[pshaiBot] YATS Bot

-- [pshaiBot] YATS Bot
-- Yet Another Trend Scalper Bot, created by pshai (c) 2020
-- If you like what I'm doing, you can support me:
--   BTC: 3EsfrqARW7iPVKjZz6WgkMTrtw6SgJUUdV
--   ETH: 0x6b5120bdaf7cdfa523ecc0209b0c67cd67dd2140
--------------------------------
-- If you have any feedback or need help (with my scripts)...
-- ...you know where to find me.
--------------------------------
-- ~May the profits be with you~



-- script settings
    EnableHighSpeedUpdates(true)
    HideOrderSettings()

-- trading commands
    local isSpot = MarketType() == SpotTrading
    local long_entry_cmd = isSpot and PlaceBuyOrder or PlaceGoLongOrder
    local long_exit_cmd = isSpot and PlaceSellOrder or PlaceExitLongOrder
    local short_entry_cmd = isSpot and PlaceSellOrder or PlaceGoShortOrder
    local short_exit_cmd = isSpot and PlaceBuyOrder or PlaceExitShortOrder

-- inputs
    local tf1 = InputInterval('1. Timeframe (Entry)', 5, 'Timeframe for StochRSI()', 'Intervals')
    local tf2 = InputInterval('2. Timeframe (Momentum)', 15, 'Timeframe for MOM()', 'Intervals')
    local tf3 = InputInterval('3. Timeframe (Trend)', 45, 'Timeframe for ADX(), ATR() and MA()s', 'Intervals')

    local period_adx = Input('1. ADX Length', 14, '', 'Period Lengths')
    local period_atr = Input('2. ATR Length', 14, '', 'Period Lengths')
    local period_ma1 = Input('3. MA1 Length', 10, '', 'Period Lengths')
    local period_ma2 = Input('4. MA2 Length', 36, '', 'Period Lengths')
    local period_mom = Input('5. MOM Length', 100, '', 'Period Lengths')
    local period_moms = Input('6. MOM Smooth', 9, '', 'Period Lengths')
    local period_rsi = Input('7. RSI Length', 9, '', 'Period Lengths')
    local period_stoch = Input('8. STOCH Length', 7, '', 'Period Lengths')
    local period_smk = Input('9. Smooth %K Length', 5, '', 'Period Lengths')
    local period_smd = Input('10. Smooth %D Length', 2, '', 'Period Lengths')

    local stoch_ob = Input('1. Short Overbought', 80, '', 'Levels')
    local stoch_os = Input('2. Long Oversold', 20, '', 'Levels')
    local adx_limit = Input('3. ADX Limit', 0, 'If ADX is below this level, the bot will not trade!', 'Levels')

    local ma_type1 = InputMaTypes('1. MA1 Type', EmaType, '', 'MA Types')
    local ma_type2 = InputMaTypes('2. MA2 Type', EmaType, '', 'MA Types')

    local sl_prc = Input('StopLoss %', 0.5)

-- data
    local h = {
        tf1 = HighPrices(tf1),
        tf2 = HighPrices(tf2),
        tf3 = HighPrices(tf3)
        }

    local l = {
        tf1 = LowPrices(tf1),
        tf2 = LowPrices(tf2),
        tf3 = LowPrices(tf3)
        }

    local c = {
        tf1 = ClosePrices(tf1),
        tf2 = ClosePrices(tf2),
        tf3 = ClosePrices(tf3)
        }

    local cp = CurrentPrice()
    local adx = ADX(h.tf3, l.tf3, c.tf3, period_adx)
    local atr = ATR(h.tf3, l.tf3, c.tf3, period_atr)
    local ma1 = MA(c.tf3, period_ma1, ma_type1)
    local ma2 = MA(c.tf3, period_ma2, ma_type2)
    local mom = EMA(MOM(c.tf2, period_mom), period_moms)
    local rsi = CC_StochRSI(period_rsi, period_stoch, period_smk, period_smd, c.tf1)

-- plots
    Plot(0, 'MA1', ma1)
    Plot(0, 'MA2', ma2, Purple)
    Plot(1, 'ADX', adx)
    PlotHorizontalZone(1, '', Red(10), 0, adx_limit)
    Plot(2, 'MOM', mom)
    Plot(3, '%K', rsi.slowK, Yellow)
    Plot(3, '%D', rsi.slowD, Red)
    PlotHorizontalLine(3, '', Gray, stoch_os, Dashed)
    PlotHorizontalLine(3, '', Gray, stoch_ob, Dashed)

-- helpers
    function canTrade()
        local time = Load('time', Time())

        return Time() >= time
    end

    function setTimer(minutes)
        Save('time', Time() + minutes * 60)
    end


-- da logic
    local rules = {
        adx = adx > adx_limit,
        ma_up = ma1 > ma2,
        ma_dn = ma1 < ma2,
        mom_up = mom > 0,
        mom_dn = mom < 0,
        entry_up = rsi.slowK < rsi.slowD and rsi.slowK < stoch_os,
        entry_dn = rsi.slowK > rsi.slowD and rsi.slowK > stoch_ob
        }

    local xid = Load('xid', '') -- order id for the ideal exit
    local go_long = rules.adx and rules.ma_up and rules.mom_up and rules.entry_up
    local go_short = rules.adx and rules.ma_dn and rules.mom_dn and rules.entry_dn
    local bot_pos = GetPositionDirection()

    if bot_pos == NoPosition and canTrade() then
        if go_long then
            long_entry_cmd(cp.close, TradeAmount(), {type=MarketOrderType, note='LE'})
            xid = long_exit_cmd(cp.close + atr, TradeAmount(), {type=NoTimeOutOrderType, note='LX'})

        elseif go_short then
            short_entry_cmd(cp.close, TradeAmount(), {type=MarketOrderType, note='SE'})
            xid = short_exit_cmd(cp.close - atr, TradeAmount(), {type=NoTimeOutOrderType, note='SX'})
        end
    else
        if StopLoss(sl_prc) then
            if xid != '' and IsOrderOpen(xid) then
                CancelOrder(xid)
            end

            SetFee(0.075) -- for backtesting and sim runs

            if bot_pos == PositionLong then
                long_exit_cmd(cp.close, TradeAmount(), {type=MarketOrderType, note='LX-SL'})
            elseif bot_pos == PositionShort then
                short_exit_cmd(cp.close, TradeAmount(), {type=MarketOrderType, note='SX-SL'})
            end

            setTimer(30) -- cooldown if stoploss
        end
    end

-- save
    Save('xid', xid)