QTrade MACD

// This Pine Script® code is subject to the terms of the GNU AFFERO GENERAL PUBLIC LICENSE 3.0 at https://www.gnu.org/licenses/agpl-3.0.en.html
// © QTrade

//@version=6
strategy("QTrade MACD",
         overlay=true,
         initial_capital=10000,
         default_qty_type=strategy.cash,
         currency=currency.USD
)

// ==========================================
// 1. INPUTS
// ==========================================
// Risk Management Settings
grp_risk      = "Risk Management"
riskPercent   = input.float(1.0, "Risk Per Trade (%)", minval=0.1, group=grp_risk, tooltip="Amount of equity to risk if the Stop Loss is hit.")
rrRatio       = input.float(2.0, "Reward Per Trade (%)", step=0.1, group=grp_risk, tooltip="Take Profit distance relative to Stop Loss distance.")
atrLength     = input.int(14, "ATR Length for Backup SL", group=grp_risk)
atrMult       = input.float(2.0, "ATR Multiplier for Backup SL", step=0.1, group=grp_risk)

grp_toggles   = "Feature Toggles (On/Off)"
useSTFilter   = input.bool(true, "Trend Protection", group=grp_toggles, tooltip="It requires the trade direction to be the same as the SuperTrend direction.")
useDirFilter  = input.bool(true, "Side Protection", group=grp_toggles, tooltip="For a long position, the MACD must be below zero, and for a short position, it must be above zero.")
useDistFilter = input.bool(true, "Zero Line Tolerance Protection", group=grp_toggles, tooltip="This requires the MACD line to be a certain distance from the zero line (for the trend to mature).")

// MACD Settings
grp_macd    = "MACD Settings"
fastLength  = input.int(12, "Fast length", group=grp_macd)
slowlength  = input.int(26, "Slow length", group=grp_macd)
MACDLength  = input.int(9, "MACD length", group=grp_macd)
zeroLineTol = input.float(40.0, "Zero Line Tolerance", group=grp_macd, tooltip="The minimum distance of the MACD from the zero line.")

// SuperTrend Settings
grp_st        = "Trend Filter (SuperTrend)"
stFactor      = input.float(3.0, "SuperTrend Factor", step=0.1, group=grp_st)
stPeriod      = input.int(10, "SuperTrend ATR Period", group=grp_st)

// Fractal Settings
grp_fr        = "Fractal Settings"
leftBars      = input.int(1, "Fractal Left Bars", minval=1, group=grp_fr, tooltip="Number of bars to the left for Swing Point detection.")
rightBars     = input.int(1, "Fractal Right Bars", minval=1, group=grp_fr, tooltip="Number of bars to the right for Swing Point detection.")


// ==========================================
// 2. CALCULATIONS
// ==========================================
// MACD Calculation
[macdLine, signalLine, histLine] = ta.macd(close, fastLength, slowlength, MACDLength)

// SuperTrend Calculation
[supertrend, direction] = ta.supertrend(stFactor, stPeriod)
stUptrend   = direction < 0
stDowntrend = direction > 0

// Swing (Pivot) Points
var float lastSwingHigh = na
var float lastSwingLow  = na
ph = ta.pivothigh(high, leftBars, rightBars)
pl = ta.pivotlow(low, leftBars, rightBars)

if not na(ph)
    lastSwingHigh := ph
    if not na(pl)
        lastSwingLow  := pl

        // Backup Stop Level for ATR
        backupATR = ta.atr(atrLength) * atrMult


        // ==========================================
        // 3. FILTERS AND CONDITIONS
        // ==========================================
        // Basic MACD Crossover (Histogram crossing 0)
        macdCrossUp   = ta.crossover(histLine, 0)
        macdCrossDown = ta.crossunder(histLine, 0)

        // Filter 1: Distance Filter (Is the MACD line far enough from zero?)
        macdDistanceOk = useDistFilter ? (math.abs(macdLine) > zeroLineTol and math.abs(signalLine) > zeroLineTol) : true

        // Filter 2: Side Protection Filter
        // For long position, MACD must be below zero; for short, it must be above zero.
        canLongDir  = useDirFilter ? (macdLine < 0 and signalLine < 0) : true
        canShortDir = useDirFilter ? (macdLine > 0 and signalLine > 0) : true

        // Filter 3: SuperTrend Filter
        stLongOk  = useSTFilter ? stUptrend : true
        stShortOk = useSTFilter ? stDowntrend : true

        // Combined Entry Conditions
        longCond  = macdCrossUp and macdDistanceOk and canLongDir and stLongOk
        shortCond = macdCrossDown and macdDistanceOk and canShortDir and stShortOk


        // ==========================================
        // 4. TRADE MANAGEMENT
        // ==========================================
        // Long Entry
        if longCond
            // Use backup SL if pivot point is not found or pivot is above price
            sl = (not na(lastSwingLow) and lastSwingLow < close) ? lastSwingLow : close - backupATR
            risk_dist = close - sl
            if risk_dist > 0
                tp = close + (risk_dist * rrRatio)

                // Calculate Quantity for 1% Risk
                risk_amount = strategy.equity * (riskPercent / 100)
                pos_qty = risk_amount / risk_dist

                strategy.entry("Long", strategy.long, qty=pos_qty, comment="MACD Long")
                strategy.exit("Exit Long", from_entry="Long", stop=sl, limit=tp, comment_loss="SL", comment_profit="TP")

                // Short Entry
                if shortCond
                    // Use backup SL if pivot point is not found or pivot is below price
                    sl = (not na(lastSwingHigh) and lastSwingHigh > close) ? lastSwingHigh : close + backupATR
                    risk_dist = sl - close
                    if risk_dist > 0
                        tp = close - (risk_dist * rrRatio)

                        // Calculate Quantity for 1% Risk
                        risk_amount = strategy.equity * (riskPercent / 100)
                        pos_qty = risk_amount / risk_dist

                        strategy.entry("Short", strategy.short, qty=pos_qty, comment="MACD Short")
                        strategy.exit("Exit Short", from_entry="Short", stop=sl, limit=tp, comment_loss="SL", comment_profit="TP")


                        // ==========================================
                        // 5. VISUALIZATION
                        // ==========================================
                        // SuperTrend Line is shown on chart (if filter is active)
                        plot(useSTFilter ? supertrend : na, color=stUptrend ? color.new(color.green, 50) : color.new(color.red, 50), linewidth=2, title="SuperTrend Filter")

                        // Swing Levels (Show the last found pivots)
                        plot(lastSwingHigh, color=color.new(color.red, 70), style=plot.style_linebr, linewidth=1, title="Last Swing High Line", offset=-rightBars)
                        plot(lastSwingLow, color=color.new(color.green, 70), style=plot.style_linebr, linewidth=1, title="Last Swing Low Line", offset=-rightBars)

                        // Pivot Point Shapes
                        plotshape(ph, title="Pivot High", style=shape.diamond, location=location.abovebar, color=color.new(color.red, 0), size=size.tiny, offset=-rightBars)
                        plotshape(pl, title="Pivot Low", style=shape.diamond, location=location.belowbar, color=color.new(color.green, 0), size=size.tiny, offset=-rightBars)

                        // Signal Labels
                        plotshape(longCond, title="Long Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small, text="LONG")
                        plotshape(shortCond, title="Short Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small, text="SHORT")

                        // Histogram Coloring (Visual Aid)
                        plot(histLine, title="MACD Histogram", style=plot.style_columns, color=histLine >= 0 ? (ta.rising(histLine, 1) ? color.new(color.green, 50) : color.new(color.lime, 50)) : (ta.falling(histLine, 1) ? color.new(color.red, 50) : color.new(color.maroon, 50)))