//@version=5
indicator("ICT S&D Profile + Range Filter [TFO]", "S&D Profile + Range Filter", true, max_boxes_count = 500, max_labels_count = 500)

// ================================== ICT SEEK & DESTROY PROFILE ==================================
// -------------------------------------------------- Inputs --------------------------------------------------
var g_KZS           = "Killzones"
as_am               = input.session(title="Asia", defval="2000-0300", inline = "ASKZ", group = g_KZS)
askz_color          = input.color(color.new(color.blue, 80), "", inline = "ASKZ", group = g_KZS)
lo_am               = input.session(title="London", defval="0300-0830", inline = "LOKZ", group = g_KZS)
ldkz_color          = input.color(color.new(color.yellow, 80), "", inline = "LOKZ", group = g_KZS)
ny_am               = input.session(title="New York", defval="0830-1600", inline = "NYKZ", group = g_KZS)
nykz_color          = input.color(color.new(color.green, 80), "", inline = "NYKZ", group = g_KZS)

var g_CRT = "Success Criteria"
crt_inside_day      = input.bool(true, "NY Stays Within London Range", tooltip = "The New York range is contained within the London range", group = g_CRT)
crt_outside_day     = input.bool(true, "NY Exceeds London High & Low", tooltip = "The New York range exceeds both the high and low of the London range", group = g_CRT)
crt_close_in_lo     = input.bool(true, "NY Closes Within London Range", tooltip = "The New York range closes within the London range", group = g_CRT)
crt_sd_limit        = input.bool(true, "NY Range Too Small", tooltip = "The New York range will be compared to the standard deviation of its historical ranges, multiplied by this factor", inline = "SD", group = g_CRT)
sd_limit            = input.float(1.0, "", inline = "SD", group = g_CRT)

var g_SND = "Labels"
show_snd_pre        = input.bool(true, "Potential S&D Day", inline = "PRE", tooltip = "If London took both sides of the Asian range, this label will be generated", group = g_SND)
snd_pre_color       = input.color(title="", defval = #f23645, inline = "PRE", group = g_SND)
show_snd_day        = input.bool(true, "Successful S&D Day", inline = "POST", tooltip = "If New York met any of the selected success criteria, this label will populate", group = g_SND)
snd_day_color       = input.color(title="", defval = #089981, inline = "POST", group = g_SND)

var g_WRN = "Warning"
show_wrn_table      = input.bool(true, "Show Warning", tooltip = "Display the custom warning message when it is a potential S&D day (for the duration of the NY session)", group = g_WRN)
wrn_msg             = input.string("Potential S&D Day", "Warning Message", group = g_WRN)
wrn_text            = input.color(color.white, "Text Color", group = g_WRN)
wrn_bg              = input.color(#f23645, "Table Background", group = g_WRN)

var g_STY = "Statistics"
show_stat_table     = input.bool(true, "Show Statistics Table", group = g_STY)
table_position      = input.string('Top Right', "Table Position", options = ['Bottom Center', 'Bottom Left', 'Bottom Right', 'Middle Center', 'Middle Left', 'Middle Right', 'Top Center', 'Top Left', 'Top Right'], group = g_STY)
table_size          = input.string('Auto', "Text Size", options = ['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], group = g_STY)
table_text          = input.color(color.black, "Text", group = g_STY)
table_bg            = input.color(color.white, "Table Background", group = g_STY)
table_frame         = input.color(color.black, "Table Frame", group = g_STY)
table_border        = input.color(color.black, "Table Border", group = g_STY)
table_border_width  = input.int(1, "Table Border Width", group = g_STY)
table_frame_width   = input.int(2, "Table Frame Width", group = g_STY)
// -------------------------------------------------- Inputs --------------------------------------------------


// -------------------------------------------------- Constants & Variables --------------------------------------------------
nykz = not na(time(timeframe.period, ny_am, "America/New_York"))
lokz = not na(time(timeframe.period, lo_am, "America/New_York"))
askz = not na(time(timeframe.period, as_am, "America/New_York"))

var int sessions = 0

var int last_snd_pre = 0
var int last_snd_day = 0

var int total_snd_wrn = 0
var int total_snd_day = 0

var box nykz_box = na
var box lokz_box = na
var box askz_box = na

var int last_new_ny = na
var float last_ny_high = na
var float last_ny_low = na
var float last_ny_close = na

var int last_new_lo = na
var float last_lo_high = na
var float last_lo_low = na
var float last_lo_close = na

var int last_new_as = na
var float last_as_high = na
var float last_as_low = na
var float last_as_close = na

var ny_range = array.new_float()
// -------------------------------------------------- Constants & Variables --------------------------------------------------


// -------------------------------------------------- Functions --------------------------------------------------
manual_stdev() =>
    mean = array.avg(ny_range)
    accum = 0.0
    size = array.size(ny_range)
    if size > 0
        for i = 0 to size - 1
            accum += math.pow((array.get(ny_range, i) - mean), 2)
    sd = math.sqrt(accum / size)

get_table_position(pos) =>
    result = switch pos
        "Bottom Center" => position.bottom_center
        "Bottom Left" => position.bottom_left
        "Bottom Right" => position.bottom_right
        "Middle Center" => position.middle_center
        "Middle Left" => position.middle_left
        "Middle Right" => position.middle_right
        "Top Center" => position.top_center
        "Top Left" => position.top_left
        "Top Right" => position.top_right

get_text_size(size) =>
    result = switch size
        'Auto' => size.auto
        'Tiny' => size.tiny
        'Small' => size.small
        'Normal' => size.normal
        'Large' => size.large
        'Huge' => size.huge
// -------------------------------------------------- Functions --------------------------------------------------


// -------------------------------------------------- Core Logic --------------------------------------------------
if nykz
    if not nykz[1]
        nykz_box := box.new(bar_index, high, bar_index, low, text = "New York", text_color = nykz_color, bgcolor = nykz_color, border_color = nykz_color)
        sessions += 1
    else
        top = box.get_top(nykz_box)
        bot = box.get_bottom(nykz_box)
        if high > top
            top := high
        if low < bot
            bot := low
        box.set_rightbottom(nykz_box, bar_index, bot)
        box.set_top(nykz_box, top)

if lokz
    if not lokz[1]
        lokz_box := box.new(bar_index, high, bar_index, low, text = "London", text_color = ldkz_color, bgcolor = ldkz_color, border_color = ldkz_color)
    else
        top = box.get_top(lokz_box)
        bot = box.get_bottom(lokz_box)
        if high > top
            top := high
        if low < bot
            bot := low
        box.set_rightbottom(lokz_box, bar_index, bot)
        box.set_top(lokz_box, top)

if askz
    if not askz[1]
        askz_box := box.new(bar_index, high, bar_index, low, text = "Asia", text_color = askz_color, bgcolor = askz_color, border_color = askz_color)
    else
        top = box.get_top(askz_box)
        bot = box.get_bottom(askz_box)
        if high > top
            top := high
        if low < bot
            bot := low
        box.set_rightbottom(askz_box, bar_index, bot)
        box.set_top(askz_box, top)

if not nykz and nykz[1]
    last_ny_high := box.get_top(nykz_box)
    last_ny_low := box.get_bottom(nykz_box)
    last_ny_close := close[1]
    last_new_ny := bar_index
    array.push(ny_range, last_ny_high - last_ny_low)

if not lokz and lokz[1]
    last_lo_high := box.get_top(lokz_box)
    last_lo_low := box.get_bottom(lokz_box)
    last_lo_close := close[1]
    last_new_lo := bar_index

if not askz and askz[1]
    last_as_high := box.get_top(askz_box)
    last_as_low := box.get_bottom(askz_box)
    last_as_close := close[1]
    last_new_as := bar_index

snd_day_wrn = false
if last_new_lo > last_new_as and last_lo_high > last_as_high and last_lo_low < last_as_low and last_snd_pre < last_new_lo
    snd_day_wrn := true
    last_snd_pre := bar_index
    total_snd_wrn += 1

snd_day_valid = false
if last_new_ny > last_new_lo and last_snd_pre > last_new_as and last_snd_day < last_new_ny
    outside_day = crt_outside_day ? last_ny_high >= last_lo_high and last_ny_low <= last_lo_low : false
    inside_day = crt_inside_day ? last_ny_high < last_lo_high and last_ny_low > last_lo_low : false
    close_inside_lo = crt_close_in_lo ? last_ny_close < last_lo_high and last_ny_close > last_lo_low : false
    stdev = crt_sd_limit ? last_ny_high - last_ny_low <= manual_stdev() * sd_limit : false

    if outside_day or inside_day or close_inside_lo or stdev
        snd_day_valid := true
        last_snd_day := bar_index
        total_snd_day += 1

if show_snd_pre and snd_day_wrn
    label.new(bar_index, last_lo_high, "Potential S&D Day", color = snd_pre_color, textcolor = wrn_text)
if show_snd_day and snd_day_valid
    label.new(bar_index, last_ny_high, "Valid S&D Day", color = snd_day_color, textcolor = wrn_text)
// -------------------------------------------------- Core Logic --------------------------------------------------


// -------------------------------------------------- Table --------------------------------------------------
var stats = table.new(get_table_position(table_position), 10, 10, bgcolor = table_bg, frame_color = table_frame, border_color = table_border, frame_width = table_frame_width, border_width = table_border_width)
table_text_size = get_text_size(table_size)

if barstate.islast
    if show_stat_table
        table.cell(stats, 0, 1, "Seek & Destroy Profile", text_color = table_text, text_size = table_text_size)
        table.cell(stats, 0, 2, "Total Sessions", text_color = table_text, text_size = table_text_size)
        table.cell(stats, 1, 2, str.tostring(sessions), text_color = table_text, text_size = table_text_size)
        table.cell(stats, 0, 3, "Warnings Given", text_color = table_text, text_size = table_text_size)
        table.cell(stats, 1, 3, str.tostring(total_snd_wrn), text_color = table_text, text_size = table_text_size)
        table.cell(stats, 0, 4, "Warning Success", text_color = table_text, text_size = table_text_size)
        table.cell(stats, 1, 4, str.tostring(total_snd_day), text_color = table_text, text_size = table_text_size)
        table.cell(stats, 0, 5, "Warning Success Rate", text_color = table_text, text_size = table_text_size)
        success_rate = total_snd_wrn > 0 ? math.round(total_snd_day / total_snd_wrn * 100) : 0
        table.cell(stats, 1, 5, str.tostring(success_rate) + "%", text_color = table_text, text_size = table_text_size)

    if show_wrn_table and snd_day_wrn
        table.cell(stats, 0, 1, wrn_msg, text_color = wrn_text, bgcolor = wrn_bg, text_size = table_text_size)
// -------------------------------------------------- Table --------------------------------------------------


// ================================== RANGE FILTER INDICATOR ==================================
// Inputs for Range Filter
var grp_RF = "Range Filter Settings"
rf_src = input(defval=close, title="Source", group=grp_RF)
rf_per = input.int(defval=100, minval=1, title="Sampling Period", group=grp_RF)
rf_mult = input.float(defval=3.0, minval=0.1, title="Range Multiplier", group=grp_RF)

// Color variables for Range Filter
rf_upColor   = color.white
rf_midColor  = #90bff9
rf_downColor = color.blue

// Range Filter Functions
rf_smoothrng(x, t, m) =>
    wper = t * 2 - 1
    avrng = ta.ema(math.abs(x - x[1]), t)
    smoothrng = ta.ema(avrng, wper) * m
    smoothrng

rf_rngfilt(x, r) =>
    rngfilt = x
    rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r :
       x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r
    rngfilt

// Range Filter Calculations
rf_smrng = rf_smoothrng(rf_src, rf_per, rf_mult)
rf_filt = rf_rngfilt(rf_src, rf_smrng)

// Filter Direction
rf_upward = 0.0
rf_upward := rf_filt > rf_filt[1] ? nz(rf_upward[1]) + 1 : rf_filt < rf_filt[1] ? 0 : nz(rf_upward[1])
rf_downward = 0.0
rf_downward := rf_filt < rf_filt[1] ? nz(rf_downward[1]) + 1 : rf_filt > rf_filt[1] ? 0 : nz(rf_downward[1])

// Target Bands
rf_hband = rf_filt + rf_smrng
rf_lband = rf_filt - rf_smrng

// Colors
rf_filtcolor = rf_upward > 0 ? rf_upColor : rf_downward > 0 ? rf_downColor : rf_midColor
rf_barcolor = rf_src > rf_filt and rf_src > rf_src[1] and rf_upward > 0 ? rf_upColor :
   rf_src > rf_filt and rf_src < rf_src[1] and rf_upward > 0 ? rf_upColor :
   rf_src < rf_filt and rf_src < rf_src[1] and rf_downward > 0 ? rf_downColor :
   rf_src < rf_filt and rf_src > rf_src[1] and rf_downward > 0 ? rf_downColor : rf_midColor

// Plots
rf_filtplot = plot(rf_filt, color=rf_filtcolor, linewidth=2, title="Range Filter")
rf_hbandplot = plot(rf_hband, color=color.new(rf_upColor, 70), title="High Target")
rf_lbandplot = plot(rf_lband, color=color.new(rf_downColor, 70), title="Low Target")

// Fills
fill(rf_hbandplot, rf_filtplot, color=color.new(rf_upColor, 90), title="High Target Range")
fill(rf_lbandplot, rf_filtplot, color=color.new(rf_downColor, 90), title="Low Target Range")

// Bar Color (only if Range Filter bar coloring is enabled)
barcolor(rf_barcolor)

// Break Outs
rf_longCond = false
rf_shortCond = false
rf_longCond := rf_src > rf_filt and rf_src > rf_src[1] and rf_upward > 0 or
   rf_src > rf_filt and rf_src < rf_src[1] and rf_upward > 0
rf_shortCond := rf_src < rf_filt and rf_src < rf_src[1] and rf_downward > 0 or
   rf_src < rf_filt and rf_src > rf_src[1] and rf_downward > 0

rf_CondIni = 0
rf_CondIni := rf_longCond ? 1 : rf_shortCond ? -1 : rf_CondIni[1]
rf_longCondition = rf_longCond and rf_CondIni[1] == -1
rf_shortCondition = rf_shortCond and rf_CondIni[1] == 1

// Signals
plotshape(rf_longCondition, title="Buy Signal", text="Buy", textcolor=color.white, style=shape.labelup, size=size.small, location=location.belowbar, color=color.new(#aaaaaa, 20))
plotshape(rf_shortCondition, title="Sell Signal", text="Sell", textcolor=color.white, style=shape.labeldown, size=size.small, location=location.abovebar, color=color.new(rf_downColor, 20))

// Alerts
alertcondition(rf_longCondition, title="Buy alert on Range Filter", message="Buy alert on Range Filter")
alertcondition(rf_shortCondition, title="Sell alert on Range Filter", message="Sell alert on Range Filter")
alertcondition(rf_longCondition or rf_shortCondition, title="Buy and Sell alert on Range Filter", message="Buy and Sell alert on Range Filter")