XAUUSD Bollinger Breakout + Strong Moves - NY Session

//@version=5
indicator("XAUUSD Bollinger Breakout + Strong Moves - NY Session", overlay=true, max_labels_count=100)

// --- New York Session Settings ---
var string TZ = "America/New_York"
var string SESSION = "0930-1900"
bool inSession = not na(time(timeframe.period, SESSION, TZ))
bool sessionStart = inSession and not inSession[1]

// --- Bollinger Bands Input Parameters ---
int bb_length = input.int(20, "Bollinger Length", minval=2)
float bb_stddev = input.float(2.0, "Standard Deviation", minval=0.5, maxval=5.0, step=0.1)
float breakout_threshold = input.float(10.0, "Breakout Threshold (USD)", minval=1.0, step=0.5)
color bullish_color = input.color(color.green, "Bullish Color")
color bearish_color = input.color(color.red, "Bearish Color")
bool show_markers = input.bool(true, "Show Price Markers")
bool show_extreme = input.bool(true, "Highlight Largest")

// --- Strong Move Detection Parameters ---
float min_move_percent = input.float(0.5, "Minimum Move %", minval=0.1, maxval=5.0, step=0.1)
int lookback_bars = input.int(3, "Lookback Bars", minval=1, maxval=10)
color strong_bullish_color = input.color(color.lime, "Strong Bullish Color")
color strong_bearish_color = input.color(color.maroon, "Strong Bearish Color")
bool show_strong_moves = input.bool(true, "Show Strong Moves")

// --- Bollinger Bands Calculation ---
float basis = ta.sma(close, bb_length)
float dev = ta.stdev(close, bb_length)
float upper_band = basis + bb_stddev * dev
float lower_band = basis - bb_stddev * dev

// Calculate distance from bands using HIGH and LOW
float high_distance_from_upper = high - upper_band
float low_distance_from_lower = lower_band - low

// Breakout conditions - ONLY DURING NY SESSION
bool bullish_breakout = high_distance_from_upper >= breakout_threshold and inSession
bool bearish_breakout = low_distance_from_lower >= breakout_threshold and inSession

// Track if breakout has occurred on current bar
var bool current_bullish_breakout = false
var bool current_bearish_breakout = false
var float current_bullish_distance = 0.0
var float current_bearish_distance = 0.0

// Track largest breakout in the NY session
var float largest_bullish = 0.0
var float largest_bearish = 0.0
var int largest_bullish_bar = 0
var int largest_bearish_bar = 0

// Update breakout status (real-time)
if bullish_breakout
    current_bullish_breakout := true
    current_bullish_distance := high_distance_from_upper

if bearish_breakout
    current_bearish_breakout := true
    current_bearish_distance := low_distance_from_lower

// Update largest breakouts during NY session
if bullish_breakout and high_distance_from_upper > largest_bullish
    largest_bullish := high_distance_from_upper
    largest_bullish_bar := bar_index

if bearish_breakout and low_distance_from_lower > largest_bearish
    largest_bearish := low_distance_from_lower
    largest_bearish_bar := bar_index

// Reset on new bar OR when session ends
if barstate.isnew or (not inSession and inSession[1])
    current_bullish_breakout := false
    current_bearish_breakout := false
    current_bullish_distance := 0.0
    current_bearish_distance := 0.0

// Reset largest breakouts when session ends
if not inSession and inSession[1]
    largest_bullish := 0.0
    largest_bearish := 0.0
    largest_bullish_bar := 0
    largest_bearish_bar := 0

// --- NY Session High/Low Reference Lines ---
// Reference values for 9:30am candle
var float refHigh = na
var float refLow  = na

// Lines and shaded box
var line hiLine = na
var line loLine = na
var box  rngBox = na

// When session starts (first bar >= 09:30 NY)
if sessionStart
    refHigh := high
    refLow  := low

    // Create lines for that range
    hiLine := line.new(bar_index, refHigh, bar_index, refHigh, extend=extend.none, width=2, color=color.new(color.teal, 0))
    loLine := line.new(bar_index, refLow,  bar_index, refLow,  extend=extend.none, width=2, color=color.new(color.orange, 0))

    // Shaded area between them
    rngBox := box.new(left=bar_index, top=refHigh, right=bar_index, bottom=refLow, border_color=color.new(color.gray, 80), bgcolor=color.new(color.gray, 90))

// While we're still within the NY session, extend everything to the current bar
if inSession
    if not na(hiLine)
        line.set_x2(hiLine, bar_index)
        line.set_y2(hiLine, refHigh)
    if not na(loLine)
        line.set_x2(loLine, bar_index)
        line.set_y2(loLine, refLow)
    if not na(rngBox)
        box.set_right(rngBox, bar_index)
        box.set_top(rngBox, refHigh)
        box.set_bottom(rngBox, refLow)

// --- Strong Move Detection ---
// Calculate move over the last N bars
float highest_high = ta.highest(high, lookback_bars)
float lowest_low = ta.lowest(low, lookback_bars)
float move_size = highest_high - lowest_low
float move_percent = (move_size / close) * 100

// Strong move conditions
bool strong_bullish_move = move_percent >= min_move_percent and close > open and inSession
bool strong_bearish_move = move_percent >= min_move_percent and close < open and inSession

// Track strong moves to avoid duplicate detection
var int last_strong_move_bar = 0
bool is_new_strong_move = bar_index > last_strong_move_bar + lookback_bars

// Detect new strong moves
if (strong_bullish_move or strong_bearish_move) and is_new_strong_move and barstate.isconfirmed and show_strong_moves
    last_strong_move_bar := bar_index

    // Draw lines for the move range
    line.new(bar_index - lookback_bars + 1, highest_high, bar_index, highest_high,
             color=strong_bullish_move ? strong_bullish_color : strong_bearish_color,
             width=2, style=line.style_solid)
    line.new(bar_index - lookback_bars + 1, lowest_low, bar_index, lowest_low,
             color=strong_bullish_move ? strong_bullish_color : strong_bearish_color,
             width=2, style=line.style_solid)

    // Connect the lines at the ends (create a rectangle)
    line.new(bar_index - lookback_bars + 1, highest_high, bar_index - lookback_bars + 1, lowest_low,
             color=strong_bullish_move ? strong_bullish_color : strong_bearish_color,
             width=1, style=line.style_dotted)
    line.new(bar_index, highest_high, bar_index, lowest_low,
             color=strong_bullish_move ? strong_bullish_color : strong_bearish_color,
             width=1, style=line.style_dotted)

    // Label with dollar amount
    string move_text = str.tostring(math.round(move_size * 100) / 100, "#.##") + "$"
    string percent_text = str.tostring(math.round(move_percent * 100) / 100, "#.##") + "%"
    string label_text = move_text + "\n" + percent_text

    // Position label in the middle of the move
    float label_y = lowest_low + (move_size / 2)

    if strong_bullish_move
        label.new(bar_index - math.round(lookback_bars / 2), label_y, label_text,
                  color=strong_bullish_color, style=label.style_label_center,
                  textcolor=color.white, size=size.normal,
                  textalign=text.align_center)
    else
        label.new(bar_index - math.round(lookback_bars / 2), label_y, label_text,
                  color=strong_bearish_color, style=label.style_label_center,
                  textcolor=color.white, size=size.normal,
                  textalign=text.align_center)

// --- Bollinger Bands Visualization ---
// Plot Bollinger Bands
plot(basis, "Basis", color=color.orange, linewidth=1)
p1 = plot(upper_band, "Upper Band", color=color.blue, linewidth=1)
p2 = plot(lower_band, "Lower Band", color=color.blue, linewidth=1)
fill(p1, p2, color=color.new(color.blue, 90))

// --- Plot REAL-TIME breakout markers (ONLY DURING NY SESSION) ---
if current_bullish_breakout and inSession
    // Marker on the price where breakout occurred
    if show_markers
        line.new(bar_index - 1, high, bar_index, high, color=bullish_color, width=2, style=line.style_solid)

    // Label with distance
    label_y = high + (high * 0.0005)  // Small offset above price

    if bar_index == largest_bullish_bar and show_extreme
        label.new(bar_index, label_y, "▲ " + str.tostring(math.round(current_bullish_distance * 100) / 100, "#.##") + "$", color=bullish_color, style=label.style_label_down, textcolor=color.white, size=size.large)
    else
        label.new(bar_index, label_y, str.tostring(math.round(current_bullish_distance * 100) / 100, "#.##") + "$", color=bullish_color, style=label.style_label_down, textcolor=color.white, size=size.normal)

if current_bearish_breakout and inSession
    // Marker on the price where breakout occurred
    if show_markers
        line.new(bar_index - 1, low, bar_index, low, color=bearish_color, width=2, style=line.style_solid)

    // Label with distance
    label_y = low - (low * 0.0005)  // Small offset below price

    if bar_index == largest_bearish_bar and show_extreme
        label.new(bar_index, label_y, "▼ " + str.tostring(math.round(current_bearish_distance * 100) / 100, "#.##") + "$", color=bearish_color, style=label.style_label_up, textcolor=color.white, size=size.large)
    else
        label.new(bar_index, label_y, str.tostring(math.round(current_bearish_distance * 100) / 100, "#.##") + "$", color=bearish_color, style=label.style_label_up, textcolor=color.white, size=size.normal)

// Plot historical breakouts (after bar closes) - ONLY DURING NY SESSION
if barstate.isconfirmed and inSession[1]
    // Bullish breakout that occurred
    if high[1] - upper_band[1] >= breakout_threshold
        label.new(bar_index - 1, high[1], "✓", color=color.new(bullish_color, 30), style=label.style_label_down, textcolor=bullish_color, size=size.small)

    // Bearish breakout that occurred
    if lower_band[1] - low[1] >= breakout_threshold
        label.new(bar_index - 1, low[1], "✓", color=color.new(bearish_color, 30), style=label.style_label_up, textcolor=bearish_color, size=size.small)

// --- Plot breakout threshold lines ---
plot(upper_band + breakout_threshold, "Upper Threshold", color=color.new(color.green, 50), style=plot.style_circles, linewidth=1)
plot(lower_band - breakout_threshold, "Lower Threshold", color=color.new(color.red, 50), style=plot.style_circles, linewidth=1)

// --- Background color for NY Session ---
bgcolor(inSession ? color.new(color.blue, 90) : na, title="NY Session Background")

// --- Info table ---
var table info_table = table.new(position.top_right, 1, 8, border_width=1)
if barstate.islast
    table.cell(info_table, 0, 0, "XAUUSD Bollinger + Strong Moves", text_color=color.white, bgcolor=color.blue)
    table.cell(info_table, 0, 1, "NY Session: 9:30-19:00", text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 2, "Threshold: " + str.tostring(breakout_threshold) + " USD", text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 3, "Strong Move: ≥" + str.tostring(min_move_percent) + "%", text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 4, "Timeframe: " + timeframe.period, text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 5, "▲▼ = Largest in Session", text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 6, "✓ = Confirmed", text_color=color.white, bgcolor=color.gray)
    table.cell(info_table, 0, 7, "Real-Time Detection", text_color=color.white, bgcolor=color.gray)

// --- Alerts for breakouts (ONLY DURING NY SESSION) ---
alertcondition(bullish_breakout, "Bullish Breakout NY", "Price moved above upper band by ${breakout_threshold} during NY session")
alertcondition(bearish_breakout, "Bearish Breakout NY", "Price moved below lower band by ${breakout_threshold} during NY session")

// --- NY Session High/Low Breakout Alerts ---
bool breakHigh = inSession and ta.crossover(close, refHigh)
bool breakLow  = inSession and ta.crossunder(close, refLow)
alertcondition(breakHigh, title="Break Above 9:30 High", message="Price broke above the 9:30am High (NY).")
alertcondition(breakLow,  title="Break Below 9:30 Low",  message="Price broke below the 9:30am Low (NY).")

// --- Strong Move Alerts ---
alertcondition(strong_bullish_move and barstate.isconfirmed, "Strong Bullish Move", "Strong bullish move detected: ${move_percent}% over ${lookback_bars} bars")
alertcondition(strong_bearish_move and barstate.isconfirmed, "Strong Bearish Move", "Strong bearish move detected: ${move_percent}% over ${lookback_bars} bars")