TurtleStrategy_Crypto

// How to add the Pine Script Code to TradingView Chart?
// 1. Open TradingView chart
// 2. Click "Pine Editor" at the bottom
// 3. Copy the code below and paste it in Pine Editor
// 4. Click "Save" in Pine Editor
// 5. Click "Add to Chart" in Pine Editor
// Your indicator will now be displayed on the chart including buy and sell signals

//@version=6
strategy("TurtleStrategy_Crypto", overlay=true, initial_capital=100000)

// Input parameters
periodHigh = input.int(10, "Breakout Period High", minval=1)
atrPeriod = input.int(14, "ATR Period", minval=1)
atrMultiplier = input.float(1, "ATR Multiplier", minval=0.1)
riskPct = input.float(2.0, "Risk Percentage", minval=0.1, maxval=100) / 100
start_date = timestamp("2023-01-01")  // Default start date
end_date = timestamp("2024-12-31")    // Default end date

// Calculate indicators
highestPrice = ta.highest(high, periodHigh)
lowestPrice = ta.lowest(low, periodHigh)
atr = ta.atr(atrPeriod)

// Variables for position management
var float stopPrice = na
var float entryPrice = na
var float highestPriceInTrade = na

// Calculate position size based on risk
calcPositionSize() =>
    dollarVolatility = atr * atrMultiplier
    dollarRisk = strategy.equity * riskPct
    math.floor(dollarRisk / dollarVolatility)

// Date range filter
inDateRange = time >= start_date and time <= end_date

// Entry conditions
isLongEntry = (close > highestPrice[1]) and strategy.position_size == 0 and inDateRange

// Exit conditions
isLongExit = (close < stopPrice or close < lowestPrice[1]) and strategy.position_size > 0 and inDateRange

// Update trailing stop
if strategy.position_size > 0
    highestPriceInTrade := math.max(highestPriceInTrade, close)
    stopPrice := highestPriceInTrade - (atr * atrMultiplier)

// Entry and exit execution
if isLongEntry
    posSize = calcPositionSize()
    if posSize > 0
        strategy.entry("Long", strategy.long, posSize)
        entryPrice := close
        highestPriceInTrade := close
        stopPrice := close - (atr * atrMultiplier)
        alert("Buy, Ticker:" + syminfo.ticker + 
              ", Close: " + str.tostring(close) + 
              ", Position Size: " + str.tostring(posSize))

if isLongExit
    strategy.close("Long")
    highestPriceInTrade := na
    stopPrice := na
    entryPrice := na
    alert("Sell, Ticker:" + syminfo.ticker + 
          ", Close: " + str.tostring(close) + 
          ", Position Size: " + str.tostring(strategy.position_size))

plot(highestPrice, "High Channel", color = color.white)
plot(lowestPrice, "Low Channel", color = color.white)
plot(stopPrice, "Stop Price", color = color.yellow, style = plot.style_cross)

// Plot entry/exit signals
plotshape(isLongEntry ? low : na, "Entry", shape.triangleup, location.belowbar, color.green, size=size.small)
plotshape(isLongExit ? high : na, "Exit", shape.triangledown, location.abovebar, color.red, size=size.small)