NextLevelBot - Automation Trading in Stock Market

Nextlevelbot - v3.0
Added: New Homepage Design 
Fixed: Dashboard Ui component 
Merge: Forex and Crypto Plan 
--- and many more ---

if strategy.position_size == 0
    if not useAdx or adx(dilen, adxlen) <= adxMin or high < curEma
        strategy.cancel("Long")
        if dir == 1
            dir := 0
            takeProfit := 0
            stopLoss := 0
            d := 0
            d
    if (not useAdx or adx(dilen, adxlen) > adxMin) and low < curEma and high > curEma and curEma > curEma[highPeriod / 2] and curEma > curEma[highPeriod] and takeProfitLong > high
        strategy.cancel("Short")
        strategy.order("Long", strategy.long, stop=high, alert_message=Buy_Call)
        strategy.exit("Exit", "Long", limit=takeProfitLong, stop=stopLossLong, alert_message=Exit_Call)
        d := high
        dir := 1
        stopLoss := stopLossLong
        takeProfit := takeProfitLong
        takeProfit

takeProfitShort = lowest(low, highPeriod)
stopLossShort = f_highest(high, barssince(high <= curEma))
if strategy.position_size == 0
    if not useAdx or adx(dilen, adxlen) <= adxMin or low > curEma
        strategy.cancel("Short")
        if dir == -1
            dir := 0
            takeProfit := 0
            stopLoss := 0
            d := 0
            d
    if (not useAdx or adx(dilen, adxlen) > adxMin) and high > curEma and low < curEma and curEma < curEma[highPeriod / 2] and curEma < curEma[highPeriod] and takeProfitShort < low
        strategy.cancel("Long")
        strategy.order("Short", strategy.short, stop=low, alert_message=Buy_Put)
        strategy.exit("Exit", "Short", limit=takeProfitShort, stop=stopLossShort, alert_message=Exit_Put)
        d := low
        dir := -1
        stopLoss := stopLossShort
        takeProfit := takeProfitShort
        takeProfit
strategy.close("Exit")

plot(d, style=plot.style_circles, linewidth=4, color=color.black)
plot(p, style=plot.style_circles, linewidth=4, color=color.blue)
plot(stopLoss, style=plot.style_circles, linewidth=4, color=color.red)
plot(takeProfit, style=plot.style_circles, linewidth=4, color=color.green)
plot(totalProfit, color=color.purple, transp=100)
plot(curEma, color=color.black, linewidth=2)
plot(dir, color=color.purple, transp=100)

// === Backtesting Dates ===
testPeriodSwitch = input(false, "Custom Backtesting Dates")
testStartYear = input(2018, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testStartHour = input(0, "Backtest Start Hour")
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, testStartHour, 0)
testStopYear = input(2018, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(14, "Backtest Stop Day")
testStopHour = input(14, "Backtest Stop Hour")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, testStopHour, 0)
testPeriod() =>
    time >= testPeriodStart and time <= testPeriodStop ? true : false
testPeriod_1 = testPeriod()
isPeriod = testPeriodSwitch == true ? testPeriod_1 : true
// === /END

if not isPeriod
    strategy.cancel_all()
    strategy.close_all()

//@version=4
strategy("zeeshan", shorttitle="zee", default_qty_type=strategy.percent_of_equity, default_qty_value=100, overlay=true)

//.....................................................................//
_1 = input(true,"══════════ Syntax ══════════")
tt = input("BUY", "CALL Side", options=["BUY", "SELL"])
tt_1 = input("BUY", "Put Side", options=["BUY", "SELL"])
ts = input("NIFTY", "CALL Symbol", input.string)
ts_1 = input("NIFTY", "PUT Symbol", input.string)
qty = input("75", "Quantity Value", input.string)
near = input("100", "CALL Side Near By", input.string)
near_1 = input("100", "PUT Side Near By", input.string)
cal = input("+0", "CALL Side Calculation", input.string)
cal_1 = input("+0", "PUT Side Calculation", input.string)
product = input("INTRADAY", "Product", options=["INTRADAY", "CNC", "NRML"])
_2 = input(true,"══════════ Syntax End ══════════")
//.....................................................................//


comm = input(0.07)
f_highest(_src, _length) =>
    _adjusted_length = _length < 1 ? 1 : _length
    _value = _src
    for _i = 0 to _adjusted_length - 1 by 1
        _value := _src[_i] >= _value ? _src[_i] : _value
        _value
    _return = _value
    _return

f_lowest(_src, _length) =>
    _adjusted_length = _length < 1 ? 1 : _length
    _value = _src
    for _i = 0 to _adjusted_length - 1 by 1
        _value := _src[_i] <= _value ? _src[_i] : _value
        _value
    _return = _value
    _return

dirmov(len) =>
    up = change(high)
    down = -change(low)
    plusDM = na(up) ? na : up > down and up > 0 ? up : 0
    minusDM = na(down) ? na : down > up and down > 0 ? down : 0
    truerange = rma(tr, len)
    plus = fixnan(100 * rma(plusDM, len) / truerange)
    minus = fixnan(100 * rma(minusDM, len) / truerange)
    [plus, minus]

adx(dilen, adxlen) =>
    [plus, minus] = dirmov(dilen)
    sum = plus + minus
    adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
    adx

adxlen = input(18, title="ADX period")
adxMin = input(28)
useAdx = input(true)
dilen = adxlen

maLength = input(11)
s = input(title="Trend source", defval="wma", options=["ema", "sma", "rma", "wma"])
ema_1 = ema(close, maLength)
sma_1 = sma(close, maLength)
rma_1 = rma(close, maLength)
wma_1 = wma(close, maLength)
curEma = s == "ema" ? ema_1 : s == "sma" ? sma_1 : s == "rma" ? rma_1 : wma_1
highPeriod = input(34)
d = 0.1
d := na
d := nz(d[1])

takeProfitLong = highest(high, highPeriod)
stopLossLong = f_lowest(low, barssince(low >= curEma))
dir = 0
dir := nz(dir[1])
stopLoss = 0.2
stopLoss := 0
stopLoss := nz(stopLoss[1])
takeProfit = 0.2
takeProfit := 0
takeProfit := nz(takeProfit[1])
totalProfit = 0.2
totalProfit := 0
totalProfit := nz(totalProfit[1])


p = 0.1
p := 0
p := nz(p[1])
if dir != 0 and d >= low and d <= high
    p := d
    d := na
    d

if dir != 0 and p != 0
    if stopLoss <= high and stopLoss >= low
        totalProfit := totalProfit + 
           (1 / p / (1 + dir * comm / 100) - 1 / stopLoss / (1 - dir * comm / 100)) * dir * 
           2000
        dir := 0
        p := 0
        takeProfit := 0
        stopLoss := 0
        d := 0
        d
    else
        if takeProfit <= high and takeProfit >= low
            totalProfit := totalProfit + (1 / p / (1 + dir * comm / 100) - 1 / takeProfit) * dir * 2000
            dir := 0
            p := 0
            takeProfit := 0
            stopLoss := 0
            d := 0
 
            d
//Message alert inputs
Buy_Call = '[{"V":"NORMAL","TT":"'+ tt +'","E":"NFO","TS":"'+ ts +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ near +'","CAL":"'+ cal +'","AT":"ANGEL"}]'

Buy_Put = '[{"V":"NORMAL","TT":"'+ tt_1 +'","E":"NFO","TS":'+ ts_1 +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"'+ product +'","VL":"DAY","NEAR":"'+ near_1 +'","CAL":"'+ cal_1 +'","AT":"ANGEL"}]'
     
Exit_Call = '[{"AS":"'+ ts +'","E":"NFO","P":"'+ product +'","AT":"ANGEL"}]'

Exit_Put = '[{"AS":"'+ ts_1 +'","E":"NFO","P":"'+ product +'","AT":"ANGEL"}]'

{{strategy.order.alert_message}}

//@version=4
strategy(title="Demo with auto strike price", shorttitle="Demo with auto strike price" , overlay=true)
tradeType = input("BOTH", title="Choose Trade Type : ", options=["LONG", "SHORT", "BOTH", "NONE"])
_1 = input(true,"══════════ Syntax ══════════")
tt = input("BUY", "Transition_Type", options=["BUY", "SELL"])
ts = input("NIFTY", "Buy Call Symbol", input.string)
ts_1 = input("NIFTY", "Buy PUT Symbol", input.string)
qty = input("75", "Quantity Value", input.string)

_isBarInSession(sess) =>
    t = time("1", sess)
    na(t[1]) and not na(t) or t[1] < t
closeTimeInput = input(title="Intraday_Auto_Close :", type=input.session, defval="1430-1500")
useCloseTime = input(title="Intraday_Auto_Close | ON/OFF", defval=true)
closeTime = _isBarInSession(closeTimeInput)
sessCloseCond = useCloseTime ? closeTime and not closeTime[1] : false

_2 = input(true,"══════════ Back_Testing ══════════")
startDate = input(title="Start Date", type=input.integer, defval=22, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer, defval=3, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer, defval=2021, minval=1800, maxval=2100)

endDate = input(title="End Date", type=input.integer, defval=31, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer, defval=12, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer, defval=2021, minval=1800, maxval=2100)
     
inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))

//Message alert inputs
Buy_Call = '[{"TT":"'+ tt +'","E":"NFO","TS":"'+ ts +'{' +tostring(close) +'}CE","Q":"'+ qty +'","OT":"MARKET","P":"INTRADAY","VL":"DAY","NEAR":"50","CAL":"+500","AT":"ZERODHA"}]'

Buy_Put = '[{"TT":"'+ tt +'","E":"NFO","TS":"'+ ts_1 +'{' +tostring(close) +'}PE","Q":"'+ qty +'","OT":"MARKET","P":"INTRADAY","VL":"DAY","NEAR":"50","CAL":"-500","AT":"ZERODHA"}]'
     
Exit_Call = '[{"AS":"NIFTY21MAR","E":"NFO","P":"MIS","AT":"ZERODHA"}]'

Exit_Put = '[{"AS":"NIFTY21MAR","E":"NFO","P":"MIS","AT":"ZERODHA"}]'

long = close > open
short = close < open


if inDateRange and tradeType != "NONE"
    strategy.entry("long", strategy.long, when=long == true and tradeType != "SHORT",alert_message=Buy_Call)
    strategy.entry("short", strategy.short, when=short == true and tradeType != "LONG",alert_message=Buy_Put)
    strategy.close("long", when=short == true and tradeType == "LONG" ,alert_message=Exit_Call)
    strategy.close("short", when=long == true and tradeType == "SHORT" ,alert_message=Exit_Put)

if (not inDateRange)
    strategy.close_all()
strategy.close_all(when=sessCloseCond)