SirPoggy Simple and Effective RSI Strategy

//@version=4
//
// Strategy Coded by SirPoggy
strategy("[SirPoggy] Simple and Effective RSI Strategy", overlay=true,currency=currency.USD,process_orders_on_close=true,default_qty_type=strategy.percent_of_equity,initial_capital=500,default_qty_value=100,pyramiding=1,calc_on_order_fills=false,calc_on_every_tick=true)
//
//
// User Inputs
//
showbox= input(title="Show Status Box?",group="Main Strategy Settings", type=input.bool, defval=true)
backtest= input(title="Show Backtest Results?",group="Main Strategy Settings", type=input.bool, defval=true)
showwin = input(title="Show Win / Loss labels?", type=input.bool, defval=true,group="Main Strategy Settings")
enableLong= input(title="Enable Long Entries?",group="Main Strategy Settings", type=input.bool, defval=true)
enableShort= input(title="Enable Short Entries?",group="Main Strategy Settings", type=input.bool, defval=true)
//MAIN TREND Strategy
useslowema = input(title="Enable Global Trend", type=input.bool, defval=false,group="Main Strategy Settings",group="Main Strategy Settings")
emalen = input(200, minval=1, title="Global Trend Length",group="Main Strategy Settings")
emaslow = ema(close,emalen)
lookback= input(10,group="Main Strategy Settings",title="Universal Lookback Period for Strategies")
plot(emaslow,"Global Trend EMA",transp= useslowema ? 0 : 100,color=color.white)
//RSI Strategy Options
usersi = input(title="Enable RSI Strategy",group="🔘 RSI Strategy Settings 🔘", type=input.bool, defval=false)
rsitype = input(title="RSI Strategy Type",group="🔘 RSI Strategy Settings 🔘", defval="Standard", options=["Standard", "Reversal","50/50 Method","Strict Standard","Strict 50/50","Strict Reversal"],tooltip="Standard - RSI Value is higher than the overbought (def: 70) threshold for Longs, higher than oversold (def: 30) for shorts \n\nEMA - Compares a 12 and 26 period RSI EMA to determine long and short entries.\n\nReversal - RSI Value above oversold threshold for longs and above overbought threshold for longs\n\n50/50 Method - Any cross on the RSI at 50 is a signal for long or short depending on the direction")
rsistrat = input(title="RSI Strategy Settings",group="🔘 RSI Strategy Settings 🔘", defval="Standard", options=["Standard", "More Sensitive"],tooltip="Standard - Sets RSI to 14 period\n\nMore Sensitive - Sets RSI to 8")
//
// ADX Strategy Settings
useadx = input(title="Enable ADX Strategy", type=input.bool,group="🔘 ADX Strategy Settings 🔘", defval=false)
adxtype = input(title="ADX Strategy Settings",group="🔘 ADX Strategy Settings 🔘", defval="Standard", options=["Less Sensitive","Standard", "More Sensitive"],tooltip="Standard - Sets ADX strategy to 14 period\n\nMore Sensitive - Sets ADX strategy to 8\n\nLess Sensitive - Sets ADX to 21 period")
adxroc = input(title="Use ADX Rate of Change?",group="🔘 ADX Strategy Settings 🔘",type=input.bool, defval=false)
// Pullback Settings
usepullback= input(title="Enable EMA Pullback Requirement?",group="Pullback Filter", type=input.bool, defval=false)
ema_pullback_len = input(title="EMA Lengths for Pullback Filter",group="Pullback Filter", defval="5/20", options=["5/20","20/50","50/100","200/250"])
//
//
//RSI STRATEGY
//
len = rsistrat == "More Sensitive" ? 8 : rsistrat == "Extreme" ? 2 : 14
rsisrc = close
up = rma(max(change(rsisrc), 0), len)
down = rma(-min(change(rsisrc), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
//RSI Signals
rsiL = false
rsiS = false
if rsitype == "Standard" ? rsi >= 70 : rsitype == "Reversal" ? rsi >= 30 : rsitype == "Strict Standard" ? crossover(rsi,rsitype == "Extreme" ? 90 : 70) : rsitype ==  "Strict Reversal" ? crossover(rsi,rsitype == "Extreme" ? 10 : 30) : rsitype ==  "Strict 50/50" ? crossover(rsi,50) : rsi >= 50
    rsiL := true
if rsitype == "Standard" ? rsi <= 30 : rsitype == "Reversal" ? rsi <= 70 : rsitype == "Strict Standard" ? crossunder(rsi,rsitype == "Extreme" ? 10 : 30) : rsitype ==  "Strict Reversal" ? crossunder(rsi,rsitype == "Extreme" ? 90 : 70) : rsitype ==  "Strict 50/50" ? crossunder(rsi,50) : rsi <= 50
    rsiS := true
//
// ADX STRATEGY
//
lenadxsig = adxtype == "Standard" ? 14 : adxtype == "More Sensitive" ? 8 : 21
lenadx = adxtype == "Standard" ? 14 : adxtype == "More Sensitive" ? 8 : 21
upadx = change(high)
downadx = -change(low)
plusDM = na(upadx) ? na : (upadx > downadx and upadx > 0 ? upadx : 0)
minusDM = na(downadx) ? na : (downadx > upadx and downadx > 0 ? downadx : 0)
trur = rma(tr, lenadx)
plus = fixnan(100 * rma(plusDM, lenadx) / trur)
minus = fixnan(100 * rma(minusDM, lenadx) / trur)
sum = plus + minus
adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), lenadxsig)
adxL_N = false
adxS_N = false
if adx > 25 and plus > 25 and minus < 20 
    adxL_N := true
if adx > 25 and plus < 20 and minus > 25
    adxS_N := true
    
adxL = adxL_N and (adxroc ? roc(adx,lookback) > 0 : true) and (adxroc ? roc(plus,lookback) > 0 : true) and (adxroc ? roc(minus,lookback) < 0 : true)
adxS = adxS_N and (adxroc ? roc(adx,lookback) < 0 : true) and (adxroc ? roc(plus,lookback) < 0 : true) and (adxroc ? roc(minus,lookback) > 0 : true)
//
// END ADX Strategy
//
//
// Order Parameters
//
// Close / Open Trade Messages
enableOA= input(title="Enable New Trade Alerts?", type=input.bool, defval=false,group="Alert Settings")
enableTA= input(title="Enable Take Profit Alerts?", type=input.bool, defval=false,group="Alert Settings")
enableSA= input(title="Enable Stop Loss Alerts?", type=input.bool, defval=false,group="Alert Settings")
opentradelong = input(title="Long Open Trade Alert", type=input.string, defval="Open Long",group="Alert Settings")
closelongmess = input(title="Long SL Alert", type=input.string, defval="Long Stop Loss",group="Alert Settings")
closelongmessT = input(title="Long TP Alert", type=input.string, defval="Long Take Profit",group="Alert Settings")
opentradeshort = input(title="Short Open Trade Alert", type=input.string, defval="Open Short",group="Alert Settings")
closeshortmess = input(title="Short SL Alert", type=input.string, defval="Short Stop Loss",group="Alert Settings")
closeshortmessT = input(title="Short TP Alert", type=input.string, defval="Short Take Profit",group="Alert Settings")
// Entry Price
entry = ((strategy.position_size[0] > strategy.position_size[1]) or (strategy.position_size[0] < strategy.position_size[1])) and strategy.position_size[1] == 0
ep = 0.0
ep := na(ep) ? na : ep[1]
islong = strategy.position_size > 0
isshort = strategy.position_size < 0
isnotin = strategy.position_size == 0
//
// Step 4: Order Parameters
//
//
// Step 5: Long and Short Conditions
//
// The Fixed Percent Stop Loss Code
// User Options to Change Inputs (%)
entry_barL = barssince(strategy.position_size[0] > strategy.position_size[1])
entry_barS = barssince(strategy.position_size[0] < strategy.position_size[1])
stoptype = input(title="Stop Loss Method", defval="ATR Based", options=["Percent Based","ATR Based","Average of ATR & %"],group="Close Strategy Settings")
//
// PULLBACK CONFIRM
//
ema_pullback_1 = ema_pullback_len == "5/20" ? ema(close,5) : ema_pullback_len == "20/50" ? ema(close,20) : ema_pullback_len == "50/100" ? ema(close,50) : ema(close,200) 
ema_pullback_2 = ema_pullback_len == "5/20" ? ema(close,20) : ema_pullback_len == "20/50" ? ema(close,50) : ema_pullback_len == "50/100" ? ema(close,100) : ema(close,250)
plot(ema_pullback_1,"Pullback EMA",color=color.blue,transp= usepullback ? 0 : 100)
pullback_L = close < ema_pullback_1 and close > ema_pullback_2 and roc(close,10) < 0
pullback_S = close > ema_pullback_1 and close < ema_pullback_2 and roc(close,10) > 0 
//
// END PULLBACK CONFIRM
//
// Date Range Backtest Filter
// DATE RANGE
// Calculate start/end date and time condition
limitresults= input(title="Limit Results to Date Range?", type=input.bool, defval=false)
startDate  = input(timestamp("2021-05-01T00:00:00"), title="Backtest Start Date", type = input.time)
finishDate = input(timestamp("2021-06-01T00:00:00"), title="Backtest End Date", type = input.time)
inDateRange  = (limitresults ?  time >= startDate and time <= finishDate : 0==0) 
//
//MAIN VARIABLES LONG
inuptrend = useslowema ? close > emaslow : 0==0
//
//MAIN VARIABLES SHORT
//
indowntrend = useslowema ? close < emaslow : 0==0
longCondition = false
shortCondition = false
// LONG CONDITIONS
for i = 1 to lookback + 1
    if enableLong ?
     (useslowema ? inuptrend[i] : 0==0) and
     (usersi ? rsiL[i] : 0==0) and
     (useadx ? adxL[i] : 0==0)  and
     (usepullback ? pullback_L : 0==0)
     : 1==0
        longCondition := true
// SHORT CONDITIONS
for i = 1 to lookback + 1
    if enableShort ? 
     (useslowema ? indowntrend[i] : 0==0) and
     (usersi ? rsiS[i] : 0==0) and
     (useadx ? adxS[i] : 0==0) and
     (usepullback ? pullback_S : 0==0)
     : 1==0
        shortCondition := true
long = isnotin and longCondition[0] and (not longCondition[1] and isnotin[1])
short = isnotin and shortCondition[0] and (not longCondition[1] and isnotin[1]) 
if  long and inDateRange 
    strategy.entry("Long", strategy.long, when = long,comment="Enter Long")
    ep := close 
    if enableOA
        alert(opentradelong)
        
if  short and inDateRange
    strategy.entry("Short", strategy.short, when = short,comment="Enter Short")
    ep := close
    if enableOA
        alert(opentradeshort)
// Kill Trade Functions
killtrade = input(title="Attempt to Kill Trade After X Bars",group="Close Strategy Settings", defval="Disable", options=["Disable","5","10","15","20","25","30","35","40","45","50","55","60","65","70","75","80","85","90","95","100"],tooltip="This option if set to N/A does nothing. If set to a value, will attempt to close trade in profit after X bars.")
killwhenL = killtrade == "Disable" ? na : tonumber(killtrade) - entry_barL 
killnowL = killtrade == "Disable" ? na : killwhenL <= 0
killwhenS = killtrade == "Disable" ? na: tonumber(killtrade) - entry_barS 
killnowS = killtrade == "Disable" ? na : killwhenS <= 0 
// Take Profit and Stop Loss Calculations
stopPer = input(2, title='Stop Loss Percentage', type=input.float,group="Close Strategy Settings")/100
stopATR_mult = input(1.4,step=0.2, title='ATR Multiplier', type=input.float,group="Close Strategy Settings")
taketype = "Risk Based"
takePer = input(1.5,step=0.2, title='Take Profit Risk Multiplier', type=input.float,group="Close Strategy Settings")
atr = atr(14)
stopATR_L = 0.0
profitATR_L = 0.0
stopATR_L := na(stopATR_L) ? na : stopATR_L[1]
profitATR_L := na(profitATR_L) ? na : profitATR_L[1]
stopATR_S = 0.0
profitATR_S = 0.0
stopATR_S := na(stopATR_S) ? na : stopATR_S[1]
profitATR_S := na(profitATR_S) ? na : profitATR_S[1]
if long and inDateRange
    stopATR_L := ep - (atr * stopATR_mult)
    profitATR_L := ep + (atr * (stopATR_mult * takePer))
if short and inDateRange
    stopATR_S := ep + (atr * stopATR_mult)
    profitATR_S := ep - (atr * (stopATR_mult * takePer))
longStop2 = stoptype == "Average of ATR & %" ? avg(stopATR_L,ep * (1 - stopPer)) : stoptype == "ATR Based" ? stopATR_L : stoptype == "Percent Based" ? ep * (1 - stopPer) : na
shortStop2 = stoptype == "Average of ATR & %" ? avg(stopATR_S,ep * (1 + stopPer)) : stoptype == "ATR Based" ? stopATR_S : stoptype == "Percent Based" ? ep * (1 + stopPer) : na
longTake2 = stoptype == "Average of ATR & %" ? avg(profitATR_L,  ep * (1 + (stopPer * takePer))) : stoptype == "ATR Based" ? profitATR_L  : ep * (1 + (stopPer * takePer))
shortTake2 = stoptype == "Average of ATR & %" ?  avg(profitATR_S,  ep * (1 - (stopPer * takePer))) : stoptype == "ATR Based" ? profitATR_S : ep * (1 - (stopPer * takePer))
// EXIT CONTIDIONS 
if  barssince(entry) >= 1 and (low <= longStop2 and islong)
    strategy.close(comment="SL Long",id="Long")
    if enableSA 
        alert(closelongmess)
    showwin ? label.new(x=bar_index[1] - 3, y=low - low*0.03,text="LOSS",color=color.red,textcolor=color.white, style=label.style_label_center,size=size.normal,textalign=text.align_left) : na
if  barssince(entry) >= 1 and (killtrade == "Disable" ?  high >= longTake2 and islong: killnowL and islong ? ((close > ep) or high >= longTake2 and islong) : 0==1)
    strategy.close(comment="TP Long",id="Long")
    if enableTA 
        alert(closelongmessT)
    showwin ? label.new(x=bar_index[1] - 3, y=high + high*0.03,text="WIN",color=color.green,textcolor=color.white, style=label.style_label_center,size=size.normal,textalign=text.align_left) : na
if  barssince(entry) >= 1 and (high >= shortStop2 and isshort)
    strategy.close(comment="SL Short",id="Short")
    if enableSA
        alert(closeshortmess)
    showwin ? label.new(x=bar_index[1] - 3, y=high + high*0.03,text="LOSS",color=color.red,textcolor=color.white, style=label.style_label_center,size=size.normal,textalign=text.align_left) : na
if  barssince(entry) >= 1 and (killtrade == "Disable" ? low <= shortTake2 and isshort : killnowS and isshort ? ((close < ep) or (low <= shortTake2 and isshort)) : 0==1)
    strategy.close(comment="TP Short",id="Short")
    if enableTA
        alert(closeshortmessT)
    showwin ? label.new(x=bar_index[1] - 3, y=low - low*0.03,text="WIN",color=color.green,textcolor=color.white, style=label.style_label_center,size=size.normal,textalign=text.align_left) : na
//PLOT FIXED SLTP LINE
LongFixedSL = plot(strategy.position_size > 0  ? longStop2 : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Fixed SL",offset=0)
ShortFixedSL = plot(strategy.position_size < 0 ? shortStop2 : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Short Fixed SL",offset=0)
LongTakeProfit = plot(strategy.position_size > 0 ? longTake2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Long Take Profit",offset=0)
ShortTakeProfit = plot(strategy.position_size < 0 ? shortTake2 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Take Profit",offset=0)
LongEP = plot(strategy.position_size > 0 ? ep : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Long Entry Price",offset=0)
ShortEP = plot(strategy.position_size < 0 ? ep : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Entry Price",offset=0)
// Fill the background areas
fill(LongEP, LongFixedSL,
     color=color.red, transp=80, title="Loss Area")
fill(LongEP, LongTakeProfit,
     color=color.green, transp=80, title="Win Area")
fill(ShortEP, ShortFixedSL,
     color=color.red, transp=80, title="Loss Area")
fill(ShortEP, ShortTakeProfit,
     color=color.green, transp=80, title="Win Area")
//
// End Step 6C: Close Conditions
//
//
// Print Box
//
// Long Print
inrsiL = usersi ? rsiL ? "🟢 - RSI\n\n" : "🔴 - RSI\n\n" : na
inadxL = useadx ? adxL ? "🟢 - ADX\n\n" : "🔴 - ADX\n\n" : na
// Short Print 
inrsiS = usersi ? rsiS ? "🟢 - RSI\n\n" : "🔴 - RSI\n\n" : na
inadxS = useadx ? adxS ? "🟢 - ADX\n\n" : "🔴 - ADX\n\n" : na
print = "Ticker: " + syminfo.ticker + "\n\n" 
 + (islong ? "🟢 In Long Trade for " + tostring(entry_barL) + " bars\n\n" : na)
 + (isshort ? "🔴 In Short Trade for " + tostring(entry_barS) + " bars\n\n" : na)
 + (enableLong ? "Long Signals\n__________\n\n"
 + inrsiL
 + inadxL
 + (enableShort ? "\n\n\n" : na) : na)
 + (enableShort ? "Short Signals\n__________\n\n"
 + inrsiS
 + inadxS
 + "\n\n\n" : na)
 + (backtest ? "\n\n\nBacktest Results\n__________\n\n"
 + "Winning Trades: " + tostring(strategy.wintrades) + "\n"
 + "Losing Trades: " + tostring(strategy.losstrades) + "\n\n"
 + "Win %: " + tostring(round((strategy.wintrades / (strategy.wintrades + strategy.losstrades)) * 100)) + "\n\n" : na)
 
box = showbox ? label.new(x=time + 100*(time - time[1]), y=close,text=print,xloc=xloc.bar_time,yloc=yloc.price,color=color.navy,textcolor=color.white, style=label.style_label_center,size=size.normal,textalign=text.align_left) : na
label.delete(box[1])
//
//
//
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