TRAMA Turtle

//@version=6
strategy("TRAMA Turtle", overlay=true, default_qty_type=strategy.percent_of_equity, pyramiding=10, process_orders_on_close=true)

// ===== INPUT PARAMETERS =====

// THMA Cloud Settings
enable_hma_cloud = input.bool(true, "Enable THMA Cloud", group="THMA Cloud")
hma_length = input.int(50, "THMA Length", minval=1, group="THMA Cloud")
hma_delay = input.int(2, "THMA Delay", minval=1, group="THMA Cloud")
hma_timeframe = input.timeframe("", "THMA Timeframe", tooltip="Leave blank to use chart timeframe", group="THMA Cloud")

// TRAMA Cloud Settings
enable_trama_cloud = input.bool(true, "Enable TRAMA Cloud", group="TRAMA Cloud")
trama_length = input.int(20, "TRAMA Length", minval=1, group="TRAMA Cloud")
trama_delay = input.int(2, "TRAMA Delay", minval=1, group="TRAMA Cloud")
trama_timeframe = input.timeframe("", "TRAMA Timeframe", tooltip="Leave blank to use chart timeframe", group="TRAMA Cloud")

// TRAMA 2 Settings
enable_trama2_cloud = input.bool(false, "Enable TRAMA 2 Cloud", group="TRAMA 2")
trama2_length = input.int(50, "TRAMA 2 Length", minval=1, group="TRAMA 2")
trama2_delay = input.int(2, "TRAMA 2 Delay", minval=1, group="TRAMA 2")
trama2_timeframe = input.timeframe("", "TRAMA 2 Timeframe", tooltip="Leave blank to use chart timeframe", group="TRAMA 2")

// TRAMA 3 Settings
enable_trama3_cloud = input.bool(false, "Enable TRAMA 3 Cloud", group="TRAMA 3")
trama3_length = input.int(100, "TRAMA 3 Length", minval=1, group="TRAMA 3")
trama3_delay = input.int(2, "TRAMA 3 Delay", minval=1, group="TRAMA 3")
trama3_timeframe = input.timeframe("", "TRAMA 3 Timeframe", tooltip="Leave blank to use chart timeframe", group="TRAMA 3")

// TRAMA 4 Settings
enable_trama4_cloud = input.bool(false, "Enable TRAMA 4 Cloud", group="TRAMA 4")
trama4_length = input.int(150, "TRAMA 4 Length", minval=1, group="TRAMA 4")
trama4_delay = input.int(2, "TRAMA 4 Delay", minval=1, group="TRAMA 4")
trama4_timeframe = input.timeframe("", "TRAMA 4 Timeframe", tooltip="Leave blank to use chart timeframe", group="TRAMA 4")

// TRAMA 5 Settings
enable_trama5_cloud = input.bool(false, "Enable TRAMA 5 Cloud", group="TRAMA 5")
trama5_length = input.int(200, "TRAMA 5 Length", minval=1, group="TRAMA 5")
trama5_delay = input.int(2, "TRAMA 5 Delay", minval=1, group="TRAMA 5")
trama5_timeframe = input.timeframe("", "TRAMA 5 Timeframe", tooltip="Leave blank to use chart timeframe", group="TRAMA 5")

// ATR Position Sizing Settings
atr_length = input.int(3920, "ATR Length", minval=1, group="ATR Position Sizing")
use_atr_sizing = input.bool(true, "Use ATR Position Sizing", group="ATR Position Sizing")
atr_add_multiple = input.float(0.5, "ATR Add Multiple", minval=0.1, step=0.1, group="ATR Position Sizing", tooltip="Add to position every X ATR move")

// ===== HELPER FUNCTIONS =====

// Triple Hull Moving Average (THMA)
thma(src, length) =>
    hma1 = ta.wma(2 * ta.wma(src, length / 2) - ta.wma(src, length), math.round(math.sqrt(length)))
    hma2 = ta.wma(2 * ta.wma(hma1, length / 2) - ta.wma(hma1, length), math.round(math.sqrt(length)))
    ta.wma(2 * ta.wma(hma2, length / 2) - ta.wma(hma2, length), math.round(math.sqrt(length)))

// TRAMA CALCULATION FUNCTION
trama_calc(src, length) =>
    var float ama = na
    hh = math.max(math.sign(ta.change(ta.highest(length))), 0)
    ll = math.max(math.sign(ta.change(ta.lowest(length)) * -1), 0)
    tc = math.pow(ta.sma((hh + ll) > 0 ? 1 : 0, length), 2)
    ama := nz(ama[1] + tc * (src - ama[1]), src)
    ama

// ===== INDICATOR CALCULATIONS =====

// Helper function to get close data from timeframe (or chart if blank)
get_tf_close(tf) =>
    tf == "" ? close : request.security(syminfo.tickerid, tf, close)

// Get THMA data from selected timeframe
hma_close = get_tf_close(hma_timeframe)
thma_current = enable_hma_cloud ? thma(hma_close, hma_length) : na
hma1 = thma_current
hma2 = enable_hma_cloud ? thma_current[hma_delay] : na

// Get TRAMA data from selected timeframe
trama_close = get_tf_close(trama_timeframe)
trama_current = enable_trama_cloud ? trama_calc(trama_close, trama_length) : na
trama1 = trama_current
trama2 = enable_trama_cloud ? trama_current[trama_delay] : na

// Get TRAMA 2 data from selected timeframe
trama2_close = get_tf_close(trama2_timeframe)
trama2_current = enable_trama2_cloud ? trama_calc(trama2_close, trama2_length) : na
trama2_1 = trama2_current
trama2_2 = enable_trama2_cloud ? trama2_current[trama2_delay] : na

// Get TRAMA 3 data from selected timeframe
trama3_close = get_tf_close(trama3_timeframe)
trama3_current = enable_trama3_cloud ? trama_calc(trama3_close, trama3_length) : na
trama3_1 = trama3_current
trama3_2 = enable_trama3_cloud ? trama3_current[trama3_delay] : na

// Get TRAMA 4 data from selected timeframe
trama4_close = get_tf_close(trama4_timeframe)
trama4_current = enable_trama4_cloud ? trama_calc(trama4_close, trama4_length) : na
trama4_1 = trama4_current
trama4_2 = enable_trama4_cloud ? trama4_current[trama4_delay] : na

// Get TRAMA 5 data from selected timeframe
trama5_close = get_tf_close(trama5_timeframe)
trama5_current = enable_trama5_cloud ? trama_calc(trama5_close, trama5_length) : na
trama5_1 = trama5_current
trama5_2 = enable_trama5_cloud ? trama5_current[trama5_delay] : na

// ===== ATR POSITION SIZING =====

// Calculate True Range (Turtle method)
tr = math.max(high - low, math.abs(high - close[1]), math.abs(low - close[1]))

// Calculate ATR using SMA (Turtle method)
atr = ta.sma(tr, atr_length)

// Normalize ATR to percentage of close price
n_atr = (atr / close)

// Calculate percent of equity to risk
poe = n_atr * 100

// Calculate position size in contracts
position_qty = use_atr_sizing ? (strategy.equity * (poe / 100)) / close : 1
add_qty = position_qty / 2

// ===== PLOTTING =====

// Plot THMA Cloud
hma1_plot = plot(enable_hma_cloud ? hma1 : na, "THMA", color=color.new(color.green, 0), linewidth=2)
hma2_plot = plot(enable_hma_cloud ? hma2 : na, "THMA[2]", color=color.new(color.red, 0), linewidth=2)
fill(hma1_plot, hma2_plot, color=enable_hma_cloud and hma1 > hma2 ? color.new(color.green, 80) : color.new(color.red, 80), title="THMA Cloud")

// Plot TRAMA Cloud
trama1_plot = plot(enable_trama_cloud ? trama1 : na, "TRAMA Fast", color=color.new(color.blue, 0), linewidth=2)
trama2_plot = plot(enable_trama_cloud ? trama2 : na, "TRAMA Slow", color=color.new(color.orange, 0), linewidth=2)
fill(trama1_plot, trama2_plot, color=enable_trama_cloud and trama1 > trama2 ? color.new(color.blue, 80) : color.new(color.orange, 80), title="TRAMA Cloud")

// Plot TRAMA 2 Cloud
trama2_1_plot = plot(enable_trama2_cloud ? trama2_1 : na, "TRAMA 2 Fast", color=color.new(color.purple, 0), linewidth=2)
trama2_2_plot = plot(enable_trama2_cloud ? trama2_2 : na, "TRAMA 2 Slow", color=color.new(color.yellow, 0), linewidth=2)
fill(trama2_1_plot, trama2_2_plot, color=enable_trama2_cloud and trama2_1 > trama2_2 ? color.new(color.purple, 80) : color.new(color.yellow, 80), title="TRAMA 2 Cloud")

// Plot TRAMA 3 Cloud
trama3_1_plot = plot(enable_trama3_cloud ? trama3_1 : na, "TRAMA 3 Fast", color=color.new(color.aqua, 0), linewidth=2)
trama3_2_plot = plot(enable_trama3_cloud ? trama3_2 : na, "TRAMA 3 Slow", color=color.new(color.maroon, 0), linewidth=2)
fill(trama3_1_plot, trama3_2_plot, color=enable_trama3_cloud and trama3_1 > trama3_2 ? color.new(color.aqua, 80) : color.new(color.maroon, 80), title="TRAMA 3 Cloud")

// Plot TRAMA 4 Cloud
trama4_1_plot = plot(enable_trama4_cloud ? trama4_1 : na, "TRAMA 4 Fast", color=color.new(color.lime, 0), linewidth=2)
trama4_2_plot = plot(enable_trama4_cloud ? trama4_2 : na, "TRAMA 4 Slow", color=color.new(color.fuchsia, 0), linewidth=2)
fill(trama4_1_plot, trama4_2_plot, color=enable_trama4_cloud and trama4_1 > trama4_2 ? color.new(color.lime, 80) : color.new(color.fuchsia, 80), title="TRAMA 4 Cloud")

// Plot TRAMA 5 Cloud
trama5_1_plot = plot(enable_trama5_cloud ? trama5_1 : na, "TRAMA 5 Fast", color=color.new(color.navy, 0), linewidth=2)
trama5_2_plot = plot(enable_trama5_cloud ? trama5_2 : na, "TRAMA 5 Slow", color=color.new(color.olive, 0), linewidth=2)
fill(trama5_1_plot, trama5_2_plot, color=enable_trama5_cloud and trama5_1 > trama5_2 ? color.new(color.navy, 80) : color.new(color.olive, 80), title="TRAMA 5 Cloud")

// ===== STRATEGY LOGIC =====

// Track position entry levels for pyramiding
var float last_add_price = na
var float last_add_atr = na

// Entry: Price crosses above ANY fast (current) line
entry_signal = ta.crossover(close, hma1) or
               ta.crossover(close, trama1) or
               ta.crossover(close, trama2_1) or
               ta.crossover(close, trama3_1) or
               ta.crossover(close, trama4_1) or
               ta.crossover(close, trama5_1)

// Exit: Price crosses below ANY slow (delayed) line
exit_signal = ta.crossunder(close, hma2) or
              ta.crossunder(close, trama2) or
              ta.crossunder(close, trama2_2) or
              ta.crossunder(close, trama3_2) or
              ta.crossunder(close, trama4_2) or
              ta.crossunder(close, trama5_2)

// Check if price has moved enough to add to position
bool add_signal = false
if strategy.position_size > 0 and not na(last_add_price) and not na(last_add_atr)
    price_move = close - last_add_price
    atr_threshold = last_add_atr * atr_add_multiple
    add_signal := price_move >= atr_threshold

// Execute initial entry
if entry_signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long, qty=position_qty)
    last_add_price := close
    last_add_atr := atr

// Add to position at 0.5 ATR intervals
if add_signal
    strategy.entry("Long", strategy.long, qty=add_qty)
    last_add_price := close
    last_add_atr := atr

// Exit position
if exit_signal and strategy.position_size > 0
    strategy.close("Long")
    last_add_price := na
    last_add_atr := na