// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © racer8
//@version=4
strategy("Donchian Channels System AlgoJi", overlay=true)

n = input(20,"Period")
hi = highest(n)
lo = lowest(n)
cl = close
mid = 0.5*(hi + lo)

// if cl>hi[1]
//     strategy.entry("Buy", strategy.long)

// if cl<lo[1]
//     strategy.entry("Sell", strategy.short)
    
// if close<mid
//     strategy.close("Buy")

// if close>mid
//     strategy.close("Sell")

plot(hi,color=color.blue)
plot(lo,color=color.red)
plot(mid,color=color.gray)

buy_signal = cl>hi[1]
sell_signal =  cl<lo[1]
close_buy = close<mid
close_sell = close>mid

//INTRADAY AlgoJi
s=input(title="INTRA DAY TRADE SESSION",type=input.session,defval="0915-1450")
st=time(timeframe.period,s)
e=input(title="END SESSION",type=input.session,defval="1515-1520")
et=time(timeframe.period,e)
quant=input(title="Trade Quantity",defval=1)


//AlgoJi adding stoploss and target option
ut=input(defval=false,title="USE TARGET")
us=input(defval=false,title="USE STOPLOSS")

tar=input(defval=10.0,title="TARGET IN RS")
stop=input(defval=7.0,title="STOP LOSS IN RS")
tar:=tar/syminfo.mintick
stop:=stop/syminfo.mintick

//setting automated alerts required by apibridge
lxse="TYPE: LX" + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant) + " :TYPE:SE " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)

sxle="TYPE: SX" + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant) + " :TYPE:LE " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)

le="TYPE:LE " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)

lx="TYPE:LX " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)

se="TYPE:SE " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)

sx="TYPE:SX " + " :SYMBOL: " + syminfo.ticker + " :QTY: " + tostring(quant)


if(buy_signal and st and strategy.position_size==0)
    strategy.entry("BUY",strategy.long,comment=le)

if(sell_signal and st and strategy.position_size==0)
    strategy.entry("SELL",strategy.short,comment=se)


if(buy_signal and st and strategy.position_size!=0)
    strategy.entry("BUY",strategy.long,comment=sxle)

if(sell_signal and st and strategy.position_size!=0)
    strategy.entry("SELL",strategy.short,comment=lxse)


strategy.close(id="BUY",when=close_buy and  strategy.position_size>0 ,comment=lx)
    

strategy.close(id="SELL",when=close_sell and  strategy.position_size<0,comment=sx)



    
if(ut==true and us==false)
    strategy.exit(id="LX",from_entry="BUY",profit=tar,comment=lx)
    strategy.exit(id="SX",from_entry="SELL",profit=tar,comment=sx)

if(us==true and ut==false)
    strategy.exit(id="LX",from_entry="BUY",loss=stop,comment=lx)
    strategy.exit(id="SX",from_entry="SELL",loss=stop,comment=sx)
    
if(ut==true and us==true)
    strategy.exit(id="LX",from_entry="BUY",profit=tar,loss=stop,comment=lx)
    strategy.exit(id="SX",from_entry="SELL",profit=tar,loss=stop,comment=sx)



strategy.close(id="BUY",when=et,comment=lx)
strategy.close(id="SELL",when=et,comment=sx)