WaveTrend with Crosses [LazyBear]

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

//@version=4
//
// @author LazyBear
//
// If you use this code in its original/modified form, do drop me a note.
//
strategy(title="WaveTrend with Crosses [LazyBear]", shorttitle="WT_CROSS_LB", initial_capital=1000,currency=currency.USD,default_qty_type=strategy.percent_of_equity, default_qty_value=100)
n1 = input(10, "Channel Length")
n2 = input(21, "Average Length")
obLevel1 = input(60, "Over Bought Level 1")
obLevel2 = input(53, "Over Bought Level 2")
osLevel1 = input(-60, "Over Sold Level 1")
osLevel2 = input(-53, "Over Sold Level 2")

ap = hlc3
esa = ema(ap, n1)
d = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ema(ci, n2)

wt1 = tci
wt2 = sma(wt1,4)

plot(0, color=gray)
plot(obLevel1, color=red)
plot(osLevel1, color=green)
plot(obLevel2, color=red)
plot(osLevel2, color=green)

plot(wt1, color=green)
plot(wt2, color=red)
plot(wt1-wt2, color=blue, style=area, transp=80)

plot(cross(wt1, wt2) ? wt2 : na, color = color.black , style=shape.circle, linewidth = 3)
plot(cross(wt1, wt2) ? wt2 : na, color = (wt2 - wt1 > 0 ? color.red:color.lime) , style = shape.circle, linewidth = 2)

barcolor(cross(wt1, wt2) ? (wt2 - wt1 > 0 ? color.aqua:color.yellow) : na)

// --------------------------------------------------
wt1_past = wt1[1]
wt2_past = wt2[1]

divlong = wt1 > wt2 and wt1_past < wt2_past and wt1_past < osLevel2
divshort = wt1 < wt2 and wt1_past > wt2_past and wt1_past > obLevel2

data1 = divlong
plotshape(data1, style=shape.xcross,location=location.bottom, color=color.green, size = size.tiny, title="WT_up")

data2 = divshort
plotshape(data2, style=shape.xcross,location=location.top, color=color.red, size = size.tiny, title="WT_down")
plotshape(data1 or data2, style=shape.xcross,location=location.absolute, color=color.gray, title="WT_BOTH")
//
plot(cross(wt1, wt2) ? wt2 : na, color=color.black,style = shape.circle, linewidth = 3)
plot(cross(wt1, wt2) ? wt2 : na, color=(wt2 - wt1 > 0 ? color.red:color.lime) , style=shape.circle, linewidth = 2)
//

fromYear = input(2020, "Backtest Start Year")
fromMonth = input(1, "Backtest Start Month")
fromDay = input(2, "Backtest Start Day")
testPeriodStart = timestamp(fromYear,fromMonth,fromDay,0,0)

thruYear = input(2021, "Backtest Stop Year")
thruMonth = input(12, "Backtest Stop Month")
thruDay = input(30, "Backtest Stop Day")
testPeriodStop = timestamp(thruYear,thruMonth,thruDay,0,0)

start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)  // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)  // backtest finish window
window()  => time >= start and time <= finish ? true : false

divcrosslong  = wt1 - wt2 < 0
divcrossshort = wt1 - wt2 > 0

strategy.entry("Long", strategy.long, when=window() and divlong)
strategy.close("Long", when=window() and divcrosslong)

strategy.entry("Short",strategy.short, when=window() and divshort)
strategy.close("Short", when=window() and divcrossshort)