// Loxx supertrend

RMA(x, t) =>
    EMA1 = x
    EMA1 := na(EMA1[1]) ? x : (x - nz(EMA1[1])) * (1/t) + nz(EMA1[1])
    EMA1

fdip(float srcloxx, int per, int speedin)=>
    float fmax = ta.highest(srcloxx, per)
    float fmin = ta.lowest(srcloxx,  per)
    float lengthloxx = 0
    float diff = 0
    for i = 1 to per - 1
        diff := (nz(srcloxx[i]) - fmin) / (fmax - fmin)
        if i > 0
            lengthloxx += math.sqrt( math.pow(nz(diff[i]) - nz(diff[i + 1]), 2) + (1 / math.pow(per, 2)))
    float fdi = 1 + (math.log(lengthloxx) + math.log(2)) / math.log(2 * per)
    float traildim = 1 / (2 - fdi)
    float alpha = traildim / 2
    int speed = math.round(speedin * alpha)
    speed

pine_supertrend(float srcloxx, float factor, int atrPeriod) =>
	float atr = RMA(ta.tr(true), atrPeriod)
	float upperBand = srcloxx + factor * atr
	float lowerBand = srcloxx - factor * atr
	float prevLowerBand = nz(lowerBand[1])
	float prevUpperBand = nz(upperBand[1])

	lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
	upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
	int directionloxx = na
	float superTrend = na
	float prevSuperTrend = superTrend[1]
	if na(atr[1])
		directionloxx := 1
	else if prevSuperTrend == prevUpperBand
		directionloxx := close > upperBand ? -1 : 1
	else
		directionloxx := close < lowerBand ? 1 : -1
	superTrend := directionloxx == -1 ? lowerBand : upperBand
	[superTrend, directionloxx]

srcloxx = input.source(hl2, group = "Loxx")
per = input.int(30, "Fractal Period Ingest", group = "Loxx")
speed = input.int(20, "Speed", group = "Loxx")

//Loxx input
multloxx5    = input.float(5    , "1st Multiplier", group = "Loxx", step=0.1) //~using the same step as supertrend and *2 to test the robustness = 0.05*2 = 0.1
multloxx2    = input.float(2    , "2nd Multiplier", group = "Loxx", step=0.1) //~
multloxx3    = input.float(3    , "3rd Multiplier", group = "Loxx", step=0.1) //~
multloxx1825 = input.float(1.825, "4th Multiplier", group = "Loxx", step=0.1) //~
adaptloxx    = input.bool(true)

masterdom = fdip(srcloxx, per, speed)
int lenloxx = math.floor(masterdom) < 1 ? 1 : math.floor(masterdom)
lenloxx := nz(lenloxx, 1)

[supertrendloxx5, directionloxx] = pine_supertrend(srcloxx, multloxx5, adaptloxx ? lenloxx : per)

[supertrendloxx3, directionloxx3] = pine_supertrend(srcloxx, multloxx3, adaptloxx ? lenloxx : per)

[supertrendloxx2, directionloxx2] = pine_supertrend(srcloxx, multloxx2, adaptloxx ? lenloxx : per)

[supertrendloxx1825, directionloxx1825] = pine_supertrend(srcloxx, multloxx1825, adaptloxx ? lenloxx : per)
// loxx_long =  directionloxx == -1 and directionloxx[1] == 1
// loxx_short = directionloxx == 1 and directionloxx[1] == -1

loxx_long = close > supertrendloxx5
loxx_short = close < supertrendloxx5

loxx_long_2 =  directionloxx2 == -1 and directionloxx2[1] == 1
loxx_short_2 = directionloxx == 1 and directionloxx[1] == -1

loxx_long_3 =  directionloxx3 == -1 and directionloxx3[1] == 1
loxx_short_3 = close < supertrendloxx3

loxx_long_1_825 =  close > supertrendloxx1825
loxx_short_1_825 = close < supertrendloxx1825