Regime HA on EMA strategy

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

//@version=5
strategy("Regime HA on EMA strategy", overlay=true)

//Get User Input
var g_regime        = "--------------------- Regime filter settings ---------------------"
res                 = input.timeframe(title = "Timeframe", defval ="240" , group = g_regime)
ema_HA_len          = input.int(title="EMA length calculate with HA", defval = 25, step =10, group =g_regime)
var g_filter        = "--------------------- Backtest settings --------------------- "
startBalance        = input.float(title="Starting Balance", defval=10000.0, group=g_filter, tooltip="Your starting balance for the inbuilt tester system")
i_startTime         = input.time(title="Start Date Filter", defval=timestamp("01 Jan 2019 13:30 +0000"), group=g_filter, tooltip="Date & time to begin trading from")
i_endTime           = input.time(title="End Date Filter", defval=timestamp("1 Jan 2099 19:30 +0000"), group=g_filter, tooltip="Date & time to stop trading")
useRegime           = input.bool(title= "Show Regime in Chart", defval = true)
showEMA             = input.bool(title="Show EMA in chart", defval = true)


// See if this bar's time happened within date filter
dateFilter = time >= i_startTime and time <= i_endTime

//Define custom security function
f_sec(_market ,_res, _exp) 
     => request.security(ticker.heikinashi(syminfo.tickerid),_res,_exp[barstate.isconfirmed ? 0 : 1])

//HA calculate close price
HA_close    = f_sec(ticker.heikinashi(syminfo.tickerid), res, close)

//Get EMA value filter
atr         = ta.atr(14)
ema_HA      = ta.ema(HA_close,ema_HA_len)
emaValue    = f_sec(ticker.heikinashi(syminfo.tickerid), res, ema_HA)


//Check marketprice is above or below EMA_HA filter
marketPrice     = f_sec(syminfo.tickerid, res, HA_close)
regimeFilter    = marketPrice > emaValue 

//Entry
validLong   = false
validShort  = false

//Detect trade setup
if regimeFilter and barstate.isconfirmed and dateFilter 
    validLong  := true
    validShort := false
    strategy.entry(id="Long", direction = strategy.long, comment = "Long")
    strategy.close(id="Short",when=strategy.position_size < 0)
if regimeFilter == false and barstate.isconfirmed and dateFilter 
    validShort := true
    validLong  := false
    strategy.entry(id="Short", direction = strategy.short, comment = "Short")
    strategy.close(id="Long", when=strategy.position_size > 0)
    

//Draw indicators
plotshape(useRegime, style=shape.square, size =size.normal, location = location.bottom, color = regimeFilter ? color.green : color.red, title = "Regime Filter")
plot(showEMA ? ema_HA : na)

plotchar(validLong, color = color.new(color.green,100))
plotchar(validShort, color = color.new(color.red,100))

// =============================================================================
// START BACKTEST CODE
// =============================================================================

// Import Zen library
import ZenAndTheArtOfTrading/ZenLibrary/3 as zen

// Prepare stats table
var table testTable = table.new(position.top_right, 5, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
    _cellText = _title + "\n" + _value
    table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)

// Draw stats table
var bgcolor = color.black
if barstate.islastconfirmedhistory
    if true
        f_fillCell(testTable, 0, 0, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
        f_fillCell(testTable, 0, 1, "Win Rate:", str.tostring(zen.truncate(strategy.wintrades / strategy.closedtrades * 100)) + "%", bgcolor, color.white)
     
// =============================================================================
// END BACKTEST CODE
// =============================================================================