SuperTrend stratagy in Pine language.

ST.pine

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AtmanAn

//@version=5
//indicator("Super Trend", overlay=true)

strategy("Super Trend", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=500, commission_type=strategy.commission.percent, commission_value=0.0006)

fromYear = input(2022, "Year From")
fromMonth = input(5, "Month From")
fromDay = input(1, "Day From")
toYear = input(2022, "Year To")
toMonth = input(12, "Month To")
m = input(10, "Fast EMA")
n = input(3, "Upper range")
k = input(3, "Lower range")
op = input(true, "Long / Short")

start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)            // backtest start  window
finish    = timestamp(toYear, toMonth, 31, 23, 59)            // backtest finish window
window()  => time >= start and time <= finish ? true : false           // create function "within window of time"

f_print(_text) => var _label = label.new(bar_index, na, _text, xloc.bar_index, yloc.price, color(na), label.style_none, color.white, size.large, text.align_left), label.set_xy(_label, bar_index, ta.highest(10)[1]), label.set_text(_label, _text)
    
//plotchar(default_m, "v", "", location.top, size = size.tiny)

super_trend(source, m, n, k) =>
    ema7 = ta.ema(source, m)
    atr = ta.atr(m)
    //[macdLine, signalLine, histLine]  = ta.macd(close, 7, 30, 7)
    
    //up = (high+low)/2+n*atr
    up = ema7 + n*atr
    
    final_up = up
    if na(up[1]) == false
        if up < final_up[1] or source[1] > final_up[1]
            final_up := up
        else
            final_up := final_up[1]
    
    //down = (high+low)/2-k*atr
    down = ema7 - k*atr
    
    final_down = down
    if na(down[1]) == false
        if down > final_down[1] or source[1] < final_down[1]
            final_down := down
        else
            final_down := final_down[1]
            
    super = final_up
    if na(super[1]) == false
        if super[1] == final_up[1] and source <= final_up
            super := final_up
        else
            if super[1] == final_up[1] and source > final_up
                super := final_down
            else
                if super[1] == final_down[1] and source >= final_down
                    super := final_down
                else
                    if super[1] == final_down[1] and source < final_down
                        super := final_up
                        
    super
                    
super = super_trend(close, m, n, k)
ema180 = ta.ema(close, 180)

color c = na

if op == false
    strategy.entry("short", strategy.short, when=window() and ta.crossunder(close, super))
    if window() and close < super
        c := color.new(color.red, 90)
    strategy.close("short", when=window() and ta.crossover(close, super))
else
    strategy.entry("long", strategy.long, when=window() and ta.crossover(close, super))
    if window() and close > super
        c := color.new(color.green, 90)
    strategy.close("long", when=window() and ta.crossunder(close, super))

bgcolor(color=c)
    
plot(close, title="close", color=color.new(color.blue, 30))
//plot(close[1], color=color.new(color.blue, 70))

// plot(ema7, title="ema", color=color.yellow)
// // plot(atr, title="atr")

// plot(up, title="upper", color=color.new(color.green, 70))
// plot(final_up, title="fupper", color=color.new(color.green, 30))
    
// plot(down, title="lower", color=color.new(color.red, 70))
// plot(final_down, title="flower", color=color.new(color.red, 30))

plot(super, title="st", color=close < super ? color.red : color.green, linewidth=1)

// [u, d] = ta.supertrend(3, 10)
// plot(u, color=d < 0 ? color.green : color.red)

// plot(macdLine, color=color.blue)
// plot(signalLine, color=color.orange)
// plot(histLine, color=color.red, style=plot.style_histogram)