[STRAT]moon_cycle.pine

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// @version=4

SystemName = "Moon Phase"
InitCapital = 1000
InitPosition = 100
InitCommission = 0
CalcOnorderFills = false
is_overlay = true

strategy(title=SystemName, shorttitle=SystemName, 
 initial_capital=InitCapital, default_qty_type=strategy.percent_of_equity, 
 default_qty_value=InitPosition,commission_type=strategy.commission.percent, commission_value=InitCommission, calc_on_order_fills=CalcOnorderFills, 
 precision=6, max_lines_count=500, max_labels_count=500, overlay=is_overlay, max_bars_back=20)

DateFilter      = input(true, "═════════════ Backtest Date Range Filtering", group="Date")

i_startTime = input(defval = timestamp("01 Jan 2021 00:00 +0000"), title = "Start Time", type = input.time, group="Date")
i_endTime = input(defval = timestamp("30 Dec 2021 23:30 +0000"), title = "End Time", type = input.time, group="Date")

TradeDateIsAllowed() => DateFilter ? time >= i_startTime and time <= i_endTime : true

// INPUT    --- {

fillBackground = input(true, "Fill Background?")

//} --- INPUT

_STOPLOSS = input(5, type=input.float, title="stop loss(%)")

// FUNCTION --- {

normalize(_v) =>
    x = _v
    x := x - floor(x)
    if x < 0
        x := x + 1
    x

calcPhase(_year, _month, _day) =>

    int y = na
    int m = na
    float k1 = na 
    float k2 = na 
    float k3 = na
    float jd = na
    float ip = na

    y := _year - floor((12 - _month) / 10)       
    m := _month + 9
    if m >= 12 
        m := m - 12
    
    k1 := floor(365.25 * (y + 4712))
    k2 := floor(30.6 * m + 0.5)
    k3 := floor(floor((y / 100) + 49) * 0.75) - 38
    
    jd := k1 + k2 + _day + 59
    if jd > 2299160
        jd := jd - k3
    
    ip := normalize((jd - 2451550.1) / 29.530588853)
    age = ip * 29.53

//} --- FUNCTION

// INIT     --- {

age = calcPhase(year, month, dayofmonth)
moon = 
     floor(age)[1] > floor(age) ? 1 : 
     floor(age)[1] < 15 and floor(age) >= 15 ? -1 : na

//} --- INIT

// PLOT     --- {

plotshape(
     moon==1, 
     "Full Moon", 
     shape.circle, 
     location.top, 
     color.new(color.white, 20), 
     size=size.normal
     )   

plotshape(
     moon==-1, 
     "New Moon", 
     shape.circle, 
     location.bottom, 
     color.new(color.gray, 20), 
     size=size.normal
     )   

var color col = na
if moon == 1 and fillBackground
    col := color.navy
if moon == -1 and fillBackground
    col := color.gray

bgcolor(col, title="Moon Phase")

//} --- PLOT
Entry_Type = "Both"
stop_loss = 5

long_entry  = (strategy.position_size == 0 and Entry_Type != "Sell" and TradeDateIsAllowed() and (moon[1]==-1))
short_entry = (strategy.position_size == 0 and Entry_Type != "Buy" and TradeDateIsAllowed() and (moon[1]==1))

long_exit = (strategy.position_size != 0 and moon==1)
short_exit = (strategy.position_size != 0 and moon==-1)

float _SL = na
float _EP = na

_EP         := (strategy.position_size != 0) ? _EP[1] : na
_SL         := (strategy.position_size != 0) ? _SL[1] : na

if long_entry
    _EP := close
    _SL := ((1-(_STOPLOSS/100))*close)

if short_entry
    _EP := close
    _SL := ((1+(_STOPLOSS/100))*close)

strategy.entry("Long", strategy.long, when=long_entry)
strategy.close(id="Long", comment="tp", when=long_exit)

strategy.entry("Short", strategy.short, when=short_entry)
strategy.close(id="Short", comment="tp", when=short_exit)

if (strategy.position_size > 0 and close < _SL)
    strategy.close(id="Long", comment="sl", when=close)
if (strategy.position_size < 0 and close > _SL)
    strategy.close(id="Short", comment="sl", when=close)

plot_EP = plot(_EP, title="Entry Level", color=color.blue,  linewidth=1, style=plot.style_linebr)
plot_SL = plot(_SL, title="Stop Loss",   color=color.red,   linewidth=2, style=plot.style_linebr)

fill(plot_SL, plot_EP, title="SL Background", color=color.red,   transp = 75)