SadashiTrading Gap Analyzer

indicator("SadashiTrading Gap Analyzer", overlay=true)

minGapPct   = input.float(1.0, title="Min. Gap Size (%)", step=0.1, group="Gap Strategy")
evalDays    = input.int(0, title="Evaluation Days After Gap (0 = Same Day Close)", minval=0, maxval=10, group="Gap Strategy")

useSmaFilter = input.bool(true, title="Use Trend Filter (SMA)", group="Trend Context")
smaPeriod    = input.int(200, title="SMA Period", minval=10, group="Trend Context")

useRvolFilter = input.bool(true, title="Use RVOL Filter (Historical Daily Vol)", group="Volume Context", tooltip="NOTE: Uses total daily volume. Designed for historical daily analysis.")
minRvol       = input.float(1.5, title="Min. RVOL Threshold (e.g. 1.5x)", step=0.1, group="Volume Context")
rvolPeriod    = input.int(20, title="RVOL SMA Period", minval=5, group="Volume Context")

tablePosInput = input.string("Top Right", title="Table Position", 
  options=["Top Right", "Top Left", "Bottom Right", "Bottom Left", "Middle Right", "Middle Left"], 
  group="Display Settings")

getPosition(string pos) =>
    switch pos
        "Top Right"     => position.top_right
        "Top Left"      => position.top_left
        "Bottom Right"  => position.bottom_right
        "Bottom Left"   => position.bottom_left
        "Middle Right"  => position.middle_right
        "Middle Left"   => position.middle_left
        => position.top_right

formatNumber(float num, int decimals) =>
    string rawStr = str.tostring(num, decimals == 0 ? "#" : "#." + str.repeat("#", decimals))
    string[] parts = str.split(rawStr, ".")
    string integerPart = array.get(parts, 0)
    string decimalPart = array.size(parts) > 1 ? array.get(parts, 1) : ""

    string formattedInt = ""
    bool isNegative = str.startswith(integerPart, "-")
    string cleanInt = isNegative ? str.substring(integerPart, 1) : integerPart
    int cleanLen = str.length(cleanInt)

    for i = 0 to cleanLen - 1
        if i > 0 and (cleanLen - i) % 3 == 0
            formattedInt += ","
        formattedInt += str.substring(cleanInt, i, i + 1)

    string result = (isNegative ? "-" : "") + formattedInt
    if decimals > 0 and str.length(decimalPart) > 0
        while str.length(decimalPart) < decimals
            decimalPart += "0"
        result += "." + decimalPart
    result

trendSma = ta.sma(close, smaPeriod)
plot(trendSma, title="SMA Trend Filter", color=color.blue, linewidth=2)

avgVolume = ta.sma(volume[1], rvolPeriod)
rvol      = volume / avgVolume
hasVol    = not useRvolFilter or (rvol >= minRvol)

float prevClose = close[1]
float gapPct    = ((open - prevClose) / prevClose) * 100.0

bool rawBullGap = (gapPct >= minGapPct) and hasVol
bool rawBearGap = (gapPct <= -minGapPct) and hasVol

bool isBullWithTrend    = rawBullGap and (not useSmaFilter or open > trendSma[1])
bool isBullAgainstTrend = rawBullGap and (useSmaFilter and open <= trendSma[1])

bool isBearWithTrend    = rawBearGap and (not useSmaFilter or open < trendSma[1])
bool isBearAgainstTrend = rawBearGap and (useSmaFilter and open >= trendSma[1])

bool anyGapSignal = isBullWithTrend or isBullAgainstTrend or isBearWithTrend or isBearAgainstTrend

var int totalBullWith = 0, var int winBullWith = 0, var float sumPnlBullWith = 0.0
var float grossProfitBullWith = 0.0, var float grossLossBullWith = 0.0

var int totalBullAgainst = 0, var int winBullAgainst = 0, var float sumPnlBullAgainst = 0.0
var float grossProfitBullAgainst = 0.0, var float grossLossBullAgainst = 0.0

var int totalBearWith = 0, var int winBearWith = 0, var float sumPnlBearWith = 0.0
var float grossProfitBearWith = 0.0, var float grossLossBearWith = 0.0

var int totalBearAgainst = 0, var int winBearAgainst = 0, var float sumPnlBearAgainst = 0.0
var float grossProfitBearAgainst = 0.0, var float grossLossBearAgainst = 0.0

bool isExitBar = (evalDays == 0 and anyGapSignal) or (evalDays > 0 and anyGapSignal[evalDays])

if evalDays == 0
    if isBullWithTrend
        float pnl = ((close - open) / open) * 100.0
        totalBullWith += 1, sumPnlBullWith += pnl
        if pnl > 0
            winBullWith += 1
            grossProfitBullWith += pnl
        else
            grossLossBullWith += math.abs(pnl)

    if isBullAgainstTrend
        float pnl = ((close - open) / open) * 100.0
        totalBullAgainst += 1, sumPnlBullAgainst += pnl
        if pnl > 0
            winBullAgainst += 1
            grossProfitBullAgainst += pnl
        else
            grossLossBullAgainst += math.abs(pnl)

    if isBearWithTrend
        float pnl = ((open - close) / open) * 100.0
        totalBearWith += 1, sumPnlBearWith += pnl
        if pnl > 0
            winBearWith += 1
            grossProfitBearWith += pnl
        else
            grossLossBearWith += math.abs(pnl)

    if isBearAgainstTrend
        float pnl = ((open - close) / open) * 100.0
        totalBearAgainst += 1, sumPnlBearAgainst += pnl
        if pnl > 0
            winBearAgainst += 1
            grossProfitBearAgainst += pnl
        else
            grossLossBearAgainst += math.abs(pnl)

if evalDays > 0
    if isBullWithTrend[evalDays]
        float pnl = ((close - open[evalDays]) / open[evalDays]) * 100.0
        totalBullWith += 1, sumPnlBullWith += pnl
        if pnl > 0
            winBullWith += 1
            grossProfitBullWith += pnl
        else
            grossLossBullWith += math.abs(pnl)

    if isBullAgainstTrend[evalDays]
        float pnl = ((close - open[evalDays]) / open[evalDays]) * 100.0
        totalBullAgainst += 1, sumPnlBullAgainst += pnl
        if pnl > 0
            winBullAgainst += 1
            grossProfitBullAgainst += pnl
        else
 

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