Donqi'an Wave Adaptive Market Strategy

/*backtest
start: 2022-10-19 00:00:00
end: 2023-10-25 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//Noro
//2020

//@version=4
strategy(title = "Noro's Donchian Strategy", shorttitle = "Donchian str", overlay = true, default_qty_type = strategy.percent_of_equity, initial_capital = 100, default_qty_value = 100, commission_value = 0.1)

//Settings
needlong = input(true, defval = true, title = "Long")
needshort = input(true, defval = true, title = "Short")
tp = input(defval = 10, minval = 1, title = "Take profit")
lotsize = input(100, defval = 100, minval = 1, maxval = 10000, title = "Lot, %")
pclen = input(50, minval = 1, title = "Price Channel Length")
showll = input(true, defval = true, title = "Show lines")
showbg = input(false, defval = false, title = "Show Background")
showof = input(true, defval = true, title = "Show Offset")
fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")

//Price Channel
h = highest(high, pclen)
l = lowest(low, pclen)
center = (h + l) / 2
tpl = h * (100 + tp) / 100
tps = l * (100 - tp) / 100

//Lines
tpcol = showll ? color.lime : na
pccol = showll ? color.blue : na
slcol = showll ? color.red : na
offset = showof ? 1 : 0
plot(tpl, offset = offset, color = tpcol, title = "TP Long")
plot(h, offset = offset, color = pccol, title = "Channel High")
plot(center, offset = offset, color = slcol, title = "Cannel Center")
plot(l, offset = offset, color = pccol, title = "Channel Low")
plot(tps, offset = offset, color = tpcol, title = "TP Short")

//Background
size = strategy.position_size
bgcol = showbg == false ? na : size > 0 ? color.lime : size < 0 ? color.red : na
bgcolor(bgcol, transp = 70)

//Trading
truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)
lot = 0.0
lot := size != size[1] ? strategy.equity / close * lotsize / 100 : lot[1]
mo = 0
mo := strategy.position_size != 0 ? 0 : high >= center and low <= center ? 1 : mo[1]
if h > 0
    strategy.entry("Long", strategy.long, lot, stop = h, when = strategy.position_size <= 0 and needlong and truetime and mo)
    strategy.exit("TP Long", "Long", limit = tpl, stop = center)
    strategy.entry("Short", strategy.short, lot, stop = l, when = strategy.position_size >= 0 and needshort and truetime and mo)
    strategy.exit("TP Short", "Short", limit = tps, stop = center)
if time > timestamp(toyear, tomonth, today, 23, 59)
    strategy.close_all()
    strategy.cancel("Long")
    strategy.cancel("Short")