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/*backtest
start: 2023-08-26 00:00:00
end: 2023-09-25 00:00:00
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/
// © YohanNaftali

//@version=5

///////////////////////////////////////////////////////////////////////////////
// Heikin Ashi Candle Startegy
// ver 2021.12.29
// © YohanNaftali
// This script composed by Yohan Naftali for educational purpose only 
// Reader who will use this signal must do own research
///////////////////////////////////////////////////////////////////////////////
strategy(
     title = 'Heikin Ashi Candle Startegy Long',  
     shorttitle = 'HA Strategy Long',  
     format = format.price,
     precision = 0,
     overlay = true)

// Input
validationPeriod = input.int( 
     defval = 3, 
     title = 'Validation Period', 
     group = 'Candle')

qtyOrder = input.float(
     defval = 1.0,
     title = 'Qty', 
     group = 'Order')

maxActive = input.float(
     defval = 1.0,
     title = 'Maximum Active Open Position', 
     group = 'Order')

// Long Strategy
tpLong = input.float(
     defval = 1,
     title = "Take Profit (%)",
     minval = 0.0, 
     step = 0.1, 
     group = "Long") * 0.01

slLong = input.float(
     defval = 25,
     title = "Stop Loss (%)", 
     minval=0.0, 
     step=0.1,
     group="Long") * 0.01

trailingStopLong = input.float(
     defval = 0.2,
     title = "Trailing Stop (%)",
     minval = 0.0, 
     step = 0.1,
     group = 'Long') * 0.01

// Calculation
haTicker = ticker.heikinashi(syminfo.tickerid)
haClose = request.security(haTicker, timeframe.period, close)
haOpen = request.security(haTicker, timeframe.period, open)

// Long
limitLong = tpLong > 0.0 ? strategy.position_avg_price * (1 + tpLong) : na
stopLong = slLong > 0.0 ? strategy.position_avg_price * (1 - slLong) : na
float trailLong = 0.0
trailLong := if strategy.position_size > 0
    trailClose = close * (1 - trailLong)
    math.max(trailClose, trailLong[1])
else
    0

isGreen = true
for i = 0 to validationPeriod-1
    isGreen := isGreen and haClose[i] > haOpen[i]        
isLong = isGreen and haClose[validationPeriod] < haOpen[validationPeriod]



plot(
     limitLong,
     title = 'Limit', 
     color = color.rgb(0, 0, 255, 0), 
     style = plot.style_stepline,
     linewidth = 1)

plot(
     trailLong,
     title = 'Trailing', 
     color = color.rgb(255, 255, 0, 0), 
     style = plot.style_stepline,
     linewidth = 1)

plot(
     stopLong,
     title = 'Stop', 
     style = plot.style_stepline,
     color = color.rgb(255, 0, 0, 0), 
     linewidth = 1)

// plotshape(
//      isLong, 
//      title = 'Entry', 
//      style = shape.arrowup, 
//      location = location.belowbar, 
//      offset = 1, 
//      color = color.new(color.green, 0), 
//      text = 'Long Entry',
//      size = size.small)

// Strategy
strategy.risk.max_position_size(maxActive)
strategy.risk.allow_entry_in(strategy.direction.long)

strategy.entry(
     id = "Long", 
     direction = strategy.long, 
     qty = qtyOrder,  
     when = isLong,       
     alert_message = "LN")
if (strategy.position_size > 0)
    strategy.exit(
         id = "Long Exit",
         from_entry = "Long",
         limit = limitLong,
         stop = stopLong,
         trail_price = trailLong,
         alert_message = "LX")