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/*backtest
start: 2023-01-28 00:00:00
end: 2024-02-03 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=3
strategy("Lancelot RR Strategy", overlay=false)
p=9
CO=close-open
HL=high-low
value1 = (CO + 2*CO[1] + 2*CO[2] + CO[3])/6
value2 = (HL + 2*HL[1] + 2*HL[2] + HL[3])/6
num=sum(value1,p)
denom=sum(value2,p)
RVI=denom!=0?num/denom:0
RVIsig=(RVI+ 2*RVI[1] + 2*RVI[2] + RVI[3])/6

rvicloselongcondition = crossunder(RVI, RVIsig)
rvicloseshortcondition = crossover(RVI, RVIsig)

plot(RVI,color=green,style=line,linewidth=1)
plot(RVIsig,color=red,style=line,linewidth=1)
bgcolor(rvicloseshortcondition ? green : na, transp = 75)
bgcolor(rvicloselongcondition ? red : na, transp = 75)

///Renko///
TF = input(title='TimeFrame', defval="D")
ATRlength = input(title="ATR length",  defval=9, minval=2, maxval=100)
SMAlength = input(title="SMA length",  defval=5, minval=2, maxval=100)
SMACurTFlength = input(title="SMA CurTF length",  defval=20, minval=2, maxval=100)

HIGH = request.security(syminfo.tickerid, TF, high)
LOW = request.security(syminfo.tickerid, TF, low)
CLOSE = request.security(syminfo.tickerid, TF, close)
ATR = request.security(syminfo.tickerid, TF, atr(ATRlength))
SMA = request.security(syminfo.tickerid, TF, sma(close, SMAlength))
SMACurTF = sma(close, SMACurTFlength)

RENKOUP = na
RENKODN = na
H = na
COLOR = na
BUY = na
SELL = na
UP = na
DN = na
CHANGE = na

RENKOUP := na(RENKOUP[1]) ? ((HIGH+LOW)/2)+(ATR/2) : RENKOUP[1]
RENKODN := na(RENKOUP[1]) ? ((HIGH+LOW)/2)-(ATR/2) : RENKODN[1]
H := na(RENKOUP[1]) or na(RENKODN[1]) ? RENKOUP-RENKODN : RENKOUP[1]-RENKODN[1]
COLOR := na(COLOR[1]) ? white : COLOR[1]
BUY := na(BUY[1]) ? 0 : BUY[1]
SELL := na(SELL[1]) ? 0 : SELL[1]
UP := false
DN := false
CHANGE := false

if(not CHANGE and close >= RENKOUP[1]+H*3)
    CHANGE := true
    UP := true
    RENKOUP := RENKOUP[1]+ATR*3
    RENKODN := RENKOUP[1]+ATR*2
    COLOR := lime
    SELL := 0
    BUY := BUY+3

if(not CHANGE and close >= RENKOUP[1]+H*2)
    CHANGE := true
    UP := true
    RENKOUP := RENKOUP[1]+ATR*2
    RENKODN := RENKOUP[1]+ATR
    COLOR := lime
    SELL := 0
    BUY := BUY+2

if(not CHANGE and close >= RENKOUP[1]+H)
    CHANGE := true
    UP := true
    RENKOUP := RENKOUP[1]+ATR
    RENKODN := RENKOUP[1]
    COLOR := lime
    SELL := 0
    BUY := BUY+1

if(not CHANGE and close <= RENKODN[1]-H*3)
    CHANGE := true
    DN := true
    RENKODN := RENKODN[1]-ATR*3
    RENKOUP := RENKODN[1]-ATR*2
    COLOR := red
    BUY := 0
    SELL := SELL+3

if(not CHANGE and close <= RENKODN[1]-H*2)
    CHANGE := true
    DN := true
    RENKODN := RENKODN[1]-ATR*2
    RENKOUP := RENKODN[1]-ATR
    COLOR := red
    BUY := 0
    SELL := SELL+2

if(not CHANGE and close <= RENKODN[1]-H)
    CHANGE := true
    DN := true
    RENKODN := RENKODN[1]-ATR
    RENKOUP := RENKODN[1]
    COLOR := red
    BUY := 0
    SELL := SELL+1
    
plotshape(UP, style=shape.arrowup, location=location.bottom, size=size.normal)

renkolongcondition = UP
renkoshortcondition = DN

///Long Entry///
longcondition = UP
if (longcondition)
    strategy.entry("Long", strategy.long)
    
///Long exit///
closeconditionlong = rvicloselongcondition
if (closeconditionlong)
    strategy.close("Long")