Soulevement / Ressaut Strategy

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

//@version=4
strategy(title = "Soulevement/Ressaut strategy", shorttitle = "Soulevement/Ressaut strategy", overlay = true, initial_capital=10000)

// ---------------- INPUT  -------------- //
// Ichimoku lines   //
TenkanLen = input(9, title = "Tenkan-Sen", minval = 1)
KijunLen  = input(26, title = "Kijun-Sen", minval = 1)
SSBLen    = input(52, title = "Senkou Span B", minval = 1)
Offset    = input(26, title = "Offset", minval = 1)

// Date Input Range  //
mySession = input(title="Hours range for Alert", type=input.session, defval="0900-1700:23456")

// Activate //
alert       = input(false, title = "Enable Alert")
ShowTwist   = input(true, title = "Show Twist")
showSession = input(false, title = "Show Date Range")
ShowLines   = input(true, title = "Show Ichimoku Lines")

periodK = input(14, title="K", minval=1)
periodD = input(3, title="D", minval=1)
smoothK = input(3, title="Smooth", minval=1)

risk_per_trade = input(title="Risk par trade (%)",type=input.float,minval=0,maxval=100,step=0.1,defval=2)
tp_multi = input(title="Ratio Take Profit en % (%)",type=input.float,minval=1,maxval=100,step=0.1,defval=2)
nbrpips = input(title="Stop Loss en Pips",type=input.integer,minval=0,maxval=300,step=0.1,defval=5)*10

// ---------------- FONCTIONS  -------------- //
mediumHL(len) => avg(highest(len),lowest(len))
InSession(session) => na(time(timeframe.period, session)) == false  // InSession() determines if a price bar falls inside the specified session

// ---------------- ICHIMOKUES VALUES -------------- //
TenkanValue = mediumHL(TenkanLen)
KijunValue = mediumHL(KijunLen)
SSAValue = avg(TenkanValue,KijunValue)
SSBValue = mediumHL(SSBLen)
Chikou = close

Bas = lowest(close,52)
Haut= highest(close,52)

k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)

breakOutHaut = close > highest(52)[1]
breakOutBas = close < lowest(52)[1]

var inRange = false
var entree = 0.0
// ---------------- CONDITIONS -------------- //
twist = (SSAValue[1] > SSBValue[1] and SSAValue[0] < SSBValue[0]) or (SSAValue[1]<SSBValue[1] and SSAValue[0]>SSBValue[0]) or (SSAValue[0] == SSBValue[0])

// Get user input
fibLevel = input(title="Fib Level", type=input.float, defval=0.333)
colorFilter = input(title="Color Must Match", type=input.bool, defval=false)

// Calculate fibonacci level for current candle
bullFib = (low - high) * fibLevel + high
bearFib = (high - low) * fibLevel + low

// Determine which price source closes or opens highest/lowest
lowestBody = close < open ? close : open
highestBody = close > open ? close : open

// Determine if we have a valid hammer or shooting star
hammerCandle = lowestBody >= bullFib and (not colorFilter or close > open)
starCandle = highestBody <= bearFib and (not colorFilter or close < open)

condition_haut_avant = close[2] > open[2] and open[1] >= close[2]
condition_bas_avant = close[2] < open[2] and open[1] <= close[2]

confirmation_haut = close < open and open <= close[1]
confirmation_bas = close > open and open >= close[1]

if twist
    inRange := true
    
if inRange[1] and (breakOutHaut or breakOutBas)
    inRange := false
    
surachat = k>80 and d>80
survente = k<20 and d<20

isGreenCandle() => 
    if close > open
        true
    else
        false

lowerShadow() => 
    if isGreenCandle()
        open - low
    else 
        close - low

upperShadow() => 
    if isGreenCandle()
        high - close
    else 
        high - open

realBody() => 
    abs(close - open)

hammerAndHangingMan=(lowerShadow() > 2 * realBody() and upperShadow() < realBody())

bullishEngulfing=(open[1] > close[1] and close > open and close[1] >= open and open[1] < close)

bearishEngulfing=(close[1] > open[1] and open > close and close[1] <= open and close < open[1])

buy_signal = inRange and survente and (hammerCandle or bullishEngulfing) and (strategy.position_size == 0)
sell_signal = inRange and surachat and (starCandle or bearishEngulfing) and (strategy.position_size == 0)




if (strategy.position_size[1] == 0) and (strategy.position_size != 0) // New position entry
    entree := open

newpos = (strategy.position_size[1] == 0) and (strategy.position_size != 0)

//conditionLong = bullishStar and ressaut and (strategy.position_size == 0)
//conditionShort = bearishStar and soulevement and (strategy.position_size == 0)



//ENTRY AND EXIT

//---PIPS---//
//var SL_from_Long = close - nbrpips * syminfo.mintick
//var TP_from_Long = close + nbrpips * 2 * syminfo.mintick
//SL_from_Long := strategy.position_size == 0 ? close - nbrpips * syminfo.mintick : SL_from_Long[1]
//TP_from_Long := strategy.position_size == 0 ? close + nbrpips * tp_multi * syminfo.mintick : TP_from_Long[1]


//---Kijun---//
//var SL_from_Long = (KijunValue[1] - 20 * syminfo.mintick )
//var TP_from_Long = close +(close - SL_from_Long) * tp_multi
//SL_from_Long := strategy.position_size == 0 ? (KijunValue[1] - 20 * syminfo.mintick ): SL_from_Long[1]
//TP_from_Long := strategy.position_size == 0 ? close +(close - SL_from_Long) * tp_multi : TP_from_Long[1]

//---Low and High---//
var SL_from_Long = low - nbrpips * syminfo.mintick
var TP_from_Long = close + (close - SL_from_Long) * tp_multi
SL_from_Long := strategy.position_size == 0 ? low - nbrpips * syminfo.mintick : SL_from_Long[1]
TP_from_Long := strategy.position_size == 0 ? close + (close - SL_from_Long) * tp_multi : TP_from_Long[1]



//---PIPS---//
//var SL_from_Short = close + nbrpips * syminfo.mintick
//var TP_from_Short = close - nbrpips * 2 * syminfo.mintick
//SL_from_Short := strategy.position_size == 0 ? close + nbrpips * syminfo.mintick : SL_from_Short[1]
//TP_from_Short := strategy.position_size == 0 ? close - nbrpips * tp_multi * syminfo.mintick : TP_from_Short[1]

//---Kijun---//
//var SL_from_Short = (KijunValue[1] + 20 * syminfo.mintick )
//var TP_from_Short = close - (SL_from_Short - close) * tp_multi
//SL_from_Short := strategy.position_size == 0 ? (KijunValue[1] + 20 * syminfo.mintick ): SL_from_Short[1]
//TP_from_Short := strategy.position_size == 0 ? close - (SL_from_Short - close) * tp_multi : TP_from_Short[1]

//---Low and High---//
var SL_from_Short = high + nbrpips * syminfo.mintick
var TP_from_Short = close - (SL_from_Short - close) * tp_multi
SL_from_Short := strategy.position_size == 0 ? high+ nbrpips * syminfo.mintick : SL_from_Short[1]
TP_from_Short := strategy.position_size == 0 ? close - (SL_from_Short - close) * tp_multi : TP_from_Short[1]


// ---------------- RISK MANAGEMENT -------------- //
riskEquity  = risk_per_trade * strategy.equity * 0.01
entryPrice = close 
posSize     = riskEquity / (entryPrice - SL_from_Long)
posSizeShort     = riskEquity / (SL_from_Short - entryPrice)

// ---------------- ORDERS -------------- //
strategy.entry("Ressaut", strategy.long, qty=posSize, when=buy_signal)
strategy.exit("Stop Long","Ressaut", stop = SL_from_Long, limit = TP_from_Long)
//strategy.exit("Stop Long","Long Breakout", stop = stopLoss, trail_points=start_trail, trail_offset=stop_trail)

strategy.entry("Soulèvement", strategy.short,qty=posSizeShort, when=sell_signal)
strategy.exit("Stop Short","Soulèvement", stop = SL_from_Short, limit = TP_from_Short)


// ---------------- PLOT -------------- //
plot(ShowLines ? TenkanValue : na, title = "Tenkan-Sen", color = color.red, linewidth = 1)
plot(ShowLines ? KijunValue : na , title = "Kijun-Sen", color = color.blue, linewidth = 1)
plot(ShowLines ? SSAValue : na , title = "Senkou Span A", color = color.orange, linewidth = 2, offset = Offset)
plot(ShowLines ? SSBValue : na , title = "Senkou Span B", color = color.aqua, linewidth = 2, offset = Offset)
plot(ShowLines ? Chikou : na , title = "Chikou Span", color = color.black, linewidth = 1, offset = -Offset)
//plot(Bas,title="Bas")
//plot(Haut, title="Haut")
bgcolor(color=InSession(mySession) and showSession? color.red : na, title="Trading Session", transp=96)

plotshape(twist and ShowTwist, text="Twist", textcolor=color.black, style=shape.diamond, color=color.black,location= location.abovebar, size=size.tiny)
plotshape(sell_signal, textcolor=color.red, style=shape.triangledown, color=color.red,location= location.abovebar, size=size.tiny)
plotshape(buy_signal, textcolor=color.green, style=shape.triangleup, color=color.green,location= location.belowbar, size=size.tiny)

//alertcondition(condition=twist,
//     title="Twist detector",
  //   message= "Twist")
  
line_entree = plot(strategy.position_size != 0 ? entree : na , color=color.black, style=plot.style_linebr)

// = plot(strategy.position_size > 0 ? stop_trail/100 : na, style=plot.style_linebr, color=color.orange, linewidth=1, title="Stop trail")
//lineStart_Trail_from_Long = plot(strategy.position_size > 0 ? start_trail/100 : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Activate Trail SL")
//lineSL_from_Long = plot(strategy.position_size > 0 ? stopLoss : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Fixed SL")

//fill(lineStop_trail_from_Long, lineStart_Trail_from_Long, color=color.orange)
//fill(lineStart_Trail_from_Long, line_entree, color=color.green)
//fill(line_entree, lineSL_from_Long, color=color.red)

lineTP_from_Long = plot(strategy.position_size > 0 ? TP_from_Long : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Take Profit")
lineSL_from_Long = plot(strategy.position_size > 0 ? SL_from_Long : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Short Fixed SL")
fill(lineTP_from_Long, line_entree, color=color.green)
fill(line_entree, lineSL_from_Long, color=color.red)

lineTP_from_Short = plot(strategy.position_size < 0 ? TP_from_Short : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Take Profit")
lineSL_from_Short= plot(strategy.position_size < 0 ? SL_from_Short : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Short Fixed SL")

fill(lineTP_from_Short, line_entree, color=color.green)
fill(line_entree, lineSL_from_Short, color=color.red)