simpleEmaStrategy.pine

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © CiclicaTrading - 2023 Strambatax (Alessandro Arrabito) 
// https://www.youtube.com/watch?v=g7TNcMseFYE

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//@version=5 
strategy("Kondor_Ema", overlay=true, default_qty_type=strategy.percent_of_equity, initial_capital = 1000,
 default_qty_value=100,  commission_type=strategy.commission.percent, commission_value=0.061)

// Campi di input nella scheda dei settting 
int emaFastLen = input.int(7, "Ema Fast", step = 1, group = "Ma settings")
int emaSlowLen = input.int(25, "Ema Slow", step = 1, group = "Ma settings") 
int trendMaLen = input.int(200, "Trend Ma", step = 1, group = "Ma settings")

// offset del trailing stop espresso in percentuale
bool enableTrailStopOnTp = input.bool(false, "Enable Trail stop on take profit", group = "strategy settings")
float trailStopOffsetPrc = input.float(1.0, "Trail offset Prc", step=0.1, group = "strategy settings") / 100
bool enableTrailStopLossAtr = input.bool(false, "Trail stop loss by Atr", group = "strategy settings")

// risk reward 1:X quindi si imposta X cioè il valore di rendimento. 
// default 1.0 => rischio = rendimento, se imporsto 2.0 => rendimento doppio rispetto al rischio.
bool enablePartialTp = input.bool(false, "Enable partial take profit", group = "strategy settings")
float riskReward = input.float(1.5, "Risk reward", step=0.1, group = "strategy settings")
bool breakEvenEnabled = input.bool(true, "Break Even Enabled", tooltip = "if enabled move stop to breakevent if price reach partial take profit", group = "strategy settings")

// periodo atr
int atrLen = input.int(11, "atr len", group = "atr settings")

// moltiplicatore per definire il livello di stop loss
float atrMultiplier = input.float(3.0, "atr Multiplier", step=0.1, group = "atr settings")

bool atrDraw = input.bool(false, "atr band draw", group = "atr settings")

string botLongEntryCmd = input.text_area("", "wundertrading entry long command", group = "bot")
string botLongExitCmd = input.text_area("", "wundertrading exit long command", group = "bot")
string botShortEntryCmd = input.text_area("", "wundertrading entry short command", group = "bot")
string botShortExitCmd = input.text_area("", "wundertrading exit short command", group = "bot")

// Calcolo delle medie mobili esponenziali
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
trendMa = ta.ema(close, trendMaLen)

// Funzioni grafiche per disegnare le medie mobili
plot(emaFast, color = color.yellow, linewidth = 2)
plot(emaSlow, color = color.blue, linewidth = 2)
plot(trendMa, color = color.gray, linewidth = 2)

// Condizioni di ingresso
bool emaCrossLong = ta.crossover(emaFast, emaSlow)
bool emaCrossShort = ta.crossunder(emaFast, emaSlow)

bool entryLong = emaCrossLong and emaSlow > trendMa
bool entryShort = emaCrossShort and emaSlow < trendMa

//// Variabili che mantengono i livelli del trade in corso.
var float stopLossLevel = na
var float takeProfitLevel = na
var float partialTakeProfitLevel = na
var float entryLevel = na
var float beLevel = na


// Grafica: disegno dei livelli del trade tramite funzioni plot e fill.
entryLine = plot(entryLevel, color=color.yellow, style = plot.style_linebr)
pTpLine = plot(partialTakeProfitLevel, color=color.fuchsia, style = plot.style_linebr, linewidth = 2)
tpLine = plot(takeProfitLevel, color=color.green, style = plot.style_linebr)
slLine = plot(stopLossLevel, color=color.red, style = plot.style_linebr)

fill(entryLine, tpLine, color.new(color.green, 50))
fill(entryLine, slLine, color.new(color.red, 50))
 
float atr = ta.atr(atrLen)
float atrOffset = atr*atrMultiplier

plot(atrDraw ? close + atrOffset : na)
plot(atrDraw ? close - atrOffset : na)

getTickValue() =>
    syminfo.mintick * syminfo.pointvalue

trailStopOffset = close * trailStopOffsetPrc / getTickValue()

// Questa funzione aggiorna i livelli di uscita con trail e senza trail.
updateExits(direction) =>
    if direction == "long"    
        if enableTrailStopOnTp
            strategy.exit("long_exit_id", "long_id", stop = stopLossLevel, trail_price = takeProfitLevel, trail_offset = trailStopOffset)
        else
            strategy.exit("long_exit_id", "long_id", stop = stopLossLevel, limit = takeProfitLevel, alert_message = botLongExitCmd)
    else if direction == "short"   
        if enableTrailStopOnTp
            strategy.exit("short_exit_id", "short_id", stop = stopLossLevel, trail_price = takeProfitLevel, trail_offset = trailStopOffset)
        else
            strategy.exit("short_exit_id", "short_id", stop = stopLossLevel, limit = takeProfitLevel, alert_message = botShortExitCmd)

// blocco di apertura dei trade long e short
// se si verificano le condizioni.
if entryLong and strategy.position_size == 0
    entryLevel := close

    // stop loss proporzionale al livello di atr
    stopLossLevel := close - atrOffset
    takeProfitLevel := close + atrOffset*riskReward
    partialTakeProfitLevel := enablePartialTp ? close + atrOffset*riskReward/2 : na
    beLevel := close + atrOffset*riskReward/2

    strategy.entry("long_id", strategy.long, alert_message = botLongEntryCmd)
    if not na(partialTakeProfitLevel)
        strategy.exit("p1_long_exit_id", "long_id", stop = stopLossLevel, limit = partialTakeProfitLevel, qty_percent = 50)
    updateExits("long")
if entryShort and strategy.position_size == 0
    entryLevel := close
    stopLossLevel := close + atrOffset
    takeProfitLevel := close - atrOffset*riskReward
    partialTakeProfitLevel := enablePartialTp ? close - atrOffset*riskReward/2 : na
    beLevel := close - atrOffset*riskReward/2

    strategy.entry("short_id", strategy.short, alert_message = botShortEntryCmd)    
    if not na(partialTakeProfitLevel)
        strategy.exit("p1_short_exit_id", "short_id", stop = stopLossLevel, limit = partialTakeProfitLevel, qty_percent = 50)
    updateExits("short")

// blocco per abilitira la chiusura a breakeven
if breakEvenEnabled and strategy.position_size > 0 and high > beLevel and barstate.isconfirmed
    stopLossLevel := entryLevel
    updateExits("long")
if breakEvenEnabled and strategy.position_size < 0 and low < beLevel and barstate.isconfirmed
    stopLossLevel := entryLevel
    updateExits("short")

// trailing stop loss atr
if strategy.position_size > 0 and barstate.isconfirmed and enableTrailStopLossAtr
    //if atrOffset > stopLossLevel 
    if close - atrOffset > stopLossLevel 
        stopLossLevel := close - atrOffset
        if not na(partialTakeProfitLevel)
            strategy.exit("p1_long_exit_id", "long_id", stop = stopLossLevel, limit = partialTakeProfitLevel, qty_percent = 50)
        updateExits("long")
if strategy.position_size < 0 and barstate.isconfirmed and enableTrailStopLossAtr
    //if atrOffset < stopLossLevel 
    if close + atrOffset < stopLossLevel 
        stopLossLevel := close + atrOffset
        if not na(partialTakeProfitLevel)
            strategy.exit("p1_short_exit_id", "short_id", stop = stopLossLevel, limit = partialTakeProfitLevel, qty_percent = 50)
        updateExits("short")


// Reset delle variabili in chiusura del trade.
// Come accennato nel video, il seguente snippet di codice non gestisce il caso di un trade che 
// inizia e finisce durante la stessa candela. Per questo lascio nel commento la soluzione.
// condizioneDiUscita = strategy.position_size == 0 and strategy.closedtrades.exit_bar_index(strategy.closedtrades - 1) == bar_index
if strategy.position_size == 0 and strategy.closedtrades.exit_bar_index(strategy.closedtrades - 1) == bar_index
    stopLossLevel := na
    takeProfitLevel := na
    partialTakeProfitLevel := na
    entryLevel := na
    beLevel := na

var float totProfit = 0
if ta.change(strategy.closedtrades)
    tradeIndex = strategy.closedtrades -1
    tradeId = strategy.closedtrades.exit_id(tradeIndex)
    if tradeId == "long_exit_id" or tradeId == "short_exit_id"
        p2 = strategy.closedtrades.profit(tradeIndex)
        p1 = strategy.closedtrades.profit(tradeIndex - 1)
        label.new(bar_index, close, str.format("{0, number, #.##}", p1+p2), style = label.style_label_lower_left, color = p1+p2 > 0 ? color.green : color.red)
        totProfit += p1 + p2

// tabella riepilogo dati strategia
var tableInfo = table.new(position.top_right, 2,2)
tableInfo.set_bgcolor(color.white)
table.cell(tableInfo, 0, 0, "Info")
table.cell(tableInfo, 0, 1, "Profit")
table.cell(tableInfo, 1, 1, str.format("{0, number, #.##}", totProfit))

// Settings
// FTMUSDT TF 1H
// ema 7, 23, 200
// enable partial tp
// RR 1,6
// enable breakeven
// ATR len 3 mul 3.1