// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//@version=4
//author: @kivancozbilgic
// www.BillHowell.ca 19Mar2021 [adaptations, incremental code]
// https://www.tradingview.com/chart/kfkUtvGu/#

//**********************************
// Here's my first shot at learning TradingView PineScript.  I have adapted Kıvanç Özbilgiç's Turtle Trade PineScript : 
//https://tr.tradingview.com/script/pB5nv16J/?utm_source=notification_email&utm_medium=email&utm_campaign=notification_pubscript_update
//
//I've also added an 83-year semi-log detrended SP500 index, which is explained at : 
//http://www.billhowell.ca/economics,%20markets/SP500/multi-fractal/1872-2020%20SP500%20index,%20ratio%20of%20opening%20price%20to%20semi-log%20detrended%20price.html 
// 16Mar2021 start upgrade- add Fibonacci mirror
// 19Mar2021 
//		Why does the "All" timescale go back only to ~2003?
//		The timescale selections still use the full data range of ~2003-present, 
//		rather than restricting the [min, max] to the timeframe covered!!
// 21Mar2021 upgrade with Fibonacci levels, [smalest, biggest]smalest(y_to_yTrend,2500)


study(title="Turtle Trade Channels Indicator", shorttitle="Özbilgiç", overlay=true, resolution="")

//+-----+
// Setup - generic functions, global variables

year_fraction = time / 1000 / 3600 / 24 / 365.25 + 1970

// https://www.tradingview.com/pine-script-docs/en/v4/appendix/HOWTOs.html#count-bars-in-a-dataset
// Find the highest and lowest values for the entire dataset
// 20Mar2021 Howell - adapt this for viewable data 
//		as used further below, a series length of 2500 is just a simple guess. It should be calculated

biggest(series,size) =>
    max = 0.0
    for i = 0 to size
		if series[i] > max 
			max := series[i]
    max

smalest(series,size) =>
    min = 1e5
    for i = 0 to size
		if series[i] < min 
			min := series[i]
    min

// n_bars = total number of bars shown in "viewable window", standard timeperiods only!
// adapted from : 
// 	https://stackoverflow.com/questions/50087999/how-to-know-which-time-period-you-are-on-similar-to-isdaily-isweekly
// 	how to know which time period you are on similar to isdaily, isweekly?
// 	answered May 17 '18 at 6:07, Harold
// "1D" -  1s chart?
// "5D" -  5m chart
// "1M" - 30m chart
// "3M" -  1h chart
// "6M" -  2h chart
// "1Y" -  1D chart
// "5Y" -  1W chart

// timeframe.isdwm
// timeframe.isintraday
// timeframe.isminutes
// timeframe.isseconds
// timeframe.multiplier
// timeframe.period

n_bars	= 2500

if			timeframe.period == "1D" 
    n_bars = 24*60*60
else if	timeframe.period == "5D" 
    n_bars = 24*60/5*7
else if	timeframe.period == "1M" 
    n_bars = 24*60*30
else if	timeframe.period == "3M" 
    n_bars = 24*30*3
else if	timeframe.period == "6M" 
    n_bars = 60/5*30*6
else if	timeframe.period == "1Y" 
    n_bars = 30*12
else if	timeframe.period == "5Y" 
    n_bars = 30*12*5
else if	timeframe.period == "All" 
    n_bars = 30*12*50


//+-----+
// calculate 83 year detrended data, [upper, lower] "Fibonnacci mirror trendlines" for a time period

calc_yTrend(x) =>  
    expnt = 0.792392+0.0289587*(x - 1926.25)  // for 1871-1926 =10^( 0.784617 +  (0.000140925*(x - 1871.08)))
    SP500base = pow(10,expnt)
y_Trend = calc_yTrend(year_fraction)

y_to_yTrend			=  close / y_Trend 
y_to_yTrend_min	=  smalest(y_to_yTrend,n_bars) 
y_to_yTrend_max	=  biggest(y_to_yTrend,n_bars) 
y_Trend_minLine	=  y_Trend * y_to_yTrend_min
y_Trend_maxLine	=  y_Trend * y_to_yTrend_max

//plot(y_Trend_minLine, title="y_Trend_min", color=color.red,   linewidth=1, style=6)
//plot(y_Trend_maxLine, title="y_Trend_max", color=color.green, linewidth=1, style=6)

//plot(barstate.islast ? y_Trend_minLine  : na, title="y_Trend_min", color=color.red,   linewidth=1, style=6)
//plot(barstate.islast ? y_Trend_maxLine  : na, title="y_Trend_max", color=color.green, linewidth=1, style=6)

//+-----+
// plot Fibonacci mirror
// 16Mar2015 Howell adapted from "TradingView auto fib extension" standard PineScript library
// The Fibonacci series is mirrored [above, below] 1.000 : 
// * = non-primary-Fibonacci but often used (also 0.65?)
//  0.055728	17.94430  
//  0.090170   11.09020  
//  0.145898    6.854100  
//  0.236072    4.236000   
//  0.381971    2.618000   
//  0.500000 	 2.000000  *
//  0.618047    1.618000
//	 0.786164    1.272000  *
//  1.000000    1.000000
//	 1.272000    0.786164  *
//  1.618000    0.381971
//	 2.000000    0.500000  *
//  2.618000    0.618047
//  4.236000    0.236072
//  6.854100    0.145898
// 11.09020     0.090170
// 17.94430     0.055728

// seems that I must calculate all, even though some will noe used?
y_Trend_0_055 = 0.055728 * y_Trend
y_Trend_0_090 = 0.090170 * y_Trend
y_Trend_0_145 = 0.145898 * y_Trend
y_Trend_0_236 = 0.236072 * y_Trend
y_Trend_0_381 = 0.381971 * y_Trend
y_Trend_0_500 = 0.500000 * y_Trend
y_Trend_0_618 = 0.618047 * y_Trend
y_Trend_0_786 = 0.786164 * y_Trend
y_Trend_1_000 = 1.000000 * y_Trend
y_Trend_1_272 = 1.272000 * y_Trend
y_Trend_1_618 = 1.618000 * y_Trend
y_Trend_2_000 = 2.000000 * y_Trend
y_Trend_2_618 = 2.618000 * y_Trend
y_Trend_4_236 = 4.236000 * y_Trend
y_Trend_6_854 = 6.854100 * y_Trend
y_Trend_11_09 = 11.09020 * y_Trend
y_Trend_17_94 = 17.94430 * y_Trend


// pain in the butt : cannot put "plot" within a conditional, to reduce all below to one function!!??!!
plot(y_to_yTrend_min <  0.055728  and  0.055728 < y_to_yTrend_max ? y_Trend_0_055  : na, title="0.05", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.090170  and  0.090170 < y_to_yTrend_max ? y_Trend_0_090  : na, title="0.09", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.145898  and  0.145898 < y_to_yTrend_max ? y_Trend_0_145  : na, title="0.14", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.236072  and  0.236072 < y_to_yTrend_max ? y_Trend_0_236  : na, title="0.23", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.381971  and  0.381971 < y_to_yTrend_max ? y_Trend_0_381  : na, title="0.38", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.500000  and  0.500000 < y_to_yTrend_max ? y_Trend_0_500  : na, title="0.50", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.618047  and  0.618047 < y_to_yTrend_max ? y_Trend_0_618  : na, title="0.61", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  0.786164  and  0.786164 < y_to_yTrend_max ? y_Trend_0_786  : na, title="0.78", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  1.000000  and  1.000000 < y_to_yTrend_max ? y_Trend_1_000  : na, title="1.00", color=color.orange, linewidth=1, style=6)
plot(y_to_yTrend_min <  1.272000  and  1.272000 < y_to_yTrend_max ? y_Trend_1_272  : na, title="1.27", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  1.618000  and  1.618000 < y_to_yTrend_max ? y_Trend_1_618  : na, title="1.61", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  2.000000  and  2.000000 < y_to_yTrend_max ? y_Trend_2_000  : na, title="2.00", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  2.618000  and  2.618000 < y_to_yTrend_max ? y_Trend_2_618  : na, title="2.61", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  4.236000  and  4.236000 < y_to_yTrend_max ? y_Trend_4_236  : na, title="4.23", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  6.854100  and  6.854100 < y_to_yTrend_max ? y_Trend_6_854  : na, title="6.85", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  11.09020  and  11.09020 < y_to_yTrend_max ? y_Trend_11_09  : na, title="11.0", color=color.gray, linewidth=1, style=6)
plot(y_to_yTrend_min <  17.94430  and  17.94430 < y_to_yTrend_max ? y_Trend_17_94  : na, title="17.9", color=color.gray, linewidth=1, style=6)


// Howell end-code
//**********************************


//**********************************
// Kıvanç Özbilgiç's Turtle Trade PineScript : 

length = input(20,"Entry Length", minval=1)
len2=input(10, "Exit Length", minval=1)
showsignals  = input(title="Show Entry/Exit Signals ?"  , type=input.bool, defval=true)
highlighting = input(title="Highlighter On/Off ?"       , type=input.bool, defval=true)


lower = lowest(length)
upper = highest(length)
u   = plot(upper, "Upper", color=#0094FF)
l   = plot(lower, "Lower", color=#0094FF)

up=highest(high,length)
down=lowest(low,length)
sup=highest(high,len2)
sdown=lowest(low,len2)
K1=barssince(high>=up[1])<=barssince(low<=down[1]) ? down : up
K2=iff(barssince(high>=up[1])<=barssince(low<=down[1]),sdown,sup)
K3=iff(close>K1,down,na)
K4=iff(close<K1,up,na)
plot(K1, title="Trend Line", color=color.red, linewidth=2)
e=plot(K2, title="Exit Line", color=color.blue, linewidth=1, style=6)

buySignal=high==upper[1] or crossover(high,upper[1])
sellSignal = low==lower[1] or crossover(lower[1],low)
buyExit=low==sdown[1] or crossover(sdown[1],low)
sellExit = high==sup[1] or crossover(high,sup[1])

O1= barssince(buySignal)
O2= barssince(sellSignal)
O3= barssince(buyExit)
O4= barssince(sellExit)

E1= barssince(buySignal[1])
E2= barssince(sellSignal[1])
E3= barssince(buyExit[1])
E4= barssince(sellExit[1])

plotshape(buySignal and O3<O1[1] ? down : na, title="Long Entry", location=location.absolute, style=shape.triangleup, size=size.tiny, color=color.green, transp=0)
//plotshape(buySignal and showsignals and O3<O1[1] ? down : na, title="Long", text="Long Entry", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)

plotshape(sellSignal and O4<O2[1] ? up : na, title="Short Entry", location=location.absolute, style=shape.triangledown, size=size.tiny, color=color.red, transp=0)
//plotshape(sellSignal and showsignals and O4<O2[1]  ? up : na, title="Short", text="Short Entry", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)

plotshape(buyExit and O1<O3[1] ? up : na, title="Long Exit", location=location.absolute, style=shape.triangledown, size=size.tiny, color=color.green, transp=0)
//plotshape(buyExit and showsignals and O1<O3[1] ? up : na, title="Long Exit", text="Exit Long", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.blue, textcolor=color.white, transp=0)

plotshape(sellExit and O2<O4[1] ? down : na, title="Short Exit", location=location.absolute, style=shape.triangleup, size=size.tiny, color=color.red, transp=0)
//plotshape(sellExit and showsignals and O2<O4[1] ? down : na, title="Short", text="Exit Short", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.blue, textcolor=color.white, transp=0)

color1= highlighting and min(O1,O2,O3)==O1 ? color.green : na
color2= highlighting and min(O1,O2,O4)==O2 ? color.red : na
fill(u, e, color=color1, transp=88, title="Background")
fill(l, e, color=color2, transp=88, title="Background")


// endcode