// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/
// © zeguela
//@version=4
strategy(title="ZEGUELA DEMABOT", commission_value=0.063,
commission_type=strategy.commission.percent, initial_capital=100,
default_qty_value=90, default_qty_type=strategy.percent_of_equity, overlay=true,
process_orders_on_close=true)

// Step 1. Script settings

// Input options
srcData = input(title="Source Data", type=input.source, defval=close)

// Length settings
len1 = input(title="Length DEMA #1", type=input.integer, defval=8, minval=1)
len2 = input(title="Length DEMA #2", type=input.integer, defval=24, minval=0)
len3 = input(title="Length DEMA #3", type=input.integer, defval=0, minval=0)

// Step 2. Calculate indicator values

// Function that calculates the DEMA
DEMA(series, length) =>
if (length > 0)
emaValue = ema(series, length)
2 * emaValue - ema(emaValue, length)
else
na

// Calculate the DEMA values

demaVal1 = DEMA(srcData, len1)
demaVal2 = DEMA(srcData, len2)
demaVal3 = DEMA(srcData, len3)

// Step 3. Determine indicator signals

// See if there's a DEMA crossover
demaCrossover = if (len2 > 0) and (len3 > 0)
crossover(demaVal1, demaVal2) and (demaVal3 > demaVal3[1])
else
if (len2 > 0) and (len3 == 0)
crossover(demaVal1, demaVal2)
else
if (len3 > 0) and (len2 == 0)
crossover(demaVal1, demaVal3)
else
crossover(close, demaVal1)

// Check if there's a DEMA crossunder

demaCrossunder = if (len2 > 0) and (len3 > 0)
crossunder(demaVal1, demaVal2) and (demaVal3 < demaVal3[1])
else
if (len2 > 0) and (len3 == 0)
crossunder(demaVal1, demaVal2)
else
if (len3 > 0) and (len2 == 0)
crossunder(demaVal1, demaVal3)
else
crossunder(close, demaVal1)

// Step 4. Output indicator data

// Plot DEMAs on the chart
plot(series=demaVal1, color=color.green, linewidth=2, title="DEMA #1")
plot(series=demaVal2, color=color.red, linewidth=2, title="DEMA #2")
plot(series=demaVal3, color=color.fuchsia, linewidth=2, title="DEMA #3")

// Step 5. Trailing Stop, Stop Loss and Take Profit calculation

//TRAILING STOP CODE
a = input(title="Usar Trailing Stop?", type=input.bool, defval=false)

stopPerlong = input(9.0, title='Stop Loss Long %', type=input.float, group="Stop

Loss & Take Profit Settings") / 100
stopPershort = input(6.0, title='Stop Loss Short %', type=input.float, group="Stop
Loss & Take Profit Settings") / 100
take1Perlong = input(25.0, title='Take Profit Long % 1', type=input.float,
group="Stop Loss & Take Profit Settings") / 100
take1Pershort = input(6.0, title='Take Profit Short % 1', type=input.float,
group="Stop Loss & Take Profit Settings") / 100

// Determine stop loss price

longStopPrice = strategy.position_avg_price * (1 - stopPerlong)
shortStopPrice = strategy.position_avg_price * (1 + stopPershort)
longTake1Price = strategy.position_avg_price * (1 + take1Perlong)
shortTake1Price = strategy.position_avg_price * (1 - take1Pershort)

// Determine trail stop loss prices

longStopPriceTrail = 0.0

longStopPriceTrail := if (strategy.position_size > 0)

stopValue = close * (1 - stopPerlong)
max(stopValue, longStopPriceTrail[1])
else
0

// Determine trailing short price

shortStopPriceTrail = 0.0

shortStopPriceTrail := if (strategy.position_size < 0)

stopValue = close * (1 + stopPershort)
min(stopValue, shortStopPriceTrail[1])
else
999999

//Calculate wich stop to use

longStop = a ? longStopPriceTrail : longStopPrice
shortStop = a ? shortStopPriceTrail : shortStopPrice

//Calculate SL and TP value to throw through alert

longStopEntrada = close * (1 - stopPerlong)
shortStopEntrada = close * (1 + stopPershort)
longTPEntrada = close * (1 + take1Perlong)
shortTPEntrada = close * (1 - take1Pershort)

//Save the SL and TP price for furter results calculation

price_entryL = 0.0
price_entryL := na(price_entryL) ? na : price_entryL[1]
price_entryS = 0.0
price_entryS := na(price_entryS) ? na : price_entryS[1]
stopL = 0.0
stopL := na(stopL) ? na : stopL[1]
stopS = 0.0
stopS := na(stopS) ? na : stopS[1]
takeL = 0.0
takeL := na(takeL) ? na : takeL[1]
takeS = 0.0
takeS := na(takeS) ? na : takeS[1]

if (demaCrossover)
price_entryL := close
stopL := close * (1 - stopPerlong)
takeL := close * (1 + take1Perlong)

if (demaCrossunder)
price_entryS := close
stopS := close * (1 + stopPershort)
takeS := close * (1 - take1Pershort)

//Calculate P&L results

resultadoL = ((close - price_entryL)/price_entryL) * 100
resultadoLexit = "(SL = 1% e TP = 0,5%)"
resultadoS = ((price_entryS - close)/price_entryS) * 100
resultadoSexit = "(SL = 1% e TP = 0,5)%"

// Step 6. Strategy setup

// Make input options that configure backtest date range
_startDate = input(title="Start Date", type=input.integer,
defval=1, minval=1, maxval=31, group="BackTest Period")
_startMonth = input(title="Start Month", type=input.integer,
defval=1, minval=1, maxval=12, group="BackTest Period")
_startYear = input(title="Start Year", type=input.integer,
defval=2018, minval=1800, maxval=2100, group="BackTest Period")

_endDate = input(title="End Date", type=input.integer,

defval=31, minval=1, maxval=31, group="BackTest Period")
_endMonth = input(title="End Month", type=input.integer,
defval=12, minval=1, maxval=12, group="BackTest Period")
_endYear = input(title="End Year", type=input.integer,
defval=2031, minval=1800, maxval=2100, group="BackTest Period")

// Look if the close time of the current bar

// falls inside the date range
_inDateRange = (time >= timestamp(syminfo.timezone, _startYear,
_startMonth, _startDate, 0, 0)) and
(time < timestamp(syminfo.timezone, _endYear, _endMonth, _endDate, 0, 0))

//Alert configuration
_alertMessageOpenLong="OpenLong"
_alertMessageCloseLong="CloseLong"
_alertmessageExitLong="ExitLong"
_alertmessageTPLong="TakeProfitLong"

_alertMessageOpenShort="OpenShort"
_alertMessageCloseShort="CloseShort"
_alertMessageTPShort="TakeProfitShort"
_alertMessageExitShort="ExitShort"
// Step 7. Strategy Execution
if (_inDateRange)
//ENTER SOME SETUP TRADES FOR TSL EXAMPLE
if (demaCrossover)
strategy.entry("LONG", strategy.long, comment = "OPEN LONG",
alert_message=_alertMessageOpenLong)
strategy.exit(id="Close Long TP1", stop=stopL, limit=takeL, comment="CLOSE
LONG", alert_message=_alertmessageExitLong)
if (demaCrossunder)
strategy.entry("SHORT", strategy.short, comment = "OPEN SHORT",
alert_message=_alertMessageOpenShort)
strategy.exit(id="Close Short TP1", stop=stopS, limit=takeS, comment="CLOSE
SHORT", alert_message=_alertMessageExitShort)
//EXIT TRADE @ TSL
if strategy.position_size > 0
strategy.exit("TP/SL", "LONG", stop=longStop, limit=longTake1Price,
comment="EXIT LONG", alert_message=_alertmessageExitLong)
if strategy.position_size < 0
strategy.exit("TP/SL", "SHORT", stop=shortStop, limit=shortTake1Price,
comment ="EXIT SHORT", alert_message=_alertMessageExitShort)

// Step 8. Chart look and feel

//Look & Feel - Plot stop loss and take profit areas
p1=plot(strategy.position_avg_price, color=color.blue, style=plot.style_linebr,
linewidth=1, title="Preço de entrada")
p2=plot(series=strategy.position_size > 0 ? longStop : na, color=color.red,
style=plot.style_linebr, linewidth=1, title="Long Stop")
p3=plot(series=strategy.position_size > 0 ? longTake1Price : na, color=color.green,
style=plot.style_linebr, linewidth=1, title="Long TP")
p4=plot(series=strategy.position_size < 0 ? shortStop : na, color=color.red,
style=plot.style_linebr, linewidth=1, title="Short Stop")
p5=plot(series=strategy.position_size < 0 ? shortTake1Price : na,
color=color.green, style=plot.style_linebr, linewidth=1, title="Short TP")
fill(p1, p2, color=color.red)
fill(p1, p3, color=color.green)
fill(p1, p4, color=color.red)
fill(p1, p5, color=color.green)

// Insert label with value

stopLossOnLong = "Stop Loss = " + tostring(longStop)
stopLossOnShort = "Stop Loss = " + tostring(shortStop)
takeprofitOnLong = "Take Profit = " + tostring(longTake1Price)
takeprofitOnShort = "Take Profit = " + tostring(shortTake1Price)
precoentrada = "Entrada = " + tostring(strategy.position_avg_price)

var label FinalLabelpriceL = na

var label FinalLabelpriceS = na
var label slFinalLabelL = na
var label slFinalLabelS = na
var label slFinalLabelTPL = na
var label slFinalLabelTPS = na

//Draw entry and stop loss lines and labels

if strategy.position_size > 0

//write the price above the end of the stoploss line

slFinalLabelL := label.new(bar_index, longStop, stopLossOnLong,
style=label.style_none, size=size.normal, textcolor=color.red)
 slFinalLabelTPL := label.new(bar_index, longTake1Price, takeprofitOnLong,
style=label.style_none, size=size.normal, textcolor=color.green)
FinalLabelpriceL := label.new(bar_index, strategy.position_avg_price,
precoentrada, style=label.style_none, size=size.normal, textcolor=color.blue)

// Delete previous label when there is a consecutive new high, as there's no

line plot in that case.
if strategy.position_size > 0[1]
label.delete(slFinalLabelL[1])
label.delete(slFinalLabelTPL[1])
label.delete(FinalLabelpriceL[1])

if strategy.position_size < 0

//write the price above the end of the stoploss line

slFinalLabelS := label.new(bar_index, shortStop, stopLossOnShort,
style=label.style_none, size=size.normal, textcolor=color.red)
slFinalLabelTPS := label.new(bar_index, shortTake1Price, takeprofitOnShort,
style=label.style_none, size=size.normal, textcolor=color.green)
FinalLabelpriceS := label.new(bar_index, strategy.position_avg_price,
precoentrada, style=label.style_none, size=size.normal, textcolor=color.blue)

// Delete previous label when there is a consecutive new high, as there's no

line plot in that case.
if strategy.position_size < 0[1]
label.delete(slFinalLabelS[1])
label.delete(slFinalLabelTPS[1])
label.delete(FinalLabelpriceS[1])

// Exit open market position when date range ends

if (not _inDateRange)
strategy.close_all()