wall indicator 1.0 by mmds

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

//@version=5

indicator("wall indicator 1.0 by mmds", overlay = true)

res = timeframe.period
ratingSignal = "Trend"

//-----Condition
calcRating(buy, sell) => buy ? 1 : ( sell ? -1 : 0 )
calcRatingAll() =>


    //-----Stochastic
    lengthStoch = 14
    smoothKStoch = 3
    smoothDStoch = 3
    kStoch = ta.sma(ta.stoch(close, high, low, lengthStoch), smoothKStoch)
    dStoch = ta.sma(kStoch, smoothDStoch)


    //-----ADX
    float adxValue = na, float adxPlus = na, float adxMinus = na
    [P, M, V] = ta.dmi(14, 14)
    adxValue := V
    adxPlus := P
    adxMinus := M

    //-----Bollinger Bands
    mult = 2
    basis = ta.sma(close, 20)
    dev = mult * ta.stdev(close, 20)
    upper = basis + dev
    lower = basis - dev

    float ratingOther = 0
    float ratingOtherC = 0

    float ratingStoch = na
    if not(na(kStoch) or na(dStoch) or na(kStoch[1]) or na(dStoch[1]))
        ratingStoch := calcRating(kStoch < 20 and dStoch < 20 and kStoch > dStoch and kStoch[1] < dStoch[1], kStoch > 80 and dStoch > 80 and kStoch < dStoch and kStoch[1] > dStoch[1])
        ratingOtherC := ratingOtherC + 1
        ratingOther := ratingOther + ratingStoch

    float ratingADX = na
    if not(na(adxValue) or na(adxPlus[1]) or na(adxMinus[1]) or na(adxPlus) or na(adxMinus))
        ratingADX := calcRating(adxValue > 20 and adxPlus[1] < adxMinus[1] and adxPlus > adxMinus, adxValue > 20 and adxPlus[1] > adxMinus[1] and adxPlus < adxMinus)
        ratingOtherC := ratingOtherC + 1
        ratingOther := ratingOther + ratingADX

    float ratingBB = na
    if not(na(upper) or na(lower) or na(upper[1]) or na(lower[1]))
        ratingBB := calcRating(close < lower, close > upper)
        ratingOtherC := ratingOtherC + 1
        ratingOther := ratingOther + ratingBB

    ratingOther := ratingOtherC > 0 ? ratingOther / ratingOtherC : na

    float ratingTotal = 0
    float ratingTotalC = 0

    if not na(ratingOther)
        ratingTotal := ratingTotal + ratingOther
        ratingTotalC := ratingTotalC + 1
    ratingTotal := ratingTotalC > 0 ? ratingTotal / ratingTotalC : na

    [ratingTotal, ratingOther]

signalBound = 0.25

getSignal(ratingTotal, ratingOther) =>
    float _res = ratingTotal
    if ratingSignal == "Trend"
        _res := ratingOther
    _res

[ratingTotal, ratingOther] = request.security(syminfo.tickerid, res, calcRatingAll())
tradeSignal = getSignal(ratingTotal, ratingOther)

dynSLpoints(factor) => factor * ta.atr(14) / syminfo.mintick

//-----Strategy
lblLow = low - (ta.atr(30) * 0.6)
lblHigh = high + (ta.atr(30) * 0.6)

var label cond1 = na
var label cond2 = na

if tradeSignal > signalBound
    cond1 := label.new(bar_index, lblLow, str.tostring(close, format.mintick), style = label.style_label_up, color = color.green, textcolor = color.white, size = size.small)
    label.delete(cond1[1])

if tradeSignal < -signalBound
    cond2 := label.new(bar_index, lblHigh, str.tostring(close, format.mintick), style = label.style_label_down, color = color.red, textcolor = color.white, size = size.small)
    label.delete(cond2[1])

//-----Trendline
upper = 0.0
lower = 0.0
slope_ph = 0.0
slope_pl = 0.0

ph = ta.pivothigh(21, 21)
pl = ta.pivotlow(21, 21)
lineReg = math.abs(ta.sma(close * bar_index, 21) - ta.sma(close, 21) * ta.sma(bar_index, 21)) / ta.variance(bar_index, 21) / 2 * 1.0

slope_ph := ph ? lineReg : slope_ph[1]
slope_pl := pl ? lineReg : slope_pl[1]

upper := ph ? ph : upper[1] - slope_ph
lower := pl ? pl : lower[1] + slope_pl

single_upper = 0
single_lower = 0
single_upper := close[21] > upper ? 0 : ph ? 1 : single_upper[1]
single_lower := close[21] < lower ? 0 : pl ? 1 : single_lower[1]
upper_breakout = single_upper[1] and close[21] > upper and (close > close[21])
lower_breakout = single_lower[1] and close[21] < lower and (close < close[21])

var line up_l = na
var line dn_l = na
var label recent_up_break = na
var label recent_dn_break = na
var breakValue = 0.00000

if ph[1]
    up_l := line.new(bar_index - 21 - 1, ph[1], bar_index - 21, upper, color = color.lime, extend=extend.right, style=line.style_dashed)
    line.delete(up_l[1])
    label.delete(recent_up_break[1])

if pl[1]
    dn_l := line.new(bar_index - 21 - 1, pl[1], bar_index - 21, lower, color = color.red, extend=extend.right, style=line.style_dashed)
    line.delete(dn_l[1])
    label.delete(recent_dn_break[1])

upTrend = ta.crossover(close, upper-slope_ph * 21)
downTrend = ta.crossunder(close, lower+slope_pl * 21)

if upTrend
    breakValue := close
    recent_up_break := label.new(bar_index, lblLow,'B', color = color.green, textcolor=color.white, style=label.style_label_up, size=size.tiny)
    label.delete(recent_up_break[1])

if downTrend
    breakValue := close
    recent_dn_break := label.new(bar_index, lblHigh,'B', color = color.red, textcolor=color.white, style=label.style_label_down, size=size.tiny)
    label.delete(recent_dn_break[1])