// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © pablo_escobar

//@version=5
indicator("", overlay = false, explicit_plot_zorder = true)


////    Constants
color LIME = color.rgb(140, 255, 26)
color GREEN = color.rgb(0, 230, 0)
color CYAN = color.rgb(60,179,113)
color RED = color.rgb(255,69,0)
color CRIMSON = color.rgb(220,20,60)
color MAROON = color.rgb(255, 0, 102)
color BLUE = color.rgb(31,117,254)
color YELLOW = color.rgb(255,255,102)
color PURPLE = color.rgb(255, 15, 235)

c1 = color.rgb(0, 153, 153)
c2 = color.rgb(51, 102, 153)
c4 = color.rgb(0,255,0)
c5 = color.rgb(0,128,0)
c6 = color.rgb(0,128,128)
c7 = color.rgb(255,69,0)
c8 = color.rgb(0,0,128)
c9 = color.rgb(114, 184, 255)
c11 = color.rgb(90, 90, 90)
c12 = color.rgb(43, 43, 43)

















////    Variables Initialization




////    Normal Speed CVD    ////

ltf_vol_ar = request.security_lower_tf(syminfo.tickerid, "1", volume, false)
length := input(24, "Normal CVD length", "Length used for Normal CVD", group = "CVD")

vol = ltf_vol_ar.sum()
vol_n = n(vol, length)

vol_buy := 0.0, vol_sell := 0.0, vol_delta := 0.0
[open_ltf_ar, close_ltf_ar] = request.security_lower_tf(syminfo.tickerid, "1", [open, close])
open_ltf = array.sum(open_ltf_ar)
close_ltf = array.sum(close_ltf_ar)

if close_ltf > open_ltf
    vol_buy :=  vol_n * math.abs(open_ltf / close_ltf - 1)
    vol_buy 

if close_ltf < open_ltf
    vol_sell := vol_n * math.abs(open_ltf / close_ltf - 1)
    vol_sell

vol_delta := ta.cum(vol_buy-vol_sell)
vol_delta := ( n(vol_delta, length) - 1.5 ) * 2

cvd_normal = ta.alma(vol_delta, length, 0.85, 7)
rma_normal = ta.rma(cvd_normal, 2)



////    CVD Fast    ////

//length := input.int(14, "Fast CVD Length", tooltip = "Length used in Fast CVD", group = "CVD")
length := lenCVDFast
vol_n := n(volume, length)

[open_ltf_ar00, close_ltf_ar00] = request.security_lower_tf(syminfo.tickerid, "1", [open, close])
open_ltf := array.sum(open_ltf_ar00)
close_ltf := array.sum(close_ltf_ar00)

if close_ltf > open_ltf
    vol_buy :=  vol_n * math.abs(open_ltf / close_ltf - 1)
    vol_buy 

if close_ltf < open_ltf
    vol_sell := vol_n * math.abs(open_ltf / close_ltf - 1)
    vol_sell

vol_delta := ta.cum(vol_buy - vol_sell)
vol_delta := (n(vol_delta, length) -1.5)*2.0
cvd_fast = ta.alma(vol_delta,length,0.90,7)
rma_fast = ta.rma(cvd_fast, 2)

////    ALert : Bardelta v CVD   ////
bardelta := vol_delta
cvd_bardelta = cvd_fast
bardelta_diff = bardelta - cvd_bardelta
alertLong01 = bardelta > cvd_bardelta  ? true : false
alertShort01 = bardelta < cvd_bardelta ? true : false





 
////    peckerponzi original rotation   ////
//----Trigger Rotation
lookback = l3

v00 := n(volume, lookback)


if close > open
    b00 :=  v00 * math.abs(open / close - 1)
    b00 

if close < open
    s00 := v00 * math.abs(open / close - 1)
    s00

d00 := ta.cum(b00 - s00)
nd00 := (n(d00,lookback) -1.5)*2.0
nd00 := ta.alma(nd00,lookback,0.95,6)
nd10 = ta.rma(nd00,2)





//----Fast Rotation
lookback := l9

v01 = n(volume,lookback)
b01 = 0.0, s01 = 0.0

if close > open
    b01 :=  v01 * math.abs(open / close - 1)
    b01 

if close < open
    s01 := v01 * math.abs(open / close - 1)
    s01

d01 = ta.cum(b01 - s01)
nd01 = (n(d01,lookback) -1.5)*2.0
nd01 := ta.alma(nd01,lookback,0.90,6)
nd11 = ta.rma(nd01,3)



//----Basic Single Alert

threshold = input(0.75,'Alert Threshold')
long = ta.crossover(nd01,nd11) and nd01 <= - threshold and nd00 > nd10
short = ta.crossunder (nd01,nd11) and nd01 >= threshold and nd00 < nd10
cond = long or short

bgcol = long ? #00BCD4 : short ? #FF5252 : na
//bgcolor(vis_alert ? bgcol : na ,title='Alert Trigger')
alertcondition(cond, title='Rotations X', message='Rotations X')





////////////////////////////////////////////////////////////////////
/////// SPOT CVD

symbol_ = str.replace(syminfo.tickerid, "PERP", "")


[open77, close77, vol_spot] = request.security(symbol_, "1", [open, close, volume], ignore_invalid_symbol=false)

len77 = input.int(12, "Spot CVD Length", group = "CVD")

vol_n2 = n(vol_spot, len77)

b77 = 0.0, s77 = 0.0, d77 = 0.0

if close > open
    b77 :=  vol_n2 * math.abs(open / close - 1)
    b77 

if close < open
    s77 := vol_n * math.abs(open / close - 1)
    s77

d77 := ta.cum(b77-s77)
d77 := ( n(d77, len77) - 1.5 ) * 2

cvd_spot = ta.alma(d77, len77, 0.80, 7)
spot_rma = ta.rma(cvd_spot, 2)



// Double smoothed stoch
lowest_low = ta.lowest(12)
x = close - lowest_low
ema00 = ta.ema(x, 12)
ema0 = ta.ema(ema00, 12)

highest_high = ta.highest(12)
y = highest_high - lowest_low
ema01 = ta.ema(y, 12)
ema1 = ta.ema(ema01, 12)

dsStoch = ema0 / ema1
rma_dsStoch = ta.rma(dsStoch, 2)





//==================== Squeeze Momentum Indicator by LazyBear

// Mr.Carter suggests waiting till the first gray after a black cross, and taking a position in the direction of the momentum (for ex., if momentum value is above zero, go long). Exit the position when the momentum changes (increase or decrease --- signified by a color change). My (limited) experience with this shows, an additional indicator like ADX / WaveTrend, is needed to not miss good entry points.

length := input(20, title="BB Length", group = "Squeeze Momentum")
mult = input(3.0,title="BB MultFactor", group = "Squeeze Momentum")
lengthKC=input(16, title="KC Length", group = "Squeeze Momentum")
multKC = input(1.5, title="KC MultFactor", group = "Squeeze Momentum")
 
useTrueRange = input.bool(true, title="Use TrueRange (KC)", group = "Squeeze Momentum")
 
// Calculate BB
source = close
basis = ta.sma(source, length)
dev = mult * ta.stdev(source, length)
upperBB = basis + dev
lowerBB = basis - dev
 
// Calculate KC
ma = ta.sma(source, lengthKC)
range0 = useTrueRange ? ta.tr : (high - low)
rangema = ta.sma(range0, lengthKC)
upperKC = ma + rangema * multKC
lowerKC = ma - rangema * multKC
 
sqzOn  = (lowerBB > lowerKC) and (upperBB < upperKC)
sqzOff = (lowerBB < lowerKC) and (upperBB > upperKC)
noSqz  = (sqzOn == false) and (sqzOff == false)
 
val = ta.linreg(source  -  math.avg(math.avg(ta.highest(high, lengthKC), ta.lowest(low, lengthKC)), ta.sma(close,lengthKC)), lengthKC,0)

//color bcolor = na

bcol1 = val > nz(val[1]) ? bullish : color.new(bullish, 50)
bcol2 = val < nz(val[1]) ? bearish : color.new(bearish, 50)
bcolor = val > 0 ? bcol1 : bcol2
scolor = noSqz ? color.gray : sqzOn ? color.rgb(255,0,144) : c4


//____________________________________________________________________________
//=== Plots
//____________________________________________________________________________



////    30 minutes Rotation ////
color1 = show_30mRotation ? nd01 > nd11 ? color.rgb(245,245,245) : color.rgb(245,245,245, 70) : color.rgb(245,245,245, 100)

//rot1 = plot(show_30mRotation ? nd01 : na, '', color1)
//rot2 = plot( show_30mRotation ? nd11 : na, '', color1)
//fill(rot1, rot2, color = color1)



//    Lines & Fills     ////
hline_1 = hline(1,'',color.rgb(200, 100, 100, 100),linestyle=hline.style_solid)
hline75 = hline(0.80, '', color.rgb(211, 211, 181, 100),linestyle=hline.style_dotted)
fill( hline_1, hline75, color= long ? bullish3 : short ? bearish3 : nd00 < -0.75 and nd00 > nd10 ? color.new(bullish3, 90) : nd00 > 0.75 and nd00 < nd10  ? color.new(bearish3, 90) : na)


////    ALert : based on CVD Fast   ////
hline_m1 = hline(-1,'',color.rgb(200, 100, 100, 100),linestyle=hline.style_solid)
hline_m2 = hline(-0.80, '', color.rgb(211, 211, 181, 100),linestyle=hline.style_dotted)
fill( hline_m1, hline_m2, color= alertLong00 ? bullish2 : alertShort00 ? bearish3 : na)


//hline_m1 = hline(-0.75,'-0.75',#00BCD48F,linestyle=hline.style_dotted)
//hline_m75 = hline(-1,'-1',#00BCD48F,linestyle=hline.style_solid)
//=== Ketler channel/Bollinger Band
//fill( hline_m1, hline_m75, color = bcolor )



////    Stoch: Double smoothed      ////
col_dsStoch_bull = ta.rising(dsStoch, 2) ? BLUE : na
col_dsStoch_bear = ta.falling(dsStoch, 2) ? PURPLE : na

plot( showDSStoch ? 1 : na, color = col_dsStoch_bull, style = plot.style_cross)
plot( showDSStoch ? 1 : na, color = col_dsStoch_bear, style = plot.style_cross)



////     CVD normal ( aka cvd_normal)   ////
//col_normal = cvd_normal>normal_rma ? color.from_gradient(cvd_fast, 0, 1, bull_grad_bottom, bull_grad_top) : color.from_gradient(cvd_fast, -0.1, -1, bear_grad_bottom, bear_grad_top)
 
col_normal = cvd_normal>rma_normal ? bullish : bearish
transp_normal = cvd_normal >= 0 ? 60 - cvd_normal*60 : cvd_normal < 0 ? 60-math.abs(cvd_normal*60) : 100
cvd_rising_n = cvd_normal >-0.90 and ta.rising(cvd_normal, 2) ? true : false
cvd_falling_n = cvd_normal < 0.90 and ta.falling(cvd_normal, 2) ? true : false
//cvd_color_n = cvd_rising_n ? color.new(bullish3, transp_normal) : cvd_falling_n ? color.new(bearish3, transp_normal) : na
cvd_color_n = cvd_rising_n ? color.from_gradient(cvd_normal, -1, 1, bearish3, bullish3) : cvd_falling_n ? color.from_gradient(cvd_normal, -1, 1, bearish3, bullish3) : na


plot_cvd_normal = plot( show_cvd_normal ? cvd_normal : na, title="", color = cvd_color_n, linewidth = 1, style = plot.style_line, join=true)
plot_rma_normal = plot( show_cvd_normal ? rma_normal : na, title="", color = cvd_color_n, linewidth = 1, style = plot.style_line, join=true)
fill( plot_cvd_normal, plot_rma_normal, color = cvd_color_n )



////   CVD fast    ////

transp = cvd_fast >= 0 ? 50 - cvd_fast*50 : cvd_fast < 0 ? 50-math.abs(cvd_fast*50) : 100
cvd_rising = ta.rising(cvd_fast, 2) ? true : false
cvd_falling = ta.falling(cvd_fast, 2) ? true : false
//cvd_color = cvd_rising ? color.new(bullish, transp) : cvd_falling ? color.new(bearish, transp) : color.new(color.rgb(255, 215, 0), 100)
cvd_color = cvd_rising ? color.from_gradient(cvd_fast, -1, 1, bearish2, bullish2) : cvd_falling ? color.from_gradient(cvd_fast, -1, 1, bearish2, bullish2) : color.yellow

plot_cvd_fast = plot( show_cvd_fast ? cvd_fast : na, title="", color = cvd_color, linewidth = 1, style = plot.style_line)
plot_cvd_rma = plot( show_cvd_fast ? rma_fast : na, title="", color = cvd_color, linewidth = 1, style = plot.style_line)
fill( plot_cvd_fast, plot_cvd_rma, color=cvd_color )



////     SPOT CVD   ////

col_spot_cvd = ta.rising(cvd_spot, 2) ? CYAN : ta.falling(cvd_spot, 2) ? color.rgb(255,69,0) : color.rgb(248,248,255)
plot( show_spot_cvd ? 0.75 : na, "", color=col_spot_cvd, style = plot.style_circles, display = display.pane)




////     Squeeze momentum   ////
plot( showSqueezeMomentum ? -0.90 : na, title="SQ", color=scolor, style=plot.style_cross, linewidth=1, display = display.pane)
//plot(-1, title="", color=bcolor, style=plot.style_cross, linewidth=1)
//plot(-1, color=scolor, style=plot.style_cross, linewidth=1)




//// RMA Alert : CVD & RMA comparison
col_rma_alert = cvd_fast > rma_fast ? c4 : c7
plot( show_rma_alert ? 0 : na, 'CVD - RMA comparison', color=col_rma_alert, linewidth = 1, style = plot.style_cross, display = display.pane)



////    BG color & Bar color    ////


bgcolor( alertShort01 ? color.from_gradient(bardelta, -1, 1, c12, c11) : alertLong01 ? color.from_gradient(bardelta, -1, 1, c12, c11) : na)