Range Breakout Verdict Engine

indicator("Range Breakout Verdict Engine", shorttitle = "RBVE", overlay = true, max_boxes_count = 12, max_lines_count = 6, max_labels_count = 40)

enum ErrRate
    conservative = "Conservative (α = β = 5%)"
    balanced     = "Balanced (α = β = 10%)"
    aggressive   = "Aggressive (α = β = 20%)"

enum TSize
    tiny   = "Tiny"
    small  = "Small"
    normal = "Normal"

const string G_R = "Range Detection"
const string G_T = "Sequential Test"
const string G_L = "Learning Rules"
const string G_V = "Visuals"

int   rngLen  = input.int(20, "Range Length", minval = 8, maxval = 100, group = G_R, tooltip = "Bars in the candidate range window. The range is the high/low of the previous N closed bars.")
float cmpMax  = input.float(0.50, "Max Compression", minval = 0.20, maxval = 0.90, step = 0.05, group = G_R, tooltip = "Range height ÷ height of the 4× longer context window. Lower values accept only tighter consolidations.")
ErrRate errIn = input.enum(ErrRate.balanced, "Error Rates", group = G_T, tooltip = "α = tolerated rate of ACCEPTED verdicts on breakouts that fail. β = tolerated rate of DEVIATION verdicts on breakouts that hold. Lower rates need more evidence, so verdicts arrive later and more tests end in SKIP.")
int   maxK    = input.int(8, "Max Test Bars", minval = 2, maxval = 30, group = G_T, tooltip = "Closed bars after the breakout bar that the test may use. If the evidence never crosses a bound, the test ends as SKIP.")
bool  advOn   = input.bool(false, "Custom Learning Rules", group = G_L, tooltip = "Off = defaults (1.0× yardstick, 0.25× failure depth, 30-bar horizon, 5 trials per class).")
float yardIn  = input.float(1.0, "Acceptance Yardstick (× range height)", minval = 0.3, maxval = 3.0, step = 0.1, group = G_L, active = advOn, tooltip = "A breakout is labelled ACCEPTED for learning when a close reaches this distance beyond the broken boundary.")
float failIn  = input.float(0.25, "Failure Depth (× range height)", minval = 0.05, maxval = 1.0, step = 0.05, group = G_L, active = advOn, tooltip = "A breakout is labelled FAILED for learning when a close returns this far back inside the range.")
int   horIn   = input.int(30, "Outcome Horizon (bars)", minval = 5, maxval = 200, group = G_L, active = advOn, tooltip = "Breakouts that resolve neither way within this many bars are discarded from learning.")
int   nMinIn  = input.int(5, "Min Trials per Class", minval = 2, maxval = 50, group = G_L, active = advOn, tooltip = "Resolved ACCEPTED and FAILED breakouts required before verdicts are issued. Until then the dashboard shows LEARNING.")
bool  showBox = input.bool(true, "Show Range Boxes", group = G_V)
color bullCol = input.color(#22C3A6, "Bullish", group = G_V, inline = "pal")
color bearCol = input.color(#F0506E, "Bearish", group = G_V, inline = "pal")
bool  showDash = input.bool(true, "Show Dashboard", group = G_V)
TSize tsIn    = input.enum(TSize.small, "Table Size", group = G_V, active = showDash)

float yardE   = advOn ? yardIn : 1.0
float failE   = advOn ? failIn : 0.25
int   nMinE   = advOn ? nMinIn : 5
int   horE    = math.max(advOn ? horIn : 30, maxK + 1)
float alphaE  = errIn == ErrRate.conservative ? 0.05 : errIn == ErrRate.balanced ? 0.10 : 0.20
float betaE   = alphaE
float upperA  = math.log((1.0 - betaE) / alphaE)
float lowerB  = math.log(betaE / (1.0 - alphaE))
string tblSz  = tsIn == TSize.tiny ? size.tiny : tsIn == TSize.small ? size.small : size.normal
color neutral = color.new(chart.fg_color, 55)
const int NB  = 6

f_bin(float x) =>
    x < -0.25 ? 0 : x < 0.0 ? 1 : x < 0.15 ? 2 : x < 0.35 ? 3 : x < 0.70 ? 4 : 5

f_lr(int b, array<int> ca, array<int> cf, int nA, int nF) =>
    float pa = (ca.get(b) + 1.0) / (nA + NB)
    float pf = (cf.get(b) + 1.0) / (nF + NB)
    math.log(pa / pf)

f_pct(int num, int den) =>
    den > 0 ? str.tostring(math.round(100.0 * num / den)) + "%" : "—"

float hiW = ta.highest(high, rngLen)
float loW = ta.lowest(low, rngLen)
float hiC = ta.highest(high, rngLen * 4)
float loC = ta.lowest(low, rngLen * 4)

var int   state   = 0
var float rTop    = na
var float rBot    = na
var int   rFormed = na
var box   curBox  = na
var array<box> boxHist = array.new<box>()

var int   tDir    = 0
var float tBound  = na
var float tH      = na
var int   tBar    = na
var int   tK      = -1
var float llr     = 0.0
var int   vK      = -1     // test bar on which the verdict was issued
var int   verdict = 0      // 0 pending, 1 ACCEPTED, -1 DEVIATION, 2 SKIP, 3 LEARNING (no verdict)
var array<int> obs = array.new<int>()

var array<int> cntA = array.new<int>(NB, 0)
var array<int> cntF = array.new<int>(NB, 0)
var int nObsA = 0
var int nObsF = 0
var int nTrA  = 0
var int nTrF  = 0
var int nUnres = 0

var int accV   = 0
var int accHit = 0
var int devV   = 0
var int devHit = 0

var int   lastV     = 0
var int   lastVDir  = 0
var int   lastVBar  = na
var line  yLine     = na
var array<label> labs = array.new<label>()

bool bullSig   = false
bool bearSig   = false
bool testStart = false
var table wm = table.new(position.bottom_right, 1, 1)
if barstate.isfirst
    table.cell(wm, 0, 0, "Telegram @free_fx_pro", text_color = color.new(color.gray, 70), text_size = size.large)

if barstate.isconfirmed

    if state == 0
        float wH = hiW[1] - loW[1]
        float cH = hiC[1] - loC[1]
        if not na(wH) and not na(cH) and cH > 0 and wH > syminfo.mintick * 2 and wH <= cmpMax * cH and close <= hiW[1] and close >= loW[1]
            rTop    := hiW[1]
            rBot    := loW[1]
            rFormed := bar_index
            state   := 1
            if showBox
                curBox := box.new(bar_index - rngLen, rTop, bar_index, rBot, border_color = neutral, border_width = 1, border_style = line.style_dashed, bgcolor = color.new(chart.fg_color, 94))
                boxHist.push(curBox)
                if boxHist.size() > 4
                    box.delete(boxHist.shift())

    else if state == 1
        if close > rTop or close < rBot
            tDir    := close > rTop ? 1 : -1
            tBound  := tDir == 1 ? rTop : rBot
            tH      := rTop - rBot
            tBar    := bar_index
            tK      := -1
            llr     := 0.0
            vK      := -1
            obs.clear()
            verdict := nTrA >= nMinE and nTrF >= nMinE ? 0 : 3
            state   := 2
            testStart := true
            if showBox and not na(curBox)
                box.set_right(curBox, bar_index)
                if not na(yLine)
                    line.delete(yLine)
                float yLvl = tBound + tDir * yardE * tH
                yLine := line.new(bar_index, yLvl, bar_index + maxK, yLvl, color = neutral, style = line.style_dotted, width = 1)
        else if bar_index - rFormed > 2 * rngLen
            state := 0
            if not na(curBox)
                box.delete(curBox)
                if boxHist.size() > 0
                    boxHist.pop()
                curBox := na
        else if showBox and not na(curBox)
            box.set_right(curBox, bar_index)

    if state == 2
        tK += 1
        float x = tDir * (close - tBound) / tH
        int   b = f_bin(x)
        if tK <= maxK
            obs.push(b)
            if verdict == 0
                llr += f_lr(b, cntA, cntF, nObsA, nObsF)
                if llr >= upperA
                    verdict := 1
                else if llr <= lowerB
                    verdict := -1
                else if tK == maxK
                    verdict := 2
                if verdict == 1 or verdict =

Показано первые 50% кода (символов: 10796)