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/*backtest
start: 2023-10-31 00:00:00
end: 2023-11-30 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/
// © undacovacobra

//@version=4
strategy("WaveTrend Strategy [LazyBear] with Secondary Stop Loss", overlay=true)

// Input parameters
n1 = input(10, "Channel Length")
n2 = input(21, "Average Length")
obLevel1 = input(60, "Over Bought Level 1")
obLevel2 = input(53, "Over Bought Level 2")
osLevel1 = input(-60, "Over Sold Level 1")
osLevel2 = input(-53, "Over Sold Level 2")
useEmaFilter = input(false, "Use EMA Filter")
emaLength = input(50, "EMA Length")
emaTimeFrame = input("60", "EMA Time Frame")
tradeMode = input("Both", "Trade Mode", options=["Long Only", "Short Only", "Both"])
useSecondarySL = input(false, "Use Secondary Stop Loss")
slPercentage = input(5.0, "Stop Loss Percentage (%)")

// WaveTrend Indicator Calculations
ap = hlc3 
esa = ema(ap, n1)
d = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ema(ci, n2)
wt1 = tci
wt2 = sma(wt1, 4)

// EMA Calculation with Selected Time Frame
getEma(timeFrame) =>
    security(syminfo.tickerid, timeFrame, ema(close, emaLength))

emaFilter = getEma(emaTimeFrame)

// Secondary Stop Loss Calculation
longStopPrice = strategy.position_avg_price * (1 - slPercentage / 100)
shortStopPrice = strategy.position_avg_price * (1 + slPercentage / 100)

// Long Entry and Exit Conditions with EMA Filter and Trade Mode
longEntry = crossover(wt1, wt2) and wt2 < osLevel1 and (not useEmaFilter or close > emaFilter) and (tradeMode == "Long Only" or tradeMode == "Both")
if (longEntry)
    strategy.entry("Long", strategy.long)
longExit = crossunder(wt1, wt2) and wt2 > obLevel1
if (longExit)
    strategy.close("Long")
if (useSecondarySL and strategy.position_size > 0 and low < longStopPrice)
    strategy.close("Long", comment="SL Hit")

// Short Entry and Exit Conditions with EMA Filter and Trade Mode
shortEntry = crossunder(wt1, wt2) and wt2 > obLevel1 and (not useEmaFilter or close < emaFilter) and (tradeMode == "Short Only" or tradeMode == "Both")
if (shortEntry)
    strategy.entry("Short", strategy.short)
shortExit = crossover(wt1, wt2) and wt2 < osLevel1
if (shortExit)
    strategy.close("Short")
if (useSecondarySL and strategy.position_size < 0 and high > shortStopPrice)
    strategy.close("Short", comment="SL Hit")

// Plotting
plot(0, color=color.gray)
plot(obLevel1, color=color.red)
plot(osLevel1, color=color.green)
plot(obLevel2, color=color.red, style=plot.style_cross)
plot(osLevel2, color=color.green, style=plot.style_cross)
plot(wt1, color=color.green)
plot(wt2, color=color.red, style=plot.style_cross)
plot(wt1-wt2, color=color.blue, style=plot.style_area, transp=80)
plot(emaFilter, color=color.blue)