Strategy Tester

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Lupown
// i got inpiration from @The art of trading

//@version=5
strategy('Strategy Tester', shorttitle='StrategyTest', overlay=true, pyramiding=0, currency=currency.USD, default_qty_type=strategy.percent_of_equity, initial_capital=1000, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.01)

lengthM = input.int(20, title='Length', minval=1, step=1, group='Momentum Indicator')
srcM = input(close, title='Source', group='Momentum Indicator')

adxlen = input.int(14, title = "ADX Smoothing", group='Directional Movement Index')
dilen = input.int(14, title = "DI Length", group='Directional Movement Index') 
keyLevel = input.int(23, title = "Key level for ADX", group='Directional Movement Index')

source_ATR = input(close, title='Source', group='Average True Range')
length_ATR = input.int(14, minval=1, title='Period', group='Average True Range')
multiplier = input.float(1.6, minval=0.1, step=0.1, title='Multiplier', group='Average True Range')
shortStopLoss = source_ATR + ta.atr(length_ATR) * multiplier
longStopLoss = source_ATR - ta.atr(length_ATR) * multiplier
structureLookback = input(1, title='Lookback', group='Average True Range')

momentum = input(false, title='Exit by momentum', tooltip='When the Momentum Indicator turns down.')
estrategia = input(true, title='Exit by strategy', tooltip='')
drawTester = input(true, title='Show statistics', tooltip='Shows a box at the bottom right of the chart with the strategy statistics for the current timeframe.')

//Momentum
sz = ta.linreg(srcM - math.avg(math.avg(ta.highest(high, lengthM), ta.lowest(low, lengthM)), ta.sma(close, lengthM)), lengthM, 0)
lbR = 1
lbL = 1

//FUNCTIONS
plFound(osc) =>
    na(ta.pivotlow(osc, lbL, lbR)) ? false : true
phFound(osc) =>
    na(ta.pivothigh(osc, lbL, lbR)) ? false : true

[adxValue, diplus, diminus] = ta.dmi(dilen, adxlen)

buy_cond1 = phFound(sz) and adxValue < adxValue[1] ? true : false
buy_cond2 = phFound(adxValue) and sz >= sz[1] and sz < 0 ? true : false

buy_c = buy_cond1 or buy_cond2


sell_cond1 = phFound(sz) and adxValue < adxValue[1] ? true : false
sell_cond2 = phFound(adxValue) and sz < sz[1] and sz > 0 and adxValue > keyLevel ? true : false

sell_c = sell_cond1 or sell_cond2

goLongCondition1 = buy_c
goLongCondition2 = true
inTradeL = strategy.position_size > 0
notInTrade = strategy.position_size == 0
inTradeS = strategy.position_size < 0
goShortCondition1 = false  //sell_c//
goShortCondition2 = false
exitL = phFound(sz)
var longStop = 0.0
var shortStopl = 0.0
var limitL = 0.0
var limitS = 0.0
var longslp = 0.0


//timePeriod = time >= timestamp(syminfo.timezone, 2020, 11, 1, 0, 0)
if goLongCondition1 and notInTrade
    strategy.entry('long', strategy.long, when=inTradeL != true)
    limitL := shortStopLoss + shortStopLoss - close
    strategy.exit('exit', 'long', stop=longStopLoss)  //,limit =  limitL //limit is if you wanna have 1:1 
    longStop := longStopLoss
    longStop

if goShortCondition1 and notInTrade  //in this code go ShortCondition is false by default
    strategy.entry('short', strategy.short, when=inTradeS != true)
    limitS := longStopLoss - (close - longStopLoss)
    strategy.exit('exitShort', 'short', stop=shortStopLoss)  //, limit = limitS //limit is if you wanna have 1:1 
    shortStopl := shortStopLoss
    shortStopl


var trailPrice = 0.0
var trailPrices = 0.0
atr = ta.atr(length_ATR)
t_trailPrice = ta.lowest(low, structureLookback) - atr * multiplier
t_trailPrices = ta.lowest(low, structureLookback) + atr * multiplier


if inTradeL and sell_c and estrategia
    strategy.close_all()
if inTradeL and exitL and momentum
    strategy.close_all()

truncate(_number, _decimalPlaces) =>
    _factor = math.pow(10, _decimalPlaces)
    int(_number * _factor) / _factor

// Prepare stats table
var table testTable = table.new(position.bottom_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.new(color.black, 0)
if drawTester
    if barstate.islastconfirmedhistory
        percent = strategy.netprofit * 100 / strategy.initial_capital
        f_fillCell(testTable, 0, 0, 'Total Trades:', str.tostring(strategy.closedtrades), bgcolor, color.white)
        f_fillCell(testTable, 0, 1, 'Win Rate:', str.tostring(truncate(strategy.wintrades / strategy.closedtrades * 100, 2)) + '%', bgcolor, color.white)
        f_fillCell(testTable, 1, 0, 'Starting:', '$' + str.tostring(strategy.initial_capital), bgcolor, color.white)
        f_fillCell(testTable, 1, 1, 'Ending:', '$' + str.tostring(truncate(strategy.initial_capital + strategy.netprofit, 2)), bgcolor, color.white)
        f_fillCell(testTable, 2, 0, 'Return:', '$' + str.tostring(truncate(strategy.netprofit, 2)), strategy.netprofit > 0 ? color.green : color.red, color.white)
        f_fillCell(testTable, 2, 1, '% return:', (percent > 0 ? '+' : '') + str.tostring(truncate(percent, 2)), percent > 0 ? color.green : color.red, color.white)