Range Breaking

// 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("Range breaking", overlay=true, pyramiding=100, initial_capital=1000000000, default_qty_type=strategy.percent_of_equity, default_qty_value=0.1)

//---INPUT---

leftLenH = input(title="Pivot High", type=input.integer, defval=10, minval=1, inline="Pivot High")
rightLenH = input(title="/", type=input.integer, defval=10, minval=1, inline="Pivot High")
colorH = input(title="", defval=#E3EFFD, inline="Pivot High")

leftLenL = input(title="Pivot Low", type=input.integer, defval=10, minval=1, inline="Pivot Low")
rightLenL = input(title="/", type=input.integer, defval=10, minval=1, inline="Pivot Low")
colorL = input(title="", defval=#E3EFFD, inline="Pivot Low")

numberOfPivots = input(2, title="Number of pivots for level", type=input.integer)
priceDifferencePercent = input(1, title="Difference between pivots(%)", type=input.float) / 100
// level_rangePercent = input(60, title="Distance between level and price(%)(Alert 1)", type=input.float) / 100
// vwap_rangePercent = input(120, title="Distance between VWAP aтd price(%)(Alert 2)", type=input.float) / 100
// alerts = input(true, title="Alerts", type=input.bool)

//---INPUT END---

var mins = array.new_float(0)
var maxs = array.new_float(0)
var mins_indexes = array.new_int(0)
var maxs_indexes = array.new_int(0)

ph = pivothigh(leftLenH, rightLenH)
pl = pivotlow(leftLenL, rightLenL)

if not na(ph)
    array.unshift(maxs, ph)
    
    if array.size(maxs) > numberOfPivots
        array.pop(maxs)
        array.pop(maxs_indexes)
        
    for i = 0 to leftLenH * 5
        if ph == high[i]
            array.unshift(maxs_indexes, bar_index[i])
            break

if not na(pl)
    array.unshift(mins, pl)
    
    if array.size(mins) > numberOfPivots
        array.pop(mins)
        array.pop(mins_indexes)
    
    for i = 0 to leftLenH * 5
        if pl == low[i]
            array.unshift(mins_indexes, bar_index[i])
            break

drawLabel(_offset, _pivot, _style, _yloc, _color) =>
    if not na(_pivot)
        label.new(bar_index[_offset], _pivot, tostring(_pivot, format.mintick), style=_style, yloc=_yloc, color=_color, textcolor=#131722)

drawLabel(rightLenH, ph, label.style_label_down, yloc.abovebar, colorH)
drawLabel(rightLenL, pl, label.style_label_up, yloc.belowbar, colorL)

float minRangeLow = na
float minRangeHigh =  na
float maxRangeLow = na
float maxRangeHigh =  na

var float priceForBreaking_high = na
var float priceForBreaking_low = na

var line lineHigh = na
var line lineLow = na

var int startingIndexLow = na
var int startingIndexHigh = na

showLowLine = true
showHighLine = true

//Bottom line
if array.size(mins) == numberOfPivots
    minRangeLow := (array.sum(mins) / numberOfPivots) * (1 - priceDifferencePercent)
    minRangeHigh := (array.sum(mins) / numberOfPivots) * (1 + priceDifferencePercent)
    
    if not na(lineLow)
        line.delete(lineLow)
        lineLow := line.new(x1=startingIndexLow, y1=priceForBreaking_low, x2=bar_index, y2=priceForBreaking_low, color=color.red)
    
    for i = 1 to numberOfPivots - 1
        if not (array.get(mins, i) > minRangeLow and array.get(mins, i) < minRangeHigh)
            showLowLine := false    
    
    if showLowLine
        line.delete(lineLow)
        if array.get(mins, 0) != array.get(mins, 0)[1]
            lineLow := line.new(x1=startingIndexLow, y1=priceForBreaking_low, x2=bar_index, y2=priceForBreaking_low, color=color.new(color.red, 70))
        priceForBreaking_low := array.sum(mins) / numberOfPivots
        startingIndexLow := array.get(mins_indexes, array.size(mins_indexes) - 1)
        lineLow := line.new(x1=startingIndexLow, y1=priceForBreaking_low, x2=bar_index, y2=priceForBreaking_low, color=color.red)

//Верхний уровень
if array.size(maxs) == numberOfPivots
    maxRangeLow := (array.sum(maxs) / numberOfPivots) * (1 - priceDifferencePercent)
    maxRangeHigh := (array.sum(maxs) / numberOfPivots) * (1 + priceDifferencePercent)
    
    if not na(lineHigh)
        line.delete(lineHigh)
        lineHigh := line.new(x1=startingIndexHigh, y1=priceForBreaking_high, x2=bar_index, y2=priceForBreaking_high, color=color.green)
    
    for i = 1 to numberOfPivots - 1
        if not (array.get(maxs, i) > maxRangeLow and array.get(maxs, i) < maxRangeHigh)
            showHighLine := false  
    
    if showHighLine
        line.set_color(lineHigh, color.new(color.green, 80))
        line.delete(lineHigh)
        if array.get(maxs, 0) != array.get(maxs, 0)[1]
            lineHigh := line.new(x1=startingIndexHigh, y1=priceForBreaking_high, x2=bar_index, y2=priceForBreaking_high, color=color.new(color.green, 70))
        priceForBreaking_high := array.sum(maxs) / numberOfPivots
        startingIndexHigh := array.get(maxs_indexes, array.size(maxs_indexes) - 1)
        lineHigh := line.new(x1=startingIndexHigh, y1=priceForBreaking_high, x2=bar_index, y2=priceForBreaking_high, color=color.green)

float range = na
float level60_up = na
float level60_low = na
var line level60Up_line = na
var line level60Low_line = na
var bool showBreakingUp = true
var bool showBreakingDown = true

line.delete(level60Up_line)
line.delete(level60Low_line)

//Пробитие верхнего уровня
if close > priceForBreaking_high and priceForBreaking_high > priceForBreaking_low
    range := priceForBreaking_high - priceForBreaking_low
    // level60_low := na
    // level60_up := priceForBreaking_high + range * level_rangePercent
    
    // level60Up_line := line.new(x1=bar_index-1, y1=level60_up, x2=bar_index, y2=level60_up, extend=extend.both, style=line.style_dashed)

//Пробитие нижнего уровня
if close < priceForBreaking_low and priceForBreaking_high > priceForBreaking_low
    range := priceForBreaking_high - priceForBreaking_low
    // level60_up := na
    // level60_low := priceForBreaking_low - range * level_rangePercent
    
    // level60Low_line := line.new(x1=bar_index-1, y1=level60_low, x2=bar_index, y2=level60_low, extend=extend.both, style=line.style_dashed)

breaking60up_signal = crossover(close, priceForBreaking_high)
breaking60low_signal = crossunder(close, priceForBreaking_low)

breakinkUpperLine = breaking60up_signal and not breaking60up_signal[1] and showBreakingUp
breakingLowerLine = breaking60low_signal and not breaking60low_signal[1] and showBreakingDown

plotshape(breakinkUpperLine, title="Breaking upper line", style=shape.triangleup, color=color.green, location=location.abovebar, size=size.small)
plotshape(breakingLowerLine, title="Breaking lower line", style=shape.triangledown, color=color.red, location=location.belowbar, size=size.small)

if breakinkUpperLine
    strategy.entry("Long", strategy.long, alert_message="Пробой верхнего уровня")

if breakingLowerLine
    strategy.entry("Short", strategy.short, alert_message="Пробой нижнего уровня")