Adaptive Trend Trail

indicator("Adaptive Trend Trail", shorttitle="Adaptive Trend Trail", overlay=true, max_labels_count=300, max_bars_back=5000)

gEngine = "01. Trend Engine"

trendLength = input.int(34, "Trend Length", minval=10, maxval=200, group=gEngine,
     tooltip="Controls the primary trend baseline. Higher values create slower and more stable trend states.")

momentumLength = input.int(12, "Momentum Length", minval=3, maxval=100, group=gEngine,
     tooltip="Lookback used to measure directional momentum.")

sensitivity = input.float(0.35, "Signal Selectivity", minval=0.10, maxval=1.25, step=0.05, group=gEngine,
     tooltip="Controls how much directional evidence is required before the trend can reverse. Higher values produce fewer signals.")

gST = "02. Supertrend Confirmation"

stFastLength = input.int(9, "Fast Length", minval=2, maxval=100, group=gST,
     tooltip="ATR length of the fast hidden Supertrend. Lower values react more quickly.")

stFastFactor = input.float(1.45, "Fast Factor", minval=0.25, maxval=10.0, step=0.05, group=gST,
     tooltip="Base ATR multiplier of the fast hidden Supertrend. Higher values require a larger move before its direction changes.")

stMidLength = input.int(14, "Medium Length", minval=2, maxval=150, group=gST,
     tooltip="ATR length of the medium hidden Supertrend.")

stMidFactor = input.float(1.95, "Medium Factor", minval=0.25, maxval=10.0, step=0.05, group=gST,
     tooltip="Base ATR multiplier of the medium hidden Supertrend.")

stSlowLength = input.int(21, "Slow Length", minval=2, maxval=200, group=gST,
     tooltip="ATR length of the slow hidden Supertrend. This acts as the broader continuation confirmation.")

stSlowFactor = input.float(2.55, "Slow Factor", minval=0.25, maxval=10.0, step=0.05, group=gST,
     tooltip="Base ATR multiplier of the slow hidden Supertrend. Higher values make broader trend confirmation more selective.")

gOverlay = "03. Overlay"

overlayMode = input.string("Trail", "Overlay", options=["Trail", "Bands", "None"], group=gOverlay,
     tooltip="Trail displays the complete trend ribbon with depth. Bands displays layered volatility zones. None hides the overlay.")

trailSize = input.float(1.00, "Width", minval=0.40, maxval=2.50, step=0.05, group=gOverlay,
     tooltip="Controls the overall distance and thickness of the selected overlay.")

smoothness = input.int(5, "Smoothness", minval=1, maxval=20, group=gOverlay,
     tooltip="Smooths the overlay geometry. Higher values create softer movement.")

gMeter = "04. Valuation"

meterMode = input.string("Normal", "Meter Size", options=["Off", "Compact", "Normal", "Large"], group=gMeter,
     tooltip="Controls whether the Valuation meter is displayed and its overall size.")

meterPosition = input.string("Top Center", "Position", options=["Top Left", "Top Center", "Top Right", "Bottom Left", "Bottom Center", "Bottom Right"], group=gMeter,
     tooltip="Sets the chart position of the Valuation meter.")

bullColor = #00FFE5
bearColor = #FF00B5
neutralColor = #FFD84D

black = #000000
white = #FFFFFF

f_clamp(_v, _min, _max) =>
    math.max(_min, math.min(_max, _v))

f_position(_p) =>
    _p == "Top Left" ? position.top_left :
     _p == "Top Center" ? position.top_center :
     _p == "Bottom Left" ? position.bottom_left :
     _p == "Bottom Center" ? position.bottom_center :
     _p == "Bottom Right" ? position.bottom_right :
     position.top_right

f_tradePnl(_side, _entry, _exit, _capital) =>
    float gross = _capital * _side * ((_exit - _entry) / _entry)
    float fee = _capital * 0.001
    gross - fee

basis = ta.ema(close, trendLength)

atr = ta.atr(14)
safeATR = math.max(atr, syminfo.mintick)

momentum = ta.ema(close - close[momentumLength], 5) / safeATR
distance = (close - basis) / safeATR

effLength = 10

netMovement = math.abs(close - close[effLength])
travelPath = math.sum(math.abs(close - close[1]), effLength)

efficiency = travelPath > 0.0 ? f_clamp(netMovement / travelPath, 0.0, 1.0) : 0.0
chop = 1.0 - efficiency

effDirection = close > close[effLength] ? 1.0 :
     close < close[effLength] ? -1.0 : 0.0

efficiencyField = efficiency * effDirection

normalATR = ta.ema(safeATR, 50)
volRatio = normalATR > 0.0 ? safeATR / normalATR : 1.0

volExpansion = f_clamp(volRatio - 1.0, 0.0, 1.25)
volDeviation = f_clamp(math.abs(volRatio - 1.0), 0.0, 1.50)

fastAdaptiveFactor = stFastFactor + chop * 0.25 + volExpansion * 0.10
midAdaptiveFactor = stMidFactor + chop * 0.35 + volExpansion * 0.15
slowAdaptiveFactor = stSlowFactor + chop * 0.45 + volExpansion * 0.20

[stFast, stFastDirection] = ta.supertrend(fastAdaptiveFactor, stFastLength)
[stMid, stMidDirection] = ta.supertrend(midAdaptiveFactor, stMidLength)
[stSlow, stSlowDirection] = ta.supertrend(slowAdaptiveFactor, stSlowLength)

stFastBull = stFastDirection < 0
stFastBear = stFastDirection > 0

stMidBull = stMidDirection < 0
stMidBear = stMidDirection > 0

stSlowBull = stSlowDirection < 0
stSlowBear = stSlowDirection > 0

bullSTVotes = (stFastBull ? 1 : 0) + (stMidBull ? 1 : 0) + (stSlowBull ? 1 : 0)
bearSTVotes = (stFastBear ? 1 : 0) + (stMidBear ? 1 : 0) + (stSlowBear ? 1 : 0)

requiredSTVotes = chop > 0.70 ? 3 : 2

bullSTConfirmed = bullSTVotes >= requiredSTVotes
bearSTConfirmed = bearSTVotes >= requiredSTVotes

fullBullST = bullSTVotes == 3
fullBearST = bearSTVotes == 3

var int bullSTBars = 0
var int bearSTBars = 0

if barstate.isconfirmed
    bullSTBars := bullSTConfirmed ? math.min(bullSTBars + 1, 5) : 0
    bearSTBars := bearSTConfirmed ? math.min(bearSTBars + 1, 5) : 0

stPersistenceRequired = chop > 0.72 ? 2 : 1

bullSTPersistent = bullSTBars >= stPersistenceRequired
bearSTPersistent = bearSTBars >= stPersistenceRequired

distanceField = f_clamp(distance / 1.20, -1.0, 1.0)
momentumField = f_clamp(momentum / 0.35, -1.0, 1.0)

basisSlope = (basis - basis[3]) / safeATR
slopeField = f_clamp(basisSlope / 0.25, -1.0, 1.0)

rsi = ta.rsi(close, 14)
rsiField = f_clamp((rsi - 50.0) / 20.0, -1.0, 1.0)

stField = (bullSTVotes - bearSTVotes) / 3.0

slowCenter = ta.ema(hl2, math.max(10, int(math.round(trendLength * 0.70))))

slowSlope = (slowCenter - slowCenter[3]) / safeATR
slowSlopeField = f_clamp(slowSlope / 0.25, -1.0, 1.0)

structureLength = math.max(3, int(math.round(trendLength * 0.12)))

recentHigh = ta.highest(high[1], structureLength)
recentLow = ta.lowest(low[1], structureLength)

bullStructure = close > recentHigh
bearStructure = close < recentLow

structureField = bullStructure ? 1.0 :
     bearStructure ? -1.0 : 0.0

barRange = math.max(high - low, syminfo.mintick)

bodyPressure = (close - open) / barRange
closeLocation = ((close - low) / barRange - 0.50) * 2.0

pressureField = f_clamp(bodyPressure * 0.60 + closeLocation * 0.40, -1.0, 1.0)

rawRegime =
     distanceField * 0.22 +
     momentumField * 0.19 +
     slopeField * 0.14 +
     slowSlopeField * 0.10 +
     rsiField * 0.08 +
     efficiencyField * 0.09 +
     pressureField * 0.05 +
     structureField * 0.05 +
     stField * 0.20

regime = ta.ema(rawRegime, 3)

chopPenalty = chop * 0.085
volPenalty = f_clamp(volDeviation * 0.04, 0.0, 0.06)

dynamicGate = 0.22 + sensitivity * 0.12 + chopPenalty + volPenalty

bullZone = regime > dynamicGate
bearZone = regime < -dynamicGate

bullPriceOK = close > basis + safeATR * sensitivity * 0.30
bearPriceOK = close < basis - safeATR * sensitivity * 0.30

bullCandidate = bullZone and bullPriceOK and momentum > 0.025 and bullSTPersistent
bearCandidate = bearZone and bearPriceOK and momentum < -0.025 and bearSTPersistent
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)

requiredBars = chop > 0.72 ? 3 :
     chop > 0.40 ? 2 : 1

var int bullConfirm = 0
var int bearConfirm = 0

if barstate.isconfirmed
    bullConfirm := bullCandidate ? math.min(bullConfirm + 1, 4) : 0
    bearConfirm := bearCandidate ? math.min(bearConfirm + 1, 4) : 0

bullPersistent = bullConfirm >= requiredBars
bearPersistent = bearConfirm >= requiredBars

strongBull =
     bullCandidate and
     fullBullST and
     regime > dynamicGate + 0.26 and
     momentum > 0.16 and
     efficiency > 0.42

strongBear =
     bearCandidate and
     fullBearST and
     regime < -(dynamicGate + 0.26) and
     momentum < -0.16 and
     efficiency > 0.42

bullReady = bullPersistent or strongBull
bearReady = bearPersistent or strongBear

bullTakeover = stFastBull and (stMidBull or stSlowBull)
bearTakeover = stFastBear and (stMidBear or stSlowBear)

bullReady := bullReady and bullTakeover
bearReady := bearReady and bearTakeover

cooldownBars = 6 + int(math.round(chop * 4.0))

var int trend = 0
var int lastFlipBar = na

barsSinceFlip 

Показано первые 50% кода (символов: 14073)