Стратегия линейного прорыва

indicator("<[Стратегия линейного прорыва]>", shorttitle = "<[LBC-RU]>", max_boxes_count = 500, max_bars_back = 4000, max_lines_count = 500)

var risktt = "Если расстояние между точкой входа и уровнем разворота (Трейлинг стоп-лосс) больше максимального риска, сделка не должна открываться"
nol = input.int(defval = 3, title = "Количество линий", minval = 1, tooltip = "Количество линий для проверки разворота")
totalbars = input.int(defval = 30000, title = "Максимальное количество баров", minval = 10, step = 500, tooltip = "Общее количество баров для построения графика Line Break")
overlay = input.bool(defval = false, title = "Отображать на основном графике")
gap = input.string(defval = "Off", title = "Разрывы", options =["Off", "On"])

showTrend = input.bool(defval = true, title = "Тренд", inline = "shwt")
uptcol = input.color(defval = color.lime, title = "", inline = "shwt")
dntcol = input.color(defval = color.red, title = "", inline = "shwt")
trendwidth = input.int(defval = 2, title = "", minval = 1, maxval = 5, inline = "shwt")

riskmanagement = input.bool(defval = false, title = "Управление рисками")
maximumrisk = input.float(defval = 1.0, title = "  Максимальный риск %", minval = 0, step = 0.1, tooltip = risktt) / 100

breakout = input.bool(defval = true, title = "Пробитие", inline = "bo")
breakoutucol = input.color(defval = color.blue, title = "", inline = "bo")
breakoutdcol = input.color(defval = color.navy, title = "", inline = "bo")
breakoutlstylei = input.string(defval = "Dotted", title = "", options = ["Solid", "Dashed", "Dotted"], inline = "bo")

flipflop = input.bool(defval = true, title = "Flip-Flop", inline = "ff")
flipflopcol = input.color(defval = #b2b5be, title = "", inline = "ff")

showProbability = input.bool(defval = true, title = "Вероятность продолжения")
showreversal = input.bool(defval = true, title = "Уровень разворота")
showclosingp = input.bool(defval = true, title = "Цена закрытия")

showtable = input.bool(defval = true, title = "Таблица временных последовательностей", inline = "table")
tableoverlay = input.bool(defval = false, title = "Основной график", inline = "table")
tabletype = input.string(defval = "Visual", title = "  Тип таблицы", options = ["Visual", "Numbers"])
tableposy = input.string(defval='bottom', title='  Расположение', options=['bottom', 'middle', 'top'], inline='tabpos')
tableposx = input.string(defval='left', title='', options=['left', 'center', 'right'], inline='tabpos')
txtsize = input.string(defval = size.small, title = "  Размер текста", options = [size.tiny, size.small, size.normal, size.large])

upbarsbg = input.color(defval = #36a845, title = "Бычьи бары", inline = "upbc", tooltip ="Цвета подтвержденных, неподтвержденных баров и границ")
upbarsbguc = input.color(defval = color.blue, title = "", inline = "upbc")
upbarsbd = input.color(defval = #74e05e, title = "", inline = "upbc")
dnbarsbg = input.color(defval = #d11d17, title = "Медвежьи бары", inline = "dnbc", tooltip ="Цвета подтвержденных, неподтвержденных баров и границ")
dnbarsbguc = input.color(defval = color.navy, title = "", inline = "dnbc")
dnbarsbd = input.color(defval = #f7525f, title = "", inline = "dnbc")

alertfrequency = input.string(defval = alert.freq_once_per_bar, title = "Частота оповещений", options = [alert.freq_once_per_bar_close, alert.freq_once_per_bar], group = "Оповещения")
longshortalert = input.bool(defval = true, title = "Оповещение Long/Short")
longAmsg = input.string(defval = "Тренд бычий", title = " Сообщение Long", inline = "1")
shortAmsg = input.string(defval = "Тренд медвежий", title = " Сообщение Short", inline = "2")
breakoutalert = input.bool(defval = true, title = "Оповещение о пробое")
bolongAmsg = input.string(defval = "Пробитие вверх", title = " Сообщение Long", inline = "3")
boshortAmsg = input.string(defval = "Пробитие вниз", title = " Сообщение Short", inline = "4")

method addtoarray(float [] this, float value) =>
    this.pop()
    this.unshift(value)
method addtoarray(int [] this, int value) =>
    this.pop()
    this.unshift(value)

getIndex(value)=>
    index =  value < 11 ? value - 1 :
             value > 10 and value <= 12 ? 10 :
             value > 12 and value <= 15 ? 11 : 
             12

getText(value)=>
    txt =  value < 11 ? str.tostring(value) :
             value == 11 ? "11-12" :
             value == 12 ? "13-15" : 
             ">15"

method addtrendcount(matrix<int> this, int value, int trend) =>
    index = getIndex(value)
    cc = trend == -1 ? 0 : 1
    this.set(index, cc, 1 + this.get(index, cc))

drawBox(l, t, r, b, bcol, bgcol)=>
    ret = overlay ?  box.new(left = l, top = t, right = r, bottom = b, border_width = 1, border_color = bcol, bgcolor = bgcol, force_overlay = true) :
                     box.new(left = l, top = t, right = r, bottom = b, border_width = 1, border_color = bcol, bgcolor = bgcol)

var trend = close >= open ? 1 : -1
var closes = array.new_float(500, close)
var opens = array.new_float(500, open)
var counts = array.new_int(500, 0)
var trcounts = matrix.new<int>(13, 2, 0)
var count = 0
var trcount = 1
var firstone = true
var breakoutlstyle = breakoutlstylei == "Solid" ? line.style_solid : breakoutlstylei == "Dashed" ? line.style_dashed : line.style_dotted

if bar_index >= last_bar_index - totalbars and (not barstate.isrealtime or barstate.isconfirmed)
    if bar_index == last_bar_index - totalbars
        trend := close >= open ? 1 : -1
        count := 0
        trcount := 1
        closes.fill(close)
        opens.fill(open)
    count += 1
    if trend == 1
        if close < math.min(array.min(array.slice(opens, 0, nol)), array.min(array.slice(closes, 0, nol)))
            if firstone
                firstone := false 
            else
                trcounts.addtrendcount(trcount, trend)
            trend := -1
            trcount := 0
        if close > closes.get(0) or trend == -1
            opens.addtoarray(trend == -1 ? opens.get(0) : closes.get(0))
            closes.addtoarray(close)
            counts.addtoarray(count)
            count := 0
            trcount += 1
    else if trend == -1 
        if close > math.max(array.max(array.slice(opens, 0, nol)), array.max(array.slice(closes, 0, nol)))
            if firstone
                firstone := false 
            else
                trcounts.addtrendcount(trcount, trend)
            trend := 1
            trcount := 0
        if close < closes.get(0) or trend == 1
            opens.addtoarray(trend == 1 ? opens.get(0) : closes.get(0))
            closes.addtoarray(close)
            counts.addtoarray(count)
            count := 0
            trcount += 1

if barstate.islast and matrix.max(trcounts) > 0
    var boxes = array.new_box(closes.size())
    xloc = bar_index
    ccounts = counts.copy()
    ccounts.unshift(count + 1)
    for x = 0 to (array.size(boxes) > 0 ? array.size(boxes) - 1 : na)
        box.delete(boxes.pop())

    for x = 0 to closes.size() -1
        if x < closes.size() -1 
            if bar_index - x < 1 or closes.get(x) == closes.get(x + 1) and opens.get(x) == opens.get(x + 1)
                continue

        bgcol = closes.get(x) > opens.get(x) ? upbarsbg : dnbarsbg
        bdcol = closes.get(x) > opens.get(x) ? upbarsbd : dnbarsbd
        if flipflop and x > 0 and x < closes.size() - 1
            if closes.get(x) > opens.get(x) and closes.get(x - 1) < opens.get(x - 1) and closes.get(x + 1) < opens.get(x + 1) or
                 closes.get(x) < opens.get(x) and closes.get(x - 1) > opens.get(x - 1) and closes.get(x + 1) > opens.get(x + 1) 
                bgcol := flipflopcol

        left = gap == "On" ? xloc - ccounts.get(x) : bar_index - x - 1
        right = gap == "On" ? xloc : bar_index - x
        if overlay 
            boxes.unshift(box.new(left = left, top = closes.get(x), right = right, bottom = opens.get(x), border_width = 1, border_color = bdcol, bgcolor = bgcol, force_overlay = true))
        else
            boxes.unshift(box.new(left = left, top = closes.get(x), right = right, bottom = opens.get(x), border_width = 1, border_color = bdcol, bgcolor = bgcol))
        xloc -= ccounts.get(x)

    if barstate.isrealtime
        var box rtbox = na
        box.delete(rtbox)
        if trend == 1 
            if close < opens.get(0)
                rtbox := drawBox(bar_index, opens.get(0), bar_index + 1, close, dnbarsbguc, dnbarsbguc)
            else if close > closes.get(0)
                rtbox := drawBox(bar_index, close,  bar_index + 1,closes.get(0), upbarsbguc, upbarsbguc)
        if trend == -1
            if close > opens.get(0)
                rtbox := drawBox(bar_index, close, bar_index + 1, opens.get(0), upbarsbguc, upbarsbguc)
            else if close < closes.get(0)
                rtbox := drawBox(bar_index, closes.get(0), bar_index + 1, close, dnbarsbguc, dnbarsbguc)

    if breakout and closes.size() > 12
        a_allLines = line.all
        if array.size(a_allLines) > 0
            for i = 0 to array.size(a_allLines) - 1
                line.delete(array.get(a_allLines, i))
        xloc := bar_index
        for x = 0 to closes.size() - 10

            t = closes.get(x) > opens.get(x) ? 1 : -1
            bout = 0.
            min = opens.get(x)
            max = opens.get(x)
            xloc1 = bar_index
            for y = 0 to closes.size() - 2

                if y - x > 150
                    break
                if y < x + 3
                    if y > x and (t == 1 and closes.get(y) > closes.get(x) or t == -1 and closes.get(y) < closes.get(x))
                        break
      

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