Streak Reversal

indicator("Streak Reversal", overlay = true, max_labels_count = 500)

string SIZE_OPTS_TINY   = "Tiny"
string SIZE_OPTS_SMALL  = "Small"
string SIZE_OPTS_NORMAL = "Normal"
string SIZE_OPTS_LARGE  = "Large"

string GRP_SIG = "1. Signals"
bool showLong           = input.bool(true, "Long (after bearish streak)",  group = GRP_SIG, tooltip = "Looks for an upside reversal: a streak of red candles followed by 2 green candles.\nThe signal appears on the close of the second green candle.")
bool showShort          = input.bool(true, "Short (after bullish streak)", group = GRP_SIG, tooltip = "Looks for a downside reversal: a streak of green candles followed by 2 red candles.\nThe signal appears on the close of the second red candle.")
bool showTrendSignals   = input.bool(true, "Trend (end of pullback)",      group = GRP_SIG, tooltip = "Long when price is ABOVE the EMA / Short when price is BELOW the EMA.\nQuality improves the CLOSER the signal candle is to the EMA.\nDistance limit: section 5.")
bool showCounterSignals = input.bool(true, "Counter-trend",                group = GRP_SIG, tooltip = "Long when price is BELOW the EMA / Short when price is ABOVE the EMA.\nQuality improves the FARTHER the signal candle is from the EMA (move exhaustion).\nDistance limit: section 5.")

string GRP_STREAK = "2. Streak"
int   minStreak      = input.int(2, "Min. same-color candles", minval = 1, maxval = 50, group = GRP_STREAK, tooltip = "How many consecutive candles of one color must precede the reversal.\nA doji candle (close = open) breaks the streak.")
bool  useAtrFilter   = input.bool(true, "Streak move filter", group = GRP_STREAK, tooltip = "The streak must cover a minimum distance measured in ATR.")
float minAtrMove     = input.float(1.5, "Min. streak move (ATR)", minval = 0.1, step = 0.1, group = GRP_STREAK, tooltip = "Bearish streak: high of the first candle − low of the last candle.\nBullish streak: high of the last candle − low of the first candle.\nThe result is divided by the ATR at the last candle of the streak.")
int   atrLenStreak   = input.int(100, "ATR length (streak move)", minval = 1, maxval = 500, group = GRP_STREAK, tooltip = "ATR period used to measure the streak move.")

string GRP_SIGCANDLE = "3. Signal candle"
string confirmLevel        = input.string("Body", "Confirmation level", options = ["Body", "High/Low"], group = GRP_SIGCANDLE, tooltip = "Level of the first opposite candle that the signal candle's close must break.\nBody: top (long) / bottom (short) edge of the body.\nHigh/Low: high (long) / low (short).")
bool   useOppWickFilter    = input.bool(true, "Opposite wick filter", group = GRP_SIGCANDLE, tooltip = "Long: rejects a signal candle with an upper wick that is too large.\nShort: rejects a signal candle with a lower wick that is too large.")
float  maxOppWickPct       = input.float(40.0, "Max. opposite wick (% of range)", minval = 5.0, maxval = 90.0, step = 1.0, group = GRP_SIGCANDLE, tooltip = "Maximum share of the opposite wick in the candle's full range (high−low).")
bool   useSignalSizeFilter = input.bool(false, "Candle size filter", group = GRP_SIGCANDLE, tooltip = "Filters out tiny confirmation candles.")
string signalSizeMode      = input.string("Body", "Measure size as", options = ["Body", "Range"], group = GRP_SIGCANDLE, tooltip = "Body = |close−open|.\nRange = high−low.")
float  minSignalSizeAtr    = input.float(0.30, "Min. size (ATR)", minval = 0.05, maxval = 5.0, step = 0.05, group = GRP_SIGCANDLE, tooltip = "Minimum size of the signal candle in ATR.")
int    atrLenSize          = input.int(100, "ATR length (candle size)", minval = 1, maxval = 500, group = GRP_SIGCANDLE, tooltip = "ATR period used to measure the signal candle size.")

string GRP_EMA = "4. EMA (trend)"
int    emaLen           = input.int(100, "EMA length", minval = 2, maxval = 400, group = GRP_EMA, tooltip = "Determines the signal category: trend / counter-trend.")
bool   useEmaMoveFilter = input.bool(false, "Flat EMA filter", group = GRP_EMA, tooltip = "EMA move = highest(EMA) − lowest(EMA) over the window, in ATR.\nIf it is below the minimum, the signal is rejected.")
int    emaMoveLen       = input.int(20, "EMA move window (bars)", minval = 2, maxval = 300, group = GRP_EMA, tooltip = "Shared by the flat EMA filter and the trend strength rating in the table.")
float  minEmaMoveAtr    = input.float(0.50, "Min. EMA move (ATR)", minval = 0.05, maxval = 10.0, step = 0.05, group = GRP_EMA, tooltip = "Flat EMA filter threshold.")
int    atrLenEmaMove    = input.int(100, "ATR length (EMA move)", minval = 1, maxval = 500, group = GRP_EMA, tooltip = "Shared by the flat EMA filter and the trend strength rating.")
float  strongTrendAtr   = input.float(1.0, "Strong trend threshold (ATR)", minval = 0.05, maxval = 20.0, step = 0.05, group = GRP_EMA, tooltip = "Trend strength rating in the table (EMA move over the window, in ATR):\n< strong threshold → weak (flat EMA)\n≥ strong threshold → strong\n≥ very strong threshold → very strong\nInformational only — does not block signals.")
float  vStrongTrendAtr  = input.float(2.5, "Very strong trend threshold (ATR)", minval = 0.05, maxval = 30.0, step = 0.05, group = GRP_EMA, tooltip = "Should be greater than the strong trend threshold.")

string GRP_DIST = "5. Distance from EMA"
bool  useTrendMaxDist   = input.bool(false, "Max. distance filter — trend", group = GRP_DIST, tooltip = "A trend signal is rejected when the signal candle's close is too FAR from the EMA.")
float maxTrendDistAtr   = input.float(2.0, "Max. distance from EMA (ATR)", minval = 0.0, maxval = 20.0, step = 0.1, group = GRP_DIST, tooltip = "Applies to trend signals only.")
bool  useCounterMinDist = input.bool(false, "Min. distance filter — counter-trend", group = GRP_DIST, tooltip = "A counter-trend signal is rejected when the signal candle's close is too CLOSE to the EMA.")
float minCounterDistAtr = input.float(3.0, "Min. distance from EMA (ATR)", minval = 0.0, maxval = 20.0, step = 0.1, group = GRP_DIST, tooltip = "Applies to counter-trend signals only.")
int   atrLenDist        = input.int(100, "ATR length (EMA distance)", minval = 1, maxval = 500, group = GRP_DIST, tooltip = "Shared by both distance filters; also used for label values and label offset (section 8).")

string GRP_COL = "6. Colors"
color  bullCol         = input.color(#26a69a, "Bullish (long / above EMA)", group = GRP_COL, tooltip = "Main long-side color, used throughout the indicator:\n• long signals — triangle, diamond, opposite-candle circle, label background\n• EMA line and glow when price is ABOVE the EMA\n• TP/SL: long entry, TP and reward zone; short SL and risk zone\n• table: LONG header, ✓ statuses, aligned trend, last long signal")
color  bearCol         = input.color(#ef5350, "Bearish (short / below EMA)", group = GRP_COL, tooltip = "Main short-side color, used throughout the indicator:\n• short signals — triangle, diamond, opposite-candle circle, label background\n• EMA line and glow when price is BELOW the EMA\n• TP/SL: short entry, TP and reward zone; long SL and risk zone\n• table: SHORT header, ✗ statuses, last short signal")
color  trendLabelCol   = input.color(color.white, "Label text — trend",         group = GRP_COL, tooltip = "Text color of trend signal labels.")
color  counterLabelCol = input.color(color.white, "Label text — counter-trend", group = GRP_COL, tooltip = "Text color of counter-trend signal labels.")
color  tblBgCol        = input.color(color.new(#131722, 0), "Table — background",        group = GRP_COL, tooltip = "Table background color and transparency.")
color  tblTxtCol       = input.color(color.new(#d1d4dc, 0), "Table — text",              group = GRP_COL, tooltip = "Color of the condition names (first table column).")
color  tblHdrCol       = input.color(color.new(#2a2e39, 0), "Table — header background", group = GRP_COL, tooltip = "Background of the header row and the result row.")

string GRP_VIS_SHAPE = "7. Display — shapes"
bool   showShapes   = input.bool(false, "Show signal shapes", group = GRP_VIS_SHAPE, tooltip = "Triangle = trend, diamond = counter-trend.")
string shapeSizeStr = input.string(SIZE_OPTS_TINY, "Shape size", options = [SIZE_OPTS_TINY, SIZE_OPTS_SMALL, SIZE_OPTS_NORMAL], group = GRP_VIS_SHAPE, tooltip = "Size of the signal triangles and diamonds.")
bool   highlightOpp = input.bool(true, "Mark opposite candle", group = GRP_VIS_SHAPE, tooltip = "Circle below/above the first opposite candle (the one whose level was broken by the signal candle).")

string GRP_VIS_LAB = "8. Display — labels"
bool   showDistLabel   = input.bool(true, "Show labels", group = GRP_VIS_LAB, tooltip = "Signal category + distance from the EMA in ATR (ATR from section 5).")
string labelSizeStr    = input.string(SIZE_OPTS_SMALL, "Label size", options = [SIZE_OPTS_TINY, SIZE_OPTS_SMALL, SIZE_OPTS_NORMAL], group = GRP_VIS_LAB, tooltip = "Text size of the signal labels.")
float  labelOffsetAtr  = input.float(0.6, "Offset from candle (x ATR)", minval = 0.0, maxval = 5.0, step = 0.1, group = GRP_VIS_LAB, tooltip = "Vertical distance of the label from the low (long) / high (short), in ATR from section 5.\n0 = the label touches the candle. Consider a smaller value when shapes are hidden.")

string GRP_VIS_EMA = "9. Display — EMA"
bool  showEma        = input.bool(true, "Show EMA", group = GRP_VIS_EMA, tooltip = "The EMA line changes color: bullish when price is above it, bearish when below.")
int   emaWidth       = input.int(3, "Line width", minval = 1, maxval = 8, group = GRP_VIS_EMA, tooltip = "EMA line width.")
bool  showEmaGlow    = input.bool(true, "Show glow", group = GRP_VIS_EMA, tooltip = "Gradient in a channel around the EMA — strongest at the EMA, fading toward the edges.")
float glowOffsetMult = input.float(4, "Glow width (x ATR)", minval = 0.1, maxval = 5.0, step = 0.01, group = GRP_VIS_EMA, tooltip = "Distance of the glow edge from the EMA, in ATR.")
int   glowNearTransp = input.int(80, "Glow transparency", minval = 0, maxval = 99, group = GRP_VIS_EMA, tooltip = "0 = solid color, 99 = nearly invisible.")
int   atrLenGlow     = input.int(100, "ATR length (glow width)", minval = 1, maxval = 500, group = GRP_VIS_EMA, tooltip = "ATR period used for the glow width.")

string GRP_TBL = "10. Table"
bool   showTable  = input.bool(true, "Show table", group = GRP_TBL, tooltip = "Checklist of signal conditions for the current bar, shown separately for long and short.\n✓ met · ✗ blocking · … waiting for more bars · ○ filter off.\nHover over a table cell to see details.")
string tblPosStr  = input.string("Top right", "Position", options = ["Top left", "Top center", "Top right", "Middle left", "Middle center", "Middle right", "Bottom left", "Bottom center", "Bottom right"], group = GRP_TBL, tooltip = "Table position on the chart.")
string tblSizeStr = input.string(SIZE_OPTS_SMALL, "Text size", options = [SIZE_OPTS_TINY, SIZE_OPTS_SMALL, SIZE_OPTS_NORMAL, SIZE_OPTS_LARGE], group = GRP_TBL, tooltip = "Table text size.")

string GRP_TPSL = "11. TP/SL"
bool  showTargets = input.bool(true, "Show TP/SL levels", group = GRP_TPSL, tooltip = "Draws the entry, Stop Loss and Take Profit 1–3 for each new signal.\nEntry = signal candle close.\nA new signal replaces the previous levels. Levels stop extending once SL or the farthest visible TP is hit.")
bool  useAtrSL    = input.bool(true, "ATR-based SL", group = GRP_TPSL, tooltip = "On: SL distance from entry = ATR × multiplier.\nOff: fixed percentage of the entry price (SL % from entry).")
int   tpAtrPeriod = input.int(14, "ATR length (TP/SL)", minval = 1, maxval = 500, group = GRP_TPSL, tooltip = "ATR period used to calculate the SL distance. Independent of the other ATR settings.")
float slAtrMult   = input.float(1.5, "SL ATR multiplier", minval = 0.1, step = 0.1, group = GRP_TPSL, tooltip = "SL distance from entry as a multiple of ATR. Applies when “ATR-based SL” is enabled.")
float slPercent   = input.float(1.0, "SL % from entry", minval = 0.01, step = 0.1, group = GRP_TPSL, tooltip = "SL distance from the entry price as a percentage. Applies when “ATR-based SL” is disabled.")
float rrTP1       = input.float(1.0, "TP1 risk:reward", minval = 0.1, step = 0.1, group = GRP_TPSL, tooltip = "Reward-to-risk ratio for TP1.\n1.0 = TP1 at the same distance from entry as the SL.")
float rrTP2       = input.float(2.0, "TP2 risk:reward", minval = 0.1, step = 0.1, group = GRP_TPSL, tooltip = "Reward-to-risk ratio for TP2.")
float rrTP3       = input.float(3.0, "TP3 risk:reward", minval = 0.1, step = 0.1, group = GRP_TPSL, tooltip = "Reward-to-risk ratio for TP3.")

string GRP_TPSL_DISP = "12. TP/SL — display"
bool showSlLevel  = input.bool(true, "Show SL",  group = GRP_TPSL_DISP, tooltip = "Stop Loss line and label, plus the risk zone fill.")
bool showTp1Level = input.bool(true, "Show TP1", group = GRP_TPSL_DISP, tooltip = "Take Profit 1 line and label.")
bool showTp2Level = input.bool(true, "Show TP2", group = GRP_TPSL_DISP, tooltip = "Take Profit 2 line and label.")
bool showTp3Level = input.bool(true, "Show TP3", group = GRP_TPSL_DISP, tooltip = "Take Profit 3 line and label.\nWhen the farthest visible TP is hit, the levels stop extending.")

bool isBull = close > open
bool isBear = close < open

int bullStreak = 0
int bearStreak = 0
bullStreak := isBull ? nz(bullStreak[1]) + 1 : 0
bearStreak := isBear ? nz(bearStreak[1]) + 1 : 0

float bearFirstHigh = na
float bullFirstLow  = na
bearFirstHigh := isBear ? (bearStreak == 1 ? high : nz(bearFirstHigh[1])) : na
bullFirstLow  := isBull ? (bullStreak == 1 ? low  : nz(bullFirstLow[1]))  : na

float oppBodyHigh = math.max(open[1], close[1])
float oppBodyLow  = math.min(open[1], close[1])
float longLevel   = confirmLevel == "Body" ? oppBodyHigh : high[1]
float shortLevel  = confirmLevel == "Body" ? oppBodyLow  : low[1]

float atrStreak  = ta.atr(atrLenStreak)
float atrSize    = ta.atr(atrLenSize)
float atrEmaMove = ta.atr(atrLenEmaMove)
float atrDist    = ta.atr(atrLenDist)
float atrGlow    = ta.atr(atrLenGlow)

float emaVal = ta.ema(close, emaLen)
bool aboveEma = close > emaVal
bool belowEma = close < emaVal

float emaRange   = ta.highest(emaVal, emaMoveLen) - ta.lowest(emaVal, emaMoveLen)
float emaMoveAtr = nz(atrEmaMove) > 0 ? emaRange / atrEmaMove : na
bool  emaMoveOk  = not useEmaMoveFilter or (not na(emaMoveAtr) and emaMoveAtr >= minEmaMoveAtr)
bool  emaRising  = emaVal >= nz(emaVal[emaMoveLen], emaVal)

float bearDrop = nz(bearFirstHigh[2]) - low[2]
float bullRise = high[2] - nz(bullFirstLow[2])
bool longMoveOk  = not useAtrFilter or (nz(atrStreak[2]) > 0 and bearDrop / atrStreak[2] >= minAtrMove)
bool shortMoveOk = not useAtrFilter or (nz(atrStreak[2]) > 0 and bullRise / atrStreak[2] >= minAtrMove)

float candleRange = high - low
float upperWick   = high - math.max(open, close)
float lowerWick   = math.min(open, close) - low
float bodySize    = math.abs(close - open)
float oppWickPct  = candleRange > 0 ? (upperWick / candleRange) * 100.0 : 0.0
float lowWickPct  = candleRange > 0 ? (lowerWick / candleRange) * 100.0 : 0.0
bool longWickOk   = not useOppWickFilter or (candleRange > 0 and oppWickPct <= maxOppWickPct)
bool shortWickOk  = not useOppWickFilter or (candleRange > 0 and lowWickPct <= maxOppWickPct)
float signalSize  = signalSizeMode == "Body" ? bodySize : candleRange
float signalSizeAtr = nz(atrSize) > 0 ? signalSize / atrSize : na
bool signalSizeOk = not useSignalSizeFilter or (not na(signalSizeAtr) and signalSizeAtr >= minSignalSizeAtr)

bool longIsTrend     = aboveEma
bool shortIsTrend    = belowEma
bool categoryOkLong  = (longIsTrend  and showTrendSignals) or (not longIsTrend  and showCounterSignals)
bool categoryOkShort = (shortIsTrend and showTrendSignals) or (not shortIsTrend and showCounterSignals)

float emaDistAtr    = nz(atrDist) > 0 ? math.abs(close - emaVal) / atrDist : na
bool  trendDistOk   = not useTrendMaxDist   or (not na(emaDistAtr) and emaDistAtr <= maxTrendDistAtr)
bool  counterDistOk = not useCounterMinDist or (not na(emaDistAtr) and emaDistAtr >= minCounterDistAtr)
bool  longDistOk    = longIsTrend  ? trendDistOk : counterDistOk
bool  shortDistOk   = shortIsTrend ? trendDistOk : counterDistOk

bool longSignal =
     showLong
     and bearStreak[2] >= minStreak
     and isBull[1]
     and isBull
     and longMoveOk
     and longWickOk
     and signalSizeOk
     and emaMoveOk
     and categoryOkLong
     and longDistOk
     and close > longLevel

bool shortSignal =
     showShort
     and bullStreak[2] >= minStreak
     and isBear[1]
     and isBear
     and shortMoveOk
     and shortWickOk
     and signalSizeOk
     and emaMoveOk
     and categoryOkShort
     and shortDistOk
     and close < shortLevel

bool longTrendSig    = longSignal  and longIsTrend
bool longCounterSig  = longSignal  and not longIsTrend
bool shortTrendSig   = shortSignal and shortIsTrend
bool shortCounterSig = shortSignal and not shortIsTrend
bool sigIsTrend      = longTrendSig or shortTrendSig

float bearMoveNow = isBear and nz(atrStreak) > 0 ? (bearFirstHigh - low) / atrStreak : na
float bullMoveNow = isBull and nz(atrStreak) > 0 ? (high - bullFirstLow) / atrStreak : na
float bearMove1 = bearMoveNow[1]
float bearMove2 = bearMoveNow[2]
float bullMove1 = bullMoveNow[1]
float bullMove2 = bullMoveNow[2]
int   bearLen1  = nz(bearStreak[1])
int   bearLen2  = nz(bearStreak[2])
int   bullLen1  = nz(bullStreak[1])
int   bullLen2  = nz(bullStreak[2])

int   lOpp  = isBull and isBull[1] ? 2 : isBull and isBear[1] ? 1 : 0
int   lLen  = lOpp == 2 ? bearLen2  : lOpp == 1 ? bearLen1  : bearStreak
float lMove = lOpp == 2 ? bearMove2 : lOpp == 1 ? bearMove1 : bearMoveNow

int   sOpp  = isBear and isBear[1] ? 2 : isBear and isBull[1] ? 1 : 0
int   sLen  = sOpp == 2 ? bullLen2  : sOpp == 1 ? bullLen1  : bullStreak
float sMove = sOpp == 2 ? bullMove2 : sOpp == 1 ? bullMove1 : bullMoveNow

var int  lastLongBar    = na
var bool lastLongTrend  = false
var int  lastShortBar   = na
var bool lastShortTrend = false
if longSignal
    lastLongBar   := bar_index
    lastLongTrend := longIsTrend
if shortSignal
    lastShortBar   := bar_index
    lastShortTrend := shortIsTrend

color emaCol        = close >= emaVal ? bullCol : bearCol
float glowOffset    = atrGlow * glowOffsetMult
float emaUpperBound = emaVal + glowOffset
float emaLowerBound = emaVal - glowOffset

pCore   = plot(showEma ? emaVal : na, "EMA", emaCol, emaWidth)
pGlowUp = plot(showEma and showEmaGlow ? emaUpperBound : na, "EMA Glow Upper", color.new(emaCol, 100), 1, display = display.none)
pGlowDn = plot(showEma and showEmaGlow ? emaLowerBound : na, "EMA Glow Lower", color.new(emaCol, 100), 1, display = display.none)

fill(pCore,   pGlowUp, emaUpperBound, emaVal,        showEmaGlow ? color.new(emaCol, 100) : na, showEmaGlow ? color.new(emaCol, glowNearTransp) : na)
fill(pGlowDn, pCore,   emaVal,        emaLowerBound, showEmaGlow ? color.new(emaCol, glowNearTransp) : na, showEmaGlow ? color.new(emaCol, 100) : na)

bool szT = showShapes and shapeSizeStr == SIZE_OPTS_TINY
bool szS = showShapes and shapeSizeStr == SIZE_OPTS_SMALL
bool szN = showShapes and shapeSizeStr == SIZE_OPTS_NORMAL

plotshape(szT and longTrendSig,    "Long trend (tiny)",      shape.triangleup,   location.belowbar, bullCol, size = size.tiny)
plotshape(szT and longCounterSig,  "Long counter (tiny)",    shape.diamond,      location.belowbar, bullCol, size = size.tiny)
plotshape(szT and shortTrendSig,   "Short trend (tiny)",     shape.triangledown, location.abovebar, bearCol, size = size.tiny)
plotshape(szT and shortCounterSig, "Short counter (tiny)",   shape.diamond,      location.abovebar, bearCol, size = size.tiny)

plotshape(szS and longTrendSig,    "Long trend (small)",     shape.triangleup,   location.belowbar, bullCol, size = size.small)
plotshape(szS and longCounterSig,  "Long counter (small)",   shape.diamond,      location.belowbar, bullCol, size = size.small)
plotshape(szS and shortTrendSig,   "Short trend (small)",    shape.triangledown, location.abovebar, bearCol, size = size.small)
plotshape(szS and shortCounterSig, "Short counter (small)",  shape.diamond,      location.abovebar, bearCol, size = size.small)

plotshape(szN and longTrendSig,    "Long trend (normal)",    shape.triangleup,   location.belowbar, bullCol, size = size.normal)
plotshape(szN and longCounterSig,  "Long counter (normal)",  shape.diamond,      location.belowbar, bullCol, size = size.normal)
plotshape(szN and shortTrendSig,   "Short trend (normal)",   shape.triangledown, location.abovebar, bearCol, size = size.normal)
plotshape(szN and shortCounterSig, "Short counter (normal)", shape.diamond,      location.abovebar, bearCol, size = size.normal)

plotshape(highlightOpp and longSignal,  "Opposite candle (long)",  shape.circle, location.belowbar, color.new(bullCol, 30), offset = -1, size = size.tiny)
plotshape(highlightOpp and shortSignal, "Opposite candle (short)", shape.circle, location.abovebar, color.new(bearCol, 30), offset = -1, size = size.tiny)

string labelSizeSel = switch labelSizeStr
    SIZE_OPTS_TINY   => size.tiny
    SIZE_OPTS_SMALL  => size.small
    => size.normal

if s

Показано первые 50% кода (символов: 33786)