// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © yashp1334

//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LonesomeTheBlue

//@version=4
strategy("Candlestick Reversal System", overlay = true)
pivotlbar = input(defval = 5, title ="Length to Highest/Lowest")
highleftempty = pivothigh(pivotlbar, 0)
lowleftempty = pivotlow(pivotlbar, 0)

// Wick Reversal System
l01 = input(true, title = "Enable Wick Reversal System")
wick_multiplier = input(title = "Wick Multiplier", defval = 2.5, step = 0.5, maxval = 20)
body_percentage = input(title = "Body Percentage", defval = 0.25, step = 0.1, maxval = 1)

O = open
C = close
H = high
L = low

Wlongsignal = (C > O) and (O - L) >= ((C - O) * wick_multiplier) and (H - C) <= ((H - L) * body_percentage) or
   (C < O) and (C - L) >= ((O - C) * wick_multiplier) and (H - C) <= ((H - L) * body_percentage) or
   (C == O and C != H) and (H - L) >= ((H - C) * wick_multiplier) and (H - C) <= ((H - L) * body_percentage) or
   (O == H and C == H) and (H - L) >= sma((H - L), 50)

Wshortsignal = (C < O) and (H - O) >= ((O - C) * wick_multiplier) and (C - L) <= ((H - L) * body_percentage) or
   (C > O) and (H - C) >= ((C - O) * wick_multiplier) and (C - L) <= ((H -L) * body_percentage) or
   (C == O and C != L) and (H - L) >= ((C - L) * wick_multiplier) and (C - L) <= ((H - L) * body_percentage) or
   (O == L and C == L) and (H - L) >= sma((H - L), 50)

// Exteme Reversal System
l02 = input(true, title = "Enable Exteme Reversal System")
bodysize = input(title = "Body Size", defval = 0.525, step = 0.05, maxval = 1)
barsback = input(title = "Bars Back", defval = 50, maxval = 50)
bodymultiplier = input(title = "Body Multiplier", defval = 2, step = 0.25, maxval = 5)

mybodysize = abs(C - O)
AverageBody = sma(mybodysize, barsback)
mycandlesize = (H - L)
AverageCandle = sma(mycandlesize, barsback)

Elongsignal = ((O[1] - C[1]) >= (bodysize * (H[1] - L[1]))) and ((H[1] - L[1]) > (AverageCandle * bodymultiplier)) and ((O[1] - C[1]) >  AverageBody) and (C > O)
Eshortsignal = ((C[1] - O[1]) >= (bodysize * (H[1] - L[1]))) and ((H[1] - L[1]) > (AverageCandle * bodymultiplier)) and ((C[1] - O[1]) >  AverageBody) and (O > C)

// outside Reversal System
l03 = input(true, title = "Enable Outside Reversal System")

BarMultiplier = input(title = "Body Multiplier", defval = 1.25, step = 0.05, maxval = 3.5)
BarsBack = input(title = "Bars Back", defval = 50, maxval = 250)
AverageCandle1 = sma(mycandlesize, BarsBack)

Olongsignal = L < L[1] and C > H[1] and (H - L) >= AverageCandle1 * BarMultiplier
Oshortsignal = H > H[1] and C < L[1] and (H - L) >= AverageCandle1 * BarMultiplier

// Doji Reversal System
l04 = input(true, title = "Enable Doji Reversal System")

percentage = input(title = "Body Percentage", defval = 0.10, step = 0.1, minval = 0.1)

frangehl = H[1] - L[1]
frangeco = abs(C[1] - O[1])
sma10 = sma(close, 10)

Dshortsignal = (frangeco <= frangehl * percentage and C < L[1] and L[1] > sma10 and C < O)  or (C < L[2] and C[1] >= L[2] and frangeco <= frangeco * percentage and C < O and L[2] > sma10)
Dlongsignal = (frangeco <= frangehl * percentage and C > H[1] and H[1] < sma10 and C > O)  or (C > H[2] and C[1] <= H[2] and frangeco <= frangeco * percentage and C > O and H[2] < sma10)

longsignal = lowleftempty and ((l01 and Wlongsignal) or (l02 and Elongsignal) or (l03 and Olongsignal) or (l04 and Dlongsignal))
shortsignal = highleftempty and ((l01 and Wlongsignal) or (l02 and Eshortsignal) or (l03 and Oshortsignal) or (l04 and Dshortsignal))

plotshape(longsignal, color = color.blue, location = location.belowbar, style = shape.triangleup, size = size.small)
plotshape(shortsignal, color = color.red, location = location.abovebar, style = shape.triangledown, size = size.small)

alertcondition(longsignal, title='Long Signal', message='Long Signal')
alertcondition(shortsignal, title='Short Signal', message='Short Signal')

//INTRADAY
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)

//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
lxslxse="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(longsignal and st and strategy.position_size==0)
    strategy.entry("BUY",strategy.long,comment=le)
if(shortsignal and st and strategy.position_size==0)
    strategy.entry("SELL",strategy.short,comment=se)
if(longsignal and st and strategy.position_size!=0)
    strategy.entry("BUY",strategy.long,comment=sxle)
if(shortsignal and st and strategy.position_size!=0)
    strategy.entry("SELL",strategy.short,comment=lxse)
    
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)