Range Compression Breakout

indicator("Range Compression Breakout", overlay = true, max_boxes_count = 500, max_lines_count = 500, max_labels_count = 500)

grpP = "Profile"
profile = input.string("Normal Ranges", "Preset Profile", options = ["Tight Ranges", "Normal Ranges", "Swing Trading", "Options Selling", "Custom"], group = grpP)
mode    = input.string("Adaptive Percentile", "Detection Mode", options = ["Adaptive Percentile", "ATR Multiple"], group = grpP, tooltip = "Adaptive: compression when the current range is among the quietest X% of recent history. Always finds ranges on any symbol. ATR Multiple: original-style fixed threshold.")

grpA = "Adaptive Mode"
pctRank = input.float(20.0, "Quietest Percentile (%)", minval = 1.0, maxval = 60.0, step = 1.0, group = grpA, tooltip = "Higher = more boxes. 20 means the range must be quieter than 80% of recent bars.")
pctWin  = input.int(200,    "History Window (bars)",   minval = 30, group = grpA)

grpD = "Custom Detection (used when Profile = Custom)"
cLen     = input.int(10,    "Lookback Bars",         minval = 3,   group = grpD)
cTight   = input.float(2.0, "Tightness (x ATR)",     minval = 0.1, step = 0.1, group = grpD)
cMinBars = input.int(7,     "Min Bars To Confirm",   minval = 2,   group = grpD)
cCool    = input.int(25,    "Cooldown Bars",         minval = 0,   group = grpD)
cConfirm = input.int(1,     "Confirm Bars Outside",  minval = 1, maxval = 5, group = grpD)

grpG = "Global"
atrLen  = input.int(25,     "ATR Length",            minval = 1, group = grpG)
bufATR  = input.float(0.05, "Breakout Buffer (xATR)",minval = 0.0, step = 0.01, group = grpG)
volLen  = input.int(20,     "Volume Average Length", minval = 1, group = grpG)
volMult = input.float(1.7,  "Volume Spike Multiple", minval = 1.0, step = 0.1, group = grpG)
useVol  = input.bool(false, "Confirm with Volume Spike", group = grpG, tooltip = "Leave OFF on FX / spot symbols where volume is tick-based or absent.")

grpR = "Reversals"
showRev   = input.bool(true, "Show Wick Reversal Signals", group = grpR)
wickRatio = input.float(0.5, "Min Wick / Bar Range Ratio", minval = 0.1, maxval = 0.9, step = 0.05, group = grpR)

grpS = "Style"
showBox   = input.bool(true,  "Show Range Boxes", group = grpS)
showMid   = input.bool(true,  "Show Midline",     group = grpS)
showBrk   = input.bool(true,  "Show Breakout Labels", group = grpS)
keepBoxes = input.bool(true,  "Keep Boxes As History", group = grpS)
shadeBg   = input.bool(false, "Shade Background While Compressed", group = grpS)
colBord   = input.color(#FF9800,                "Box Border",  group = grpS)
colFill   = input.color(color.new(#FF9800, 90), "Box Fill",    group = grpS)
colMidC   = input.color(#8A8078,                "Midline",     group = grpS)
colLong   = input.color(#4EBC97,                "Wick Long",   group = grpS)
colShort  = input.color(#9C27B0,                "Wick Short",  group = grpS)
colBrkTxt = input.color(color.white,            "Break Label", group = grpS)

len = switch profile
    "Tight Ranges"    => 10
    "Normal Ranges"   => 10
    "Swing Trading"   => 10
    "Options Selling" => 10
    => cLen

tight = switch profile
    "Tight Ranges"    => 1.6
    "Normal Ranges"   => 1.8
    "Swing Trading"   => 2.0
    "Options Selling" => 2.2
    => cTight

minBars = switch profile
    "Tight Ranges"    => 4
    "Normal Ranges"   => 5
    "Swing Trading"   => 6
    "Options Selling" => 7
    => cMinBars

coolBars = switch profile
    "Tight Ranges"    => 10
    "Normal Ranges"   => 15
    "Swing Trading"   => 20
    "Options Selling" => 25
    => cCool

confirmBars = switch profile
    "Tight Ranges"    => 1
    "Normal Ranges"   => 1
    "Swing Trading"   => 1
    "Options Selling" => 1
    => cConfirm

atr   = ta.atr(atrLen)
hi    = ta.highest(high, len)
lo    = ta.lowest(low,  len)
rng   = hi - lo
ratio = atr > 0 ? rng / atr : na

thresh   = ta.percentile_nearest_rank(rng, pctWin, pctRank)
adaptOK  = not na(thresh) and rng <= thresh
atrOK    = not na(ratio) and ratio < tight
isTight  = mode == "Adaptive Percentile" ? adaptOK : atrOK

buf      = atr * bufATR
volAvg   = ta.sma(volume, volLen)
volSpike = volAvg > 0 and volume > volAvg * volMult
volOK    = not useVol or volSpike

var bool inRange  = false
var float top     = na
var float bot     = na
var int  startBar = na
var int  barsIn   = 0
var box  curBox   = na
var line curMid   = na
var int  outUp    = 0
var int  outDn    = 0
var int  coolLeft = 0
var bool armedUp  = false
var bool armedDn  = false

newRange = false
brkUp    = false
brkDn    = false
revUp    = false
revDn    = f

Показано первые 50% кода (символов: 6746)