Zone Recovery Bot Hedge SMOD

--If you would like to buy me a cup of coffee or diamond:
--ENS: smokyho.eth

EnableHighSpeedUpdates()
HideTradeAmountSettings()

-- Inputfields
    InputGroupHeader('Bot Settings')
        local startingBalance = Input('Starting Balance '..ProfitLabel(), 0)
        local startingAmount = Input('Starting exposure '..AmountLabel(), 1)
        local amountFactor = Input('Trade amount factor', 2)
        local zoneFactor = Input('Zone factor', 1)
    InputGroupHeader('Backtest Settings')
        local wtfBalRatio = Input('Stop at Bal. Ratio Limit', false, 'Stop backtest when balance ratio limit below reached.')
    InputGroupHeader('Safety Settings')
        local balRatioLimit = Input("Balance Ratio Limit", 0.25, "Closing all positions when working balance (total used margin - total unrealized profit) / bot balance (starting balance + realized profit) > value.")
    InputGroupHeader('Profit Settings')
        local minProfit = Input('Min. Percentage profits', 0.5)
    
    local market = PriceMarket()
    local leverage = GetLeverage()
    local mainInterval = CurrentInterval()
    local cp = CurrentPrice()
    local report = GetTradingReport()
    local tpTrigger = minProfit

    local h, l, c, basePrice, tpTrigger = OptimizedForInterval(0, function()
        local h = HighPrices()
        local l = LowPrices()
        local c = ClosePrices()
        local basePrice = HLCPrices()

        local tr = TRANGE(h, l, c)
        local diff = Max(tr, DEMA(tr, 7), SMA(tr, 7), TRIMA(tr, 7)) / c * 100
        local rsi = RSI(c, 14)
        local skew = Max(Abs(50 - rsi) / 50, DEMA(Abs(50 - rsi) / 50, 20))
        local tpTrigger = Max(minProfit, diff) + skew

        return h, l, c, basePrice, tpTrigger
    end) 
    
---------------------
-- PERSISTENT STORAGE
    if not inited then
        bot = Load('bot', {})
 
        if Count(bot) == 0 then
            -- positions
            bot.longPosId = NewGuid()
            bot.shortPosId = NewGuid()

            -- stats 
            bot.reset  = true 
            bot.basePrice = basePrice 
            bot.targetSide = SignalExitPosition 
            bot.startingAmount = startingAmount
            bot.targetAmount = startingAmount

            bot.highestBalRatio = 0
        end
 
        inited = true
    end

---------------------
-- DATA 
    local pamt_l = GetPositionAmount(bot.longPosId)
    local pamt_s = GetPositionAmount(bot.shortPosId)
    local aep_l = AverageEnterPrice(bot.longPosId)
    local aep_s = AverageEnterPrice(bot.shortPosId)

    local usedLong = aep_l > 0 and UsedMargin(market, aep_l, pamt_l, leverage) or 0
    local usedShort = aep_s > 0 and UsedMargin(market, aep_s, pamt_s, leverage) or 0
    local usedTotal = usedLong + usedShort

    local profitLong = aep_l > 0 and GetPositionProfit(bot.longPosId) or 0
    local profitShort = aep_s > 0 and GetPositionProfit(bot.shortPosId) or 0
    local profitTotal = profitLong + profitShort

    local botProfit = GetBotProfit(market)
    local netBotProfit = GetBotProfit(market, true)
    local unrealizedBotProfit = netBotProfit - botProfit
    
    local botBalance = startingBalance + botProfit 
    local workingBalance = usedTotal - profitTotal
    local balRatio = workingBalance / botBalance

    local highestBal = startingBalance + report.highestPointInProfit 
    local lowestBal = startingBalance + report.lowestPointInProfit

    -- Side Check 
        if bot.targetSide == SignalLong then 
            PlotSignalEnum(-2, SignalLong) 
        elseif bot.targetSide == SignalShort then
            PlotSignalEnum(-2, SignalShort)
        elseif bot.targetSide == SignalExitPosition then 
            PlotSignalEnum(-2, SignalExitPosition)
        end

---------------------
-- CALCULATE ENTRY PRICE
    if IsAnyOrderOpen() == false and bot.targetSide == SignalExitPosition then
        -- We dont have open orders.
        -- Reset base price if we dont have a position and are resetting.
        if pamt_l + pamt_s == 0 and bot.reset then
            zoneTrigger = tpTrigger
            bot.reset = false
            bot.basePrice = basePrice
            bot.longPosId = NewGuid()
            bot.shortPosId = NewGuid()
        end
    end

    local zoneSize = (bot.basePrice / 100) * zoneTrigger / zoneFactor
    local goLongPrice = bot.basePrice + zoneSize
    local goShortPrice = bot.basePrice - zoneSize

---------------------
-- EXECUTION
    if IsAnyOrderOpen() == false then
        if pamt_l > 0 and pamt_s > 0 
            and profitTotal > usedTotal * tpTrigger / 100 then
            --and profitTotal > (usedLong * TakersFee() * 2) + (usedShort * TakersFee() * 2) then
                PlotSignalBar(-2, White)
                PlaceExitShortOrder(cp.bid, pamt_s, {positionId = bot.shortPosId, type = MarketOrderType, note = 'Hedge Exit'})
                PlaceExitLongOrder(cp.ask, pamt_l, {positionId = bot.longPosId, type = MarketOrderType, note = 'Hedge Exit'})
                bot.targetSide = SignalExitPosition
                bot.reset = true

        elseif bot.targetSide == SignalExitPosition and pamt_l + pamt_s == 0 and MinutesTillCandleClose(mainInterval) == 0 then
            -- Do we want to go long?
            if cp.close > goLongPrice then
                bot.targetSide = SignalLong
                bot.targetAmount = bot.startingAmount
                PlaceGoLongOrder(cp.bid, bot.startingAmount, {positionId = bot.longPosId, timeout  = mainInterval * 60, note = "1st Order"})

            -- Or do we want to go short?
            elseif cp.close < goShortPrice then
                bot.targetSide = SignalShort
                bot.targetAmount = bot.startingAmount
                PlaceGoShortOrder(cp.ask, bot.startingAmount, {positionId = bot.shortPosId, timeout  = mainInterval * 60, note = "1st Order"})

            end

        elseif bot.targetSide == SignalLong then 
            -- Are we fully in the long and out the short?
            if pamt_l < bot.targetAmount then
                local theNote = pamt_s == 0 and "1st Side Order" or "Hedge Order"
                PlaceGoLongOrder(cp.bid, bot.targetAmount - pamt_l, {positionId = bot.longPosId, note = theNote})

            -- Go short price reached?
            elseif cp.close < goShortPrice then
                bot.targetSide = SignalExitPosition
                -- Maximum amount check
                amount = pamt_l * amountFactor

                -- Checking working balance
                if balRatio < balRatioLimit then 
                    -- Open short with a higher amount
                    bot.targetSide = SignalShort
                    bot.targetAmount = amount
                    PlaceGoShortOrder(cp.ask, amount, {positionId = bot.shortPosId, note = "Hedge Order"})
                end
            
            --Take profit price reached?
            elseif pamt_s == 0 and cp.close > AddPerc(aep_l, tpTrigger) then
                PlaceExitLongOrder(cp.ask, pamt_l, {type = MarketOrderType, positionId = bot.longPosId, note = 'Long TP'})
                bot.targetSide = SignalExitPosition
                bot.reset = true--]]

            end

        elseif bot.targetSide == SignalShort then
            -- Are we in the short and out the long?
            if pamt_s < bot.targetAmount then--or pamt_l > 0 then
                local theNote = pamt_l == 0 and "1st Side Order" or "Hedge Order"
                PlaceGoShortOrder(cp.ask, bot.targetAmount - pamt_s, {positionId = bot.shortPosId, note = theNote})

            -- Go long price reached?
            elseif cp.close > goLongPrice then
                bot.targetSide = SignalExitPosition
                -- Maximum amount check
                amount = pamt_s * amountFactor

                -- Checking working balance
                if balRatio < balRatioLimit then 
                    -- Open long with a higher amount
                    bot.targetSide = SignalLong
                    bot.targetAmount = amount
                    PlaceGoLongOrder(cp.bid, amount, {positionId = bot.longPosId, note = "Hedge Order"})
                end

            --Take profit price reached?
            elseif pamt_l == 0 and cp.close < SubPerc(aep_s, tpTrigger) then
                PlaceExitShortOrder(cp.bid, pamt_s, {type = MarketOrderType, positionId = bot.shortPosId, note = 'Short TP'})
                bot.targetSide = SignalExitPosition
                bot.reset = true

            end
        end
    end

---------------------
-- BALANCE RATIO CHECKING 
    if balRatio > balRatioLimit then
        LogWarning('Maximum Balance Ratio reached. Closing all position and restarting')
        PlotSignalBar(-2, Orange)
        if wtfBalRatio then 
            DeactivateBot('Maximum Balance Ratio Reached', true)
        end
        PlaceExitShortOrder(cp.bid, pamt_s, {positionId = bot.shortPosId, type = MarketOrderType, note = 'Hedge SL'})
        PlaceExitLongOrder(cp.ask, pamt_l, {positionId = bot.longPosId, type = MarketOrderType, note = 'Hedge SL'})
        bot.reset = true
    end

    if balRatio > bot.highestBalRatio then 
        bot.highestBalRatio = balRatio 
    end

---------------------
-- Lets draw the target prices
    Plot(0, 'Go long', goLongPrice, DarkGreen)
    Plot(0, 'Go Short', goShortPrice, Red)
    Plot(0, "Base", bot.basePrice, DarkGray)

---------------------
-- CHARTS
    ChartSetOptions(2, 'Exposure')
        Plot(2, 'Long', pamt_l, {c=Green, s=Step})
        Plot(2, 'Short', pamt_s, {c=Red, s=Step})
        Plot(2, 'Starting Amount', bot.startingAmount, {c=DarkGray, s=Step})
    
    ChartSetOptions(8, 'Balance Monitor')
        --Plot(8, 'Net Balance', netBalance, {c=Orange, s=Step})
        Plot(8, 'Working Balance', workingBalance, {c=White, s=Step})
        Plot(8, 'Unrealized Bot Profit', unrealizedBotProfit, {c=Red, s=Step})
        Plot(8, 'Realized Bot Profit', botProfit, {c=DarkGreen, s=Step})
        Plot(8, 'Bot Balance', botBalance, {c=Yellow, s=Step})
        Plot(8, 'Highest Balance', highestBal, {c=Green, s=Step})
        Plot(8, 'Lowest Balance', lowestBal, {c=Fuchsia, s=Step})

Save('bot', bot)

---------------------
-- REPORT
Finalize(function() 
    local profitPerc = botProfit / startingBalance * 100
    local runProfitPerc = netBotProfit / startingBalance * 100
    
    CustomReport('Running Profit %', runProfitPerc..' %')
    CustomReport('Realized Profit %', profitPerc..' %')
    CustomReport('Highest Bal Ratio', Round(bot.highestBalRatio, 2))
    
end)