Looking for an Expert to convert TTS EMA STC strategy to MT5

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © Hiubris_Indicators

//@version=5

strategy(title = "TTS EMA STC Strategy", overlay = true, default_qty_value = 100, initial_capital=100000,default_qty_type=strategy.percent_of_equity, pyramiding=0, process_orders_on_close=true)

// TTS

Length     = input.int(21, minval=1, group=' Trend Trader')

Multiplier = input.float(3, minval=0.000001, group=' Trend Trader')

tts(Length, Multiplier) =>

    avgTR = ta.wma(ta.atr(1), Length)

    highestC = ta.highest(Length)

    lowestC = ta.lowest(Length)

    hiLimit = highestC[1] - avgTR[1] * Multiplier

    loLimit = lowestC[1] + avgTR[1] * Multiplier

    ret = 0.0

    poz = 0.0

    iff_1 = close < loLimit and close < hiLimit ? loLimit : nz(ret[1], close)

    ret := close > hiLimit and close > loLimit ? hiLimit : iff_1

    iff_2 = close < ret ? -1 : nz(poz[1], 0)

    poz := close > ret ? 1 : iff_2

    ret

    

TTS = tts(Length, Multiplier)

//barcolor(poz == -1 ? color.red : poz == 1 ? color.green : color.blue)

plot(TTS, color=color.new(color.blue, 0), title='Trend Trader Line')

// MA

ribbon_grp = "MA"

ma(source, length, type) =>

    type == "SMA" ? ta.sma(source, length) : 

     type == "EMA" ? ta.ema(source, length) :

     type == "SMMA (RMA)" ? ta.rma(source, length) : 

     type == "WMA" ? ta.wma(source, length) :

     type == "VWMA" ? ta.vwma(source, length) :

     na

    

ma1_type   = input.string("EMA"  , "MA"     , inline="MA #1", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group=ribbon_grp)

ma1_source = input.source(close  , ""     , inline="MA #1", group=ribbon_grp)

ma1_length = input.int   (200    , ""     , inline="MA #1", minval=1, group=ribbon_grp)

ma1 = ma(ma1_source, ma1_length, ma1_type)

plot(ma1, color = color.white, title="MA")

// STC

EEEEEE  = input(12, 'Length', group='STC')

BBBB    = input(26, 'FastLength', group='STC')

BBBBB   = input(50, 'SlowLength', group='STC')

max_stc_change = input(7, title="Max STC Slope Change")

min_stc_bars = input(2, title='Min STC Squeeze')

AAAA(BBB, BBBB, BBBBB) =>

    fastMA = ta.ema(BBB, BBBB)

    slowMA = ta.ema(BBB, BBBBB)

    AAAA = fastMA - slowMA

    AAAA

AAAAA(EEEEEE, BBBB, BBBBB) =>

    AAA = input(0.5)

    var CCCCC = 0.0

    var DDD = 0.0

    var DDDDDD = 0.0

    var EEEEE = 0.0

    BBBBBB = AAAA(close, BBBB, BBBBB)

    CCC = ta.lowest(BBBBBB, EEEEEE)

    CCCC = ta.highest(BBBBBB, EEEEEE) - CCC

    CCCCC := CCCC > 0 ? (BBBBBB - CCC) / CCCC * 100 : nz(CCCCC[1])

    DDD := na(DDD[1]) ? CCCCC : DDD[1] + AAA * (CCCCC - DDD[1])

    DDDD = ta.lowest(DDD, EEEEEE)

    DDDDD = ta.highest(DDD, EEEEEE) - DDDD

    DDDDDD := DDDDD > 0 ? (DDD - DDDD) / DDDDD * 100 : nz(DDDDDD[1])

    EEEEE := na(EEEEE[1]) ? DDDDDD : EEEEE[1] + AAA * (DDDDDD - EEEEE[1])

    EEEEE

stc = AAAAA(EEEEEE, BBBB, BBBBB)

mColor = stc > stc[1] ? color.new(color.green, 20) : color.new(color.red, 20)

//plot(stc, color=mColor, title='STC', linewidth=2)

check_all_prev(formula, length) =>

    check = false

    for i=0 to length-1

        check := check or formula[i]

    check

stc_change = math.abs(stc-stc[1])

// Trading Session

session = input.session("0000-0000", title="Trading Session (Exchange Timezone)")+":1234567"

t = time(timeframe.period, session)

trading_session_filter = na(t) ? 0 : 1

long  = close>TTS and TTS>ma1 and stc>stc[1] and stc[1]<stc[2] and stc[1]<1  and stc_change<=max_stc_change and check_all_prev(stc[1]<1 , min_stc_bars)[1] and trading_session_filter

short = close<TTS and TTS<ma1 and stc<stc[1] and stc[1]>stc[2] and stc[1]>99 and stc_change<=max_stc_change and check_all_prev(stc[1]>99, min_stc_bars)[1] and trading_session_filter

// Position Management Tools

pos = 0.0

pos:= long? 1 : short? -1 : pos[1]

longCond  = long  and (pos[1]!= 1 or na(pos[1]))

shortCond = short and (pos[1]!=-1 or na(pos[1]))

// EXIT FUNCTIONS //

i_sl    = input.float(80.0, title="Stop Loss (Ticks)", minval=0)

i_tp    = input.float(80.0, title="Take Profit (Ticks)", minval=0)

i_tsl   = input.float(40.0, title="Trailing Stop Loss (Ticks)", minval=0)

i_tsltp = input.float(40.0, title="Trailing SL Trigger"   , minval=0, step=0.1)

sl  = i_sl >0? i_sl *syminfo.mintick : 99999

tp  = i_tp >0? i_tp *syminfo.mintick : 99999

tsl = i_tsl>0? i_tsl*syminfo.mintick : 99999

long_entry  = ta.valuewhen(longCond , close, 0)

short_entry = ta.valuewhen(shortCond, close, 0)

// Inprofit

be_long  = ta.valuewhen(longCond , close + i_tsltp*syminfo.mintick, 0)

be_short = ta.valuewhen(shortCond, close - i_tsltp*syminfo.mintick, 0)

inprofit_long  = 0

inprofit_short = 0

inprofit_long  := pos==0 or longCond ? 0 : high>be_long [1]? 1 : inprofit_long[1]

inprofit_short := pos==0 or shortCond? 0 : low <be_short[1]? 1 : inprofit_short[1]

// Trailing Stop Loss

trail_long = 0.0, trail_short = 0.0

trail_long  := longCond? high : high>trail_long[1]? high : pos<1 ? 0  : trail_long[1]

trail_short := shortCond? low : low<trail_short[1]? low : pos>-1 ? 99999  : trail_short[1]

trail_long_final   = inprofit_long  ? trail_long  -tsl : 0

trail_short_final  = inprofit_short ? trail_short +tsl : 99999

// Simple Stop Loss + 2 Take Profits

sl_long0   = long_entry  - sl

sl_short0  = short_entry + sl

tp_long  = long_entry   + tp

tp_short = short_entry  - tp

sl_long  = math.max(sl_long0, trail_long_final)

sl_short = math.min(sl_short0, trail_short_final)

sl_long_entry  = ta.valuewhen(longCond , sl_long , 0)

sl_short_entry = ta.valuewhen(shortCond, sl_short, 0)

// Position Adjustment

long_sl  = low <sl_long[1]  and pos[1]==1

short_sl = high>sl_short[1] and pos[1]==-1

final_long_tp  = high>tp_long[1]  and pos[1]==1

final_short_tp = low <tp_short[1] and pos[1]==-1

if ((long_sl or final_long_tp) and not shortCond) or ((short_sl or final_short_tp) and not longCond)

    pos:=0

    

//  Strategy Backtest Limiting Algorithm

i_startTime = input.time(defval = timestamp("01 Sep 2002 13:30 +0000"), title = "Backtesting Start Time")

i_endTime   = input.time(defval = timestamp("30 Sep 2099 19:30 +0000"), title = "Backtesting End Time"  )

timeCond   = (time > i_startTime) and (time < i_endTime)

// RISK

risk_perc = input(1.0, title="Risk Percentage")/100

SL_valueL = ta.valuewhen(longCond , math.abs(close-sl_long ), 0)

SL_valueS = ta.valuewhen(shortCond, math.abs(close-sl_short), 0)

dollar_risk = (strategy.initial_capital + strategy.netprofit) * risk_perc

QTY_L = dollar_risk / SL_valueL 

QTY_S = dollar_risk / SL_valueS

equity = strategy.initial_capital + strategy.netprofit

if equity>0 and timeCond

    if longCond

        strategy.entry("long" , strategy.long , qty=QTY_L)

    if shortCond

        strategy.entry("short", strategy.short, qty=QTY_S)

    

    strategy.exit("SL/TP", from_entry = "long" , stop=sl_long , limit=tp_long )

    strategy.exit("SL/TP", from_entry = "short", stop=sl_short, limit=tp_short)

show_sltp = input(true, title="Show SL/TP Lines on Chart")

xtl=plot(show_sltp and pos== 1? tp_long  : na, color=color.green, style=plot.style_linebr, title="TP Long ")

xts=plot(show_sltp and pos==-1? tp_short : na, color=color.green, style=plot.style_linebr, title="TP Short")

xsl=plot(show_sltp and pos== 1? sl_long_entry  : na, color=color.red  , style=plot.style_linebr, title="SL Long ")

xss=plot(show_sltp and pos==-1? sl_short_entry : na, color=color.red  , style=plot.style_linebr, title="SL Short")

xel=plot(show_sltp and pos== 1?long_entry : na, color=color.blue , style=plot.style_linebr, title="E Long ")

xes=plot(show_sltp and pos==-1?short_entry: na, color=color.blue , style=plot.style_linebr, title="E Short")

fill(xel, xtl, color=color.new(color.green, 80))

fill(xel, xsl, color=color.new(color.red  , 80))

fill(xes, xts, color=color.new(color.green, 80))

fill(xes, xss, color=color.new(color.red  , 80))

plot(show_sltp and pos== 1 and i_tsl>0? sl_long  : na, color=color.red  , style=plot.style_linebr, title="Trailing SL Long ")

plot(show_sltp and pos==-1 and i_tsl>0? sl_short : na, color=color.red  , style=plot.style_linebr, title="Trailing SL Short")

alerts = input.string("PineConnector", title="Alerts Messages:", options=['PineConnector', 'Custom'], group='ALERT SELECTOR')

pc_id      = input.string(title="License ID",              defval="1236518421235", group='PineConnector Settings', tooltip="This is your PineConnector license ID")

pc_prefix  = input.string(title="MetaTrader Prefix",       defval="",              group='PineConnector Settings', tooltip="This is your broker's MetaTrader symbol prefix")

pc_suffix  = input.string(title="MetaTrader Suffix",       defval="",              group='PineConnector Settings', tooltip="This is your broker's MetaTrader symbol suffix")

pc_risk    = input.float(minval=0, maxval=100,  step=1, defval=1,                 group='PineConnector Settings', title="Risk %", tooltip="This is how much to risk per trade in Meta Trader")

var symbol = pc_prefix + syminfo.ticker + pc_suffix

pc_entry_alert(direction) =>

    pc_id + "," + direction + "," + symbol + "," + "sl=" + str.tostring(i_sl/10, '#') + ",tp=" + str.tostring(i_tp/10, '#') + ',trailtrig=' + str.tostring(i_tsltp/10, '#') +  ',traildist=' + str.tostring(i_tsl/10, '#') + ',trailstep=' + str.tostring(1) + ",risk=" + str.tostring(pc_risk) 

if alerts=='PineConnector'

    if longCond

        alert(pc_entry_alert('buy'), alert.freq_once_per_bar_close)

    if shortCond

        alert(pc_entry_alert('sell'), alert.freq_once_per_bar_close)

longCond_txt         = input("", title='Custom Alert Msg: LONG Entry' , group='Custom Alert Messages', inline='longCond_txt      ')

shortCond_txt        = input("", title='Custom Alert Msg: SHORT Entry', group='Custom Alert Messages', inline='shortCond_txt     ')

if alerts=='Custom'

    if longCond

        alert(longCond_txt, alert.freq_once_per_bar_close)

    if shortCond

        alert(shortCond_txt, alert.freq_once_per_bar_close)