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

0 at
https://mozilla.org/MPL/2.0/
// © GrusTech

//@version=5
strategy("Nikitha ORB Strategy v2.2", shorttitle="Nikitha ORB Strategy v2.2",
overlay=true, default_qty_type=strategy.fixed, default_qty_value=1,
initial_capital=300000, currency=currency.NONE, commission_value=0,
commission_type=strategy.commission.percent, process_orders_on_close=false,
calc_on_every_tick=true, calc_on_order_fills=false)

////======================================================
paraRefTF = input.timeframe("5", "Reference Timeframe", group = "Trade Settings")

paraFCHLMode = true //input.bool(true, "First Candle HighLow Mode?", inline = "T1",

group = "Trade Settings")

paraSetupValid = input.string(defval="AllDay", title="Signal Setup Validation",

options=["AllDay", "NextCandleOnly"], inline = "T5", group = "Trade Settings")

paraEntryBuffer = input.float(0, "Entry Buffer (pts)", minval = 0, inline = "R1",

group = "Trade Settings")

paraReEntryValid = input.string(defval="NextCandleOnly", title="Re-Entry

Validation", options=["NextSetup", "NextCandleOnly"], inline = "R3", group = "Trade
Settings")
paraRELossMax = input.int(2, "Max RE-Entry Loss Count", minval = 0, inline = "R3",
group = "Trade Settings")

paraTGTMode = input.string(defval="Pts", title="Target : ", options=["Off", "%",

"Pts"], inline = "TGT", group = "Target Settings")
paraTGT1 = input.float(15, "T1 : ", minval = 0, inline = "TGT", group = "Target
Settings")
paraTGT2 = input.float(25, "T2 : ", minval = 0, inline = "TGT", group = "Target
Settings")
paraTGT3 = input.float(35, "T3 : ", minval = 0, inline = "TGT", group = "Target
Settings")
paraTGT = input.float(60, "T4 : ", minval = 0, inline = "TGT", group = "Target
Settings")
paraTGTTSL = input.bool(true, "Trail SL on TGT", inline = "TGT", group = "Target
Settings")

paraSLMode = input.string(defval="PrevCandle", title="Stoploss : ", options=["Off",

"%", "Pts", "PrevCandle", "EntryCandle"], inline = "SL", group = "Stoploss
Settings")
paraSL = input.float(1, "Value : ", minval = 0.1, inline = "SL", group = "Stoploss
Settings")

paraTSLMode = input.string(defval="Custom", title="Trail SL : ", options=["Off",

"%", "Pts", "Custom"], inline = "TSL", group = "TSL Settings")
paraTSL = input.float(1, "TSL Value : ", minval = 0.1, inline = "TSL", group = "TSL
Settings")
paraCustomTSLMove = input.float(1000, "Custom TSL Move", minval = 0.1, inline =
"CTSL", group = "TSL Settings")
paraCustomTSLTrail = input.float(1000, "Custom TSL Trail", minval = 0.1, inline =
"CTSL", group = "TSL Settings")

paraShowDashboard = input.bool(false, "Show Strategy Dashboard")

////======================================================
////======================================================
paraSystemMode = input.session(defval="Intraday", title="System Mode",
options=["Intraday", "Positional"], group = "System Settings")
s = input.session(title='Intraday Start Session:', defval='0915-1505',
group='System Settings')
e = input.session(title='Intraday End Session:', defval='1510-1515', group='System
Settings')

paraBacktestMode = input.bool(true, "Use Backtesting Mode?", group="Backtest

Settings")
BacktestStart = input.time(timestamp("01 Apr 2023 00:00:00 GMT+530"), title="Start
Date and Time", group="Backtest Settings")
BacktestEnd = input.time(timestamp( "31 Dec 2023 23:59:00 GMT+530"), title="End
Date and Time", group="Backtest Settings")
BacktestCheck = paraBacktestMode ? (time >= BacktestStart and BacktestEnd >=
time) : true

paraTradeMode = input.string(title='Trade Mode', defval='Both', options=['Both',

'LongOnly', 'ShortOnly'], group='AlgoFox Setup:')
paraStag = input.string(title='Strategy Tag', defval='OPT1', group='AlgoFox
Setup:')
paraCode = input.string(title='Code', defval='F1372A7853352U', group='AlgoFox
Setup:')
paraProductType = input.string(title="Product Type",
defval='NRML',options=['MIS','NRML','CNC'], group='AlgoFox Setup:')
paraInstr = input.string(title='Instrument Type',
defval='OPTIDX',options=['EQ','FUTIDX','OPTIDX','FUTSTK','OPTSTK','FUTCOM','FUTCUR'
], group='AlgoFox Setup:')
paraQtyType = input.string(title="Quantity Type",
defval='Fixed',options=['Fixed','Exposure'], group='AlgoFox Setup:') //,'Risk'
paraQty = input.int(title='Quantity ', defval=1, minval=1, group='AlgoFox Setup:',
tooltip='Qty in Lots for Futures')
paraT1Qty = input.float(title='Target-1 Exit Qty (%)', defval=0, minval=0, maxval =
100, group='AlgoFox Setup:', tooltip='Qty in Percentage')
paraT2Qty = input.float(title='Target-2 Exit Qty (%)', defval=0, minval=0, maxval =
100, group='AlgoFox Setup:', tooltip='Qty in Percentage')
paraT3Qty = input.float(title='Target-3 Exit Qty (%)', defval=0, minval=0, maxval =
100, group='AlgoFox Setup:', tooltip='Qty in Percentage')
////======================================================

////======================================================
GetTradeSetup() =>

_FC = session.isfirstbar
_BSFC = ta.barssince(_FC) + 1
_FCH = ta.valuewhen(_FC, high, 0)
_FCL = ta.valuewhen(_FC, low, 0)

[_FC, _BSFC, _FCH, _FCL]

////======================================================

////======================================================
FC = session.isfirstbar
LC = session.islastbar

UpC = close > open

DnC = close < open
[RefFC, RefBSFC, RefFCH, RefFCL] = request.security(syminfo.tickerid, paraRefTF,
GetTradeSetup(), lookahead = barmerge.lookahead_off)

st = paraSystemMode=="Positional" ? 1 : time(timeframe.period, s)
et = paraSystemMode=="Intraday" and time(timeframe.period, e)

RefBarChange = ta.change(RefBSFC)

plotchar(RefBSFC, "RefBSFC", "")

BuyEntryCond = RefBarChange and not FC

ShortEntryCond = RefBarChange and not FC
if (paraSetupValid == "NextCandleOnly")
BuyEntryCond := RefFC
ShortEntryCond := RefFC

plotchar(BuyEntryCond, "BuyEntryCond", "")

eSignal = 0
eBuyPos = 0
eShortPos = 0
eBuy = st and paraTradeMode!="ShortOnly" and BuyEntryCond and barstate.isconfirmed
and BacktestCheck
eShort = st and paraTradeMode!="LongOnly" and ShortEntryCond and
barstate.isconfirmed and BacktestCheck
eSell = et or LC
eCover = et or LC
eSignal := eBuy ? 1 : eShort ? -1 : eSell and eSignal[1] > 0 ? 0 : eCover and
eSignal[1] < 0 ? 0 : eSignal[1]
eBuyPos := eBuy ? 1 : eSell and eSignal[1] > 0 ? 0 : eBuyPos[1]
eShortPos := eShort ? -1 : eCover and eSignal[1] < 0 ? 0 : eShortPos[1]

eBuyHigh = ta.valuewhen(eBuy, RefFCH, 0)

eShortLow = ta.valuewhen(eBuy, RefFCL, 0)
////======================================================

////======================================================
symbol = syminfo.ticker

eBuyPrice = ta.valuewhen(eBuy, eBuyHigh, 0)

eShortPrice = ta.valuewhen(eShort, eShortLow, 0)

LESym = str.tostring(syminfo.ticker)
LXSym = str.tostring(syminfo.ticker)
SESym = str.tostring(syminfo.ticker)
SXSym = str.tostring(syminfo.ticker)

var float BuyTradeQty = na

var float ShortTradeQty = na
var float BuyRisk = na
var float ShortRisk = na

BuyTradeQty := paraQty
ShortTradeQty := paraQty

if (paraQtyType=="Exposure")
BuyTradeQty := paraQty / eBuyPrice
BuyTradeQty := math.round(BuyTradeQty / syminfo.pointvalue)
 ShortTradeQty := paraQty / eShortPrice
ShortTradeQty := math.round(ShortTradeQty / syminfo.pointvalue)

if (BuyTradeQty < 0)
BuyTradeQty := 1
if (ShortTradeQty < 0)
ShortTradeQty := 1

buyData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +

str.tostring(close) + ',"Ticker": "' + LESym + '","OrderType": "BUY","ProductType":
"' + paraProductType + '","InstrumentType": "' + paraInstr + '","Quantity":
'+str.tostring(BuyTradeQty)+', "Strategy": "'+paraStag+'", "Code": "'+paraCode+'"}'
sellData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(BuyTradeQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
shortData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SESym + '","OrderType":
"SHORT","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(ShortTradeQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
coverData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(ShortTradeQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
////======================================================

////======================================================
var int BTF = 0
var int STF = 0
var int BREF = 0
var int SREF = 0
var float PosSize = na
var int sellLossCtr = 0
var int coverLossCtr = 0
var bool LongPosChanged = false
var bool ShortPosChanged = false
var bool BuyEntryCandle = false
var bool ShortEntryCandle = false
var float LTFPrevHigh = na
var float LTFPrevLow = na

PosSize := math.abs(strategy.position_size)
LongPosChanged := (strategy.position_size > 0 and strategy.position_size[1] <= 0)
and barstate.isconfirmed
ShortPosChanged := (strategy.position_size < 0 and strategy.position_size[1] >= 0)
and barstate.isconfirmed

plotchar(eBuyHigh, "BuyBreakout", "")

plotchar(eShortLow, "ShortBreakout", "")

if RefBarChange

if (paraReEntryValid == "NextCandleOnly")
if strategy.position_size <= 0
BREF := 0
if strategy.position_size >= 0
 SREF := 0

if (paraSetupValid == "NextCandleOnly")
BTF := 0
STF := 0
strategy.cancel("BUY")
strategy.cancel("SHORT")

if (eBuy)
BTF := 1
LTFPrevHigh := high
if strategy.position_size <= 0
BREF := 0
else
BTF := 0

if (eShort)
LTFPrevLow := low
STF := 1
if strategy.position_size >= 0
SREF := 0
else
STF := 0

if ((BTF and ShortPosChanged) or (eBuy)) and st and strategy.position_size < 0 and

barstate.isconfirmed
strategy.entry('BUY', strategy.long, qty=BuyTradeQty, comment="Buy",
stop=math.max(eBuyHigh, LTFPrevHigh), alert_message="["+coverData+","+buyData+"]")
sellLossCtr := 0
else if (eBuy) and st and strategy.position_size >= 0 and barstate.isconfirmed
strategy.entry('BUY', strategy.long, qty=BuyTradeQty, comment="Buy",
stop=math.max(eBuyHigh, LTFPrevHigh), alert_message="["+buyData+"]")
sellLossCtr := 0
else if (eBuyPos <= 0 or et or not st) and barstate.isconfirmed
strategy.cancel("BUY")

if ((STF and LongPosChanged) or (eShort)) and st and strategy.position_size > 0 and

barstate.isconfirmed
strategy.entry('SHORT', strategy.short, qty=ShortTradeQty, comment="Sell",
stop=math.min(eShortLow, LTFPrevLow), alert_message="["+sellData+","+shortData+"]")
coverLossCtr := 0
else if (eShort) and st and strategy.position_size <= 0 and barstate.isconfirmed
strategy.entry('SHORT', strategy.short, qty=ShortTradeQty, comment="Sell",
stop=math.min(eShortLow, LTFPrevLow), alert_message="["+shortData+"]")
coverLossCtr := 0
else if (eShortPos >= 0 or et or not st) and barstate.isconfirmed
strategy.cancel("SHORT")

plotchar(eBuy, "eBuy", "")

plotchar(eShort, "eShort", "")
plotchar(BREF, "BREF", "")
plotchar(SREF, "SREF", "")

if (BREF and not eBuy and not BTF) and PosSize == 0 and eBuyPos > 0 and st and
barstate.isconfirmed
strategy.entry('BUY', strategy.long, qty=BuyTradeQty, comment="Re-Buy",
stop=math.max(eBuyHigh, high[1]), alert_message="["+buyData+"]")
if (SREF and not eShort and not STF) and PosSize == 0 and eShortPos < 0 and st and
barstate.isconfirmed
 strategy.entry('SHORT', strategy.short, qty=ShortTradeQty, comment="Re-Sell",
stop=math.min(eShortLow, low[1]), alert_message="["+shortData+"]")

var float BuyPrice = na

var float ShortPrice = na
var float BuyTGT = na
var float ShortTGT = na
var float BuyTGT1 = na
var float ShortTGT1 = na
var float BuyTGT2 = na
var float ShortTGT2 = na
var float BuyTGT3 = na
var float ShortTGT3 = na
var float BuySL = na
var float ShortSL = na
var float BuyTSL = na
var float ShortTSL = na
var float T1ExQty = na
var float T2ExQty = na
var float T3ExQty = na

ut = (paraTGTMode != "Off")
us = (paraSLMode != "Off")

if (strategy.position_size > 0 and strategy.position_size[1] <= 0 and

barstate.isconfirmed)
BuyPrice := strategy.position_avg_price
BuyEntryCandle := false
BTF := 0
BREF := BREF + 1

T1ExQty := math.round(BuyTradeQty*(paraT1Qty/100))
T2ExQty := math.round(BuyTradeQty*(paraT2Qty/100))
T3ExQty := math.round(BuyTradeQty*(paraT3Qty/100))
sellData := '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(BuyTradeQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'

if (paraSLMode=="%")
BuySL := BuyPrice * (1-(paraSL/100))
else if (paraSLMode=="Pts")
BuySL := BuyPrice - (paraSL)
else if (paraSLMode=="PrevCandle")
BuySL := low[1]
else if (paraSLMode=="EntryCandle")
BuySL := low

BuyRisk := BuyPrice - BuySL

if (paraTGTMode=="%")
BuyTGT1 := BuyPrice * (1+(paraTGT1/100))
BuyTGT2 := BuyPrice * (1+(paraTGT2/100))
BuyTGT3 := BuyPrice * (1+(paraTGT3/100))
BuyTGT := BuyPrice * (1+(paraTGT/100))
else if (paraTGTMode=="Pts")
BuyTGT1 := BuyPrice + (paraTGT1)
BuyTGT2 := BuyPrice + (paraTGT2)
 BuyTGT3 := BuyPrice + (paraTGT3)
BuyTGT := BuyPrice + (paraTGT)

if (paraTGT1 == 0)
BuyTGT1 := na
if (paraTGT2 == 0)
BuyTGT2 := na
if (paraTGT3 == 0)
BuyTGT3 := na
else
BuyEntryCandle := false

if (strategy.position_size < 0 and strategy.position_size[1] >= 0 and

barstate.isconfirmed)

ShortPrice := strategy.position_avg_price
ShortEntryCandle := false
STF := 0
SREF := SREF + 1

T1ExQty := math.round(ShortTradeQty*(paraT1Qty/100))
T2ExQty := math.round(ShortTradeQty*(paraT2Qty/100))
T3ExQty := math.round(ShortTradeQty*(paraT3Qty/100))
coverData := '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(ShortTradeQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'

if (paraSLMode=="%")
ShortSL := ShortPrice * (1+(paraSL/100))
else if (paraSLMode=="Pts")
ShortSL := ShortPrice + (paraSL)
else if (paraSLMode=="PrevCandle")
ShortSL := high[1]
else if (paraSLMode=="EntryCandle")
ShortSL := high

ShortRisk := ShortSL - ShortPrice

if (paraTGTMode=="%")
ShortTGT1 := ShortPrice * (1-(paraTGT1/100))
ShortTGT2 := ShortPrice * (1-(paraTGT2/100))
ShortTGT3 := ShortPrice * (1-(paraTGT3/100))
ShortTGT := ShortPrice * (1-(paraTGT/100))
else if (paraTGTMode=="Pts")
ShortTGT1 := ShortPrice - (paraTGT1)
ShortTGT2 := ShortPrice - (paraTGT2)
ShortTGT3 := ShortPrice - (paraTGT3)
ShortTGT := ShortPrice - (paraTGT)

if (paraTGT1 == 0)
ShortTGT1 := na
if (paraTGT2 == 0)
ShortTGT2 := na
if (paraTGT3 == 0)
ShortTGT3 := na
else
ShortEntryCandle := false
if (strategy.position_size > 0 and strategy.position_size[1] > 0 and
barstate.isconfirmed)

if (paraTSLMode != "Off")

if (paraTSLMode=="%")
BuyTSL := high[1] * (1-(paraTSL/100))
else if (paraTSLMode=="Custom")

tmp = (BuyPrice + paraTSL)

if (high[1] >= tmp and BuySL < BuyPrice)
BuySL := BuyPrice

tmp2 = (BuyPrice + paraCustomTSLMove)

if (high[1] >= tmp2)
BuySL := BuySL + paraCustomTSLTrail

else if (paraTSLMode=="Pts")
BuyTSL := high[1] - paraTSL

if (BuySL < BuyTSL)

BuySL := BuyTSL

if (paraTGTTSL)
if (high[1] >= BuyTGT1 and BuySL < BuyPrice)
BuySL := BuyPrice
if (high[1] >= BuyTGT2 and BuySL < BuyTGT1)
BuySL := BuyTGT1
if (high[1] >= BuyTGT3 and BuySL < BuyTGT2)
BuySL := BuyTGT2

if (strategy.position_size < 0 and strategy.position_size[1] < 0 and

barstate.isconfirmed)

if (paraTSLMode != "Off")

if (paraTSLMode=="%")
ShortTSL := low[1] * (1+(paraTSL/100))
else if (paraTSLMode=="Custom")

tmp = (ShortPrice - paraTSL)

if (low[1] <= tmp and ShortSL > ShortPrice)
ShortSL := ShortPrice

tmp2 = (ShortPrice - paraCustomTSLMove)

if (low[1] <= tmp2)
ShortSL := ShortSL - paraCustomTSLTrail

else if (paraTSLMode=="Pts")
ShortTSL := low[1] + paraTSL

if (ShortSL > ShortTSL)

ShortSL := ShortTSL

if (paraTGTTSL)
if (low[1] <= ShortTGT1 and ShortSL > ShortPrice)
ShortSL := ShortPrice
if (low[1] <= ShortTGT2 and ShortSL > ShortTGT1)
 ShortSL := ShortTGT1
if (low[1] <= ShortTGT3 and ShortSL > ShortTGT2)
ShortSL := ShortTGT2

PosSize := math.abs(strategy.position_size)

TP1sellData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +

str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T1ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
TP1coverData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T1ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
TP2sellData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T2ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
TP2coverData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T2ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
TP3sellData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T3ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
TP3coverData = '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(T3ExQty)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'

if ((paraT1Qty > 0 and paraTGT1 > 0) or (paraT2Qty > 0 and paraTGT2 > 0) or
(paraT3Qty > 0 and paraTGT3 > 0))
sellData := '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + LXSym + '","OrderType":
"SELL","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(PosSize)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'
coverData := '{"Exchange": "' + str.tostring(syminfo.prefix) + '","Close": ' +
str.tostring(close) + ',"Ticker": "' + SXSym + '","OrderType":
"COVER","ProductType": "' + paraProductType + '","InstrumentType": "' + paraInstr +
'","Quantity": '+str.tostring(PosSize)+', "Strategy": "'+paraStag+'", "Code":
"'+paraCode+'"}'

if ut == true and us == false and barstate.isconfirmed

if (strategy.position_size > 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty,
limit=BuyTGT1, comment="BT1", alert_message="["+TP1sellData+"]", oca_name = "LX1")
if (paraT2Qty > 0 and paraTGT2 > 0)
strategy.exit(id="LongT2Exit", from_entry="BUY", qty = T2ExQty,
limit=BuyTGT2, comment="BT2", alert_message="["+TP2sellData+"]", oca_name = "LX2")
if (paraT3Qty > 0 and paraTGT3 > 0)
 strategy.exit(id="LongT3Exit", from_entry="BUY", qty = T3ExQty,
limit=BuyTGT3, comment="BT3", alert_message="["+TP3sellData+"]", oca_name = "LX3")
strategy.exit(id='LongExit', comment="Exit Buy", from_entry='BUY',
limit=BuyTGT, alert_message="["+sellData+"]")
if (strategy.position_size < 0)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty,
limit=ShortTGT1, comment="ST1", alert_message="["+TP1coverData+"]", oca_name =
"SX1")
if (paraT2Qty > 0 and paraTGT2 > 0)
strategy.exit(id="ShortT2Exit", from_entry="SHORT", qty = T2ExQty,
limit=ShortTGT2, comment="ST2", alert_message="["+TP2coverData+"]", oca_name =
"SX2")
if (paraT3Qty > 0 and paraTGT3 > 0)
strategy.exit(id="ShortT3Exit", from_entry="SHORT", qty = T3ExQty,
limit=ShortTGT3, comment="ST3", alert_message="["+TP3coverData+"]", oca_name =
"SX3")
strategy.exit(id='ShortExit', comment="Exit Sell", from_entry='SHORT',
limit=ShortTGT, alert_message="["+coverData+"]")
if us == true and ut == false and barstate.isconfirmed
if (strategy.position_size > 0 and not BuyEntryCandle)
strategy.exit(id='LongExit', comment="Exit Buy", from_entry='BUY',
stop=BuySL, alert_message="["+sellData+"]")
if (strategy.position_size < 0 and not ShortEntryCandle)
strategy.exit(id='ShortExit', comment="Exit Sell", from_entry='SHORT',
stop=ShortSL, alert_message="["+coverData+"]")
if ut == true and us == true and barstate.isconfirmed
if (strategy.position_size > 0 and not BuyEntryCandle)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="LongT1Exit", from_entry="BUY", qty = T1ExQty,
limit=BuyTGT1, stop=BuySL, comment="BT1", alert_message="["+TP1sellData+"]",
oca_name = "LX1")
if (paraT2Qty > 0 and paraTGT2 > 0)
strategy.exit(id="LongT2Exit", from_entry="BUY", qty = T2ExQty,
limit=BuyTGT2, stop=BuySL, comment="BT2", alert_message="["+TP2sellData+"]",
oca_name = "LX2")
if (paraT3Qty > 0 and paraTGT3 > 0)
strategy.exit(id="LongT3Exit", from_entry="BUY", qty = T3ExQty,
limit=BuyTGT3, stop=BuySL, comment="BT3", alert_message="["+TP3sellData+"]",
oca_name = "LX3")
strategy.exit(id='LongExit', comment="Exit Buy", from_entry='BUY',
limit=BuyTGT, stop=BuySL, alert_message="["+sellData+"]")
if (strategy.position_size < 0 and not ShortEntryCandle)
if (paraT1Qty > 0 and paraTGT1 > 0)
strategy.exit(id="ShortT1Exit", from_entry="SHORT", qty = T1ExQty,
limit=ShortTGT1, stop=ShortSL, comment="ST1", alert_message="["+TP1coverData+"]",
oca_name = "SX1")
if (paraT2Qty > 0 and paraTGT2 > 0)
strategy.exit(id="ShortT2Exit", from_entry="SHORT", qty = T2ExQty,
limit=ShortTGT2, stop=ShortSL, comment="ST2", alert_message="["+TP2coverData+"]",
oca_name = "SX2")
if (paraT3Qty > 0 and paraTGT3 > 0)
strategy.exit(id="ShortT3Exit", from_entry="SHORT", qty = T3ExQty,
limit=ShortTGT3, stop=ShortSL, comment="ST3", alert_message="["+TP3coverData+"]",
oca_name = "SX3")
strategy.exit(id='ShortExit', comment="Exit Sell", from_entry='SHORT',
limit=ShortTGT, stop=ShortSL, alert_message="["+coverData+"]")

if ( et ) and strategy.position_size > 0

 strategy.cancel('LongExit')
strategy.cancel('LongT1Exit')
strategy.cancel('LongT2Exit')
strategy.cancel('LongT3Exit')
strategy.close(id='BUY', comment="Exit Buy", alert_message="["+sellData+"]")

if ( et ) and strategy.position_size < 0

strategy.cancel('ShortExit')
strategy.cancel('ShortT1Exit')
strategy.cancel('ShortT2Exit')
strategy.cancel('ShortT3Exit')
strategy.close(id='SHORT', comment="Exit Sell",
alert_message="["+coverData+"]")

SellCandle = (strategy.position_size <= 0) and (strategy.position_size[1] > 0) and

barstate.isconfirmed
CoverCandle = (strategy.position_size >= 0) and (strategy.position_size[1] < 0) and
barstate.isconfirmed
lastTradeNo = strategy.closedtrades - 1
lastPNL = strategy.closedtrades.profit(lastTradeNo)
if SellCandle and strategy.closedtrades.entry_comment(lastTradeNo) == "Re-Buy" and
lastPNL < 0
sellLossCtr := sellLossCtr + 1
if CoverCandle and strategy.closedtrades.entry_comment(lastTradeNo) == "Re-Sell"
and lastPNL < 0
coverLossCtr := coverLossCtr + 1

plotchar(sellLossCtr, "sellLossCtr", "")

plotchar(coverLossCtr, "coverLossCtr", "")

if (sellLossCtr >= paraRELossMax)

BREF := 0
if (coverLossCtr >= paraRELossMax)
SREF := 0

if (strategy.position_size <= 0)
strategy.cancel('LongExit')
strategy.cancel('LongT1Exit')
strategy.cancel('LongT2Exit')
strategy.cancel('LongT3Exit')
if (strategy.position_size >= 0)
strategy.cancel('ShortExit')
strategy.cancel('ShortT1Exit')
strategy.cancel('ShortT2Exit')
strategy.cancel('ShortT3Exit')
////======================================================

////======================================================
plotshape(strategy.position_size<=0?eBuy:na, style=shape.diamond ,
location=location.belowbar, color=color.green, size=size.tiny)
plotshape(strategy.position_size>=0?eShort:na, style=shape.diamond,
location=location.abovebar, color=color.red, size=size.tiny)

plot((strategy.position_size > 0)?BuyPrice:na, color=color.fuchsia, linewidth=1,

style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT1:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT2:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT3:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size > 0)?BuyTGT:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size > 0)?BuySL:na, color=color.orange, linewidth=1,
style=plot.style_linebr)

plot((strategy.position_size < 0)?ShortPrice:na, color=color.fuchsia, linewidth=1,

style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT1:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT2:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT3:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortTGT:na, color=color.blue, linewidth=1,
style=plot.style_linebr)
plot((strategy.position_size < 0)?ShortSL:na, color=color.orange, linewidth=1,
style=plot.style_linebr)
////======================================================