Xsodus Supertrend Strategy (Long Only)

// SPDX-License-Identifier: MIT
// © xsodus

// =============================================================================
// Xsodus Supertrend Strategy – Production-Ready (Long Only) V3
// =============================================================================
// Language: Pine Script® v6
// =============================================================================

//@version=6
strategy("Xsodus Supertrend Strategy (Long Only) V3",
     overlay        = true,
     default_qty_type = strategy.percent_of_equity,
     default_qty_value = 100,
     initial_capital = 10000,
     commission_type = strategy.commission.percent,
     commission_value = 0.1,
     slippage        = 2,
     margin_long     = 0,           // v6 default is 100; explicit for clarity
     margin_short    = 0,           // v6 default is 100
     calc_on_every_tick = false,      // avoid repainting – calculate on bar close only
     process_orders_on_close = false) // orders fill on next bar's open (no lookahead)

// ─── Date Range ──────────────────────────────────────────────────────────────
startDate = input.time(title  = "Start Date", defval = timestamp("2018-01-01T00:00+07:00"), group = "Date Range")
endDate   = input.time(title  = "End Date",   defval = timestamp("9999-12-31T00:00+07:00"), group = "Date Range")
inDateRange = time >= startDate and time <= endDate

// ─── Supertrend Settings ─────────────────────────────────────────────────────
stLength = input.int(  title = "Supertrend Length",     defval = 12,  minval = 1,               group = "Supertrend")
stFactor = input.float(title = "Supertrend Multiplier", defval = 2.0, minval = 0.1, step = 0.1, group = "Supertrend")

// ─── Trend Filter ────────────────────────────────────────────────────────────
useEmaFilter  = input.bool( title = "Enable EMA Filter",  defval = false,                           group = "Trend Filter")
emaLength     = input.int(  title = "EMA Length",          defval = 200, minval = 1,                 group = "Trend Filter")

// ─── Stop-Loss Settings ──────────────────────────────────────────────────────
slType = input.string(title = "Stop-Loss Type", defval = "Percentage",
     options = ["None", "Percentage", "ATR"], group = "Risk Management")
slPercent   = input.float(title = "SL Percentage (%)",    defval = 5.0,  minval = 0.1, step = 0.5, group = "Risk Management")
slAtrMult   = input.float(title = "SL ATR Multiplier",    defval = 2.0,  minval = 0.1, step = 0.1, group = "Risk Management")
slAtrLength = input.int(  title = "SL ATR Length",         defval = 14,   minval = 1,               group = "Risk Management")

// ─── Take-Profit Settings ────────────────────────────────────────────────────
useTakeProfit = input.bool( title = "Enable Take Profit",  defval = true,                            group = "Risk Management")
rrRatio       = input.float(title = "Risk/Reward Ratio",   defval = 2.0,  minval = 0.5, step = 0.5, group = "Risk Management")

// ─── Trailing Stop ───────────────────────────────────────────────────────────
useTrailing      = input.bool( title = "Enable Trailing Stop",        defval = false,                           group = "Trailing Stop")
trailPercent     = input.float(title = "Trailing Stop Offset (%)",    defval = 2.0,  minval = 0.1, step = 0.5, group = "Trailing Stop")
trailActivation  = input.float(title = "Trailing Activation Profit (%)", defval = 1.0, minval = 0.0, step = 0.5, group = "Trailing Stop")

// =============================================================================
// Indicator Calculations
// =============================================================================

// Supertrend
[superTrend, stDirection] = ta.supertrend(stFactor, stLength)

// Detect the actual FLIP
bullishFlip = stDirection == -1 and stDirection[1] == 1   // bearish → bullish
bearishFlip = stDirection ==  1 and stDirection[1] == -1  // bullish → bearish

// EMA trend filter
ema = ta.ema(close, emaLength)
emaFilterOk = useEmaFilter ? close > ema : true

// ATR for ATR-based stop-loss
atrValue = ta.atr(slAtrLength)

// =============================================================================
// Entry / Exit Logic
// =============================================================================

// Entry condition
longCondition = bullishFlip and emaFilterOk and inDateRange and strategy.position_size == 0

// Exit condition
exitCondition = bearishFlip and strategy.position_size > 0

// ─── Calculate SL / TP prices on entry ───────────────────────────────────────
var float entryPrice   = na
var float stopLossPrice = na
var float takeProfitPrice = na

if longCondition
    entryPrice := close  

    // Stop-loss price
    if slType == "Percentage"
        stopLossPrice := entryPrice * (1 - slPercent / 100)
    else if slType == "ATR"
        stopLossPrice := entryPrice - (atrValue * slAtrMult)
    else
        stopLossPrice := na

    // Take-profit price
    if useTakeProfit and not na(stopLossPrice)
        riskDistance    = entryPrice - stopLossPrice
        takeProfitPrice := entryPrice + (riskDistance * rrRatio)
    else
        takeProfitPrice := na

// ─── Place Orders ────────────────────────────────────────────────────────────
if longCondition
    strategy.entry("Long", strategy.long)

if strategy.position_size > 0 and slType != "None"
    if useTrailing
        trailOffset = close * trailPercent / 100
        trailActivationPrice = strategy.position_avg_price * (1 + trailActivation / 100)
        strategy.exit("SL/TP", "Long",
             stop         = stopLossPrice,
             limit      = useTakeProfit ? takeProfitPrice : na,
             trail_price = trailActivationPrice,
             trail_offset = trailOffset)
    else
        strategy.exit("SL/TP", "Long",
             stop  = stopLossPrice,
             limit = useTakeProfit ? takeProfitPrice : na)

if exitCondition
    strategy.close("Long", comment = "ST Bearish Flip")

// ─── Reset state ─────────────────────────────────────────────────────────────
if strategy.position_size == 0
    entryPrice      := na
    stopLossPrice   := na
    takeProfitPrice := na

// =============================================================================
// Visuals
// =============================================================================

stColor = stDirection == -1 ? color.new(#26a69a, 0) : color.new(#ef5350, 0)
plot(superTrend, "Supertrend", color = stColor, linewidth = 2, style = plot.style_linebr)
plot(useEmaFilter ? ema : na, "EMA Filter", color = color.new(color.orange, 30), linewidth = 1)

plot(strategy.position_size > 0 ? stopLossPrice   : na, "Stop Loss",   color = color.new(color.red, 0),   linewidth = 1, style = plot.style_linebr)
plot(strategy.position_size > 0 ? takeProfitPrice  : na, "Take Profit", color = color.new(color.green, 0), linewidth = 1, style = plot.style_linebr)

plotshape(longCondition, "Buy Signal",  shape.triangleup,   location.belowbar, color.new(#26a69a, 0), size = size.small)
plotshape(exitCondition, "Sell Signal", shape.triangledown, location.abovebar, color.new(#ef5350, 0), size = size.small)

bgcolor(stDirection == -1 ? color.new(#26a69a, 92) : color.new(#ef5350, 95))