///////////////////////////////////////////////////////
// 
// SaherElm IT Center XTrade SCCH15M Strategy
// ---------------------------------------------
// SaherElm Custom Private Strategy ...
// 
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
// 
//////////////////////////////////////////////////////

// 
//@version=5
indicator(title="SaherElm XTrade SCCH15M Strategy", shorttitle = "XST_SCCH15M", overlay = true)

//
// START Inputs ....
//
//
// Determines Show Signals or not ... 
showSignals = input.bool(defval = true, title = "Show Signals", group = "Strategy")
showStopLosses = input.bool(defval = true, title = "Show Stop Losses", group = "Strategy")
showTakeProfits = input.bool(defval = true, title = "Show Take Profits", group = "Strategy")

//
// Show Signals based on their types ...
showLongSignals = input.bool(defval = true, title = "Show Long Signals", group = "Signals")
showShortSignals = input.bool(defval = true, title = "Show Short Signals", group = "Signals")

//
// Show Stop Losses based on their types ...
swingLoopback = input.int(defval = 7, title = "Swing Loopback Period", group = "Stop Loss")
showLongStopLosses = input.bool(defval = true, title = "Show Long Stop Losses", group = "Stop Loss")
showShortStopLosses = input.bool(defval = true, title = "Show Short Stop Losses", group = "Stop Loss")

//
// Take Profits ...
riskRewardRatio = input.float(defval = 1.5, title = "Risk To Reward Ratio", group = "Take Profit")

//
longTakeProfitColor = input.color(defval = color.yellow, title = "Long TPs Color", group = "Take Profit")
shortTakeProfitColor = input.color(defval = color.lime, title = "Short TPs Color", group = "Take Profit")

//
showLongTakeProfits = input.bool(defval = true, title = "Show Long Take Profits", group = "Take Profit")
showShortTakeProfits = input.bool(defval = true, title = "Show Short Take Profits", group = "Take Profit")
//
// END Inputs ....
// 

//
// START Functions ....
// 
//////////////////////////////
// START Price Action Candles
//////////////////////////////
//
// Retrieve Specific Candle Height (based on low and high) ...
getCandleRange() =>
	high - low

//
// Retrieve Candle Ranges Thirs Section ...
getCandleThird() => 
    getCandleRange() / 3

//
// Determines a Candle is Bullish or not ...
isBullishCandle() =>
    close > low + (getCandleThird() * 2)

//
// Determines a Candle is Bearish or not ...
isNeutralCandle() =>
    close < low + (getCandleThird() * 2) and close > low + getCandleThird()

//
// Determines a Candle is Neutral or not ...
isBearishCandle() =>
    close < low + getCandleThird()
/////////////////////////////
// END Price Action Candles
/////////////////////////////
//
// END Functions ....
// 

//
// START Calculations ....
// 
//
var longColor = color.aqua
var shortColor = color.fuchsia
var longStopLossColor = color.fuchsia
var shortStopLossColor = color.aqua

//////////////////////////////
// START Price Action Candles
//////////////////////////////
//
var bullishColor = color.lime
var bullishShape = shape.arrowup
var bullishTitle = "Bullish"
var bullishType = 1

//
var bearishColor = color.red
var bearishShape = shape.arrowdown
var bearishTitle = "Bearish"
var bearishType = -1

//
var neutralColor = color.gray
var neutralShape = shape.circle
var neutralTitle = "Neutral"
var neutralType = 0

//
candleType = isBullishCandle() ? bullishType : isNeutralCandle() ? neutralType : isBearishCandle() ? bearishType : neutralType

//
prevCandleType = not na(candleType[1]) ? candleType[1] : neutralType

//
candleNeighborhoodBaseType = prevCandleType + candleType
/////////////////////////////
// END Price Action Candles
/////////////////////////////

////////////////////////////
// START Last Market Price
////////////////////////////
//
lastMarketLowest = ta.lowest(low, swingLoopback)
lastMarketLowest2 = ta.lowest(low, swingLoopback * 2)
lastMarketLowest3 = ta.lowest(low, swingLoopback * 3)

//
lastMarketHighest = ta.highest(high, swingLoopback)
lastMarketHighest2 = ta.highest(high, swingLoopback * 2)
lastMarketHighest3 = ta.highest(high, swingLoopback * 3)
////////////////////////////
// END Last Market Price
////////////////////////////

///////////////////////
// START Cycle Channel
///////////////////////
// 
CCHSclT = 10
CCHMclT = 30
CCHScm = 1.0
CCHMcm = 3.0
CCHSrc = close
CCHEbc = false

// 
CCHScl = CCHSclT / 2 
CCHMcl = CCHMclT / 2

//
CCHMaScl = ta.rma(CCHSrc, CCHScl)
CCHMaMcl = ta.rma(CCHSrc, CCHMcl)

//
CCHScmOff = CCHScm * ta.atr(CCHScl)
CCHMcmOff = CCHMcm * ta.atr(CCHMcl)

//
CCHScl2 = CCHScl / 2 
CCHMcl2 = CCHMcl / 2

//
CCHSct = nz(CCHMaScl[CCHScl2], CCHSrc) + CCHScmOff
CCHScb = nz(CCHMaScl[CCHScl2], CCHSrc) - CCHScmOff

//
CCHMct = nz(CCHMaMcl[CCHMcl2], CCHSrc) + CCHMcmOff
CCHMcb = nz(CCHMaMcl[CCHMcl2], CCHSrc) - CCHMcmOff

//
CCHScmm = math.avg(CCHSct, CCHScb)

//
CCHOmed = (CCHScmm - CCHMcb) / (CCHMct - CCHMcb)
CCHOshort = (CCHSrc - CCHMcb) / (CCHMct - CCHMcb)

//
CCHBc = (CCHOshort > 0.5) ? (CCHOshort > 1.0 ? color.purple : (CCHOshort > CCHOmed ? color.lime : color.green)) : (CCHOshort < 0 ? color.purple : ( CCHOshort < CCHOmed ? color.red : color.orange))

//
// RED ...
CCHFastOSC = CCHOshort

//
// Green ...
CCHSlowOSC = CCHOmed

//
CCHMidOSC = CCHFastOSC >= CCHSlowOSC ? (CCHFastOSC - CCHSlowOSC) / 2 : (CCHSlowOSC - CCHFastOSC) / 2

//
isCCHFastOSCCrossOverCCHSlowOSC = ta.crossover(CCHFastOSC, CCHSlowOSC)
isCCHFastOSCCrossUnderCCHSlowOSC = ta.crossunder(CCHFastOSC, CCHSlowOSC)

//
hasCCHBullishSignal = isCCHFastOSCCrossOverCCHSlowOSC and CCHMidOSC >= 0.02
hasCCHBearishSignal = isCCHFastOSCCrossUnderCCHSlowOSC and CCHMidOSC >= 0.02

//
hasCCHSignal = hasCCHBullishSignal or hasCCHBearishSignal
///////////////////////
// END Cycle Channel
///////////////////////

///////////////////////
// START Strategy ...
///////////////////////
//
canShowStopLoss = showSignals and showStopLosses and (showLongSignals or showShortSignals) and (showLongStopLosses or showShortStopLosses)
canShowLongStopLoss = canShowStopLoss and showLongStopLosses
canShowShortStopLoss = canShowStopLoss and showShortStopLosses

//
canShowTakeProfit = showSignals and showTakeProfits and (showLongSignals or showShortSignals) and (showLongTakeProfits or showShortTakeProfits)
canShowLongTakeProfit = canShowTakeProfit and showLongTakeProfits
canShowShortTakeProfit = canShowTakeProfit and showShortTakeProfits

//
hasSignal = hasCCHSignal

//
stopLossThreshold = 0.0

//
hasLongSignal = hasSignal and hasCCHBullishSignal
longSignal = hasLongSignal ? bar_index : na
longStopLoss = lastMarketLowest
longTakeProfit = open + (open - longStopLoss - stopLossThreshold) * riskRewardRatio

//
hasShortSignal = hasSignal and hasCCHBearishSignal
shortSignal = hasShortSignal ? bar_index : na
shortStopLoss = lastMarketHighest
shortTakeProfit = open + (open - shortStopLoss - stopLossThreshold) * riskRewardRatio

//
canShowSignal = showSignals and (showLongSignals or showShortSignals)
canShowLongSignal = canShowSignal and showLongSignals and hasLongSignal
canShowShortSignal = canShowSignal and showShortSignals and hasShortSignal
///////////////////////
// END Strategy ...
///////////////////////
//
// END Calculations ....
// 

//
// START Plots ....
//
//
// Signals ...
plotshape(canShowLongSignal ? longSignal : na, title = "Long Signal", color = longColor, location = location.belowbar, style = shape.triangleup, size = size.small)
plotshape(canShowShortSignal ? shortSignal : na, title = "Short Signal", color = shortColor, location = location.abovebar, style = shape.triangledown, size = size.small)

//
// Stop Losses ...
plot(series = canShowLongStopLoss ? longStopLoss : na, color = longStopLossColor, linewidth = 1, style = plot.style_line, title = "Long Stop Loss")
plot(series = canShowShortStopLoss ? shortStopLoss : na, color = shortStopLossColor, linewidth = 1, style = plot.style_line, title = "Short Stop Loss")

//
// Long Take Profits ...
if hasLongSignal and canShowLongSignal and canShowLongTakeProfit
    lTp = line.new(x1 = bar_index, y1 = longTakeProfit, x2 = bar_index + swingLoopback, y2 = longTakeProfit, color = longTakeProfitColor, width = 2, style = line.style_arrow_right)

//
// Short Take Profits ...
if hasShortSignal and canShowShortSignal and canShowShortTakeProfit
    sTp = line.new(x1 = bar_index, y1 = shortTakeProfit, x2 = bar_index + swingLoopback, y2 = shortTakeProfit, color = shortTakeProfitColor, width = 2, style = line.style_arrow_right)
//
// END Plots ....
// 

//
// START Alerts ...
//
alertcondition(hasSignal, "XST_SCCH15M > Signal")
alertcondition(hasLongSignal, "XST_SCCH15M > Long Signal")
alertcondition(hasShortSignal, "XST_SCCH15M > Short Signal")
//
// END Alerts ...
//

//////////////////////////////////////////////////////
// TODOS:
// -------
// - []  
//////////////////////////////////////////////////////