Estrategia de trading cuantitativo basada en el canal SSL y la tendencia de onda

/*backtest
start: 2024-01-01 00:00:00
end: 2024-01-31 23:59:59
period: 1h
basePeriod: 15m
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

// @credits
//      - Wave Trend:               Indicator: WaveTrend Oscillator [WT] by @LazyBear
//      - SSL Channel:              SSL channel by @ErwinBeckers
//      - SSL Hybrid:               SSL Hybrid by @Mihkel00
//      - Keltner Channels:         Keltner Channels Bands by @ceyhun
//      - Candle Height:            Candle Height in Percentage - Columns by @FreeReveller
//      - NNFX ATR:                 NNFX ATR by @sueun123
// 
// Strategy: Based on the YouTube video "This Unique Strategy Made 47% Profit in 2.5 Months [SSL + Wave Trend Strategy Tested 100 Times]" by TradeSmart.


// @description
//
// Strategy incorporates the following features:
//
//      - Risk management:  Configurable X% loss per stop loss
//                          Configurable R:R ratio
//
//      - Trade entry:      Based on strategy conditions below
//
//      - Trade exit:       Based on strategy conditions below
//
//      - Backtesting:      Configurable backtesting range by date
//
//      - Chart drawings:   Each entry condition indicator can be turned on and off
//                          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
//
//      - Alerting:         Alerts on LONG and SHORT trade entries
//
//      - Debugging:        Includes section with useful debugging techniques
//
// Strategy conditions:
//
//      - Trade entry:      LONG:   C1: SSL Hybrid baseline is BLUE
//                                  C2: SSL Channel crosses up (green on top)
//                                  C3: Wave Trend crosses up (represented by pink candle body)
//                                  C4: Entry candle height is not greater than configured threshold
//                                  C5: Entry candle is inside Keltner Channel (wicks or body depending on configuration)
//                                  C6: Take Profit target does not touch EMA (represents resistance)
//
//                          SHORT:  C1: SSL Hybrid baseline is RED
//                                  C2: SSL Channel crosses down (red on top)
//                                  C3: Wave Trend crosses down (represented by orange candle body)
//                                  C4: Entry candle height is not greater than configured threshold
//                                  C5: Entry candle is inside Keltner Channel (wicks or body depending on configuration)
//                                  C6: Take Profit target does not touch EMA (represents support)
//
//      - Trade exit:       Stop Loss: Size configurable with NNFX ATR multiplier
//                          Take Profit: Calculated from Stop Loss using R:R ratio

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

strategy("SSL + Wave Trend Strategy", 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
// =============================================================================

// ----------------------
// Trade Entry Conditions
// ----------------------
useSslHybrid        = input.bool    (true,  "Use SSL Hybrid Condition",                     group = "Strategy: Entry Conditions",   inline = "SC1")
useKeltnerCh        = input.bool    (true,  "Use Keltner Channel Condition   ",             group = "Strategy: Entry Conditions",   inline = "SC2")
keltnerChWicks      = input.bool    (true,  "Keltner Channel Include Wicks",                group = "Strategy: Entry Conditions",   inline = "SC2")
useEma              = input.bool    (true,  "Target not touch EMA Condition",               group = "Strategy: Entry Conditions",   inline = "SC3")
useCandleHeight     = input.bool    (true,  "Use Candle Height Condition",                  group = "Strategy: Entry Conditions",   inline = "SC4")
candleHeight        = input.float   (1.0,   "Candle Height Threshold     ",                 group = "Strategy: Entry Conditions",   inline = "SC5", minval = 0, step = 0.1, tooltip = "Percentage difference between high and low of a candle. Expressed as a decimal. Lowering this value will filter out trades on volatile candles.")

// ---------------------
// Trade Exit Conditions
// ---------------------
slAtrMultiplier     = input.float   (1.7,   "Stop Loss ATR Multiplier     ",                group = "Strategy: Exit Conditions",    inline = "EC1", minval = 0, step = 0.1,     tooltip = "Size of StopLoss is determined by multiplication of ATR value. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")

// ---------------
// Risk Management
// ---------------
riskReward          = input.float   (2.5,  "Risk : Reward        1 :",                      group = "Strategy: Risk Management",    inline = "RM1", minval = 0, step = 0.1,     tooltip = "Used to determine Take Profit level. Take Profit will be Stop Loss multiplied by this value.")
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.")

// ----------
// Date Range
// ----------
startYear           = input.int     (2022,  "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])

// ----------------
// Display 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
// ------------------

// Indicator display options
showSslHybrid       = input.bool    (true,  "Show SSL Hybrid",                              group = "Indicators: Drawings",     inline = "ID1")
showSslChannel      = input.bool    (true,  "Show SSL Channel",                             group = "Indicators: Drawings",     inline = "ID2")
showEma             = input.bool    (true,  "Show EMA",                                     group = "Indicators: Drawings",     inline = "ID3")
showKeltner         = input.bool    (true,  "Show Keltner Channel",                         group = "Indicators: Drawings",     inline = "ID4")
showWaveTrend       = input.bool    (true,  "Show Wave Trend Flip Candles",                 group = "Indicators: Drawings",     inline = "ID5")
showAtrSl           = input.bool    (true,  "Show ATR Stop Loss Bands",                     group = "Indicators: Drawings",     inline = "ID6")

// Wave Trend Settings
n1                  = input.int     (10,     "Channel Length         ",                     group = "Indicators: Wave Trend",   inline = "WT1")
n2                  = input.int     (21,     "Average Length         ",                     group = "Indicators: Wave Trend",   inline = "WT2")
obLevel1            = input.int     (60,     "Over Bought Level 1       ",                  group = "Indicators: Wave Trend",   inline = "WT3")
obLevel2            = input.int     (53,     "Over Bought Level 2       ",                  group = "Indicators: Wave Trend",   inline = "WT4")
osLevel1            = input.int     (-60,    "Over Sold Level 1         ",                  group = "Indicators: Wave Trend",   inline = "WT5")
osLevel2            = input.int     (-53,    "Over Sold Level 2         ",                  group = "Indicators: Wave Trend",   inline = "WT6")

// SSL Channel Settings
sslChLen            = input.int     (10,     "Period             ",                         group = "Indicators: SSL Channel",  inline = "SC1")

// SSL Hybrid Settings
// Show/hide Inputs
show_color_bar      = input.bool    (false, "Show Color Bars",                              group = "Indicators: SSL Hybrid",   inline = "SH2")
// Baseline Inputs
maType              = input.string  ("HMA", "Baseline Type                       ",         group = "Indicators: SSL Hybrid",   inline = "SH3", options=["SMA", "EMA", "DEMA", "TEMA", "LSMA", "WMA", "MF", "VAMA", "TMA", "HMA", "JMA", "Kijun v2", "EDSMA", "McGinley"])
len                 = input.int     (60,    "Baseline Length                      ",        group = "Indicators: SSL Hybrid",   inline = "SH4")
src                 = input.source  (close, "Source                          ",             group = "Indicators: SSL Hybrid",   inline = "SH5")
kidiv               = input.int     (1,     "Kijun MOD Divider                     ",       group = "Indicators: SSL Hybrid",   inline = "SH6", maxval=4)
jurik_phase         = input.int     (3,     "* Jurik (JMA) Only - Phase                 ",  group = "Indicators: SSL Hybrid",   inline = "SH7")
jurik_power         = input.int     (1,     "* Jurik (JMA) Only - Power                 ",  group = "Indicators: SSL Hybrid",   inline = "SH8")
volatility_lookback = input.int     (10,    "* Volatility Adjusted (VAMA) Only - Volatility lookback length", group = "Indicators: SSL Hybrid",   inline = "SH9")
//Modular Filter Inputs
beta                = input.float   (0.8,   "Modular Filter, General Filter Only - Beta               ",   group = "Indicators: SSL Hybrid",   inline = "SH10", minval=0, maxval=1, step=0.1)
feedback            = input.bool    (false, "Modular Filter Only - Feedback",               group = "Indicators: SSL Hybrid",   inline = "SH11")
z                   = input.float   (0.5,   "Modular Filter Only - Feedback Weighting               ",     group = "Indicators: SSL Hybrid",   inline = "SH12", step=0.1, minval=0, maxval=1)
//EDSMA Inputs
ssfLength           = input.int     (20,    "EDSMA - Super Smoother Filter Length               ",         group = "Indicators: SSL Hybrid",   inline = "SH13", minval=1)
ssfPoles            = input.int     (2,     "EDSMA - Super Smoother Filter Poles               ",          group = "Indicators: SSL Hybrid",   inline = "SH14", options=[2, 3])
///Keltner Baseline Channel Inputs
useTrueRange        = input.bool    (true,  "Use True Range?",                              group = "Indicators: SSL Hybrid",   inline = "SH15")
multy               = input.float   (0.2,   "Base Channel Multiplier                   ",   group = "Indicators: SSL Hybrid",   inline = "SH16",    step=0.05)

// EMA Settings
emaLength           = input.int     (200,   "EMA Length          ",                         group = "Indicators: EMA",          inline = "E1",      minval = 1)

// Keltner Channel Settings
kcLength            = input.int     (20,    "Length              ",                         group = "Indicators: Keltner Channel",  inline = "KC1", minval=1)
kcMult              = input.float   (1.5,   "Multiplier             ",                      group = "Indicators: Keltner Channel",  inline = "KC2")
kcSrc               = input.source  (close, "Source              ",                         group = "Indicators: Keltner Channel",  inline = "KC3")
alen                = input.int     (10,    "ATR Length            ",                       group = "Indicators: Keltner Channel",  inline = "KC4", minval=1)

// Candle Height in Percentage Settings
chPeriod            = input.int     (20,    "Period             ",                          group = "Indicators: Candle Height",    inline = "CH1")

// NNFX ATR Settings
nnfxAtrLength       = input.int     (14,    "Length              ",                         group = "Indicators: NNFX ATR (Stop Loss Settings)",    inline = "ATR1", minval = 1)
nnfxSmoothing       = input.string  ("RMA", "Smoothing            ",                        group = "Indicators: NNFX ATR (Stop Loss Settings)",    inline = "ATR3", options = ["RMA", "SMA", "EMA", "WMA"])

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

// ----------
// Wave Trend
// ----------
ap          = hlc3
esa         = ta.ema(ap, n1)
d           = ta.ema(math.abs(ap - esa), n1)
ci          = (ap - esa) / (0.015 * d)
tci         = ta.ema(ci, n2)
wt1         = tci
wt2         = ta.sma(wt1, 4)

// Show Wave Trend crosses on chart as colour changes (pink bullish, orange bearish)
wtBreakUp   = ta.crossover  (wt1, wt2)
wtBreakDown = ta.crossunder (wt1, wt2)
barColour   = showWaveTrend ? wtBreakUp ? color.fuchsia : wtBreakDown ? color.orange : na : na
barcolor(color = barColour)

// -----------
// SSL Channel
// -----------
smaHigh             = ta.sma(high, sslChLen)
smaLow              = ta.sma(low, sslChLen)
var int sslChHlv    = na
sslChHlv           := close > smaHigh ? 1 : close < smaLow ? -1 : sslChHlv[1]
sslChDown           = sslChHlv < 0 ? smaHigh : smaLow
sslChUp             = sslChHlv < 0 ? smaLow : smaHigh

plot(showSslChannel ? sslChDown : na, "SSL Channel Down", linewidth=1, color=color.new(color.red, 30))
plot(showSslChannel ? sslChUp   : na, "SSL Channel Up",   linewidth=1, color=color.new(color.lime, 30))

// ----------
// SSL Hybrid
// ----------
//EDSMA
get2PoleSSF(src, length) =>
    PI  = 2 * math.asin(1)
    arg = math.sqrt(2) * PI / length
    a1  = math.exp(-arg)
    b1  = 2 * a1 * math.cos(arg)
    c2  = b1
    c3  = -math.pow(a1, 2)
    c1  = 1 - c2 - c3

    ssf = 0.0
    ssf:= c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
    ssf

get3PoleSSF(src, length) =>
    PI      = 2 * math.asin(1)

    arg     = PI / length
    a1      = math.exp(-arg)
    b1      = 2 * a1 * math.cos(1.738 * arg)
    c1      = math.pow(a1, 2)

    coef2   = b1 + c1
    coef3   = -(c1 + b1 * c1)
    coef4   = math.pow(c1, 2)
    coef1   = 1 - coef2 - coef3 - coef4

    ssf     = 0.0
    ssf    := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
    ssf

ma(type, src, len) =>
    float result = 0
    if type == "TMA"
        result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
        result
    if type == "MF"
        ts      = 0.
        b       = 0.
        c       = 0.
        os      = 0.
        //----
        alpha   = 2 / (len + 1)
        a       = feedback ? z * src + (1 - z) * nz(ts[1], src) : src
        //----
        b      := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 - alpha) * nz(b[1], a)
        c      := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 - alpha) * nz(c[1], a)
        os     := a == b ? 1 : a == c ? 0 : os[1]
        //----
        upper   = beta * b + (1 - beta) * c
        lower   = beta * c + (1 - beta) * b
        ts     := os * upper + (1 - os) * lower
        result := ts
        result
    if type == "LSMA"
        result := ta.linreg(src, len, 0)
        result
    if type == "SMA"  // Simple
        result := ta.sma(src, len)
        result
    if type == "EMA"  // Exponential
        result := ta.ema(src, len)
        result
    if type == "DEMA"  // Double Exponential
        e = ta.ema(src, len)
        result := 2 * e - ta.ema(e, len)
        result
    if type == "TEMA"  // Triple Exponential
        e = ta.ema(src, len)
        result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
        result
    if type == "WMA"  // Weighted
        result := ta.wma(src, len)
        result
    if type == "VAMA"  // Volatility Adjusted
        /// Copyright © 2019 to present, Joris Duyck (JD)
        mid     = ta.ema(src, len)
        dev     = src - mid
        vol_up  = ta.highest(dev, volatility_lookback)
        vol_down= ta.lowest(dev, volatility_lookback)
        result := mid + math.avg(vol_up, vol_down)
        result
    if type == "HMA"  // Hull
        result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
        result
    if type == "JMA"  // Jurik
        /// Copyright © 2018 Alex Orekhov (everget)
        /// Copyright © 2017 Jurik Research and Consulting.
        phaseRatio  = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5
        beta        = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
        alpha       = math.pow(beta, jurik_power)
        jma         = 0.0
        e0          = 0.0
        e0         := (1 - alpha) * src + alpha * nz(e0[1])
        e1          = 0.0
        e1         := (src - e0) * (1 - beta) + beta * nz(e1[1])
        e2          = 0.0
        e2         := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
        jma        := e2 + nz(jma[1])
        result     := jma
        result
    if type == "Kijun v2"
        kijun           = math.avg(ta.lowest(len), ta.highest(len))  //, (open + close)/2)
        conversionLine  = math.avg(ta.lowest(len / kidiv), ta.highest(len / kidiv))
        delta           = (kijun + conversionLine) / 2
        result         := delta
        result
    if type == "McGinley"
        mg              = 0.0
        mg             := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
        result         := mg
        result
    if type == "EDSMA"
        zeros       = src - nz(src[2])
        avgZeros    = (zeros + zeros[1]) / 2
        // Ehlers Super Smoother Filter 
        ssf         = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) : get3PoleSSF(avgZeros, ssfLength)
        // Rescale filter in terms of Standard Deviations
        stdev       = ta.stdev(ssf, len)
        scaledFilter= stdev != 0 ? ssf / stdev : 0

        alpha       = 5 * math.abs(scaledFilter) / len

        edsma       = 0.0
        edsma      := alpha * src + (1 - alpha) * nz(edsma[1])
        result     := edsma
        result
    result

///Keltner Baseline Channel
BBMC        = ma(maType, close, len)
Keltma      = ma(maType, src, len)
range_1     = useTrueRange ? ta.tr : high - low
rangema     = ta.ema(range_1, len)
upperk      = Keltma + rangema * multy
lowerk      = Keltma - rangema * multy

//COLORS
color_bar   = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray

//PLOTS
p1          = plot(showSslHybrid ? BBMC : na, color=color.new(color_bar, 0), linewidth=4, title="MA Baseline")
barcolor(show_color_bar ? color_bar : na)

// ---
// EMA
// ---
ema         = ta.ema(close, emaLength)
plot(showEma ? ema : na, "EMA Trend Line", color.white)

// ----------------
// Keltner Channels
// ----------------
kcMa        = ta.ema(kcSrc, kcLength)

KTop2       = kcMa + kcMult * ta.atr(alen)
KBot2       = kcMa - kcMult * ta.atr(alen)

upperPlot   = plot(showKeltner ? KTop2 : na, color=color.new(color.blue, 0), title="Upper", style = plot.style_stepline)
lowerPlot   = plot(showKeltner ? KBot2 : na, color=color.new(color.blue, 0), title="Lower", style = plot.style_stepline)

// ---------------------------
// Candle Height in Percentage
// ---------------------------
percentHL   = (high - low) / low * 100
percentRed  = open > close ? (open - close) / close * 100 : 0
percentGreen= open < close ? (close - open) / open * 100 : 0

// --------
// NNFX ATR
// --------
function(source, length) =>
    if nnfxSmoothing == "RMA"
        ta.rma(source, nnfxAtrLength)
    else
        if nnfxSmoothing == "SMA"
            ta.sma(source, nnfxAtrLength)
        else
            if nnfxSmoothing == "EMA"
                ta.ema(source, nnfxAtrLength)
            else
                ta.wma(source, nnfxAtrLength)

formula(number, decimals) =>
    factor  = math.pow(10, decimals)
    int(number * factor) / factor

nnfxAtr     = formula(function(ta.tr(true), nnfxAtrLength), 5) * slAtrMultiplier

//Sell
longSlAtr   = nnfxAtrLength ? close - nnfxAtr : close + nnfxAtr
shortSlAtr  = nnfxAtrLength ? close + nnfxAtr : close - nnfxAtr

plot(showAtrSl ? longSlAtr : na,     "Long SL",  color = color.new(color.red, 35), linewidth = 1, trackprice = true, editable = true, style = plot.style_stepline)
plot(showAtrSl ? shortSlAtr : na,    "Short SL", color = color.new(color.red, 35), linewidth = 1, trackprice = true, editable = true, style = plot.style_stepline)


// =============================================================================
// 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)

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

// See strategy description at top for details on trade entry/exit logis

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

// 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

// Exit calculations
slAmount            = nnfxAtr
slPercent           = math.abs((1 - (close - slAmount) / close) * 100)
tpPercent           = slPercent * riskReward
tpPoints            = percentAsPoints(tpPercent)
tpTarget            = calcProfitTrgtPrice(tpPoints, wtBreakUp)

inDateRange         = true

// Condition 1: SSL Hybrid blue for long or red for short
bullSslHybrid       = useSslHybrid ? close > upperk : true
bearSslHybrid       = useSslHybrid ? close < lowerk : true

// Condition 2: SSL Channel crosses up for long or down for short
bullSslChannel      = ta.crossover(sslChUp, sslChDown)
bearSslChannel      = ta.crossover(sslChDown, sslChUp)

// Condition 3: Wave Trend crosses up for long or down for short
bullWaveTrend       = wtBreakUp
bearWaveTrend       = wtBreakDown

// Condition 4: Entry candle heignt <= 0.6 on Candle Height in Percentage
candleHeightValid   = useCandleHeight ? percentGreen <= candleHeight and percentRed <= candleHeight : true

// Condition 5: Entry candle is inside Keltner Channel
withinCh = keltnerChWicks ? high < KTop2 and low > KBot2 : open < KTop2 and close < KTop2 and open > KBot2 and close > KBot2
insideKeltnerCh     = useKeltnerCh ? withinCh : true

// Condition 6: TP target does not touch 200 EMA
bullTpValid         = useEma ? not (close < ema and tpTarget > ema) : true
bearTpValid         = useEma ? not (close > ema and tpTarget < ema) : true

// Combine all entry conditions
goLong              = inDateRange and bullSslHybrid and bullSslChannel and bullWaveTrend and candleHeightValid and insideKeltnerCh and bullTpValid
goShort             = inDateRange and bearSslHybrid and bearSslChannel and bearWaveTrend and candleHeightValid and insideKeltnerCh and bearTpValid

// 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

// 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
    alert(message="BUY Trade Entry Alert", freq=alert.freq_once_per_bar_close)

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
    alert(message="SELL Trade Entry Alert", freq=alert.freq_once_per_bar_close)

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
entryPrice      = 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 + 1, bar_index, slHit, tpHit, entryPrice, slPrice, tpPrice)
    // printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, entryPrice, 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(goLong,  "Enter Long",  "")
plotchar(goShort, "Enter Short", "")