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

//@version=5
indicator("~Scalping", overlay = true)


//=== Indicator to be used for scalping
indic = input.string("CVD", title="Indicator", tooltip = "Indicator to be used for scalping", options =  ["CVD", "MACD", "STOCH", "SQUEEZE MOMENTUM"])

// Delta calculation
delta_function() =>
    vbuy=0.0, vsell=0.0, d=0.0
    if close > open
        vbuy := volume * math.abs( open/close -1 )

    if close < open
        vsell := volume * math.abs( open/close -1 )
    d := ta.cum(vbuy - vsell)
    d


//----Normalization Function

n(s,l) =>
    hi = ta.highest(s, l) 
    lo = ta.lowest(s, l) 
    n = (s - lo) / (hi - lo)+1
    n


//=== CVD scalping
ltf_vol_ar = request.security_lower_tf(syminfo.tickerid, "5", volume, false)
len9 = input(24, "Experimental CVD length", "Length used for experimental CVD")

vol = ltf_vol_ar.sum()
vol_n = n(vol, len9)

b9 = 0.0, s9 = 0.0, d9 = 0.0    

if close > open
    b9 :=  vol_n * math.abs(open / close - 1)
    b9 

if close < open
    s9 := vol_n * math.abs(open / close - 1)
    s9

d9 := ta.cum(b9-s9)
d9 := ( n(d9, len9) - 1.5 ) * 2

cvd_ma9 = ta.alma(d9, len9, 0.80, 7)
ma9_rma = ta.rma(cvd_ma9, 2)

//=== Long / short signal
longCVD = ta.crossover(cvd_ma9, ma9_rma) ? true : false
shortCVD = ta.crossunder(cvd_ma9, ma9_rma) ? true : false


//========================================================
//   MACD based scalping
[ macdLine_faster, signal_faster, _ ] = ta.macd(close, 12, 22, 7)

longMACD = false
shortMACD = false

//========================================================
//    Stoch based scalping
// Stochastic
stoch = ta.stoch(close, high, low, 12)

stoch_ma = ta.alma(stoch, 24, .85, 6)

// Overbought or Oversold ?
overbought = stoch >= 80 ? true : false
oversold = stoch <= 20 ? true : false


l14 = ta.lowest(14), h14 = ta.highest(14)
k = (close - l14) / (h14 - l14)
d = ta.sma(k, 3)

k_ma = ta.ema(k, 12)
k_rma = ta.rma(k_ma, 2)

//=== Long / short signal
longStoch = ta.crossover(k_ma, k_rma) ? true : false
shortStoch = ta.crossunder(k_ma, k_rma) ? true : false



//========================================================
//    Squeeze Momentum based scalping
//==================== 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=0
length := input(20, title="BB Length")
mult = input(2.0,title="BB MultFactor")
lengthKC=input(20, title="KC Length")
multKC = input(1.5, title="KC MultFactor")
 
useTrueRange = input.bool(true, title="Use TrueRange (KC)")
 
// 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)

longSQ = sqzOff and  val > nz(val[1]) ? true : false
shortSQ = sqzOff and val < nz(val[1]) ? true : false

//=== Assign the Indicator selected by user with corresponding signals

longSignal = indic == "CVD" ? longCVD : indic=="MACD" ? longMACD : indic=="STOCH" ? longStoch : indic=="SQUEEZE MOMENTUM" ? longSQ : na
shortSignal = indic == "CVD" ? shortCVD : indic=="MACD" ? shortMACD : indic=="STOCH" ? shortStoch : indic=="SQUEEZE MOMENTUM" ? shortSQ : na

longSignal_transp = longSignal ? 0 : 100
shortSignal_transp = shortSignal ? 0 : 100

//=== Plot
plotshape(longSignal, "Long", shape.triangleup, location.belowbar, size=size.tiny)
plotshape(shortSignal, "Short", shape.triangledown, location.abovebar, size=size.tiny)