kama 1.0

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

//@version=2
study("Kama CryptoAdvisor v1.0")

length = input(title="Length", type=integer, defval=18)
fastLength = input(title="Fast EMA Length", type=integer, defval=2)
slowLength = input(title="Slow EMA Length", type=integer, defval=30)

//LOW
mom = abs(change(low, length))
volatility = sum(abs(change(low)), length)
// Efficiency Ratio
er = volatility != 0 ? mom / volatility : 0
fastAlpha = 2 / (fastLength + 1)
slowAlpha = 2 / (slowLength + 1)
// KAMA Alpha
sc = pow((er * (fastAlpha - slowAlpha)) + slowAlpha, 2)
kama = 0.0
kama := sc * low + (1 - sc) * nz(kama[1])

//HIGH
mom1 = abs(change(high, length))
volatility1 = sum(abs(change(high)), length)
// Efficiency Ratio
er1 = volatility1 != 0 ? mom1 / volatility1 : 0
// KAMA Alpha
sc1 = pow((er1 * (fastAlpha - slowAlpha)) + slowAlpha, 2)
kama1 = 0.0
kama1 := sc1 * high + (1 - sc1) * nz(kama1[1])





//Price Bands
show_P1 = input(true, type=bool,  title="Show Kama with computed volatility(RMS)")
periods = input(title="RMS Periods", type=integer, defval=60)
t = input(title="Time for price bands", type=integer, defval=4)
rms_h=pow(sum(pow(log(high/high[1]),2),periods)/periods,0.5)
rms_l=pow(sum(pow(log(low /low[1]),2), periods)/periods,0.5)

plot(show_P1 ? (kama+kama1)/2 : na, color=gray, title="MidPoint", linewidth=3, transp=0)
plot(show_P1 ? kama*exp(-rms_l*1*sqrt(t)) : na, color=gray, title="-1 dev.", linewidth=1, transp=0)
plot(show_P1 ? kama1*exp(rms_h*1*sqrt(t)) : na, color=gray, title="+1 dev.", linewidth=1, transp=0)
plot(show_P1 ? kama*exp(-rms_l*2*sqrt(t)) : na, color=gray, title="-2 dev.", linewidth=2, transp=0)
plot(show_P1 ? kama1*exp(rms_h*2*sqrt(t)) : na, color=gray, title="+2 dev.", linewidth=2, transp=0)

show_P2 = input(false, type=bool,  title="Show Kama with fixed volatility using DELTA parameter")
delta = input(1.78,"Delta High",step=0.01)
deltal= input(0.58,"Delta Low",step=0.01)
plot(show_P2 ? (kama+kama1)/2 : na, color=gray, title="MidPoint", linewidth=2, transp=0)
plot(show_P2 ? kama*deltal : na, color=gray, title="-1 dev.", linewidth=1, transp=0)
plot(show_P2 ? kama1*delta : na, color=gray, title="+1 dev.", linewidth=1, transp=0)
//plot(show_P2 ? kama*(deltal*2) : na, color=gray, title="-2 dev.", linewidth=2, transp=0)
//plot(show_P2 ? kama1*(delta*2) : na, color=gray, title="+2 dev.", linewidth=2, transp=0)

//EFF RATIO
show_SNR = input(false, type=bool,  title="Show Kama Efficiency Ratio")
SNR_Smoothing = input(5,"EMA periods smoothing SNR",step=1)
plot(show_SNR ? ema(er,SNR_Smoothing) : na, color=red, title="SNR Ratio Low of the bar")
plot(show_SNR ? ema(er1,SNR_Smoothing) : na, color=blue, title="SNR Ratio High of the bar")
plot(show_SNR ? 0.30 : na, color=white, title="0.60 thresold", linewidth=1, transp=80)
plot(show_SNR ? 0.00 : na, color=white, title="zeroline", linewidth=1, transp=80)
plot(show_SNR ? 1.00 : na, color=white, title="upper limit", linewidth=1, transp=80)


//Paint Bars
showcolors1 = input(false, type=bool, title="Strong/Flat Market")
strong_market = ema(er,SNR_Smoothing) > 0.80 or ema(er1,SNR_Smoothing)  > 0.80 and showcolors1==true
flat_market = ema(er1,SNR_Smoothing) < 0.30 or ema(er1,SNR_Smoothing)  < 0.30 and showcolors1==true
barcolor(showcolors1 and flat_market ? red : na)
barcolor(showcolors1 and strong_market ? white : na)