declare upper;

#FisherTransform
input price = hl2;
input length = 10;

def maxHigh = Highest(price, length);
def minLow = Lowest(price, length);
def range = maxHigh - minLow;
def value = if IsNaN(price)
    then Double.NaN
    else if IsNaN(range)
        then value[1]
        else if range == 0
            then 0
            else 0.66 * ((price - minLow) / range - 0.5) + 0.67 * value[1];
def truncValue = if value > 0.99 then 0.999 else if value < -0.99 then -0.999 else value;
def fish = 0.5 * (log((1 + truncValue) / (1 - truncValue)) + fish[1]);

def FTOneBarBack = fish[1];
def FT = fish;

#ChaikinVolatility
input ROClength = 10;

assert(ROCLength > 0, "'roc length' must be positive: " + ROCLength);

def diff2 = high - low;
def avg2 = Average(diff2, 10);

def CV = if avg2[roclength] == 0 then 100 else (avg2 - avg2[roclength]) / avg2[roclength] * 100;

plot up = ftOneBarBack < -2.5 and ft < -2.5 and cv > 500;
plot down = ftOneBarBack > 2.5 and ft > 2.5 and cv > 500;

up.setPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_UP);
up.setDefaultColor(Color.BLUE);
down.setPaintingStrategy(paintingStrategy.BOOLEAN_ARROW_DOWN);
down.setDefaultColor(color.BLUE);

#TAC_ADX
def ADX1 = DMI(length = 3).ADX;
def ADX2 = DMI(length = 4).ADX;
def ADX3 = DMI(length = 5).ADX;
def adxmax = max(max(ADX1, ADX2), ADX3);
def adxmin = min(min(ADX1,ADX2), ADX3);

#Heikin Ashi Candles
def openMA = CompoundValue(1, Average(open, 1), open);
def closeMA = CompoundValue(1, Average(close, 1), close);
def highMA = CompoundValue(1, Average(high, 1), high);
def lowMA = CompoundValue(1, Average(low, 1), low);
def haOpen2 = CompoundValue(1, ( (haOpen2[1] + (openMA[1] + highMA[1] + lowMA[1] + closeMA[1]) / 4.0) / 2.0), open);;
def haClose2 = ((openMA + highMA + lowMA + closeMA) / 4.0) ;;
def haLow = Min(lowMA, haOpen2);
def haHigh = Max(highMA, haOpen2); 

#MACD
def Value2 = MovingAverage(averageType = AverageType.EXPONENTIAL, close, 12) - MovingAverage(averageType = AverageType.EXPONENTIAL, close, 26);
def Avg = MovingAverage(averageType = AverageType.EXPONENTIAL, Value2, 9);
def Diff = Value2 - Avg;

#Ichimoku
def Tenkan = (Highest(high, 9) + Lowest(low, 9)) / 2;
def Kijun = (Highest(high, 26) + Lowest(low, 26)) / 2;
def "Span A" = (Tenkan[26] + Kijun[26]) / 2;
def "Span B" = (Highest(high[26], 2 * 26) + Lowest(low[26], 2 * 26)) / 2;
def Chikou = close[-26];

#SimpleTrendChannelFilter
input trendCheck = {default Min};
def avg20 = Average(close, 20);
def avg50 = Average(close, 50);
def Downtrend3 = close < avg50 and
    (if trendCheck != trendCheck.Min then avg20 < avg50 else yes);
def Uptrend3 = close > avg50 and
    (if trendCheck != trendCheck.Min then avg20 > avg50 else yes);

#HACOLT
Assert(1.1 >= 0, "'candle size factor' must not be negative: " + 1.1);
def haOpen = CompoundValue(1, (haOpen[1] + ohlc4[1]) / 2, ohlc4);
def haClose = (haOpen + Max(high, haOpen) + Min(low, haOpen) + ohlc4) / 4;
def temaHaClose = TEMA(haClose, 55);
def zeroLagHaClose = 2 * temaHaClose - TEMA(temaHaClose, 55);
def temaTypPrice = TEMA(hl2, 55);
def zeroLagTypPrice = 2 * temaTypPrice - TEMA(temaTypPrice, 55);
def shortCandle = BodyHeight() < (high - low) * 1.1;
def keepGreen = haClose >= haOpen or haClose[1] >= haOpen[1] or close >= haClose or high > high[1] or low > low[1] or zeroLagTypPrice >= zeroLagHaClose;
def keepGreenAll = keepGreen or (keepGreen[1] and (close >= open or close >= close[1]));
def holdLong = shortCandle and high >= low[1];
def utr = keepGreenAll or (keepGreenAll[1] and holdLong);
def keepRed = haClose < haOpen or haClose[1] < haOpen[1] or zeroLagTypPrice < zeroLagHaClose;
def keepRedAll = keepRed or (keepRed[1] and (close < open or close < close[1]));
def holdShort = shortCandle and low <= high[1];
def dtr = keepRedAll or (keepRedAll[1] and holdShort);
def upw = !dtr and dtr[1] and utr;
def dnw = !utr and utr[1] and dtr;
def upwSave = if upw or dnw then upw else upwSave[1];
def buy = upw or (!dnw and upwSave);
def longTermSell = close < ExpAverage(close, 60);
def neutral = buy or (if longTermSell then no else neutral[1]);
def HACOLT = if buy then 100 else if neutral then 50 else 0;

#CMF
def tmp_var = 
if high == low then 
  volume 
else 
  (close - low - (high - close)) / (high - low) * volume
;
def sum_close = Sum(tmp_var, length = 21) * 100;
def total = Sum(volume, length = 21);
def CMF = 
if total == 0 then 
  0 
else 
  sum_close / total
;

#Entry Parameters
def upTrend = ohlc4 < "Span A" and ohlc4 < "Span B" and CMF > 0 and Uptrend3 == yes and HACOLT == 100 and Value2 > 0 and Avg > 0 and Diff > 0 and haOpen2 > haLow and haOpen2 < haHigh and adxmin < 30;
def neutral1 = ohlc4 < "Span A" and ohlc4 < "Span B" and CMF > 0 and Uptrend3 == yes and HACOLT == 100 and Value2 > 0 and Avg > 0 and Diff > 0 and haOpen2 == haLow and adxmin < 30;
def neutral2 = ohlc4 < "Span A" and ohlc4 < "Span B" and CMF > 0 and Uptrend3 == yes and HACOLT == 100 and Value2 > 0 and Avg > 0 and Diff > 0 and haOpen2 == haHigh and adxmin < 30;
def downTrend = ohlc4 > "Span A" and ohlc4 > "Span B" and CMF < 0 and Downtrend3 == yes and HACOLT <= 50 and Value2 < 0 and Avg < 0 and Diff < 0 and haOpen2 > haLow and haOpen2 < haHigh and adxmax > 70;
def neutral3 = ohlc4 > "Span A" and ohlc4 > "Span B" and CMF < 0 and Downtrend3 == yes and HACOLT <= 50 and Value2 < 0 and Avg < 0 and Diff < 0 and haOpen2 == haHigh and adxmax > 70;
def neutral4 = ohlc4 > "Span A" and ohlc4 > "Span B" and CMF < 0 and Downtrend3 == yes and HACOLT <= 50 and Value2 < 0 and Avg < 0 and Diff < 0 and haOpen2 == haLow and adxmax > 70;
plot buy1 = upTrend == yes and neutral1[1] == yes;
plot buy2 = upTrend == yes and neutral2[1] == yes;
plot buy3 = upTrend[1] == yes and neutral1 == yes;
plot buy4 = upTrend[1] == yes and neutral2 == yes;
plot buy5 = neutral1 == yes and neutral2[1] == yes;
plot buy6 = neutral1[1] == yes and neutral2 == yes;
plot buy7 = neutral1 == yes and neutral1[1] == yes;
plot buy8 = neutral2 == yes and neutral2[1] == yes;
plot sell1 = downTrend == yes and neutral3[1] == yes;
plot sell2 = downTrend == yes and neutral4[1] == yes;
plot sell3 = downTrend[1] == yes and neutral3 == yes;
plot sell4 = downTrend[1] == yes and neutral4 == yes;
plot sell5 = neutral3 == yes and neutral4[1] == yes;
plot sell6 = neutral3[1] == yes and neutral4 == yes;
plot sell7 = neutral3 == yes and neutral3[1] == yes;
plot sell8 = neutral4 == yes and neutral4[1] == yes;

buy1.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy1.SetLineWeight(1);
buy1.SetDefaultColor(Color.LIGHT_GRAY);
buy1.HideTitle();
buy2.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy2.SetLineWeight(1);
buy2.SetDefaultColor(Color.LIGHT_GRAY);
buy2.HideTitle();
buy3.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy3.SetLineWeight(1);
buy3.SetDefaultColor(Color.LIGHT_GRAY);
buy3.HideTitle();
buy4.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy4.SetLineWeight(1);
buy4.SetDefaultColor(Color.LIGHT_GRAY);
buy4.HideTitle();
buy5.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy5.SetLineWeight(1);
buy5.SetDefaultColor(Color.LIGHT_GRAY);
buy5.HideTitle();
buy6.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy6.SetLineWeight(1);
buy6.SetDefaultColor(Color.LIGHT_GRAY);
buy6.HideTitle();
buy7.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy7.SetLineWeight(1);
buy7.SetDefaultColor(Color.LIGHT_GRAY);
buy7.HideTitle();
buy8.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
buy8.SetLineWeight(1);
buy8.SetDefaultColor(Color.LIGHT_GRAY);
buy8.HideTitle();
sell1.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell1.SetLineWeight(1);
sell1.SetDefaultColor(Color.LIGHT_GRAY);
sell1.HideTitle();
sell2.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell2.SetLineWeight(1);
sell2.SetDefaultColor(Color.LIGHT_GRAY);
sell2.HideTitle();
sell3.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell3.SetLineWeight(1);
sell3.SetDefaultColor(Color.LIGHT_GRAY);
sell3.HideTitle();
sell4.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell4.SetLineWeight(1);
sell4.SetDefaultColor(Color.LIGHT_GRAY);
sell4.HideTitle();
sell5.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell5.SetLineWeight(1);
sell5.SetDefaultColor(Color.LIGHT_GRAY);
sell5.HideTitle();
sell6.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell6.SetLineWeight(1);
sell6.SetDefaultColor(Color.LIGHT_GRAY);
sell6.HideTitle();
sell7.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell7.SetLineWeight(1);
sell7.SetDefaultColor(Color.LIGHT_GRAY);
sell7.HideTitle();
sell8.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
sell8.SetLineWeight(1);
sell8.SetDefaultColor(Color.LIGHT_GRAY);
sell8.HideTitle();