Pine Scripters Network

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

//@version=4
strategy("EMA+PSAR+HeikinAshi", overlay=true, initial_capital = 1000000, currency = "JPY", commission_type=strategy.commission.cash_per_contract, commission_value=0.003, default_qty_type = strategy.fixed, default_qty_value = 10000)

//inputs
EMAsource = input(title="EMA Source", type=input.source, defval=close)
EMAlen = input(title="EMA Length", type=input.integer, defval=200)

PSARstart = input(title="PSAR Start", type=input.float, defval=0.02)
PSARinc = input(title="PSAR Increment", type=input.float, defval=0.02)
PSARmax = input(title="PSAR Max Value", type=input.float, defval=0.2)

//indicators
EMA = ema(EMAsource, EMAlen)
PSAR = sar(PSARstart, PSARinc, PSARmax)
ATR = atr(7)

//setups
EMAlong = close > EMA
EMAshort = close < EMA

PSARlong = close > PSAR
PSARshort = close < PSAR

HA_open = security(heikinashi(syminfo.tickerid), timeframe.period, open)
HA_high = security(heikinashi(syminfo.tickerid), timeframe.period, high)
HA_low = security(heikinashi(syminfo.tickerid), timeframe.period, low)
HA_close = security(heikinashi(syminfo.tickerid), timeframe.period, close)

HA_green_5 = HA_close[5] > HA_open[5]
HA_red_5 = HA_close[5] < HA_open[5]

HA_green_4 = HA_close[4] > HA_open[4]
HA_red_4 = HA_close[4] < HA_open[4]

HA_green_3 = HA_close[3] > HA_open[3]
HA_red_3 = HA_close[3] < HA_open[3]

HA_green_2 = HA_close[2] > HA_open[2]
HA_red_2 = HA_close[2] < HA_open[2]

HA_green_1 = HA_close[1] > HA_open[1]
HA_red_1 = HA_close[1] < HA_open[1]

HA_up = (HA_green_5 and HA_green_4 and HA_green_3) or (HA_green_4 and HA_green_3 and HA_green_2) or (HA_green_3 and HA_green_2 and HA_green_1)
HA_down = (HA_red_5 and HA_red_4 and HA_red_3) or (HA_red_4 and HA_red_3 and HA_red_2) or (HA_red_3 and HA_red_2 and HA_red_1)

HA_no_bottom_shadow = HA_open == HA_low
HA_no_top_shadow = HA_open == HA_high

HAlong = HA_down and HA_no_bottom_shadow
HAshort = HA_up and HA_no_top_shadow

//entry conditions
longCondition = EMAlong and PSARlong and HAlong
shortCondition = EMAshort and PSARshort and HAshort

//entries
if (longCondition)
    strategy.entry("Long", strategy.long)

if (shortCondition)
    strategy.entry("Short", strategy.short)

//closing conditions
var long_take_level = 0.0
var long_stop_level = 0.0
var short_take_level = 0.0
var short_stop_level = 0.0

if (strategy.position_size == 0)
    long_take_level := (close - PSAR)*2 + close
    long_stop_level := PSAR
    short_take_level := close - (PSAR - close)*2
    short_stop_level := PSAR

//close
strategy.exit("Long_Close", "Long", limit=long_take_level, stop=long_stop_level)
strategy.exit("Short_Close", "Short", limit=short_take_level, stop=short_stop_level)

//plots
plot(EMA, color=color.yellow, linewidth=2, title="EMA")
plot(PSAR, color=color.white, style=plot.style_circles, title="PSAR")

plot(strategy.position_size < 0 ? na : long_take_level[1], color=color.green, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size < 0 ? na : long_stop_level[1], color=color.red, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size > 0 ? na : short_take_level[1], color=color.green, style=plot.style_linebr, linewidth=2)
plot(strategy.position_size > 0 ? na : short_stop_level[1], color=color.red, style=plot.style_linebr, linewidth=2)