SM and MACD

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

//@version=4
strategy("SM and MACD", overlay=0, pyramiding = 1)

//Squeeze Momentum { 
length = input(20, title="BB Length", group = "Squeeze Momentum")
mult = input(2.0,title="BB MultFactor", group = "Squeeze Momentum")
lengthKC=input(20, title="KC Length", group = "Squeeze Momentum")
multKC = input(1.5, title="KC MultFactor", group = "Squeeze Momentum")

useTrueRange = input(true, title="Use TrueRange (KC)", type=input.bool)

// Calculate BB
source = close
basis = sma(source, length)
dev = mult * stdev(source, length)
upperBB = basis + dev
lowerBB = basis - dev

// Calculate KC
ma = sma(source, lengthKC)
range = useTrueRange ? tr : (high - low)
rangema = sma(range, lengthKC)
upperKC = ma + rangema * multKC
lowerKC = ma - rangema * multKC

sqzOn  = (lowerBB > lowerKC) and (upperBB < upperKC)
sqzOff = (lowerBB < lowerKC) and (upperBB > upperKC)
noSqz  = (sqzOn == false) and (sqzOff == false)

val = linreg(source  -  avg(avg(highest(high, lengthKC), lowest(low, lengthKC)),sma(close,lengthKC)), lengthKC,0)

bcolor = iff( val > 0, iff( val > nz(val[1]), #00FF00, #008000),iff( val < nz(val[1]), #FF0000, #800000))
  
scolor = noSqz ? #0000FF : sqzOn ? #0000FF : color.blue 

plot(val, color=bcolor, style=plot.style_histogram, linewidth=4)
plot(0, color=scolor, style=plot.style_circles, linewidth=2)

//SIGNALS
sqzEnt = scolor[2] == #0000FF and scolor[1] == color.blue
sqzDir = bcolor == #00FF00 ? "Buy" : bcolor == #FF0000 ? "Sell" : na
sqzBE = bcolor == #008000 ? "BE Buy" : bcolor == #800000 ? "BE Sell" : na

//}----- End of Squeeze Momentum
//Signals ==> sqzEnt (True or False), sqzDir ("Buy" or "Sell"), and sqzBE ("BE Buy" and "BE Sell")

//MACD {

macdsrc = input(close, "Source", group = "MACD")
macdflen = input(12, "Fask MA", group = "MACD")
macdslen = input(26, "Slow MA", group = "MACD")
siglen = input(13, "Signal Line", input.integer, group = "MACD")
showHist = input(false, "Show MACD Histogram", group = "MACD")
Filt = input(false, "Use MACD Advanced Filter", group = "MACD")

[macd, signal, hist] = macd(macdsrc, macdflen, macdslen, siglen)

//PLOTS
plot(macd, "MACD Line", color.lime)
plot(signal, "Signal Line", color.maroon)
plot(showHist ? hist : na, "MACD Histogram", color.white)

//SIGNALS
macdBuy = 
  Filt == true ? crossover(macd, signal) and macd < 0 :
  macd > signal
  
macdSell = 
  Filt == true ? crossunder(macd, signal) and macd > 0 :
  macd < signal
//}----- End of MACD
//Signals ==> macdBuy and macdSell

//Strategy Executions {
longCondition = sqzEnt and sqzDir == "Buy" and macdBuy
if (longCondition)
    strategy.entry("Long", strategy.long)

shortCondition = sqzEnt and sqzDir == "Sell" and macdSell
if (shortCondition)
    strategy.entry("Short", strategy.short)

atr = atr(20)

tp = 
  sqzDir == "Buy" ? strategy.position_avg_price + (3 * atr) :
  sqzDir == "Sell" ? strategy.position_avg_price - (1.5 * atr) :
  na

strategy.exit("Trade Exit", sqzDir == "Buy" ? "Long" : "Short", limit = tp)

//}