QQE MOD SSL Hybrid Waddah Attar Explosion

/*backtest
start: 2022-01-01 00:00:00
end: 2022-01-31 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// Strategy based on the 3 indicators:
//  - QQE MOD
//  - SSL Hybrid
//  - Waddah Attar Explosion
//
// Strategy was designed for the purpose of back testing. 
// See strategy documentation for info on trade entry logic.
// 
// Credits:
//  - QQE MOD: Mihkel00 (https://www.tradingview.com/u/Mihkel00/)
//  - SSL Hybrid: Mihkel00 (https://www.tradingview.com/u/Mihkel00/)
//  - Waddah Attar Explosion: shayankm (https://www.tradingview.com/u/shayankm/)

//@version=5
//strategy("QQE MOD + SSL Hybrid + Waddah Attar Explosion", overlay=false, initial_capital=1000, currency=currency.NONE, max_labels_count=500, default_qty_type=strategy.cash, commission_type=strategy.commission.percent, commission_value=0.01)

// =============================================================================
// STRATEGY INPUT SETTINGS
// =============================================================================

// ---------------
// Risk Management
// ---------------
swingLength = input.int(10, "Swing High/Low Lookback Length", group='Strategy: Risk Management', tooltip='Stop Loss is calculated by the swing high or low over the previous X candles')
accountRiskPercent = input.float(2, "Account percent loss per trade", step=0.1, group='Strategy: Risk Management', tooltip='Each trade will risk X% of the account balance')

// ----------
// Date Range
// ----------
start_year = input.int(title='Start Date', defval=2022, minval=2010, maxval=3000, group='Strategy: Date Range', inline='1')
start_month = input.int(title='', defval=1, group='Strategy: Date Range', inline='1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
start_date = input.int(title='', defval=1, group='Strategy: Date Range', inline='1', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
end_year = input.int(title='End Date', defval=2023, minval=1800, maxval=3000, group='Strategy: Date Range', inline='2')
end_month = input.int(title='', defval=1, group='Strategy: Date Range', inline='2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
end_date = input.int(title='', defval=1, group='Strategy: Date Range', inline='2', options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
//in_date_range = time >= timestamp(syminfo.timezone, start_year, start_month, start_date, 0, 0) and time < timestamp(syminfo.timezone, end_year, end_month, end_date, 0, 0)

// =============================================================================
// INDICATORS
// =============================================================================

// -------
// QQE MOD
// -------
RSI_Period = input.int(6, title='RSI Length', group='Indicators: QQE Mod Settings')
SF = input.int(6, title='RSI Smoothing', group='Indicators: QQE Mod Settings')
QQE = input.int(3, title='Fast QQE Factor', group='Indicators: QQE Mod Settings')
ThreshHold = input.int(3, title='Thresh-hold', group='Indicators: QQE Mod Settings')
qqeSrc = input(close, title='RSI Source', group='Indicators: QQE Mod Settings')
Wilders_Period = RSI_Period * 2 - 1

Rsi = ta.rsi(qqeSrc, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE

longband = 0.0
shortband = 0.0
trend = 0

DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband

length = input.int(50, minval=1, title='Bollinger Length', group='Indicators: QQE Mod Settings')
qqeMult = input.float(0.35, minval=0.001, maxval=5, step=0.1, title='BB Multiplier', group='Indicators: QQE Mod Settings')
basis = ta.sma(FastAtrRsiTL - 50, length)
dev = qqeMult * ta.stdev(FastAtrRsiTL - 50, length)
upper = basis + dev
lower = basis - dev
//qqe_color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray

// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0

//Zero = hline(0, color=color.white, linestyle=hline.style_dotted, linewidth=1, display=display.none)

RSI_Period2 = input.int(6, title='RSI Length', group='Indicators: QQE Mod Settings')
SF2 = input.int(5, title='RSI Smoothing', group='Indicators: QQE Mod Settings')
QQE2 = input.float(1.61, title='Fast QQE2 Factor', group='Indicators: QQE Mod Settings')
ThreshHold2 = input.int(3, title='Thresh-hold', group='Indicators: QQE Mod Settings')
src2 = input(close, title='RSI Source', group='Indicators: QQE Mod Settings')
Wilders_Period2 = RSI_Period2 * 2 - 1

Rsi2 = ta.rsi(src2, RSI_Period2)
RsiMa2 = ta.ema(Rsi2, SF2)
AtrRsi2 = math.abs(RsiMa2[1] - RsiMa2)
MaAtrRsi2 = ta.ema(AtrRsi2, Wilders_Period2)
dar2 = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2
longband2 = 0.0
shortband2 = 0.0
trend2 = 0

DeltaFastAtrRsi2 = dar2
RSIndex2 = RsiMa2
newshortband2 = RSIndex2 + DeltaFastAtrRsi2
newlongband2 = RSIndex2 - DeltaFastAtrRsi2
longband2 := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2
shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2
cross_2 = ta.cross(longband2[1], RSIndex2)
trend2 := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1)
FastAtrRsi2TL = trend2 == 1 ? longband2 : shortband2

// Zero cross
QQE2zlong = 0
QQE2zlong := nz(QQE2zlong[1])
QQE2zshort = 0
QQE2zshort := nz(QQE2zshort[1])
QQE2zlong := RSIndex2 >= 50 ? QQE2zlong + 1 : 0
QQE2zshort := RSIndex2 < 50 ? QQE2zshort + 1 : 0

hcolor2 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na
plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50)

Greenbar1 = RsiMa2 - 50 > ThreshHold2
Greenbar2 = RsiMa - 50 > upper
Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2
Redbar2 = RsiMa - 50 < lower

plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0))
plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0))

// ----------
// SSL HYBRID
// ----------
show_Baseline = input(title='Show Baseline', defval=true)
show_SSL1 = input(title='Show SSL1', defval=false)
show_atr = input(title='Show ATR bands', defval=true)
//ATR
atrlen = input(14, 'ATR Period')
mult = input.float(1, 'ATR Multi', step=0.1)
smoothing = input.string(title='ATR Smoothing', defval='WMA', options=['RMA', 'SMA', 'EMA', 'WMA'])

ma_function(source, atrlen) =>
    if smoothing == 'RMA'
        ta.rma(source, atrlen)
    else
        if smoothing == 'SMA'
            ta.sma(source, atrlen)
        else
            if smoothing == 'EMA'
                ta.ema(source, atrlen)
            else
                ta.wma(source, atrlen)
atr_slen = ma_function(ta.tr(true), atrlen)
////ATR Up/Low Bands
upper_band = atr_slen * mult + close
lower_band = close - atr_slen * mult

////BASELINE / SSL1 / SSL2 / EXIT MOVING AVERAGE VALUES
maType = input.string(title='SSL1 / Baseline Type', defval='HMA', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'EDSMA', 'McGinley'])
len = input(title='SSL1 / Baseline Length', defval=60)

SSL2Type = input.string(title='SSL2 / Continuation Type', defval='JMA', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'McGinley'])
len2 = input(title='SSL 2 Length', defval=5)
SSL3Type = input.string(title='EXIT Type', defval='HMA', options=['DEMA', 'TEMA', 'LSMA', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'McGinley', 'MF'])
len3 = input(title='EXIT Length', defval=15)
src = input(title='Source', defval=close)

tema(src, len) =>
    ema1 = ta.ema(src, len)
    ema2 = ta.ema(ema1, len)
    ema3 = ta.ema(ema2, len)
    3 * ema1 - 3 * ema2 + ema3
kidiv = input.int(defval=1, maxval=4, title='Kijun MOD Divider')

jurik_phase = input(title='* Jurik (JMA) Only - Phase', defval=3)
jurik_power = input(title='* Jurik (JMA) Only - Power', defval=1)
volatility_lookback = input(10, title='* Volatility Adjusted (VAMA) Only - Volatility lookback length')
//MF
beta = input.float(0.8, minval=0, maxval=1, step=0.1, title='Modular Filter, General Filter Only - Beta')
feedback = input(false, title='Modular Filter Only - Feedback')
z = input.float(0.5, title='Modular Filter Only - Feedback Weighting', step=0.1, minval=0, maxval=1)
//EDSMA
ssfLength = input.int(title='EDSMA - Super Smoother Filter Length', minval=1, defval=20)
ssfPoles = input.int(title='EDSMA - Super Smoother Filter Poles', defval=2, options=[2, 3])

//EDSMA
get2PoleSSF(src, length) =>
    PI = 2 * math.asin(1)
    arg = math.sqrt(2) * PI / length
    a1 = math.exp(-arg)
    b1 = 2 * a1 * math.cos(arg)
    c2 = b1
    c3 = -math.pow(a1, 2)
    c1 = 1 - c2 - c3

    ssf = 0.0
    ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
    ssf

get3PoleSSF(src, length) =>
    PI = 2 * math.asin(1)

    arg = PI / length
    a1 = math.exp(-arg)
    b1 = 2 * a1 * math.cos(1.738 * arg)
    c1 = math.pow(a1, 2)

    coef2 = b1 + c1
    coef3 = -(c1 + b1 * c1)
    coef4 = math.pow(c1, 2)
    coef1 = 1 - coef2 - coef3 - coef4

    ssf = 0.0
    ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3])
    ssf

ma(type, src, len) =>
    float result = 0
    if type == 'TMA'
        result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
        result
    if type == 'MF'
        ts = 0.
        b = 0.
        c = 0.
        os = 0.
        //----
        alpha = 2 / (len + 1)
        a = feedback ? z * src + (1 - z) * nz(ts[1], src) : src
        //----
        b := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 - alpha) * nz(b[1], a)
        c := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 - alpha) * nz(c[1], a)
        os := a == b ? 1 : a == c ? 0 : os[1]
        //----
        upper = beta * b + (1 - beta) * c
        lower = beta * c + (1 - beta) * b
        ts := os * upper + (1 - os) * lower
        result := ts
        result
    if type == 'LSMA'
        result := ta.linreg(src, len, 0)
        result
    if type == 'SMA'  // Simple
        result := ta.sma(src, len)
        result
    if type == 'EMA'  // Exponential
        result := ta.ema(src, len)
        result
    if type == 'DEMA'  // Double Exponential
        e = ta.ema(src, len)
        result := 2 * e - ta.ema(e, len)
        result
    if type == 'TEMA'  // Triple Exponential
        e = ta.ema(src, len)
        result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
        result
    if type == 'WMA'  // Weighted
        result := ta.wma(src, len)
        result
    if type == 'VAMA'  // Volatility Adjusted
        /// Copyright © 2019 to present, Joris Duyck (JD)
        mid = ta.ema(src, len)
        dev = src - mid
        vol_up = ta.highest(dev, volatility_lookback)
        vol_down = ta.lowest(dev, volatility_lookback)
        result := mid + math.avg(vol_up, vol_down)
        result
    if type == 'HMA'  // Hull
        result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
        result
    if type == 'JMA'  // Jurik
        /// Copyright © 2018 Alex Orekhov (everget)
        /// Copyright © 2017 Jurik Research and Consulting.
        phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5
        beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
        alpha = math.pow(beta, jurik_power)
        jma = 0.0
        e0 = 0.0
        e0 := (1 - alpha) * src + alpha * nz(e0[1])
        e1 = 0.0
        e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
        e2 = 0.0
        e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) + math.pow(alpha, 2) * nz(e2[1])
        jma := e2 + nz(jma[1])
        result := jma
        result
    if type == 'Kijun v2'
        kijun = math.avg(ta.lowest(len), ta.highest(len))  //, (open + close)/2)
        conversionLine = math.avg(ta.lowest(len / kidiv), ta.highest(len / kidiv))
        delta = (kijun + conversionLine) / 2
        result := delta
        result
    if type == 'McGinley'
        mg = 0.0
        mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
        result := mg
        result
    if type == 'EDSMA'

        zeros = src - nz(src[2])
        avgZeros = (zeros + zeros[1]) / 2

        // Ehlers Super Smoother Filter 
        ssf = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) : get3PoleSSF(avgZeros, ssfLength)

        // Rescale filter in terms of Standard Deviations
        stdev = ta.stdev(ssf, len)
        scaledFilter = stdev != 0 ? ssf / stdev : 0

        alpha = 5 * math.abs(scaledFilter) / len

        edsma = 0.0
        edsma := alpha * src + (1 - alpha) * nz(edsma[1])
        result := edsma
        result
    result

///SSL 1 and SSL2
emaHigh = ma(maType, high, len)
emaLow = ma(maType, low, len)

maHigh = ma(SSL2Type, high, len2)
maLow = ma(SSL2Type, low, len2)

///EXIT
ExitHigh = ma(SSL3Type, high, len3)
ExitLow = ma(SSL3Type, low, len3)

///Keltner Baseline Channel
BBMC = ma(maType, close, len)
useTrueRange = input(true)
multy = input.float(0.2, step=0.05, title='Base Channel Multiplier')
Keltma = ma(maType, src, len)
range_1 = useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, len)
upperk = Keltma + rangema * multy
lowerk = Keltma - rangema * multy

//Baseline Violation Candle
open_pos = open * 1
close_pos = close * 1
difference = math.abs(close_pos - open_pos)
atr_violation = difference > atr_slen
InRange = upper_band > BBMC and lower_band < BBMC

//SSL1 VALUES
Hlv = int(na)
Hlv := close > emaHigh ? 1 : close < emaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? emaHigh : emaLow

//EXIT VALUES
Hlv3 = int(na)
Hlv3 := close > ExitHigh ? 1 : close < ExitLow ? -1 : Hlv3[1]
sslExit = Hlv3 < 0 ? ExitHigh : ExitLow
base_cross_Long = ta.crossover(close, sslExit)
base_cross_Short = ta.crossover(sslExit, close)
codiff = base_cross_Long ? 1 : base_cross_Short ? -1 : na

//COLORS
show_color_bar = input(title='Color Bars', defval=true)
color_bar = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray
color_ssl1 = close > sslDown ? #00c3ff : close < sslDown ? #ff0062 : na

//PLOTS
//plotarrow(codiff, colorup=color.new(#00c3ff, 20), colordown=color.new(#ff0062, 20), title='Exit Arrows', maxheight=20, offset=0, display=display.none)
p1 = plot(0, color=color_bar, linewidth=3, title='MA Baseline', transp=0)
//barcolor(show_color_bar ? color_bar : na)

// ---------------------
// WADDAH ATTAR EXPLOSION
// ---------------------
sensitivity = input.int(180, title="Sensitivity", group='Indicators: Waddah Attar Explosion')
fastLength=input.int(20, title="FastEMA Length", group='Indicators: Waddah Attar Explosion')
slowLength=input.int(40, title="SlowEMA Length", group='Indicators: Waddah Attar Explosion')
channelLength=input.int(20, title="BB Channel Length", group='Indicators: Waddah Attar Explosion')
waeMult=input.float(2.0, title="BB Stdev Multiplier", group='Indicators: Waddah Attar Explosion')

calc_macd(source, fastLength, slowLength) =>
	fastMA = ta.ema(source, fastLength)
	slowMA = ta.ema(source, slowLength)
	fastMA - slowMA

calc_BBUpper(source, length, mult) => 
	basis = ta.sma(source, length)
	dev = mult * ta.stdev(source, length)
	basis + dev

calc_BBLower(source, length, mult) => 
	basis = ta.sma(source, length)
	dev = mult * ta.stdev(source, length)
	basis - dev

t1 = (calc_macd(close, fastLength, slowLength) - calc_macd(close[1], fastLength, slowLength))*sensitivity

e1 = (calc_BBUpper(close, channelLength, waeMult) - calc_BBLower(close, channelLength, waeMult))

trendUp = (t1 >= 0) ? t1 : 0
trendDown = (t1 < 0) ? (-1*t1) : 0

plot(trendUp, style=plot.style_columns, linewidth=1, color=(trendUp<trendUp[1]) ? color.lime : color.green, transp=45, title="UpTrend", display=display.none)
plot(trendDown, style=plot.style_columns, linewidth=1, color=(trendDown<trendDown[1]) ? color.orange : color.red, transp=45, title="DownTrend", display=display.none)
plot(e1, style=plot.style_line, linewidth=2, color=color.yellow, title="ExplosionLine", display=display.none)

// =============================================================================
// STRATEGY LOGIC
// =============================================================================

// QQE Mod
qqeGreenBar = Greenbar1 and Greenbar2
qqeRedBar = Redbar1 and Redbar2
qqeBuy = qqeGreenBar and not qqeGreenBar[1]
qqeSell = qqeRedBar and not qqeRedBar[1]

// SSL Hybrid
sslBuy = close > upperk and close > BBMC
sslSell = close < lowerk and close < BBMC

// Waddah Attar Explosion
waeBuy = trendUp > 0 and trendUp > e1
waeSell = trendDown > 0 and trendDown > e1

inLong = strategy.position_size > 0
inShort = strategy.position_size < 0

//longCondition = qqeBuy and sslBuy and waeBuy and in_date_range
//shortCondition = qqeSell and sslSell and waeSell and in_date_range

longCondition = qqeBuy and sslBuy and waeBuy
shortCondition = qqeSell and sslSell and waeSell

swingLow = ta.lowest(source=low, length=swingLength)
swingHigh = ta.highest(source=high, length=swingLength)

longStopPercent = math.abs((1 - (swingLow / close)) * 100)
shortStopPercent = math.abs((1 - (swingHigh / close)) * 100)

// Position sizing (default risk 2% per trade)
riskAmt = strategy.equity * accountRiskPercent / 100
longQty = math.abs(riskAmt / longStopPercent * 100) / close
shortQty = math.abs(riskAmt / shortStopPercent * 100) / close

if (longCondition and not inShort and not inLong)
    strategy.entry("Long", strategy.long, qty=longQty)
    strategy.exit("Long  SL/TP", from_entry="Long", stop=swingLow, alert_message='Long SL Hit')
    //buyLabel = label.new(x=bar_index, y=high[1], color=color.green, style=label.style_label_up)
    //label.set_y(id=buyLabel, y=0)
    //label.set_tooltip(id=buyLabel, tooltip="Risk Amt: " + str.tostring(riskAmt) + " Qty: " + str.tostring(longQty) + " Swing low: " + str.tostring(swingLow) + " Stop Percent: " + str.tostring(longStopPercent))

if (shortCondition and not inLong and not inShort)
    strategy.entry("Short", strategy.short, qty=shortQty)
    strategy.exit("Short  SL/TP", from_entry="Short", stop=swingHigh, alert_message='Short SL Hit')
    //sellLabel = label.new(x=bar_index, y=high[1], color=color.red, style=label.style_label_up)
    //label.set_y(id=sellLabel, y=0)
    //label.set_tooltip(id=sellLabel, tooltip="Risk Amt: " + str.tostring(riskAmt) + " Qty: " + str.tostring(shortQty) + " Swing high: " + str.tostring(swingHigh) + " Stop Percent: " + str.tostring(shortStopPercent))

openTradesInProfit() =>
    result = 0.
    for i = 0 to strategy.opentrades-1
        result += strategy.opentrades.profit(i)
    result > 0

exitLong = inLong and base_cross_Short and openTradesInProfit()
strategy.close(id = "Long", when = exitLong, comment = "Closing Long", alert_message="Long TP Hit")

exitShort = inShort and base_cross_Long and openTradesInProfit()
strategy.close(id = "Short", when = exitShort, comment = "Closing Short", alert_message="Short TP Hit")

// // =============================================================================
// // DATA WINDOW PLOTTING
// // =============================================================================

// plotchar(0, "===========", "", location = location.top, color=#141823)
// plotchar(0, "BUY SIGNALS:", "", location = location.top, color=#141823)
// plotchar(0, "===========", "", location = location.top, color=#141823)

// plotchar(qqeBuy, "QQE Mod: Buy Signal", "", location = location.top, color=qqeBuy ? color.green : color.orange)
// plotchar(sslBuy, "SSL Hybrid: Buy Signal", "", location = location.top, color=sslBuy ? color.green : color.orange)
// plotchar(waeBuy, "Waddah Attar Explosion: Buy Signal", "", location = location.top, color=waeBuy ? color.green : color.orange)
// plotchar(inLong, "inLong", "", location = location.top, color=inLong ? color.green : color.orange)
// plotchar(exitLong, "Exit Long", "", location = location.top, color=exitLong ? color.green : color.orange)

// plotchar(0, "============", "", location = location.top, color=#141823)
// plotchar(0, "SELL SIGNALS:", "", location = location.top, color=#141823)
// plotchar(0, "============", "", location = location.top, color=#141823)

// plotchar(qqeSell, "QQE Mod: Sell Signal", "", location = location.top, color=qqeSell ? color.red : color.orange)
// plotchar(sslSell, "SSL Hybrid: Sell Signal", "", location = location.top, color=sslSell ? color.red : color.orange)
// plotchar(waeSell, "Waddah Attar Explosion: Sell Signal", "", location = location.top, color=waeSell ? color.red : color.orange)
// plotchar(inShort, "inShort", "", location = location.top, color=inShort ? color.red : color.orange)
// plotchar(exitShort, "Exit Short", "", location = location.top, color=exitShort ? color.red : color.orange)