/*backtest
start: 2024-03-31 00:00:00
end: 2025-03-29 08:00:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"ETH_USDT"}]
*/

// © HugoMora
//@version=5
strategy("Short-Term Trend Predictor: Call/Put (5min to 4hr)", overlay=true)

// --- 1. Parameters (Inputs) ---
// Info-bulle pour short_length
short_length = input.int(5, title="Short SMA Period", minval=1, tooltip = "Short moving average period. Used to identify short-term trends.")
long_length = input.int(13, title="Long SMA Period", minval=1, tooltip = "Long moving average period. Used to confirm longer-term trends.")
rsi_length = input.int(14, title="RSI period", minval=1, tooltip = "Relative Strength Index (RSI) period. Measures the speed and magnitude of recent price movements to assess overbought or oversold conditions.")
sma200_length = input.int(200, title="SMA 200 period", minval=1, tooltip = "Period of the 200-period moving average. Used to determine the overall market trend (bullish or bearish).")
resistance_length = input.int(20, title="Resistance Period", minval=1, tooltip="Number of periods used to calculate resistance and support levels.")
macd_fast = input.int(12, title="MACD Fast Length", tooltip = "Shorter period used in calculating the MACD line. Represents short-term price movements.")
macd_slow = input.int(26, title="MACD Slow Length", tooltip = "Longer period used in calculating the MACD line. Represents long-term price movements.")
macd_signal = input.int(9, title="MACD Signal Period", tooltip = "SMA period of the MACD line, used as a buy or sell signal.")
stoch_k = input.int(14, title="Length %K Stoch", tooltip = "Time period used to calculate the Stochastic Oscillator %K line, indicating where the closing price is relative to the high-low range over that time period.")
stoch_d = input.int(3, title="Length %D Stoch", tooltip = "Period used to calculate the %D line, which is a moving average of %K. Used to smooth out fluctuations in %K.")
adx_length = input.int(14, title="ADX length", tooltip = "Period used to calculate the Average Directional Index (ADX), which measures trend strength.")
adx_smooth = input.int(14, title="ADX Smoothing", tooltip = "Period used to smooth the ADX line, reducing noise and providing a more stable measure of trend strength.")
atrLength = input.int(14, title="ATR length", tooltip = "Period used to calculate the Average True Range (ATR), which measures market volatility.")
atrMultiplierSL = input.float(2.0, title="ATR Stop Loss Multiplier", minval=0.1, tooltip = "ATR multiplier to determine the Stop Loss level. A higher multiplier means a Stop Loss further from the entry price.")
atrMultiplierTP = input.float(2.0, title="ATR Take Profit Multiplier", minval=0.1, tooltip = "ATR multiplier to determine the Take Profit level. A higher multiplier means a Take Profit further from the entry price.")
takeProfitRiskRatio = input.float(2.0, title="Ratio Take Profit/Risk", minval=0.1, tooltip = "Take Profit to Risk (Stop Loss) Ratio. For example, a ratio of 2 means that the Take Profit is twice as far away as the Stop Loss.")
volatility_lookback = input.int(20, title="Recent Volatility (Periods)", minval=5, tooltip="Number of periods used to calculate recent market volatility, measured by the standard deviation of closing prices.") // Parameter for volatility
initialCapital = input.float(100, title="Capital Initial (€)", minval=1, tooltip = "Initial capital used for backtesting the strategy.") // Initial capital of €100
riskPerTrade = input.float(1.0, title="Risk per Trade (%)", minval=0.01, maxval=1.0, tooltip = "Percentage of initial capital risked per trade. Used to calculate position size. "// Risk is 100% of available capital
leverage = input.int(1, title="Lever", minval=1, tooltip = "Leverage applied to trades. Multiplies profits and losses.")   // Add leverage input

// --- 2. Calculation of Indicators and Resistances ---
sma_short = ta.sma(close, short_length)
sma_long = ta.sma(close, long_length)
rsi = ta.rsi(close, rsi_length)
sma200 = ta.sma(close, sma200_length)
isUptrend = ta.rising(sma200, 5)
isDowntrend = ta.falling(sma200, 5)
resistance_high = ta.highest(high, resistance_length)
resistance_low = ta.lowest(low, resistance_length)
[macdLine, signalLine, hist] = ta.macd(close, macd_fast, macd_slow, macd_signal)
stochK = ta.stoch(close, high, low, stoch_k)
stochD = ta.sma(stochK, stoch_d)
[diPlus, diMinus, adx] = ta.dmi(adx_length, adx_smooth)
atrValue = ta.atr(atrLength)

// Calculation of recent volatility (standard deviation of prices)
recentVolatility = ta.stdev(close, volatility_lookback)

// --- 3. Crossing Detection and Conditions ---
short_above_long = sma_short > sma_long and macdLine > signalLine and stochK > stochD and adx > 25 and diPlus > diMinus
short_below_long = sma_short < sma_long and macdLine < signalLine and stochK < stochD and adx > 25 and diMinus > diPlus // Modified stochK < stochD
long_enter = ta.crossover(sma_short,sma_long)
short_enter = ta.crossunder(sma_short,sma_long)

// --- 4. Trend Analysis and Recommendations and Potential Entry/Exit Points ---
var string tendance = ""
var color tendance_couleur = color.gray //Neutral color by default
var float potentialEntry = na
var float potentialStopLoss = na
var float potentialTakeProfit = na

if (isUptrend and short_above_long)
    tendance := "Haussier Fort (Call)"
    tendance_couleur := color.green
    potentialEntry := high
    // Using Recent Volatility for Stop Loss and Take Profit
    potentialStopLoss := potentialEntry - (recentVolatility * atrMultiplierSL)
    potentialTakeProfit := potentialEntry + (recentVolatility * atrMultiplierTP)

else if (isUptrend and not short_above_long and not short_below_long) // Added check to prevent both conditions being true
    tendance := "Moderate Bullish (Call)"
    tendance_couleur := color.lime
    potentialEntry := high
    potentialStopLoss := potentialEntry - (recentVolatility * atrMultiplierSL)
    potentialTakeProfit := potentialEntry + (recentVolatility * atrMultiplierTP)

else if (isDowntrend and short_below_long)
    tendance := "Strong Bearish (Put)"
    tendance_couleur := color.red
    potentialEntry := low
    potentialStopLoss := potentialEntry + (recentVolatility * atrMultiplierSL)
    potentialTakeProfit := potentialEntry - (recentVolatility * atrMultiplierTP)

else if (isDowntrend and not short_below_long and not short_above_long) // Added check to prevent both conditions being true
    tendance := "Moderate Bearish (Put)"
    tendance_couleur := color.orange
    potentialEntry := low
    potentialStopLoss := potentialEntry + (recentVolatility * atrMultiplierSL)
    potentialTakeProfit := potentialEntry - (recentVolatility * atrMultiplierTP)

else
    tendance := "Neutral"
    tendance_couleur := color.gray
    potentialEntry := na
    potentialStopLoss := na
    potentialTakeProfit := na

// --- 5. Trend Display (Persistent Label) ---
var label tendance_label = na

if (barstate.islast)
    if (na(tendance_label))
        tendance_label := label.new(bar_index, high, text="Tendance: " + tendance, color=tendance_couleur, textcolor=color.white, style=label.style_label_down, yloc=yloc.abovebar, y=high*1.02)
        label.set_tooltip(tendance_label, "Current market trend")  // Adding the tooltip to the label
    else
        label.set_text(tendance_label, "Tendance: " + tendance)
        label.set_x(tendance_label, bar_index)
        label.set_y(tendance_label, high*1.02)
        label.set_color(tendance_label, tendance_couleur)
        label.set_tooltip(tendance_label, "Current market trend")
// --- 6. Information Board ---
var table info_table = table.new(position.top_right, 2, 12, border_width=1) // Adding a line for capital
var float currentCapital = initialCapital // Declare currentCapital here

table.cell(info_table, 0, 0, "Indicator", bgcolor=color.gray, text_color=color.white)
table.cell(info_table, 1, 0, "Value", bgcolor=color.gray, text_color=color.white)
table.cell(info_table, 0, 1, "Short SMA", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 1, str.tostring(sma_short, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 1, "Short moving average")
table.cell_set_tooltip(info_table, 1, 1, str.tostring(sma_short, "#.##"))

table.cell(info_table, 0, 2, "SMA Longue", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 2, str.tostring(sma_long, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 2, "Long moving average")
table.cell_set_tooltip(info_table, 1, 2, str.tostring(sma_long, "#.##"))

table.cell(info_table, 0, 3, "RSI", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 3, str.tostring(rsi, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 3, "Relative Strength Index")
table.cell_set_tooltip(info_table, 1, 3, str.tostring(rsi, "#.##"))

table.cell(info_table, 0, 4, "Tendance", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 4, tendance, bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 4, "Current market trend")
table.cell_set_tooltip(info_table, 1, 4, tendance)

table.cell(info_table, 0, 5, "Potential Entry Point", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 5, str.tostring(potentialEntry, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 5, "Suggested entry point for a trade")
table.cell_set_tooltip(info_table, 1, 5, str.tostring(potentialEntry, "#.##"))

table.cell(info_table, 0, 6, "Stop Loss Potentiel", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 6, str.tostring(potentialStopLoss, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 6, "Price level at which to automatically close a position to limit losses")
table.cell_set_tooltip(info_table, 1, 6, str.tostring(potentialStopLoss, "#.##"))

table.cell(info_table, 0, 7, "Take Profit Potentiel", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 7, str.tostring(potentialTakeProfit, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 7, "Price level at which to automatically close a position to lock in profits")
table.cell_set_tooltip(info_table, 1, 7, str.tostring(potentialTakeProfit, "#.##"))

table.cell(info_table, 0, 8, "High Resistance", bgcolor=color.white, text_color=color.red)
table.cell(info_table, 1, 8, str.tostring(resistance_high, "#.##"), bgcolor=color.white, text_color=color.red)
table.cell_set_tooltip(info_table, 0, 8, "Price level at which selling pressure is expected to outweigh buying pressure")
table.cell_set_tooltip(info_table, 1, 8, str.tostring(resistance_high, "#.##"))

table.cell(info_table, 0, 9, "Low Resistance", bgcolor=color.white, text_color=color.green)
table.cell(info_table, 1, 9, str.tostring(resistance_low, "#.##"), bgcolor=color.white, text_color=color.green)
table.cell_set_tooltip(info_table, 0, 9, "Price level at which buying pressure is expected to outweigh selling pressure")
table.cell_set_tooltip(info_table, 1, 9, str.tostring(resistance_low, "#.##"))

table.cell(info_table, 0, 10, "ATR", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 10, str.tostring(atrValue, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 10, "Average True Range")
table.cell_set_tooltip(info_table, 1, 10, str.tostring(atrValue, "#.##"))

table.cell(info_table, 0, 11, "Recent Volatility", bgcolor=color.white, text_color=color.black)
table.cell(info_table, 1, 11, str.tostring(recentVolatility, "#.##"), bgcolor=color.white, text_color=color.black)
table.cell_set_tooltip(info_table, 0, 11, "Market volatility calculated over the last periods")
table.cell_set_tooltip(info_table, 1, 11, str.tostring(recentVolatility, "#.##"))
// --- 7. Plotting Indicators and Resistances ---
plot(sma_short, color=color.blue, title="SMA Courte")
plot(sma_long, color=color.orange, title="SMA Longue")
plot(sma200, color=color.yellow, title="SMA 200", linewidth=2)
plot(resistance_high, color=color.red, title="High Resistance", linewidth=2, style=plot.style_linebr)
plot(resistance_low, color=color.green, title="Lower Resistance (Support)", linewidth=2, style=plot.style_linebr)

// --- 8. Plotting Potential Entry and Exit Points ---
plotshape(isUptrend and short_above_long, title="Potential Call Entry", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, offset=0)
plotshape(isDowntrend and short_below_long, title="Entrée Put Potentielle", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, offset=0)

plot(potentialStopLoss, color=color.red, title="Stop Loss Potentiel", linewidth=1, style=plot.style_linebr)
plot(potentialTakeProfit, color=color.green, title="Take Profit Potentiel", linewidth=1, style=plot.style_linebr)

// --- 9. Adding Curve Names ---
if barstate.islast
    var label_sma_short = label.new(bar_index, sma_short, "Short SMA", color=color.blue, style=label.style_label_left)
    label.set_tooltip(label_sma_short, "Short Moving Average")
    var label_sma_long = label.new(bar_index, sma_long, "Long SMA", color=color.orange, style=label.style_label_left)
    label.set_tooltip(label_sma_long, "Long Moving Average")
    var label_sma200 = label.new(bar_index, sma200, "SMA 200", color=color.yellow, style=label.style_label_left)
    label.set_tooltip(label_sma200, "Moving average 200")
    var label_resistance_high = label.new(bar_index, resistance_high, "Résistance Haute", color=color.red, style=label.style_label_left)
    label.set_tooltip(label_resistance_high, "High Resistance Level")
    var label_resistance_low = label.new(bar_index, resistance_low, "Résistance Basse", color=color.green, style=label.style_label_left)
    label.set_tooltip(label_resistance_low, "Low Resistance Level")

// --- 10. Backtest ---
var int tradesCount = 0
var int winningTradesCount = 0
var int losingTradesCount = 0
var float totalProfit = 0.0
var float maxDrawdown = 0.0
var float previousPeak = initialCapital
var int currentPosition = 0 // 0: no position, 1: long (Call), -1: short (Put)
var float entryPrice = 0.0
var float positionSize = 0.0
var float stopLossPrice = 0.0
var float takeProfitPrice = 0.0
var int entryDate = 0
var int exitDate = 0
var float exitPrice = 0.0 // Declare exitPrice here
var float tradeProfit = 0.0
currentCapital := initialCapital // Reset capital at the beginning of the backtest

if (currentPosition == 0) // No open position
    if (isUptrend and short_above_long)
        // Enter a long position (Call)
        tradesCount := tradesCount + 1
        entryPrice := potentialEntry
        positionSize := math.floor((currentCapital * riskPerTrade * leverage) / (entryPrice - potentialStopLoss)) // Position size based on risk
        if (positionSize > 0) // check if positionSize is valid
            currentPosition := 1
            stopLossPrice := potentialStopLoss
            takeProfitPrice := potentialTakeProfit
            entryDate := time
            strategy.entry("Call", strategy.long, qty=positionSize, comment="Call Entry", stop=stopLossPrice, limit=takeProfitPrice) // Utilisez strategy.entry
    else if (isDowntrend and short_below_long)
        // Enter a short position (Put)
        tradesCount := tradesCount + 1
        entryPrice := potentialEntry
        positionSize := math.floor((currentCapital * riskPerTrade * leverage) / (potentialStopLoss - entryPrice)) // Position size based on risk
        if (positionSize > 0) // check if positionSize is valid
            currentPosition := -1
            stopLossPrice := potentialStopLoss
            takeProfitPrice := potentialTakeProfit
            entryDate := time
            strategy.entry("Put", strategy.short, qty=positionSize, comment="Put Entry", stop=stopLossPrice, limit=takeProfitPrice) // Utilisez strategy.entry

else if (currentPosition != 0) // There is an open position
    if (currentPosition == 1) // Long position (Call)
        if (low <= stopLossPrice or high >= takeProfitPrice)
            // Exit the long position
            exitPrice := low <= stopLossPrice ? stopLossPrice : takeProfitPrice
            tradeProfit := positionSize * (exitPrice - entryPrice)
            currentCapital := currentCapital + tradeProfit
            totalProfit := totalProfit + tradeProfit
            if (tradeProfit > 0)
                winningTradesCount := winningTradesCount + 1
            else
                losingTradesCount := losingTradesCount + 1
            currentPosition := 0
            exitDate := time
            strategy.close("Call", comment="Call Exit", qty=positionSize) // Utilisez strategy.close
    else if (currentPosition == -1) // Short position (Put)
        if (high >= stopLossPrice or low <= takeProfitPrice)
            // Exit the short position
            exitPrice := high >= stopLossPrice ? stopLossPrice : takeProfitPrice
            tradeProfit := positionSize * (entryPrice - exitPrice)  // Short position profit
            currentCapital := currentCapital + tradeProfit
            totalProfit := totalProfit + tradeProfit
            if (tradeProfit > 0)
                winningTradesCount := winningTradesCount + 1
            else
                losingTradesCount := losingTradesCount + 1
            currentPosition := 0
            exitDate := time
            strategy.close("Put", comment="Put Exit", qty=positionSize) // Utilisez strategy.close

// --- 11. Calculating performance metrics ---
if (currentCapital > previousPeak)
    previousPeak := currentCapital
var float drawdown = 0.0
drawdown := previousPeak - currentCapital
if (drawdown > maxDrawdown)
    maxDrawdown := drawdown

var float winRate = 0.0
var float averageProfit = 0.0
var float averageLoss = 0.0
var float profitFactor = 0.0

winRate := tradesCount > 0 ? (winningTradesCount / tradesCount) * 100 : 0
averageProfit := winningTradesCount > 0 ? totalProfit / winningTradesCount : 0
averageLoss := losingTradesCount > 0 ? totalProfit / losingTradesCount : 0
profitFactor := averageLoss != 0 ? math.abs(averageProfit / averageLoss) : 0