//@version=4

strategy("QQE MOD",initial_capital = 100,currency = currency.USD, default_qty_value = 10, commission_value = 0.01)

// Heikin Ashi Moving Average

fast_length = 12

slow_length = 26

length_ha = input(25, minval=1, maxval=500, title="Length", group="Heikin Ashi Moving Average", tooltip="Set moving average length.")

ShowAvg = input(true, title="Show Heikin Ashi Moving Average", group="Heikin Ashi Moving Average", tooltip="Display a moving average based on the Heikin Ashi bars.")

haClose = (open + high + low + close) / 4

haOpen = float(na)

haOpen := na(haOpen[1]) ? (open + close) / 2 : (nz(haOpen[1]) + nz(haClose[1])) / 2

haHigh = max(high, max(haOpen, haClose))

haLow = min(low, min(haOpen, haClose))

src1 = round(haClose)

source = (haClose + haOpen) / 2

//calculating EMA

ema1 = 0.0

alpha = 2 / (length_ha + 1)

for i = 0 to length_ha

ema1 := (1 - alpha) * nz(ema1[1]) + alpha * source[i]

SF1 = ema1

SF2 = nz(src1[1]) * (SF1 - 1) / SF1 + src1 * (1 / SF1)

sma1(src1, length_ha) =>

result = 0.0

sum = 0.0

for i = 0 to length_ha - 1

sum := sum + src1[i]

result := sum / length_ha

plot(ema1, title="EMA", linewidth=2)

col_ = haClose > haOpen ? color.green : color.red

plotcandle(haOpen, haHigh, haLow, haClose, color=col_, bordercolor=col_, title="Heikin Ashi Candles - Actual Close")

int n = 14

avg1 = avg(haOpen, haHigh, haLow, haClose)

avgHa = sma1(avg1, length_ha)

avgHa1 = (avg1 + avgHa * (n-1)) / n

plot(ShowAvg ? avgHa : na, color=color.yellow, title="Heikin Ashi Moving Average")

// RSI

RSI_Period = input(14, minval=1, title="RSI Period")

my_rsi(src1, RSI_Period) =>

change1 = src1 - src1[1]

gain = change1 > 0 ? change1 : 0

loss = change1 < 0 ? -change1 : 0

avg_gain = sma1(gain, RSI_Period)

avg_loss = sma1(loss, RSI_Period)

rsi = 100 - (100 / (1 + (avg_gain / avg_loss)))

RSI1 = my_rsi(src1, RSI_Period)

plot(RSI1, title="RSI")

// RSI moving average

defval = security(syminfo.tickerid, "D", haClose)

plot(RSI1, title="RSI")

my_wma(src1, length) =>

res = 0.0

coef = 2.0 / (length_ha + 1)

for i = 0 to length_ha - 1

res := res + src1[i] * coef

coef := coef + 1

res

wma1 = my_wma(src1, length_ha)

wma2 = my_wma(wma1, length_ha)

plot(wma2)

RsiMa = my_wma(RSI1, SF1)

// RSI moving average

plot(RsiMa, color=color.orange, title="RSI Moving Average")

// ATR RSI

AtrRsi = abs(RsiMa[1] - RsiMa)

// Moving average of ATR RSI

Wilders_Period = input(14, minval=1, title="Wilders Period")

MaAtrRsi = my_wma(AtrRsi, Wilders_Period)

// QQE

ThreshHold = (haHigh + haLow) / 2

QQE = input(3, title='Heiken Ashi Factor')

dar = my_wma(MaAtrRsi, Wilders_Period) * QQE

plot(dar, color=color.purple, title="QQE")

var longband = sma1(haClose, 200)

var shortband = sma1(haClose, 50)

var trend = sma1(haClose, 10)

plot(longband, color=color.red)

plot(shortband, color=color.green)

plot(trend, color=color.blue)

newshortband = RsiMa + dar

newlongband = RsiMa - dar

longband := max(longband, newlongband)

longband := max(longband, newlongband)

shortband := min(shortband, newshortband)

cross_1 = cross(longband[1], RsiMa)

trend := cross(RsiMa, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)

FastAtrRsiTL = trend == 1 ? longband : shortband

// Bollinger Bands

length = input(50, minval=1, title="Bollinger Length")

mult = input(0.35, minval=0.001, maxval=5, step=0.1, title="BB Multiplier")

basis = sma1(FastAtrRsiTL - 50, length)

dev = mult * stdev(FastAtrRsiTL - 50, length)

upper = basis + dev

lower = basis - dev

color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray

//

// Zero cross

var QQE2zlong = 0

var QQE2zshort = 0

QQE2zlong := nz(QQE2zlong[1])

QQE2zshort := nz(QQE2zshort[1])

if RsiMa >= 50

QQE2zlong := QQE2zlong + 1

else

QQE2zlong := 0

if RsiMa < 50

QQE2zshort := QQE2zshort + 1

else

QQE2zshort := 0

//

plot(FastAtrRsiTL - 50, title='QQE Line', color=color.white, transp=0, linewidth=2)

hcolor2 = RsiMa - 50 > ThreshHold

Greenbar2 = RsiMa - 50 > upper

Redbar1 = RsiMa - 50 < 0 - ThreshHold

Redbar2 = RsiMa - 50 < lower

plot(hcolor2 and Greenbar2 == 1 ? RsiMa - 50 : na, title="QQE Up", style=plot.style_columns, color=#00c3ff, transp=0)

plot(Redbar1 and Redbar2 == 1 ? RsiMa - 50 : na, title="QQE Down", style=plot.style_columns, color=#ff0062, transp=0)

// Getting inputs

signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9)

sma_source = input(title="Simple MA(Oscillator)", type=input.bool, defval=false)

sma_signal = input(title="Simple MA(Signal Line)", type=input.bool, defval=false)

// Calculating

fast_ma = sma1(src1, fast_length)

slow_ma = sma1(src1, slow_length)

macd1 = fast_ma - slow_ma

signal = sma1(macd1, signal_length)

ha_hist = macd1 - signal

is_crossover(fast, slow) => fast > slow and fast[1] <= slow[1]

is_crossunder(fast, slow) => fast < slow and fast[1] >= slow[1]

macd2 = color(#0094ff)

signal2 = color(#ff6a00)

plot(ha_hist, title="Histogram", style=plot.style_columns)

plot(macd1, title="MACD", color=macd2, transp=0)

plot(signal, title="Signal", color=signal2, transp=0)

// For bot alert

// 3 - buy

// -2 - short

// 0 - close position

// Plot colors

plot(is_crossover(ha_hist, 0) ? 3 : is_crossunder(ha_hist, 0) ? -2 : (abs(ha_hist) < abs(ha_hist[1])) ? 0 : 1,

title="Bot", color=color.fuchsia)

bot_alert_condition = is_crossover(ha_hist, 0) ? 3 : is_crossunder(ha_hist, 0) ? -2 : (abs(ha_hist) < abs(ha_hist[1])) ? 0 : 1

//alertcondition(change(bot_alert_condition), title="Bot signal", message='STRAT{{plot("Bot")}}. {{exchange}}:{{ticker}}, price = {{close}}')

//alertcondition(crossover(hist,0),title="Long", message="Buy")

//alertcondition(crossunder(hist,0),title="Short", message="Sell")

//alertcondition(abs(hist)<abs(hist[1]),title="Exit", message="Exit")

plotshape(is_crossover(ha_hist,0), style=shape.labelup, color=color.green, location=location.bottom, text="L", textcolor=color.white, title="LONG_ORDER")

plotshape(is_crossunder(ha_hist,0), style=shape.labeldown, color=color.red, location=location.top, text="S", textcolor=color.white, title="SHORT_ORDER")

Threshold = input(70, title='QQE Threshold')

// === INPUT BACKTEST RANGE ===

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

fromDay = input(defval = 2, title = "From Day", minval = 1, maxval = 31)

fromYear = input(defval = 2023, title = "From Year", minval = 1970)

thruMonth = input(defval = 12, title = "Thru Month", minval = 1, maxval = 12)

thruDay = input(defval = 4, title = "Thru Day", minval = 1, maxval = 31)

thruYear = input(defval = 2112, title = "Thru Year", minval = 1970)

// === INPUT SHOW PLOT ===

showDate = input(defval = true, title = "Show Date Range")

// === FUNCTION EXAMPLE ===

start = timestamp(fromYear, fromMonth, fromDay, 9, 00) // backtest start window

finish = timestamp(thruYear, thruMonth, thruDay, 16, 30) // backtest finish window

withinWindow = time >= start and time <= finish

buylongconfirm = withinWindow and QQE2zlong and (is_crossover(ha_hist, 0))

sellshortconfirm = withinWindow and QQE2zshort and (is_crossunder(ha_hist, 0))

closeallconfirm = withinWindow and abs(ha_hist) < abs(ha_hist[1])

alertcondition(buylongconfirm, title='A', message='L')

alertcondition(sellshortconfirm, title='Ar', message='S')

alertcondition(closeallconfirm, title='Al', message='E')

// Check strategy profitability

if buylongconfirm

strategy.entry("MacdLE", strategy.long, comment="l")

if sellshortconfirm

strategy.entry("MacdSE", strategy.short, comment="S")

if closeallconfirm

strategy.close_all(comment="E")