Adaptive SuperTrend - Trend, Regime Filter & Buy/Sell Signals

indicator("Adaptive SuperTrend - Trend, Regime Filter & Buy/Sell Signals", "Adaptive SuperTrend", overlay = true, max_labels_count = 200)

TEAL_MID = #12B8A6
TEAL_HI  = #4DFCE6
PINK_MID = #FF2E63
PINK_HI  = #FF6FA3
GOLD     = #FFB938
INK      = #0B0E14
MUTE     = #5C6675
INKHI    = #EAEEF6

gT      = "Adaptive Trend"
atrLen  = input.int(10,  "ATR length",            minval = 2, group = gT, tooltip = "Lookback for the volatility (ATR) the trend stop is built on.")
multMin = input.float(1.5,"Min multiplier (calm)", minval = 0.5, step = 0.1, group = gT, tooltip = "Sensitivity in LOW volatility — smaller = reacts sooner.")
multMax = input.float(4.0,"Max multiplier (wild)", minval = 1.0, step = 0.1, group = gT, tooltip = "Sensitivity in HIGH volatility — larger = avoids whipsaw.")
volLen  = input.int(100, "Volatility window",     minval = 20, group = gT, tooltip = "Window used to rank current volatility (drives the adaptive multiplier).")

gR      = "Regime Filter"
useReg  = input.bool(true, "Only signal in trending regime", group = gR, tooltip = "Suppresses Buy/Sell while the market is ranging/choppy.")
erLen   = input.int(14,  "Efficiency length",     minval = 3, group = gR, tooltip = "Kaufman efficiency-ratio lookback: directional travel vs total path.")
erThr   = input.float(0.30,"Trend threshold",     minval = 0.05, maxval = 0.9, step = 0.05, group = gR, tooltip = "Above this = trending (signals allowed). Below = range.")

gM      = "Momentum Check"
useMom  = input.bool(true, "Require momentum agreement", group = gM)
momLen  = input.int(20,  "Momentum EMA",          minval = 2, group = gM)

gV      = "Visuals"
showFill= input.bool(true, "Trend fill",          group = gV)
glow    = input.bool(true, "Glow line",           group = gV)
neonOn  = input.bool(true, "Neon trend candles",  group = gV, tooltip = "Colour candles by the adaptive trend (turquoise up / magenta down).")
showSig = input.bool(true, "Buy/Sell labels",     group = gV)

gTr     = "Trade Levels & Stats"
showLad = input.bool(true, "Auto TP/SL ladder (R:R)", group = gTr, tooltip = "Draws stop (on the trend line) and TP1/TP2/TP3 at 1R/2R/3R for the latest signal.")
showStat= input.bool(true, "Live signal stats",       group = gTr, tooltip = "Tracks past signals on the fly: win rate = share that reached TP1 (1R) before the stop. No lookahead.")

gP      = "Panel"
showHUD = input.bool(true, "Show dashboard",      group = gP)
hudPos  = input.string("Top Right","Position",    options = ["Top Right","Top Left","Bottom Right","Bottom Left","Middle Right"], group = gP)
hudBg   = input.color(#0C0F16, "Background",      group = gP)
accent  = input.color(TEAL_MID, "Accent",        group = gP)

hudPosition(string s) =>
    switch s
        "Top Right"    => position.top_right
        "Top Left"     => position.top_left
        "Bottom Right" => position.bottom_right
        "Bottom Left"  => position.bottom_left
        => position.middle_right

atr   = ta.atr(atrLen)
volPr = ta.percentrank(atr, volLen) / 100.0      // 0..1 position of current ATR
mult  = multMin + (multMax - multMin) * volPr

src     = hl2
upBasic = src + mult * atr
loBasic = src - mult * atr

var float upperB = na
var float lowerB = na
var int   dir    = 1

upperB := (upBasic < nz(upperB[1]) or close[1] > nz(upperB[1])) ? upBasic : nz(upperB[1])
lowerB := (loBasic > nz(lowerB[1]) or close[1] < nz(lowerB[1])) ? loBasic : nz(lowerB[1])
dir    := close > nz(upperB[1]) ? 1 : close < nz(lowerB[1]) ? -1 : nz(dir[1], 1)
st      = dir == 1 ? lowerB : upperB

up   = dir == 1
flipUp = dir == 1 and dir[1] == -1
flipDn = dir == -1 and dir[1] == 1

netMove = math.abs(close - close[erLen])
path    = math.sum(math.abs(close - close[1]), erLen)
er      = path != 0 ? netMove / path : 0.0
trending = er >= erThr
regimeOK = not useReg or trending

emaM  = ta.ema(close, momLen)
momUp = close >= emaM
momOK_long  = not useMom or momUp
momOK_short = not useMom or not momUp

buy  = flipUp and regimeOK and momOK_long
sell = flipDn and regimeOK and momOK_short

erComp   = math.min(1.0, er / 0.5)
momComp  = atr > 0 ? math.min(1.0, math.abs(close - emaM) / (atr * 2.0)) : 0.0
momAlign = (close >= emaM) == up ? momComp : 0.0
slopeComp= atr > 0 ? math.min(1.0, math.abs(st - st[5]) / atr) : 0.0
conv     = math.round(100 * (0.45 * erComp + 0.35 * momAlign + 0.20 * slopeComp))
var table wm = table.new(position.bottom_right, 1, 1)
if barstate.isfirst
    table.cell(wm, 0, 0, "Telegram @SimpleForexTools", text_color = color.new(color.gray, 70), text_size = size.large)

var float tEntry = na
var float tSL = na
var float tT1 = na
var float tT2 = na
var float tT3 = na
var int   tDir = 0
var bool  tOpen = false
var int   wins = 0
var int   losses = 0

if tOpen
    if tDir == 1
        if high >= tT1
            wins += 1
            tOpen := false
        else if low <= tSL
            losses += 1
            tOpen := false
    else
        if low <= tT1
            wins += 1
            tOpen := false
        else if high >= tSL
            losses += 1
            tOpen := false

sig = buy or sell
if sig
    if tOpen                       // flip closed a still-open trade -> counts as a stop
        losses += 1
        tOpen := false
    tDir   := buy ? 1 : -1
    tEntry := close
    tSL    := st
    rr      = math.abs(tEntry - tSL)
    tT1    := buy ? tEntry + rr       : tEntry - rr
    tT2    := buy ? tEntry + 2.0 * rr : tEntry - 2.0 * rr
    tT3    := buy ? tEntry + 3.0 * rr : tEntry - 3.0 * rr
    tOpen  := true

resolved = wins + losses
winRate  = resolved > 0 ? wins / resolved * 100.0 : na

var line  lnS = na
var line  ln1 = na
var line  ln2 = na
var line  ln3 = na
var label lbS = na
var label lb1 = na
var label lb2 = na
var label lb3 = na

f_setLad(line ln, label lb, float price, string txt, color c) =>
    line.set_xy1(ln, bar_index, price)
    line.set_xy2(ln, bar_index + 8, price)
    line.set_color(ln, c)
    label.set_xy(lb, bar_index + 8, price)
    label.set_text(lb, txt)
    label.set_color(lb, color.new(c, 0))

if showLad and sig
    if na(lnS)
        lnS := line.new(bar_index, tSL, bar_index + 8, tSL, color = PINK_MID, width = 1, style = line.style_dashed)
        ln1 := line.new(bar_index, tT1, bar_index + 8, tT1, color = TEAL_MID, width = 1)
        ln2 := line.new(bar_index, tT2, bar_index + 8, tT2, color = TEAL_MID, width = 1)
        ln3 := line.new(bar_index, tT3, bar_index + 8, tT3, color = TEAL_MID, width = 1)
        lbS := label.new(bar

Показано первые 50% кода (символов: 9908)