// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// This script is a commented version of @everge and @KivancOzbilgic SUPERTREND script.

// You can find the reference code here: https://www.tradingview.com/script/r6dAP7yi/#tc3873161

// © zeguela

//@version=4

strategy("ZEGUELA SUPERTREND", commission_value=0.07, 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

Periods = input(title="ATR Period", type=input.integer, defval=10)

src = input(hl2, title="Source")

Multiplier = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)

changeATR= input(title="Change ATR Calculation Method ?", type=input.bool, defval=true)

showsignals = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=false)

highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)

barcoloring = input(title="Bar Coloring On/Off ?", type=input.bool, defval=true)

// Step 2. Calculate indicator values

atr2 = sma(tr, Periods)

atr= changeATR ? atr(Periods) : atr2

up=src-(Multiplier*atr)

up1 = nz(up[1],up)

up := close[1] > up1 ? max(up,up1) : up

dn=src+(Multiplier*atr)

dn1 = nz(dn[1], dn)

dn := close[1] < dn1 ? min(dn, dn1) : dn

trend = 1

trend := nz(trend[1], trend)

trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend

// Step 3. Determine indicator signals

upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)

buySignal = trend == 1 and trend[1] == -1

dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)

sellSignal = trend == -1 and trend[1] == 1

longCondition = buySignal

shortCondition = sellSignal

// Step 4. Output indicator data

plotshape(buySignal ? up : na, title="UpTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.green, transp=0)

plotshape(buySignal and showsignals ? up : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)

plotshape(sellSignal ? dn : na, title="DownTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.red, transp=0)

plotshape(sellSignal and showsignals ? dn : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)

mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0)

longFillColor = highlighting ? (trend == 1 ? color.green : color.white) : color.white

shortFillColor = highlighting ? (trend == -1 ? color.red : color.white) : color.white

fill(mPlot, upPlot, title="UpTrend Highligter", color=longFillColor)

fill(mPlot, dnPlot, title="DownTrend Highligter", color=shortFillColor)

//Calculate P&L results

posColor = color.new(color.green, 75)

negColor = color.new(color.red, 75)

dftColor = color.new(color.blue, 75)

posProfit= (strategy.position_size > 0) ? (close * 100 / strategy.position_avg_price - 100) : strategy.position_size < 0 ? (strategy.position_avg_price * 100 / close - 100) : 0.0

posDir = (strategy.position_size > 0) ? "long" : strategy.position_size < 0 ? "short" : "flat"

posCol = (posProfit > 0) ? posColor : (posProfit < 0) ? negColor : dftColor

var label lb = na

label.delete(lb)

lb := label.new(bar_index, max(high, highest(4)[1]), textcolor=color.white,

color=color.gray,

text="Open Pos: "+ posDir +

"\nPnL: "+tostring(posProfit, "#.##")+"%" +

"\nPreço Médio: "+tostring(strategy.position_avg_price, "#.####") +

"\nClose: "+tostring(close, "#.####"))

//Closed trades boxes

if longCondition

var label lL = na

lL := label.new(bar_index, max(high, highest(4)[1]), textcolor=color.white, yloc=yloc.abovebar, style=label.style_label_down,

color=posCol,

text="Closed Pos: "+ posDir +

"\nPnL: "+tostring(posProfit, "#.##")+"%" +

"\nEntry Price: "+tostring(strategy.position_avg_price, "#.####") +

"\nClose Price: "+tostring(close, "#.####"))

if shortCondition

var label lL = na

lL := label.new(bar_index, max(high, highest(4)[1]), textcolor=color.white, yloc=yloc.belowbar, style=label.style_label_up,

color=posCol,

text="Closed Pos: "+ posDir +

"\nPnL: "+tostring(posProfit, "#.##")+"%" +

"\nEntry Price: "+tostring(strategy.position_avg_price, "#.####") +

"\nClose Price: "+tostring(close, "#.####"))

// Step 5. Strategy setup

// Make input options that configure backtest date range

FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)

FromMonth = input(defval = 7, title = "From Month", minval = 1, maxval = 12)

FromYear = input(defval = 2019, title = "From Year", minval = 999)

ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12)

ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31)

ToYear = input(defval = 9999, title = "To Year", minval = 999)

start = timestamp(FromYear, FromMonth, FromDay, 00, 00)

finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)

window() => time >= start and time <= finish ? true : false

//Alert configuration

alertMessageOpenLong="put you message here"

alertMessageOpenShort="put you message here"

// Step 7. Strategy Execution

if (longCondition)

strategy.entry("LONG", strategy.long, when = window(), comment = "OPEN LONG", alert_message=alertMessageOpenLong)

if (shortCondition)

strategy.entry("SELL", strategy.short, when = window(), comment = "OPEN SHORT", alert_message=alertMessageOpenShort)

buy1= barssince(buySignal)

sell1 = barssince(sellSignal)

color1 = buy1[1] < sell1[1] ? color.green : buy1[1] > sell1[1] ? color.red : na

barcolor(barcoloring ? color1 : na)

// Exit open market position when date range ends

if (not window())

strategy.close_all()