//         SFP Inquisitor
//              1.0
// 
//      coded by Bogdan Vaida

// Code for Swing High, Swing Low and Swing Failure Pattern.

// Note that the number you set in your Swing History variable
// will also be the minimum delay you see until the apples appear.
// This is because we're checking the forward "history" too.

// The SFP will only check for these conditions:
// - high above Swing History high and close below it
// - low below Swing History high and close above it

// In some cases you may see an apple before the SFP that "doesn't fit"
// with the SFP conditions. That's because that apple was drawn later and 
// the SFP actually appeared because of the previous apple.
// 20 candles later.

// Legend:
//   🍏 - swing high
//   🍎 - swing low
//   🍌 - swing failure pattern
//   🍎🍌 - hungry scenario: swing low but also a SFP compared to the last swing
//   🍰 - cake is for stronger SFPs / SFPs in a row (but with a the secret sauce)

// IDEAS:
//  - show potential swing highs/lows (where current bar is < Swing History)
//  - different types of bananas (or kiwi on 1' and a mango on a HTF SFP) (credits: @imal_max)


// Tested on 5' BTCUSDT and 4h ETHUSD

//@version=5

indicator(title='SFP + Triple EMA', overlay=true)
// 🔥 Uncomment the lines below for the strategy and revert for the study
// strategy(title="🍏🍎🍌 Swing Failure Pattern Inquisitor", shorttitle="SFP-I", overlay=true, pyramiding=1,
//      process_orders_on_close=true, calc_on_every_tick=true,
//      initial_capital=1000, currency = currency.USD, default_qty_value=10, 
//      default_qty_type=strategy.percent_of_equity,
//      commission_type=strategy.commission.percent, commission_value=0.1, slippage=2)

swingHistory = input.int(10, title='Swing history:', minval=1)
plotSwings = input(true, title='Plot swings')
plotFirstSFPOnly = input(false, title='Plot only first SFP candle')
plotStrongerSFPs = input.int(10, title='Plot stronger SFPs:', minval=0)

tradingDirection = input.string(title='Trading Direction: ', group='Strategy', defval='L', options=['L&S', 'L', 'S'])
stopLoss = input.float(1.0, title='Stop Loss %', group='Strategy') / 100
takeProfit = input.float(3.0, title='Take Profit %', group='Strategy') / 100
plotTP = input.bool(true, title='Take Profit?', group='Strategy', inline='plot1')
plotSL = input.bool(true, title='Stop-Loss?', group='Strategy', inline='plot1')
plotBgColor = input.bool(true, title='Plot Background Color?', group='Strategy')

startDate = input.int(title='Start Date', defval=1, minval=1, maxval=31, group='Backtesting range')
startMonth = input.int(title='Start Month', defval=5, minval=1, maxval=12, group='Backtesting range')
startYear = input.int(title='Start Year', defval=2021, minval=1800, maxval=2100, group='Backtesting range')
endDate = input.int(title='End Date', defval=1, minval=1, maxval=31, group='Backtesting range')
endMonth = input.int(title='End Month', defval=1, minval=1, maxval=12, group='Backtesting range')
endYear = input.int(title='End Year', defval=2040, minval=1800, maxval=2100, group='Backtesting range')

// Date range filtering
inDateRange = time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0) and time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 23, 59)


// Swing Lows and Swing Highs code
isSwingHigh = false
isSwingLow = false
swingHigh = high[swingHistory]
swingLow = low[swingHistory]
range_1 = swingHistory * 2

for i = 0 to range_1 by 1
    isSwingHigh := true
    if i < swingHistory
        if high[i] > swingHigh
            isSwingHigh := false
            break
    if i > swingHistory
        if high[i] >= swingHigh
            isSwingHigh := false
            break

for i = 0 to range_1 by 1
    isSwingLow := true
    if i < swingHistory
        if low[i] < swingLow
            isSwingLow := false
            break
    if i > swingHistory
        if low[i] <= swingLow
            isSwingLow := false
            break

// Swing Failure Pattern
isSwingHighFailure = false
isSwingLowFailure = false
var lastSwingHigh = float(na)
var lastSwingLow = float(na)

lastSwingHigh := isSwingHigh ? swingHigh : lastSwingHigh
lastSwingLow := isSwingLow ? swingLow : lastSwingLow

strengthOfHighSFP = 0
if lastSwingHigh < high and lastSwingHigh > close and ta.barssince(lastSwingHigh) <= swingHistory
    isSwingHighFailure := true
    if plotFirstSFPOnly
        lastSwingHigh := na
    else
        for i = 0 to plotStrongerSFPs by 1
            if isSwingHighFailure[i]
                strengthOfHighSFP += 1  // it will be at least 1
            else
                if high[i] > high
                    strengthOfHighSFP -= 1

strengthOfLowSFP = 0
if lastSwingLow > low and lastSwingLow < close and ta.barssince(lastSwingLow) <= swingHistory
    isSwingLowFailure := true
    if plotFirstSFPOnly
        lastSwingLow := na
    else
        for i = 0 to plotStrongerSFPs by 1
            if isSwingHighFailure[i]
                strengthOfLowSFP += 1  // it will be at least 1
            else
                if low[i] < low
                    strengthOfLowSFP -= 1


// Debugging
plotchar(isSwingHighFailure, 'Swing High Failure', '', location.top)
plotchar(isSwingLowFailure, 'Swing Low Failure', '', location.top)
plotchar(lastSwingHigh, 'Last Swing High', '', location.top)
plotchar(lastSwingLow, 'Last Swing Low', '', location.top)

// Alerting
alertcondition(condition=isSwingHighFailure, title='SFP: Swing High Failure', message='Swing High Failure')
alertcondition(condition=isSwingLowFailure, title='SFP: Swing Low Failure', message='Swing Low Failure')
alertcondition(condition=isSwingHighFailure or isSwingLowFailure, title='SFP: Any Swing Failure Pattern', message='Any Swing Failure Pattern')

// Plotting
plotchar(series=plotSwings ? isSwingHigh : na, char='🍏', location=location.abovebar, size=size.tiny, offset=-swingHistory)
plotchar(series=plotSwings ? isSwingLow : na, char='🍎', location=location.belowbar, size=size.tiny, offset=-swingHistory)

plotchar(series=isSwingHighFailure and strengthOfHighSFP <= 1, char='🍌', location=location.abovebar, size=size.tiny)
plotchar(series=isSwingHighFailure and strengthOfHighSFP >= 3, char='🍰', location=location.abovebar, size=size.tiny)
plotchar(series=isSwingLowFailure and strengthOfLowSFP <= 1, char='🍌', location=location.belowbar, size=size.tiny)
plotchar(series=isSwingLowFailure and strengthOfLowSFP >= 3, char='🍰', location=location.belowbar, size=size.tiny)


// 🔥 Uncomment the lines below for the strategy and revert for the study
// TP = strategy.position_size > 0 ? strategy.position_avg_price *  (1 + takeProfit) :
//      strategy.position_size < 0 ? strategy.position_avg_price *  (1 - takeProfit) : na
// SL = strategy.position_size > 0 ? strategy.position_avg_price *  (1 - stopLoss) :
//      strategy.position_size < 0 ? strategy.position_avg_price *  (1 + stopLoss) : na

// plot(series = (plotTP and strategy.position_size != 0) ? TP : na, style=plot.style_linebr, color=color.green, title="TP")
// plot(series = (plotSL and strategy.position_size != 0) ? SL : na, style=plot.style_linebr, color=color.red, title="SL")
// bgcolor(plotBgColor ? strategy.position_size > 0 ? color.new(color.green, 75) : strategy.position_size < 0 ? color.new(color.red,75) : color(na) : color(na))

// strategy.risk.allow_entry_in(tradingDirection == "L&S" ? strategy.direction.all :
//      tradingDirection == "L" ? strategy.direction.long :
//      tradingDirection == "S" ? strategy.direction.short : na)
// strategy.entry("SFP", strategy.long, comment="Long", when=isSwingLowFailure)
// strategy.entry("SFP", strategy.short, comment="Short", when=isSwingHighFailure)
// strategy.exit(id="TP-SL", from_entry="SFP", limit=TP, stop=SL)
// if (not inDateRange)
//     strategy.close_all()


////////////////////////////////////////////////////////////////////////////////////////////////////////////

//    Triple EMA

///////////////////////////////////////////////////////////////////////////////////////////////////////////

length = input.int(9, minval=1)
ema1 = ta.ema(close, length)
ema2 = ta.ema(ema1, length)
ema3 = ta.ema(ema2, length)
out = 3 * (ema1 - ema2) + ema3
plot(out, "TEMA", color=#2962FF)