// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © eli2k

//@version=5
strategy('EMA-CCI-RSI Swing Strategy', overlay=true, calc_on_every_tick=true, currency=currency.USD, default_qty_value=100, default_qty_type=strategy.percent_of_equity, initial_capital=5000)

// === INPUTS ===
sourceData = input(close, title="Source")
fastEMALength = input.int(title='Fast EMA Length', defval=1, minval=1, maxval=9999)
slowEMALength = input.int(title='Slow EMA Length', defval=36, minval=1, maxval=9999)
cciLength = input.int(title='CCI Length', defval=14, minval=1, maxval=9999)
cciEntryThreshold = input.int(title='CCI Entry Threshold', defval=45)
cciExitThreshold = input.int(title='CCI Exit Threshold', defval=106)
rsiLength = input.int(title='RSI Length', defval=13, minval=1, maxval=9999)
rsiBearThreshold = input.int(title='RSI Bear Threshold', defval=80)
rsiBullThreshold = input.int(title='RSI Bull Threshold', defval=33)
tradeDirection = input.string(title='Trade Direction', options=['Long', 'Short', 'Both'], defval='Both')
startDate = input.time(title='Start Date', defval=timestamp('01 Jan 2020 00:00'))
endDate = input.time(title='End Date', defval=timestamp('31 Dec 2170 23:59'))
optionalEntryAfterExit = input.bool(title='Optional Entry After Exit', defval=true)

// === CALCULATIONS ===
// EMA (Exponential Moving Average)
fastEMA = ta.ema(sourceData, fastEMALength)
slowEMA = ta.ema(sourceData, slowEMALength)

// CCI (Commodity Channel Index)
ma = ta.sma(sourceData, cciLength)
cci = (sourceData - ma) / (0.015 * ta.dev(sourceData, cciLength))

// RSI (Relative Strength Index)
up = ta.rma(math.max(ta.change(sourceData), 0), rsiLength)
down = ta.rma(-math.min(ta.change(sourceData), 0), rsiLength)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))

// === CONDITIONS ===
inDateRange = time >= startDate and time < endDate
longAllowed = tradeDirection == 'Long' or tradeDirection == 'Both'
shortAllowed = tradeDirection == 'Short' or tradeDirection == 'Both'
longSignal = ta.crossover(fastEMA, slowEMA) and cci > cciEntryThreshold
shortSignal = ta.crossunder(fastEMA, slowEMA) and cci < -cciEntryThreshold

// === VARIABLES ===
var bool longExitCondition = false
var bool shortExitCondition = false
var float lastTradeTime = na

// === ORDERS ===
// Entry Conditions
if (longSignal or shortSignal) and inDateRange and (na(lastTradeTime))
    if (longSignal and longAllowed)
        strategy.entry(id='Long Entry', direction=strategy.long)
    if (shortSignal and shortAllowed)
        strategy.entry(id='Short Entry', direction=strategy.short)
    lastTradeTime := time
    longExitCondition := false
    shortExitCondition := false

// Exit Conditions
if strategy.position_size > 0
    if (shortSignal or (rsi >= rsiBearThreshold and cci >= cciExitThreshold))
        strategy.exit(id='Long Exit', stop=close)
        longExitCondition := true

if strategy.position_size < 0
    if (longSignal or (rsi <= rsiBullThreshold and cci >= -cciExitThreshold))
        strategy.exit(id='Short Exit', stop=close)
        shortExitCondition := true

// Optional Entry After Exit
if optionalEntryAfterExit
    if longExitCondition and inDateRange and shortAllowed
        strategy.entry(id='Short Entry', direction=strategy.short)
        longExitCondition := false

    if shortExitCondition and inDateRange and longAllowed
        strategy.entry(id='Long Entry', direction=strategy.long)
        shortExitCondition := false

// === PLOTTING ===
fastPlot = plot(series=fastEMA, color=color.purple, linewidth=3)
slowPlot = plot(series=slowEMA, color=color.red, linewidth=3)

// === FILLING ===
fillColor = color.new(strategy.position_size > 0 ? color.purple : strategy.position_size < 0 ? color.red : color.black, 65)
fill(fastPlot, slowPlot, color=fillColor, title="EMA Cloud Fill")