AF_StochZ_Overlay

indicator("AF_StochZ_Overlay", shorttitle="AF_StochZ_Overlay", overlay=true, max_labels_count=500)

int minLen          = input.int(8, "Min Length", minval=1, group="Adaptive Parameters")
int maxLen          = input.int(34, "Max Length", minval=1, group="Adaptive Parameters", tooltip="Max Length, Min Length'ten kucuk girilirse otomatik olarak Min Length'e clamp edilir.")
int erLen           = input.int(10, "ER Length", minval=1, group="Adaptive Parameters")

int smoothK         = input.int(3, "%K Smoothing", minval=1, group="Signal Settings")
int smoothD         = input.int(3, "%D Signal", minval=1, group="Signal Settings")
bool useKDFilter    = input.bool(false, "Require %K/%D Confirmation", group="Signal Settings", tooltip="Aktifse: BUY sinyali icin %K > %D, SELL sinyali icin %K < %D sarti da aranir.")
int zLen            = input.int(20, "Z-Score Length", minval=2, group="Statistical Settings")
int oscPivotBars    = input.int(1, "Oscillator Pivot Bars (L=R)", minval=1, maxval=5, group="Statistical Settings", tooltip="Number of left/right bars for oscillator pivot detection. As the value increases, it produces fewer but more reliable signals.")

float osLevel       = input.float(-1.0, "Oversold Level (Z-Score)", group="Level Thresholds")
float obLevel       = input.float(1.0, "Overbought Level (Z-Score)", group="Level Thresholds")

int pricePivotL     = input.int(3, "Price Pivot Left Bars", minval=1, group="Price Pivot Filter")
int pricePivotR     = input.int(2, "Price Pivot Right Bars", minval=1, group="Price Pivot Filter")
int maxPriceLag     = input.int(5, "Max Lag After Osc Pivot (Bars)", minval=1, maxval=10, group="Price Pivot Filter")

color colLeadBull   = input.color(color.green, "Buy Signal Color", group="Color Settings")
color colLeadBear   = input.color(color.red, "Sell Signal Color", group="Color Settings")

bool useTrendFilter = input.bool(false, "Use Trend Filter (EMA)", group="Trend Filter", tooltip="If active: BUY signals are generated only when price is above the EMA, SELL signals only when price is below the EMA. Default off (backward compatibility).")
int trendEmaLen     = input.int(200, "Trend EMA Length", minval=1, group="Trend Filter")

bool showRegularDiv = input.bool(true, "Show Regular Divergence", group="Divergence Settings")
bool showHiddenDiv  = input.bool(true, "Show Hidden Divergence", group="Divergence Settings")
bool showDivLines   = input.bool(false, "Show Divergence Lines", group="Divergence Settings")
int divLookbackMin  = input.int(5, "Divergence Min Lookback (Bars)", minval=1, group="Divergence Settings")
int divLookbackMax  = input.int(60, "Divergence Max Lookback (Bars)", minval=1, group="Divergence Settings")

color colRegBullDiv = input.color(color.green, "Reg. Bullish Div Color", group="Divergence Colors")
color colRegBearDiv = input.color(color.red, "Reg. Bearish Div Color", group="Divergence Colors")
color colHidBullDiv = input.color(color.teal, "Hid. Bullish Div Color", group="Divergence Colors")
color colHidBearDiv = input.color(color.orange, "Hid. Bearish Div Color", group="Divergence Colors")

int safeMaxLen      = math.max(maxLen, minLen)   // FIX: Min Length > Max Length durumunda cakismayi onler

float change        = math.abs(close - close[erLen])
float volatility    = ta.sma(math.abs(close - close[1]), erLen) * erLen
float er            = volatility != 0 ? change / volatility : 0.0
int adaptiveLen     = math.max(minLen, math.min(safeMaxLen, int(math.round(safeMaxLen - er * (safeMaxLen - minLen)))))

float highestHigh   = ta.highest(high, adaptiveLen)
float lowestLow     = ta.lowest(low, adaptiveLen)
float stochRng      = highestHigh - lowestLow
float rawStoch      = stochRng != 0 ? ((close - lowestLow) / stochRng) * 100 : 50.0
float stochK        = ta.sma(rawStoch, smoothK)
float stochD        = ta.sma(stochK, smoothD)   // FIX: input previously calculated but never used is now actually used

float stochScaled   = math.max(math.min((stochK - 50) / 50, 0.998), -0.998)
float fisherStoch   = 0.5 * math.log((1 + stochScaled) / (1 - stochScaled))

float meanZ         = ta.sma(fisherStoch, zLen)
float stdDevZ       = ta.stdev(fisherStoch, zLen)
float zStochK       = stdDevZ != 0 ? (fisherStoch - meanZ) / stdDevZ : 0.0

float trendEma      = ta.ema(close, trendEmaLen)
bool bullTrendOK    = not useTrendFilter or close > trendEma
bool bearTrendOK    = not useTrendFilter or close < trendEma

bool kdBullOK        = stochK > stochD
bool kdBearOK        = stochK < stochD

float oscPl = ta.pivotlow(zStochK, oscPivotBars, oscPivotBars)
float oscPh = ta.pivothigh(zStochK, oscPivotBars, oscPivotBars)

var int lastValidOscLowBar  = na
var int lastValidOscHighBar = na

if not na(oscPl) and oscPl < osLevel and barstate.isconfirmed
    lastValidOscLowBar := bar_index - oscPivotBars

if not na(oscPh) and oscPh > obLevel and barstate.isconfirmed
    lastValidOscHighBar := bar_index - oscPivotBars

float pricePl = ta.pivotlow(low, pricePivotL, pricePivotR)
float pricePh = ta.pivothigh(high, pricePivotL, pricePivotR)

var int lastFiredBullBar = na
var int lastFiredBearBar = na

bool leadBullSignal = false
bool leadBearSignal = false

int priceLowBar  = bar_index - pricePivotR
int priceHighBar = bar_index - pricePivotR

if not na(pricePl) and not na(lastValidOscLowBar) and barstate.isconfirmed and bu

Показано первые 50% кода (символов: 8474)