//

// System Rules:

// Indicators: MACD indicator (default values), ATR (14), EMA (200)

// 1. Price must be trading above/below the 200 EMA

// 2. Only 1 bar can close above/below the 200 EMA over the past 5 bars

// 3. We take the FIRST MACD cross and ignore subsequent signals until TP/SL is hit

// 4. Stop Loss = 0.5 ATR above/below the recent swing high/low (7 bars lookback)

// 5. First take profit = 1:1 (25%)

// 6. Second take profit = 2:1 (100%)

// 7. Move stop loss to break-even after 1st target is hit

//

// @version=5

strategy("[2022] MACD Cross Strategy", overlay=true,

currency="USD",

calc_on_order_fills=true,

use_bar_magnifier=true,

initial_capital=10000,

default_qty_type=strategy.percent_of_equity,

default_qty_value=100, // 100% of balance invested on each trade

commission_type=strategy.commission.cash_per_contract)

//commission_value=0.005) // Interactive Brokers rate

// Import ZenLibrary

import ZenAndTheArtOfTrading/ZenLibrary/5 as zen

// Get user input

var g_system = "System Entry Settings"

i_ema_filter = input.int(title="EMA Filter Length", defval=200, group=g_system)

i_ema_filter2 = input.int(title="EMA Max Bars Above/Below", defval=1, group=g_system)

i_stop_multi = input.float(title="Stop Loss Multiplier", defval=0.5, step=0.5, group=g_system)

i_stop_lookback = input.int(title="Stop Loss Lookback", defval=7, group=g_system)

var g_risk = "System Risk Settings"

i_rr1 = input.float(title="Risk:Reward Target 1", defval=1.0, group=g_risk)

i_rr2 = input.float(title="Risk:Reward Target 2", defval=2.0, group=g_risk)

i_target1 = input.float(title="Profit % Target 1", defval=25, group=g_risk)

i_riskPerTrade = input.float(title="Forex Risk Per Trade %", defval=1.0)

var g_macd = "MACD Settings"

i_price_src = input.source(title="Price Source", defval=close, group=g_macd)

i_fast_length = input.int(title="Fast Length", defval=12, group=g_macd)

i_slow_length = input.int(title="Slow Length", defval=26, group=g_macd)

i_signal_length = input.int(title="Signal Smoothing", minval=1, maxval=50, defval=9, group=g_macd)

i_sma_source = input.string(title="Oscillator MA Type", defval="EMA", options=["SMA", "EMA"],

group=g_macd)

i_sma_signal = input.string(title="Signal Line MA Type", defval="EMA", options=["SMA", "EMA"],

group=g_macd)

//------------- DETERMINE CURRENCY CONVERSION RATE -------------//

// Check if our account currency is the same as the base or quote currency or neither (for risk $
conversion purposes)

accountSameAsCounterCurrency = strategy.account_currency == syminfo.currency

accountSameAsBaseCurrency = strategy.account_currency == syminfo.basecurrency

accountNeitherCurrency = not accountSameAsCounterCurrency and not accountSameAsBaseCurrency

// Get currency conversion rates if applicable

conversionCurrencyPair = accountSameAsCounterCurrency ? syminfo.tickerid :

strategy.account_currency + syminfo.currency

conversionCurrencyRate = accountSameAsBaseCurrency or accountNeitherCurrency ?

request.security(conversionCurrencyPair, "D", close, ignore_invalid_symbol=true) : 1.0

// Display the current conversion currency ticker (for debug purposes)

if barstate.islastconfirmedhistory
 table t = table.new(position.top_right, 1, 2, color.black)

table.cell(t, 0, 0, "Conversion: " + conversionCurrencyPair + " (" + str.tostring(conversionCurrencyRate)

+ ")", text_color=color.white, text_size=size.small)

table.cell(t, 0, 1, "Account: $" + str.tostring(zen.truncate(strategy.equity)), text_color=color.white,

text_size=size.small)

//------------- END CURRENCY CONVERSION RATE CODE -------------//

// Calculate MACD

[macdLine, signalLine, histLine] = ta.macd(i_price_src, i_fast_length, i_slow_length, i_signal_length)

// Get indicator values

ema = ta.ema(close, i_ema_filter)

atr = ta.atr(14)

// Check for zero-point crosses

crossUp = ta.crossover(signalLine, macdLine)

crossDown = ta.crossunder(signalLine, macdLine)

// Check general system filters

tradeFilters = not na(ema) and not na(atr)

// Check trend conditions

upTrend = close > ema

downTrend = close < ema

// Check trade conditions

longConditions = tradeFilters and macdLine[1] < 0 and signalLine[1] < 0

shortConditions = tradeFilters and macdLine[1] > 0 and signalLine[1] > 0

// Confirm long & short setups

longSignal = longConditions and upTrend and crossDown

shortSignal = shortConditions and downTrend and crossUp

// Calculate stop loss

longStop = ta.lowest(low, i_stop_lookback) - (atr * i_stop_multi)

shortStop = ta.highest(high, i_stop_lookback) + (atr * i_stop_multi)

// Save stops & targets

var float tradeStop = na

var float tradeTarget1 = na

var float tradeTarget2 = na

var float tradeSize = na

// Count bars above/below MA

int barsAboveMA = 0

int barsBelowMA = 0

for i = 1 to 5

if close[i] < ema[i]

barsBelowMA += 1

if close[i] > ema[i]

barsAboveMA += 1

// Combine signal filters

longTrade = longSignal and barsBelowMA <= i_ema_filter2 and strategy.position_size == 0

shortTrade = shortSignal and barsAboveMA <= i_ema_filter2 and strategy.position_size == 0

// Handle long trade entry (enter position, reset stops & targets)
if longTrade

if syminfo.type == "forex"

tradeStop := longStop

stopDistance = close - tradeStop

tradeTarget1 := close + (stopDistance * i_rr1)

tradeTarget2 := close + (stopDistance * i_rr2)

tradeSize := na

positionSize = zen.av_getPositionSize(strategy.equity, i_riskPerTrade, zen.toWhole(stopDistance) *

10, conversionCurrencyRate)

strategy.entry(id="Long", direction=strategy.long, qty=positionSize)

else

strategy.entry(id="Long", direction=strategy.long)

tradeStop := na

tradeTarget1 := na

tradeTarget2 := na

// Handle short trade entry (enter position, reset stops & targets)

if shortTrade

if syminfo.type == "forex"

tradeStop := shortStop

stopDistance = tradeStop - close

tradeTarget1 := close - (stopDistance * i_rr1)

tradeTarget2 := close - (stopDistance * i_rr2)

tradeSize := na

positionSize = zen.av_getPositionSize(strategy.equity, i_riskPerTrade, zen.toWhole(shortStop - close)

* 10, conversionCurrencyRate)

strategy.entry(id="Short", direction=strategy.short, qty=positionSize)

else

strategy.entry(id="Short", direction=strategy.short)
 tradeStop := na

tradeTarget1 := na

tradeTarget2 := na

// Handle forex trade size tracking variable

if syminfo.type == "forex" and strategy.position_size != 0 and na(tradeSize)

tradeSize := strategy.position_size

// Handle long stops & target calculation

if strategy.position_size > 0 and na(tradeStop) and syminfo.type != "forex"

tradeStop := longStop

stopDistance = strategy.position_avg_price - tradeStop

tradeTarget1 := strategy.position_avg_price + (stopDistance * i_rr1)

tradeTarget2 := strategy.position_avg_price + (stopDistance * i_rr2)

tradeSize := strategy.position_size

// Handle short stops & target calculation

if strategy.position_size < 0 and na(tradeStop) and syminfo.type != "forex"

tradeStop := shortStop

stopDistance = tradeStop - strategy.position_avg_price

tradeTarget1 := strategy.position_avg_price - (stopDistance * i_rr1)

tradeTarget2 := strategy.position_avg_price - (stopDistance * i_rr2)

tradeSize := strategy.position_size

// Handle trade exits

strategy.exit(id="Long Exit #1", from_entry="Long", limit=tradeTarget1, stop=tradeStop,

qty_percent=i_target1)

strategy.exit(id="Long Exit #2", from_entry="Long", limit=tradeTarget2, stop=tradeStop,

qty_percent=100)
strategy.exit(id="Short Exit #1", from_entry="Short", limit=tradeTarget1, stop=tradeStop,
qty_percent=i_target1)

strategy.exit(id="Short Exit #2", from_entry="Short", limit=tradeTarget2, stop=tradeStop,

qty_percent=100)

// Handle both long & short trade break-even stops (do this AFTER first position has exited above ^)

if strategy.position_size != tradeSize

tradeStop := strategy.position_avg_price

tradeTarget1 := na

// Draw conditional data

plot(ema, color=close > ema ? color.green : color.red, linewidth=2, title="EMA")

plotshape(longTrade, style=shape.triangleup, color=color.green, location=location.belowbar,

title="Long Setup")

plotshape(shortTrade, style=shape.triangledown, color=color.red, location=location.abovebar,

title="Short Setup")

// Draw stops & targets

plot(strategy.position_size != 0 ? tradeStop : na, color=color.red, style=plot.style_linebr, title="Stop

Loss")

plot(strategy.position_size != 0 ? tradeTarget1 : na, color=color.green, style=plot.style_linebr, title="Profit

Target 1")

plot(strategy.position_size != 0 ? tradeTarget2 : na, color=color.green, style=plot.style_linebr, title="Profit

Target 2")