Gold M1 Range + HTF Squeeze + SMC [Stable]

indicator("Gold M1 Range + HTF Squeeze + SMC [Stable]", overlay=true, max_boxes_count=500, max_lines_count=500, max_labels_count=500)

grpR = "Range Detector (stable boxes)"
length = input.int(20, "Minimum Range Length", minval=2, group=grpR)
mult   = input.float(1.0, "Range Width (ATR mult)", minval=0.1, step=0.1, group=grpR)
atrLen = input.int(500, "ATR Length", minval=1, group=grpR)

grpSq = "Squeeze / Chop filters"
useBBSq  = input.bool(true, "Require BB Squeeze for AVOID", group=grpSq)
bbLen    = input.int(20, "BB Length", group=grpSq)
bbMult   = input.float(2.0, "BB Mult", step=0.1, group=grpSq)
kcLen    = input.int(20, "Keltner Length", group=grpSq)
kcMult   = input.float(1.5, "Keltner Mult", step=0.1, group=grpSq)
adxLen   = input.int(14, "ADX Length", group=grpSq)
adxThres = input.float(25.0, "ADX below = no trend", step=0.5, group=grpSq)
erLen    = input.int(10, "ER Length", group=grpSq)
erThres  = input.float(0.35, "ER below = choppy", step=0.01, group=grpSq)

grpV = "Volume"
useVolume = input.bool(true, "Use Low Volume in AVOID", group=grpV)
volLen    = input.int(20, "Volume MA Length", group=grpV)
volMult   = input.float(0.85, "Low Volume threshold", step=0.05, group=grpV)

grpHTF = "HTF M5 / M15 / M30 / H1"
useHTF    = input.bool(true, "Use HTF compression", group=grpHTF)
htfNeed   = input.int(2, "Min HTFs compressed (1-4)", minval=1, maxval=4, group=grpHTF)
htfLength = input.int(20, "HTF range length", minval=2, group=grpHTF)
htfMult   = input.float(2.8, "HTF range ATR mult", step=0.1, group=grpHTF)
htfAdxTh  = input.float(27.0, "HTF ADX no-trend", step=0.5, group=grpHTF)

grpSMC = "SMC (light)"
swingLen   = input.int(5, "Structure swing length", minval=2, group=grpSMC)
showStruct = input.bool(true, "Show BOS / CHoCH", group=grpSMC)

grpStyle = "Style"
upCss       = input.color(#089981, "Broken Upward", group=grpStyle)
dnCss       = input.color(#f23645, "Broken Downward", group=grpStyle)
unbrokenCss = input.color(#2157f3, "Unbroken Range", group=grpStyle)
avoidCss    = input.color(#ff9800, "AVOID fill", group=grpStyle)
showBg      = input.bool(true, "Background when AVOID", group=grpStyle)
showMid     = input.bool(true, "Show range top/bottom plots", group=grpStyle)
showBreakLbl = input.bool(true, "Show breakout triangles", group=grpStyle)

n   = bar_index
atr = ta.atr(atrLen) * mult
ma  = ta.sma(close, length)

count = 0
for i = 0 to length - 1
    count += math.abs(close[i] - ma) > atr ? 1 : 0

var box   bx = na
var line  lvl = na
var float max = na
var float min = na
var int   os = 0
color detect_css = na

if count == 0 and count[1] != 0
    if not na(bx) and n[length] <= bx.get_right()
        max := math.max(ma + atr, bx.get_top())
        min := math.min(ma - atr, bx.get_bottom())
        bx.set_top(max)
        bx.set_rightbottom(n, min)
        bx.set_bgcolor(color.new(unbrokenCss, 80))
        bx.set_border_color(unbrokenCss)
        avg = math.avg(max, min)
        if not na(lvl)
            lvl.set_y1(avg)
            lvl.set_xy2(n, avg)
            lvl.set_color(unbrokenCss)
        os := 0
    else
        max := ma + atr
        min := ma - atr
        bx  := box.new(n[length], max, n, min, border_color=unbrokenCss, bgcolor=color.new(unbrokenCss, 80), border_width=2)
        lvl := line.new(n[length], math.avg(max, min), n, math.avg(max, min), color=unbrokenCss, style=line.style_dotted, width=2)
        detect_css := color.new(color.gray, 85)
        os := 0

else if count == 0 and not na(bx) and os == 0
    bx.set_right(n)
    if not na(lvl)
        lvl.set_x2(n)

if not na(bx)
    if close > bx.get_top()
        bx.set_bgcolor(color.new(upCss, 80))
        bx.set_border_color(upCss)
        if not na(lvl)
            lvl.set_color(upCss)
        os := 1
    else if close < bx.get_bottom()
        bx.set_bgcolor(color.new(dnCss, 80))
        bx.set_border_color(dnCss)
        if not na(lvl)
            lvl.set_color(dnCss)
        os := -1

inActiveRange = not na(bx) and os == 0 and count == 0

bbBasis = ta.sma(close, bbLen)
bbDev   = bbMult * ta.stdev(close, bbLen)
kcBasis = ta.ema(close, kcLen)
kcAtr   = ta.atr(kcLen)
squeezeOn = (bbBasis + bbDev) < (kcBasis + kcMult * kcAtr) and (bbBasis - bbDev) > (kcBasis - kcMult * kcAtr)

[diP, diM, adx] = ta.dmi(adxLen, adxLen)
noTrend = adx < adxThres

chg  = math.abs(close - close[erLen])
volE = math.sum(math.abs(close - close[1]), erLen)
er   = volE != 0 ? chg / volE : 1.0
isChoppy = er < erThres

volMa     = ta.sma(volume, volLen)
lowVolume = volume < volMa * volMult

f_htf_cond() =>
    htf_atr = ta.atr(14)
    htf_hh  = ta.highest(high, htfLength)
    htf_ll  = ta.lowest(low, htfLength)
    [_, _, htf_adx] = ta.dmi(adxLen, adxLen)
    (htf_hh - htf_ll) < (htf_atr * htfMult) and htf_adx < htfAdxTh

m5c  = request.security(syminfo.tickerid, "5",  f_htf_cond(), barmerge.gaps_off, barmerge.lookahead_off)
m15c = request.security(syminfo.tickerid, "15", f_htf_cond(), barmerge.gaps_off, barmerge.lookahead_off)
m30c = request.security(syminfo.tickerid, "30", f_htf_cond(), barmerge.gaps_off, barmerge.lookahead_off)
h1c  = request.security(syminfo.tickerid, "60", f_htf_cond(), barmerge.gaps_off, barmerge.lookahead_off)

htfScore = (m5c ? 1 : 0) + (m15c ? 1 : 0) + (m30c ? 1 : 0) + (h1c ? 1 : 0)
htfOK    = htfScore >= htfNeed

ph = ta.pivothigh(high, swingLen, swingLen)
pl = ta.pivotlow(low, swingLen, swingLen)

var float lastPH = na
var float lastPL = na
var int   lastPHbar = na
var int   lastPLbar = na
var int   trend = 0
var bool  isBOS = false
var bool  isCHOCH = false

if not na(ph)
    lastPH := ph
    lastPHbar := bar_index - swingLen
if not na(pl)
    lastPL := pl
    lastPLbar := bar_index - swingLen

isBOS   := false
isCHOCH := false

crossUpPH = ta.crossover(close, lastPH)
crossDnPL = ta.crossunder(close, lastPL)

if barstate.isconfirmed and not na(lastPH) and crossUpPH
    isCHOCH := trend == -1
    isBOS   := trend != -1
    trend   := 1
    if showStruct
        line.new(lastPHbar, lastPH, bar_index, lastPH, color=upCss, width=1, style=line.style_dashed)
        label.new(bar_index, lastPH, isCHOCH ? "CHoCH ▲" : "BOS ▲", style=label.style_label_down, color=upCss, textcolor=color.white, size=size.tiny)

if barstate.isconfirmed and not na(lastPL) and crossDnPL
    isCHOCH := trend == 1
    isBOS   := trend != 1
    trend   := -1
    if showStruct
        line.new(lastPLbar, l

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