Estrategia de retroceso de la tendencia del coral

El autor:¿ Qué pasa?, fecha: 2024-02-04 12:18:03
Las etiquetas:

Resumen general

Esta estrategia utiliza el indicador de tendencia de coral de LazyBear para determinar la dirección de la tendencia del precio mediante la identificación de inversiones del indicador de tendencia de coral para detectar puntos de entrada potenciales.

El mecanismo de salida utiliza el precio más alto/más bajo de las N velas más recientes multiplicado por una relación riesgo-recompensa configurable para establecer el stop loss y tomar ganancias.

Estrategia lógica

Después de determinar la dirección de la tendencia principal basada en el indicador Coral Trend, cuando el color del indicador permanece sin cambios, y el precio muestra un pequeño retroceso en la dirección opuesta.

Las condiciones de entrada incluyen:

La dirección del indicador Coral Trend es consistente con la dirección del comercio (largo=verde, corto=rojo)
Desde la última vez que el precio rompió completamente el indicador Coral Trend (el punto más alto de la última barra excede la línea Coral Trend), ha habido al menos 1 barra con puntos bajos por encima (largos) o puntos altos por debajo (cortos) del indicador Coral Trend
Se produce un pequeño retroceso en la dirección opuesta, durante el cual el precio de cierre permanece en el lado opuesto de la tendencia del coral
Después de que finalice el retroceso, el precio de cierre vuelve a la dirección de tendencia principal indicada por Coral Trend

Las condiciones principales son las mencionadas anteriormente y, al mismo tiempo, la estrategia adopta el indicador ADX o el histograma de fuerza absoluta y el indicador de volumen HawkEye como condiciones de confirmación para la entrada.

El indicador ADX requiere que su valor sea > 20 y que suba sobre el último 1 bar.

El histograma de fuerza absoluta requiere que su color sea consistente con la dirección del comercio (largo = azul, corto = rojo).

El mecanismo de salida utiliza el precio más alto / más bajo de las N velas más recientes multiplicado por la relación riesgo-recompensa para establecer el stop loss y tomar ganancias.

Análisis de ventajas

La mayor ventaja de esta estrategia es que después de determinar la dirección de la tendencia principal utilizando el indicador Coral Trend, detecta oportunidades de entrada mediante la identificación de reversiones, evitando la deriva en mercados que no están en tendencia. Al mismo tiempo, el uso del indicador Confirm puede filtrar muchas roturas falsas, mejorando así la tasa de éxito de entrada.

Además, esta estrategia proporciona un mecanismo completo de control de riesgos, que incluye el establecimiento de la magnitud de la parada de pérdida y el control del porcentaje de exposición al riesgo, de modo que incluso si las operaciones individuales pierden dinero, no causará un impacto importante en el capital total.

Análisis de riesgos

El mayor riesgo de esta estrategia es que el uso de indicadores para el juicio de entrada puede crear fácilmente ilusiones, creyendo que puede ganar dinero automáticamente solo confiando en configuraciones de parámetros.

Además, el establecimiento de stop loss y take profit también debe ser apropiado. Los múltiplos de take profit demasiado grandes pueden resultar en la falta de take profit, mientras que un stop loss demasiado pequeño resultará en un riesgo excesivo. Esto debe establecerse de acuerdo con la volatilidad de los diferentes productos y la tolerancia personal al riesgo.

Direcciones de optimización

Las direcciones que pueden optimizarse de esta estrategia incluyen:

Ajustar los parámetros del indicador Coral Trend para hacerlo más sensible a los cambios de precios de diferentes productos
Pruebe diferentes indicadores de confirmación o combinaciones de indicadores, como KDJ, MACD, etc., para hacer que las señales de entrada sean más precisas
En función de la volatilidad de los diferentes productos, ajustar el método de cálculo de stop loss y take profit para lograr un mejor control del riesgo
Añadir un módulo de gestión de fondos para ajustar la cantidad de orden única en función del número de posiciones mantenidas, controlando eficazmente las pérdidas totales
Añadir un módulo de control del tiempo de negociación para que la estrategia solo se ejecute durante períodos específicos para evitar pérdidas durante períodos de volatilidad extrema

Conclusión

Esta estrategia primero utiliza Coral Trend para determinar la tendencia a mediano y largo plazo de los precios, luego al juzgar su reversión, combinada con señales de confirmación para filtrar las fallas, construye una tendencia relativamente confiable después de la estrategia. Al mismo tiempo, los ajustes de control de riesgos mejorados también permiten que esta estrategia se ejecute durante mucho tiempo con capital estable.

/*backtest
start: 2024-01-27 00:00:00
end: 2024-02-03 00:00:00
period: 3m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © kevinmck100

// @description
//
// Strategy is taken from the TradeIQ YouTube video called "I Finally Found 80% Win Rate Trading Strategy For Crypto"
// Check out the full video for further details/clarification on strategy entry/exit conditions.
//
// It incorporates the following features:
//
//      - Risk management:  Configurable X% loss per stop loss
//                          Configurable R:R ratio
//
//      - Trade entry:      Conditions outlines below
//
//      - Trade exit:       Conditions outlined below
//
//      - Backtesting:      Configurable backtesting range by date
//
//      - Trade drawings:   TP/SL boxes drawn for all trades (can be turned on and off)
//                          Trade exit information labels (can be turned on and off)
//                          NOTE: Trade drawings will only be applicable when using overlay strategies
//
//      - Debugging:        Includes section with useful debugging techniques
//
// Strategy conditions:
//
//      - Trade entry:      LONG:   C1: Coral Trend is bullish
//                                  C2: At least 1 candle where low is above Coral Trend since last cross above Coral Trend
//                                  C3: Pullback happens and price closes below Coral Trend
//                                  C4: Coral Trend colour remains bullish for duration of pullback
//                                  C5: After valid pullback, price then closes above Coral Trend
//                                  C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
//                                      C6.1: ADX and DI (Single indicator)
//                                          C6.1.1: Green line is above red line
//                                          C6.1.2: Blue line > 20
//                                          C6.1.3: Blue trending up over last 1 candle
//                                      C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
//                                          C6.2.1: Absolute Strengeh Histogram colour is blue
//                                          C6.2.2: HawkEye Volume Indicator colour is green
//                          SHORT:  C1: Coral Trend is bearish
//                                  C2: At least 1 candle where high is below Coral Trend since last cross below Coral Trend
//                                  C3: Pullback happens and price closes above Coral Trend
//                                  C4: Coral Trend colour remains bearish for duration of pullback
//                                  C5: After valid pullback, price then closes below Coral Trend
//                                  C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
//                                      C6.1: ADX and DI (Single indicator)
//                                          C6.1.1: Red line is above green line
//                                          C6.1.2: Blue line > 20
//                                          C6.1.3: Blue trending up over last 1 candle
//                                      C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
//                                          C6.2.1: Absolute Strengeh Histogram colour is red
//                                          C6.2.2: HawkEye Volume Indicator colour is red
//                          NOTE: All the optional confirmation indicators cannot be overlayed with Coral Trend so feel free to add each separately to the chart for visual purposes
//
//
//      - Trade exit:       Stop Loss:      Calculated by recent swing low over previous X candles (configurable with "Local High/Low Lookback")
//                          Take Profit:    Calculated from R:R multiplier * Stop Loss size
//
// @credits
//
// Coral Trend Indicator [LazyBear]     by @LazyBear
// Absolute Strength Histogram | jh     by @jiehonglim
// Indicator: HawkEye Volume Indicator  by @LazyBear
// ADX and DI                           by @BeikabuOyaji

//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true

strategy("Coral Trend Pullback Strategy (TradeIQ)", "Coral Trend Pullback", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)

// =============================================================================
// INPUTS
// =============================================================================

// ---------------
// Risk Management
// ---------------
riskReward          = input.float(1.5,  "Risk : Reward        1 :",     group = "Strategy: Risk Management",    inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent  = input.float(1,    "Portfolio Risk %        ",     group = "Strategy: Risk Management",    inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n  Portfolio Risk % * Risk : Reward\nif trade hits TP.")

localHlLookback     = input.int (5,     "Local High/Low Lookback     ", group = "Strategy: Stop Loss Settings", inline = "SL1", minval = 1,             tooltip = "This strategy calculates the Stop Loss value from the recent local high/low. This lookback period determines the number of candles to include for the local high/low.")

// ----------
// Date Range
// ----------
startYear           = input.int (2010,  "Start Date  ",                 group = "Strategy: Date Range",         inline = "DR1", minval    = 1900, maxval = 2100)
startMonth          = input.int (1,     "",                             group = "Strategy: Date Range",         inline = "DR1", options   = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate           = input.int (1,     "",                             group = "Strategy: Date Range",         inline = "DR1", options   = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear             = input.int (2100,  "End Date    ",                 group = "Strategy: Date Range",         inline = "DR2", minval    = 1900, maxval = 2100)
endMonth            = input.int (1,     "",                             group = "Strategy: Date Range",         inline = "DR2", options   = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate             = input.int (1,     "",                             group = "Strategy: Date Range",         inline = "DR2", options   = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])

// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes       = input.bool(true,  "Show TP / SL Boxes",           group = "Strategy: Drawings",           inline = "D1",  tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels          = input.bool(false, "Show Trade Exit Labels",       group = "Strategy: Drawings",           inline = "D2",  tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")

// ------------------
// Indicator Settings
// ------------------

// Coral Trend
ctSm                = input.int  (25,       "Smoothing Period       ",              group = "Leading Indicator: Coral Trand Settings",                      inline = "CT1")
ctCd                = input.float(0.4,      "Constant D          ",                 group = "Leading Indicator: Coral Trand Settings",                      inline = "CT2", step = 0.1)

// Confirmation indicator inputs
confirmationInd     = input.string("ADX and DI", "Entry Confirmation Method    ",   group = "Confirmation Indicator: Indicator Selection",                  inline = "IS1", options=["None", "ADX and DI", "Absolute Strength Histogram + HawkEye Volume"], tooltip = "Select one of the possible confirmation indicator(s) which can be used to confirm entry signals from the main Coral Trend indicator conditions. See strategy conditions to understand the logic behind each confirmation indicator")
// ADX and DI
adxLen              = input.int(14, "ADX Length           ",                        group = "Confirmation Indicator: ADX and DI Settings",                  inline = "AD1")
midLine             = input.int(20, "Mid Line            ",                         group = "Confirmation Indicator: ADX and DI Settings",                  inline = "AD2", tooltip = "Mid line on standard ADX and DI indicator. In this strategy the DI must be above this line for entry confirmation.")
// Absolute Strength Histogram
ashLength           = input.int(9, "Period of Evaluation       ",                   group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH1")
ashSmooth           = input.int(6, "Period of Smoothing      ",                     group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH2")
ashSrc              = input.source(close, "Source             ",                    group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH3")
ashMode             = input.string("RSI", "Indicator Method       ",                group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH4", options=["RSI", "STOCHASTIC", "ADX"])
sahMaType           = input.string("SMA", "MA              ",                       group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH5", options=["ALMA", "EMA", "WMA", "SMA", "SMMA", "HMA"])
ashAlmaOffset       = input.float(0.85, "* Arnaud Legoux (ALMA) Offset",            group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH6", minval=0, step=0.01)
ashAlmaSigma        = input.int(6, "* Arnaud Legoux (ALMA) Sigma",                  group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH7", minval=0)
// HawkEye Volume Indicator
hevLength           = input.int(200, "Length             ",                         group = "Confirmation Indicator: HawkEye Volume Settings",              inline = "HV1")
hevDivisor          = input.float(1.6, "Divisor             ",                      group = "Confirmation Indicator: HawkEye Volume Settings",              inline = "HV2", step=0.1)

// =============================================================================
// INDICATORS
// =============================================================================

// -----------
// Coral Trend
// -----------
src             = close
di              = (ctSm - 1.0) / 2.0 + 1.0 
c1              = 2 / (di + 1.0)
c2              = 1 - c1
c3              = 3.0 * (ctCd * ctCd + ctCd * ctCd * ctCd)
c4              = -3.0 * (2.0 * ctCd * ctCd + ctCd + ctCd * ctCd * ctCd)
c5              = 3.0 * ctCd + 1.0 + ctCd * ctCd * ctCd + 3.0 * ctCd * ctCd
var float i1    = na
var float i2    = na
var float i3    = na
var float i4    = na
var float i5    = na
var float i6    = na
i1             := c1 * src + c2 * nz(i1[1])
i2             := c1 * i1  + c2 * nz(i2[1])
i3             := c1 * i2  + c2 * nz(i3[1])
i4             := c1 * i3  + c2 * nz(i4[1])
i5             := c1 * i4  + c2 * nz(i5[1])
i6             := c1 * i5  + c2 * nz(i6[1])

bfr             = -ctCd * ctCd * ctCd * i6 + c3 * i5 + c4 * i4 + c5 * i3
bfrC            = bfr > nz(bfr[1]) ? color.new(color.green, 50) : bfr < nz(bfr[1]) ? color.new(color.red, 50) : color.new(color.blue, 50)
plot(bfr, "Trend", linewidth = 3, style = plot.style_stepline, color = bfrC)

// ----------
// ADX and DI
// ----------
TrueRange                           = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus             = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus            = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0

SmoothedTrueRange                   = 0.0
SmoothedTrueRange                  := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / adxLen + TrueRange

SmoothedDirectionalMovementPlus     = 0.0
SmoothedDirectionalMovementPlus    := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / adxLen + DirectionalMovementPlus

SmoothedDirectionalMovementMinus    = 0.0
SmoothedDirectionalMovementMinus   := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / adxLen + DirectionalMovementMinus

DIPlus                              = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus                             = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX                                  = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX                                 = ta.sma(DX, adxLen)

// ---------------------------
// Absolute Strength Histogram
// ---------------------------
ashMa(ashType, ashSrc, ashLen) =>
    float result = 0
    if ashType == 'SMA'  // Simple
        result := ta.sma(ashSrc, ashLen)
        result
    if ashType == 'EMA'  // Exponential
        result := ta.ema(ashSrc, ashLen)
        result
    if ashType == 'WMA'  // Weighted
        result := ta.wma(ashSrc, ashLen)
        result
    if ashType == 'SMMA'  // Smoothed
        ashWma = ta.wma(ashSrc, ashLen)
        ashSma = ta.sma(ashSrc, ashLen)
        result := na(ashWma[1]) ? ashSma : (ashWma[1] * (ashLen - 1) + ashSrc) / ashLen
        result
    if ashType == 'HMA'  // Hull
        result := ta.wma(2 * ta.wma(ashSrc, ashLen / 2) - ta.wma(ashSrc, ashLen), math.round(math.sqrt(ashLen)))
        result
    if ashType == 'ALMA'  // Arnaud Legoux
        result := ta.alma(ashSrc, ashLen, ashAlmaOffset, ashAlmaSigma)
        result
    result

Price           = ashSrc
Price1          = ashMa('SMA', Price, 1)
Price2          = ashMa('SMA', Price[1], 1)

//RSI
Bulls0          = 0.5 * (math.abs(Price1 - Price2) + Price1 - Price2)
Bears0          = 0.5 * (math.abs(Price1 - Price2) - (Price1 - Price2))

//STOCHASTIC
Bulls1          = Price1 - ta.lowest(Price1, ashLength)
Bears1          = ta.highest(Price1, ashLength) - Price1

//ADX
Bulls2          = 0.5 * (math.abs(high - high[1]) + high - high[1])
Bears2          = 0.5 * (math.abs(low[1] - low) + low[1] - low)

Bulls           = ashMode == 'RSI' ? Bulls0 : ashMode == 'STOCHASTIC' ? Bulls1 : Bulls2
Bears           = ashMode == 'RSI' ? Bears0 : ashMode == 'STOCHASTIC' ? Bears1 : Bears2
AvgBulls        = ashMa(sahMaType, Bulls, ashLength)
AvgBears        = ashMa(sahMaType, Bears, ashLength)

SmthBulls       = ashMa(sahMaType, AvgBulls, ashSmooth)
SmthBears       = ashMa(sahMaType, AvgBears, ashSmooth)

isTrendBullish  = SmthBulls > SmthBears ? true : false

// ------------------------
// HawkEye Volume Indicator
// ------------------------
hevRange1   = high - low
hevRangeAvg = ta.sma(hevRange1, hevLength)
hevVolumeA  = ta.sma(volume, hevLength)

hevHigh1    = high[1]
hevLow1     = low[1]
hevMid1     = hl2[1]

hevU1       = hevMid1 + (hevHigh1 - hevLow1) / hevDivisor
hevD1       = hevMid1 - (hevHigh1 - hevLow1) / hevDivisor

rEnabled1   = hevRange1 > hevRangeAvg and close < hevD1 and volume > hevVolumeA
rEnabled2   = close < hevMid1
rEnabled    = rEnabled1 or rEnabled2

gEnabled1   = close > hevMid1
gEnabled2   = hevRange1 > hevRangeAvg and close > hevU1 and volume > hevVolumeA
gEnabled3   = high > hevHigh1 and hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA
gEnabled4   = low < hevLow1 and hevRange1 < hevRangeAvg / 1.5 and volume > hevVolumeA
gEnabled    = gEnabled1 or gEnabled2 or gEnabled3 or gEnabled4

grEnabled1  = hevRange1 > hevRangeAvg and close > hevD1 and close < hevU1 and volume > hevVolumeA and volume < hevVolumeA * 1.5 and volume > volume[1]
grEnabled2  = hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA / 1.5
grEnabled3  = close > hevD1 and close < hevU1
grEnabled   = grEnabled1 or grEnabled2 or grEnabled3

// =============================================================================
// STRATEGY LOGIC
// =============================================================================

// ---------
// FUNCTIONS
// ---------

percentAsPoints(pcnt) =>
    math.round(pcnt / 100 * close / syminfo.mintick)
    
calcStopLossPrice(pointsOffset, isLong) =>
    priceOffset = pointsOffset * syminfo.mintick
    if isLong
        close - priceOffset
    else 
        close + priceOffset

calcProfitTrgtPrice(pointsOffset, isLong) =>
    calcStopLossPrice(-pointsOffset, isLong)
    
        
printLabel(barIndex, msg) => label.new(barIndex, close, msg)

printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) => 
    if showTpSlBoxes
        box.new (left = left,   top = entryPrice,   right = right,  bottom = slPrice,   bgcolor = slHit ? color.new(color.red, 60)   : color.new(color.gray, 90), border_width = 0)
        box.new (left = left,   top = entryPrice,   right = right,  bottom = tpPrice,   bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
        line.new(x1 = left,     y1 = entryPrice,    x2 = right,     y2 = entryPrice,    color = color.new(color.yellow, 20))
        line.new(x1 = left,     y1 = slPrice,       x2 = right,     y2 = slPrice,       color = color.new(color.red, 20))
        line.new(x1 = left,     y1 = tpPrice,       x2 = right,     y2 = tpPrice,       color = color.new(color.green, 20))
        
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) => 
    if showTpSlBoxes
        box.new (left = left,   top = entryPrice,   right = right,  bottom = slPrice,   bgcolor = color.new(color.gray, 90), border_width = 0)
        box.new (left = left,   top = entryPrice,   right = right,  bottom = tpPrice,   bgcolor = color.new(color.gray, 90), border_width = 0)
        line.new(x1 = left,     y1 = entryPrice,    x2 = right,     y2 = entryPrice,    color = color.new(color.yellow, 20))
        line.new(x1 = left,     y1 = slPrice,       x2 = right,     y2 = slPrice,       color = color.new(color.red, 20))
        line.new(x1 = left,     y1 = tpPrice,       x2 = right,     y2 = tpPrice,       color = color.new(color.green, 20))
        
printTradeExitLabel(x, y, posSize, entryPrice, pnl) => 
    if showLabels
        labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
        label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)

printVerticalLine(col) => line.new(bar_index, close, bar_index, close * 1.01, extend = extend.both, color = col)

// ----------
// CONDITIONS
// ----------

inDateRange                 = true

// Condition 1: Coral Trend color matches trend direction (long=green, short=red)
isCoralBullish              = bfr > nz(bfr[1])
isCoralBearish              = bfr < nz(bfr[1])

// Condition 2: At least 1 candle completely above/below (long/short) Coral Trend since last cross above/below (long/short) Coral Trend (could potentially try also with only close above)
sincePrePullbackBullBreakout= ta.barssince(ta.crossover(close, bfr))
sincePrePullbackBearBreakout= ta.barssince(ta.crossunder(close, bfr))
prePullbackBullBreakout     = ta.barssince(low > bfr and high > bfr) < sincePrePullbackBullBreakout[1]
prePullbackBearBreakout     = ta.barssince(low < bfr and high < bfr) < sincePrePullbackBearBreakout[1]

// Condition 3: Pullback closes below/above (long/short) Coral Trend
barssinceBullPullbackStart  = ta.barssince(ta.crossunder(close, bfr))
barssinceBearPullbackStart  = ta.barssince(ta.crossover(close, bfr))
barssincePullbackStart      = isCoralBullish ? barssinceBullPullbackStart : isCoralBearish ? barssinceBearPullbackStart : na

// Condition 4: Coral Trend colour matched trend direction for duration of pullback
sinceBullish                = ta.barssince(ta.crossover(bfr, nz(bfr[1])))
sinceBearish                = ta.barssince(ta.crossunder(bfr, nz(bfr[1])))
barssinceCoralflip          = isCoralBullish ? sinceBullish : isCoralBearish ? sinceBearish : na
isPullbackValid             = barssincePullbackStart < barssinceCoralflip

// Condition 5: After valid pullback, price then closes above/below (long/short) Coral Trend
entryBreakout               = (isCoralBullish and ta.crossover(close, bfr)) or (isCoralBearish and ta.crossunder(close, bfr))

// Condition 6: Confirmation indicators (6.1 or 6.2, optional depending on settings) confirms trade entry
// 6.1:         ADX and DI
//      6.1.1:  Green and red match trend (long=(green > red), short=(red > green))     
//      6.1.2:  Blue > 20
//      6.1.3:  Blue trending up over last 1 candle
// 6.2:         Absolute Strengeh Histogram + HawkEye Volume Indicator
//      6.2.1:  Absolute Strengeh Histogram colour matches trend (long=blue, short=red)
//      6.2.2:  HawkEye Volume Indicator colour matches trend (long=green, short=red)
var longTradeConfirmed  = false
var shortTradeConfirmed = false
if confirmationInd      == "ADX and DI"
    isAdxUp             = ADX       > ADX [1]
    isAdxValid          = ADX       > midLine   and isAdxUp
    longTradeConfirmed := DIPlus    > DIMinus   and isAdxValid
    shortTradeConfirmed:= DIMinus   > DIPlus    and isAdxValid
else if confirmationInd == "Absolute Strength Histogram + HawkEye Volume"
    isAshBullish        = SmthBulls > SmthBears ? true : false
    isHevBullish        = not grEnabled     and gEnabled ? true : false
    isHevBearish        = not grEnabled     and rEnabled ? true : false
    longTradeConfirmed := isAshBullish      and isHevBullish
    shortTradeConfirmed:= not isAshBullish  and isHevBearish
else if confirmationInd == "None"
    longTradeConfirmed := true
    shortTradeConfirmed:= true

// Combine all entry conditions
goLong              = inDateRange and isCoralBullish and prePullbackBullBreakout and isPullbackValid and entryBreakout and longTradeConfirmed
goShort             = inDateRange and isCoralBearish and prePullbackBearBreakout and isPullbackValid and entryBreakout and shortTradeConfirmed

// Trade entry and exit variables
var tradeEntryBar   = bar_index
var profitPoints    = 0.
var lossPoints      = 0.
var slPrice         = 0.
var tpPrice         = 0.
var inLong          = false
var inShort         = false
var entryPrice      = 0.

// Entry decisions
openLong            = (goLong and not inLong)
openShort           = (goShort and not inShort)
flippingSides       = (goLong and inShort) or (goShort and inLong)
enteringTrade       = openLong or openShort
inTrade             = inLong or inShort

// Exit calculations
entryPrice         := close
longSlPrice         = ta.lowest(localHlLookback)
shortSlPrice        = ta.highest(localHlLookback)
slAmount            = isCoralBullish ? entryPrice - longSlPrice : shortSlPrice - entryPrice
slPercent           = math.abs((1 - (entryPrice - slAmount) / entryPrice) * 100)
tpPercent           = slPercent * riskReward

// Risk calculations
riskAmt             = strategy.equity * accountRiskPercent / 100
entryQty            = math.abs(riskAmt / slPercent * 100)  / close

if openLong
    if strategy.position_size < 0
        printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
        printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
    strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
    enteringTrade   := true
    inLong          := true
    inShort         := false

if openShort
    if strategy.position_size > 0
        printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
        printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
    strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
    enteringTrade   := true
    inShort         := true
    inLong          := false

if enteringTrade
    profitPoints    := percentAsPoints(tpPercent)
    lossPoints      := percentAsPoints(slPercent)
    slPrice         := calcStopLossPrice(lossPoints, openLong)
    tpPrice         := calcProfitTrgtPrice(profitPoints, openLong)
    tradeEntryBar   := bar_index

strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")

// =============================================================================
// DRAWINGS
// =============================================================================

// -----------
// TP/SL Boxes
// -----------

slHit           = (inShort and high >= slPrice) or (inLong  and low <= slPrice)
tpHit           = (inLong  and high >= tpPrice) or (inShort and low <= tpPrice)

exitTriggered   = slHit or tpHit
ctEntryPrice    = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl             = strategy.closedtrades.profit      (strategy.closedtrades - 1)
posSize         = strategy.closedtrades.size        (strategy.closedtrades - 1)

// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered) 
    inShort    := false
    inLong     := false 
    // printTpSlHitBox(tradeEntryBar, bar_index, slHit, tpHit, ctEntryPrice, slPrice, tpPrice)
    // printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, ctEntryPrice, pnl)

// Print TP/SL box for current open trade
// if barstate.islastconfirmedhistory and strategy.position_size != 0
//     printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
    
// // =============================================================================
// // DEBUGGING
// // =============================================================================

// Data window plots
plotchar(prePullbackBullBreakout,   "prePullbackBullBreakout",  "")
plotchar(prePullbackBearBreakout,   "prePullbackBearBreakout",  "")
plotchar(barssincePullbackStart,    "barssincePullbackStart",   "")
plotchar(isCoralBullish,            "isCoralBullish",           "")
plotchar(isCoralBearish,            "isCoralBearish",           "")
plotchar(barssinceCoralflip,        "barssinceCoralflip",       "")
plotchar(isPullbackValid,           "isPullbackValid",          "")
plotchar(entryBreakout,             "entryBreakout",            "")
plotchar(slHit,                     "slHit",                    "")
plotchar(tpHit,                     "tpHit",                    "")
plotchar(slPrice,                   "slPrice",                  "")

// Label plots
// plotDebugLabels = false
// if plotDebugLabels
//     if bar_index == tradeEntryBar 
//         printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))

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