// ========================================================================
// STRATEGY: DMI Crossover with Stop Loss + Opposite Signal Exit
// ========================================================================
// BT-DMI-test-V3.0.2.4-VS-AQ


// === INPUTS ===
myDMIperiod = myDMIperiod // 10 // optimize from 1 to 20 via PRT Platform
myATRperiod = 14
myATRmultiplier = 2.5
myRiskPercent = 5 // Risk percentage (5%)
myInitialBalance = 100000 // Starting capital

// === INDICATORS ===
myDIplus = DIPLUS[myDMIperiod]
myDIminus = DIMINUS[myDMIperiod]
myATR = AVERAGETRUERANGE[myATRperiod]

// === SIGNALS ===
// Basic DMI crossover signals - defined ONCE
myLongSignal = myDIplus CROSSES OVER myDIminus
myShortSignal = myDIminus CROSSES OVER myDIplus

// === STOP LOSS DISTANCE ===
myStopLossDistance = myATR * myATRmultiplier

// === RISK MANAGEMENT ===
// Initialize account balance tracking
ONCE myCurrentBalance = myInitialBalance
ONCE myPreviousEquity = myInitialBalance
ONCE myProfitLoss = 0
ONCE myPositionOpened = 0

// === STATE FLAGS ===
// Initialize these variables only once to maintain state between bars
ONCE myReverseToLong = 0
ONCE myReverseToShort = 0
ONCE myEntryPrice = 0
ONCE myLongStopLevel = 0
ONCE myShortStopLevel = 0
ONCE myExitType = 0  // 0=neutral, +1=opposite signal, -1=stop loss hit
ONCE myExitPrice = 0  // Price at which exit occurred

// === DELAY TRACKING ===
// Track when signals occur and when trades execute
ONCE myLastLongSignalBar = 0
ONCE myLastShortSignalBar = 0
ONCE myLongDelay = 0
ONCE myShortDelay = 0

// Track when signals occur
IF myLongSignal THEN
    myLastLongSignalBar = BARINDEX
ENDIF

IF myShortSignal THEN
    myLastShortSignalBar = BARINDEX
ENDIF

// Track position changes
myNewLongPosition = LongOnMarket AND NOT LongOnMarket[1]
myNewShortPosition = ShortOnMarket AND NOT ShortOnMarket[1]
myClosedLongPosition = NOT LongOnMarket AND LongOnMarket[1]
myClosedShortPosition = NOT ShortOnMarket AND ShortOnMarket[1]

// Calculate delay when positions are opened
IF myNewLongPosition THEN
    myLongDelay = BARINDEX - myLastLongSignalBar
ENDIF

IF myNewShortPosition THEN
    myShortDelay = BARINDEX - myLastShortSignalBar
ENDIF

// Update account balance based on closed positions
IF myClosedLongPosition OR myClosedShortPosition THEN
    // Calculate profit/loss from the closed position
    IF myClosedLongPosition THEN
        myProfitLoss = (close - POSITIONPRICE[1]) * COUNTOFPOSITION[1]
    ELSE
        myProfitLoss = (POSITIONPRICE[1] - close) * ABS(COUNTOFPOSITION[1])
    ENDIF
    
    // Update current balance
    myCurrentBalance = myCurrentBalance + myProfitLoss
ENDIF

// When new position is opened, store the previous equity
IF myNewLongPosition OR myNewShortPosition THEN
    myPreviousEquity = myCurrentBalance
    myPositionOpened = 1
ENDIF

// Calculate position size based on risk
myRiskAmount = myCurrentBalance * (myRiskPercent / 100)

// Calculate position size based on stop loss distance
IF myStopLossDistance > 0 THEN
    myRiskBasedPositionSize = ROUND(myRiskAmount / myStopLossDistance)
    
    // Ensure minimum position size of 1
    IF myRiskBasedPositionSize < 1 THEN
        myRiskBasedPositionSize = 1
    ENDIF
ELSE
    myRiskBasedPositionSize = 1
ENDIF

// === POSITION MANAGEMENT ===
IF LongOnMarket THEN
    // Store entry price when entering a new position
    IF myNewLongPosition THEN
        myEntryPrice = close
        myLongStopLevel = myEntryPrice - myStopLossDistance
        myExitType = 0
        myExitPrice = 0
    ENDIF
    
    // 1. Check stop loss - check both current and previous bar
    IF low <= myLongStopLevel THEN
        SELL AT MARKET
        myExitType = -1  // Stop loss exit
        myExitPrice = myLongStopLevel
        myLongStopLevel = 0
    ELSE
        // 2. Check for reversal signal
        IF myShortSignal THEN
            myReverseToShort = 1  // Set reversal flag before selling
            SELL AT MARKET
            myExitType = 1  // Signal exit
            myExitPrice = close
            myLongStopLevel = 0
        ENDIF
    ENDIF
ENDIF

IF ShortOnMarket THEN
    // Store entry price when entering a new position
    IF myNewShortPosition THEN
        myEntryPrice = close
        myShortStopLevel = myEntryPrice + myStopLossDistance
        myExitType = 0
        myExitPrice = 0
    ENDIF
    
    // 1. Check stop loss - check both current and previous bar
    IF high >= myShortStopLevel THEN
        EXITSHORT AT MARKET
        myExitType = -1  // Stop loss exit
        myExitPrice = myShortStopLevel
        myShortStopLevel = 0
    ELSE
        // 2. Check for reversal signal
        IF myLongSignal THEN
            myReverseToLong = 1  // Set reversal flag before exiting
            EXITSHORT AT MARKET
            myExitType = 1  // Signal exit
            myExitPrice = close
            myShortStopLevel = 0
        ENDIF
    ENDIF
ENDIF

// === ENTRY WHEN FLAT ===
IF NOT LongOnMarket AND NOT ShortOnMarket THEN
    // Handle reversals first
    IF myReverseToLong = 1 THEN
        BUY myRiskBasedPositionSize SHARES AT MARKET
        myReverseToLong = 0  // Reset reversal flag after entry
    ELSE
        IF myReverseToShort = 1 THEN
            SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
            myReverseToShort = 0  // Reset reversal flag after entry
        ELSE
            // Handle regular signals
            IF myLongSignal THEN
                BUY myRiskBasedPositionSize SHARES AT MARKET
            ELSE
                IF myShortSignal THEN
                    SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
                ENDIF
            ENDIF
        ENDIF
    ENDIF
ENDIF

// === VISUALIZATION ===
// Show stop levels on price chart
IF myLongStopLevel > 0 THEN
    GRAPHONPRICE myLongStopLevel COLOURED(0,128,0) AS "Long Stop"
ENDIF

IF myShortStopLevel > 0 THEN
    GRAPHONPRICE myShortStopLevel COLOURED(128,0,0) AS "Short Stop"
ENDIF

// Track exit types in a separate panel
GRAPH myExitType AS "Exit Type (+1=Signal, 0=Neutral, -1=Stop Loss)"

// Track signal to execution delay
// GRAPH myLongDelay AS "Long Signal Delay (bars)"
// GRAPH myShortDelay AS "Short Signal Delay (bars)"

// End