SuperChandelierIndicator

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

//@version=5
indicator("SuperChandelierIndicator", overlay=true)

//============================================================================================================
// Constants
//============================================================================================================
var longColor = color.green
var shortColor = color.red

//============================================================================================================
// Variables to be set by GUI
//============================================================================================================
st1_length = input.int(defval=12, title="ST1 ATR Period", minval=1)
st1_mult = input.float(defval=3.0, title="ST1 ATR Multiplier", step=0.1, minval=0.1)
st1_wicks = input(defval=true, title="Take supertrend1 wicks into account ?")

st2_length = input.int(defval=10, title="ST2 ATR Period", minval=1)
st2_mult = input.float(defval=1, title="ST2 ATR Multiplier", step=0.1, minval=0.1)
st2_wicks = input(defval=true, title="Take supertrend2 wicks into account ?")

st3_length = input.int(defval=11, title="ST3 ATR Period", minval=1)
st3_mult = input.float(defval=2.0, title="ST3 ATR Multiplier", step=0.1, minval=0.1)
st3_wicks = input(defval=true, title="Take supertrend3 wicks into account ?")

src = input.source(defval=hl2, title="St1")
src2 = input.source(defval=hl2, title="St2")
src3 = input.source(defval=hl2, title="St3")

// Second timezone
second_timeframe = input.int(defval=60, title="Second timeframe for analyze", step=10, minval=10)


//============================================================================================================
// Calculations for the first Supertrend indicator on main timeframe
//============================================================================================================
atr = st1_mult * ta.atr(st1_length)
highPrice = st1_wicks ? high : close
lowPrice = st1_wicks ? low : close
dojiCandle = open == close and open == low and open == high

longStop = src - atr
longStopPrev = nz(longStop[1], longStop)

if longStop > 0
    if dojiCandle
        longStop := longStopPrev
    else
        longStop := (lowPrice[1] > longStopPrev ? math.max(longStop, longStopPrev) : longStop)
else
    longStop := longStopPrev


shortStop = src + atr
shortStopPrev = nz(shortStop[1], shortStop)

if shortStop > 0
    if dojiCandle
        shortStop := shortStopPrev
    else
        shortStop := (highPrice[1] < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop)
else
    shortStop := shortStopPrev

var int dir = 1
dir :=
         dir == -1 and highPrice > shortStopPrev ? 1 :
         dir == 1 and lowPrice < longStopPrev ? -1 :
         dir

plot(dir == 1 ? longStop : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor)
plot(dir == 1 ? na : shortStop, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor)


//============================================================================================================
// Calculations for the second Supertrend indicator on main timeframe
//============================================================================================================
atr2 = st2_mult * ta.atr(st2_length)
highPrice2 = st2_wicks ? high : close
lowPrice2 = st2_wicks ? low : close
dojiCandle := open == close and open == low and open == high

longStop2 = src2 - atr2
longStopPrev2 = nz(longStop2[1], longStop2)

if longStop2 > 0
    if dojiCandle
        longStop2 := longStopPrev2
    else
        longStop2 := (lowPrice2[1] > longStopPrev2 ? math.max(longStop2, longStopPrev2) : longStop2)
else
    longStop2 := longStopPrev2


shortStop2 = src2 + atr2 
shortStopPrev2 = nz(shortStop2[1], shortStop2)

if shortStop2 > 0
    if dojiCandle 
        shortStop2 := shortStopPrev2
    else
        shortStop2 := (highPrice2[1] < shortStopPrev2 ? math.min(shortStop2, shortStopPrev2) : shortStop2)
else
    shortStop2 := shortStopPrev2

var int dir2 = 1
dir2 :=
         dir2 == -1 and highPrice2 > shortStopPrev2 ? 1 :
         dir2 == 1 and lowPrice2 < longStopPrev2 ? -1 :
         dir2

plot(dir2 == 1 ? longStop2 : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor)
plot(dir2 == 1 ? na : shortStop2, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor)


//============================================================================================================
// Calculations for the third Supertrend indicator on main timeframe
//============================================================================================================
atr3 = st3_mult * ta.atr(st3_length)
highPrice3 = st3_wicks ? high : close
lowPrice3 = st3_wicks ? low : close
dojiCandle := open == close and open == low and open == high


longStop3 = src3 - atr3
longStopPrev3 = nz(longStop3[1], longStop3)

if longStop3 > 0
    if dojiCandle
        longStop3 := longStopPrev3
    else
        longStop3 := (lowPrice3[1] > longStopPrev3 ? math.max(longStop3, longStopPrev3) : longStop3)
else
    longStop3 := longStopPrev3


shortStop3 = src3 + atr3 
shortStopPrev3 = nz(shortStop3[1], shortStop3)

if shortStop3 > 0
    if dojiCandle 
        shortStop3 := shortStopPrev3
    else
        shortStop3 := (highPrice3[1] < shortStopPrev3 ? math.min(shortStop3, shortStopPrev3) : shortStop3)
else
    shortStop3 := shortStopPrev3

var int dir3 = 1
dir3 :=
         dir3 == -1 and highPrice3 > shortStopPrev3 ? 1 :
         dir3 == 1 and lowPrice3 < longStopPrev3 ? -1 :
         dir3


plot(dir3 == 1 ? longStop3 : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor)
plot(dir3 == 1 ? na : shortStop3, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor)


//============================================================================================================
// Calculations for the Supertrends in second timeframe
//============================================================================================================
calcSupertrend(_length, _mult, _wicks, _src) =>
    _atr = _mult * ta.atr(_length)
    _highPrice = _wicks ? request.security(syminfo.tickerid, str.tostring(second_timeframe), high) : request.security(syminfo.tickerid, str.tostring(second_timeframe), close)
    _lowPrice = _wicks ? request.security(syminfo.tickerid, str.tostring(second_timeframe), low) : request.security(syminfo.tickerid, str.tostring(second_timeframe), close)
    _dojiCandle = request.security(syminfo.tickerid, str.tostring(second_timeframe), open == close and open == low and open == high)

    _longStop = _src - _atr
    _longStopPrev = nz(_longStop[1], _longStop)

    if _longStop > 0
        if _dojiCandle
            _longStop := _longStopPrev
        else
            _longStop := (_lowPrice[1] > _longStopPrev ? math.max(_longStop, _longStopPrev) : _longStop)
    else
        _longStop := _longStopPrev

    _shortStop = _src + _atr
    _shortStopPrev = nz(_shortStop[1], _shortStop)

    if _shortStop > 0
        if _dojiCandle
            _shortStop := _shortStopPrev
        else
            _shortStop := (_highPrice[1] < _shortStopPrev ? math.min(_shortStop, _shortStopPrev) : _shortStop)
    else
        _shortStop := _shortStopPrev

    _dir = 1
    _dir :=
             _dir == -1 and _highPrice > _shortStopPrev ? 1 :
             _dir == 1 and _lowPrice < _longStopPrev ? -1 :
             _dir

    [_longStop, _shortStop, _dir]



[longStop1_sec_timeframe, shortStop1_sec_timeframe, dir1_sec_timeframe] = calcSupertrend(st1_length, st1_mult, st1_wicks, src)
[longStop2_sec_timeframe, shortStop2_sec_timeframe, dir2_sec_timeframe] = calcSupertrend(st2_length, st2_mult, st2_wicks, src2)
[longStop3_sec_timeframe, shortStop3_sec_timeframe, dir3_sec_timeframe] = calcSupertrend(st3_length, st3_mult, st3_wicks, src3)


//============================================================================================================
// Calculate Chandelier Exit 
//============================================================================================================

var string calcGroup = 'Calculation Chandelier Exit'
length_chandelier = input.int(title='ATR Period', defval=1, group=calcGroup)
mult_chandelier = input.float(title='ATR Multiplier', step=0.1, defval=2.0, group=calcGroup)
useClose_chandelier = input.bool(title='Use Close Price for Extremums', defval=true, group=calcGroup)

showLabels_chandelier = input.bool(title='Show Buy/Sell Labels', defval=true, group=calcGroup)
highlightState_chandelier = input.bool(title='Highlight State', defval=true, group=calcGroup)

awaitBarConfirmation_chandelier = input.bool(title="Await Bar Confirmation", defval=true, group=calcGroup)

atr_chandelier = mult_chandelier * ta.atr(length_chandelier)

longStop_chandelier = (useClose_chandelier ? ta.highest(close, length_chandelier) : ta.highest(length_chandelier)) - atr_chandelier
longStopPrev_chandelier = nz(longStop_chandelier[1], longStop_chandelier)
longStop_chandelier := close[1] > longStopPrev_chandelier ? math.max(longStop_chandelier, longStopPrev_chandelier) : longStop_chandelier

shortStop_chandelier = (useClose_chandelier ? ta.lowest(close, length_chandelier) : ta.lowest(length_chandelier)) + atr_chandelier
shortStopPrev_chandelier = nz(shortStop_chandelier[1], shortStop_chandelier)
shortStop_chandelier := close[1] < shortStopPrev_chandelier ? math.min(shortStop_chandelier, shortStopPrev_chandelier) : shortStop_chandelier



var int dir_chandelier = 1
dir_chandelier := close > shortStopPrev_chandelier ? 1 : close < longStopPrev_chandelier ? -1 : dir_chandelier

var color textColor = color.new(color.white, 0)

longStopPlot_chandelier = plot(dir_chandelier == 1 ? longStop_chandelier : na, title='Long Stop', style=plot.style_linebr, linewidth=2, color=color.new(longColor, 0))
buySignal_chandelier = dir_chandelier == 1 and dir_chandelier[1] == -1
plotshape(buySignal_chandelier ? longStop_chandelier : na, title='Long Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(longColor, 0))
plotshape(buySignal_chandelier and showLabels_chandelier ? longStop_chandelier : na, title='Buy Label', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(longColor, 0), textcolor=textColor)

shortStopPlot_chandelier = plot(dir_chandelier == 1 ? na : shortStop_chandelier, title='Short Stop', style=plot.style_linebr, linewidth=2, color=color.new(shortColor, 0))
sellSignal_chandelier = dir_chandelier == -1 and dir_chandelier[1] == 1
plotshape(sellSignal_chandelier ? shortStop_chandelier : na, title='Short Stop Start', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(shortColor, 0))
plotshape(sellSignal_chandelier and showLabels_chandelier ? shortStop_chandelier : na, title='Sell Label', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(shortColor, 0), textcolor=textColor)



//============================================================================================================
//============================================================================================================
//
//                                                ANALYZES
//
//============================================================================================================
//============================================================================================================

condition_to_buy = dir == 1 and dir2 == 1 and dir3 == 1 and dir_chandelier == 1
condition_to_sell = dir == -1 and dir2 == -1 and dir3 == -1 and dir_chandelier == -1
condition_to_close = not condition_to_buy and not condition_to_sell

plot(condition_to_buy ? longStop_chandelier : na , style=plot.style_linebr, linewidth=4, color=color.new(color.blue, 0),  title="Buy")
plot(condition_to_sell ? shortStop_chandelier : na , style=plot.style_linebr, linewidth=4, color=color.new(color.purple, 0), title="Sell")


//============================================================================================================
// Alerts
//============================================================================================================
alertcondition(condition_to_buy and not condition_to_buy[1], title="Alert: Buy", message="Symbol: {{exchange}}:{{ticker}}")
alertcondition(condition_to_sell and not condition_to_sell[1], title="Alert: Sell", message="Symbol: {{exchange}}:{{ticker}}")
alertcondition(condition_to_close and not condition_to_close[1], title="Alert: Close position", message="Symbol: {{exchange}}:{{ticker}}")






// Plot new line in yellow when condition is met
// plot(dir_chandelier == 1 ? na : shortStop_chandelier, title='Short Stop', style=plot.style_linebr, linewidth=2, color=color.new(shortColor, 0))
// test = plot(condition_to_sell ? na : shortStop_chandelier, style=plot.style_linebr, linewidth=4, color=color.new(color.yellow, 0), title="New Line")

// plot(condition_to_buy ? shortStop_chandelier : na , style=plot.style_linebr, linewidth=4, color=color.new(color.yellow, 0), title="New Line")



// label.new(x=bar_index, y=high + 9, text=str.tostring(dir_chandelier), style=label.style_label_down, color=color.red, textcolor=color.black, size=size.small)
// label.new(x=bar_index, y=high + 12, text=str.tostring(dir3), style=label.style_label_down, color=color.red, textcolor=color.black, size=size.small)
// ======================= Analyzes ==============================
// // Analize main timeframe 
// var activePosition = false
// var activeColor = color.white
// var activeColorPrevState = color.white
// var isOpenPosition = false
// var isPositionLong = false

// activeColorPrevState := activeColor
// if direction1 > 0 and direction2 > 0 and direction3 > 0
//     activeColor := color.red
//     activePosition := true
// else if direction1 < 0 and direction2 < 0 and direction3 < 0
//     activeColor := color.green
//     activePosition := true
// else
//     activeColor := color.white
//     activePosition := false


// // Analyze second timeframe 
// // second_timeframe
// [trend1_second_timeframe, dir1_second_timeframe] = request.security(syminfo.tickerid, str.tostring(second_timeframe), ta.supertrend(st1_mult, st1_length))
// [trend2_second_timeframe, dir2_second_timeframe] = request.security(syminfo.tickerid, str.tostring(second_timeframe), ta.supertrend(st2_mult, st2_length))
// [trend3_second_timeframe, dir3_second_timeframe] = request.security(syminfo.tickerid, str.tostring(second_timeframe), ta.supertrend(st3_mult, st3_length))

// var underlyingLong = false
// var activePositionSecond = false


// if dir1_second_timeframe > 0 and dir2_second_timeframe > 0 and dir3_second_timeframe > 0
//     underlyingLong := false
//     activePositionSecond := true
// else if dir1_second_timeframe < 0 and dir2_second_timeframe < 0 and dir3_second_timeframe < 0
//     underlyingLong := true
//     activePositionSecond := true
// else
//     activePositionSecond := false
//     underlyingLong := false




// ===========================================  MAIN timeframe analyze =======================
// var activePosition = false
// var activeColor = color.blue
// var activeColorPrevState = color.blue

// var isOpenPosition = false
// var isPositionLong = false

// bool conditionEntered = false

// // Update the status of the previouse bar
// activeColorPrevState := activeColor


// if dir > 0 and dir2 > 0 and dir3 > 0
//     if not isOpenPosition
//         activeColor := color.green
//         activePosition := true
//         isOpenPosition := true
//         conditionEntered := true
//     else
//         conditionEntered := false
// else if dir < 0 and dir2 < 0 and dir3 < 0
//     if not isOpenPosition
//         activeColor := color.red
//         activePosition := true
//         isOpenPosition := true
//         conditionEntered := true
//     else
//         conditionEntered := false
// else
//     activeColor := color.blue
//     activePosition := false
//     isOpenPosition := false
//     conditionEntered := false

// plotshape(series=conditionEntered and activeColor == color.green, title="Signal", location=location.belowbar, color=longColor, style=shape.triangleup, size=size.small)
// plotshape(series=conditionEntered and activeColor == color.red, title="Signal", location=location.abovebar, color=shortColor, style=shape.triangledown, size=size.small)







// conditionLong = dir > 0 and dir2 > 0 and dir3 > 0
// // Plot a shape on the chart based on the condition
// plotshape(series=conditionLong, title="Up Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small)

// conditionShort = dir < 0 and dir2 < 0 and dir3 < 0
// // Plot a shape on the chart based on the condition
// plotshape(series=conditionShort, title="Down Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)