Add Bullmania Money Line Strategy: risk-based position sizing, TSL at Money Line, optional TP and flip exits

Bullmania_Money_Line_Strategy.pine

@@ -0,0 +1,105 @@
+//@version=5
+strategy("Bullmania Money Line Strategy", overlay=true, pyramiding=0,
+     initial_capital=input.float(10000, "Initial Capital"),
+     commission_type=strategy.commission.percent,
+     commission_value=input.float(0.10, "Commission %"),
+     slippage=input.int(0, "Slippage (ticks)"))
+
+// Parameters (match indicator defaults)
+atrPeriod  = input.int(10, "ATR Period", minval=1)
+multiplier = input.float(3.0, "Multiplier", minval=0.1, step=0.1)
+smoothLen  = input.int(0,  "Smoothing EMA Length (0 = off)", minval=0)
+
+// Risk settings
+riskPct         = input.float(1.0, "Risk % per trade", minval=0.1, step=0.1)
+stopBufferTicks = input.int(1, "Stop buffer (ticks)", minval=0)
+takeProfitRR    = input.float(0.0, "Take Profit R multiple (0 = off)", minval=0, step=0.1)
+exitOnFlip      = input.bool(true, "Exit on opposite flip")
+
+// Money Line (same logic as indicator)
+atr = ta.atr(atrPeriod)
+srcBase = (high + low) / 2
+src = smoothLen > 0 ? ta.ema(srcBase, smoothLen) : srcBase
+
+up = src - (multiplier * atr)
+dn = src + (multiplier * atr)
+
+var float up1 = na
+var float dn1 = na
+
+up1 := nz(up1[1], up)
+dn1 := nz(dn1[1], dn)
+
+up1 := close[1] > up1 ? math.max(up, up1) : up
+dn1 := close[1] < dn1 ? math.min(dn, dn1) : dn
+
+var int trend = 1
+var float tsl = na
+
+tsl := nz(tsl[1], up1)
+
+if trend == 1
+    tsl := math.max(up1, tsl)
+    trend := close < tsl ? -1 : 1
+else
+    tsl := math.min(dn1, tsl)
+    trend := close > tsl ? 1 : -1
+
+supertrend = tsl
+
+// Signals
+rawBuy  = trend == 1 and trend[1] == -1
+rawSell = trend == -1 and trend[1] == 1
+
+// Plot for visual check
+upTrend = trend == 1 ? supertrend : na
+downTrend = trend == -1 ? supertrend : na
+plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
+plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
+plotshape(rawBuy,  title="Raw Buy",  location=location.belowbar, color=color.new(color.green, 0), style=shape.circle, size=size.tiny)
+plotshape(rawSell, title="Raw Sell", location=location.abovebar, color=color.new(color.red, 0),   style=shape.circle, size=size.tiny)
+
+// Helper
+mt = syminfo.mintick
+
+// Long entries
+longStop   = supertrend - mt * stopBufferTicks
+longRisk   = strategy.equity * (riskPct / 100.0)
+longRDist  = close - longStop
+longQty    = longRDist > 0 ? (longRisk / longRDist) : 0
+
+if rawBuy and strategy.position_size <= 0 and longQty > 0
+    strategy.entry("Long", strategy.long, qty=longQty)
+
+if strategy.position_size > 0
+    // Update trailing exit on each bar
+    longStop := supertrend - mt * stopBufferTicks
+    tpLong = na
+    if takeProfitRR > 0
+        entry = strategy.position_avg_price
+        sd = entry - longStop
+        tpLong := entry + takeProfitRR * sd
+    strategy.exit("XL", from_entry="Long", stop=longStop, limit=tpLong)
+    if exitOnFlip and rawSell
+        strategy.close("Long")
+
+// Short entries
+shortStop  = supertrend + mt * stopBufferTicks
+shortRisk  = strategy.equity * (riskPct / 100.0)
+shortRDist = shortStop - close
+shortQty   = shortRDist > 0 ? (shortRisk / shortRDist) : 0
+
+if rawSell and strategy.position_size >= 0 and shortQty > 0
+    strategy.entry("Short", strategy.short, qty=shortQty)
+
+if strategy.position_size < 0
+    // Update trailing exit on each bar
+    shortStop := supertrend + mt * stopBufferTicks
+    tpShort = na
+    if takeProfitRR > 0
+        entry = strategy.position_avg_price
+        sd = shortStop - entry
+        tpShort := entry - takeProfitRR * sd
+    strategy.exit("XS", from_entry="Short", stop=shortStop, limit=tpShort)
+    if exitOnFlip and rawBuy
+        strategy.close("Short")