Supertrend 3H Strategy Vinay

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Supertrend 3H Strategy Vinay-
Buy or sell using Supertrend, 200 points SL and 400 points target

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Pine Script Source

//@version=5
strategy("Supertrend 3H Strategy", overlay=true, margin_long=100, margin_short=100, process_orders_on_close=true)

//---------------------------
// Supertrend Inputs
//---------------------------
Periods     = input.int(10, title="ATR Period")
Multiplier  = input.float(3.0, title="ATR Multiplier", step=0.1)

//---------------------------
// Request 3H Data
//---------------------------
src    = request.security(syminfo.tickerid, "180", hl2)
close3 = request.security(syminfo.tickerid, "180", close)
atr3   = request.security(syminfo.tickerid, "180", ta.atr(Periods))

//---------------------------
// Supertrend Calculation (3H)
//---------------------------
up  = src - Multiplier * atr3
dn  = src + Multiplier * atr3

var float upTrend   = na
var float downTrend = na
var int trend       = na

up1 = nz(upTrend[1], up)
dn1 = nz(downTrend[1], dn)

upTrend   := close3[1] > up1 ? math.max(up, up1) : up
downTrend := close3[1] < dn1 ? math.min(dn, dn1) : dn

trend := na(trend[1]) ? 1 : trend[1]
trend := trend == -1 and close3 > dn1 ? 1 : trend == 1 and close3 < up1 ? -1 : trend

buySignal  = trend == 1 and trend[1] == -1
sellSignal = trend == -1 and trend[1] == 1

supertrendLine = trend == 1 ? upTrend : downTrend

plot(supertrendLine, "3H Supertrend", color = trend == 1 ? color.green : color.red, linewidth=2)

//---------------------------
// Strategy Logic
//---------------------------
// Long Entry: Only after buySignal, wait for *next bullish candle* close > supertrend
bullishCondition = buySignal[1] and close > supertrendLine and close > open

// Short Entry: Only after sellSignal, wait for *next bearish candle* close < supertrend
bearishCondition = sellSignal[1] and close < supertrendLine and close < open

//---------------------------
// Orders with Fixed TP/SL
//---------------------------
tpPoints = 400.0
slPoints = 200.0

if (bullishCondition)
    strategy.entry("Long", strategy.long)
    strategy.exit("Long Exit", "Long", stop = strategy.position_avg_price - slPoints, limit = strategy.position_avg_price + tpPoints)

if (bearishCondition)
    strategy.entry("Short", strategy.short)
    strategy.exit("Short Exit", "Short", stop = strategy.position_avg_price + slPoints, limit = strategy.position_avg_price - tpPoints)