CPR + EMA(20/50/200) Strategy (5m) - NIFTY style

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indicator best suited for nifty for 5 minute time frame.

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//@version=5
strategy("CPR + EMA(20/50/200) Strategy (5m) - NIFTY style", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1)

// === INPUTS
emaFastLen = input.int(20, "EMA Fast (20)", minval=1)
emaSlowLen = input.int(50, "EMA Slow (50)", minval=1)
emaLongLen = input.int(200, "EMA Long (200)", minval=1)

minGapPoints = input.float(2.0, "Min gap (points) for EMA widening", step=0.1)
requireCrossover = input.bool(true, "Require EMA crossover for initial entry")
gapMustBeIncreasing = input.bool(true, "Require gap increasing (momentum)")
usePrevDailyForCPR = input.bool(true, "Use previous daily H/L/C for CPR (recommended)", inline="a")

// Risk/exit inputs
tpRR = input.float(2.0, "Take Profit: Risk:Reward", step=0.1)
useSLAs = input.string("belowEMA20", "Stop loss method", options=["belowEMA20","belowBC","ATR"])
atrLen = input.int(14, "ATR length (if using ATR SL)")
atrMult = input.float(1.5, "ATR multiplier (if using ATR SL)", step=0.1)
qtyContracts = input.int(1, "Contracts / Lots (fixed size)")

// === DAILY CPR (use previous day)
get_daily(x) =>
    request.security(syminfo.tickerid, "D", x)

// get previous day values
dH = get_daily(high[1])
dL = get_daily(low[1])
dC = get_daily(close[1])

pivot = (dH + dL + dC) / 3.0
bc = (dH + dL) / 2.0
tc = 2.0 * pivot - bc

// plot CPR
plot(tc, title="CPR - Top (TC)", color=color.green, linewidth=2)
plot(pivot, title="CPR - Pivot", color=color.gray, linewidth=1)
plot(bc, title="CPR - Bottom (BC)", color=color.red, linewidth=2)

// === EMA calculations
ema20 = ta.ema(close, emaFastLen)
ema50 = ta.ema(close, emaSlowLen)
ema200 = ta.ema(close, emaLongLen)

plot(ema20, color=color.green, linewidth=2, title="EMA 20")
plot(ema50, color=color.red, linewidth=2, title="EMA 50")
plot(ema200, color=color.black, linewidth=2, title="EMA 200")

// === Gap and slope logic
gap = ema20 - ema50
gapPrev = gap[1]
gapIncreasing = gap > gapPrev and gap > minGapPoints
gapDecreasing = gap < gapPrev and gap < -minGapPoints  // for shorts

// crossover / crossunder
fastAboveSlow = ema20 > ema50
fastBelowSlow = ema20 < ema50
crossoverEvent = ta.crossover(ema20, ema50)
crossunderEvent = ta.crossunder(ema20, ema50)

// Price vs CPR and 200ema
priceAboveTC = close > tc
priceBelowBC = close < bc
priceAbove200 = close > ema200
priceBelow200 = close < ema200

// LONG condition
longCond = false
if requireCrossover
    longCond := crossoverEvent and fastAboveSlow and priceAboveTC and priceAbove200 and (not gapMustBeIncreasing or gapIncreasing)
else
    longCond := fastAboveSlow and priceAboveTC and priceAbove200 and (not gapMustBeIncreasing or gapIncreasing)

// SHORT condition
shortCond = false
if requireCrossover
    shortCond := crossunderEvent and fastBelowSlow and priceBelowBC and priceBelow200 and (not gapMustBeIncreasing or gapDecreasing)
else
    shortCond := fastBelowSlow and priceBelowBC and priceBelow200 and (not gapMustBeIncreasing or gapDecreasing)

// === Stop Loss calculation
slBuffer = syminfo.mintick * 1.0
longStop = switch useSLAs
    "belowEMA20" => math.min(ema20, bc) - slBuffer
    "belowBC"     => bc - slBuffer
    "ATR"         => close - ta.atr(atrLen) * atrMult

shortStop = switch useSLAs
    "belowEMA20" => math.max(ema20, bc) + slBuffer
    "belowBC"     => bc + slBuffer
    "ATR"         => close + ta.atr(atrLen) * atrMult

// Ensure stop is sensible relative to entry (only used after entry is placed)
calcLongTarget(stop) =>
    risk = math.abs(close - stop)
    target = close + risk * tpRR
    target

calcShortTarget(stop) =>
    risk = math.abs(close - stop)
    target = close - risk * tpRR
    target

// === Entries and Exits
if (longCond)
    entryPrice = close
    stopPrice = longStop
    // ensure stop < entry
    if stopPrice < entryPrice
        tpPrice = calcLongTarget(stopPrice)
        strategy.entry("Long", strategy.long, qtyContracts)
        strategy.exit("Long TP/SL", from_entry="Long", limit=tpPrice, stop=stopPrice)

if (shortCond)
    entryPrice = close
    stopPrice = shortStop
    if stopPrice > entryPrice
        tpPrice = calcShortTarget(stopPrice)
        strategy.entry("Short", strategy.short, qtyContracts)
        strategy.exit("Short TP/SL", from_entry="Short", limit=tpPrice, stop=stopPrice)

// === Plot signals on chart
plotshape(longCond, title="LongSignal", style=shape.triangleup, location=location.belowbar, color=color.lime, size=size.small, text="BUY")
plotshape(shortCond, title="ShortSignal", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, text="SELL")

// Alerts
alertcondition(longCond, title="Long Signal", message="CPR+EMA Long Signal on {{ticker}}")
alertcondition(shortCond, title="Short Signal", message="CPR+EMA Short Signal on {{ticker}}")

// Debug prints (optional)
var table dbg = table.new(position.top_right, 1, 4)
if barstate.islast
    table.cell(dbg, 0, 0, "EMA20-EMA50 gap: " + str.tostring(gap, format.mintick))
    table.cell(dbg, 0, 1, "GapIncreasing: " + str.tostring(gapIncreasing))
    table.cell(dbg, 0, 2, "Price>TC: " + str.tostring(priceAboveTC))
    table.cell(dbg, 0, 3, "Price>200: " + str.tostring(priceAbove200))