GridSpotTradingSystem

// @erolmutlu Grid Spot
//@version=5
strategy(title = 'Grid Spot Sistemi', 
     overlay = true,
     calc_on_every_tick = true,
     initial_capital = 10000, 
     commission_type = strategy.commission.percent, 
     commission_value = 0.03, 
     pyramiding = 100,
     default_qty_type = strategy.percent_of_equity,
     process_orders_on_close = true, 
     close_entries_rule = 'ANY')

//---------------------------------------------------------------

startDate = input.int(title="START DAY DATE",
     defval=1, minval=1, maxval=31, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the day of start backtesting.")
startMonth = input.int(title="START MONTH",
     defval=1, minval=1, maxval=12, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the month of start backtesting.")
startYear = input.int(title="START YEAR",
     defval=2018, minval=1800, maxval=2100, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the year of start backtesting.")

endDate = input.int(title="END DAY DATE",
     defval=30, minval=1, maxval=31, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the day of end backtesting.")
endMonth = input.int(title="END MONTH",
     defval=12, minval=1, maxval=12, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the month of end backtesting.")
endYear = input.int(title="END YEAR",
     defval=2022, minval=1800, maxval=2100, 
          group = '1. DATE RANGE: Select the date range for backtesting',
             tooltip = "Enter the year of end backtesting.")

inDateRange = (time >= timestamp(syminfo.timezone, startYear,
         startMonth, startDate, 0, 0)) and
     (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))

//---------------------------------------------------------------

PercentProfit = input.float(defval = 0.50, 
     title = "GRID PERCENT VALUE", 
         group = "2. GRID CUSTOM SETTING",
             tooltip = "This feature refers to the percentage value of each grid. The value you enter here will allow you to create your custom grid.",
                 confirm = true)

UpperLimit = input.price(defval = 0.00, 
     title = 'TOP GRID POSITION',
         group = "2. GRID CUSTOM SETTING", 
             confirm = true,
                 tooltip = "This feature allows you to set the initial price level of your grid. Click on a price level to start.")

feePerTrade = input.float(defval = 0.03, minval = 0.00, maxval = 100,
     title = "FEE PER TRADE", 
         group = "2. GRID CUSTOM SETTING",
             tooltip = "Set the commission cost your broker charges you for each trade.",
                 confirm = true)

//---------------------------------------------------------------

x1 =    (100 - (PercentProfit * 1))     / 100
x2 =    (100 - (PercentProfit * 2))     / 100
x3 =    (100 - (PercentProfit * 3))     / 100
x4 =    (100 - (PercentProfit * 4))     / 100
x5 =    (100 - (PercentProfit * 5))     / 100
x6 =    (100 - (PercentProfit * 6))     / 100
x7 =    (100 - (PercentProfit * 7))     / 100
x8 =    (100 - (PercentProfit * 8))     / 100
x9 =    (100 - (PercentProfit * 9))     / 100
x10 =   (100 - (PercentProfit * 10))    / 100

LowerLimit = UpperLimit * x10

//---------------------------------------------------------------

Linea_A         = float(UpperLimit * x1)
Linea_B         = float(UpperLimit * x2)
Linea_C         = float(UpperLimit * x3)
Linea_D         = float(UpperLimit * x4)
Linea_50Percent = float(UpperLimit * x5)
Linea_E         = float(UpperLimit * x6)
Linea_F         = float(UpperLimit * x7)
Linea_G         = float(UpperLimit * x8)
Linea_H         = float(UpperLimit * x9)

//---------------------------------------------------------------

Long1   = ta.crossunder(close, Linea_A)         and inDateRange
Long2   = ta.crossunder(close, Linea_B)         and inDateRange
Long3   = ta.crossunder(close, Linea_C)         and inDateRange
Long4   = ta.crossunder(close, Linea_D)         and inDateRange
Long5   = ta.crossunder(close, Linea_50Percent) and inDateRange
Long6   = ta.crossunder(close, Linea_E)         and inDateRange
Long7   = ta.crossunder(close, Linea_F)         and inDateRange
Long8   = ta.crossunder(close, Linea_G)         and inDateRange
Long9   = ta.crossunder(close, Linea_H)         and inDateRange
Long10  = ta.crossunder(close, LowerLimit)      and inDateRange

//---------------------------------------------------------------

isExit1     = ta.crossover(close, UpperLimit)
isExit2     = ta.crossover(close, Linea_A)
isExit3     = ta.crossover(close, Linea_B)
isExit4     = ta.crossover(close, Linea_C)
isExit5     = ta.crossover(close, Linea_D)
isExit6     = ta.crossover(close, Linea_50Percent)
isExit7     = ta.crossover(close, Linea_E)
isExit8     = ta.crossover(close, Linea_F)
isExit9     = ta.crossover(close, Linea_G)
isExit10    = ta.crossover(close, Linea_H)

//---------------------------------------------------------------

plot(LowerLimit,        color =  color.purple,  linewidth = 1)
plot(UpperLimit,        color =  color.purple,  linewidth = 1)

plot(Linea_A,           color =  color.blue,  linewidth = 1)
plot(Linea_B,           color =  color.blue,  linewidth = 1)
plot(Linea_C,           color =  color.blue,  linewidth = 1)
plot(Linea_D,           color =  color.blue,  linewidth = 1)
plot(Linea_50Percent,   color =  color.blue,  linewidth = 1)
plot(Linea_E,           color =  color.blue,  linewidth = 1)
plot(Linea_F,           color =  color.blue,  linewidth = 1)
plot(Linea_G,           color =  color.blue,  linewidth = 1)
plot(Linea_H,           color =  color.blue,  linewidth = 1)

//---------------------------------------------------------------

fill(plot(UpperLimit), 
     plot(Linea_A), 
         color = color.new(color.purple, 90))
fill(plot(Linea_A), 
     plot(Linea_B), 
         color = color.new(color.purple, 85))
fill(plot(Linea_B), 
     plot(Linea_C), 
         color = color.new(color.purple, 80))
fill(plot(Linea_C), 
     plot(Linea_D), 
         color = color.new(color.purple, 70))
fill(plot(Linea_D), 
     plot(Linea_50Percent), 
         color = color.new(color.purple, 60))
fill(plot(Linea_50Percent), 
     plot(Linea_E), 
         color = color.new(color.purple, 60))
fill(plot(Linea_E), 
     plot(Linea_F), 
         color = color.new(color.purple, 70))
fill(plot(Linea_F), 
     plot(Linea_G), 
         color = color.new(color.purple, 80))
fill(plot(Linea_G), 
     plot(Linea_H), 
         color = color.new(color.purple, 85))
fill(plot(Linea_H), 
     plot(LowerLimit), 
         color = color.new(color.purple, 90))

//---------------------------------------------------------------

if Long1
    strategy.entry(id = "LONG1",  
         direction = strategy.long, 
                 qty = 1)
if isExit1 
    strategy.exit(id = "EXIT1",
         from_entry = "LONG1", 
             qty = 100, 
                 stop = UpperLimit,
                 profit = UpperLimit)

if Long2 
    strategy.entry(id = "LONG2",  
         direction = strategy.long, 
                 qty = 1)
if isExit2 
    strategy.exit(id = "EXIT2",
         from_entry = "LONG2", 
             qty = 100, 
                 stop = Linea_A,
                 limit = Linea_A)

if Long3
    strategy.entry(id = "LONG3",  
         direction = strategy.long, 
                 qty = 1)
if isExit3 
    strategy.exit(id = "EXIT3",
         from_entry = "LONG3", 
             qty = 100, 
                 stop = Linea_B,
                 limit = Linea_B)

if Long4 
    strategy.entry(id = "LONG4",  
         direction = strategy.long, 
                 qty = 1)
if isExit4 
    strategy.exit(id = "EXIT4",
         from_entry = "LONG4", 
             qty = 100, 
                 stop = Linea_C,
                 limit = Linea_C)

if Long5 
    strategy.entry(id = "LONG5",  
         direction = strategy.long, 
                 qty = 1)
if isExit5 
    strategy.exit(id = "EXIT5",
         from_entry = "LONG5", 
             qty = 100, 
                 stop = Linea_D,
                 limit = Linea_D)

if Long6 
    strategy.entry(id = "LONG6",  
         direction = strategy.long, 
                 qty = 1)
if isExit6 
    strategy.exit(id = "EXIT6",
         from_entry = "LONG6", 
             qty = 100, 
                 stop = Linea_50Percent,
                 limit = Linea_50Percent)

if Long7 
    strategy.entry(id = "LONG7",  
         direction = strategy.long, 
                 qty = 1)
if isExit7 
    strategy.exit(id = "EXIT7",
         from_entry = "LONG7", 
             qty = 100, 
                 stop  = Linea_E,
                 limit = Linea_E)

if Long8 
    strategy.entry(id = "LONG8",  
         direction = strategy.long, 
                 qty = 1)
if isExit8 
    strategy.exit(id = "EXIT8",
         from_entry = "LONG8", 
             qty = 100, 
                 stop = Linea_F,
                 limit = Linea_F)

if Long9
    strategy.entry(id = "LONG9",  
         direction = strategy.long, 
                 qty = 1)
if isExit9 
    strategy.exit(id = "EXIT9",
         from_entry = "LONG9", 
             qty = 100, 
                 stop = Linea_G,
                 limit = Linea_G)

if Long10 
    strategy.entry(id = "LONG10",  
         direction = strategy.long, 
                 qty = 1)
if isExit10
    strategy.exit(id = "EXIT10",
         from_entry = "LONG10", 
             qty = 100, 
                 stop = Linea_H,
                 limit = Linea_H)
    
//---------------------------------------------------------------

trades          = int(strategy.closedtrades)
initialCapital  = float(strategy.initial_capital)
grossReturn     = trades * PercentProfit
gainCapital     = (initialCapital * grossReturn) / 100
totalCapital    = initialCapital + gainCapital
feeCost         = (totalCapital * feePerTrade) / 100 
totalFeeCost    = feeCost * trades
netCapital      = totalCapital - totalFeeCost - initialCapital

//---------------------------------------------------------------

i_position = input.string(defval = "Bottom Right", 
     title = "Table Placement", 
         options = ["Top Right", "Middle Right", "Bottom Right"], 
             group = "3. Table Characteristics")

position = i_position == "Top Right" ? position.top_right : i_position == "Middle Right" ? position.middle_right : position.bottom_right

i_w = input.int(title = "Width", 
     defval = 6, 
         group = "3. Table Characteristics")
i_h = input.int(title = "Height", 
     defval = 2, 
         group = "3. Table Characteristics")
i_text_size = input(title = "Text Size", 
     defval = "Small")

text_size = i_text_size == "Normal" ? size.normal : i_text_size == "Auto" ? size.auto : i_text_size == "Auto" ? size.auto : i_text_size == "Tiny" ? size.tiny
  : i_text_size == "Small" ? size.small : i_text_size == "Large" ? size.large : size.huge

i   = input.bool(title = "1. Capital", 
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Initial capital of the strategy.")

i_1 = input.bool(title = "2. Gross Returns", 
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Total strategy return. Contains the initial capital plus the sum of the gains.")

i_2 = input.bool(title = "3. Gain Percent", 
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Percentage return of strategy gains.")

i_3 = input.bool(title = "4. Commission Cost", 
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Percentage return of strategy gains.")

i_4 = input.bool(title = "5. Net Returns", 
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Total commission cost.")

i_5 = input.bool(title = "6. Closed Trades",
     defval = true, 
         group = "4. Enable Rows",
             tooltip = "Total trades.")


var table perfTable = table.new(position, 2, 11, frame_color = color.purple, frame_width = 1, border_width = 1)

//---------------------------------------------------------------

if i
    table.cell(perfTable, 0, 0, "1.  GROSS RETURN", 
         bgcolor = color.new(color.purple, 90), 
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                             text_halign = text.align_left)
if i
    table.cell(perfTable, 1, 0, 
         text = str.tostring(totalCapital) + " $", 
             bgcolor = color.new(color.purple, 90), 
                 text_color = color.new(color.white, 0), 
                     width = i_w, 
                         height = i_h, 
                             text_size = text_size)

if i_1
    table.cell(perfTable, 0, 1,  "2.  INITIAL CAPITAL", 
         bgcolor = color.new(color.purple, 90),  
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                             text_halign = text.align_left)
if i_1
    table.cell(perfTable, 1, 1, text = str.tostring(initialCapital) + " $", 
         bgcolor = color.new(color.purple, 90),  
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size)

if i_2
    table.cell(perfTable, 0, 2, "3.  GAIN",  
         bgcolor = color.new(color.purple, 90), 
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                             text_halign = text.align_left)
if i_2
    table.cell(perfTable, 1, 2, 
         text = str.tostring(grossReturn) + " %", 
             bgcolor = color.new(color.purple, 90), 
                 text_color = color.new(color.white, 0), 
                     width = i_w, 
                         height = i_h, 
                             text_size = text_size)

if i_3
    table.cell(perfTable, 0, 3, "4.  FEE COST", 
         bgcolor = color.new(color.purple, 90), 
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                             text_halign = text.align_left)
if i_3
    table.cell(perfTable, 1, 3, 
         text = str.tostring(totalFeeCost) + " $", 
             bgcolor = color.new(color.purple, 90), 
                 text_color = color.new(color.white, 0), 
                     width = i_w, 
                         height = i_h, 
                             text_size = text_size)

if i_4
    table.cell(perfTable, 0, 4, "5. NET RETURN", 
         bgcolor = color.new(color.purple, 90), 
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                             text_halign = text.align_left)
if i_4
    table.cell(perfTable, 1, 4, 
         text = str.tostring(netCapital) + " $",  
             bgcolor = color.new(color.purple, 90), 
                 text_color = color.new(color.white, 0), 
                     width = i_w, 
                         height = i_h, 
                             text_size = text_size)

if i_5
    table.cell(perfTable, 0, 6,  "6. CLOSED TRADES", 
         bgcolor = color.new(color.purple, 90),  
             text_color = color.new(color.white, 0), 
                 width = i_w, 
                     height = i_h, 
                         text_size = text_size,
                                 text_halign = text.align_left)
if i_5
    table.cell(perfTable, 1, 6,  
         text = str.tostring(trades), 
             bgcolor = color.new(color.purple, 90),  
                 text_color = color.new(color.white, 0), 
                     width = i_w, 
                         height = i_h, 
                             text_size = text_size)

//---------------------------------------------------------------