indicator_rolling_candle_profile_with_buysell_signals_for_tradingview.pine

indicator("Rolling Candle Profile with Buy/Sell Signals", overlay=true, behind_chart=true, max_bars_back=250, calc_bars_count=2500, max_labels_count=500)

const string ttAnchor="Selects the reference price series used to construct the rolling pressure corridor."
const string ttAnchorLen="Lookback for the selected anchor when its calculation uses a length."
const string ttPress="Price Pressure isolates directional price displacement, follow-through and wick rejection without volume. Volume Delta estimates directional traded volume. Hybrid combines price response and volume. None are true bid/ask delta."
const string ttTfMode="Auto selects a smaller timeframe where available. Manual uses the chosen timeframe."
const string ttManual="Used in Manual mode. Chart uses the main chart timeframe; choose a lower timeframe to use intrabar pressure."
const string ttWidth="Lower values create more distinct pressure pockets. Higher values smooth the gradient."
const string ttWick="Contribution of upper- and lower-wick rejection to the directional pressure field."
const string ttBright="Controls visibility of the rolling gradient without changing the underlying pressure calculation."
const string ttBuyCol="Color for visible buying-pressure bands and a rising anchor."
const string ttSellCol="Color for visible selling-pressure bands and a falling anchor."
const string ttShowAnchor="Draw the anchor and its wider, 50%-transparent glow."
const string ttSignals="Display profile-aligned BUY and SELL labels when the existing signal rules are met."
const string ttDom="Minimum directional pressure imbalance. Signals require the selected Minimum colored bands. The directional imbalance is measured from the visible Rolling Profile."
const string ttBands="Requires at least this many of the 12 gradient bands to be visibly colored before a BUY or SELL signal can trigger. Lower the value for earlier signals."
const string ttGap="Minimum bars between BUY signals or between SELL signals. Opposite-direction signals have independent spacing and can trigger immediately."
const string ttTextSize="Shared BUY / SELL label text size."
const string ttTextCol="Shared BUY / SELL label text color."
const string ttBuyLabel="Background color of BUY labels."
const string ttSellLabel="Background color of SELL labels."
const string ttExtremes="Place a signal just beyond the recent high/low, but always on its actual detection bar."
const string ttMaxGap="Caps how far labels can sit above/below the detection candle, preventing floating labels when the recent extreme occurred several bars ago."

gA="Anchor"
gP="Pressure engine"
gG="Gradient"
gS="Signals"

anchType=input.string("EMA", "Anchor", options=["EMA", "SMA", "VWMA", "VWAP", "Donchian Mid"], group=gA, inline="anchor", tooltip=ttAnchor)
anchorLen=input.int(21, "Length", minval=5, maxval=200, group=gA, inline="anchor", tooltip=ttAnchorLen)

pressMode=input.string("Price Pressure", "Pressure input", options=["Price Pressure", "Volume Delta", "Hybrid"], group=gP, inline="pressMode", tooltip=ttPress)
tfMode=input.string("Manual", "Intrabar timeframe", options=["Auto", "Manual"], group=gP, inline="ltf", tooltip=ttTfMode)
manTf=input.timeframe("", "", group=gP, inline="ltf", active=tfMode=="Manual", tooltip=ttManual)
pxWidth=input.float(0.01, "Price-localization width", minval=0.01, maxval=2.0, step=0.05, group=gP, inline="pxWidth", tooltip=ttWidth)
wickW=input.float(0.85, "Wick rejection influence", minval=0.0, maxval=2.5, step=0.05, group=gP, inline="wickW", tooltip=ttWick)

brightness=input.float(3.0, "Brightness", minval=0.5, maxval=3.0, step=0.1, group=gG, inline="brightness", tooltip=ttBright)
buyCol=input.color(#00EFB4, "Buying pressure", group=gG, inline="pressCol", tooltip=ttBuyCol)
sellCol=input.color(#FF3D6E, "Selling pressure", group=gG, inline="pressCol", tooltip=ttSellCol)
anchOn=input.bool(true, "Show anchor", group=gG, inline="anchOn", tooltip=ttShowAnchor)

sigOn=input.bool(true, "BUY / SELL signals", group=gS, inline="sigOn", tooltip=ttSignals)
sigDom=input.float(0.25, "Pressure dominance threshold", minval=0.05, maxval=0.95, step=0.05, group=gS, inline="sigDom", active=sigOn, tooltip=ttDom)
minBands=input.int(7, "Minimum colored bands", minval=1, maxval=12, group=gS, inline="minBands", active=sigOn, tooltip=ttBands)
sigGap=input.int(6, "Minimum signal spacing", minval=1, maxval=40, group=gS, inline="sigGap", active=sigOn, tooltip=ttGap)
txtSize=input.string("Small", "Text size", options=["Tiny", "Small", "Normal", "Large", "Huge"], group=gS, inline="sigTxt", active=sigOn, tooltip=ttTextSize)
txtCol=input.color(color.white, "Text color", group=gS, inline="sigTxt", active=sigOn, tooltip=ttTextCol)
buyLabCol=input.color(#22c55e, "BUY label", group=gS, inline="sigCol", active=sigOn, tooltip=ttBuyLabel)
sellLabCol=input.color(#f23645, "SELL label", group=gS, inline="sigCol", active=sigOn, tooltip=ttSellLabel)
labLookback=input.int(10, "Label extremes lookback", minval=1, maxval=30, group=gS, inline="labLookback", active=sigOn, tooltip=ttExtremes)
labMaxGap=input.float(1.0, "Max label distance (ATR)", minval=0.15, maxval=3.0, step=0.05, group=gS, inline="labMaxGap", active=sigOn, tooltip=ttMaxGap)

clamp(float x, float lo, float hi) => math.max(lo, math.min(hi, x))
kernel(float here, float center, float invW) =>
    q = 1.0 - math.abs(here - center) * invW
    q <= 0.0 ? 0.0 : q * q * (3.0 - 2.0 * q)
mixCol(color a, color b, float amount) =>
    t = clamp(amount, 0.0, 1.0)
    color.rgb(int(math.round(color.r(a) * (1.0 - t) + color.r(b) * t)), int(math.round(color.g(a) * (1.0 - t) + 
     color.g(b) * t)), int(math.round(color.b(a) * (1.0 - t) + color.b(b) * t)))

baseEma = ta.ema(close, anchorLen)
anchor = switch anchType
    "SMA" => ta.sma(close, anchorLen)
    "VWMA" =>
        v = ta.vwma(close, anchorLen)
        na(v) ? baseEma : v
    "VWAP" =>
        v = ta.vwap(hlc3)
        na(v) ? baseEma : v
    "Donchian Mid" => (ta.highest(high, anchorLen)[1] + ta.lowest(low, anchorLen)[1]) * 0.5
    => baseEma

chartSec = timeframe.in_seconds()
propSec = int(math.max(60.0, math.floor(chartSec / 5.0)))
autoTf = timeframe.from_seconds(propSec)
ltf = tfMode == "Auto" ? autoTf : manTf
ltfSec = timeframe.in_seconds(ltf)
useLtf = ltfSec < chartSec
reqBars = int(math.min(100000.0, math.ceil((2500.0 + 250.0) * chartSec / math.max(ltfSec, 1.0))))
buyNow = 0.0
sellNow = 0.0
buyPxSum = 0.0
sellPxSum = 0.0
lowRej = 0.0
highRej = 0.0
lowPxSum = 0.0
highPxSum = 0.0
stallNow = 0.0
stallPxSum = 0.0
totalNow = 0.0
isPrice = pressMode == "Price Pressure"
isHybrid = pressMode == "Hybrid"
hasMicro = false

if useLtf
    [io, ih, il, ic, iv] = request.security_lower_tf(syminfo.tickerid, ltf, [open, high, low, close, volume], 
     ignore_invalid_timeframe = true, calc_bars_count = reqBars)
    nMicro = ic.size()
    microLimit = math.min(nMicro, 90)
    if microLimit > 0
        hasMicro := true
        prevResp = 0.0
        for i = nMicro - microLimit to nMicro - 1
            o = io.get(i)
            h = ih.get(i)
            l = il.get(i)
            c = ic.get(i)
            rawV = nz(iv.get(i)) > 0.0 ? iv.get(i) : 1.0
            r = math.max(h - l, syminfo.mintick)
            prevC = i > 0 ? ic.get(i - 1) : nz(close[1], o)
            directional = clamp((c - o) / r, -1.0, 1.0)
            impulse = math.abs(directional)
            travel = clamp((c - prevC) / r, -1.5, 1.5)
            closeLoc = clamp((2.0 * c - h - l) / r, -1.0, 1.0)
            response = clamp(0.55 * travel + 0.25 * directional + 0.20 * closeLoc, -1.5, 1.5)
            force = math.abs(response)
            continuation = response * prevResp > 0.0 ? 1.45 : response * prevResp < 0.0 ? 0.55 : 1.0
            cp = (h + l + c) / 3.0
            lowW = math.max(0.0, math.min(o, c) - l) / r
            highW = math.max(0.0, h - math.max(o, c)) / r
            v = isHybrid ? rawV * (0.65 + force * 0.70) : rawV
            flowDir = isHybrid ? clamp(0.45 * directional + 0.55 * response, -1.0, 1.0) : directional
            buyPart = isPrice ? math.max(response, 0.0) * (1.0 + force * 1.25) * continuation * 2.0 : v * (1.0 + flowDir) * 0.5
            sellPart = isPrice ? math.max(-response, 0.0) * (1.0 + force * 1.25) * continuation * 2.0 : v * (1.0 - flowDir) * 0.5
            rejBuy = isPrice ? lowW * (0.35 + 1.20 * math.max(response, 0.0)) : v * lowW
            rejSell = isPrice ? highW * (0.35 + 1.20 * math.max(-response, 0.0)) : v * highW
            stalled = isPrice ? (1.0 - clamp(force, 0.0, 1.0)) * 0.20 : v * (1.0 - impulse)

            bPx = isPrice ? c * 0.70 + h * 0.30 : isHybrid ? (cp * 0.75 + h * 0.25) : cp
            sPx = isPrice ? c * 0.70 + l * 0.30 : isHybrid ? (cp * 0.75 + l * 0.25) : cp
            buyNow += buyPart
            sellNow += sellPart
            buyPxSum += buyPart * bPx
            sellPxSum += sellPart * sPx
            lowRej += rejBuy
            highRej += rejSell
            lowPxSum += rejBuy * (l + math.min(o, c)) * 0.5
            highPxSum += rejSell * (h + math.max(o, c)) * 0.5
            stallNow += stalled
            stallPxSum += stalled * cp
            totalNow += isPrice ? (buyPart + sellPart + rejBuy + rejSell + stalled) : v
            prevResp := response
if not hasMicro
    r = math.max(high - low, syminfo.mintick)
    directional = clamp((close - open) / r, -1.0, 1.0)
    impulse = math.abs(directional)
    travel = clamp((close - nz(close[1], open)) / r, -1.5, 1.5)
    closeLoc = clamp((2.0 * close - high - low) / r, -1.0, 1.0)
    response = clamp(0.55 * travel + 0.25 * directional + 0.20 * closeLoc, -1.5, 1.5)
    force = math.abs(response)
    priorTravel = nz(close[1] - close[2])
    continuation = priorTravel * response > 0.0 ? 1.45 : priorTravel * response < 0.0 ? 0.55 : 1.0
    rawV = nz(volume) > 0.0 ? volume : 1.0
    v = isHybrid ? rawV * (0.65 + force * 0.70) : rawV
    flowDir = isHybrid ? clamp(0.45 * directional + 0.55 * response, -1.0, 1.0) : directional
    buyNow := isPrice ? math.max(response, 0.0) * (1.0 + force * 1.25) * continuation * 2.0 : v * (1.0 + flowDir) * 0.5
    sellNow := isPrice ? math.max(-response, 0.0) * (1.0 + force * 1.25) * continuation * 2.0 : v * (1.0 - flowDir) * 0.5
    lowW = math.max(0.0, math.min(open, close) - low) / r
    highW = math.max(0.0, high - math.max(open, close)) / r
    lowRej := isPrice ? lowW * (0.35 + 1.20 * math.max(response, 0.0)) : v * lowW
    highRej := isPrice ? highW * (0.35 + 1.20 * math.max(-response, 0.0)) : v * highW
    stallNow := isPrice ? (1.0 - clamp(force, 0.

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