//@version=6
strategy("Zero Lag Trend Signals", overlay=true, calc_on_every_tick=false,
initial_capital=1000, default_qty_type=strategy.percent_of_equity,
default_qty_value=100, commission_type=strategy.commission.percent,
commission_value=0.1, slippage=3, pyramiding=0, margin_long=0, margin_short=0,
fill_orders_on_standard_ohlc=true)
// Input parameters
length = input.int(200, "Length", group="Main Calculations")
mult = input.float(1.2, "Band Multiplier", group="Main Calculations")
t1 = input.timeframe("5", "Time frame 1", group="Extra Timeframes")
t2 = input.timeframe("15", "Time frame 2", group="Extra Timeframes")
t3 = input.timeframe("60", "Time frame 3", group="Extra Timeframes")
t4 = input.timeframe("240", "Time frame 4", group="Extra Timeframes")
t5 = input.timeframe("1D", "Time frame 5", group="Extra Timeframes")
green = input.color(#00ffbb, "Bullish Color", group="Appearance")
red = input.color(#ff1100, "Bearish Color", group="Appearance")
startDate = input.time(timestamp("2018-01-01"), "Start Date", group="Date Range")
endDate = input.time(timestamp("2069-12-31"), "End Date", group="Date Range")
// Date filter
inDateRange = time >= startDate and time <= endDate
// Indicator calculations
src = close
lag = math.floor((length - 1) / 2)
zlema = ta.ema(src + (src - src[lag]), length)
volatility = ta.highest(ta.atr(length), length * 3) * mult
// Trend detection
var int trend = 0
if ta.crossover(close, zlema + volatility)
trend := 1
if ta.crossunder(close, zlema - volatility)
trend := -1
// Entry signals
bullEntry = (trend == 1) and (trend[1] != 1)
bearEntry = (trend == -1) and (trend[1] != -1)
// Position tracking
var bool longOpen = false
var bool shortOpen = false
var float entryPrice = na
var float slLevel = na
var float tpLevel = na
// Calculate SL/TP when entry occurs
if bullEntry and not longOpen
// Set SL at lower band
slLevel := zlema - volatility
// Calculate TP as 3x risk from entry
risk = close - slLevel
tpLevel := close + (risk * 1)
// Store entry price
entryPrice := close
if bearEntry and not shortOpen
// Set SL at upper band
slLevel := zlema + volatility
// Calculate TP as 3x risk from entry
risk = slLevel - close
tpLevel := close - (risk * 1)
// Store entry price
entryPrice := close
// Strategy execution
if inDateRange
// Long entry with fixed SL/TP
if bullEntry and not longOpen
strategy.entry("Long", strategy.long)
strategy.exit("Long Exit", "Long", stop=slLevel, limit=tpLevel)
longOpen := true
shortOpen := false
// Short entry with fixed SL/TP
if bearEntry and not shortOpen
strategy.entry("Short", strategy.short)
strategy.exit("Short Exit", "Short", stop=slLevel, limit=tpLevel)
shortOpen := true
longOpen := false
// Reset position status when closed
if strategy.closedtrades > strategy.closedtrades[1]
longOpen := false
shortOpen := false
slLevel := na
tpLevel := na
entryPrice := na
// Visualization
zlemaColor = trend == 1 ? color.new(green, 70) : color.new(red, 70)
m = plot(zlema, title="Zero Lag Basis", linewidth=2, color=zlemaColor, offset=0)
upper = plot(trend == -1 ? zlema + volatility : na, style=plot.style_linebr,
color=color.new(red, 90), title="Upper Deviation Band", offset=0)
lower = plot(trend == 1 ? zlema - volatility : na, style=plot.style_linebr,
color=color.new(green, 90), title="Lower Deviation Band", offset=0)
fill(m, upper, color=color.new(red, 90))
fill(m, lower, color=color.new(green, 90))
// Plot fixed SL/TP levels
plot(longOpen ? slLevel : na, "SL Long", color=color.red, style=plot.style_linebr,
linewidth=2)
plot(longOpen ? tpLevel : na, "TP Long", color=color.green,
style=plot.style_linebr, linewidth=2)
plot(shortOpen ? slLevel : na, "SL Short", color=color.red,
style=plot.style_linebr, linewidth=2)
plot(shortOpen ? tpLevel : na, "TP Short", color=color.green,
style=plot.style_linebr, linewidth=2)
// ... [MTF Table and other visualizations remain unchanged] ...
