VAMO Crossover Strategy

//@version=6
// MIT License (Modified: No Selling Allowed)
// Copyright (c) 2025 TPTBusiness
// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense,
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:
// The above copyright notice and this permission notice shall be included in all
// copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
// SOFTWARE.
// Note: This license has been modified from the standard MIT License to prohibit selling the Software.

strategy(title = 'VAMO Crossover Strategy', shorttitle = 'VAMO Strat', overlay = true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, currency = currency.USD)

// Inputs for VAMO (matching the indicator)
momLength = input.int(14, title = 'Momentum Length', minval = 1)
volLength = input.int(14, title = 'Volatility Length (ATR)', minval = 1)
signalLength = input.int(9, title = 'Signal Line Length (EMA)', minval = 1)
obLevel = input.float(70, title = 'Overbought Level', minval = 0)
osLevel = input.float(30, title = 'Oversold Level', minval = 0)

// Strategy-specific inputs
riskPerTrade = input.float(1.0, title = 'Risk per Trade (%)', minval = 0.1, maxval = 5.0)
tpMultiplier = input.float(2.0, title = 'Take Profit Multiplier (x Risk)', minval = 1.0)
volFilter = input.float(1.5, title = 'Volatility Filter Multiplier (avoid high vol)', minval = 1.0)

// Recalculate VAMO in the strategy (to keep it self-contained, but you could use request.security() for external indicator)
momentum = ta.roc(close, momLength)
volatility = ta.atr(volLength)
vamo = momentum / volatility * 100
signal = ta.ema(vamo, signalLength)

// Trade conditions
longCondition = ta.crossover(vamo, signal) and vamo < obLevel and volatility < ta.atr(volLength * 2) * volFilter // Enter long: crossover up, not overbought, low vol
shortCondition = ta.crossunder(vamo, signal) and vamo > osLevel and volatility < ta.atr(volLength * 2) * volFilter // Enter short: crossover down, not oversold, low vol

// Risk management
atrStop = ta.atr(volLength)
stopLossDistance = atrStop // Stop-loss at 1x ATR
takeProfitDistance = atrStop * tpMultiplier // TP at 2x ATR (or custom multiplier)

// Entries
if longCondition
    strategy.entry('Long', strategy.long)
    strategy.exit('Exit Long', 'Long', stop = close - stopLossDistance, limit = close + takeProfitDistance)

if shortCondition
    strategy.entry('Short', strategy.short)
    strategy.exit('Exit Short', 'Short', stop = close + stopLossDistance, limit = close - takeProfitDistance)

// Plot strategy elements on chart
plotshape(series = longCondition, title = 'Long Entry', location = location.belowbar, color = color.green, style = shape.triangleup, size = size.small)
plotshape(series = shortCondition, title = 'Short Entry', location = location.abovebar, color = color.red, style = shape.triangledown, size = size.small)