Ultimate Crypto Bot

// © yoomahmen

//@version=5
strategy("Ultimate Crypto Bot", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.1)

// ==================== INPUTS ====================
// Timeframe and Basic Settings
higher_tf = input.timeframe("1D", "Higher Timeframe for Trend")
use_higher_tf = input.bool(true, "Use Higher Timeframe Analysis")

// Technical Indicators
ma_fast = input.int(9, "Fast MA Period", minval=1)
ma_slow = input.int(21, "Slow MA Period", minval=1)
rsi_length = input.int(14, "RSI Length", minval=1)
rsi_overbought = input.int(70, "RSI Overbought", minval=50, maxval=100)
rsi_oversold = input.int(30, "RSI Oversold", minval=0, maxval=50)

// MACD Settings
macd_fast = input.int(12, "MACD Fast Length")
macd_slow = input.int(26, "MACD Slow Length")
macd_signal = input.int(9, "MACD Signal Length")

// Bollinger Bands
bb_length = input.int(20, "Bollinger Bands Length")
bb_mult = input.float(2.0, "Bollinger Bands Multiplier")

// Volume Analysis
volume_ma_length = input.int(20, "Volume MA Length")
volume_threshold = input.float(1.5, "Volume Threshold Multiplier")

// Risk Management
stop_loss_pct = input.float(3.0, "Stop Loss %", minval=0.1, maxval=20.0)
take_profit_pct = input.float(6.0, "Take Profit %", minval=0.1, maxval=50.0)
risk_reward_ratio = input.float(2.0, "Risk/Reward Ratio", minval=1.0, maxval=10.0)

// Trend Filter
trend_filter = input.bool(true, "Use Trend Filter")
atr_length = input.int(14, "ATR Length for Volatility")
volatility_threshold = input.float(2.0, "Volatility Threshold")

// ==================== TECHNICAL INDICATORS ====================
// Moving Averages
ma_fast_val = ta.sma(close, ma_fast)
ma_slow_val = ta.sma(close, ma_slow)
ma_200 = ta.sma(close, 200)

// RSI
rsi = ta.rsi(close, rsi_length)

// MACD
[macd_line, signal_line, histogram] = ta.macd(close, macd_fast, macd_slow, macd_signal)

// Bollinger Bands
[bb_upper, bb_middle, bb_lower] = ta.bb(close, bb_length, bb_mult)

// Volume Analysis
volume_ma = ta.sma(volume, volume_ma_length)
volume_spike = volume > volume_ma * volume_threshold

// ATR for Volatility
atr = ta.atr(atr_length)
volatility = atr / close * 100

// Stochastic
k = ta.stoch(close, high, low, 14)
d = ta.sma(k, 3)

// Higher Timeframe Trend
htf_close = request.security(syminfo.tickerid, higher_tf, close)
htf_ma = request.security(syminfo.tickerid, higher_tf, ta.sma(close, 50))
htf_trend = htf_close > htf_ma

// ==================== FUNDAMENTAL ANALYSIS PROXIES ====================
// Market Structure Analysis
higher_highs = high > ta.highest(high[1], 10)
higher_lows = low > ta.lowest(low[1], 10)
lower_highs = high < ta.highest(high[1], 10)
lower_lows = low < ta.lowest(low[1], 10)

uptrend_structure = higher_highs and higher_lows
downtrend_structure = lower_highs and lower_lows

// Support and Resistance Levels
pivot_high = ta.pivothigh(high, 5, 5)
pivot_low = ta.pivotlow(low, 5, 5)

// Market Sentiment (Price Action)
bullish_engulfing = close > open and close[1] < open[1] and close > open[1] and open < close[1]
bearish_engulfing = close < open and close[1] > open[1] and close < open[1] and open > close[1]

// ==================== SIGNAL GENERATION ====================
// Trend Conditions
bullish_trend = ma_fast_val > ma_slow_val and close > ma_200
bearish_trend = ma_fast_val < ma_slow_val and close < ma_200

// Technical Conditions
rsi_bullish = rsi > 40 and rsi < 80
rsi_bearish = rsi < 60 and rsi > 20

macd_bullish = macd_line > signal_line and histogram > histogram[1]
macd_bearish = macd_line < signal_line and histogram < histogram[1]

bb_squeeze = (bb_upper - bb_lower) / bb_middle < 0.1
bb_expansion = (bb_upper - bb_lower) / bb_middle > 0.15

stoch_bullish = k > d and k > 20 and k < 80
stoch_bearish = k < d and k < 80 and k > 20

// Volume Confirmation
volume_confirm = volume_spike or volume > volume_ma * 1.2

// Volatility Filter
low_volatility = volatility < volatility_threshold
high_volatility = volatility > volatility_threshold * 1.5

// ==================== ENTRY CONDITIONS ====================
// Long Entry Conditions
long_technical = bullish_trend and rsi_bullish and macd_bullish and stoch_bullish
long_fundamental = uptrend_structure and not downtrend_structure
long_volume = volume_confirm
long_trend_filter = not trend_filter or (use_higher_tf and htf_trend) or not use_higher_tf
long_volatility = not high_volatility

long_signal = long_technical and long_fundamental and long_volume and long_trend_filter and long_volatility

// Short Entry Conditions
short_technical = bearish_trend and rsi_bearish and macd_bearish and stoch_bearish
short_fundamental = downtrend_structure and not uptrend_structure
short_volume = volume_confirm
short_trend_filter = not trend_filter or (use_higher_tf and not htf_trend) or not use_higher_tf
short_volatility = not high_volatility

short_signal = short_technical and short_fundamental and short_volume and short_trend_filter and short_volatility

// ==================== RISK MANAGEMENT ====================
// Calculate position size based on risk
risk_amount = strategy.equity * (stop_loss_pct / 100)
position_size = risk_amount / (close * (stop_loss_pct / 100))

// Dynamic Stop Loss and Take Profit
long_stop_loss = close * (1 - stop_loss_pct / 100)
long_take_profit = close * (1 + take_profit_pct / 100)

short_stop_loss = close * (1 + stop_loss_pct / 100)
short_take_profit = close * (1 - take_profit_pct / 100)

// ==================== STRATEGY EXECUTION ====================
// Entry Orders
if long_signal and strategy.position_size == 0
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop=long_stop_loss, limit=long_take_profit)

if short_signal and strategy.position_size == 0
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop=short_stop_loss, limit=short_take_profit)

// Exit Conditions
exit_long = bearish_trend and rsi > rsi_overbought
exit_short = bullish_trend and rsi < rsi_oversold

if exit_long and strategy.position_size > 0
    strategy.close("Long", comment="Trend Reversal")

if exit_short and strategy.position_size < 0
    strategy.close("Short", comment="Trend Reversal")

// ==================== VISUALIZATIONS ====================
// Plot Moving Averages
plot(ma_fast_val, "Fast MA", color=color.blue, linewidth=2)
plot(ma_slow_val, "Slow MA", color=color.red, linewidth=2)
plot(ma_200, "MA 200", color=color.gray, linewidth=1)

// Plot Bollinger Bands
plot(bb_upper, "BB Upper", color=color.purple, linewidth=1)
plot(bb_lower, "BB Lower", color=color.purple, linewidth=1)
fill(plot(bb_upper), plot(bb_lower), color=color.new(color.purple, 95))

// Plot Entry Signals
plotshape(long_signal, title="Long Signal", location=location.belowbar, style=shape.triangleup, size=size.normal, color=color.green)
plotshape(short_signal, title="Short Signal", location=location.abovebar, style=shape.triangledown, size=size.normal, color=color.red)

// Plot Support and Resistance
plot(pivot_high, "Pivot High", color=color.red, linewidth=2, style=plot.style_circles)
plot(pivot_low, "Pivot Low", color=color.green, linewidth=2, style=plot.style_circles)

// Background Colors for Trend
bgcolor(bullish_trend ? color.new(color.green, 95) : bearish_trend ? color.new(color.red, 95) : na)

// ==================== ALERTS ====================
// Alert Conditions
alertcondition(long_signal, title="Long Entry Signal", message="Long entry signal generated")
alertcondition(short_signal, title="Short Entry Signal", message="Short entry signal generated")
alertcondition(exit_long, title="Long Exit Signal", message="Long exit signal generated")
alertcondition(exit_short, title="Short Exit Signal", message="Short exit signal generated")

// ==================== PERFORMANCE METRICS ====================
// Calculate some basic metrics
var float total_pnl = 0.0
var int total_trades = 0
var int winning_trades = 0

if strategy.closedtrades > total_trades
    total_trades := strategy.closedtrades
    last_trade_pnl = strategy.closedtrades.profit(strategy.closedtrades - 1)
    total_pnl += last_trade_pnl
    if last_trade_pnl > 0
        winning_trades += 1

win_rate = total_trades > 0 ? winning_trades / total_trades * 100 : 0

// Display Performance Table
var table performance_table = table.new(position.top_right, 3, 6, bgcolor=color.white, border_width=1)
if barstate.islast
    table.cell(performance_table, 0, 0, "Metric", text_color=color.black, bgcolor=color.gray)
    table.cell(performance_table, 1, 0, "Value", text_color=color.black, bgcolor=color.gray)
    table.cell(performance_table, 0, 1, "Total Trades", text_color=color.black)
    table.cell(performance_table, 1, 1, str.tostring(total_trades), text_color=color.black)
    table.cell(performance_table, 0, 2, "Win Rate", text_color=color.black)
    table.cell(performance_table, 1, 2, str.tostring(win_rate, "#.##") + "%", text_color=color.black)
    table.cell(performance_table, 0, 3, "Total PnL", text_color=color.black)
    table.cell(performance_table, 1, 3, str.tostring(total_pnl, "#.##"), text_color=color.black)
    table.cell(performance_table, 0, 4, "Current RSI", text_color=color.black)
    table.cell(performance_table, 1, 4, str.tostring(rsi, "#.##"), text_color=color.black)
    table.cell(performance_table, 0, 5, "Volatility", text_color=color.black)
    table.cell(performance_table, 1, 5, str.tostring(volatility, "#.##") + "%", text_color=color.black)