//@version=2
//coded by tmr0
//original idea from «Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders» (2007) CURTIS FAITH
strategy("20 years old Turtles strategy by tmr0", shorttitle = "Turtles", overlay=true, pyramiding=5, default_qty_type= strategy.cash, default_qty_value = 1000)

enter_fast = input(20, minval=1)
exit_fast = input(10, minval=1)
enter_slow = input(55, minval=1)
exit_slow = input(20, minval=1)

fastL = highest(enter_fast)
fastLC = lowest(exit_fast)
fastS = lowest(enter_fast)
fastSC = highest(exit_fast)

slowL = highest(enter_slow)
slowLC = lowest(exit_slow)
slowS = lowest(enter_slow)
slowSC = highest(exit_slow)

enterL1 = high > fastL[1]
exitL1 = low <= fastLC[1]
enterS1 = low < fastS[1]
exitS1 = high >= fastSC[1]

enterL2 = high > slowL[1]
exitL2 = low <= slowLC[1]
enterS2 = low < slowS[1]
exitS2 = high >= slowSC[1]


//bgcolor(exitL1 or exitL2? red: enterL1 or enterL2? navy:white)

strategy.entry("fast L", strategy.long, when = enterL1)
strategy.entry("fast S", strategy.short, when = enterS1)
strategy.close("fast L", when = exitL1)
strategy.close("fast S", when = exitS1)

strategy.entry("slow L", strategy.long, when = enterL2)
strategy.entry("slow S", strategy.short, when = enterS2)
strategy.close("slow L", when = exitL2)
strategy.close("slow S", when = exitS2)
//zl=0
//z=strategy.netprofit / 37 * koef  //ежемесячная прибыль
//z=strategy.grossprofit/strategy.grossloss
//z1=plot (z, style=line, linewidth=3, color = z>zl?green:red, transp = 30)
//hline(zl, title="Zero", linewidth=1, color=gray, linestyle=dashed)



Alerts

//@version=4
study("Turtles Alerts v3", shorttitle="Turtles Alerts v3", overlay=true)

// === BACKTEST RANGE ===
FromMonth = input(defval = 1, title = "From Month", minval = 1)
FromDay   = input(defval = 1, title = "From Day", minval = 1)
FromYear  = input(defval = 2019, title = "From Year", minval = 2019)
ToMonth   = input(defval = 1, title = "To Month", minval = 1)
ToDay     = input(defval = 1, title = "To Day", minval = 1)
ToYear    = input(defval = 9999, title = "To Year", minval = 9999)

enter_fast = input(20, minval=1)
exit_fast = input(10, minval=1)
enter_slow = input(55, minval=1)
exit_slow = input(20, minval=1)

fastL = highest(enter_fast)
fastLC = lowest(exit_fast)
fastS = lowest(enter_fast)
fastSC = highest(exit_fast)

slowL = highest(enter_slow)
slowLC = lowest(exit_slow)
slowS = lowest(enter_slow)

enterL1 = high > fastL[1] and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
exitL1 = low <= fastLC[1] and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
enterL1_filt = enterL1 and not exitL1
exitL1_filt = exitL1 and not enterL1
prevL1 = 0
prevL1 := exitL1_filt ? 1 : enterL1_filt ? -1 : prevL1[1]
enterL1_final = enterL1_filt and prevL1[1] == 1
exitL1_final = exitL1_filt and prevL1[1] == -1


enterS1 = low < fastS[1] and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
exitS1 = high >= fastSC[1] and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
enterS1_filt = enterS1 and not exitS1
exitS1_filt = exitS1 and not enterS1
prevS1 = 0
prevS1 := exitS1_filt ? 1 : enterS1_filt ? -1 : prevS1[1]
enterS1_final = enterS1_filt and prevS1[1] == 1
exitS1_final = exitS1_filt and prevS1[1] == -1


enterL2 = high > slowL[1] and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
exitL2 = low <= slowLC[1] and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
enterL2_filt = enterL2 and not exitL2
exitL2_filt = exitL2 and not enterL2
prevL2 = 0
prevL2 := exitL2_filt ? 1 : enterL2_filt ? -1 : prevL2[1]
enterL2_final = enterL2_filt and prevL2[1] == 1
exitL2_final = exitL2_filt and prevL2[1] == -1

enterS2 = low < slowS[1] and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
exitS2 = high >= slowSC[1] and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))
enterS2_filt = enterS2 and not exitS2
exitS2_filt = exitS2 and not enterS2
prevS2 = 0
prevS2 := exitS2_filt ? 1 : enterS2_filt ? -1 : prevS2[1]
enterS2_final = enterS2_filt and prevS2[1] == 1
exitS2_final = exitS2_filt and prevS2[1] == -1

//bgcolor(exitL1_final or enterS1_final or exitL2_final or enterS2_final? red: enterL1_final or exitS1_final or enterL2_final or exitS2_final? navy:white)

// Plotting
// fast L
plotshape(enterL1_final, color = #1e90ff, text = "OFL", style=shape.triangleup, location=location.belowbar, size=size.small)
plotshape(exitL1_final, color = #ff69b4, text = "CFL", style=shape.triangledown, location=location.abovebar, size=size.small)

// fast S
plotshape(enterS1_final, color = #ff69b4, text = "OFS", style=shape.triangledown, location=location.abovebar, size=size.small)
plotshape(exitS1_final, color = #1e90ff, text = "CFS", style=shape.triangleup, location=location.belowbar, size=size.small)

// slow L
plotshape(enterL2_final, color = #0000ff, text = "OSL", style=shape.triangleup, location=location.belowbar, size=size.small)
plotshape(exitL2_final, color = #ff0000, text = "CSL", style=shape.triangledown, location=location.abovebar, size=size.small)

// slow S
plotshape(enterS2_final, color = #ff0000, text = "OSS", style=shape.triangledown, location=location.abovebar, size=size.small)
plotshape(exitS2_final, color = #0000ff, text = "CSS", style=shape.triangleup, location=location.belowbar, size=size.small)

// Alerts
// fast L
alertcondition(enterL1_final, "Enter fast L", "Enter fast L")
alertcondition(exitL1_final, "Exit fast L", "Exit fast L")

// fast S
alertcondition(enterS1_final, "Enter fast S", "Enter fast S")
alertcondition(exitS1_final, "Exit fast S", "Exit fast S")

// slow L
alertcondition(enterL2_final, "Enter slow L", "Enter slow L")
alertcondition(exitL2_final, "Exit slow L", "Exit slow L")

// slow S
alertcondition(enterS2_final, "Enter slow S", "Enter slow S")
alertcondition(exitS2_final, "Exit slow S", "Exit slow S")

// Original code from strategy
//strategy.entry("fast L", strategy.long, when = enterL1 and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.entry("fast S", strategy.short, when = enterS1 and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.close("fast L", when = exitL1 and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.close("fast S", when = exitS1 and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))

//strategy.entry("slow L", strategy.long, when = enterL2 and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.entry("slow S", strategy.short, when = enterS2 and (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.close("slow L", when = exitL2 and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))
//strategy.close("slow S", when = exitS2 and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59)))