Trendsignal Strategy

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

//@version=4
strategy("trendsignal strategy", overlay=true, margin_long=100, margin_short=100, default_qty_type=strategy.percent_of_equity, default_qty_value=50)

//---INPUT---

RISK = input(3, title="RISK", type=input.integer)
Alert_Delay_In_Seconds = input(0, title="Alert_Delay_In_Seconds", type=input.integer)
alertsOn = input(false, title="Включить оповещения?", type=input.bool)

//---INPUT END---

bool isBuy = na

int SSP = 9
var int PrevAlertTime = 0
var float alertBar = 0

var int K = na
float Range = 0
float AvgRange = 0
var float smin = na
var float smax = na
var float SsMax = na
var float SsMin = na
var float price = na
var bool uptrend = na
var bool old = false

int limit = 1 + SSP

K := 33 - RISK
for shift = limit to 0
    for i = shift to (shift + SSP)
        AvgRange += high[i] - low[i]
        
    Range := AvgRange / (SSP + 1)
    
    SsMax := high[shift]
    SsMin := low[shift]
    for i = shift to (shift + SSP - 1)
        price := high[i]
        if SsMax < price
            SsMax := price
        price := low[i]
        if SsMin > price
            SsMin := price
            
    smin := SsMin + (SsMax - SsMin)*K/100
    smax := SsMax - (SsMax - SsMin)*K/100
    
    if close[shift] < smin
        uptrend := false
    
    if close[shift] > smax
        uptrend := true
    
    if uptrend != old and uptrend == true
        
        if bar_index > alertBar and shift == 0
            isBuy := true
            alertBar := bar_index
            PrevAlertTime := time
    
    if uptrend != old and uptrend == false and (time - PrevAlertTime > 1 * Alert_Delay_In_Seconds)
        
        if bar_index > alertBar and shift == 0  and (time - PrevAlertTime > 1 * Alert_Delay_In_Seconds)
            isBuy := false
            alertBar := bar_index
            PrevAlertTime := time
    
    old := uptrend

plotshape(isBuy == true, title="Buy", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(isBuy == false, title="Sell", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

//---trendsignal END---

if isBuy == true
    strategy.entry("long", strategy.long)
    alert("BUY", alert.freq_once_per_bar)
if isBuy == false
    strategy.entry("short", strategy.short)
    alert("SELL", alert.freq_once_per_bar)