Wyckoff Accumulation & Distribution, Spring, UTAD, SOS

indicator("Wyckoff Accumulation & Distribution, Spring, UTAD, SOS [@simpleforextools]", "Wyckoff [@simpleforextools]",
     overlay = true, max_lines_count = 300, max_labels_count = 400, max_boxes_count = 60, max_polylines_count = 60)

gM = "Schematic"
side     = input.string("Both", "Schematics", options = ["Both", "Accumulation", "Distribution"], group = gM)
trendLen = input.int(50, "Climax lookback (bars)", minval = 10, maxval = 300, group = gM,
     tooltip = "A selling climax must print the lowest low of this many bars, a buying climax the highest high.")
climRng  = input.float(1.2, "Climax bar range (× ATR)", minval = 0.5, maxval = 5.0, step = 0.1, group = gM)
climVol  = input.float(1.5, "Climax volume (× 20-bar average)", minval = 1.0, maxval = 6.0, step = 0.1, group = gM,
     tooltip = "Ignored on symbols that publish no volume.")
pivLen   = input.int(3, "Swing strength", minval = 2, maxval = 10, group = gM, tooltip = "Bars on each side that confirm a swing high or low.")
arMin    = input.float(2.0, "Min. automatic rally / reaction (× ATR)", minval = 0.5, maxval = 10.0, step = 0.1, group = gM)
maxH     = input.float(10.0, "Max. range height (× ATR)", minval = 3.0, maxval = 30.0, step = 0.5, group = gM)
minRange = input.int(15, "Min. range length (bars)", minval = 5, maxval = 200, group = gM,
     tooltip = "If price leaves the range sooner than this, it was a V-turn, not a Wyckoff range, and the model is dropped.")
stTol    = input.float(0.35, "Secondary test zone (part of range)", minval = 0.1, maxval = 0.6, step = 0.05, group = gM)
sprBars  = input.int(3, "Spring / UTAD max. bars outside", minval = 1, maxval = 10, group = gM,
     tooltip = "A spring (or UTAD) is a break of the climax side that closes back inside the range within this many bars.")
failDep  = input.float(0.30, "Break depth (part of range)", minval = 0.1, maxval = 1.0, step = 0.05, group = gM,
     tooltip = "A close this far beyond the climax side breaks the range, and the schematic fails.")
maxRng   = input.int(300, "Range expiry (bars)", minval = 50, maxval = 2000, group = gM)
maxLeg   = input.int(300, "Markup / markdown expiry (bars)", minval = 50, maxval = 2000, group = gM)

gD = "Drawing"
showPath = input.bool(true, "Draw the schematic path", group = gD)
showPh   = input.bool(true, "Phase letters A–E", group = gD)
showTgt  = input.bool(true, "Targets and invalidation", group = gD)
keepN    = input.int(3, "Ranges drawn", minval = 1, maxval = 20, group = gD, tooltip = "Finished ranges older than this are removed from the chart. The track record keeps all of them.")
lblSize  = input.string("Normal", "Label size", options = ["Small", "Normal", "Large"], group = gD)

gP = "Panel"
showTbl  = input.bool(true, "Show panel", group = gP)
tblPos   = input.string("Top Right", "Position", options = ["Top Right", "Bottom Right", "Top Left", "Bottom Left"], group = gP)
tblSize  = input.string("Normal", "Text size", options = ["Small", "Normal", "Large"], group = gP)

gA = "Alerts"
alRange  = input.bool(true, "Alert: climax and trading range", group = gA)
alTest   = input.bool(true, "Alert: spring / UTAD", group = gA)
alSos    = input.bool(true, "Alert: SOS / SOW and LPS / LPSY", group = gA)
alTgt    = input.bool(true, "Alert: target hit / complete / failed", group = gA)

candOn_  = input.bool(true, "Neon candles", group = "Visuals")
candGlw  = input.bool(true, "Glow candles", group = "Visuals", tooltip = "Each body is drawn in four bands that brighten towards the close, so the candle reads in the direction it moved. Off = flat translucent bodies.")

bgLum   = 0.2126 * color.r(chart.bg_color) + 0.7152 * color.g(chart.bg_color) + 0.0722 * color.b(chart.bg_color)
isLight = bgLum > 128
UP      = isLight ? #4E9A06 : #B4FF39   // acid lime: accumulation, rising candles
DN      = isLight ? #D9480F : #FF6B2C   // ember: distribution, falling candles
ACC     = isLight ? #3F4BD9 : #7C8CFF   // electric indigo: trading range and phases
ACCX    = isLight ? #2F38A8 : #B4BDFF   // light indigo for text
GREY    = isLight ? #8A8F9C : #5A6070
TXT     = isLight ? #1A1D24 : #ECEEF4
MUTE    = isLight ? #5E6472 : #969CAB
PANEL   = isLight ? #FFFFFF : #0A0C12
ROW     = isLight ? #F0F2F8 : #13161F
INK     = #0A0C12
NONE    = color.new(color.black, 100)

lSize = lblSize == "Small" ? size.small : lblSize == "Large" ? size.large : size.normal
tSize = tblSize == "Small" ? size.small : tblSize == "Large" ? size.large : size.normal

px(float v) =>
    str.tostring(v, format.mintick)

pct(int a, int b) =>
    b > 0 ? str.tostring(a * 100.0 / b, "0") + "%" : "—"

atr    = ta.atr(50)
avgV   = ta.sma(nz(volume), 20)
hasVol = avgV > 0
rngOk  = not na(atr) and high - low >= climRng * atr
volOk  = not hasVol or nz(volume) >= climVol * avgV
newLo  = low <= ta.lowest(low, trendLen)
newHi  = high >= ta.highest(high, trendLen)
ph     = ta.pivothigh(high, pivLen, pivLen)
pl     = ta.pivotlow(low, pivLen, pivLen)
pBar   = bar_index - pivLen

var int   stage  = 0
var int   dir    = 0
var int   startBar = na
var float ext    = na      // climax extreme
var int   extBar = na
var float arP    = na
var int   arBar  = na
var float trTop  = na
var float trBot  = na
var float trMid  = na
var float rngH   = na
var float cs     = na      // climax side of the range (support in accumulation)
var float bs     = na      // breakout side: the creek in accumulation, the ice in distribution
var bool  stOn   = false
var bool  sprOn  = false
var float sprExt = na
var int   sprBar = na
var bool  pend   = false
var int   pendN  = 0
var float pendExt = na
var int   pendExtBar = na
var int   sosBar = na
var bool  lpsOn  = false
var float t1     = na
var float t2     = na
var float inv    = na
var int   hitMax = 0

var array<chart.point> pts = array.new<chart.point>()

var box      trBox  = na
var line     bsLn   = na
var label    bsLb   = na
var label    climLb = na
var polyline schPl  = na
var line     t1Ln = na
var line     t2Ln = na
var line     invLn = na
var label    t1Lb = na
var label    t2Lb = na
var label    invLb = na

var array<int> rN    = array.new_int(2, 0)
var array<int> rSpr  = array.new_int(2, 0)
var array<int> rSos  = array.new_int(2, 0)
var array<int> rT1   = array.new_int(2, 0)
var array<int> rT2   = array.new_int(2, 0)
var array<int> rFail = array.new_int(2, 0)
var array<int> rLen  = array.new_int(2, 0)

evClim  = false
evRange = false
evSpr   = false
evSos   = false
evLps   = false
evHit   = 0
evFrom  = 0
evDone  = false
evFail  = false
evExp   = false
evDrop  = false
evEnd   = false

bump(array<int> a, int i, int add) =>
    array.set(a, i, array.get(a, i) + add)

var int mId = 0
var array<line>     gLn  = array.new<line>()
var array<int>      gLnI = array.new_int()
var array<label>    gLb  = array.new<label>()
var array<int>      gLbI = array.new_int()
var array<box>      gBx  = array.new<box>()
var array<int>      gBxI = array.new_int()
var array<polyline> gPl  = array.new<polyline>()
var array<int>      gPlI = array.new_int()

regLn(line o) =>
    array.push(gLn, o)
    array.push(gLnI, mId)
regLb(label o) =>
    array.push(gLb, o)
    array.push(gLbI, mId)
regBx(box o) =>
    array.push(gBx, o)
    array.push(gBxI, mId)
regPl(polyline o) =>
    array.push(gPl, o)
    array.push(gPlI, mId)

prune(int upTo) =>
    while array.size(gLnI) > 0 and array.get(gLnI, 0) <= upTo
        line.delete(array.shift(gLn))
        array.shift(gLnI)
    while array.size(gLbI) > 0 and array.get(gLbI, 0) <= upTo
        label.delete(array.shift(gLb))
        array.shift(gLbI)
    while array.size(gBxI) > 0 and array.get(gBxI, 0) <= upTo
        box.delete(array.shift(gBx))
        array.shift(gBxI)
    while array.size(gPlI) > 0 and array.get(gPlI, 0) <= upTo
        polyline.delete(array.shift(gPl))
        array.shift(gPlI)

dropTail(int id) =>
    while array.size(gLnI) > 0 and array.last(gLnI) == id
        line.delete(array.pop(gLn))
        array.pop(gLnI)
    while array.size(gLbI) > 0 and array.last(gLbI) == id
        label.delete(array.pop(gLb))
        array.pop(gLbI)
    while array.size(gBxI) > 0 and array.last(gBxI) == id
        box.delete(array.pop(gBx))
        array.pop(gBxI)
    while array.size(gPlI) > 0 and array.last(gPlI) == id
        polyline.delete(array.pop(gPl))
        array.pop(gPlI)

evLb(int x, float y, string t, bool below, color bg, color fg) =>
    lb = label.new(x, y, t, style = below ? label.style_label_up : label.style_label_down, color = bg, textcolor = fg, size = lSize)
    regLb(lb)
    lb

phLb(int x, string t) =>
    if showPh
        regLb(label.new(x, trTop, t, style = label.style_label_down, color = NONE, textcolor = ACCX, size = lSize))

redraw(polyline old, color c) =>
    polyline.delete(old)
    polyline p = na
    if showPath and array.size(pts) > 1
        p := polyline.new(pts, curved = true, line_color = color.new(c, 25), line_width = 2, line_style = line.style_solid)
        regPl(p)
    p

tgtLn(float y, color c, int w, string st) =>
    l = line.new(sosBar, y, bar_index + 3, y, color = c, width = w, style = st)
    regLn(l)
    l

tgtLb(float y, string t, color c) =>
    l = label.new(bar_index + 3, y, t, style = label.style_label_left, color = INK, textcolor = c, size = lSize)
    regLb(l)
    l
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)

if barstate.isconfirmed and not na(atr)
    age    = bar_index - startBar
    early  = age < minRange
    wickC  = dir == 1 ? low : high       // the wick on the climax side
    fav    = dir == 1 ? high : low       // the wick on the breakout side
    dc     = dir == 1 ? UP : DN

    if stage >= 4
        prevHit = hitMax
        if (fav - t2) * dir >= 0
            hitMax := 2
        else if hitMax < 1 and (fav - t1) * dir >= 0
            hitMax := 1
        if hitMax > prevHit
            evHit  := hitMax
            evFrom := prevHit
        if hitMax == 2
            evDone := true
        else if (inv - close) * dir > 0
            evFail := true
        else if bar_index - sosBar > maxLeg
            evExp := true
        if stage == 4 and not evDone and not evFail
            pv = dir == 1 ? pl : ph
            if not na(pv) and pBar > sosBar and (pv - trMid) * dir > 0
                stage := 5
                lpsOn := true
                evLps := true
                evLb(pBar, pv, dir == 1 ? "LPS" : "LPSY", dir == 1, dc, INK)
                phLb(pBar, "E")
                array.push(pts, chart.point.from_index(pBar, pv))
                schPl := redraw(schPl, dc)

    else if stage == 2 or stage == 3
        if stage == 2 and not pend and not stOn
            pv = dir == 1 ? pl : ph
            if not na(pv) and pBar > arBar and (pv - cs) * dir >= 0 and (pv - cs) * dir <= stTol * rngH
                stOn := true
                evLb(pBar, pv, "ST", dir == 1, GREY, color.white)
                phLb(pBar, "B")
                array.push(pts, chart.point.from_index(pBar, pv))
                schPl := redraw(schPl, dc)
        if (close - bs) * dir > 0
            if early
                evDrop := true
            else
                stage  := 4
                sosBar := bar_index
                evSos  := true
                t1  := bs + dir * rngH
                t2  := bs + dir * 2 * rngH
                inv := sprOn ? sprExt : cs
                evLb(bar_index, fav, dir == 1 ? "SOS" : "SOW", dir == -1, dc, INK)
                phLb(bar_index, "D")
                array.push(pts, chart.point.from_index(bar_index, fav))
                schPl := redraw(schPl, dc)
                box.set_right(trBox, bar_index)
                line.set_x2(bsLn, bar_index)
                label.set_x(bsLb, bar_index)
                if showTgt
                    t1Ln  := tgtLn(t1, color.new(dc, 10), 2, line.style_solid)
                    t2Ln  := tgtLn(t2, color.new(dc, 10), 2, line.style_dashed)
                    invLn := tgtLn(inv, color.new(GREY, 10), 1, line.style_dotted)
                    t1Lb  := tgtLb(t1, "T1 · 1× range  " + px(t1), dc)
                    t2Lb  := tgtLb(t2, "T2 · 2× range  " + px(t2), dc)
                    invLb := tgtLb(inv, "INVALID  " + px(inv), MUTE)
        else if stage == 2
            if pend
                pendN += 1
                if (pendExt - wickC) * dir > 0
                    pendExt    := wickC
                    pendExtBar := bar_index
                if (close - cs) * dir >= 0
                    pend := false
                    if not early
                        sprOn  := true
                        sprExt := pendExt
                        sprBar := pendExtBar
                else if (cs - close) * dir > failDep * rngH or pendN > sprBars
                    if early
                        evDrop := true
                    else
                        evFail := true
            else if (cs - wickC) * dir > 0
                if (close - cs) * dir >= 0
                    if not early
                        sprOn  := true
                        sprExt := wickC
                        sprBar := bar_index
                else if (cs - close) * dir > failDep * rngH
                    if early
                        evDrop := true
                    else
                        evFail := true
                else
                    pend       := true
                    pendN      := 1
                    pendExt    := wickC
                    pendExtBar := bar_i

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