Setup Scanner [GBB]

indicator("Setup Scanner [GBB]", "GBB Setup", overlay = true,
          max_boxes_count = 500, max_lines_count = 500, max_labels_count = 500)

const int N_SETUPS = 6

const int S_VWAP  = 0   // VWAP reclaim
const int S_EMA   = 1   // EMA pullback
const int S_BRT   = 2   // Break and retest
const int S_SWEEP = 3   // Liquidity sweep reversal
const int S_DIV   = 4   // RSI divergence
const int S_ORB   = 5   // Opening range break

const int ST_OFF     = 0
const int ST_DORMANT = 1
const int ST_FORMING = 2
const int ST_LONG    = 3
const int ST_SHORT   = 4

setupName(int sid) =>
    switch sid
        S_VWAP  => "VWAP reclaim"
        S_EMA   => "EMA pullback"
        S_BRT   => "Break and retest"
        S_SWEEP => "Liquidity sweep"
        S_DIV   => "RSI divergence"
        S_ORB   => "Opening range"
        => "?"

var string GS = "Setups"
bool useVwap  = input.bool(true,  "VWAP reclaim",         group = GS)
bool useEma   = input.bool(true,  "EMA pullback (9/21)",  group = GS)
bool useBrt   = input.bool(true,  "Break and retest",     group = GS)
bool useSweep = input.bool(true,  "Liquidity sweep",      group = GS)
bool useDiv   = input.bool(true,  "RSI divergence",       group = GS)
bool useOrb   = input.bool(true,  "Opening range break",  group = GS)

var string GT = "Trade plan"
float stopAtr  = input.float(1.2, "Stop distance (ATR)",  minval = 0.2, step = 0.1, group = GT)
float r1       = input.float(1.0, "TP1 (R)",              minval = 0.2, step = 0.1, group = GT)
float r2       = input.float(2.0, "TP2 (R)",              minval = 0.2, step = 0.1, group = GT)
float r3       = input.float(3.0, "TP3 (R)",              minval = 0.2, step = 0.1, group = GT)
int   maxOpen  = input.int(1,     "Max concurrent trades", minval = 1, maxval = 5, group = GT)
int   maxBars  = input.int(60,    "Give up after N bars",  minval = 5, group = GT)
int   reentry  = input.int(0,     "Re-entry cooldown (bars)", minval = 0, group = GT,
     tooltip = "Bars to wait after any trade resolves before a new one may open. " +
               "0 keeps every signal, which is why stops cluster back-to-back on impulse bars. " +
               "Changing this changes the scoreboard, so reset counts when you adjust it.")
bool  oneWay   = input.bool(true, "Block opposite-direction entries", group = GT,
     tooltip = "While a long is open, ignore short signals and vice versa.")

var string GF = "Filters"
int   atrLen   = input.int(14,   "ATR length",             minval = 2,  group = GF)
float volMult  = input.float(1.0,"Volume must exceed x SMA20", minval = 0, step = 0.1, group = GF)
int   pvLen    = input.int(5,    "Swing pivot length",     minval = 2,  group = GF)

var string GD = "Display"
bool  showZones = input.bool(true,  "Draw trade zones",    group = GD)
int   zoneLen   = input.int(6,      "Project zone N bars ahead", minval = 1, group = GD,
     tooltip = "An open trade's zone extends from entry to the current bar, plus this much " +
               "projection. It stops growing when the trade resolves.")
int   keepTrades= input.int(8,      "Keep last N drawings",minval = 1, maxval = 40, group = GD)
string tblPos   = input.string("Top right", "Panel position",
     options = ["Top right","Top left","Bottom right","Bottom left","Middle right"], group = GD)
int   tblSize   = input.int(1, "Panel text size (0 tiny – 3 large)", minval = 0, maxval = 3, group = GD)

var string GC = "Scoreboard"
bool  showBoard = input.bool(true, "Show scoreboard columns", group = GC)
int   minSamp   = input.int(10,    "Grey out below N samples", minval = 1, group = GC)

var string GO = "Opening range"
string orSess   = input.session("0930-1600", "Session",     group = GO)
string orTz     = input.string("America/New_York", "Timezone", group = GO,
     tooltip = "Use UTC for 24h crypto and set the session to your chosen anchor.")
int    orMin    = input.int(15, "Range length (minutes)", minval = 1, group = GO)

var string GX = "Setup tuning"
int   vwapAway  = input.int(6,    "VWAP: min bars below before reclaim", minval = 1, group = GX)
int   emaWindow = input.int(3,    "EMA: bars since touch",   minval = 1, group = GX)
float brtTol    = input.float(0.3,"Retest tolerance (ATR)",  minval = 0.05, step = 0.05, group = GX)
int   brtWindow = input.int(20,   "Retest window (bars)",    minval = 2, group = GX)
int   sweepLen  = input.int(20,   "Sweep lookback",          minval = 5, group = GX)
int   divGap    = input.int(60,   "Divergence max pivot gap",minval = 5, group = GX)

color cLong  = input.color(#00E39A, "Long",    group = GD, inline = "col")
color cShort = input.color(#FF3B6B, "Short",   group = GD, inline = "col")
color cForm  = input.color(#FFB020, "Forming", group = GD, inline = "col")
color cEntry = input.color(#9BA4B0, "Entry",   group = GD, inline = "col")

string labelMode = input.string("Short", "Signal labels",
     options = ["Full","Short","Arrow only","Off"], group = GD)
bool showOutcomes = input.bool(true, "Show outcome tags (stop / TP3 / expired)", group = GD)
bool showTpLabels = input.bool(false, "Also label TP1 / TP2 on the bar", group = GD,
     tooltip = "Off: a filled target promotes its ladder line to solid instead. " +
               "On: adds a text tag at the hit bar, which will overlap candles on a dense chart.")
bool showAllSig   = input.bool(false, "Mark blocked signals too", group = GD,
     tooltip = "Off: only signals that actually opened a trade get a marker. " +
               "On: every setup fire is marked, including ones skipped by the concurrency limit.")

var string GL = "Live trade appearance"
string liveLbl   = input.string("Small", "Signal label size",
     options = ["Tiny","Small","Normal","Large"], group = GL)
int    liveWidth = input.int(2, "Zone border width", minval = 1, maxval = 4, group = GL)
int    liveFill  = input.int(16, "Risk zone fill strength", minval = 0, maxval = 60, group = GL,
     tooltip = "Higher fills the risk box more solidly. The reward box is kept lighter " +
               "so the two never compete.")

var string GK = "Closed trade appearance"
bool   dimClosed  = input.bool(true, "Fade closed trades", group = GK)
int    closedFade = input.int(55, "Fade strength", minval = 0, maxval = 95, group = GK,
     tooltip = "0 leaves resolved trades as bright as the live one. 95 makes them nearly invisible. " +
               "Filled targets always fade less than unfilled ones so you can still read how far each trade got.")
string closedLbl  = input.string("Tiny", "Label size",
     options = ["Off","Tiny","Small","Normal"], group = GK)
bool   closedPill = input.bool(false, "Keep pill background", group = GK,
     tooltip = "Off: resolved labels drop to plain text, which is much quieter on a busy chart.")

float  outOff     = input.float(0.6, "Outcome tag offset (ATR)", minval = 0, step = 0.1, group = GK,
     tooltip = "Pushes the stop / TP3 / expired tag away from the candles. " +
               "0 restores the old anchored-at-level look.")

fadeT(int liveT) =>
    math.min(99, liveT + math.round((99 - liveT) * closedFade / 100.0))

fadeKeep(int liveT) =>
    math.min(99, liveT + math.round((99 - liveT) * closedFade / 200.0))

lblSize(string s) =>
    switch s
        "Tiny"   => size.tiny
        "Small"  => size.small
        "Normal" => size.normal
        "Large"  => size.large
        => size.tiny

setupTag(int sid) =>
    switch sid
        S_VWAP  => "VWAP"
        S_EMA   => "EMA"
        S_BRT   => "B&R"
        S_SWEEP => "SWEEP"
        S_DIV   => "DIV"
        S_ORB   => "ORB"
        => "?"

float atr    = ta.atr(atrLen)
float ema9   = ta.ema(close, 9)
float ema21  = ta.ema(close, 21)
float ema50  = ta.ema(close, 50)
float rsiV   = ta.rsi(close, 14)
float volMa  = ta.sma(volume, 20)
bool  volOk  = volMult <= 0 or na(volume) or na(volMa) or volume >= volMa * volMult

float vwapV  = ta.vwap(hlc3)

bool bullBar = close > open
bool bearBar = close < open
bool ready   = barstate.isconfirmed and not na(atr) and atr > 0

var int belowRun = 0
var int aboveRun = 0

bool vwapValid = useVwap and not na(vwapV)

bool vwapCrossUp = ta.crossover(close, vwapV)
bool vwapCrossDn = ta.crossunder(close, vwapV)

if not na(vwapV)
    belowRun := close < vwapV ? belowRun + 1 : 0
    aboveRun := close > vwapV ? aboveRun + 1 : 0

bool sVwapL = vwapValid and ready and vwapCrossUp and nz(belowRun[1]) >= vwapAway and volOk
bool sVwapS = vwapValid and ready and vwapCrossDn and nz(aboveRun[1]) >= vwapAway and volOk

bool sVwapForm = vwapValid and not sVwapL and not sVwapS and
     ((nz(belowRun) >= vwapAway and close > close[1] and vwapV - close < atr * 0.4) or
      (nz(aboveRun) >= vwapAway and close < close[1] and close - vwapV < atr * 0.4))

bool trendUp = ema21 > ema50 and ema50 > ema50[3]
bool trendDn = ema21 < ema50 and ema50 < ema50[3]

bool touchedUp = ta.barssince(low  <= ema21) <= emaWindow
bool touchedDn = ta.barssince(high >= ema21) <= emaWindow

bool sEmaL = useEma and ready and trendUp and touchedUp and close > ema9 and bullBar and close > high[1] and volOk
bool sEmaS = useEma and ready and trendDn and touchedDn and close < ema9 and bearBar and close < low[1]  and volOk

bool sEmaForm = useEma and not sEmaL and not sEmaS and
     ((trendUp and low  <= ema21 and close < ema9) or
      (trendDn and high >= ema21 and close > ema9))

float phV = ta.pivothigh(high, pvLen, pvLen)
float plV = ta.pivotlow(low,  pvLen, pvLen)

var float brtHiLvl  = na
var bool  brtHiBrk  = false
var int   brtHiBar  = na
var float brtHiPend = na
var float brtLoLvl  = na
var bool  brtLoBrk  = false
var int   brtLoBar  = na
var float brtLoPend = na

brtBusy(bool brk, int brkBar) =>
    brk and not na(brkBar) and bar_index - brkBar <= brtWindow

if not na(phV)
    if brtBusy(brtHiBrk, brtHiBar)
        brtHiPend := phV
    else
        brtHiLvl  := phV
        brtHiBrk  := false
        brtHiPend := na
if not na(plV)
    if brtBusy(brtLoBrk, brtLoBar)
        brtLoPend := plV
    else
        brtLoLvl  := plV
        brtLoBrk  := false
        brtLoPend := na

if not na(brtHiLvl) and not brtHiBrk and close > brtHiLvl
    brtHiBrk := true
    brtHiBar := bar_index
if not na(brtLoLvl) and not brtLoBrk and close < brtLoLvl
    brtLoBrk := true
    brtLoBar := bar_index

bool brtLiveL = useBrt and brtBusy(brtHiBrk, brtHiBar) and bar_index > brtHiBar
bool brtLiveS = useBrt and brtBusy(brtLoBrk, brtLoBar) and bar_index > brtLoBar

bool sBrtL = brtLiveL and ready and low  <= brtHiLvl + atr * brtTol and close > brtHiLvl and bullBar
bool sBrtS = brtLiveS and ready and high >= brtLoLvl - atr * brtTol and close < brtLoLvl and bearBar

if sBrtL
    brtHiBrk := false
if sBrtS
    brtLoBrk := false

if not brtBusy(brtHiBrk, brtHiBar) and not na(brtHiPend)
    brtHiLvl  := brtHiPend
    brtHiBrk  := false
    brtHiPend := na
if not brtBusy(brtLoBrk, brtLoBar) and not na(brtLoPend)
    brtLoLvl  := brtLoPend
    brtLoBrk  := false
    brtLoPend := na

bool sBrtForm = (brtLiveL or brtLiveS) and not sBrtL and not sBrtS

float swLo = ta.lowest(low,  sweepLen)[1]
float swHi = ta.highest(high, sweepLen)[1]

bool sSweepL = useSweep and ready and not na(swLo) and low  < swLo and close > swLo and bullBar and
     (close - low)  > (high - close) and volOk
bool sSweepS = useSweep and ready and not na(swHi) and high > swHi and close < swHi and bearBar and
     (high - close) > (close - low)  and volOk

bool sSweepForm = useSweep and not sSweepL and not sSweepS and
     ((not na(swLo) and low < swLo) or (not na(swHi) and high > swHi))

var float lastPlP = na
var float lastPlR = na
var int   lastPlB = na
var float lastPhP = na
var float lastPhR = na
var int   lastPhB = na

bool divL = false
bool divS = false

if not na(plV)
    float curP = plV
    float curR = rsiV[pvLen]
    if not na(lastPlP) and bar_index - lastPlB <= divGap
        divL := curP < lastPlP and curR > lastPlR
    lastPlP := curP
    lastPlR := curR
    lastPlB := bar_index

if not na(phV)
    float curP = phV
    float curR = rsiV[pvLen]
    if not na(lastPhP) and bar_index - lastPhB <= divGap
        divS := curP > lastPhP and curR < lastPhR
    lastPhP := curP
    lastPhR := curR
    lastPhB := bar_index

bool sDivL = useDiv and ready and divL
bool sDivS = useDiv and ready and divS
var table wm = table.new(position.bottom_right, 1, 1)
if barstate.isfirst
    table.cell(wm, 0, 0, "Join Telegram @free_fx_pro", text_color = color.new(color.gray, 70), text_size = size.large)

bool inSess  = not na(time(timeframe.period, orSess, orTz))
bool newSess = inSess and not inSess[1]

var float orH     = na
var float orL     = na
var bool  orDone  = false
var bool  orFired = false
var int   orStart = na

if newSess
    orH     := high
    orL     := low
    orDone  := false
    orFired := false
    orStart := time
else if inSess and not orDone
    if not na(orStart) and (time - orStart) >= orMin * 60000
        orDone := true
    else
        orH := math.max(nz(orH, high), high)
        orL := math.min(nz(orL, low),  low)

bool sOrbL = useOrb and ready and inSess and orDone and not orFired and not na(orH) and close > orH
bool sOrbS = useOrb and ready and inSess and orDone and not orFired and not na(orL) and close < orL

if sOrbL or sOrbS
    orFired := true

bool sOrbForm = useOrb and inSess and orDone and not orFired

plot(useOrb and inSess and orDone ? orH : na, "OR high", color.new(cForm, 30), 1, plot.style_linebr)
plot(useOrb and inSess and orDone ? orL : na, "OR low",  color.new(cForm, 30), 1, plot.style_linebr)

longSig(int sid) =>
    switch sid
        S_VWAP  => sVwapL
        S_EMA   => sEmaL
        S_BRT   => sBrtL
        S_SWEEP => sSweepL
        S_DIV   => sDivL
        S_ORB   => sOrbL
        => false

shortSig(int sid) =>
    switch sid
        S_VWAP  => sVwapS
        S_EMA   => sEmaS
        S_BRT   => sBrtS
        S_SWEEP => sSweepS
        S_DIV   => sDivS
        S_ORB   => sOrbS
        => false

formSig(int sid) =>
    switch sid
        S_VWAP  => sVwapForm
        S_EMA   => sEmaForm
        S_BRT   => sBrtForm
        S_SWEEP => sSweepForm
        S_DIV   => false
        S_ORB   => sOrbForm
        => false

enabled(int sid) =>
    switch sid
        S_VWAP  => useVwap
        S_EMA   => useEma
        S_BRT   => useBrt
        S_SWEEP => useSweep
        S_DIV   => useDiv
        S_ORB   => useOrb
        => false

type Trade
    int 

Показано первые 50% кода (символов: 20283)