// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © lukescream

//@version=4
strategy("EMA Slope Trend Follower AlgoJi", initial_capital=10000, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.06, slippage = 2, default_qty_value=30, overlay=false)

//definizione input

average = input (title="Source MA Type", type=input.string, defval="EMA",options=["EMA","SMA"])
len = input(130, minval=1, title="Source MA Length")
slopeFlen = input (9,title="Fast Slope MA Length")
slopeSlen= input (21,title="Slow Slope MA Length")

trendfilter=input(true,title="Trend Filter")
trendfilterperiod=input(200,title="Trend Filter MA Period")
trendfiltertype=input (title="Trend Filter MA Type", type=input.string, defval="EMA",options=["EMA","SMA"])

volatilityfilter=input(false,title="Volatility Filter")
volatilitystdevlength=input(20,title="Vol Filter STDev Length")
volatilitystdevmalength=input(30,title="Vol Filter STDev MA Length")

//variabili

out = if average == "EMA" 
    ema(close,len)
else
    sma(close,len)
    
slp = change(out)/out

emaslopeF = ema(slp,slopeFlen)
emaslopeS = ema(slp,slopeSlen)

//variabili accessorie e condizioni

TrendConditionL=if trendfiltertype =="EMA"
    close>ema(close,trendfilterperiod)
else
    close>sma(close,trendfilterperiod)
    
TrendConditionS=if trendfiltertype =="EMA"
    close<ema(close,trendfilterperiod)
else
    close<sma(close,trendfilterperiod)

VolatilityCondition=stdev(close,volatilitystdevlength)>sma(stdev(close,volatilitystdevlength),volatilitystdevmalength)

ConditionEntryL= if trendfilter == true
    if volatilityfilter == true
        emaslopeF>emaslopeS and TrendConditionL and VolatilityCondition
    else
        emaslopeF>emaslopeS and TrendConditionL
else
    if volatilityfilter == true
        emaslopeF>emaslopeS and VolatilityCondition
    else 
        emaslopeF>emaslopeS

ConditionEntryS= if trendfilter == true
    if volatilityfilter == true
        emaslopeF<emaslopeS and TrendConditionS and VolatilityCondition
    else 
        emaslopeF<emaslopeS and TrendConditionS
else
    if volatilityfilter == true
        emaslopeF<emaslopeS and VolatilityCondition
    else
        emaslopeF<emaslopeS

ConditionExitL=crossunder(emaslopeF,emaslopeS)

ConditionExitS=crossover(emaslopeF,emaslopeS)

//plot

plot (slp, color=color.white)
plot (emaslopeF,color=color.yellow)
plot (emaslopeS,color=color.red)

//ingressi e uscite

// if ConditionExitS
//     if strategy.position_size < 0
//         strategy.close("SLPShort")

// if ConditionExitL
//     if strategy.position_size > 0
//         strategy.close("SLPLong")

// if ConditionEntryL
//     strategy.entry("SLPLong",long=true)
    
// if ConditionEntryS
//     strategy.entry("SLPShort",long=false)
    
buy_signal  = ConditionEntryL
sell_signal = ConditionEntryS 
    
    
//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)

//and st
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=ConditionExitL  and  strategy.position_size!=0 ,comment=lx)
strategy.close(id="SELL",when=ConditionExitS 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)