// ========================================================================
// STRATEGY: DMI-ADX Crossover with Stop Loss + Opposite Signal Exit
// ========================================================================
// BT-DMI-test-V3.0.3-VS-RG

// === 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
myADXThreshold = 20 // Minimum ADX value for trend strength confirmation

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

// === SIGNALS ===
// Basic DMI crossover signals - SAME BAR ENTRY
myLongSignal = myDIplus CROSSES OVER myDIminus
myShortSignal = myDIminus CROSSES OVER myDIplus

// ADX trend strength filter
myADXStrong = myADX > myADXThreshold

// Final signals with filter applied
myLongSignal = myLongSignal AND myADXStrong
myShortSignal = myShortSignal AND myADXStrong

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

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

// Update account balance based on closed positions
IF BarsSince(LongOnMarket) = 0 OR BarsSince(ShortOnMarket) = 0 THEN
// New position opened
myPreviousEquity = myCurrentBalance
ENDIF

// If position was closed on previous bar, update the balance
IF (LongOnMarket[1] AND NOT LongOnMarket) OR (ShortOnMarket[1] AND NOT ShortOnMarket) THEN
// Calculate profit/loss from the closed position
IF LongOnMarket[1] THEN
myProfitLoss = (close[1] - POSITIONPRICE[1]) * COUNTOFPOSITION[1]
ELSE
myProfitLoss = (POSITIONPRICE[1] - close[1]) * ABS(COUNTOFPOSITION[1])
ENDIF
    
// Update current balance
myCurrentBalance = myCurrentBalance + myProfitLoss
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

// === 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

// === POSITION MANAGEMENT ===
IF LongOnMarket THEN
// Store entry price when entering a position
IF BarsSince(LongOnMarket) = 0 THEN
myEntryPrice = close
myLongStopLevel = myEntryPrice - myStopLossDistance
alphaLG=255
ENDIF
    
// 1. Check stop loss
IF low <= (myEntryPrice - myStopLossDistance) THEN
SELL AT MARKET
myLongStopLevel = undefined
alphaLG=0
ELSE
// 2. Check for reversal
IF myShortSignal THEN
SELL AT MARKET
myReverseToShort = 1
myLongStopLevel = undefined
alphaLG=0
ENDIF
ENDIF
ENDIF

IF ShortOnMarket THEN
// Store entry price when entering a position
IF BarsSince(ShortOnMarket) = 0 THEN
myEntryPrice = close
myShortStopLevel = myEntryPrice + myStopLossDistance
alphaSH=255
ENDIF
    
// 1. Check stop loss
IF high >= (myEntryPrice + myStopLossDistance) THEN
EXITSHORT AT MARKET
myShortStopLevel = undefined
alphaSH=0
ELSE
// 2. Check for reversal
IF myLongSignal THEN
EXITSHORT AT MARKET
myReverseToLong = 1
myShortStopLevel = undefined
alphaSH=0
ENDIF
ENDIF
ENDIF

// === ENTRY WHEN FLAT ===
IF NOT LongOnMarket AND NOT ShortOnMarket THEN
IF myReverseToLong THEN
BUY myRiskBasedPositionSize SHARES AT MARKET
myReverseToLong = 0
ELSE
IF myReverseToShort THEN
SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
myReverseToShort = 0
ELSE
IF myLongSignal THEN
BUY myRiskBasedPositionSize SHARES AT MARKET
ELSE
IF myShortSignal THEN
SELLSHORT myRiskBasedPositionSize SHARES AT MARKET
ENDIF
ENDIF
ENDIF
ENDIF
ENDIF

// === VISUALIZATION USING DRAWSEGMENT ===
// Draw active stop loss lines while positions are open
IF LongOnMarket THEN
//DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0)
ENDIF
IF ShortOnMarket THEN
//DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0)
ENDIF
// === PRINT TRADE INFORMATION ===
GraphOnPrice myShortStopLevel coloured("Red")
GraphOnPrice myLongStopLevel  coloured("Green")

// Signal visualization variable
IF myLongSignal THEN
mySignalVisualization = 1
ELSIF myShortSignal THEN
mySignalVisualization = -1
ELSE
mySignalVisualization = 0
ENDIF

// graph mySignalVisualization