// 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/
// © WMX_Q_System_Trading

//@version=4
SystemName="WMX Williams Fractals strategy V4"
InitCapital = 1000000
InitPosition = 100
InitCommission = 0.075
InitPyramidMax = 10
strategy(title=SystemName, shorttitle=SystemName, overlay=true, initial_capital=InitCapital, default_qty_type=strategy.percent_of_equity, default_qty_value=InitPosition, commission_type=strategy.commission.percent, commission_value=InitCommission)


//study("WMX Williams Fractals", shorttitle="WMX Fractals", format=format.price, precision=0, overlay=true)
// Define "n" as the number of periods and keep a minimum value of 2 for error handling.
n = input(title="Periods", defval=2, minval=2, type=input.integer)

nn=barstate.isrealtime?1:0
h=close[nn]
l=close[nn]

factorh(High)=>
    upFractal = (                                                                                                          (High[n+2]  < High[n]) and (High[n+1]  < High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n]))
             or (                                                                               (High[n+3]  < High[n]) and (High[n+2]  < High[n]) and (High[n+1] == High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n]))
             or (                                                    (High[n+4]  < High[n]) and (High[n+3]  < High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n]))
             or (                          (High[n+5] < High[n]) and (High[n+4]  < High[n]) and (High[n+3] == High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n]))
             or ((High[n+6] < High[n]) and (High[n+5] < High[n]) and (High[n+4] == High[n]) and (High[n+3] <= High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n]))
    upFractal
upFractal=factorh(h)
factorl(Low)=>
    dnFractal = (                                                                                                  (Low[n+2]  > Low[n]) and (Low[n+1]  > Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n]))
             or (                                                                         (Low[n+3]  > Low[n]) and (Low[n+2]  > Low[n]) and (Low[n+1] == Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n]))
             or (                                                (Low[n+4]  > Low[n]) and (Low[n+3]  > Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n]))
             or (                        (Low[n+5] > Low[n]) and (Low[n+4]  > Low[n]) and (Low[n+3] == Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n]))
             or ((Low[n+6] > Low[n]) and (Low[n+5] > Low[n]) and (Low[n+4] == Low[n]) and (Low[n+3] >= Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n]))
    
dnFractal=factorl(l)


U=valuewhen(upFractal[0]!= upFractal[1],l[0],3)
L=valuewhen(dnFractal[0]!=dnFractal[1],h[0],3)

plot(U)
plot(L)

longcon=crossover(close ,L) and close>open
shortcon=crossunder(close ,U) and close<open

//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
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(longcon and st and strategy.position_size==0)
    strategy.entry("BUY",strategy.long,comment=le)
if(shortcon and st and strategy.position_size==0)
    strategy.entry("SELL",strategy.short,comment=se)
if(longcon and st and strategy.position_size!=0)
    strategy.entry("BUY",strategy.long,comment=sxle)
if(shortcon 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)