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// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © PresentTrading
//@version=5
strategy("AI SuperTrend x Pivot Percentile - Strategy [PresentTrading]",shorttitle = "AI ST x Pivot Percentile - Strategy [PresentTrading]", overlay=true, precision=3,
commission_value= 0.1, commission_type=strategy.commission.percent, slippage= 1,
currency=currency.USD, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, initial_capital= 10000)
// Trading Direction
tradeDirection = input.string("Both", "Select Trading Direction", options=["Long", "Short", "Both"], group="Trade Setup")
// AI Settings
k = input.int(6, title="Neighbors", minval=1, maxval=100, group="AI Settings", inline="AI1", tooltip="Number of nearest neighbors in KNN algorithm.")
n_ = input.int(48, title="Data Points", minval=1, maxval=100, group="AI Settings", inline="AI1", tooltip="Number of data points to consider for KNN.")
k2 = input.int(6, title="2nd Neighbors", minval=1, maxval=100, group="AI Settings", inline="AI2", tooltip="Number of nearest neighbors for the second KNN algorithm.")
n2_ = input.int(48, title="2nd Data Points", minval=1, maxval=100, group="AI Settings", inline="AI2", tooltip="Number of data points for the second KNN algorithm.")
n = math.max(k, n_)
n2 = math.max(k2, n2_)
// SuperTrend Settings
higherTf1 = input.timeframe('360', "Higher Time Frame for 1st ST", group="Super Trend Settings")
higherTf2 = input.timeframe('720', "Higher Time Frame for 2nd ST", group="Super Trend Settings")
len = input.int(10, "Length", minval=1, group="Super Trend Settings")
factor = input.float(3.5, "Factor", step=0.1, group="Super Trend Settings")
maSrc = input.string("WMA", "MA Source", options=["SMA", "EMA", "WMA", "RMA", "VWMA"], group="Super Trend Settings")
len2 = input.int(5, "2nd Length", minval=1, group="Super Trend Settings")
factor2 = input.float(3.0, "2nd Factor", step=0.1, group="Super Trend Settings")
// AI Trend Prediction Settings
KNN_PriceLen = input.int(10, "Price Trend", minval=2, maxval=500, step=10, group="AI Trend Prediction", inline="AITrend1")
KNN_STLen = input.int(80, "Prediction Trend", minval=2, maxval=500, step=10, group="AI Trend Prediction", inline="AITrend1")
KNN_PriceLen2 = input.int(10, "2nd Price Trend", minval=2, maxval=500, step=10, group="AI Trend Prediction", inline="AITrend2")
KNN_STLen2 = input.int(80, "2nd Prediction Trend", minval=2, maxval=500, step=10, group="AI Trend Prediction", inline="AITrend2")
// Pivot Percentile Settings
length = input.int(14, "Length for Pivot Percentile", minval=1, maxval=20, group="Pivot Percentile Settings")
// ADX and DMI Settings
adxLength = input.int(14, "ADX Length", minval=1, group="ADX and DMI Settings")
adxTf = input.timeframe('D', "Time Frame for ADX and DMI Filter", group="ADX and DMI Settings")
useAdxFilter = input.bool(true, "Use ADX and DMI Filter?", group="ADX and DMI Settings")
// Other Settings
aisignals = input.bool(true, "Enable AI Trend Signals", group="Other Settings")
Bullish_col = input.color(color.lime, "Bullish Color", group="Other Settings")
Bearish_col = input.color(color.red, "Bearish Color", group="Other Settings")
upCol = input.color(color.lime, "Bullish Color for SuperTrend", group="Other Settings")
dnCol = input.color(color.red, "Bearish Color for SuperTrend", group="Other Settings")
neCol = input.color(color.blue, "Neutral Color for SuperTrend", group="Other Settings")
HTF_Close = request.security(syminfo.tickerid, adxTf, close)
HTF_High = request.security(syminfo.tickerid, adxTf, high)
HTF_Low = request.security(syminfo.tickerid, adxTf, low)
deltaHigh = HTF_High - HTF_High[1]
deltaLow = HTF_Low[1] - HTF_Low
plusDM = deltaHigh > deltaLow and deltaHigh > 0? deltaHigh: 0
minusDM = deltaLow > deltaHigh and deltaLow > 0? deltaLow: 0
ATR = ta.wma(math.abs(HTF_High - HTF_Low) + math.abs(HTF_High - HTF_Close[1]) + math.abs(HTF_Low - HTF_Close[1]), adxLength)
plusDI = 100 * ta.wma(plusDM, adxLength) / ATR
minusDI = 100 * ta.wma(minusDM, adxLength) / ATR
DX = 100 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
ADX = ta.wma(DX, adxLength)
// ~~ Calculate the SuperTrend based on the user's choice
// ~~ First Supertrend
TfClose1 = request.security(syminfo.tickerid, higherTf1, close)
vwma1 = switch maSrc
"SMA" => ta.sma(TfClose1*volume, len) / ta.sma(volume, len)
"EMA" => ta.ema(TfClose1*volume, len) / ta.ema(volume, len)
"WMA" => ta.wma(TfClose1*volume, len) / ta.wma(volume, len)
"RMA" => ta.rma(TfClose1*volume, len) / ta.rma(volume, len)
"VWMA" => ta.vwma(TfClose1*volume, len) / ta.vwma(volume, len)
atr = request.security(syminfo.tickerid, higherTf1, ta.atr(len))
upperBand = vwma1 + factor * atr
lowerBand = vwma1 - factor * atr
prevLowerBand = nz(lowerBand[1])
prevUpperBand = nz(upperBand[1])
// ~~ Second Supertrend
TfClose2 = request.security(syminfo.tickerid, higherTf2, close)
vwma2 = switch maSrc
"SMA" => ta.sma(TfClose2*volume, len2) / ta.sma(volume, len2)
"EMA" => ta.ema(TfClose2*volume, len2) / ta.ema(volume, len2)
"WMA" => ta.wma(TfClose2*volume, len2) / ta.wma(volume, len2)
"RMA" => ta.rma(TfClose2*volume, len2) / ta.rma(volume, len2)
"VWMA" => ta.vwma(TfClose2*volume, len2) / ta.vwma(volume, len2)
atr2 = request.security(syminfo.tickerid, higherTf2, ta.atr(len2))
upperBand2 = vwma2 + factor2 * atr2
lowerBand2 = vwma2 - factor2 * atr2
prevLowerBand2 = nz(lowerBand2[1])
prevUpperBand2 = nz(upperBand2[1])
lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
int direction = na
float superTrend = na
lowerBand2 := lowerBand2 > prevLowerBand2 or close[1] < prevLowerBand2 ? lowerBand2 : prevLowerBand2
upperBand2 := upperBand2 < prevUpperBand2 or close[1] > prevUpperBand2 ? upperBand2 : prevUpperBand2
int direction2 = na
float superTrend2 = na
prevSuperTrend = superTrend[1]
if na(atr[1])
direction := 1
else if prevSuperTrend == prevUpperBand
direction := close > upperBand ? -1 : 1
else
direction := close < lowerBand ? 1 : -1
superTrend := direction == -1 ? lowerBand : upperBand
prevSuperTrend2 = superTrend2[1]
if na(atr2[1])
direction2 := 1
else if prevSuperTrend2 == prevUpperBand2
direction2 := close > upperBand2 ? -1 : 1
else
direction2 := close < lowerBand2 ? 1 : -1
superTrend2 := direction2 == -1 ? lowerBand2 : upperBand2
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Collect data points and their corresponding labels
price = ta.wma(close,KNN_PriceLen)
sT = ta.wma(superTrend,KNN_STLen)
data = array.new_float(n)
labels = array.new_int(n)
for i = 0 to n - 1
data.set(i, superTrend[i])
label_i = price[i] > sT[i] ? 1 : 0
labels.set(i, label_i)
// Collect data points for second SuperTrend and their corresponding labels
price2 = ta.wma(close,KNN_PriceLen2)
sT2 = ta.wma(superTrend2,KNN_STLen2)
data2 = array.new_float(n)
labels2 = array.new_int(n)
for i = 0 to n - 1
data2.set(i, superTrend2[i])
label_i2 = price2[i] > sT2[i] ? 1 : 0 // Assuming same price for second SuperTrend
labels2.set(i, label_i2)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Define a function to compute distance between two data points
distance(x1, x2) =>
math.abs(x1 - x2)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Define the weighted k-nearest neighbors (KNN) function
knn_weighted(data, labels, k, x) =>
n1 = data.size()
distances = array.new_float(n1)
indices = array.new_int(n1)
// Compute distances from the current point to all other points
for i = 0 to n1 - 1
x_i = data.get(i)
dist = distance(x, x_i)
distances.set(i, dist)
indices.set(i, i)
// Sort distances and corresponding indices in ascending order
// Bubble sort method
for i = 0 to n1 - 2
for j = 0 to n1 - i - 2
if distances.get(j) > distances.get(j + 1)
tempDist = distances.get(j)
distances.set(j, distances.get(j + 1))
distances.set(j + 1, tempDist)
tempIndex = indices.get(j)
indices.set(j, indices.get(j + 1))
indices.set(j + 1, tempIndex)
// Compute weighted sum of labels of the k nearest neighbors
weighted_sum = 0.
total_weight = 0.
for i = 0 to k - 1
index = indices.get(i)
label_i = labels.get(index)
weight_i = 1 / (distances.get(i) + 1e-6)
weighted_sum += weight_i * label_i
total_weight += weight_i
weighted_sum / total_weight
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Classify the current data point
current_superTrend = superTrend
label_ = knn_weighted(data, labels, k, current_superTrend)
label_upTrend = label_ == 1 ? 1:0
label_downTrend = label_ == 0 ? -1:0
// Classify the current data point for second SuperTrend
current_superTrend2 = superTrend2
label2_ = knn_weighted(data2, labels2, k, current_superTrend2)
label2_upTrend = label2_ == 1 ? 1:0
label2_downTrend = label2_ == 0 ? -1:0
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Plot
col = label_ == 1?upCol:label_ == 0?dnCol:neCol
plot(current_superTrend, color=col, title="Volume Super Trend AI")
upTrend = plot(superTrend==lowerBand?current_superTrend:na, title="Up Volume Super Trend AI", color=col, style=plot.style_linebr)
Middle = plot((open + close) / 2, display=display.none, editable=false)
downTrend = plot(superTrend==upperBand?current_superTrend:na, title="Down Volume Super Trend AI", color=col, style=plot.style_linebr)
fill_col = color.new(col,95)
fill(Middle, upTrend, fill_col, fillgaps=false,title="Up Volume Super Trend AI")
fill(Middle, downTrend, fill_col, fillgaps=false, title="Down Volume Super Trend AI")
// Plot Second SuperTrend
col2 = label2_ == 1 ? upCol : label2_ == 0 ? dnCol : neCol
plot(current_superTrend2, color=col2, title="Volume Super Trend AI 2")
upTrend2 = plot(superTrend2==lowerBand2 ? current_superTrend2 : na, title="Up Volume Super Trend AI 2", color=col2, style=plot.style_linebr)
downTrend2 = plot(superTrend2==upperBand2 ? current_superTrend2 : na, title="Down Volume Super Trend AI 2", color=col2, style=plot.style_linebr)
fill_col2 = color.new(col2, 95)
fill(Middle, upTrend2, fill_col2, fillgaps=false, title="Up Volume Super Trend AI 2")
fill(Middle, downTrend2, fill_col2, fillgaps=false, title="Down Volume Super Trend AI 2")
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Ai Super Trend Signals
Start_TrendUp = col==upCol and (col[1]!=upCol or col[1]==neCol) and aisignals
Start_TrendDn = col==dnCol and (col[1]!=dnCol or col[1]==neCol) and aisignals
// Second AI Super Trend Signals
Start_TrendUp2 = col2==upCol and (col2[1]!=upCol or col2[1]==neCol) and aisignals
Start_TrendDn2 = col2==dnCol and (col2[1]!=dnCol or col2[1]==neCol) and aisignals
TrendUp = direction == -1 and direction[1] == 1 and label_ == 1 and aisignals
TrendDn = direction == 1 and direction[1] ==-1 and label_ == 0 and aisignals
TrendUp2 = direction2 == -1 and direction2[1] == 1 and label2_ == 1 and aisignals
TrendDn2 = direction2 == 1 and direction2[1] ==-1 and label2_ == 0 and aisignals
plotshape(Start_TrendUp?superTrend:na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bullish_col, title="AI Bullish Trend Start")
plotshape(Start_TrendDn?superTrend:na, location=location.absolute, style= shape.circle,size=size.tiny, color=Bearish_col, title="AI Bearish Trend Start")
plotshape(TrendUp?superTrend:na, location=location.absolute, style= shape.triangleup, size=size.small, color=Bullish_col, title="AI Bullish Trend Signal")
plotshape(TrendDn?superTrend:na, location=location.absolute, style= shape.triangledown,size=size.small, color=Bearish_col, title="AI Bearish Trend Signal")
plotshape(Start_TrendUp2 ? superTrend2 : na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bullish_col, title="AI Bullish Trend Start 2")
plotshape(Start_TrendDn2 ? superTrend2 : na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bearish_col, title="AI Bearish Trend Start 2")
plotshape(TrendUp2?superTrend2:na, location=location.absolute, style= shape.triangleup, size=size.small, color=Bullish_col, title="AI Bullish Trend Signal")
plotshape(TrendDn2?superTrend2:na, location=location.absolute, style= shape.triangledown,size=size.small, color=Bearish_col, title="AI Bearish Trend Signal")
//--------------------------------------------------------------------------------------------------------------
//--------------------------------------------------------------------------------------------------------------
// Function to calculate percentiles for a given set of lengths
// This function takes a source (like 'high' or 'low'), an array of lengths (like [10, 20, 30]), and a percentile value (like 75)
calculatePercentiles(src, lengths, percentile) =>
result = array.new_float(0)
for length in lengths
value = ta.percentile_nearest_rank(src, length, percentile)
array.push(result, value)
result
// Function to calculate trend strength counts based on the calculated percentiles
// This function evaluates the trend strengths (bullish and bearish) and weak counts
calculateTrendCounts(highPercentiles, lowPercentiles, highest_high, lowest_low) =>
countBull = 0
countBear = 0
weakBullCount = 0
weakBearCount = 0
for i = 0 to array.size(highPercentiles) - 1
trendBullHigh = array.get(highPercentiles, i) > highest_high
trendBullLow = array.get(lowPercentiles, i) > highest_high
trendBearHigh = array.get(highPercentiles, i) < lowest_low
trendBearLow = array.get(lowPercentiles, i) < lowest_low
weakBull = array.get(lowPercentiles, i) < highest_high and array.get(lowPercentiles, i) > lowest_low
weakBear = array.get(highPercentiles, i) > lowest_low and array.get(highPercentiles, i) < highest_high
countBull := countBull + (trendBullHigh ? 1 : 0) + (trendBullLow ? 1 : 0)
countBear := countBear + (trendBearHigh ? 1 : 0) + (trendBearLow ? 1 : 0)
weakBullCount := weakBullCount + (weakBull ? 1 : 0)
weakBearCount := weakBearCount + (weakBear ? 1 : 0)
[countBull, countBear, weakBullCount, weakBearCount]
// Manually creating an array of lengths
lengths = array.new_int(7)
array.set(lengths, 0, length)
array.set(lengths, 1, length * 2)
array.set(lengths, 2, length * 3)
array.set(lengths, 3, length * 4)
array.set(lengths, 4, length * 5)
array.set(lengths, 3, length * 6)
array.set(lengths, 4, length * 7)
// Calculating high and low percentiles using the user-defined lengths
percentilesHigh = calculatePercentiles(high, lengths, 75)
percentilesLow = calculatePercentiles(low, lengths, 25)
// Calculating the highest high and the lowest low based on the 144 length
highest_high = ta.percentile_nearest_rank(high, 144, 75)
lowest_low = ta.percentile_nearest_rank(low, 144, 25)
// Determining trend strengths and counts
[countBull, countBear, weakBullCount, weakBearCount] = calculateTrendCounts(percentilesHigh, percentilesLow, highest_high, lowest_low)
// Calculating the bull and bear strength based on the counts
bullStrength = countBull + 0.5*weakBullCount - 0.5*weakBearCount - countBear
bearStrength = countBear + 0.5*weakBearCount - 0.5*weakBullCount - countBull
// Determining the current trend value based on bull and bear strengths
currentTrendValue = bullStrength - bearStrength
// --------------------------------------------------------
longAdxCondition = useAdxFilter ? (ADX > 20 and plusDI > minusDI) : true
shortAdxCondition = useAdxFilter ? (ADX > 20 and minusDI > plusDI) : true
AIST_longCondition = direction < 0 and label_ == 1 and direction2 < 0 and label2_ == 1 and longAdxCondition
AIST_shortCondition = direction > 0 and label_ == 0 and direction2 > 0 and label2_ == 0 and shortAdxCondition
// Double AI Trend Continuation Signals
longExitCondition1 = direction == -1 and label_ == 1
longExitCondition2 = direction2 == -1 and label2_ == 1
shortExitCondition1 = direction == 1 and label_ == 0
shortExitCondition2 = direction2 == 1 and label2_ == 0
AIST_longExitCondition = not (TrendUp or TrendUp2)
AIST_shortExitCondition = not (TrendDn or TrendDn2)
// Entry conditions
PPR_longCondition = currentTrendValue >0
PPR_shortCondition = currentTrendValue <0
// combined
longCondition = AIST_longCondition and PPR_longCondition
shortCondition = AIST_shortCondition and PPR_shortCondition
longExitCondition = AIST_longExitCondition or PPR_shortCondition
shortExitCondition = AIST_shortExitCondition or PPR_longCondition
// Dynamic Trailing Stop Loss
longTrailingStop = superTrend - atr * factor
shortTrailingStop = superTrend + atr * factor
// Adjust Enter and Exit Conditions based on Trading Direction
if (tradeDirection == "Long" or tradeDirection == "Both")
strategy.entry("Long", strategy.long, when= longCondition)
strategy.exit("Exit Long", "Long", stop=longTrailingStop, when= longExitCondition)
if (tradeDirection == "Short" or tradeDirection == "Both")
strategy.entry("Short", strategy.short, when= shortCondition)
strategy.exit("Exit Short", "Short", stop=shortTrailingStop, when= shortExitCondition)
// Create Alert Conditions
alertcondition(longCondition, title="Long Entry Alert", message="Long Entry Signal Generated")
alertcondition(shortCondition, title="Short Entry Alert", message="Short Entry Signal Generated")
alertcondition(longExitCondition, title="Long Exit Alert", message="Long Exit Signal Generated")
alertcondition(shortExitCondition, title="Short Exit Alert", message="Short Exit Signal Generated")
//--------------------------------------------------------------------------------------------------------------
// Visualization
plotshape(Start_TrendUp?superTrend:na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bullish_col, title="AI Bullish Trend Start")
plotshape(Start_TrendDn?superTrend:na, location=location.absolute, style= shape.circle,size=size.tiny, color=Bearish_col, title="AI Bearish Trend Start")
plotshape(TrendUp?superTrend:na, location=location.absolute, style= shape.triangleup, size=size.small, color=Bullish_col, title="AI Bullish Trend Signal")
plotshape(TrendDn?superTrend:na, location=location.absolute, style= shape.triangledown,size=size.small, color=Bearish_col, title="AI Bearish Trend Signal")
plotshape(Start_TrendUp2 ? superTrend2 : na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bullish_col, title="AI Bullish Trend Start 2")
plotshape(Start_TrendDn2 ? superTrend2 : na, location=location.absolute, style= shape.circle, size=size.tiny, color=Bearish_col, title="AI Bearish Trend Start 2")
plotshape(TrendUp2?superTrend2:na, location=location.absolute, style= shape.triangleup, size=size.small, color=Bullish_col, title="AI Bullish Trend Signal")
plotshape(TrendDn2?superTrend2:na, location=location.absolute, style= shape.triangledown,size=size.small, color=Bearish_col, title="AI Bearish Trend Signal")
// Conditional variables for plotting
var plotLong = false
var plotShort = false
// Determine when to plot
plotLong := PPR_longCondition
plotShort := PPR_shortCondition
// Visualization for Pivot Percentile Entry Points
var color pivotPointColor = color.new(color.rgb(33, 150, 243), 95) // 90% transparency
// Plotting long entry points
plotshape(series=plotLong and high, title="Long Pivot Entry Point", location=location.belowbar, color=pivotPointColor, style=shape.circle, size=size.tiny)
// Plotting short entry points
plotshape(series=plotShort and low, title="Short Pivot Entry Point", location=location.abovebar, color=pivotPointColor, style=shape.circle, size=size.tiny)