//------------------------------------------------------
//
//  Formula Name:    Mean Reversion Trading System
//  Author/Uploader: Trading Tuitions
//  E-mail:          support@tradingtuitions.com
//  Website:         www.tradingtuitions.com
//------------------------------------------------------

_SECTION_BEGIN("Mean Reversion Trading System");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));

SetTradeDelays( 1, 1, 1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );

BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;

Periods =optimize("Periods",110,10,200,20);
Width =optimize("width",2,1,10,1);
MAPeriods = 200;
BBColor = colorOrange;
Style = 0;
bTop=BBandTop( Close, Periods, Width );
bBottom=BBandBot( Close, Periods, Width );
ADXPeriods=optimize("ADXPeriods",10,2,20,1);


BuyCondition=IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0);
ShortCondition=IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);


Buy = IIf(Ref(C,-1)<bBottom AND close>bBottom AND ADX(ADXPeriods)<35,1,0);
Short = IIf(Ref(C,-1)>bTop AND close<bTop AND ADX(ADXPeriods)<35,1,0);


BarsSinceBuy=BarsSince(BuyCondition);
BarsSinceShort=BarsSince(ShortCondition);

LastBuyPrice=ValueWhen(Buy AND BarsSinceBuy<BarsSinceShort,BuyPrice);
LastShortPrice=ValueWhen(Short AND BarsSinceShort<BarsSinceBuy,ShortPrice);

StopLoss=optimize("SL",0.5,0.2,1,0.2);
Target=optimize("Target",1,0.5,5,0.5);

BuySL=BarsSinceBuy<BarsSinceShort AND Close<=LastBuyPrice-LastBuyPrice*(Stoploss/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close>=LastShortPrice+LastBuyPrice*(Stoploss/100);
BuyTarget=BarsSinceBuy<BarsSinceShort AND Close>=LastBuyPrice+LastBuyPrice*(Target/100);
ShortSL=BarsSinceShort<BarsSinceBuy AND Close<=LastShortPrice-LastBuyPrice*(Target/100);

Sell=Short OR Close<bBottom OR BuySL OR BuyTarget;
Cover=Buy OR Close>bTop OR ShortSL OR BuyTarget;



Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);



ApplyStop(Type=0,Mode=1,Amount=StopLoss);
ApplyStop(Type=1,Mode=1,Amount=Target);

printf("\nBuy : " + Buy );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
printf("\nSell : " + Sell );
printf("\nBuyPrice : " + BuyPrice );
printf("\nShortPrice : " + ShortPrice );
printf("\nLastBuyPrice : "+ LastBuyPrice);
printf("\nLastShortPrice : "+ LastShortPrice);
printf("\nBuyCondition : "+ BuyCondition);
printf("\nShortCondition : "+ ShortCondition);
printf("\nBuySL : "+BuySL); 
printf("\nShortSL : "+ShortSL);
 
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
Plot( bTop, "BBTop" + _PARAM_VALUES(), BBColor , Style ); 
Plot( bBottom, "BBBot" + _PARAM_VALUES(), BBColor , Style ); 


/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

_SECTION_END();