Trailering L007

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

//@version=5

// Current version: v20240101 ( L007 )
// Tradingview Public description - BEGIN
// 
// This is a template for Ruckard strategies that interact with Zignaly.
// Template sections are not supposed to be modified and are similar to:
// Template foo - BEGIN
// (...)
// Template foo - END
//
// Sections meant to be added with your own strategy logic are similar to:
// ImplementedStrategy foo - BEGIN
// (...)
// ImplementedStrategy foo - END
//
// ImplementedStrategy explanation - BEGIN
// This strategy tries to minimize StopLoss and maximize TakeProfit based on the maximum excursion (positive or negative) of price.
// It is a Longonly strategy.
// Depending on the number of trigger conditions more capital is used on the trade.
// ImplementedStrategy explanation - END
//
// In addition the former strategy also includes Risk Management.
//
// ImplementedStrategy suggested pair and timeframe - BEGIN
// It was originally tested at 1000SATSUSDT pair and 15m timeframe.
// ImplementedStrategy suggested pair and timeframe - END
//
// Template public description - BEGIN
// Before using this documentation it's recommended that you:
// [LIST]
// [*] Use default TradingView strategy script or another script and setup its associated alert manually. Just make the alert pop-up in the screen.
// [*] Create a 'Copy-Trader provider' (or Signal Provider) in Zignaly and send signals to it either thanks to your browser or with some basic programming.
// [/LIST]

// [B]SETTINGS[/B]
// [B]__ SETTINGS - Capital[/B]
// [LIST]
// [*] (CAPITAL) Capital quote invested per order in USDT units {100.0}. This setting is only used when '(ZIG) Provider type' is set to 'Signal Provider'.
// [*] (CAPITAL) Capital percentage invested per order (%) {25.0}. This setting is only used when '(ZIG) Provider type' is set to 'Copy Trader Provider'.
// [/LIST]
// [B]__ SETTINGS - Misc[/B]
// [LIST]
// [*] (ZIG) Enable Alert message {True}: Whether to enable alert message or not.
// [*] (ZIG) Service Secret Key {MYSECRETKEY}: Your service secret key. You can find it in your service Edit tab.
// [*] (DEBUG) Enable debug on order comments {False}: Whether to show alerts on order comments or not.
// [*] Number of decimal digits for Prices {2}.
// [*] (DECIMAL) Maximum number of decimal for contracts {3}.
// [/LIST]
// [B]__ SETTINGS - Zignaly[/B]
// [LIST]
// [*] (ZIG) Integration type {TradingView only}: [b]Hybrid[/b]: Both TradingView and Zignaly handle take profit, trailing stops and stop losses. Useful if you are scared about TradingView not firing an alert. It might arise problems if TradingView and Zignaly get out of sync. [b]TradingView only[/b]: TradingView sends entry and exit orders to Zignaly so that Zignaly only buys or sells. Zignaly won't handle stop loss or other settings on its own.
// [*] (ZIG) Zignaly Alert Type {WebHook}: 'Email' or 'WebHook'.
// [*] (ZIG) Provider type {Profit Sharing Provider}: 'Profit Sharing Provider', 'Copy Trader Provider', or 'Signal Provider'. 'Copy Trader Provider' or 'Profit Sharing Provider' sends a percentage to manage. 'Signal Provider' sends a quote to manage.
// [*] (ZIG) Exchange {Zignaly}: 'Zignaly', 'Binance' or 'Kucoin'.
// [*] (ZIG) Exchange Type {Futures}: 'Spot' or 'Futures'.
// [*] (ZIG) Leverage {1}. Set it to '1' when '(ZIG) Exchange Type' is set to 'Spot'.
// [/LIST]
// [B]__ SETTINGS - Strategy[/B]
// [LIST]
// [*] (STRAT) Strategy Type: 'Long and Short', 'Long Only' or 'Short Only'.
// [*] (STRAT) Strategy Start Time {2021-01-01 00:00:00}: When to start the strategy if '(STRAT) Strategy Start Time forced?' setting is set to true.
// [*] (STRAT) Strategy Stop Time {2021-12-31 00:00:00}: When to stop the strategy if '(STRAT) Strategy Stop Time forced?' setting is set to true.
// [*] (STRAT) Strategy Start Time forced? {True}: Whether to start the strategy from a given point in time.
// [*] (STRAT) Strategy Stop Time forced? {False}: Whether to stop the strategy after a given point in time.
// [*] (STOPTAKE) Take Profit? {false}: Whether to enable Take Profit.
// [*] (STOPTAKE) Stop Loss? {True}: Whether to enable Stop Loss.
// [*] (TRAILING) Enable Trailing Take Profit (%) {True}: Whether to enable Trailing Take Profit.
// [*] (STOPTAKE) Take Profit % {3.0}: Take profit percentage. This setting is only used when '(STOPTAKE) Take Profit?' setting is set to true.
// [*] (STRAT) Risk/Reward Ratio % {1.5}. Take Profit is StopLoss times Risk/Reward Ratio set here.
// [*] (STOPTAKE) Stop Loss % {2.0}: Stop loss percentage. This setting is only used when '(STOPTAKE) Stop Loss?' setting is set to true.
// [*] (TRAILING) Trailing Take Profit Trigger (%) {2.5}: Trailing Stop Trigger Percentage. This setting is only used when '(TRAILING) Enable Trailing Take Profit (%)' setting is set to true.
// [*] (TRAILING) Trailing Take Profit as a percentage of Trailing Take Profit Trigger (%) {25.0}: Trailing Stop Distance Percentage. This setting is only used when '(TRAILING) Enable Trailing Take Profit (%)' setting is set to true.
// [*] (RECENT) Number of minutes to wait to open a new order after the previous one has been opened {6}.
// [/LIST]
// [B]____ SETTINGS - Risk Management [/B]
// [list]
// [*] (RISKM) Risk Management Type: 'Safe', 'Somewhat safe compound' or 'None'. '[b]Safe[/b]': Calculations are always done with the initial capital (1000) in mind. The maximum losses per trade/day/week/month are taken into account. '[b]Somewhat safe compound[/b]': Calculations are done with initial capital (1000) or a higher capital if it increases. The maximum losses per trade/day/week/month are taken into account. '[b]None[/b]': In each order all the current capital is gambled and only the default stop loss per order is taken into account. That means that the maximum losses per trade/day/week/month are not taken into account. [b]Default[/b]: 'Somewhat safe compound'.
// [*] (RISKM) Maximum loss per trade % {1.0}.
// [*] (RISKM) Maximum loss per day % {6.0}.
// [*] (RISKM) Maximum loss per week % {8.0}.
// [*] (RISKM) Maximum loss per month % {10.0}.
// [/list]

// [B]DEFAULT SETTINGS[/B]

// By default this strategy has been setup with these beginner settings:
// [LIST]
// [*] '(ZIG) Integration type' : TradingView only
// [*] '(ZIG) Provider type'    : 'Copy Trader Provider'
// [*] '(ZIG) Exchange'         : 'Binance'
// [*] '(ZIG) Exchange Type'    : 'Spot'
// [*] '(STRAT) Strategy Type'  : 'Long Only'
// [*] '(ZIG) Leverage'         : '1' (Or no leverage)
// [/LIST]
// but you can change those settings if needed.


// [B]FIRST STEP[/B]
// [LIST]
// [*] For both future or spot markets you should make sure to change '(ZIG) Zignaly Alert Type' to match either WebHook or Email. If you have a non paid account in TradingView as in October 2020 you would have to use Email which it's free to use.
// [/LIST]

// [B]RECOMMENDED SETTINGS[/B]
// [B]__ RECOMMENDED SETTINGS - Spot markets[/B]
// [LIST]
// [*] '(ZIG) Exchange Type'   setting should be set to 'Spot'
// [*] '(STRAT) Strategy Type' setting should be set to 'Long Only'
// [*] '(ZIG) Leverage'        setting should be set to '1'
// [/LIST]
// [B]__ RECOMMENDED SETTINGS - Future markets[/B]
// [LIST]
// [*] '(ZIG) Exchange Type'   setting should be set to 'Futures'
// [*] '(STRAT) Strategy Type' setting should be set to 'Long and Short'
// [*] '(ZIG) Leverage'        setting might be changed if desired.
// [/LIST]
// [B]__ RECOMMENDED SETTINGS - Signal Providers[/B]
// [LIST]
// [*] '(ZIG) Provider type'   setting should be set to 'Signal Provider'
// [*] '(CAPITAL) Capital quote invested per order in USDT units' setting might be changed if desired.
// [/LIST]
// [B]__ RECOMMENDED SETTINGS - Copy Trader Providers[/B]
// [LIST]
// [*] '(ZIG) Provider type'   setting should be set to 'Copy Trader Provider'
// [*] '(CAPITAL) Capital percentage invested per order (%)' setting might be changed if desired.
// [*] Strategy Properties setting: 'Initial Capital' might be changed if desired.
// [/LIST]

// [B]INTEGRATION TYPE EXPLANATION[/B]
// [LIST]
// [*] 'Hybrid': Both TradingView and Zignaly handle take profit, trailing stops and stop losses. Useful if you are scared about TradingView not firing an alert. It might arise problems if TradingView and Zignaly get out of sync.
// [*] 'TradingView only': TradingView sends entry and exit orders to Zignaly so that Zignaly only buys or sells. Zignaly won't handle stop loss or other settings on its own.
// [/LIST]

// [B]HOW TO USE THIS STRATEGY[/B]
// [LIST]
// [*] Beginner: Copy and paste the strategy and change it to your needs. Turn off '(DEBUG) Enable debug on order comments' setting.
// [*] Medium: Reuse functions and inputs from this strategy into your own as if it was a library.
// [*] Advanced: Check Strategy Tester. List of trades. Copy and paste the different suggested 'alert_message' variable contents to your script and change them to your needs.
// [*] Expert: You needed a way to pass data from TradingView script to the alert. Now you know it's the 'alert_message' variable. You can find several examples in the source code using the variable. You also have seen 'ALERTS SETUP' explanation below. An additional quick look at 'Strategy Tester', 'List of Trades' and you are ready to go.
// [/LIST]


// [B] ALERTS SETUP[/B]
// This is the important piece of information that allows you to connect TradingView to Zignaly in a semi-automatic manner.
// [B] __ ALERTS SETUP - WebHook[/B]
// [LIST]
// [*] Webhook URL: https : // zignaly . com / api / signals.php?key=MYSECRETKEY
// [*] Message: {{strategy.order.alert_message}}
// [/LIST]
// [B] __ ALERTS SETUP - Email[/B]
// [LIST]
// [*] Setup a new Hotmail account
// [*] Add it as an 'SMS email' in TradingView Profile settings page.
// [*] Confirm your own the email address
// [*] Create a rule in your Hotmail account that 'Redirects' (not forwards) emails to 'signals @ zignaly . email' when (1): 'Subject' includes 'Alert', (2): 'Email body' contains string 'MYZIGNALYREDIRECTTRIGGER' and (3): 'From' contains 'noreply @ tradingview . com'.
// [*] In 'More Actions' check: Send Email-to-SMS
// [*] Message: {{strategy.order.alert_message}}
// MYZIGNALYREDIRECTTRIGGER
// [/LIST]


// '(DEBUG) Enable debug on order comments' is turned on by default so that you can see in the Strategy Tester. List of Trades. The different orders alert_message that would have been sent to your alert. You might want to turn it off it some many letters in the screen is problem.

// [B]STRATEGY ADVICE[/B]
// [LIST]
// [*] If you turn on 'Take Profit' then turn off 'Trailing Take Profit'.
// [/LIST]
//
// [B]ZIGNALY SIDE ADVICE[/B]
// [LIST]
// [*] If you are a 'Signal Provider' make sure that 'Allow reusing the same signalId if there isn't any open position using it?' setting in the profile tab is set to true.
// [*] You can find your 'MYSECRETKEY' in your 'Copy Trader/Signal' provider Edit tab at 'Signal URL'.
// [/LIST]
//
// [B]ADDITIONAL ZIGNALY DOCUMENTATION[/B]
// This beginner's guide is quite basic and meant to be an introduction. Please read additional documentation to learn what you actually can do with Zignaly.
// [LIST]
// [*] docs . zignaly . com / signals / how-to -- How to send signals to Zignaly
// [*] help . zignaly . com / hc/en-us/categories/360002703720-Sending-Signals -- Sending zignals
// [/LIST]
//
// [B]FINAL REMARKS[/B]
// [LIST]
// [*] This strategy tries to match the Pine Script Coding Conventions as best as possible.
// [*] You can check my 'Ruckard TradingLatino' strategy for a more complex strategy that it's also integrated with Zignaly. Unfortunatley it does not use Pine Script Coding Conventions as much.
// [/LIST]
// Template public description - END

// ImplementedStrategy public description - BEGIN
// ImplementedStrategy public description - END

// Tradingview Public description - END

strategy('Trailering L007', shorttitle='L007Trailering', overlay=true, max_bars_back=5000, calc_on_order_fills=false, calc_on_every_tick=false, pyramiding=0, initial_capital=1100, slippage=1, commission_type=strategy.commission.percent, commission_value=0.04)

import ruckard/RiskManagementBeta/4 as rm
import ruckard/Zignaly2Beta/4 as zig

// INPUTS - BEGIN

// Template inputs - BEGIN

// Zignaly - Inputs
i_enableZignalyAlert = input(true, title='Alert Message', group='Zignaly', inline='ZignalyEnable', tooltip='Enable Alert Message for Zignaly.\nDefault: Enabled.')
i_zignalyServiceSecretKey = input.string('MYSECRETKEY', title='Service Secret Key', group='Zignaly', inline='ZignalySecretKey', tooltip='MYSECRETKEY')
_ZIGHYBRIDINTEGRATION_ = 'Hybrid', _ZIGTVONLYINTEGRATION_ = 'TradingView only'
i_zignalyIntegrationTypePre = input.string(_ZIGHYBRIDINTEGRATION_, title='Integration', options=[_ZIGTVONLYINTEGRATION_, _ZIGHYBRIDINTEGRATION_], group='Zignaly', inline='ZignalySecretKey', tooltip='Default: ' + _ZIGHYBRIDINTEGRATION_)
i_zignalyIntegrationType = (i_zignalyIntegrationTypePre == _ZIGHYBRIDINTEGRATION_) ? 'hybrid' : 'nonhybrid'

string i_zignalyProviderType = 'copytrader'
string i_zignalyAlertType = 'webhook'
string i_zignalyExchange = 'Zignaly'

_ZIGEXTYPESPOT_ = 'spot', _ZIGEXFUTURES_ = 'futures'
i_zignalyExchangeType = input.string(_ZIGEXFUTURES_, title='Exchange Type', options=[_ZIGEXFUTURES_, _ZIGEXTYPESPOT_], group='Zignaly', inline='ZignalyExchangeType', tooltip='Default: ' + _ZIGEXFUTURES_)
i_zignalyLeverage = input.int(11, 'Leverage', minval=1, step=1, maxval=125, group='Zignaly', inline='ZignalyLeverage', tooltip='Default: 11x')
var i_zignalyLeverage_str = str.tostring(i_zignalyLeverage)  // It needs to run only once

i_enableZignalyHedgeMode = input.bool(true, title='Hedge Mode', group='Zignaly', inline='ZignalyHedgeMode', tooltip='If HedgeMode is enabled for the Profit Sharing service you probably want this to be enabled so that it allows you open both long and short positions at the same time.\nThis is useful when you run multiple strategies against the same Profit Sharing service.\nDefault: Enabled.')
i_enableIgnoreOpenContractCheck = input.bool(true, title='Ignore Open Contract Check', group='Zignaly', inline='IgnoreOpenContractCheck', tooltip='It allows you to open several positions for the same pair and same side.\nThis is useful when you run multiple strategies against the same Profit Sharing service.\nDefault: Enabled.')

i_enableOrderCommentDebug = input.bool(false, title='DEBUG on order comments', group='Zignaly', inline='ZignalyDebug', tooltip='Default: Disabled.')

// Days of week - Filter - Inputs
i_enableMonday = input.bool(true, title='M', group='Day Of Week Filter', inline='DayOfWeekFilter1')
i_enableTuesday = input.bool(true, title='T', group='Day Of Week Filter', inline='DayOfWeekFilter1')
i_enableWednesday = input.bool(true, title='W', group='Day Of Week Filter', inline='DayOfWeekFilter1')
i_enableThursday = input.bool(true, title='T', group='Day Of Week Filter', inline='DayOfWeekFilter1')
i_enableFriday = input.bool(true, title='F', group='Day Of Week Filter', inline='DayOfWeekFilter1')
i_enableSaturday = input.bool(true, title='S', group='Day Of Week Filter', inline='DayOfWeekFilter2')
i_enableSunday = input.bool(true, title='S', group='Day Of Week Filter', inline='DayOfWeekFilter2')

// Strategy - Inputs
L_S = 'Long and Short', _L_ = 'Long Only', _S_ = 'Short Only', _REVERSE_ = 'Reverse'
i_strategyType = input.string(_L_, 'Type', options=[L_S, _L_, _S_, _REVERSE_], group='Strategy', inline='StrategyType', tooltip='Default: ' + _L_)

i_enableLongStrictStrategy = input.bool(true, title='(L) Strict mode', group='Strategy', inline='StrategyStrictMode')
i_enableShortStrictStrategy = input.bool(false, '(S)', group='Strategy', inline='StrategyStrictMode', tooltip='Ignore other side advice when being in a single side.\nE.g. If type is set to Long Only do not close the trade when Short would have opened a trade.\n(L) = Long.\n(S) = Short.\nDefault for (L): Enabled.\nDefault for (S): Disabled.')
i_strategyStartTimeOn = input.bool(true, title='', group='Strategy', inline='StrategyStartTime')
i_strategyStartTime = input.time(timestamp('01 Jan 2021'), title= 'Starts at:', group='Strategy', inline='StrategyStartTime', tooltip='Default: Enabled.\nStarts at 2021-01-01 00:00:00.')

i_strategyStopTimeOn = input.bool(false, title='', group='Strategy', inline='StrategyStopTime')
i_strategyStopTime = input.time(timestamp('31 Dec 2021'), title= 'Ends at:', group='Strategy', inline='StrategyStopTime', tooltip='Default: Disabled.\n Ends at 2021-12-31 00:00:00.')

// SubStrategies - Inputs
i_subStrategiesLookback = input.int(1, title='Lookback', group='SubStrategies', inline='SubStrategies')
i_subStrategiesMinimum = input.int(2, title='Minimum', group='SubStrategies', inline='SubStrategies', tooltip='Take a look at the 1 latest candles and then if a minimum of 1 substrategy triggers to open a trade then open the trade.\nDefaults:\nLookback: 1\nMinimum: 2')

// Take Profit - Inputs
i_enableTakeProfit = input.bool(true, title='Take Profit', group='Take Profit', inline='TakeProfitSimple')
i_takeProfit = input.float(1.10, title='(%)', group='Take Profit', inline='TakeProfitSimple', tooltip='Make sure this is Enabled if you want to be able to Take Profit and any of its forms like, e.g., based on Risk/Reward Ratio.\nDefault: Enabled.\nDefault: 1.10%.')
i_takeProfitPerOne = i_takeProfit / 100
i_enableTakeProfitDefaultLogic = input.bool(false, title='Take Profit Default Logic', group='Take Profit', inline='TakeProfitLogic', tooltip='Turn on TakeProfit default logic.\nOnly useful if you code your own TakeProfit logic.\n Default: false.')

i_enableRiskRewardRatio = input.bool(true, title='Use this', group='Take Profit', inline='TakeProfitRiskRewardRatio')
i_positionRatio = input.float(0.50, title='Risk/Reward Ratio', minval=0.01, group='Take Profit', inline='TakeProfitRiskRewardRatio', tooltip='Default: Enabled.\nDefault: 0.50%')

// Trailing Take Profit - Inputs
i_enableTrailingTakeProfit = input.bool(false, title='', group='Take Profit', inline='TrailingTakeProfit')
i_trailingTakeProfitPercentageTrigger = input.float(1.2, title='Trailing Take Profit (%)', minval=0, step=0.01, group='Take Profit', inline='TrailingTakeProfit')
i_trailingTakeProfitPercentageTriggerPerOne = i_trailingTakeProfitPercentageTrigger * 0.01
i_trailingTakeProfitPercentageOffset = input.float(25.0, title='(%)', minval=0, step=0.01, group='Take Profit', inline='TrailingTakeProfit', tooltip='Start Trailing Stop on 1.2% with a 0.3% distance.\nExplanation: 25% of 1.2 = 0.3.\nDefaults:\nEnable: False.\nTrigger at: 1.2 %.\nPercentage offset: 25.0 % .')
i_trailingTakeProfitPercentageOffsetPerOne = i_trailingTakeProfitPercentageOffset * 0.01

// Stop Loss - Inputs
i_enableStopLoss = input.bool(true, 'Stop Loss', group='Stop Loss', inline='StopLossSimple')
i_stopLoss = input.float(7.0, title='(%)', minval=0.01, group='Stop Loss', inline='StopLossSimple', tooltip='Make sure this is Enabled if you want to be able to Stop Loss in any of its forms like, e.g., based on ATR.\nDefaults:\nEnable: true.\nStop Loss: 7.0%') * 0.01
i_enableStopLossDefaultLogic = input.bool(false, title='Stop Loss Default Logic', group='Stop Loss', inline='StopLossLogic', tooltip='Turn on StopLoss default logic.\nOnly useful if you code your own StopLoss logic.\n Default: false.')

_SLConstant_ = 'Constant', _SLATR_ = 'ATR'
i_stopLossTypePre = input.string(_SLATR_, 'Type', options=[_SLConstant_, _SLATR_], group='Stop Loss', inline='StopLossType', tooltip='Default: ' + _SLATR_)
i_stopLossType = (i_stopLossTypePre == _SLConstant_) ? 'constant' : (i_stopLossTypePre == _SLATR_) ? 'atr' : ''

i_atrStopLossLength = input.int(14, minval = 1,  title = 'ATR Stop Loss', group='Stop Loss', inline='StopLossATR')
i_atrStopLossSource = input.source(close, title = '', group='Stop Loss', inline='StopLossATR')
i_atrStopLossMultiplier = input.float(1.5, title='', minval=0.01, group='Stop Loss', inline='StopLossATR', tooltip='Default: 1.50 times a 14 length ATR based on close values.')

// Break Even - Inputs
i_enableBreakEven = input.bool(false, title='Break Even', group='Break Even', inline='BreakEvenSimple')
i_breakEvenTrigger = input.float(1.0, '(%)', minval=0, step=0.01, group='Break Even', inline='BreakEvenSimple')
i_breakEvenTriggerPerOne = i_breakEvenTrigger * 0.01
i_breakEven = input.float(0.20, '(%)', minval=0, step=0.01, group='Break Even', inline='BreakEvenSimple', tooltip='Default: Disabled.\nDefault: When the price reaches 1.0 % set a 0.20% Stop Loss.')
i_breakEvenPerOne = i_breakEven * 0.01

i_enableRiskBreakevenTriggerRatio = input.bool(false, title='Use this', group='Break Even', inline='BreakEvenTriggerRatio')
i_breakevenTriggerRatio = input.float(1.0, title='Risk/BreakEvenTrigger Ratio', minval=0.01, group='Break Even', inline='BreakEvenTriggerRatio', tooltip='Default: Disabled.\nDefault: Breakeven Trigger is calculated from a 1.0% Risk/BreakEvenTrigger Ratio.\nThis is similar to how Take Profit might be calculated based on the traditional Risk/Reward ratio.')

i_enableCustomBreakEven = input.bool(false, title='Custom Break Even', group='Break Even', inline='BreakEvenCustom', tooltip='Use a custom coded breakeven instead of the default one.\nDefault: Disabled.')

// Risk Management - Inputs
i_CapitalQuote = input.float(100.0, title='USDT units per order', group='Risk Management', inline='CapitalQuote', tooltip='Deprecated and ignored. This could be used as a SignalProvider to force a given amount to Zignaly itself. TODO: We need to repurpose it for the Profit Sharing 2.0 new amount option.\nDefault: 100.0.')
i_CapitalPercentage = input.float(25.0, title='Capital invested per order (%)', minval=0, step=0.01, group='Risk Management', inline='CapitalPercentage', tooltip='Sets each order quantity to this percentage of the initial capital.\nDefault: 25.0 %.') * 0.01

_SAFE_ = 'Safe', _SCOMPOUND_ = 'Somewhat safe compound', _NONE_ = 'None', _CUSTOM_ = 'Custom', _FORCED_ = 'Forced'
i_riskManagementTypePre = input.string(_SCOMPOUND_, 'Type', options=[_SAFE_, _SCOMPOUND_, _NONE_, _CUSTOM_, _FORCED_], group='Risk Management', inline='RiskManagementType', tooltip=
 str.upper(_SAFE_) + ': Quantity is automatically choosen. When the StopLoss is hit you are only going to loose the Maximum loss per trade setting applied to your initial capital.\n' +
 str.upper(_SCOMPOUND_) + ': Quantity is automatically choosen. When the StopLoss is hit you are only going to loose the Maximum loss per trade setting applied to your current capital.\n' +
 str.upper(_NONE_) + ': Quantity will be your current total capital.\n' +
 str.upper(_CUSTOM_) + ': Quantity will be set based on Capital invested per order (%).\n' +
 str.upper(_FORCED_) + ': Quantity will be set based on Capital invested per order (%).\n' +
 'Default: ' + _SCOMPOUND_)
i_riskManagementType = (i_riskManagementTypePre == _SAFE_) ? 'SAFE' : (i_riskManagementTypePre == _SCOMPOUND_) ? 'SCOMPOUND' : (i_riskManagementTypePre == _NONE_) ? 'NONE' : (i_riskManagementTypePre == _CUSTOM_) ? 'CUSTOM' : 'FORCED'

i_riskManagementMaximumLossPerTrade = input.float(2.0, title='Maximum loss per trade (%)', group='Risk Management', inline='RiskManagementMaximumLossPerTrade', tooltip='How much of your initial or current capital you want to lose as a maximum per trade.\nIt only works in ' + _SAFE_ + ' type and in ' + _SCOMPOUND_ + ' type. ' + '\nDefault: 2.0 %.') * 0.01

i_riskManagementMaximumLossPerDay = input.float(6.0, title='... per D/W/M (%)', group='Risk Management', inline='RiskManagementMaximumLossPerDay') * 0.01
i_riskManagementMaximumLossPerWeek = input.float(8.0, title='', group='Risk Management', inline='RiskManagementMaximumLossPerDay') * 0.01
i_riskManagementMaximumLossPerMonth = input.float(10.0, title='', group='Risk Management', inline='RiskManagementMaximumLossPerDay', tooltip='Try not to lose more than this percentage per choosen period.\nPlease notice that these settings are ignored when using ' + _NONE_ + ' or ' + _FORCED_ + ' types. ' + '\nDefaults: \nDay (D): 6.0 %. \nWeek (W): 8.0 %. \nMonth (M): 10.0 %') * 0.01

// Volatility Protection - Inputs
i_enableVolatilityProtection = input.bool(false, title='Enable', group='ATR Volatility Protection', inline='ATRVolatilityProtectionEnable')
i_showAtrVolatilityMultiplier = input.bool(false, title='Show', group='ATR Volatility Protection', inline='ATRVolatilityProtectionEnable', tooltip='Defaults:\nEnable: False.\nShow: False.')

i_atrVolatilityLength = input.int(14, minval = 1,  title='ATR', group='ATR Volatility Protection', inline='ATRVolatilityATR')
i_atrVolatilitySource = input.source(close, title='', group='ATR Volatility Protection', inline='ATRVolatilityATR', tooltip='Defaults:\nLength: 14.\nSource: close.')
i_atrVolatilityMinimumMultiplier = input.float(1.10, title='Minimum/Maximum (%)', minval=0.01, group='ATR Volatility Protection', inline='ATRVolatilityMinMax')
i_atrVolatilityMaximumMultiplier = input.float(2.00, title='', minval=0.01, group='ATR Volatility Protection', inline='ATRVolatilityMinMax', tooltip='Defaults:\nMinimum: 1.10 %.\nMaximum: 2.00 %.')

// Enforce Higher Timeframe Trend - Inputs
i_higherTimeframeTrendMaEnforce = input.bool(true, title='Enable', group='Enforce Higher Timeframe Trend', inline='HTTimeframeUseShow')
i_showHigherTimeframeTrendMa = input.bool(false, title='Show', group='Enforce Higher Timeframe Trend', inline='HTTimeframeUseShow', tooltip='Defaults:\nEnable: True.\nShow: False.')

i_higherTimeframeTrendMaTimeframe = input.timeframe('240', title='Timeframe/Offset', group='Enforce Higher Timeframe Trend', inline='HTTimeframeOffset')
i_higherTimeframeTrendMaOffset = input.int(0, title='', group='Enforce Higher Timeframe Trend', inline='HTTimeframeOffset', tooltip='Defaults:\nTimeframe: 4 hours.\nOffset: 0 bars.')

i_higherTimeframeTrendFastMaType = input.string(defval = 'SMA', options = ['SMA', 'EMA', 'VWMA', 'RMA', 'WMA', 'ALMA'], title = 'Fast MA', group='Enforce Higher Timeframe Trend', inline='HTFastMa')
i_higherTimeframeTrendFastMaLength = input.int(200, minval = 1,  title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa')
i_higherTimeframeTrendFastMaSource = input.source(close, title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa', tooltip='Defaults:\nType: SMA.\nLength: 200.\nSource: close.')

i_higherTimeframeTrendFastMaOffset = input.float(0.89, minval = 0,  title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa2')
i_higherTimeframeTrendFastMaSigma = input.float(16.0, minval = 0,  title = '', group='Enforce Higher Timeframe Trend', inline='HTFastMa2', tooltip='Defaults:\nOffset: 0.89.\nSigma: 16.0.\nPlease note that this is only used when selecting ALMA type.')

i_higherTimeframeTrendSlowMaType = input.string(defval = 'SMA', options = ['SMA', 'EMA', 'VWMA', 'RMA', 'WMA', 'ALMA'], title = 'Slow MA', group='Enforce Higher Timeframe Trend', inline='HTSlowMa')
i_higherTimeframeTrendSlowMaLength = input.int(50, minval = 1,  title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa')
i_higherTimeframeTrendSlowMaSource = input.source(close, title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa', tooltip='Defaults:\nType: SMA.\nLength: 50.\nSource: close.')

i_higherTimeframeTrendSlowMaOffset = input.float(0.89, minval = 0,  title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa2')
i_higherTimeframeTrendSlowMaSigma = input.float(16.0, minval = 0,  title = '', group='Enforce Higher Timeframe Trend', inline='HTSlowMa2', tooltip='Defaults:\nOffset: 0.89.\nSigma: 16.0.\nPlease note that this is only used when selecting ALMA type.')

// Too old order - Inputs
i_enableTooOldLongOrderClose = input.bool(true, title='(L)', group='Too Old Orders', inline='Too Old Long Orders')
i_tooOldLongBarsNumber = input.int(24, title='', minval=1, maxval=100, step=1, group='Too Old Orders', inline='Too Old Long Orders')
i_tooOldLongStopLoss = input.float(-100.0, title='', minval=-100.0, step=0.01, group='Too Old Orders', inline='Too Old Long Orders', tooltip='Close when the order is older than the number of bars and less than the specified StopLoss percentage.\n You can use StopLoss negative values in order to have something similar to a BreakEven.\n(L): Long\n(S): Short\nDefaults:\Enable: True.\nBars Number: 24.\nStop Loss (%): -100.0 %.')
i_tooOldLongStopLossPerOne = i_tooOldLongStopLoss * 0.01

i_enableTooOldShortOrderClose = input.bool(true, title='(S)', group='Too Old Orders', inline='Too Old Short Orders')
i_tooOldShortBarsNumber = input.int(24, title='', minval=1, maxval=100, step=1, group='Too Old Orders', inline='Too Old Short Orders')
i_tooOldShortStopLoss = input.float(-100.0, title='', minval=-100.0, step=0.01, group='Too Old Orders', inline='Too Old Short Orders', tooltip='Close when the order is older than the number of bars and less than the specified StopLoss percentage.\nYou can use negative values in order to have something similar to a BreakEven.\n(L): Long\n(S): Short\nDefaults:\nEnable: True.\nBars Number: 24.\nStop Loss (%): -100.0 %.')
i_tooOldShortStopLossPerOne = i_tooOldShortStopLoss * 0.01

// RSI Protection - Inputs
i_enableLongRSIProtection = input.bool(false, title='(L)', group='RSI Protection', inline='RSIProtection')
i_longRSIProtectionLevel = input.float(45.0, title='', group='RSI Protection', inline='RSIProtection', tooltip='Not greater than')
i_enableShortRSIProtection = input.bool(false, title='(S)', group='RSI Protection', inline='RSIProtection')
i_shortRSIProtectionLevel = input.float(58.0, title='', group='RSI Protection', inline='RSIProtection', tooltip='Defaults:\n(L): Long. Disabled.\n (L): Not greater than 45.0.\n(S): Short. Disabled.\n(S). Not lower than 58.0.')

i_enableRSIProtectionCustomTimeframe = input.bool(true, title='Custom Timeframe', group='RSI Protection', inline='RSIProtectionTimeframe')
i_RSIProtectionCustomTimeframe = input.timeframe('180', title='', group='RSI Protection', inline='RSIProtectionTimeframe', tooltip='Default: Enabled.\n Default: 3 hours.')

i_RSIProtectionLength = input.int(14, minval=1, title='RSI', group='RSI Protection', inline='RSIProtectionRSI')
i_RSIProtectionSource = input.source(close, title='', group='RSI Protection', inline='RSIProtectionRSI', tooltip='Defaults:\nLength: 14.\n Source: close.')

// Curie Closing Lines - Inputs
i_enableCurieClosingLines = input.bool(false, title='Enable', group='Curie Closing Lines', inline='CurieEnableShow')
i_showCurieClosingLines = input.bool(false, title='Show', group='Curie Closing Lines', inline='CurieEnableShow', tooltip='Defaults:\nEnable: False.\nShow: False.')

i_curieHighClosingMaType = input.string(defval = 'SMA', options = ['SMA', 'EMA', 'VWMA', 'RMA'], title = 'High MA', group='Curie Closing Lines', inline='High Closing Ma')
i_curieHighClosingMaLength = input.int(20, minval = 1,  title = '', group='Curie Closing Lines', inline='High Closing Ma')
i_curieHighClosingMaSource = input.source(ohlc4, title = '', group='Curie Closing Lines', inline='High Closing Ma', tooltip='Defaults:\nMA type: SMA.\nMA Length: 20\nMA source: ohlc4.')

i_curieHighestClosingMaLength = input.int(5, minval = 1,  title = 'Highest MA Length', group='Curie Closing Lines', tooltip='Select the highest of the latest 5 High MA values.\nDefault:\nLength: 5.')

i_curieLowClosingMaType = input.string(defval = 'SMA', options = ['SMA', 'EMA', 'VWMA', 'RMA'], title = 'Low MA', group='Curie Closing Lines', inline='Low Closing Ma')
i_curieLowClosingMaLength = input.int(25, minval = 1,  title = '', group='Curie Closing Lines', inline='Low Closing Ma')
i_curieLowClosingMaSource = input.source(ohlc4, title = '', group='Curie Closing Lines', inline='Low Closing Ma', tooltip='Defaults:\nMA type: SMA.\nMA Length: 25\nMA source: ohlc4.')

i_curieLowestClosingMaLength = input.int(10, minval = 1,  title = 'Lowest MA Length', group='Curie Closing Lines', tooltip='Select the lowest of the latest 10 Low MA values.\nDefault:\nLength: 10.')

i_curieSource = input.source(ohlc4, title = 'Source', group='Curie Closing Lines', tooltip='Price which we compare to the current Curie closing lines.\nDefault: ohlc4.')

// RSI Closing - Inputs
i_enableLongRSIClosing = input.bool(false, title='(L)', group='RSI Closing', inline='RSIClosing')
i_longRSIClosingLevel = input.float(55.0, title='', group='RSI Closing', inline='RSIClosing')
i_enableShortRSIClosing = input.bool(false, title='(S)', group='RSI Closing', inline='RSIClosing')
i_shortRSIClosingLevel = input.float(45.0, title='', group='RSI Closing', inline='RSIClosing', tooltip='Defaults:\n(L): Long. Disabled.\n (L): Close when crossing under 55.0.\n(S): Short. Disabled.\n(S). Close when crossing over 45.0.')

i_enableRSIClosingCustomTimeframe = input.bool(false, title='Custom Timeframe', group='RSI Closing', inline='RSIClosingTimeframe')
i_RSIClosingCustomTimeframe = input.timeframe('180', title='', group='RSI Closing', inline='RSIClosingTimeframe', tooltip='Default: Disabled.\nDefault: 3 hours.')

i_RSIClosingLength = input.int(14, minval=1, title='RSI', group='RSI Closing', inline='RSIClosingRSI')
i_RSIClosingSource = input.source(close, title='', group='RSI Closing', inline='RSIClosingRSI', tooltip='Defaults:\nLength: 14.\n Source: close.')

i_enableLongRSIClosingAutoLevel = input.bool(false, title='(L) Auto Level', group='RSI Closing', inline='longRSIClosingAutoLevel')
i_longRSIClosingAutoBarsNumber = input.int(55, minval=1, title='', group='RSI Closing', inline='longRSIClosingAutoLevel')
i_longRSIClosingLookbackBarsNumber = input.int(42, minval=1, title='', group='RSI Closing', inline='longRSIClosingAutoLevel', tooltip='(L): Long.\nDefaults:\nEnable: false.\nAuto Bars: 55.\nLookback Bars: 42.')

i_enableShortRSIClosingAutoLevel = input.bool(false, title='(S) Auto Level', group='RSI Closing', inline='shortRSIClosingAutoLevel')
i_shortRSIClosingAutoBarsNumber = input.int(55, minval=1, title='', group='RSI Closing', inline='shortRSIClosingAutoLevel')
i_shortRSIClosingLookbackBarsNumber = input.int(42, minval=1, title='', group='RSI Closing', inline='shortRSIClosingAutoLevel', tooltip='(S): Short.\nDefaults:\nEnable: false.\nAuto Bars: 55.\nLookback Bars: 42.')

// ADX Protection - Inputs
i_enableLongADXProtection = input.bool(false, title='(L)', group='ADX Protection', inline='LongADXProtection')
i_longADXProtectionMinimum = input.float(20.0, title='', group='ADX Protection', inline='LongADXProtection')
i_longADXProtectionMaximum = input.float(30.0, title='', group='ADX Protection', inline='LongADXProtection', tooltip='Do not open a new order if ADX is inside this 20.0 - 30.0 range. \n(L): Long.\nDefaults:\nEnable: false.\nMinimum: 20.0.\nMaximum: 30.0.')

i_enableShortADXProtection = input.bool(false, title='(S)', group='ADX Protection', inline='ShortADXProtection')
i_shortADXProtectionMinimum = input.float(20.0, title='', group='ADX Protection', inline='ShortADXProtection')
i_shortADXProtectionMaximum = input.float(30.0, title='', group='ADX Protection', inline='ShortADXProtection', tooltip='Do not open a new order if ADX is inside this 20.0 - 30.0 range. \n(S): Short.\nDefaults:\nEnable: false.\nMinimum: 20.0.\nMaximum: 30.0.')

i_enableADXProtectionCustomTimeframe = input.bool(false, title='Custom Timeframe', group='ADX Protection', inline='ADXProtectionTimeframe')
i_ADXProtectionCustomTimeframe = input.timeframe('180', title='', group='ADX Protection', inline='ADXProtectionTimeframe', tooltip='Default: Disabled.\nDefault: 3 hours.')

i_ADXProtectionDiLength = input.int(14, minval=1, title='ADX', group='ADX Protection', inline='ADXProtectionADX')
i_ADXProtectionSmoothing = input.int(14, title='', minval=1, maxval=50, group='ADX Protection', inline='ADXProtectionADX', tooltip='Defaults:\nLength: 14.\nSmoothing: 14.')

// Misc - Inputs
i_priceDecimalDigits = input.int(2, title='Number of decimal digits for Prices', minval=0, maxval=10, step=1, group='Misc', inline='Misc1', tooltip='Default: 2')
i_contractMaximumDecimalNumber = input.int(3, title='Maximum number of decimal for contracts', minval=0, group='Misc', inline='Misc2', tooltip='Default: 3')
i_tooRecentMinutesNumber = input.int(0, 'Number of minutes to wait to open a new order after the previous one has been opened', minval=0, step=1, group='Misc', inline='Misc3', tooltip='Default: 0')

// Template inputs - END

// ImplementedStrategy inputs - BEGIN

i_enableTraileringTakeProfit = input.bool(true, title='Enable Trailering TakeProfit {True}', group='Trailering')
i_enableTraileringStopLoss = input.bool(true, title='Enable Trailering StopLoss {True}', group='Trailering')
i_enableTraileringExtremeTakeProfit = input.bool(false, title='Enable Trailering Extreme TakeProfit {False}', group='Trailering')
i_enableVirtTraileringDebug = input.bool(false, title='Enable Trailering Debug {False}', group='Trailering')
i_lowestTakeProfitLength = input.int(24, title='TakeProfit Lowest Length (L) {24}', group='Trailering')
i_highestTakeProfitLength = input.int(24, title='TakeProfit Highest Length (S) {24}', group='Trailering')
i_minimumLongTakeProfit = input.float(0.12, title='Minimum (L) TakeProfit % {0.12}', minval=0.01, group='Trailering', tooltip='This option is only taken into account if Enable Trailering Extreme TakeProfit is on.')
i_minimumShortTakeProfit = input.float(0.12, title='Minimum (S) TakeProfit % {0.12}', minval=0.01, group='Trailering', tooltip='This option is only taken into account if Enable Trailering Extreme TakeProfit is on.')

i_virtTakeProfitMaximumProfitExcursionRatio = input.float(1.0, title='TakeProfit Maximum Profit Excursion Ratio % {1.0}', minval=0.01, group='Trailering')
i_virtTakeProfitMaximumLossExcursionRatio = input.float(1.0, title='TakeProfit Maximum Loss Excursion Ratio % {1.0}', minval=0.01, group='Trailering')
i_virtTraileringPeriod = input.int(24, minval=2, title='Trailering Period {24}', group='Trailering')
i_virtTraileringPlotOffset = input.int(0, title='Trailering Plot Offset {0}', group='Trailering')

i_virtTraileringLongMinimumConsensus1 = input.int(2, minval=1, title='1. (L) Min/Max Consensus', group='Trailering', inline='virtTraileringLongConsensus1')
i_virtTraileringLongMaximumConsensus1 = input.int(2, minval=1, title='', group='Trailering', inline='virtTraileringLongConsensus1', tooltip='Defaults:\n(L) Minimum: 2.\n(L) Maximum: 2.')
i_virtTraileringLongMinimumConsensus2 = input.int(14, minval=1, title='2. (L) Min/Max Consensus', group='Trailering', inline='virtTraileringLongConsensus2')
i_virtTraileringLongMaximumConsensus2 = input.int(16, minval=1, title='', group='Trailering', inline='virtTraileringLongConsensus2', tooltip='Defaults:\n(L) Minimum: 14.\n(L) Maximum: 16.')
i_virtTraileringLongMinimumConsensus3 = input.int(23, minval=1, title='3. (L) Min/Max Consensus', group='Trailering', inline='virtTraileringLongConsensus3')
i_virtTraileringLongMaximumConsensus3 = input.int(24, minval=1, title='', group='Trailering', inline='virtTraileringLongConsensus3', tooltip='Defaults:\n(L) Minimum: 23.\n(L) Maximum: 24.')

i_virtTraileringShortMinimumConsensus1 = input.int(2, minval=1, title='1. (S) Min/Max Consensus', group='Trailering', inline='virtTraileringShortConsensus1')
i_virtTraileringShortMaximumConsensus1 = input.int(2, minval=1, title='', group='Trailering', inline='virtTraileringShortConsensus1', tooltip='Defaults:\n(S) Minimum: 2.\n(S) Maximum: 2.')
i_virtTraileringShortMinimumConsensus2 = input.int(14, minval=1, title='2. (S) Min/Max Consensus', group='Trailering', inline='virtTraileringShortConsensus2')
i_virtTraileringShortMaximumConsensus2 = input.int(16, minval=1, title='', group='Trailering', inline='virtTraileringShortConsensus2', tooltip='Defaults:\n(S) Minimum: 14.\n(S) Maximum: 16.')
i_virtTraileringShortMinimumConsensus3 = input.int(23, minval=1, title='3. (S) Min/Max Consensus', group='Trailering', inline='virtTraileringShortConsensus3')
i_virtTraileringShortMaximumConsensus3 = input.int(24, minval=1, title='', group='Trailering', inline='virtTraileringShortConsensus3', tooltip='Defaults:\n(S) Minimum: 23.\n(S) Maximum: 24.')

i_traileringAtrTakeProfitLength = input.int(14, minval = 1,  title = 'ATR Take Profit Length [14]', group='Trailering')
i_traileringAtrTakeProfitSource = input.source(close, title = 'ATR Take Profit Source [close]', group='Trailering')
i_traileringAtrTakeProfitMultiplier = input.float(1.25, title='ATR Take Profit Multiplier % {1.25}', minval=0.01, group='Trailering')

i_traileringTakeProfitPercentage = input.float(100.0, minval = 0.001, title='Take Profit Percentage {100.0 %}', group='Trailering')
i_traileringTakeProfitPerOne = i_traileringTakeProfitPercentage * 0.01

i_enableTraileringLongProtection = input.bool(true, title='Trailering (L) Protection', group='Trailering', inline='longTraileringProtection')
i_traileringLongProtectionLookback = input.int(4, minval = 1,  title = '', group='Trailering', inline='longTraileringProtection')
i_traileringLongProtectionConsensusMinimum = input.int(1, minval = 1,  title = '', group='Trailering', inline='longTraileringProtection', tooltip='Defaults:\n(L) Enable: true,\nLookback: 4\nConsensus Minimum: 1')

i_enableTraileringShortProtection = input.bool(true, title='Trailering (S) Protection', group='Trailering', inline='shortTraileringProtection')
i_traileringShortProtectionLookback = input.int(4, minval = 1,  title = '', group='Trailering', inline='shortTraileringProtection')
i_traileringShortProtectionConsensusMinimum = input.int(1, minval = 1,  title = '', group='Trailering', inline='shortTraileringProtection', tooltip='Defaults:\n(S) Enable: true,\nLookback: 4\nConsensus Minimum: 1')

i_volumeBounceMinimumRatio = input.float(2.5, title='Min Ratio % {2.5}', minval=0.01, group='Volume Bounce')
i_volumeBounceMaximumRatio = input.float(7.0, title='Max Ratio % {7.0}', minval=0.01, group='Volume Bounce')

i_bodyRangeAlmaLength = input.int(42, title='BodyRange Alma', group='BodyRange Alma', inline='BodyRangeAlmaSettings')
i_bodyRangeAlmaOff  = input.float(0.85, title='', group='BodyRange Alma', inline='BodyRangeAlmaSettings')
i_bodyRangeAlmaSig  = input.int(16, title='', group='BodyRange Alma', inline='BodyRangeAlmaSettings', tooltip='Defaults:\nLength: 42.\n Off: 0.85\n Sig: 16.')

i_bodyRangeFilter = input.float(0.25, title='BodyRange Filter %', group='BodyRange Alma', inline='BodyRangeAlmaFilter', tooltip='Default: 0.25.')

// ImplementedStrategy inputs - END

// Strategy - INIT - BEGIN

type traileringStatusType
    float virtLongMaximumProfitPrice = na
    float virtLongMaximumLossPrice = na
    float virtShortMaximumProfitPrice = na
    float virtShortMaximumLossPrice = na
    float traileringAtrLongTakeProfitPrice = na
    float traileringAtrShortTakeProfitPrice = na
    float virtLongTakeProfit = na
    float virtShortTakeProfit = na
    float virtExpectedTakeProfit = na
    bool resetVirtVariables = false
    bool virtInsideAPosition = false
    float virtPositionPrice = close
    bool traileringLongBet = false
    bool traileringShortBet = false
    bool virtLongTakeProfitIsReached = na
    bool virtShortTakeProfitIsReached = na
    bool virtTraileringBoth = na
    float virtExtremeLowestPrice = close
    float virtExtremeHighestPrice = close

var traileringStatus = array.new<traileringStatusType>(i_virtTraileringPeriod, traileringStatusType.new())
var traileringStatus_1 = array.new<traileringStatusType>(i_virtTraileringPeriod, traileringStatusType.new())

var longSignalIdString = 'LONG-' + syminfo.ticker
var shortSignalIdString = 'SHORT-' + syminfo.ticker
var reverseSignalIdString = 'REVERSE-' + syminfo.ticker

string stringNA = na

onStartTimeInterval = (not i_strategyStartTimeOn) or (time >= i_strategyStartTime)
offStopTimeInterval = (i_strategyStopTimeOn) and (time > i_strategyStopTime)

// Days of week - Filter - BEGIN
bool dayOfWeekAllowed = false

gmtDayOfWeek = dayofweek(time, 'GMT')

if ((gmtDayOfWeek == dayofweek.monday) and i_enableMonday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.tuesday) and i_enableTuesday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.wednesday) and i_enableWednesday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.thursday) and i_enableThursday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.friday) and i_enableFriday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.saturday) and i_enableSaturday)
    dayOfWeekAllowed := true
if ((gmtDayOfWeek == dayofweek.sunday) and i_enableSunday)
    dayOfWeekAllowed := true
// Days of week - Filter - END

// order Stop Loss
var float orderStopLossPerOne = na
var float orderStopLoss = orderStopLossPerOne

var float customBreakEvenPerOne = na
var float customBreakEven = customBreakEvenPerOne

// ImplementedStrategy init variables - BEGIN
// ImplementedStrategy init variables - END

// Dynamic Trailing Take Profit - Variables

var int buyOrderOpenBarIndex = na
var int sellOrderOpenBarIndex = na

// Breakeven accounting - Variables
var bool breakEvenTriggered = false
var bool breakEvenNeedsTrigger = false
var bool customBreakEvenNeedsTrigger = false

// Handle to avoid two long and short orders being too next to each other
var bool insideABuyOrder = false
var bool insideASellOrder = false

var int lastOrderOpenBarTime = na

// Handle recalculate after Stop Loss / Take Profit order
if (strategy.position_size == 0.0)
    insideABuyOrder := false
    insideASellOrder := false
else
    lastOrderOpenBarTime := time_close

if (strategy.position_size > 0.0)
    insideABuyOrder := true
    insideASellOrder := false
if (strategy.position_size < 0.0)
    insideABuyOrder := false
    insideASellOrder := true

// Zignaly
exchangeTickerID = syminfo.ticker

var string tmpOrderComment = na
var string tmpOrderAlertMessage = na

var int i_tooRecentMinutesNumber_ms = i_tooRecentMinutesNumber * 60 * 1000 // Convert minutes into milliseconds only once

// Strategy - INIT - END

// Template functions - BEGIN

// Decimals - Functions
f_getContractMultiplier(_contractMaximumDecimalNumber) =>
    _contractMultiplier = 1
    if (_contractMaximumDecimalNumber == 0)
        _contractMultiplier // Return 1
    else
        for _counter = 1 to _contractMaximumDecimalNumber
            _contractMultiplier:= _contractMultiplier * 10
        _contractMultiplier

// Order comment - Functions - BEGIN

f_getOrderComment(_typeOrder, _side, _alertMessage) =>
    // Dependencies: i_enableOrderCommentDebug (initialized in inputs).

    // TODO: Add descriptive comments
    // _typeOrder="entry" or _typeOrder="close"
    // _side: true means long ; false means short ; We can use strategy.long or strategy.short as true and false aliases
    // _alertMessage
    var string _orderComment = ""
    
    if (i_enableOrderCommentDebug)
        _orderComment := _alertMessage
    else
        // TODO: Use human explanations instead of default order comment value (na)
        _orderComment := na
        
    _orderComment

// Order comment - Functions - END

// Too recent orders functions

f_getTooRecentOrderNotOpenAdvice (_lastOrderOpenBarTime) =>
    // Dependencies: i_tooRecentMinutesNumber_ms

    // Condition 1: The order was open
    // Condition 2: The order was long or short
    // Condition 3: Time since order was last open is smaller than minimum between orders
    // Returns boolean
    bool _isTooRecent =  ((time_close) <= (_lastOrderOpenBarTime + i_tooRecentMinutesNumber_ms))

    bool _tooRecentOrderBuyNotOpenAdvice = na
    if (na(_lastOrderOpenBarTime))
        _tooRecentOrderBuyNotOpenAdvice := false
    else
        _tooRecentOrderBuyNotOpenAdvice := _isTooRecent
    _tooRecentOrderBuyNotOpenAdvice

// MA - Functions - BEGIN
f_Ma (_maType, _maSource, _maLength, _maOffset, _maSigma) =>
    _maType == "SMA" ? ta.sma(_maSource, _maLength) : _maType == "EMA" ? ta.ema(_maSource, _maLength) : _maType == "VWMA" ? ta.vwma(_maSource, _maLength) : _maType == "RMA" ? ta.rma(_maSource, _maLength) : _maType == "WMA" ? ta.wma(_maSource, _maLength) : _maType == "HMA" ? ta.hma(_maSource, _maLength) : _maType == "ALMA" ? ta.alma(_maSource, _maLength, _maOffset, _maSigma) : _maSource
// MA - Functions - END

getTrend (_fastMaType, _fastMaLength, _fastMaSource, _fastMaOffset, _fastMaSigma, _slowMaType, _slowMaLength, _slowMaSource, _offset, _slowMaOffset, _slowMaSigma) =>
    _fastMa = f_Ma (_fastMaType, _fastMaSource, _fastMaLength, _fastMaOffset, _fastMaSigma)
    _slowMa = f_Ma (_slowMaType, _slowMaSource, _slowMaLength, _slowMaOffset, _slowMaSigma)
    _trend = _fastMa >= _slowMa

    _trendOffset = _trend[_offset]
    _trendOffset

// Too old orders functions

getTooOldOrderLongCloseAdvice () =>
    // Condition 1: The order is open
    // Condition 2: The order is long
    // Condition 3: Order age is bigger than the maximum setting
    // Returns boolean
    bool isValidOpenLongOrder = (strategy.position_size > 0)
    bool isTooOld =  (bar_index >= (buyOrderOpenBarIndex + i_tooOldLongBarsNumber))
    tooOldStopLoss = strategy.position_avg_price * (1 - i_tooOldLongStopLossPerOne)

    bool isALosingOrder = close < tooOldStopLoss
    tooOldOrderLongCloseAdvice = isValidOpenLongOrder and isTooOld and isALosingOrder
    tooOldOrderLongCloseAdvice

getTooOldOrderShortCloseAdvice () =>
    // Condition 1: The order is open
    // Condition 2: The order is short
    // Condition 3: Order age is bigger than the maximum setting
    // Returns boolean
    bool is_valid_open_sell_order = (strategy.position_size < 0)
    bool isTooOld =  (bar_index >= (sellOrderOpenBarIndex + i_tooOldShortBarsNumber))
    tooOldStopLoss = strategy.position_avg_price * (1 + i_tooOldShortStopLossPerOne)

    bool isALosingOrder = close > tooOldStopLoss
    tooOldOrderShortCloseAdvice = is_valid_open_sell_order and isTooOld and isALosingOrder
    tooOldOrderShortCloseAdvice

// Template functions - END

// ImplementedStrategy functions - BEGIN

// bodyOutlier functions - BEGIN

bodyRange() =>
    change =  (close - open) / open * 100

// bodyOutlier functions - END

// ImplementedStrategy functions - END

// Strategy Body - BEGIN
// Template substrategies - BEGIN
// Higher Timeframe Trend substrategy

higherTimeframeTrend = request.security(syminfo.tickerid, i_higherTimeframeTrendMaTimeframe, getTrend (i_higherTimeframeTrendFastMaType, i_higherTimeframeTrendFastMaLength, i_higherTimeframeTrendFastMaSource, i_higherTimeframeTrendFastMaOffset, i_higherTimeframeTrendFastMaSigma, i_higherTimeframeTrendSlowMaType, i_higherTimeframeTrendSlowMaLength, i_higherTimeframeTrendSlowMaSource, i_higherTimeframeTrendMaOffset, i_higherTimeframeTrendSlowMaOffset, i_higherTimeframeTrendSlowMaSigma))

int higherTimeframeTrendMaBarIndex = request.security (syminfo.tickerid, i_higherTimeframeTrendMaTimeframe, bar_index)
bool newHigherTimeframeTrendMaBar = higherTimeframeTrendMaBarIndex[1] != higherTimeframeTrendMaBarIndex[0]

var higherTimeframeTrendMaLong = higherTimeframeTrend
var higherTimeframeTrendMaShort = (not higherTimeframeTrend)

if newHigherTimeframeTrendMaBar
    higherTimeframeTrendMaLong := higherTimeframeTrend
    higherTimeframeTrendMaShort := (not higherTimeframeTrend)

// Volatility substrategy

volatilityLongCondition = true
volatilityShortCondition = true

atrLongVolatilityMinimumPrice = i_atrVolatilitySource + (ta.atr(i_atrVolatilityLength) * i_atrVolatilityMinimumMultiplier)
atrLongVolatilityMaximumPrice = i_atrVolatilitySource + (ta.atr(i_atrVolatilityLength) * i_atrVolatilityMaximumMultiplier)
barIsVolatileLong = (close[0] >= open[0]) and (close[0] >= atrLongVolatilityMinimumPrice[1]) and (close[0] < atrLongVolatilityMaximumPrice[1])

if barIsVolatileLong or barIsVolatileLong[1]
    volatilityLongCondition := false

atrShortVolatilityMinimumPrice = i_atrVolatilitySource - (ta.atr(i_atrVolatilityLength) * i_atrVolatilityMinimumMultiplier)
atrShortVolatilityMaximumPrice = i_atrVolatilitySource - (ta.atr(i_atrVolatilityLength) * i_atrVolatilityMaximumMultiplier)
barIsVolatileShort = (close[0] <= open[0]) and (close[0] <= atrShortVolatilityMinimumPrice[1]) and (close[0] > atrShortVolatilityMaximumPrice[1])

if barIsVolatileShort or barIsVolatileShort[1]
    volatilityShortCondition := false

// Curie Closing Lines substrategy
curieHighClosingMa = f_Ma (i_curieHighClosingMaType, i_curieHighClosingMaSource, i_curieHighClosingMaLength, 0, 0)
curieLowClosingMa = f_Ma (i_curieLowClosingMaType, i_curieLowClosingMaSource, i_curieLowClosingMaLength, 0, 0)

curieHighestClosingMA = ta.highest(curieHighClosingMa, i_curieHighestClosingMaLength)
curieLowestClosingMA = ta.lowest(curieLowClosingMa, i_curieLowestClosingMaLength)

// Too old logic
tooOldOrderLongCloseAdvice = getTooOldOrderLongCloseAdvice ()
tooOldOrderShortCloseAdvice = getTooOldOrderShortCloseAdvice ()

// RSI protection substrategy
rsiProtectionLongCondition = true
rsiProtectionShortCondition = true

float currentTimeframeProtectionRsi = ta.rsi(i_RSIProtectionSource, i_RSIProtectionLength)
float higherTimeframeProtectionRsi = request.security(syminfo.tickerid, i_RSIProtectionCustomTimeframe, ta.rsi(i_RSIProtectionSource, i_RSIProtectionLength))

float protectionRsi = na
if (i_enableRSIProtectionCustomTimeframe)
    protectionRsi := higherTimeframeProtectionRsi
else
    protectionRsi := currentTimeframeProtectionRsi

float longRSIProtectionLevel = na
float shortRSIProtectionLevel = na

longRSIProtectionLevel := i_longRSIProtectionLevel
shortRSIProtectionLevel := i_shortRSIProtectionLevel

if (protectionRsi > longRSIProtectionLevel)
    rsiProtectionLongCondition := false
if (protectionRsi < shortRSIProtectionLevel)
    rsiProtectionShortCondition := false

// RSI Closing substrategy
float currentTimeframeClosingRsi = ta.rsi(i_RSIClosingSource, i_RSIClosingLength)
float higherTimeframeClosingRsi = request.security(syminfo.tickerid, i_RSIClosingCustomTimeframe, ta.rsi(i_RSIClosingSource, i_RSIClosingLength))

float closingRsi = na
if (i_enableRSIClosingCustomTimeframe)
    closingRsi := higherTimeframeClosingRsi
else
    closingRsi := currentTimeframeClosingRsi

float longRSIClosingLevel = na
float shortRSIClosingLevel = na

float longPreAutoRSIClosingLevel = math.max(closingRsi, i_longRSIClosingAutoBarsNumber)
float shortPreAutoRSIClosingLevel = math.min(closingRsi, i_shortRSIClosingAutoBarsNumber)
float longAutoRSIClosingLevel = longPreAutoRSIClosingLevel[i_longRSIClosingLookbackBarsNumber]
float shortAutoRSIClosingLevel = shortPreAutoRSIClosingLevel[i_shortRSIClosingLookbackBarsNumber]

if (i_enableLongRSIClosingAutoLevel)
    longRSIClosingLevel := longAutoRSIClosingLevel
else
    longRSIClosingLevel := i_longRSIClosingLevel

if (i_enableShortRSIClosingAutoLevel)
    shortRSIClosingLevel := shortAutoRSIClosingLevel
else
    shortRSIClosingLevel := i_shortRSIClosingLevel

// ADX protection substrategy
adxProtectionLongCondition = true
adxProtectionShortCondition = true

[currentTimeframeProtectionDiPlus, currentTimeframeProtectionDiMinus, currentTimeframeProtectionAdx] = ta.dmi(i_ADXProtectionDiLength, i_ADXProtectionSmoothing)
[higherTimeframeProtectionDiPlus, higherTimeframeProtectionDiMinus, higherTimeframeProtectionAdx] = request.security(syminfo.tickerid, i_ADXProtectionCustomTimeframe, ta.dmi(i_ADXProtectionDiLength, i_ADXProtectionSmoothing))

float protectionAdx = na
if (i_enableADXProtectionCustomTimeframe)
    protectionAdx := higherTimeframeProtectionAdx
else
    protectionAdx := currentTimeframeProtectionAdx

float longADXProtectionMinimumLevel = na
float longADXProtectionMaximumLevel = na
float shortADXProtectionMinimumLevel = na
float shortADXProtectionMaximumLevel = na

longADXProtectionMinimumLevel := i_longADXProtectionMinimum
longADXProtectionMaximumLevel := i_longADXProtectionMaximum

shortADXProtectionMinimumLevel := i_shortADXProtectionMinimum
shortADXProtectionMaximumLevel := i_shortADXProtectionMaximum

if ((protectionAdx < longADXProtectionMinimumLevel) or (protectionAdx >= longADXProtectionMaximumLevel))
    adxProtectionLongCondition := false
if ((protectionAdx < shortADXProtectionMinimumLevel) or (protectionAdx >= shortADXProtectionMaximumLevel))
    adxProtectionShortCondition := false
// Template substrategies - END

// ImplementedStrategy substrategies - BEGIN

// Virtual Trailering Position - BEGIN

f_getTraileringData(p_virtTraileringOffset, p_virtLongMaximumProfitPrice, p_virtLongMaximumLossPrice, p_virtShortMaximumProfitPrice, p_virtShortMaximumLossPrice, p_traileringAtrLongTakeProfitPrice, p_traileringAtrShortTakeProfitPrice, p_virtLongTakeProfit, p_virtShortTakeProfit, p_virtExpectedTakeProfit, p_resetVirtVariables, p_virtInsideAPosition, p_virtPositionPrice, p_virtLongTakeProfitIsReached_1, p_virtShortTakeProfitIsReached_1, p_virtTraileringBoth_1, p_virtInsideAPosition_1, p_virtLongMaximumProfitPrice_1, p_virtShortMaximumProfitPrice_1, p_virtLongMaximumLossPrice_1, p_virtShortMaximumLossPrice_1, p_virtLongTakeProfit_1, p_virtShortTakeProfit_1, p_currentTraileringAtrLongTakeProfitPrice, p_currentTraileringAtrShortTakeProfitPrice, p_traileringCurrentLowest, p_traileringCurrentHighest, p_virtExtremeLowestPrice, p_virtExtremeHighestPrice)=>

    _traileringAtrIsPossible = bar_index >= i_traileringAtrTakeProfitLength

    bool _virtTraileringBoth = false
    _virtTraileringBoth := (bar_index + p_virtTraileringOffset) % i_virtTraileringPeriod == 0
    _virtTraileringBoth := _virtTraileringBoth and _traileringAtrIsPossible

    float _virtLongMaximumProfitExcursion = 0.0
    float _virtLongMaximumProfitPrice = p_virtLongMaximumProfitPrice
    float _virtLongMaximumLossExcursion = 0.0
    float _virtLongMaximumLossPrice = p_virtLongMaximumLossPrice

    float _virtShortMaximumProfitExcursion = 0.0
    float _virtShortMaximumProfitPrice = p_virtShortMaximumProfitPrice
    float _virtShortMaximumLossExcursion = 0.0
    float _virtShortMaximumLossPrice = p_virtShortMaximumLossPrice

    float _traileringAtrLongTakeProfitPrice = p_traileringAtrLongTakeProfitPrice
    float _traileringAtrShortTakeProfitPrice = p_traileringAtrShortTakeProfitPrice

    float _virtLongTakeProfit = p_virtLongTakeProfit
    float _virtShortTakeProfit = p_virtShortTakeProfit
    float _virtExpectedTakeProfit = p_virtExpectedTakeProfit

    bool _resetVirtVariables = p_resetVirtVariables

    _virtLongTakeProfitIsReached = (_virtLongTakeProfit >= low) and (_virtLongTakeProfit <= high)
    _virtShortTakeProfitIsReached =  (_virtShortTakeProfit >= low) and (_virtShortTakeProfit <= high)

    bool _virtInsideAPosition = p_virtInsideAPosition
    float _virtPositionPrice = p_virtPositionPrice
    float _virtExtremeLowestPrice = p_virtExtremeLowestPrice
    float _virtExtremeHighestPrice = p_virtExtremeHighestPrice

    if (not (p_virtLongTakeProfitIsReached_1 or p_virtShortTakeProfitIsReached_1))
        if ((not insideASellOrder) and (not insideABuyOrder))
            if ((not p_virtTraileringBoth_1) and (_virtTraileringBoth))
                if (_virtInsideAPosition)
                    _resetVirtVariables := true
                _virtInsideAPosition := true
                _virtPositionPrice := close
                _virtExtremeLowestPrice := p_traileringCurrentLowest
                _virtExtremeHighestPrice := p_traileringCurrentHighest

    if (p_virtInsideAPosition_1 and (_virtLongTakeProfitIsReached or _virtShortTakeProfitIsReached))
        _virtInsideAPosition := false

    if (not _virtInsideAPosition) or ((not p_virtInsideAPosition_1) and _virtInsideAPosition) or _resetVirtVariables
        _traileringAtrLongTakeProfitPrice := p_currentTraileringAtrLongTakeProfitPrice
        _traileringAtrShortTakeProfitPrice := p_currentTraileringAtrShortTakeProfitPrice
        _virtLongTakeProfit := _traileringAtrLongTakeProfitPrice
        _virtShortTakeProfit := _traileringAtrShortTakeProfitPrice

    // maximumProfitExcursion - BEGIN

    // Long
    if ((not p_virtInsideAPosition_1) and _virtInsideAPosition)
        if (close >= _virtPositionPrice)
            _virtLongMaximumProfitPrice := close
        else
            _virtLongMaximumProfitPrice := _virtPositionPrice
    else if (_virtInsideAPosition)
        if (close >= p_virtLongMaximumProfitPrice_1)
            _virtLongMaximumProfitPrice := close
    _virtLongMaximumProfitExcursion := math.abs(_virtLongMaximumProfitPrice - _virtPositionPrice)

    // Short
    if ((not p_virtInsideAPosition_1) and _virtInsideAPosition)
        if (close <= _virtPositionPrice)
            _virtShortMaximumProfitPrice := close
        else
            _virtShortMaximumProfitPrice := _virtPositionPrice
    else if (_virtInsideAPosition)
        if (close <= p_virtShortMaximumProfitPrice_1)
            _virtShortMaximumProfitPrice := close
    _virtShortMaximumProfitExcursion := math.abs(_virtShortMaximumProfitPrice - _virtPositionPrice)

    // maximumProfitExcursion - END

    // maximumLossExcursion - BEGIN

    // Long
    if (_resetVirtVariables or ((not p_virtInsideAPosition_1) and _virtInsideAPosition))
        if (close <= _virtPositionPrice)
            _virtLongMaximumLossPrice := close
        else
            _virtLongMaximumLossPrice := _virtPositionPrice
    else if (_virtInsideAPosition)
        if (close <= p_virtLongMaximumLossPrice_1)
            _virtLongMaximumLossPrice := close
    _virtLongMaximumLossExcursion := math.abs(_virtLongMaximumLossPrice - _virtPositionPrice)

    // Short
    if (_resetVirtVariables or ((not p_virtInsideAPosition_1) and _virtInsideAPosition))
        if (close >= _virtPositionPrice)
            _virtShortMaximumLossPrice := close
        else
            _virtShortMaximumLossPrice := _virtPositionPrice
    else if (_virtInsideAPosition)
        if (close >= p_virtShortMaximumLossPrice_1)
            _virtShortMaximumLossPrice := close
    _virtShortMaximumLossExcursion := math.abs(_virtShortMaximumLossPrice - _virtPositionPrice)

    if _resetVirtVariables
        _resetVirtVariables := false

    // maximumLossExcursion - END

    if (_virtInsideAPosition)
        // Long
        _virtExpectedTakeProfit := _traileringAtrLongTakeProfitPrice + ((i_virtTakeProfitMaximumProfitExcursionRatio * _virtLongMaximumProfitExcursion) - (i_virtTakeProfitMaximumLossExcursionRatio * _virtLongMaximumLossExcursion))
        if (_virtExpectedTakeProfit >= (_virtPositionPrice * (1 + i_breakEvenPerOne)))
            _virtLongTakeProfit := _virtExpectedTakeProfit
        else
            _virtLongTakeProfit := p_virtLongTakeProfit_1
        // Short
        _virtExpectedTakeProfit := _traileringAtrShortTakeProfitPrice - ((i_virtTakeProfitMaximumProfitExcursionRatio * _virtShortMaximumProfitExcursion) - (i_virtTakeProfitMaximumLossExcursionRatio * _virtShortMaximumLossExcursion))
        if (_virtExpectedTakeProfit <= (_virtPositionPrice * (1 - i_breakEvenPerOne)))
            _virtShortTakeProfit := _virtExpectedTakeProfit
        else
            _virtShortTakeProfit := p_virtShortTakeProfit_1
    [_virtLongMaximumProfitPrice, _virtLongMaximumLossPrice, _virtShortMaximumProfitPrice, _virtShortMaximumLossPrice, _traileringAtrLongTakeProfitPrice, _traileringAtrShortTakeProfitPrice, _virtLongTakeProfit, _virtShortTakeProfit, _virtExpectedTakeProfit, _resetVirtVariables, _virtInsideAPosition, _virtPositionPrice, _virtLongTakeProfitIsReached, _virtShortTakeProfitIsReached, _virtTraileringBoth, _virtExtremeLowestPrice, _virtExtremeHighestPrice]

// Virtual Trailering Position - END

// Trailering substrategy - BEGIN

traileringCurrentLowest = ta.lowest(low,i_lowestTakeProfitLength)
traileringCurrentHighest = ta.highest(high,i_highestTakeProfitLength)

currentTraileringAtrLongTakeProfitPrice = i_traileringAtrTakeProfitSource + (ta.atr(i_traileringAtrTakeProfitLength) * i_traileringAtrTakeProfitMultiplier)
currentTraileringAtrShortTakeProfitPrice = i_traileringAtrTakeProfitSource - (ta.atr(i_traileringAtrTakeProfitLength) * i_traileringAtrTakeProfitMultiplier)

bool traileringLongBet = false
bool traileringShortBet = false

for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    // Read from traileringStatus - BEGIN
    float virtLongMaximumProfitPrice = array.get(traileringStatus, virtTraileringOffset).virtLongMaximumProfitPrice
    float virtLongMaximumLossPrice = array.get(traileringStatus, virtTraileringOffset).virtLongMaximumLossPrice
    float virtShortMaximumProfitPrice = array.get(traileringStatus, virtTraileringOffset).virtShortMaximumProfitPrice
    float virtShortMaximumLossPrice = array.get(traileringStatus, virtTraileringOffset).virtShortMaximumLossPrice
    float traileringAtrLongTakeProfitPrice = array.get(traileringStatus, virtTraileringOffset).traileringAtrLongTakeProfitPrice
    float traileringAtrShortTakeProfitPrice = array.get(traileringStatus, virtTraileringOffset).traileringAtrShortTakeProfitPrice
    float virtLongTakeProfit = array.get(traileringStatus, virtTraileringOffset).virtLongTakeProfit
    float virtShortTakeProfit = array.get(traileringStatus, virtTraileringOffset).virtShortTakeProfit
    float virtExpectedTakeProfit = array.get(traileringStatus, virtTraileringOffset).virtExpectedTakeProfit
    bool resetVirtVariables = array.get(traileringStatus, virtTraileringOffset).resetVirtVariables
    bool virtInsideAPosition = array.get(traileringStatus, virtTraileringOffset).virtInsideAPosition
    float virtPositionPrice = array.get(traileringStatus, virtTraileringOffset).virtPositionPrice
    float virtExtremeLowestPrice = array.get(traileringStatus, virtTraileringOffset).virtExtremeLowestPrice
    float virtExtremeHighestPrice = array.get(traileringStatus, virtTraileringOffset).virtExtremeHighestPrice

    bool virtLongTakeProfitIsReached_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtLongTakeProfitIsReached)
    bool virtShortTakeProfitIsReached_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtShortTakeProfitIsReached)
    bool virtTraileringBoth_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtTraileringBoth)
    bool virtInsideAPosition_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtInsideAPosition)
    float virtLongMaximumProfitPrice_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtLongMaximumProfitPrice)
    float virtShortMaximumProfitPrice_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtShortMaximumProfitPrice)
    float virtLongMaximumLossPrice_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtLongMaximumLossPrice)
    float virtShortMaximumLossPrice_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtShortMaximumLossPrice)
    float virtLongTakeProfit_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtLongTakeProfit)
    float virtShortTakeProfit_1 = (array.get(traileringStatus_1, virtTraileringOffset).virtShortTakeProfit)

    // Read from traileringStatus - END

    [tmpVirtLongMaximumProfitPrice, tmpVirtLongMaximumLossPrice, tmpVirtShortMaximumProfitPrice, tmpVirtShortMaximumLossPrice, tmpTraileringAtrLongTakeProfitPrice, tmpTraileringAtrShortTakeProfitPrice, tmpVirtLongTakeProfit, tmpVirtShortTakeProfit, tmpVirtExpectedTakeProfit, tmpResetVirtVariables, tmpVirtInsideAPosition, tmpVirtPositionPrice, tmpVirtLongTakeProfitIsReached, tmpVirtShortTakeProfitIsReached, tmpVirtTraileringBoth, tmpVirtExtremeLowestPrice, tmpVirtExtremeHighestPrice] = f_getTraileringData(virtTraileringOffset, virtLongMaximumProfitPrice, virtLongMaximumLossPrice, virtShortMaximumProfitPrice, virtShortMaximumLossPrice, traileringAtrLongTakeProfitPrice, traileringAtrShortTakeProfitPrice, virtLongTakeProfit, virtShortTakeProfit, virtExpectedTakeProfit, resetVirtVariables, virtInsideAPosition, virtPositionPrice, virtLongTakeProfitIsReached_1, virtShortTakeProfitIsReached_1, virtTraileringBoth_1, virtInsideAPosition_1, virtLongMaximumProfitPrice_1, virtShortMaximumProfitPrice_1, virtLongMaximumLossPrice_1, virtShortMaximumLossPrice_1, virtLongTakeProfit_1, virtShortTakeProfit_1, currentTraileringAtrLongTakeProfitPrice, currentTraileringAtrShortTakeProfitPrice, traileringCurrentLowest, traileringCurrentHighest, virtExtremeLowestPrice, virtExtremeHighestPrice)

    // Save into traileringStatus (1/2) - BEGIN
    traileringStatusType updatedCurrentTraileringStatus = traileringStatusType.new()
    updatedCurrentTraileringStatus := array.get(traileringStatus, virtTraileringOffset)

    updatedCurrentTraileringStatus.virtLongMaximumProfitPrice := tmpVirtLongMaximumProfitPrice
    updatedCurrentTraileringStatus.virtLongMaximumLossPrice := tmpVirtLongMaximumLossPrice
    updatedCurrentTraileringStatus.virtShortMaximumProfitPrice := tmpVirtShortMaximumProfitPrice
    updatedCurrentTraileringStatus.virtShortMaximumLossPrice := tmpVirtShortMaximumLossPrice
    updatedCurrentTraileringStatus.traileringAtrLongTakeProfitPrice := tmpTraileringAtrLongTakeProfitPrice
    updatedCurrentTraileringStatus.traileringAtrShortTakeProfitPrice := tmpTraileringAtrShortTakeProfitPrice
    updatedCurrentTraileringStatus.virtLongTakeProfit := tmpVirtLongTakeProfit
    updatedCurrentTraileringStatus.virtShortTakeProfit := tmpVirtShortTakeProfit
    updatedCurrentTraileringStatus.virtExpectedTakeProfit := tmpVirtExpectedTakeProfit
    updatedCurrentTraileringStatus.resetVirtVariables := tmpResetVirtVariables
    updatedCurrentTraileringStatus.virtInsideAPosition := tmpVirtInsideAPosition
    updatedCurrentTraileringStatus.virtPositionPrice := tmpVirtPositionPrice
    updatedCurrentTraileringStatus.virtExtremeLowestPrice := tmpVirtExtremeLowestPrice
    updatedCurrentTraileringStatus.virtExtremeHighestPrice := tmpVirtExtremeHighestPrice

    updatedCurrentTraileringStatus.virtLongTakeProfitIsReached := tmpVirtLongTakeProfitIsReached
    updatedCurrentTraileringStatus.virtShortTakeProfitIsReached := tmpVirtShortTakeProfitIsReached
    updatedCurrentTraileringStatus.virtTraileringBoth := tmpVirtTraileringBoth

    // Save into traileringStatus (1/2) - END

    traileringLongBet := (array.get(traileringStatus, virtTraileringOffset).virtInsideAPosition)[1] and tmpVirtShortTakeProfitIsReached and (close <= (array.get(traileringStatus, virtTraileringOffset).virtPositionPrice)) and ((array.get(traileringStatus, virtTraileringOffset).virtPositionPrice) >= (close * (1 + i_breakEvenPerOne)))
    traileringShortBet := (array.get(traileringStatus, virtTraileringOffset).virtInsideAPosition)[1] and tmpVirtLongTakeProfitIsReached and (close >= (array.get(traileringStatus, virtTraileringOffset).virtPositionPrice)) and ((array.get(traileringStatus, virtTraileringOffset).virtPositionPrice) <= (close * (1 - i_breakEvenPerOne)))

    // Save into traileringStatus (2/2) - BEGIN
    updatedCurrentTraileringStatus.traileringLongBet := traileringLongBet
    updatedCurrentTraileringStatus.traileringShortBet := traileringShortBet

    array.set(traileringStatus, virtTraileringOffset, traileringStatusType.copy(updatedCurrentTraileringStatus))
    // Save into traileringStatus (2/2) - END

for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    traileringStatusType copyCurrentTraileringStatus = traileringStatusType.new()
    copyCurrentTraileringStatus := array.get(traileringStatus, virtTraileringOffset)
    array.set(traileringStatus_1, virtTraileringOffset, traileringStatusType.copy(copyCurrentTraileringStatus))

// Trailering substrategy - END

bool traileringLong = false
bool traileringShort = false

int virtTraileringLongConsensus = 0
int virtTraileringShortConsensus = 0
for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    if (array.get(traileringStatus, virtTraileringOffset).traileringLongBet)
        virtTraileringLongConsensus := virtTraileringLongConsensus + 1
    if (array.get(traileringStatus, virtTraileringOffset).traileringShortBet)
        virtTraileringShortConsensus := virtTraileringShortConsensus + 1

if ((virtTraileringLongConsensus >= i_virtTraileringLongMinimumConsensus1) and (virtTraileringLongConsensus <= i_virtTraileringLongMaximumConsensus1))
     or
     ((virtTraileringLongConsensus >= i_virtTraileringLongMinimumConsensus2) and (virtTraileringLongConsensus <= i_virtTraileringLongMaximumConsensus2))
     or
     ((virtTraileringLongConsensus >= i_virtTraileringLongMinimumConsensus3) and (virtTraileringLongConsensus <= i_virtTraileringLongMaximumConsensus3))
    traileringLong := true

if ((virtTraileringShortConsensus >= i_virtTraileringShortMinimumConsensus1) and (virtTraileringShortConsensus <= i_virtTraileringShortMaximumConsensus1))
     or
     ((virtTraileringShortConsensus >= i_virtTraileringShortMinimumConsensus2) and (virtTraileringShortConsensus <= i_virtTraileringShortMaximumConsensus2))
     or
     ((virtTraileringShortConsensus >= i_virtTraileringShortMinimumConsensus3) and (virtTraileringShortConsensus <= i_virtTraileringShortMaximumConsensus3))
    traileringShort := true

// Trailering Protection - BEGIN

int longLookBackConsensus = 0
for nLookback = 0 to i_traileringShortProtectionLookback
    longLookBackConsensus := longLookBackConsensus + virtTraileringLongConsensus[nLookback]

int shortLookBackConsensus = 0
for nLookback = 0 to i_traileringLongProtectionLookback
    shortLookBackConsensus := shortLookBackConsensus + virtTraileringShortConsensus[nLookback]

if (i_enableTraileringLongProtection)
    traileringLong := traileringLong and (not (shortLookBackConsensus >= i_traileringLongProtectionConsensusMinimum))

if (i_enableTraileringShortProtection)
    traileringShort := traileringShort and (not (longLookBackConsensus >= i_traileringShortProtectionConsensusMinimum))

// Trailering Protection - END

// virtPositionPriceMedian calculus - BEGIN

bool newVirtLongPositionPriceMedian = false
virtLongPositionPriceArray = array.new_float()
for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    if (array.get(traileringStatus, virtTraileringOffset).traileringLongBet)
        array.push(virtLongPositionPriceArray, (array.get(traileringStatus, virtTraileringOffset).virtPositionPrice))
        newVirtLongPositionPriceMedian := true

bool newVirtShortPositionPriceMedian = false
virtShortPositionPriceArray = array.new_float()
for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    if (array.get(traileringStatus, virtTraileringOffset).traileringShortBet)
        array.push(virtShortPositionPriceArray, (array.get(traileringStatus, virtTraileringOffset).virtPositionPrice))
        newVirtShortPositionPriceMedian := true

bool newVirtLongExtremePriceMedian = false
virtLongExtremePriceArray = array.new_float()
for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    if (array.get(traileringStatus, virtTraileringOffset).traileringLongBet)
        array.push(virtLongExtremePriceArray, (array.get(traileringStatus, virtTraileringOffset).virtExtremeLowestPrice))
        newVirtLongExtremePriceMedian := true

bool newVirtShortExtremePriceMedian = false
virtShortExtremePriceArray = array.new_float()
for virtTraileringOffset = 0 to (i_virtTraileringPeriod - 1)
    if (array.get(traileringStatus, virtTraileringOffset).traileringShortBet)
        array.push(virtShortExtremePriceArray, (array.get(traileringStatus, virtTraileringOffset).virtExtremeHighestPrice))
        newVirtShortExtremePriceMedian := true

var float virtPositionPriceMedian = close

if (i_enableTraileringExtremeTakeProfit)
    if (newVirtShortExtremePriceMedian)
        virtPositionPriceMedian := array.max(virtShortExtremePriceArray)
    if (newVirtLongExtremePriceMedian)
        virtPositionPriceMedian := array.min(virtLongExtremePriceArray)
else // Classic Median Calculus
    if (newVirtShortPositionPriceMedian)
        virtPositionPriceMedian := array.median(virtShortPositionPriceArray)
    if (newVirtLongPositionPriceMedian)
        virtPositionPriceMedian := array.median(virtLongPositionPriceArray)

if (i_enableTraileringExtremeTakeProfit)
    traileringLong := traileringLong and (virtPositionPriceMedian >= (close + (i_minimumLongTakeProfit * 0.01 * close)))
    traileringShort := traileringShort and (virtPositionPriceMedian <= (close - (i_minimumShortTakeProfit * 0.01 * close)))

// virtPositionPriceMedian calculus - END

// Volume Bounce substrategy - BEGIN

bool volumeBounceLong = false
bool volumeBounceShort = false

volumeBounceRatio = volume / volume[1]

volumeBounceLong := (volumeBounceRatio >= i_volumeBounceMinimumRatio) and (volumeBounceRatio <= i_volumeBounceMaximumRatio)
volumeBounceShort := (volumeBounceRatio >= i_volumeBounceMinimumRatio) and (volumeBounceRatio <= i_volumeBounceMaximumRatio)

// Volume Bounce substrategy - END

// bodyOutlier substrategy - BEGIN

absoluteBodyRange =  math.abs(bodyRange())
averageBodyRange = ta.alma(absoluteBodyRange, i_bodyRangeAlmaLength ,i_bodyRangeAlmaOff ,i_bodyRangeAlmaSig)

bodyRangeLong = bodyRange()  <= -averageBodyRange and(bodyRange() <= -i_bodyRangeFilter)
bodyRangeShort = bodyRange()  >= averageBodyRange and (bodyRange() >= i_bodyRangeFilter)

// bodyOutlier substrategy - END

// ImplementedStrategy substrategies - END

// Common Logic to go LONG/LONG or go SHORT/SHORT - BEGIN
// Define here your, at most, 5 long conditions. Use false if not used. - BEGIN
bool longCondition1 = traileringLong
bool longCondition2 = bodyRangeLong
bool longCondition3 = false
bool longCondition4 = false
bool longCondition5 = false
// Define here your, at most, 5 long conditions. Use false if not used. - END

// Define here your, at most, 5 short conditions. Use false if not used. - BEGIN
bool shortCondition1 = traileringShort
bool shortCondition2 = bodyRangeShort
bool shortCondition3 = false
bool shortCondition4 = false
bool shortCondition5 = false
// Define here your, at most, 5 short conditions. Use false if not used. - END

bool longCondition1Found = false
bool longCondition2Found = false
bool longCondition3Found = false
bool longCondition4Found = false
bool longCondition5Found = false

bool shortCondition1Found = false
bool shortCondition2Found = false
bool shortCondition3Found = false
bool shortCondition4Found = false
bool shortCondition5Found = false


longConditions = 0
shortConditions = 0
for i = (i_subStrategiesLookback - 1) to 0
    if longCondition1[i]
        longCondition1Found := true
    if longCondition2[i]
        longCondition2Found := true
    if longCondition3[i]
        longCondition3Found := true
    if longCondition4[i]
        longCondition4Found := true
    if longCondition5[i]
        longCondition5Found := true
    if shortCondition1[i]
        shortCondition1Found := true
    if shortCondition2[i]
        shortCondition2Found := true
    if shortCondition3[i]
        shortCondition3Found := true
    if shortCondition4[i]
        shortCondition4Found := true
    if shortCondition5[i]
        shortCondition5Found := true

if longCondition1Found
    longConditions := longConditions + 1
if longCondition2Found
    longConditions := longConditions + 1
if longCondition3Found
    longConditions := longConditions + 1
if longCondition4Found
    longConditions := longConditions + 1
if longCondition5Found
    longConditions := longConditions + 1
if shortCondition1Found
    shortConditions := shortConditions + 1
if shortCondition2Found
    shortConditions := shortConditions + 1
if shortCondition3Found
    shortConditions := shortConditions + 1
if shortCondition4Found
    shortConditions := shortConditions + 1
if shortCondition5Found
    shortConditions := shortConditions + 1

bool longCondition = na
bool shortCondition = na

longCondition := (longConditions >= i_subStrategiesMinimum)
shortCondition := (shortConditions >= i_subStrategiesMinimum)

if i_enableVolatilityProtection
    longCondition := longCondition and volatilityLongCondition
    shortCondition := shortCondition and volatilityShortCondition

if (i_higherTimeframeTrendMaEnforce)
    longCondition := longCondition and higherTimeframeTrendMaLong
    shortCondition := shortCondition and higherTimeframeTrendMaShort

if (i_enableLongRSIProtection)
    longCondition := longCondition and rsiProtectionLongCondition
if (i_enableShortRSIProtection)
    shortCondition := shortCondition and rsiProtectionShortCondition

if (i_enableLongADXProtection)
    longCondition := longCondition and adxProtectionLongCondition
if (i_enableShortADXProtection)
    shortCondition := shortCondition and adxProtectionShortCondition
// Common Logic to go LONG/LONG or go SHORT/SHORT - END

// Volatility - Plot - BEGIN
atrVolatilityColor = i_showAtrVolatilityMultiplier ? color.maroon : na
atrLongVolatilityMinimumPricePlot = plot(atrLongVolatilityMinimumPrice, color = atrVolatilityColor, title = "Long Volatility Minimum Price")
atrShortVolatilityMinimumPricePlot = plot(atrShortVolatilityMinimumPrice, color = atrVolatilityColor, title = "Short Volatility Minimum Price")
atrLongVolatilityMaximumPricePlot = plot(atrLongVolatilityMaximumPrice, color = atrVolatilityColor, title = "Long Volatility Maximum Price")
atrShortVolatilityMaximumPricePlot = plot(atrShortVolatilityMaximumPrice, color = atrVolatilityColor, title = "Short Volatility Maximum Price")
// Volatility - Plot - END

// Curie Closing Lines - Plot - BEGIN
curieHighestClosingLowestColor = i_showCurieClosingLines ? color.yellow : na
curieHighestClosingMAPlot = plot(curieHighestClosingMA, color = curieHighestClosingLowestColor, title = 'Upper Curie Closing line')
curieLowestClosingMAPlot = plot(curieLowestClosingMA, color = curieHighestClosingLowestColor, title = 'Lower Curie Closing Line')
// Curie Closing Lines - Plot - END

// Higher Timeframe Trend - Plot - BEGIN
higherTimeframeTrendMaLongColor = i_showHigherTimeframeTrendMa ? color.new(#00c3ff, transp=0) : na
higherTimeframeTrendMaShortColor = i_showHigherTimeframeTrendMa ? color.new(#ff0062, transp=0) : na
plotshape(higherTimeframeTrendMaLong, title='SideMA Up', style=shape.arrowup, color=higherTimeframeTrendMaLongColor, location=location.top)
plotshape(higherTimeframeTrendMaShort, title='SideMA Down', style=shape.arrowdown, color=higherTimeframeTrendMaShortColor, location=location.top)
// Higher Timeframe Trend - Plot - END

// ImplementedStrategy - Plot - BEGIN

// Virtual Trailering - Plot - BEGIN

float virtLongTakeProfitPlotPrice = na
float virtShortTakeProfitPlotPrice = na

virtLongTakeProfitPlotPrice := ((array.get(traileringStatus, i_virtTraileringPlotOffset).virtInsideAPosition) and i_enableVirtTraileringDebug) ? (array.get(traileringStatus, i_virtTraileringPlotOffset).virtLongTakeProfit) : na
virtShortTakeProfitPlotPrice := ((array.get(traileringStatus, i_virtTraileringPlotOffset).virtInsideAPosition) and i_enableVirtTraileringDebug) ? (array.get(traileringStatus, i_virtTraileringPlotOffset).virtShortTakeProfit) : na

longTakeProfitPricePlot = plot(virtLongTakeProfitPlotPrice, color=color.yellow, style=plot.style_linebr, title="(L) Virtual Take Profit Price")
shortTakeProfitPricePlot = plot(virtShortTakeProfitPlotPrice, color=color.yellow, style=plot.style_linebr, title="(S) Virtual Take Profit Price")

plotchar(virtTraileringLongConsensus, "virtTraileringLongConsensus", "", location = location.top)
plotchar(virtTraileringShortConsensus, "virtTraileringShortConsensus", "", location = location.top)

// Virtual Trailering - Plot - END

// ImplementedStrategy - Plot - END

// Position price calculation - BEGIN
float positionPrice = na
if (insideASellOrder or insideABuyOrder)
    positionPrice := strategy.position_avg_price
else
    positionPrice := close
    // Make sure to reset breakeven triggered if we are not in an order
    breakEvenTriggered := false
    breakEvenNeedsTrigger := false
    customBreakEvenNeedsTrigger := false
    
// Position price calculation - END

tooRecentOrderNotOpenAdvice = f_getTooRecentOrderNotOpenAdvice (lastOrderOpenBarTime)

// Decide if we are going to LONG/Go LONG - BEGIN
PRE_LONG = false
if (i_tooRecentMinutesNumber == 0)
    PRE_LONG := onStartTimeInterval and dayOfWeekAllowed and longCondition
else
    PRE_LONG := onStartTimeInterval and dayOfWeekAllowed and longCondition and (not tooRecentOrderNotOpenAdvice)

// LONG = PRE_LONG[1] and PRE_LONG // Wait for confirmation
LONG = PRE_LONG // Do not wait for confirmation

// Decide if we are going to LONG/Go LONG - END

// Decide if we are going to SHORT/Go SHORT - BEGIN
PRE_SHORT = false
if (i_tooRecentMinutesNumber == 0)
    PRE_SHORT := onStartTimeInterval and dayOfWeekAllowed and shortCondition
else
    PRE_SHORT := onStartTimeInterval and dayOfWeekAllowed and shortCondition and (not tooRecentOrderNotOpenAdvice)

// SHORT = PRE_SHORT[1] and PRE_SHORT // Wait for confirmation
SHORT = PRE_SHORT // Do not wait for confirmation

// Decide if we are going to SHORT/Go SHORT - END

// Decide if a LONG/LONG entry should be closed - BEGIN
LONG_CLOSE = false

if (not i_enableLongStrictStrategy)
    LONG_CLOSE := LONG_CLOSE or shortCondition

if i_enableCurieClosingLines
    LONG_CLOSE := LONG_CLOSE or ( ta.crossunder(i_curieSource, curieHighestClosingMA) and (close >= (positionPrice * (1 + i_breakEvenPerOne))) )

if i_enableTooOldLongOrderClose
    LONG_CLOSE := LONG_CLOSE or tooOldOrderLongCloseAdvice

if i_enableLongRSIClosing
    LONG_CLOSE := LONG_CLOSE or ( ta.crossunder(closingRsi, longRSIClosingLevel) )

// Let's make sure LONG does not trigger if LONG_CLOSE would tell us to close the LONG
if (offStopTimeInterval)
    LONG_CLOSE := true

if LONG_CLOSE
    LONG := false
// Decide if a LONG/LONG entry should be closed - END

// Decide if a SHORT/SHORT entry should be closed - BEGIN
SHORT_CLOSE = false

if (not i_enableLongStrictStrategy)
    SHORT_CLOSE := SHORT_CLOSE or longCondition

if i_enableCurieClosingLines
    SHORT_CLOSE := SHORT_CLOSE or ( ta.crossover(i_curieSource, curieLowestClosingMA) and (close <= (positionPrice * (1 - i_breakEvenPerOne))) )

if i_enableTooOldShortOrderClose
    SHORT_CLOSE := SHORT_CLOSE or tooOldOrderShortCloseAdvice

if i_enableShortRSIClosing
    SHORT_CLOSE := SHORT_CLOSE or ( ta.crossover(closingRsi, shortRSIClosingLevel) )

// Let's make sure SHORT does not trigger if SHORT_CLOSE would tell us to close the SHORT
if (offStopTimeInterval)
    SHORT_CLOSE := true

if SHORT_CLOSE
    SHORT := false
// Decide if a SHORT/SHORT entry should be closed - END

// orderStopLoss is just here just in case
// we implement i_longStopLoss and i_shortStopLoss
// in the future
atrLongStopLossPrice = i_atrStopLossSource - (ta.atr(i_atrStopLossLength) * i_atrStopLossMultiplier)
atrShortStopLossPrice = i_atrStopLossSource + (ta.atr(i_atrStopLossLength) * i_atrStopLossMultiplier)

if (i_enableStopLossDefaultLogic)
    if LONG
        if ( i_stopLossType == 'constant' )
            orderStopLossPerOne := i_stopLoss
        else if ( i_stopLossType == 'atr' )
            orderStopLossPerOne := (close - atrLongStopLossPrice) / close

        orderStopLoss := orderStopLossPerOne * 100
    else
        if ( i_stopLossType == 'constant' )
            orderStopLossPerOne := i_stopLoss
        else if ( i_stopLossType == 'atr' )
            orderStopLossPerOne := (atrShortStopLossPrice - close) / atrShortStopLossPrice

        orderStopLoss := orderStopLossPerOne * 100

var float LongBreakEvenTrigger = na
var float ShortBreakEvenTrigger = na

if (i_enableStopLossDefaultLogic)
    if (i_enableRiskBreakevenTriggerRatio)
        i_breakEvenTrigger := orderStopLoss * i_breakevenTriggerRatio
        i_breakEvenTriggerPerOne := i_breakEvenTrigger * 0.01

    if ((not insideABuyOrder[1]) and insideABuyOrder)
        LongBreakEvenTrigger := positionPrice * (1 + i_breakEvenTriggerPerOne)
    if ((not insideASellOrder[1]) and insideASellOrder)
        ShortBreakEvenTrigger := positionPrice * (1 - i_breakEvenTriggerPerOne)

    if (insideABuyOrder and insideABuyOrder[1])
        if ( false )
            customBreakEvenNeedsTrigger := true
    if (insideASellOrder and insideASellOrder[1])
        if ( false )
            customBreakEvenNeedsTrigger := true

    if insideABuyOrder
        if (high >= LongBreakEvenTrigger)
            breakEvenNeedsTrigger := true
    if insideASellOrder
        if (low <= ShortBreakEvenTrigger)
            breakEvenNeedsTrigger := true

    if (insideABuyOrder and LONG_CLOSE)
        breakEvenTriggered := false
        breakEvenNeedsTrigger := false
        customBreakEvenNeedsTrigger := false
    if (insideASellOrder and SHORT_CLOSE)
        breakEvenTriggered := false
        breakEvenNeedsTrigger := false
        customBreakEvenNeedsTrigger := false

// How much to LONG/GO LONG/SHORT/GO SHORT - BEGIN

// Custom take profit and stop loss
var float LongStopLoss = na
var float ShortStopLoss = na

if (i_enableStopLossDefaultLogic)
    // Initial StopLoss value based on last closed candle
    if (i_enableStopLoss and (not insideABuyOrder))
        LongStopLoss := close * (1 - orderStopLossPerOne)
    if (i_enableStopLoss and (not insideASellOrder))
        ShortStopLoss := close * (1 + orderStopLossPerOne)

    // Final StopLoss value based on actual position price
    if (i_enableStopLoss and ((not insideABuyOrder[1]) and (insideABuyOrder)))
        LongStopLoss := positionPrice * (1 - orderStopLossPerOne)
    if (i_enableStopLoss and ((not insideASellOrder[1]) and (insideASellOrder)))
        ShortStopLoss := positionPrice * (1 + orderStopLossPerOne)

    // Make sure LongStopLoss and ShortStopLoss are undefined
    // by default when i_enableStopLoss is set to false
    if (not i_enableStopLoss)
        LongStopLoss := na
        ShortStopLoss := na

    // Override StopLoss with BreakEven if needed
    if ( i_enableBreakEven and insideABuyOrder and (not breakEvenTriggered) and breakEvenNeedsTrigger )
        LongStopLoss := positionPrice * (1 + i_breakEvenPerOne)
    if ( i_enableBreakEven and insideASellOrder and (not breakEvenTriggered) and breakEvenNeedsTrigger )
        ShortStopLoss := positionPrice * (1 - i_breakEvenPerOne)

    if ( i_enableCustomBreakEven and insideABuyOrder and customBreakEvenNeedsTrigger )
        LongStopLoss := positionPrice * (1 + i_breakEvenPerOne)
        customBreakEvenPerOne := (LongStopLoss - close) / close
        customBreakEven := customBreakEvenPerOne * 100
    if ( i_enableCustomBreakEven and insideASellOrder and customBreakEvenNeedsTrigger )
        ShortStopLoss := positionPrice * (1 - i_breakEvenPerOne)
        customBreakEvenPerOne := (close - ShortStopLoss) / ShortStopLoss
        customBreakEven := customBreakEvenPerOne * 100

var float takeProfit = na
var float takeProfitPerOne = na

if (i_enableTakeProfitDefaultLogic)
    if i_enableRiskRewardRatio
        takeProfit := orderStopLoss * i_positionRatio
        takeProfitPerOne := takeProfit / 100
    else
        takeProfit := i_takeProfit
        takeProfitPerOne := i_takeProfitPerOne

var float LongTakeProfit = na
var float ShortTakeProfit = na

if (i_enableTakeProfitDefaultLogic)
    // Initial TakeProfit value based on last closed candle
    if (not insideABuyOrder)
        LongTakeProfit := close * (1 + takeProfitPerOne)
    if (not insideASellOrder)
        ShortTakeProfit := close * (1 - takeProfitPerOne)

    // Final TakeProfit value based on actual position price
    if ((not insideABuyOrder[1]) and (insideABuyOrder))
        LongTakeProfit := positionPrice * (1 + takeProfitPerOne)
    if ((not insideASellOrder[1]) and (insideASellOrder))
        ShortTakeProfit := positionPrice * (1 - takeProfitPerOne)

var float originalTakeProfitPerOne = na
if (i_enableTraileringTakeProfit)
    if (not insideABuyOrder[1] and LONG)
        originalTakeProfitPerOne := ( virtPositionPriceMedian / positionPrice ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        LongTakeProfit := positionPrice * (1 + takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            LongStopLoss := positionPrice * (1 - orderStopLossPerOne)
    if (not insideASellOrder[1] and SHORT)
        originalTakeProfitPerOne := ( positionPrice / virtPositionPriceMedian ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        ShortTakeProfit := positionPrice * (1 - takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            ShortStopLoss := positionPrice * (1 + orderStopLossPerOne)

if (i_enableTraileringTakeProfit)
    if (LONG[1] and (not (insideABuyOrder)))
        originalTakeProfitPerOne := ( virtPositionPriceMedian / positionPrice[1] ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        LongTakeProfit := positionPrice[1] * (1 + takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            LongStopLoss := positionPrice[1] * (1 - orderStopLossPerOne)
    if (SHORT[1] and (not (insideASellOrder)))
        originalTakeProfitPerOne := ( positionPrice[1] / virtPositionPriceMedian ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        ShortTakeProfit := positionPrice[1] * (1 - takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            ShortStopLoss := positionPrice[1] * (1 + orderStopLossPerOne)

if (i_enableTraileringTakeProfit)
    if ((not insideABuyOrder[1]) and (insideABuyOrder))
        originalTakeProfitPerOne := ( virtPositionPriceMedian / strategy.position_avg_price ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        LongTakeProfit := strategy.position_avg_price * (1 + takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            LongStopLoss := strategy.position_avg_price * (1 - orderStopLossPerOne)
    if ((not insideASellOrder[1]) and (insideASellOrder))
        originalTakeProfitPerOne := ( strategy.position_avg_price / virtPositionPriceMedian ) - 1
        takeProfitPerOne := i_traileringTakeProfitPerOne * originalTakeProfitPerOne
        takeProfit := takeProfitPerOne * 100
        ShortTakeProfit := strategy.position_avg_price * (1 - takeProfitPerOne)
        if (i_enableTraileringStopLoss)
            orderStopLossPerOne := takeProfitPerOne / i_positionRatio
            orderStopLoss := orderStopLossPerOne * 100
            ShortStopLoss := strategy.position_avg_price * (1 + orderStopLossPerOne)

float entryQuantity = na
float currentCapital = strategy.initial_capital + strategy.netprofit

var float customQuantity = na


if (i_zignalyProviderType == 'copytrader')
    entryQuantity := i_CapitalPercentage * currentCapital
else // _ZIGSIGNALPROVIDER_
    entryQuantity := i_CapitalQuote

if ( (i_riskManagementType == 'CUSTOM') or (i_riskManagementType == 'FORCED') )
    customQuantity := entryQuantity
else
    customQuantity := na

if (i_zignalyProviderType == 'copytrader') // Risk management is only implemented for CopyTrader Providers
    var currentDayCapital = 0.0
    var currentDay = 0
    var currentWeekCapital = 0.0
    var currentWeek = 0
    var currentMonthCapital = 0.0
    var currentMonth = 0

    currentDay := rm.getCurrentDay ()
    currentWeek := rm.getCurrentWeek ()
    currentMonth := rm.getCurrentMonth ()

    [__entryQuantity, __currentDay, __currentDayCapital, __currentWeek, __currentWeekCapital, __currentMonth, __currentMonthCapital] = rm.advisedEntryQuantity (currentCapital, currentDay, currentDayCapital, currentWeek, currentWeekCapital, currentMonth, currentMonthCapital, i_riskManagementMaximumLossPerDay, i_riskManagementMaximumLossPerWeek, i_riskManagementMaximumLossPerMonth, i_riskManagementMaximumLossPerTrade, orderStopLossPerOne, i_riskManagementType, customQuantity)

    entryQuantity := __entryQuantity
    currentDayCapital := __currentDayCapital
    currentWeekCapital := __currentWeekCapital
    currentMonthCapital := __currentMonthCapital

float entryQuantityContractsReducer = 0.99

contractMultiplier = f_getContractMultiplier(i_contractMaximumDecimalNumber)

// Total liquidation workaround - BEGIN
if (entryQuantity < 0.0)
    entryQuantity := 0.0
// Total liquidation workaround - END

// We assume the current price is current bar close

entryQuantityContracts = (math.floor(((entryQuantity / close) * entryQuantityContractsReducer) * contractMultiplier) / contractMultiplier)
entryQuantityContractsUSDT = entryQuantityContracts * (close)

// How much to LONG/GO LONG/SHORT/GO SHORT - END


// GO LONG only logic - BEGIN

var float tmpPositionBeforeOpeningOrder = na

if (i_strategyType == _L_)
    if LONG
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideABuyOrder) // Entry
            tmpOrderAlertMessage := zig.longEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            strategy.entry("[L]", strategy.long, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            buyOrderOpenBarIndex := bar_index + 1
        0 // Workaround for making every if branch to return the same type of value
    else if LONG_CLOSE
        tmpOrderAlertMessage := zig.longExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.long, tmpOrderAlertMessage)
        strategy.close("[L]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        0 // Workaround for making every if branch to return the same type of value
    if ((insideABuyOrder) and (not LONG_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
// GO LONG only logic - END

// GO SHORT only logic - BEGIN
if (i_strategyType == _S_)
    if SHORT
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideASellOrder) // Entry
            tmpOrderAlertMessage := zig.shortEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            strategy.entry("[S]", strategy.short, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            sellOrderOpenBarIndex := bar_index + 1
        0 // Workaround for making every if branch to return the same type of value
    else if SHORT_CLOSE
        tmpOrderAlertMessage := zig.shortExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.short, tmpOrderAlertMessage)
        strategy.close("[S]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        0 // Workaround for making every if branch to return the same type of value
    if ((insideASellOrder) and (not SHORT_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
// GO SHORT only logic - END

// GO LONG and SHORT logic - BEGIN
if (i_strategyType == L_S)
// Asumption: Above we have:
// if LONG_CLOSE
//    LONG := false
// if SHORT_CLOSE
//    SHORT := false

    // LONG and SHORT cannot be true at the same time
    // Anyways we will take it into account
    if (LONG == true) and (SHORT == true)
        LONG := true
        SHORT := false
        SHORT_CLOSE := true

    if LONG
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideABuyOrder) // Entry
            tmpOrderAlertMessage := zig.longEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            strategy.entry("[L]", strategy.long, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            buyOrderOpenBarIndex := bar_index + 1
    if LONG_CLOSE
        tmpOrderAlertMessage := zig.longExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.long, tmpOrderAlertMessage)
        strategy.close("[L]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
    if ((insideABuyOrder) and (not LONG_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
    if SHORT
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideASellOrder) // Entry
            tmpOrderAlertMessage := zig.shortEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            strategy.entry("[S]", strategy.short, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            sellOrderOpenBarIndex := bar_index + 1
    if SHORT_CLOSE
        tmpOrderAlertMessage := zig.shortExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.short, tmpOrderAlertMessage)
        strategy.close("[S]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
    if ((insideASellOrder) and (not SHORT_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
// GO LONG and SHORT logic - END

// Reverse logic - BEGIN
if (i_strategyType == _REVERSE_)
// Asumption: Above we have:
// if LONG_CLOSE
//    LONG := false
// if SHORT_CLOSE
//    SHORT := false

    // LONG and SHORT cannot be true at the same time
    // Anyways we will take it into account
    if (LONG == true) and (SHORT == true)
        LONG := true
        SHORT := false

    if (LONG and (not LONG_CLOSE))
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideABuyOrder) // Entry
            tmpOrderAlertMessage := zig.reverseLongEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            strategy.entry("[L]", strategy.long, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            buyOrderOpenBarIndex := bar_index + 1
    if (LONG_CLOSE and (not ((SHORT and (not SHORT_CLOSE)))))
        tmpOrderAlertMessage := zig.reverseLongExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.long, tmpOrderAlertMessage)
        strategy.close("[L]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
    if ((insideABuyOrder) and (not LONG_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateReverseLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateReverseLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateReverseLongEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
    if (SHORT and (not SHORT_CLOSE))
        tmpPositionBeforeOpeningOrder := strategy.position_avg_price
        if (not insideASellOrder) // Entry
            tmpOrderAlertMessage := zig.reverseShortEntry(key=i_zignalyServiceSecretKey,positionSizeQuote=entryQuantityContractsUSDT, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, integration=i_zignalyIntegrationType, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            strategy.entry("[S]", strategy.short, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
        if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened
            sellOrderOpenBarIndex := bar_index + 1
    if (SHORT_CLOSE and (not (LONG and (not LONG_CLOSE))))
        tmpOrderAlertMessage := zig.reverseShortExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
        tmpOrderComment := f_getOrderComment("close", strategy.short, tmpOrderAlertMessage)
        strategy.close("[S]", alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)
    if ((insideASellOrder) and (not SHORT_CLOSE))
        if ( i_enableCustomBreakEven and customBreakEvenNeedsTrigger ) // Update Custom Breakeven
            tmpOrderAlertMessage := zig.updateReverseShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableCustomBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, breakEvenPercentage = customBreakEven, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
        else if (i_enableBreakEven and breakEvenNeedsTrigger and (not(breakEvenTriggered))) // Update Breakeven
            tmpOrderAlertMessage := zig.updateReverseShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableBreakEven, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, breakEvenPercentage = i_breakEvenTrigger, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
            breakEvenTriggered := true
        else // Update StopLoss
            tmpOrderAlertMessage := zig.updateReverseShortEntry(key=i_zignalyServiceSecretKey, currentCapital=currentCapital, alertType=i_zignalyAlertType, stopLoss=i_enableStopLoss, takeProfit=i_enableTakeProfit, takeProfitPercentage1=takeProfit, trailingStopLoss=i_enableTrailingTakeProfit, trailingStopTriggerPercentage=i_trailingTakeProfitPercentageTrigger, trailingStopDistancePercentage=i_trailingTakeProfitPercentageOffset, priceDecimalDigits=i_priceDecimalDigits, exchange=i_zignalyExchange, exchangeAccountType=i_zignalyExchangeType, pair=exchangeTickerID, leverage=i_zignalyLeverage, providerType=i_zignalyProviderType, stopLossPercentage=orderStopLoss, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
            // tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage)
            alert(message=( i_enableZignalyAlert and (i_zignalyIntegrationType == 'hybrid') ) ? tmpOrderAlertMessage : na)
// Reverse logic - END

// Handle STOP LOSS (and similar) order exits - BEGIN

// Quick Paste - BEGIN
float longTrailingTakeProfitPrice = na
float longTrailingTakeProfitPoints = na
float longTrailingTakeProfitOffset = na
float shortTrailingTakeProfitPrice = na
float shortTrailingTakeProfitPoints = na
float shortTrailingTakeProfitOffset = na

// Calculate trailing_take_profit_offset based on tick units
longTmpTtpBaseValue = positionPrice * (1 + i_trailingTakeProfitPercentageTriggerPerOne)
longTmpTtpTop_value = longTmpTtpBaseValue * (1 + i_trailingTakeProfitPercentageOffsetPerOne)
longTrailingTakeProfitOffsetFloat = longTmpTtpTop_value - longTmpTtpBaseValue
float longTrailingTakeProfitOffsetTick = math.floor (longTrailingTakeProfitOffsetFloat / syminfo.mintick)

shortTmpTtpBaseValue = positionPrice * (1 - i_trailingTakeProfitPercentageTriggerPerOne)
shortTmpTtpBottomValue = shortTmpTtpBaseValue * (1 - i_trailingTakeProfitPercentageOffsetPerOne)
shortTrailingTakeProfitOffsetFloat = shortTmpTtpBaseValue - shortTmpTtpBottomValue
float shortTrailingTakeProfitOffsetTick = math.floor (shortTrailingTakeProfitOffsetFloat / syminfo.mintick)

if i_enableTrailingTakeProfit
    longTrailingTakeProfitPrice := positionPrice * (1 + i_trailingTakeProfitPercentageTriggerPerOne)
    longTrailingTakeProfitOffset := longTrailingTakeProfitOffsetTick
    shortTrailingTakeProfitPrice := positionPrice * (1 - i_trailingTakeProfitPercentageTriggerPerOne)
    shortTrailingTakeProfitOffset := shortTrailingTakeProfitOffsetTick
else
    longTrailingTakeProfitPrice := na
    longTrailingTakeProfitOffset := na
    shortTrailingTakeProfitPrice := na
    shortTrailingTakeProfitOffset := na
// Quick Paste - END

// This might trigger additional close orders than needed in zignaly
// Better close an existing order twice than regreting zignaly not having closed it.

if (not (i_strategyType == _REVERSE_))
    tmpOrderAlertMessage := zig.longExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=longSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
else // REVERSE
    tmpOrderAlertMessage := zig.reverseLongExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
tmpOrderComment := f_getOrderComment("close", strategy.long, tmpOrderAlertMessage)

bool i_enableAnyStopLoss = i_enableStopLoss or i_enableBreakEven or i_enableCustomBreakEven

// Exit the signal if
// * We are not in reverse mode
// * We are in Long reverse mode and there is not a new Short reverse entry that would have closed it.
if (
     (not (i_strategyType == _REVERSE_))
     or
     ((i_strategyType == _REVERSE_) and (not (SHORT and (not SHORT_CLOSE))))
   )
    strategy.exit("[L]-[SL/TP]", "[L]", stop= i_enableAnyStopLoss ? LongStopLoss : na, limit= i_enableTakeProfit ? LongTakeProfit : na, trail_price= i_enableTrailingTakeProfit ? longTrailingTakeProfitPrice : na, trail_offset = i_enableTrailingTakeProfit ? longTrailingTakeProfitOffset : na, alert_message= i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)

if (not (i_strategyType == _REVERSE_))
    tmpOrderAlertMessage := zig.shortExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=shortSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
else // REVERSE
    tmpOrderAlertMessage := zig.reverseShortExit(key=i_zignalyServiceSecretKey,exchange=i_zignalyExchange,exchangeAccountType=i_zignalyExchangeType,pair=exchangeTickerID,leverage=i_zignalyLeverage,alertType=i_zignalyAlertType, signalId=reverseSignalIdString, hedgeMode=i_enableZignalyHedgeMode, ignoreOpenContractCheck=i_enableIgnoreOpenContractCheck, partial=false)
tmpOrderComment := f_getOrderComment("close", strategy.short, tmpOrderAlertMessage)

// Exit the signal if
// * We are not in reverse mode
// * We are in Short reverse mode and there is not a new Long reverse entry that would have closed it.
if (
     (not (i_strategyType == _REVERSE_))
     or
     ((i_strategyType == _REVERSE_) and (not (LONG and (not LONG_CLOSE))))
   )
    strategy.exit("[S]-[SL/TP]", "[S]", stop= i_enableAnyStopLoss ? ShortStopLoss : na, limit= i_enableTakeProfit ? ShortTakeProfit : na, trail_price= i_enableTrailingTakeProfit ? shortTrailingTakeProfitPrice : na, trail_offset = i_enableTrailingTakeProfit ? shortTrailingTakeProfitOffset : na, alert_message= i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment)

// Handle STOP LOSS (and similar) order exits - END

// Strategy Body - END