// -upslidedown
// ---------------------------------------------

// BASE long and short condition criteria
strategy_inverse = input.bool(false)
longc = bu_cond and not bu_cond[1] and enable_long_strategy 
shortc = be_cond and not be_cond[1] and enable_short_strategy 
if strategy_inverse
    shortc := bu_cond and not bu_cond[1] and enable_long_strategy 
    longc := be_cond and not be_cond[1] and enable_short_strategy 


if filter_adx 
    longc := longc and adx > adxVal
    shortc := shortc and adx > adxVal

if filter_ema 
    longc := longc and upT
    shortc := shortc and downT

// END CLEANUP ---------------------------------------------


if longc
    line.new(h2i, h2, l1i, l1, color=color.green, width=1)
    line.new(l1i, l1, h1i, h1, color=color.green, width=1)
    stoplossBu=line.new(h1i, h1, l0i, l0, color=color.orange, width=2)
    takeprofit2=line.new(l0i, l0, h0i, h0, color=color.rgb(94, 76, 175), width=1)
    entryBu=line.new(l1i, l1, bar_index, l1, color=color.purple, width=2)
    e2=long
    e1=line.get_y1(id=entryBu)
    //entryPriceBu=math.avg(e1,e2)
    entryPriceBu=long
    //longStop=close*0.1
    longStop=line.get_y2(id=stoplossBu)// *(1-thresh)
    longSL=((entryPriceBu-longStop)/entryPriceBu*100)<minGap?longStop:entryPriceBu*(1-minGap/100)
    longTp1=line.get_y1(id=stoplossBu)
    longTp2=line.get_y2(id=takeprofit2)//*0.99
    mainTp=math.avg(longTp1,longTp2)
    buyValue=((entryPriceBu - longStop)/entryPriceBu)*100 > minGap
    //buyValue=(longStop/entryPriceBu*100) < minGap

    label.new(bar_index, l1, "Long Entry (" + str.tostring(entryPriceBu) + ")", style=label.style_label_up, textcolor=color.white, color=color.green, size=size.normal)
    label.new(bar_index, l0, "Stop Loss (" + str.tostring(longSL) + ")", style=label.style_label_up, textcolor=color.black, color=color.yellow, size=size.normal)
    //label.new(bar_index, h0, "MainTp (" + str.tostring(mainTp) + ")", style=label.style_label_up, textcolor=color.white, color=color.green, size=size.normal)
    label.new(bar_index, h0, "LTP2 (" + str.tostring(longTp2) + ")", style=label.style_label_up, textcolor=color.white, color=color.green, size=size.normal)
    //buyAlertMessage = '{"pair": "' + syminfo.ticker + '","price": "' + str.tostring(entryPriceBu) + '","stopLossPrice":"'+str.tostring(longSL)+'","trailingStopTriggerPrice":"'+str.tostring(longTp2)+'","orderType":"limit","type":"entry","exchange":"zignaly","exchangeAccountType":"futures","side":"long","positionSizePercentage":"'+str.tostring(qtyMult)+'","positionSizeQuote":"USDT","leverage":"20", "trailingStopTriggerPriority":"price","trailingStopDistancePercentage":"-0.05","signalId":"' + syminfo.ticker + '","stopLossPriority":"price","buyTTL":"7200","key":"xxx"}'
    //alert(buyAlertMessage, alert.freq_once_per_bar_close)
    //strategy.entry('Long', strategy.long,  limit=entryPriceBu, alert_message=buyAlertMessage)
    //strategy.exit('Long  SL/TP', from_entry='Long', stop =longSL , trail_price=longTp2, alert_message='Your Long SL/TP Limit As Been Triggered.')
    //strategy.close('Long', when=sell_signal, alert_message='Close Long Position')

if shortc
    //alert("Bearish QM!", alert.freq_once_per_bar)
    line.new(l2i, l2, h1i, h1, color=color.rgb(82, 255, 246), width=1)
    line.new(h1i, h1, l1i, l1, color=color.red, width=1)
    //line.new(h1i, h1, bar_index, h1, color=color.rgb(163, 82, 255), width=1)
    stoplossBe=line.new(l1i, l1, h0i, h0, color=color.orange, width=2)
    takeprofit2=line.new(h0i, h0, l0i, l0, color=color.rgb(136, 243, 78, 51), width=3)
    entryBe=line.new(h1i, h1, bar_index, h1, color=color.red, width=1)
    entryPriceBe=short
    //entryPriceBe=line.get_y1(id=entryBe)*(1-thresh)
    shortStop=line.get_y2(id=stoplossBe)//*(1+thresh)
    shortSL=((shortStop-entryPriceBe)/entryPriceBe*100)<minGap?shortStop:entryPriceBe*(1+minGap/100)
    shortTp1=line.get_y1(id=stoplossBe)
    shortTp2=line.get_y2(id=takeprofit2)//*0.99
    mainTp=math.avg(shortTp1,shortTp2)
    sellValue=((shortStop - entryPriceBe)/entryPriceBe)*100 > minGap
    //sellValue=math.abs(shortStop/entryPriceBe*100) < minGap
    label.new(bar_index, h1, "Short Entry (" + str.tostring(entryPriceBe)+ ")", style=label.style_label_down, textcolor=color.white, color=color.red, size=size.normal)
    label.new(bar_index, h0, "StopLoss (" + str.tostring(shortSL)+ ")", style=label.style_label_down, textcolor=color.black, color=color.yellow, size=size.normal)
    //label.new(bar_index, l0, "Main Tp (" + str.tostring(mainTp)+ ")", style=label.style_label_down, textcolor=color.white, color=color.red, size=size.normal)
    label.new(bar_index, l0, "STP2 (" + str.tostring(shortTp2)+ ")", style=label.style_label_down, textcolor=color.white, color=color.red, size=size.normal)
    //sellAlertMessage = '{"pair": "' + syminfo.ticker + '","price": "' + str.tostring(entryPriceBe) + '","stopLossPrice":"'+str.tostring(shortSL)+'","trailingStopTriggerPrice":"'+str.tostring(shortTp2)+'","orderType":"limit","type":"entry","exchange":"zignaly","exchangeAccountType":"futures","side":"short","positionSizePercentage":"'+str.tostring(qtyMult)+'","positionSizeQuote":"USDT","leverage":"20", "trailingStopTriggerPriority":"price","trailingStopDistancePercentage":"0.05","signalId":"' + syminfo.ticker + '","stopLossPriority":"price","sellTTL":"7200","key":"xxx"}'
    //alert(sellAlertMessage, alert.freq_once_per_bar_close)
    //strategy.entry('Short', strategy.short,   limit=entryPriceBe, alert_message=sellAlertMessage)
    //strategy.exit('Short SL/TP', from_entry='Short', stop=shortSL, trail_price = shortTp2, trail_offset =0.05, alert_message='Your Short SL/TP Limit As Been Triggered.')
    //strategy.close('Short', when=buy_signal, alert_message='Close Short Position')







strategy = longc ? 1 : shortc ? -1 : 0
plot(strategy, "Strategy Signal", display=display.data_window)