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// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=6
indicator('Island Reversal [LuxAlgo]','LuxAlgo - Island Reversal', overlay = true, max_boxes_count = 500, max_labels_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//CONSTANTS & STRINGS & INPUTS
//---------------------------------------------------------------------------------------------------------------------{
GREEN = #089981
RED = #F23645
UPTREND = 1
DOWNTREND = 0
TREND_GROUP = 'Trend Filter'
VOLUME_GROUP = 'Volume Filter'
RANGE_GROUP = 'Range Filter'
STYLE_GROUP = 'Style'
EM_SPACE = ' '
volSpacing = EM_SPACE+EM_SPACE+EM_SPACE+EM_SPACE
trendInput = input.bool( true, 'Trend Filter', group = TREND_GROUP)
trendLengthInput = input.int( 10, 'Trend Length', group = TREND_GROUP, minval = 2)
volumeInput = input.bool( false, 'Volume Filter', group = VOLUME_GROUP)
r2FilterInput = input.bool( true, 'Horizontality Filter (R2)', group = RANGE_GROUP, inline = 'r2')
r2ThresholdInput = input.float( 0.50, '', group = RANGE_GROUP, inline = 'r2', minval = 0, maxval = 1, step = 0.05)
volFilterInput = input.bool( true, 'Volatility Filter'+volSpacing, group = RANGE_GROUP, inline = 'volatility')
volMultiplierInput = input.float( 5.0, '', group = RANGE_GROUP, inline = 'volatility')
bullishColorInput = input.color( GREEN, 'Bullish', group = STYLE_GROUP)
bearishColorInput = input.color( RED, 'Bearish', group = STYLE_GROUP)
transparencyInput = input.int( 80, 'Transparency', group = STYLE_GROUP)
showR2 = input(false, 'Show R2 In Label', group = STYLE_GROUP)
//---------------------------------------------------------------------------------------------------------------------}
//DATA STRUCTURES & VARIABLES
//---------------------------------------------------------------------------------------------------------------------{
type islandReversal
int startTime
int endTime
float top
float bottom
color background
int volumesIndex
int trend
bool startWithBullishGap
float startLevel
float endLevel
bool isActive = true
bool isCompleted = false
array<float> highs = na
array<float> lows = na
array<float> volumes = na
array<float> rangeData = na
string addedTag = ''
var array<islandReversal> reversals = array.new<islandReversal>()
var array<float> volumes = array.new<float>()
var int trend = UPTREND
float lower = ta.lowest(trendLengthInput)
float upper = ta.highest(trendLengthInput)
float volatility = ta.atr(200) * volMultiplierInput
bool bullishGap = low > high[1]
bool bearishGap = high < low[1]
bool newGap = bullishGap or bearishGap
volumes.push(volume)
trend := upper > upper[1] ? UPTREND : lower < lower[1] ? DOWNTREND : trend
//---------------------------------------------------------------------------------------------------------------------}
//USER-DEFINED FUNCTIONS
//---------------------------------------------------------------------------------------------------------------------{
rSquared(array<float> data) =>
array<int> bars = data.sort_indices()
bars.sort()
math.pow(data.covariance(bars) / (bars.stdev() * data.stdev()),2)
validRange(islandReversal currentReversal) =>
bool r2Filter = true
bool volatilityFilter = true
if r2FilterInput
float r2 = rSquared(currentReversal.rangeData)
currentReversal.addedTag := str.format('{0,number,0.000000}',r2)
r2Filter := r2 <= r2ThresholdInput
if volFilterInput
float reversalRange = currentReversal.top - currentReversal.bottom
volatilityFilter := reversalRange <= volatility
r2Filter and volatilityFilter
validVolume(islandReversal currentReversal) =>
if volumeInput
float previousVolumeAverage = volumes.slice(math.max(0,currentReversal.volumesIndex - currentReversal.volumes.size()),currentReversal.volumesIndex).avg()
float currentVolumeAverage = currentReversal.volumes.avg()
currentVolumeAverage > previousVolumeAverage
else
true
validTrend(islandReversal currentReversal) => (trendInput and ((currentReversal.trend == UPTREND and currentReversal.startWithBullishGap) or (currentReversal.trend == DOWNTREND and not currentReversal.startWithBullishGap))) or not trendInput
checkFilters(islandReversal currentReversal) => validTrend(currentReversal) and validVolume(currentReversal) and validRange(currentReversal)
gatherData() =>
if newGap
float startLevel = bullishGap ? high[1] : low[1]
float endLevel = bullishGap ? low : high
bool newReversal = false
if reversals.size() > 0
islandReversal currentReversal = reversals.last()
if currentReversal.isActive
if (currentReversal.startWithBullishGap and bearishGap) or (not currentReversal.startWithBullishGap and bullishGap)
currentReversal.volumes.push(volume)
currentReversal.endTime := time
currentReversal.endLevel := endLevel
currentReversal.isActive := false
currentReversal.isCompleted := true
if not checkFilters(currentReversal)
reversals.pop()
else
currentReversal.isCompleted := false
currentReversal.isActive := false
newReversal := true
reversals.pop()
else
newReversal := true
else
newReversal := true
if newReversal
reversals.push(islandReversal.new(time[1],time,high,low,bullishGap ? bearishColorInput : bullishColorInput,volumes.size(),trend,bullishGap,startLevel,startLevel,true,false,array.from(high),array.from(low),array.from(volume[1],volume),array.from(close)))
if reversals.size() > 500
reversals.shift()
0
else
if reversals.size() > 0
islandReversal currentReversal = reversals.last()
if currentReversal.isActive
currentReversal.highs.push(high)
currentReversal.lows.push(low)
currentReversal.volumes.push(volume)
currentReversal.rangeData.push(close)
currentReversal.endTime := time
currentReversal.top := currentReversal.highs.max()
currentReversal.bottom := currentReversal.lows.min()
if (currentReversal.startWithBullishGap and currentReversal.bottom < currentReversal.startLevel) or (not currentReversal.startWithBullishGap and currentReversal.top > currentReversal.startLevel)
currentReversal.isCompleted := false
currentReversal.isActive := false
reversals.pop()
0
drawReversals() =>
for eachReversal in reversals
if not eachReversal.isActive or (eachReversal.isActive and checkFilters(eachReversal))
color areaColor = eachReversal.startWithBullishGap ? color.new(bearishColorInput,transparencyInput) : color.new(bullishColorInput,transparencyInput)
string tag = (eachReversal.startWithBullishGap ? 'Top\nIsland Reversal' : 'Bottom\nIsland Reversal') + (showR2 ? '\n' + eachReversal.addedTag : '')
box.new(chart.point.new(eachReversal.startTime,na,eachReversal.top),chart.point.new(eachReversal.endTime,na,eachReversal.bottom),color(na),xloc = xloc.bar_time,bgcolor = areaColor)
label.new(chart.point.new(eachReversal.startTime + math.round(0.5*(eachReversal.endTime - eachReversal.startTime)),na,eachReversal.startWithBullishGap ? eachReversal.top : eachReversal.bottom),tag,xloc.bar_time,yloc.price,color(na),eachReversal.startWithBullishGap ? label.style_label_down : label.style_label_up, color.new(areaColor,0), size.normal)
//---------------------------------------------------------------------------------------------------------------------}
//MUTABLE VARIABLES & EXECUTION
//---------------------------------------------------------------------------------------------------------------------{
gatherData()
if barstate.islastconfirmedhistory
drawReversals()
//---------------------------------------------------------------------------------------------------------------------}