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/*backtest
start: 2023-01-16 00:00:00
end: 2024-01-22 00:00:00
period: 1d
basePeriod: 1h
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/
// © ramsay09
//@version=4

strategy(title="Grid Tool",shorttitle= "Grid", overlay= true )



backtest        = input(title= "Backtest (no comment-string, disable for API-trading)", type= input.bool, defval= true)
entry_type      = input("Long", title= "Long/Short Entry", options= ["Long", "Short"])


X_opt           = input("Grid - reentry", title="--- 1st ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"])
                         
X_opt_2         = input("---", title="--- 2nd ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"])                         


entry_f_1       = input("---", title="Entry filter 1", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", 
                         "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter",
                         "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", 
                         "Price filtered Kumo flip filter",  "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", 
                         "Tenkan X Kijun filter"])

entry_f_2       = input("---", title="Entry filter 2", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", 
                         "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter",
                         "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", 
                         "Price filtered Kumo flip filter",  "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", 
                         "Tenkan X Kijun filter"])


exit_f_1        = input("---", title="Exit filter 1", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", 
                         "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"])

exit_f_2        = input("---", title="Exit filter 2", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", 
                         "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"])
                         

//--------------------- Signal inputs -----------------------

grid_gap        = input(500, type= input.float, title= "Grid gap - base currency", minval= 0, step= 10)


//--------------------- filter inputs --------------------

shared_param    = input(false, title= " Shared filter and entry parameters :", type= input.bool)

sb              = input(title="Segment max bars", defval= 10, minval= 0, step= 1)

fr_period       = input(2, title= "Fractals period", minval= 1)
rsi_period      = input(14, title= "RSI period", minval= 1)
ma_period       = input(50, title= "MA period", minval= 1)
mult            = input(3, type= input.float, title= "SuperTrend multiplier", minval= 1, step= 0.1)
len             = input(6, type= input.integer, title= "SuperTrend length", minval= 1)
start           = 0.02//input(0.02, title= "PSAR Start (Filter/Entry)", minval= 0)
inc             = 0.02//input(0.02, title= "PSAR Increment (Filter/Entry)", minval= 0)
max             = 0.2//input(.2, title= "PSAR Maximum (Filter/Entry)", minval= 0)
di_length_s     = input(10, title= "DI length (signals)", minval= 1)
adx_smooth_s    = input(10, title= "ADX smooth (signals)", minval= 1)
adx_thres_s     = input(25, title= "ADX threshold (signals)", minval= 1)
trix_len_f      = input(14, title= "TRIX Length", type=input.integer, minval=1)
smooth_length_f = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1)


//--------------------- exit inputs --------------------

exit_param      = input(false, title= " Exit Parameters :", type= input.bool)

trix_len_x      = input(14, title= "TRIX Length", type=input.integer, minval=1)
smooth_length_x = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1)
fr_period_x     = input(2, title= "Exit fractals - period", minval= 1)
fr_past_x       = input(0, title= "Exit fractals - past fractal", minval= 0)
rsi_period_x    = input(14, title= "Exit RSI period", minval= 1)
ma_period_x     = input(50, title= "Exit MA period", minval= 1)
mult_x          = input(2, type= input.float, title= "Exit SuperTrend multiplier", minval= 1)
len_x           = input(5, type= input.integer, title= "Exit SuperTrend length", minval= 1)
di_length_x     = input(10, title= "Exit ADX period", minval= 1)
adx_smooth_x    = input(10, title= "Exit ADX smooth", minval= 1)
adx_thres_x     = input(25, title= "Exit ADX threshold", minval= 1)


//----------------------- Backtest periode --------------------------------

b_t_per_start   = input(false, title= " Set backtest start or/and trend start :", type= input.bool)

start_year      = input(2020, "Start year")
start_month     = input(3, "Start month", minval= 1, maxval= 12)
start_day       = input(13, "Start day", minval= 1, maxval= 31)
period_start    = timestamp(start_year, start_month, start_day, 0, 0)

stop_year       = input(2120, "Stop year")
stop_month      = input(12, "Stop month", minval= 1, maxval= 12)
stop_day        = input(31, "Stop day", minval= 1, maxval= 31)
period_stop     = timestamp(stop_year, stop_month, stop_day, 0, 0)

backtest_period() => time >= period_start and time <= period_stop ? true : false


//-------------------- Ichimoku --------------------

TKlength            = 9 //input(9, "Tenkan-sen length", minval= 1)
KJlength            = 26 //input(26, "Kijun-sen length", minval= 1)
CSHSlength          = 26 //input(26, "Chikouspan length/horizontal shift", minval= 1)
SBlength            = 52 //input(52, "SenkouspanB length", minval= 1)
SAlength            = 26 //input(26, "SenkouspanA length", minval= 1)

// calculation
TK                  = avg(lowest(TKlength), highest(TKlength))
KJ                  = avg(lowest(KJlength), highest(KJlength))
CS                  = close
SB                  = avg(lowest(SBlength), highest(SBlength))
SA                  = avg(TK,KJ)

kumo_high   = max(SA[CSHSlength-1], SB[CSHSlength-1])
kumo_low    = min(SA[CSHSlength-1], SB[CSHSlength-1]) 


//------------------------------------- Filters and entry signals --------------------------------------

//---------------------- Ichimoku filter ------------------------

// cross conditions for "Strong" filtered signals
var bool sasb_x  = true
if crossover(SA, SB) and low > kumo_high 
    sasb_x := true 

if crossunder(SA, SB) and high < kumo_low 
    sasb_x := false
    
    
var bool tkkj_x  = true
if crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high
    tkkj_x := true 
    
if crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low
    tkkj_x := false
  

// Ichimoku filters
kijun_buy_f                           = close > KJ
kumo_buy_f                            = close > kumo_high
kumo_flip_buy_f                       = SA > SB  
price_filtered_kumo_flip_buy_f        = sasb_x and low > kumo_high  
chikou_X_price_buy_f                  = CS > high[(26-1)]  
chikou_X_kumo_buy_f                   = CS > kumo_high[26-1]   
price_X_tenkan_buy_f                  = close > TK  
tenkan_X_kumo_buy_f                   = TK > kumo_high   
tenkan_X_kijun_buy_f                  = TK > KJ 
kumo_filtered_tenkan_X_kijun_buy_f    = tkkj_x and TK > kumo_high and KJ > kumo_high and TK > KJ


kijun_sell_f                          = close < KJ
kumo_sell_f                           = close < kumo_low
kumo_flip_sell_f                      = SA < SB  
price_filtered_kumo_flip_sell_f       = not sasb_x and high < kumo_low 
chikou_X_price_sell_f                 = CS < low[(26-1)]  
chikou_X_kumo_sell_f                  = CS < kumo_low[26-1]  
price_X_tenkan_sell_f                 = close < TK 
tenkan_X_kumo_sell_f                  = TK < kumo_low
tenkan_X_kijun_sell_f                 = TK < KJ 
kumo_filtered_tenkan_X_kijun_sell_f   = not tkkj_x and TK < kumo_low and KJ < kumo_low and TK < KJ

// Ichimoku exits
kijun_buy_x                           = close > KJ
kumo_buy_x                            = close > kumo_high

kijun_sell_x                          = close < KJ
kumo_sell_x                           = close < kumo_low


//------------------------ grid --------------------------

//up_grid             = 0.
//up_grid             := nz(high > up_grid[1] + grid_gap and backtest_period() ? close : up_grid[1])        // forward grid long

//dn_grid             = 0.
//dn_grid             := nz(low < dn_grid[1] - grid_gap and backtest_period() ? close : dn_grid[1])         // forward grid short

re_grid             = 0.
re_grid             := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1])


//grid_up_buy         = up_grid > up_grid[1]
//grid_dn_sell        = dn_grid < dn_grid[1]

grid_ct_buy         = re_grid < re_grid[1]
grid_ct_sell        = re_grid > re_grid[1]

grid_re_buy         = re_grid > re_grid[1]
grid_re_sell        = re_grid < re_grid[1]

//plot(re_grid,"Plot", color= color.yellow, linewidth= 2)


//---------------------- reverse fractal signal and filter --------------------------

up_bar              = close[0] > open[0]
dn_bar              = close[0] < open[0]
hl                  = low[0] > low[1]
lh                  = high[0] < high[1]

rev_up_fr_sell      = pivothigh(high, 3, 0) and dn_bar and up_bar[1] or 
                       pivothigh(high, 4, 1) and dn_bar and up_bar[1] or 
                       pivothigh(high, 4, 1) and lh and up_bar and up_bar[1] 


rev_dn_fr_buy       = pivotlow(low, 3, 0) and up_bar  and dn_bar[1] or 
                       pivotlow(low, 4, 1) and up_bar and dn_bar[1] or 
                       pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1] 


ema_f(src, ema_len)  => ema(src, ema_len)  // ma function definition
sma_f(src, sma_len)  => sma(src, sma_len)

ema_21          = ema_f(close, 21)  // ema21/sma20 signal
sma_20          = sma_f(close, 20)

ma_cross_buy    = close > ema_21 and close > sma_20 and ema_21 > sma_20
ma_cross_sell   = close < ema_21 and close < sma_20 and ema_21 < sma_20


//--------------------- TRIX ------------------------

triple_ema_f      = ema(ema(ema(close, trix_len_f), trix_len_f), trix_len_f)
trix_f            = roc(triple_ema_f, 1)
signal_f          = sma(trix_f, smooth_length_f)

triple_ema_x      = ema(ema(ema(close, trix_len_x), trix_len_x), trix_len_x)
trix_x            = roc(triple_ema_x, 1)
signal_x          = sma(trix_x, smooth_length_x)

//filters
trix_buy_f      = trix_f > signal_f
trix_sell_f     = trix_f < signal_f
//exits
trix_buy_x      = trix_x > signal_x
trix_sell_x     = trix_x < signal_x

//----------------------- macd filter -----------------------

[macdLine_f, signalLine_f, histLine_f]  = macd(close, 12, 26, 9)
//filters
macd_buy                                = macdLine_f > signalLine_f
macd_sell                               = macdLine_f < signalLine_f

//exit
macd_buy_x                              = macdLine_f > signalLine_f
macd_sell_x                             = macdLine_f < signalLine_f


//---------------------- rsi filter and entry signal------------------------
//entry
rsi_f           = rsi(close, rsi_period)
rsi_f_buy       = rsi_f > 50
rsi_f_sell      = rsi_f < 50

//filters
rsi_f_buy_f     = rsi_f > 50
rsi_f_sell_f    = rsi_f < 50

//exit
rsi_f_x         = rsi(close, rsi_period_x)
rsi_f_buy_x     = rsi_f_x > 50
rsi_f_sell_x    = rsi_f_x < 50


//---------------- Bill Williams Fractals (filter and entry signal) -----------------

up_fr           = pivothigh(fr_period, fr_period)
dn_fr           = pivotlow(fr_period, fr_period)

fractal_up_v    = valuewhen(up_fr, high[fr_period],0) 
fractal_dn_v    = valuewhen(dn_fr, low[fr_period],0)
//entry signal
fr_upx          = crossover(high, fractal_up_v)
fr_dnx          = crossunder(low, fractal_dn_v)

//filters
fr_upx_f        = high > fractal_up_v
fr_dnx_f        = low < fractal_dn_v

//exit
up_fr_x         = pivothigh(fr_period_x, fr_period_x)
dn_fr_x         = pivotlow(fr_period_x, fr_period_x)

fractal_up_v_x  = valuewhen(up_fr_x, high[fr_period_x], fr_past_x) 
fractal_dn_v_x  = valuewhen(dn_fr_x, low[fr_period_x], fr_past_x)

fr_upx_x        = high > fractal_up_v_x
fr_dnx_x        = low < fractal_dn_v_x


//higher low and higher high - lower high and lower low - entry 

fractal_dn_v_1  = valuewhen(dn_fr, low[fr_period],1)
fractal_up_v_1  = valuewhen(up_fr, high[fr_period],1)

hl_hh_buy       = fractal_dn_v > fractal_dn_v_1 and high > fractal_up_v                                  // 123 signal and filter
                 
lh_ll_sell      = fractal_up_v < fractal_up_v_1 and low < fractal_dn_v 


//-------------------- SuperTrend filter and entry signal ---------------------
//entry
[SuperTrend, Dir]       = supertrend(mult, len)
sup_buy                 = close > SuperTrend
sup_sell                = close < SuperTrend

//filters
sup_buy_f               = close > SuperTrend
sup_sell_f              = close < SuperTrend

//exit
[SuperTrend_x, Dir_x]   = supertrend(mult_x, len_x)
sup_buy_x               = close > SuperTrend_x
sup_sell_x              = close < SuperTrend_x


//----------------- Parabolic SAR Signal (pb/ps) and filter -------------------

psar_buy        = high > sar(start, inc, max)[0]
psar_sell       = low < sar(start, inc, max)[0]

//filters
psar_buy_f      = high > sar(start, inc, max)[0]
psar_sell_f     = low < sar(start, inc, max)[0]


//-------------------------- ADX entry and filter ---------------------------

//exit
[diplus_f_x, diminus_f_X, adx_f_x]      = dmi(di_length_x, adx_smooth_x)
adx_thres_f_x                           = adx_f_x < adx_thres_x


//adx signal 1/2 and filters
[diplus_s, diminus_s, adx_s]            = dmi(di_length_s, adx_smooth_s)
adx_above_thres                         = adx_s > adx_thres_s

long_1          = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s 
                 
short_1         = diplus_s < diminus_s and adx_s > diplus_s and adx_s < diminus_s

long_2          = diplus_s > diminus_s and adx_above_thres
short_2         = diplus_s < diminus_s and adx_above_thres


//-------------------------- SMA50 filter and entry---------------------------
//entry
sma_buy         = close[2] > ema_f(close, ma_period)
sma_sell        = close[2] < ema_f(close, ma_period) 

//filters
sma_buy_f       = close[2] > sma_f(close, ma_period)
sma_sell_f      = close[2] < sma_f(close, ma_period) 

//exit
sma_buy_x       = close[1] > sma_f(close, ma_period_x)
sma_sell_x      = close[1] < sma_f(close, ma_period_x)


//--------------------------- Segments signal ----------------------------

count1_l            = 0
count2_l            = 0
segment_1_stat_l    = false    
segment_2_stat_l    = false  
segment_3_stat_l    = false 

higher_low          = low > low[1] 

var line segment_low_1_l   = na
var line segment_low_2_l   = na
var line segment_low_3_l   = na

// long segments
for i=0 to sb
    count1_l := count1_l + 1
    if low[1] > low[i+2] and higher_low
        segment_1_stat_l  := true  
        break
            
for i=count1_l to sb+count1_l
    count2_l := count2_l + 1
    if low[1+count1_l] > low[i+2] and segment_1_stat_l
        segment_2_stat_l  := true 
        break
                
for i=count2_l to sb+count2_l    
    if low[1+count1_l+count2_l] > low[i+2+count1_l] and segment_2_stat_l
        segment_3_stat_l  := true 
        break


// short segments
count1_s            = 0
count2_s            = 0
segment_1_stat_s    = false    
segment_2_stat_s    = false  
segment_3_stat_s    = false 

lower_high          = high < high[1] 

var line segment_high_1   = na
var line segment_high_2   = na
var line segment_high_3   = na

for i=0 to sb
    count1_s := count1_s + 1
    if high[1] < high[i+2] and lower_high
        segment_1_stat_s := true  
        break
            
for i=count1_s to sb+count1_s
    count2_s := count2_s + 1
    if high[1+count1_s] < high[i+2] and segment_1_stat_s
        segment_2_stat_s := true 
        break
                
for i=count2_s to sb+count2_s    
    if high[1+count1_s+count2_s] < high[i+2+count1_s] and segment_2_stat_s
        segment_3_stat_s := true 
        break

// segments signals
seg_stat_l          = segment_1_stat_l and segment_2_stat_l and segment_3_stat_l 
seg_stat_s          = segment_1_stat_s and segment_2_stat_s and segment_3_stat_s 
//entry
segments_buy        = high > high[1] and seg_stat_l[1]
segments_sell       = low < low[1] and seg_stat_s[1]

//filters
segments_buy_f      = high > high[1] and seg_stat_l[1]
segments_sell_f     = low < low[1] and seg_stat_s[1]


//--------------------------- Entry Signal Options ---------------------------

// buy signal options 1
opt_sig_buy = 
     X_opt == "---" ? na :
//     X_opt == "Grid - forward sig" ? grid_up_buy :  
     X_opt == "Grid - counter trend" ? grid_ct_buy : 
     X_opt == "Grid - reentry" ? grid_re_buy : 
     X_opt == "Fractals" ? fr_upx : 
     X_opt == "Reverse fractal" ? rev_dn_fr_buy : na

// sell signal options 1
opt_sig_sell = 
     X_opt == "---" ? na : 
//     X_opt == "Grid - forward sig" ? grid_dn_sell :   
     X_opt == "Grid - counter trend" ? grid_ct_sell : 
     X_opt == "Grid - reentry" ? grid_re_sell : 
     X_opt == "Fractals" ? fr_dnx : 
     X_opt == "Reverse fractal" ? rev_up_fr_sell : na


// buy signal options 2
opt_sig_buy_2 = 
     X_opt_2 == "---" ? na :
//     X_opt_2 == "Grid - forward sig" ? grid_up_buy :
     X_opt_2 == "Grid - counter trend" ? grid_ct_buy :
     X_opt_2 == "Grid - reentry" ? grid_re_buy :
     X_opt_2 == "Fractals" ? fr_upx : 
     X_opt_2 == "Reverse fractal" ? rev_dn_fr_buy : na

// sell signal options 2
opt_sig_sell_2 = 
     X_opt_2 == "---" ? na : 
//     X_opt_2 == "Grid - forward sig" ? grid_dn_sell :
     X_opt_2 == "Grid - counter trend" ? grid_ct_sell :
     X_opt_2 == "Grid - reentry" ? grid_re_sell :
     X_opt_2 == "Fractals" ? fr_dnx : 
     X_opt_2 == "Reverse fractal" ? rev_up_fr_sell : na


//-------------------------- entry filter -------------------------------

//entry buy filter 1 options
entry_filter_buy_1 = 
     entry_f_1 == "---" ? true :
     entry_f_1 == "MACD filter" ? macd_buy : 
     entry_f_1 == "RSI50 filter" ? rsi_f_buy_f : 
     entry_f_1 == "Fractals filter" ? fr_upx_f : 
     entry_f_1 == "SuperTrend filter" ? sup_buy_f : 
     entry_f_1 == "Parabolic SAR filter" ? psar_buy_f : 
     entry_f_1 == "SMA filter" ? sma_buy_f : 
     entry_f_1 == "ADX filter" ? adx_above_thres :     
     entry_f_1 == "Segments filter" ? segments_buy : 
     entry_f_1 == "Fractals 1-2-3 filter" ? hl_hh_buy : 
     entry_f_1 == "Reverse fractal filter" ? rev_dn_fr_buy : 
     entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_buy : 
     entry_f_1 == "TRIX filter" ? trix_buy_f : 
     entry_f_1 == "Price X Kumo filter" ? kumo_buy_f : 
     entry_f_1 == "Price X Kijun filter" ? kijun_buy_f : 
     entry_f_1 == "Kumo flip filter" ? kumo_flip_buy_f :  
     entry_f_1 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f : 
     entry_f_1 == "Chikou X price filter" ? chikou_X_price_buy_f : 
     entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f :  
     entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_buy_f : 
     entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f :  
     entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true    

//entry sell filter 1 options
entry_filter_sell_1 = 
     entry_f_1 == "---" ? true :
     entry_f_1 == "MACD filter" ? macd_sell : 
     entry_f_1 == "RSI50 filter" ? rsi_f_sell_f : 
     entry_f_1 == "Fractals filter" ? fr_dnx_f : 
     entry_f_1 == "SuperTrend filter" ? sup_sell_f : 
     entry_f_1 == "Parabolic SAR filter" ? psar_sell_f :
     entry_f_1 == "SMA filter" ? sma_sell_f : 
     entry_f_1 == "ADX filter" ? adx_above_thres :    
     entry_f_1 == "Segments filter" ? segments_sell : 
     entry_f_1 == "Fractals 1-2-3 filter" ? lh_ll_sell : 
     entry_f_1 == "Reverse fractal filter" ? rev_up_fr_sell : 
     entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_sell : 
     entry_f_1 == "TRIX filter" ? trix_sell_f : 
     entry_f_1 == "Price X Kumo filter" ? kumo_sell_f : 
     entry_f_1 == "Price X Kijun filter" ? kijun_sell_f : 
     entry_f_1 == "Kumo flip filter" ? kumo_flip_sell_f : 
     entry_f_1 == "Price filtered Kumo flip filter" ?price_filtered_kumo_flip_sell_f :
     entry_f_1 == "Chikou X price filter" ? chikou_X_price_sell_f : 
     entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f : 
     entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_sell_f :
     entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f :
     entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true     

//entry buy filter 2 options
entry_filter_buy_2 = 
     entry_f_2 == "---" ? true :
     entry_f_2 == "MACD filter" ? macd_buy : 
     entry_f_2 == "RSI50 filter" ? rsi_f_buy_f : 
     entry_f_2 == "Fractals filter" ? fr_upx_f : 
     entry_f_2 == "SuperTrend filter" ? sup_buy_f : 
     entry_f_2 == "Parabolic SAR filter" ? psar_buy_f :
     entry_f_2 == "SMA filter" ? sma_buy_f : 
     entry_f_2 == "ADX filter" ? adx_above_thres :     
     entry_f_2 == "Segments filter" ? segments_buy :  
     entry_f_2 == "Fractals 1-2-3 filter" ? hl_hh_buy :  
     entry_f_2 == "Reverse fractal filter" ? rev_dn_fr_buy :  
     entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_buy :  
     entry_f_2 == "TRIX filter" ? trix_buy_f : 
     entry_f_2 == "Price X Kumo filter" ? kumo_buy_f : 
     entry_f_2 == "Price X Kijun filter" ? kijun_buy_f : 
     entry_f_2 == "Kumo flip filter" ? kumo_flip_buy_f :  
     entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f : 
     entry_f_2 == "Chikou X price filter" ? chikou_X_price_buy_f : 
     entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f :  
     entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_buy_f : 
     entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f : 
     entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true    

//entry sell filter 2 options
entry_filter_sell_2 = 
     entry_f_2 == "---" ? true :
     entry_f_2 == "MACD filter" ? macd_sell : 
     entry_f_2 == "RSI50 filter" ? rsi_f_sell_f : 
     entry_f_2 == "Fractals filter" ? fr_dnx_f : 
     entry_f_2 == "SuperTrend filter" ? sup_sell_f : 
     entry_f_2 == "Parabolic SAR filter" ? psar_sell_f :
     entry_f_2 == "SMA filter" ? sma_sell_f : 
     entry_f_2 == "ADX filter" ? adx_above_thres :   
     entry_f_2 == "Segments filter" ? segments_sell : 
     entry_f_2 == "Fractals 1-2-3 filter" ? lh_ll_sell : 
     entry_f_2 == "Reverse fractal filter" ? rev_up_fr_sell : 
     entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_sell : 
     entry_f_2 == "TRIX filter" ? trix_sell_f : 
     entry_f_2 == "Price X Kumo filter" ? kumo_sell_f : 
     entry_f_2 == "Price X Kijun filter" ? kijun_sell_f : 
     entry_f_2 == "Kumo flip filter" ? kumo_flip_sell_f : 
     entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_sell_f :
     entry_f_2 == "Chikou X price filter" ? chikou_X_price_sell_f : 
     entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f : 
     entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_sell_f :
     entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f :
     entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true    


//------------------------- exit filter -----------------------

//short exit buy filter 1 options
exit_filter_buy_1 = 
     exit_f_1 == "---" ? false :
     exit_f_1 == "TRIX exit" ? trix_buy_x :  
     exit_f_1 == "Reverse fractal exit" ? rev_dn_fr_buy :       
     exit_f_1 == "MACD exit" ? macd_buy_x : 
     exit_f_1 == "RSI50 exit" ? rsi_f_buy_x : 
     exit_f_1 == "Fractals exit" ? fr_upx_x : 
     exit_f_1 == "SuperTrend exit" ? sup_buy_x : 
     exit_f_1 == "Parabolic SAR exit" ? psar_buy :
     exit_f_1 == "SMA exit" ? sma_buy_x : 
     exit_f_1 == "ADX exit" ? adx_thres_f_x : 
     exit_f_1 == "Cloud exit" ? kumo_buy_x : 
     exit_f_1 == "Kijun exit" ? kijun_buy_x : false


//long exit sell filter 1 options
exit_filter_sell_1 = 
     exit_f_1 == "---" ? false :
     exit_f_1 == "TRIX exit" ? trix_sell_x : 
     exit_f_1 == "Reverse fractal exit" ? rev_up_fr_sell :      
     exit_f_1 == "MACD exit" ? macd_sell_x : 
     exit_f_1 == "RSI50 exit" ? rsi_f_sell_x : 
     exit_f_1 == "Fractals exit" ? fr_dnx_x : 
     exit_f_1 == "SuperTrend exit" ? sup_sell_x : 
     exit_f_1 == "Parabolic SAR exit" ? psar_sell :
     exit_f_1 == "SMA exit" ? sma_sell_x : 
     exit_f_1 == "ADX exit" ? adx_thres_f_x : 
     exit_f_1 == "Cloud exit" ? kumo_sell_x : 
     exit_f_1 == "Kijun exit" ? kijun_sell_x : false


//short exit buy filter 2 options
exit_filter_buy_2 = 
     exit_f_2 == "---" ? false :
     exit_f_2 == "TRIX exit" ? trix_buy_x : 
     exit_f_2 == "Reverse fractal exit" ? rev_dn_fr_buy :       
     exit_f_2 == "MACD exit" ? macd_buy_x : 
     exit_f_2 == "RSI50 exit" ? rsi_f_buy_x : 
     exit_f_2 == "Fractals exit" ? fr_upx_x : 
     exit_f_2 == "SuperTrend exit" ? sup_buy_x : 
     exit_f_2 == "Parabolic SAR exit" ? psar_buy :
     exit_f_2 == "SMA exit" ? sma_buy_x : 
     exit_f_2 == "ADX exit" ? adx_thres_f_x :  
     exit_f_2 == "Cloud exit" ? kumo_buy_x : 
     exit_f_2 == "Kijun exit" ? kijun_buy_x : false
   

//long exit sell filter 2 options
exit_filter_sell_2 = 
     exit_f_2 == "---" ? false :
     exit_f_2 == "TRIX exit" ? trix_sell_x : 
     exit_f_2 == "Reverse fractal exit" ? rev_up_fr_sell :      
     exit_f_2 == "MACD exit" ? macd_sell_x : 
     exit_f_2 == "RSI50 exit" ? rsi_f_sell_x : 
     exit_f_2 == "Fractals exit" ? fr_dnx_x : 
     exit_f_2 == "SuperTrend exit" ? sup_sell_x : 
     exit_f_2 == "Parabolic SAR exit" ? psar_sell :
     exit_f_2 == "SMA exit" ? sma_sell_x : 
     exit_f_2 == "ADX exit" ? adx_thres_f_x :    
     exit_f_2 == "Cloud exit" ? kumo_sell_x : 
     exit_f_2 == "Kijun exit" ? kijun_sell_x : false


//--------------------- strategy entry ---------------------

long        = entry_type != "Short"
short       = entry_type != "Long"

exit_long   = exit_filter_sell_1 or exit_filter_sell_2
exit_short  = exit_filter_buy_1 or exit_filter_buy_2

if backtest_period() 
    if long
        strategy.entry("os_b", strategy.long, when = opt_sig_buy and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long,
             comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na)                                                             
        strategy.entry("os_b", strategy.long, when = opt_sig_buy_2 and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long,
             comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na)   

        strategy.close("os_b", when = exit_long)


    if short
        strategy.entry("os_s",strategy.short, when = opt_sig_sell and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, 
             comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na)                                                    
        strategy.entry("os_s",strategy.short, when = opt_sig_sell_2 and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, 
             comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na)

        strategy.close("os_s", when = exit_short)

// {{strategy.order.comment}} #bot - altert message