//@version=4
strategy(title="Renko Candlesticks", shorttitle="Renko Candlesticks", overlay=true)

src = input(title="Source", type=input.source, defval=close)
sizingMethodInput = input(title='Brick Sizing Method', defval='% of Price', options=['% of Price', 'Fixed Price Amount', '% of ATR'])
sizingAmount = input(title='% of Price / Fixed Price Amount / % of ATR', type=input.float, defval=0.45)
atrTF = input(title='ATR Time Frame (if Brick Sizing Method is % of ATR)', type=input.resolution, defval="D")
atrLength = input(title="ATR Length  (if Brick Sizing Method is % of ATR)", type=input.integer, defval=3, minval=1, maxval=300)

sizingMethod = iff(sizingMethodInput == 'Fixed Price Amount', 'fixed', iff(sizingMethodInput == '% of Price', '%price', '%ATR'))
atrExpr = atr(atrLength)
atrSeries = security(syminfo.tickerid, atrTF, atrExpr)

brickSource = 0.0
brickSize = 0.0
brickUp = 0.0
brickLowerSeries = float(na)
brickUpperSeries = float(na)
if brickSource[1] != 0
    brickSource := brickSource[1]
    brickSize := brickSize[1]
    brickUp := brickUp[1]
    brickLowerSeries := brickLowerSeries[1]
    brickUpperSeries := brickUpperSeries[1]
    brickUpperSeries

if sizingMethod != '%ATR' or atrSeries  // for % of ATR, wait for atrSeries length before starting
    up = src > brickUpperSeries
    down = src < brickLowerSeries
    isNewBrick = brickSource == 0 or up or down
    if isNewBrick
        brickSource := src
        if sizingMethod == 'fixed'
            brickSize := sizingAmount
            brickSize
        else
            brickSize := round((sizingMethod == '%ATR' ? atrSeries : brickSource) * (sizingAmount / 100))
            brickSize
        brickUp := up ? 1 : -1
        brickLowerSeries := brickSource - (down ? 1 : 2) * brickSize
        brickUpperSeries := brickSource + (up ? 1 : 2) * brickSize
        brickUpperSeries

fillColor = brickUp == 1 ? color.green : color.red



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="1451-1530")
et=time(timeframe.period,e)
quant=input(title="Trade Quantity",defval=1)

//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(brickUp==1 and st and strategy.position_size==0)
    strategy.entry("BUY",strategy.long,comment=le)
if(brickUp==-1 and st and strategy.position_size==0)
    strategy.entry("SELL",strategy.short,comment=se)

if(brickUp==1 and st and strategy.position_size!=0)
    strategy.entry("BUY",strategy.long,comment=sxle)
if(brickUp==-1 and st and strategy.position_size!=0)
    strategy.entry("SELL",strategy.short,comment=lxse)



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

p1 = plot(brickLowerSeries, title="Lower line", color=fillColor, linewidth=2, trackprice=false)
p2 = plot(brickUpperSeries, title="Upper line", color=fillColor, linewidth=2, trackprice=false)
fill(p1, p2, title="Inner background", color=fillColor, transp=95)