S50 TFEX Strategy LeftBar RightBar

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © lumduan
//@version=6

// For S50 TFEX Strategy Timeframe 30 minutes 

// ————— Constants
float RISK_FREE_RATE = 2.2 // Risk-free rate for calculating Sharpe ratio
HIGH_PRICE_BAR_COLOR = color.green
LOW_PRICE_BAR_COLOR = color.red
int HIGH_PRICE_BAR_WIDTH = 1
int LOW_PRICE_BAR_WIDTH = 1

TABLE_HEADER_COLOR = color.new(color.black, 0)
TABLE_INDEX_COLOR = color.new(color.gray, 0)
TABLE_CELL_COLOR = color.new(color.black, 0)
TABLE_YEAR_CELL_POSITIVE_COLOR = color.new(color.green, 0)
TABLE_YEAR_CELL_NEGATIVE_COLOR = color.new(color.red, 0)

int CONTACT_PER_ORDER = 2
float COMMISSION_PRICE = 23.0 //THB

// Inputs for configuring the pivot point calculation
int leftBars  = input(21) // Number of bars to the left for pivot calculation
int rightBars = input(2) // Number of bars to the right for pivot calculation
int riskPercent = input(1, title="Risk % per Trade") / 100
int atrLength = input(10, title="ATR Length")
int riskRewardRatio = input(2, title="Risk-Reward Ratio")
int prec      = input(2, title = "Return Precision") // Precision of return percentages
bool show_table = input.bool(defval = true, title = "Show Return Rate Table On/Off") // Show or hide the table

strategy(title = "S50 TFEX Strategy LeftBar RightBar",overlay = true, calc_on_every_tick = true, default_qty_type = strategy.fixed, default_qty_value = CONTACT_PER_ORDER, commission_type = strategy.commission.cash_per_contract, commission_value = COMMISSION_PRICE , risk_free_rate = RISK_FREE_RATE)

// ATR Calculation
atr = ta.atr(atrLength)

// Account Equity & Risk Per Trade
strategy_equity = strategy.equity
riskAmount = strategy_equity * riskPercent


swingHigh = ta.pivothigh(leftBars,rightBars)
swingLow = ta.pivotlow(leftBars,rightBars)

// Stop-Loss and Take-Profit Calculation
longStop = swingLow - atr
shortStop = swingHigh + atr
longTakeProfit = swingHigh + atr * riskRewardRatio
shortTakeProfit = swingLow - atr * riskRewardRatio

// Position Sizing: Contracts based on risk
longContracts = riskAmount / (swingHigh - longStop)
shortContracts = riskAmount / (shortStop - swingLow)

// Initialize high and low price variables
float highPrice = 0.0
highPrice := not na(swingHigh) ? swingHigh : highPrice[1] // Update high price if a new swing high is detected, else carry forward previous value

float lowPrice = 0.0
lowPrice := not na(swingLow) ? swingLow : lowPrice[1] // Update low price if a new swing low is detected, else carry forward previous value

// Long Entry
if not na(swingHigh)
    strategy.entry("Long", strategy.long, qty=longContracts, stop=swingHigh + syminfo.mintick, comment = "Entry Long")
    strategy.exit("Long Exit", from_entry="Long", stop=longStop, limit=longTakeProfit, comment = "Exit Long")

// Short Entry
if not na(swingLow)
    strategy.entry("Short", strategy.short, qty=shortContracts, stop=swingLow - syminfo.mintick, comment = "Entry Short")
    strategy.exit("Short Exit", from_entry="Short", stop=shortStop, limit=shortTakeProfit, comment = "Exit Short")


// Plot high and low prices on the chart
plot(highPrice, color = HIGH_PRICE_BAR_COLOR, linewidth = HIGH_PRICE_BAR_WIDTH)
plot(lowPrice, color = LOW_PRICE_BAR_COLOR,   linewidth = LOW_PRICE_BAR_WIDTH)