Swing Trading Indicator

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Damani1234

//@version=6
indicator("Swing Trading Indicator", overlay = false)

// 1) General Variables (Strategy + 3Commas credentials)

// 3Commas credentials
SECRET   = ("__")
BOT_UUID = ("__")
// FEE = __
// FEE_FACTOR = (1 - FEE)
varip float remainingEquity  = __


// Entry percentages
BASE_PERCENTAGE_BULLISH = 35.0
BASE_PERCENTAGE_BEARISH = 15.0
BOLLINGERPOSSIZE      = 50.0
INCREMENT             = 5

// 2) Internal variables to track sub-positions
varip bearishEntryPrices = array.new_float() // approximate fill price
varip bearishEntrySizes  = array.new_float() // # of contacts
varip bullishEntryPrices = array.new_float() // approximate fill price
varip bullishEntrySizes  = array.new_float() // # of contracts
varip float bollingerPrice   = na
varip float bollingerSize    = na
varip x   = 0
varip y   = 0

// Managing repeats
varip bool bollingerBuyAlertFired = false
varip bool bollingerSellAlertFired = true


// 3) INDICATORS

src  = close

// Stochastic RSI
SMOOTH_K     = 6
SMOOTH_D     = 6
LENGTH_RSI   = 28
LENGTH_STOCH = 28

rsiVal      = ta.rsi(src, LENGTH_RSI)
k           = ta.sma(ta.stoch(rsiVal, rsiVal, rsiVal, LENGTH_STOCH), SMOOTH_K)
d           = ta.sma(k, SMOOTH_D)

plot(k, "K", color=color.new(color.blue, 0))
plot(d, "D", color=color.new(color.orange, 0))
hOB = hline(25, "Stoch Overbought", color=#787B86)
hOS = hline(10, "Stoch Oversold",   color=#787B86)
fill(hOB, hOS, color=color.new(color.blue, 85), title="Stoch Background")


// MACD (for bullish/bearish trend determination)
FAST_LEN   = 216
SLOW_LEN   = 432
SIGNAL_LEN = 144

[macdLine, macdSignal, _] = ta.macd(src, FAST_LEN, SLOW_LEN, SIGNAL_LEN)
plot(macdLine, "MACD", color=color.new(color.blue, 0))
plot(macdSignal, "Signal", color=color.new(color.orange, 0))

// MFI

MFI_LENGTH = 864
MFI_SRC = hlc3
mfi = ta.mfi(MFI_SRC, MFI_LENGTH)
plot(mfi, "MFI", color=#7E57C2)
overbought=hline(56, title="MFI Overbought", color=#787B86)
oversold=hline(45, title="MFI Oversold", color=#787B86)

// ADX

// ADX_LEN = 14
// DI_LEN  = 14

// dirmov(length) =>
//     up        = ta.change(high)
//     down      = -ta.change(low)
//     plusDM    = na(up)   ? na : (up > down and up > 0   ? up   : 0)
//     minusDM   = na(down) ? na : (down > up and down > 0 ? down : 0)
//     trTwo     = math.max(high - low, math.abs(high - nz(src[1])), math.abs(low - nz(src[1])))
//     truerange = ta.rma(trTwo, length)
//     plus      = fixnan(100 * ta.rma(plusDM,  length) / truerange)
//     minus     = fixnan(100 * ta.rma(minusDM, length) / truerange)
//     [plus, minus]

// adx(di_length, adx_length) =>
//     [plus, minus] = dirmov(di_length)
//     sum           = plus + minus
//     adx_          = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adx_length)
//     adx_

// sig = adx(DI_LEN, ADX_LEN)
// plot(sig, color=color.red, title="ADX")


// CMF

// var float cumVol = 0.0
// cumVol += nz(volume)
// if barstate.islast and cumVol == 0
//     runtime.error("No volume data from data vendor.")

// CMF_LEN = 25
// ad      = (src == high and src == low) or (high == low) ? 0 : ((2*src - low - high)/(high - low))*volume
// mf      = math.sum(ad, CMF_LEN) / math.sum(volume, CMF_LEN)
// plot(mf, color=#43A047, title="CMF")
// hline(0, "Zero", color=#787B86, linestyle=hline.style_dashed)

// Short Bollinger Bands (for sell signals)

LENGTH = 2016
MULT = 2.5

basis = ta.ema(src, LENGTH)
dev = MULT * ta.stdev(src, LENGTH)
upper = basis + dev
lower = basis - dev
p1 = plot(upper, "Bollinger Upper", color=#F23645)

// Long Bollinger Bands (for buy signals)

LONG_LENGTH = 4032
LONG_MULT = 2.5

longBasis = ta.ema(src, LONG_LENGTH)
longDev = LONG_MULT * ta.stdev(src, LONG_LENGTH)
longUpper = longBasis + longDev
longLower = longBasis - longDev
p4 = plot(longLower, "Long Bollinger Lower", color=#089981)


// 4) Conditions / Trend Identification

trendBullish = (macdLine > macdSignal) and (mfi < 56)
trendBearish = (macdLine <= macdSignal) or (mfi > 56)
allowTrading = barstate.isrealtime
haltTrading = (macdLine <= macdSignal) and (mfi > 45)

entryConditionStoch = trendBearish ? (ta.crossover(k, d) and (k < 10)) : (ta.crossover(k, d) and (k < 20))
exitConditionStoch = trendBearish ? (ta.crossunder(k, d) and (k > 25)) : (ta.crossunder(k, d) and (k > 50))

entryConditionBollinger = ta.crossover(src, longLower)
exitConditionBollinger = ta.crossunder(src, upper)


// 5) Entry & Exit Execution

if barstate.isconfirmed

    // STOCHASTIC ENTRIES

    if allowTrading and entryConditionStoch and ((x + y) < 6) and not haltTrading
        // position size depends on bullish vs. bearish
        if trendBullish
            posSizePercentage = BASE_PERCENTAGE_BULLISH - (INCREMENT * x)
            x := x + 1

            entryDollarAmount = remainingEquity * (posSizePercentage / 100)

            numberOfContracts = math.round((entryDollarAmount / close), 5)

            remainingEquity -= entryDollarAmount

            array.push(bullishEntryPrices, close)
            array.push(bullishEntrySizes,  numberOfContracts)

            // Build the JSON 
            string contractStr = str.tostring(numberOfContracts)
            string buyJSON = '{  "secret": "'+SECRET+'",  "max_lag": "300",  "timestamp": "'+str.tostring(timenow)+'",  "trigger_price": "'+str.tostring(close)+'",  "tv_exchange": "'+syminfo.prefix+'",  "tv_instrument": "'+syminfo.ticker+'",  "action": "enter_long",  "bot_uuid": "'+BOT_UUID+'",  "order": {    "amount": "'+contractStr+'",    "currency_type": "base",    "order_type": "market"  }}'
            alert(buyJSON, alert.freq_once_per_bar_close)
            
        else
            posSizePercentage = BASE_PERCENTAGE_BEARISH - (INCREMENT * y)
            y := y + 1

            entryDollarAmount = remainingEquity * (posSizePercentage / 100)

            numberOfContracts = math.round((entryDollarAmount / close), 5)

            remainingEquity -= entryDollarAmount

            array.push(bearishEntryPrices, close)
            array.push(bearishEntrySizes, numberOfContracts)

            // Build the JSON 
            string contractStr = str.tostring(numberOfContracts)
            string buyJSON = '{  "secret": "'+SECRET+'",  "max_lag": "300",  "timestamp": "'+str.tostring(timenow)+'",  "trigger_price": "'+str.tostring(close)+'",  "tv_exchange": "'+syminfo.prefix+'",  "tv_instrument": "'+syminfo.ticker+'",  "action": "enter_long",  "bot_uuid": "'+BOT_UUID+'",  "order": {    "amount": "'+contractStr+'",    "currency_type": "base",    "order_type": "market"  }}'
            alert(buyJSON, alert.freq_once_per_bar_close)

    // BOLLINGER ENTRY

    if allowTrading and entryConditionBollinger and not bollingerBuyAlertFired
        
        entryDollarAmount = remainingEquity * (BOLLINGERPOSSIZE / 100)

        numberOfContracts = math.round((entryDollarAmount / close), 5)

        remainingEquity -= entryDollarAmount

        bollingerPrice := close
        bollingerSize := numberOfContracts

        // Build the JSON
        string contractStr = str.tostring(numberOfContracts)
        string buyJSON = '{  "secret": "'+SECRET+'",  "max_lag": "300",  "timestamp": "'+str.tostring(timenow)+'",  "trigger_price": "'+str.tostring(close)+'",  "tv_exchange": "'+syminfo.prefix+'",  "tv_instrument": "'+syminfo.ticker+'",  "action": "enter_long",  "bot_uuid": "'+BOT_UUID+'",  "order": {    "amount": "'+contractStr+'",    "currency_type": "base",    "order_type": "market"  }}'
        alert(buyJSON, alert.freq_once_per_bar_close)
        bollingerSellAlertFired := false
        bollingerBuyAlertFired := true


    // STOCHASTIC EXITS

    if allowTrading and exitConditionStoch and (array.size(bearishEntryPrices) > 0 or array.size(bullishEntryPrices) > 0)
        
        contractsInProfit = 0.0
        
        bullishSumSubPos = array.size(bullishEntryPrices)
        bearishSumSubPos = array.size(bearishEntryPrices)


        if bullishSumSubPos > 0
            for i = bullishSumSubPos - 1 to 0 by 1
                bullEPrice = array.get(bullishEntryPrices, i)
                bullESize  = array.get(bullishEntrySizes, i)

                if close > bullEPrice
                    contractsInProfit += bullESize
                    x := x - 1
                    remainingEquity += (bullESize * close)
                    array.remove(bullishEntryPrices, i)
                    array.remove(bullishEntrySizes, i)


        if bearishSumSubPos > 0
            for i = bearishSumSubPos - 1 to 0 by 1
                bearEPrice = array.get(bearishEntryPrices, i)
                bearESize  = array.get(bearishEntrySizes, i)

                if close > bearEPrice
                    contractsInProfit += bearESize
                    y := y - 1
                    remainingEquity += (bearESize * close)
                    array.remove(bearishEntryPrices, i)
                    array.remove(bearishEntrySizes, i)

        // Build the JSON
        string contractStr = str.tostring(contractsInProfit)
        string exitJSON = '{  "secret": "'+SECRET+'",  "max_lag": "300",  "timestamp": "'+str.tostring(timenow)+'",  "trigger_price": "'+str.tostring(close)+'",  "tv_exchange": "'+syminfo.prefix+'",  "tv_instrument": "'+syminfo.ticker+'",  "action": "exit_long",  "bot_uuid": "'+BOT_UUID+'",  "order": {    "amount": "'+contractStr+'",    "currency_type": "base",    "order_type": "market"  }}'
        if contractsInProfit > 0
            alert(exitJSON, alert.freq_once_per_bar_close)


    // BOLLINGER EXIT

    if allowTrading and exitConditionBollinger and not bollingerSellAlertFired

        if close > bollingerPrice

            remainingEquity += (bollingerSize * close)
            
            // Build the JSON
            contractStr  = str.tostring(bollingerSize)
            string exitJSON = '{  "secret": "'+SECRET+'",  "max_lag": "300",  "timestamp": "'+str.tostring(timenow)+'",  "trigger_price": "'+str.tostring(close)+'",  "tv_exchange": "'+syminfo.prefix+'",  "tv_instrument": "'+syminfo.ticker+'",  "action": "exit_long",  "bot_uuid": "'+BOT_UUID+'",  "order": {    "amount": "'+contractStr+'",    "currency_type": "base",    "order_type": "market"  }}'          
            alert(exitJSON, alert.freq_once_per_bar_close)
            
            // Update repeat conditions
            bollingerBuyAlertFired := false
            bollingerSellAlertFired := true