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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © HeWhoMustNotBeNamed
// __ __ __ __ __ __ __ __ __ __ __ _______ __ __ __
// / | / | / | _ / |/ | / \ / | / | / \ / | / | / \ / \ / | / |
// $$ | $$ | ______ $$ | / \ $$ |$$ |____ ______ $$ \ /$$ | __ __ _______ _$$ |_ $$ \ $$ | ______ _$$ |_ $$$$$$$ | ______ $$ \ $$ | ______ _____ ____ ______ ____$$ |
// $$ |__$$ | / \ $$ |/$ \$$ |$$ \ / \ $$$ \ /$$$ |/ | / | / |/ $$ | $$$ \$$ | / \ / $$ | $$ |__$$ | / \ $$$ \$$ | / \ / \/ \ / \ / $$ |
// $$ $$ |/$$$$$$ |$$ /$$$ $$ |$$$$$$$ |/$$$$$$ |$$$$ /$$$$ |$$ | $$ |/$$$$$$$/ $$$$$$/ $$$$ $$ |/$$$$$$ |$$$$$$/ $$ $$< /$$$$$$ |$$$$ $$ | $$$$$$ |$$$$$$ $$$$ |/$$$$$$ |/$$$$$$$ |
// $$$$$$$$ |$$ $$ |$$ $$/$$ $$ |$$ | $$ |$$ | $$ |$$ $$ $$/$$ |$$ | $$ |$$ \ $$ | __ $$ $$ $$ |$$ | $$ | $$ | __ $$$$$$$ |$$ $$ |$$ $$ $$ | / $$ |$$ | $$ | $$ |$$ $$ |$$ | $$ |
// $$ | $$ |$$$$$$$$/ $$$$/ $$$$ |$$ | $$ |$$ \__$$ |$$ |$$$/ $$ |$$ \__$$ | $$$$$$ | $$ |/ |$$ |$$$$ |$$ \__$$ | $$ |/ |$$ |__$$ |$$$$$$$$/ $$ |$$$$ |/$$$$$$$ |$$ | $$ | $$ |$$$$$$$$/ $$ \__$$ |
// $$ | $$ |$$ |$$$/ $$$ |$$ | $$ |$$ $$/ $$ | $/ $$ |$$ $$/ / $$/ $$ $$/ $$ | $$$ |$$ $$/ $$ $$/ $$ $$/ $$ |$$ | $$$ |$$ $$ |$$ | $$ | $$ |$$ |$$ $$ |
// $$/ $$/ $$$$$$$/ $$/ $$/ $$/ $$/ $$$$$$/ $$/ $$/ $$$$$$/ $$$$$$$/ $$$$/ $$/ $$/ $$$$$$/ $$$$/ $$$$$$$/ $$$$$$$/ $$/ $$/ $$$$$$$/ $$/ $$/ $$/ $$$$$$$/ $$$$$$$/
//
//
//
//@version=5
indicator("Supertrend - Ladder ATR", overlay=true)
import HeWhoMustNotBeNamed/arrayutils/3 as pa
matype = input.string("sma", title="Type", group="ATR", options=["sma", "ema", "rma", "wma", "hma"])
malength = input.int(20, title="Length", group="ATR")
multiplier = input.int(4, "Multiplier", step=1, group="Supertrend")
waitForClose = input.bool(false, "Wait For Close", group="Supertrend")
delayed = input.bool(false, "Delayed/Sticky", group="Supertrend")
supertrend_atr(float positiveAtr, float negativeAtr, simple float multiplier, simple bool waitForClose = false, simple bool delayed = false) =>
var dir = 1
lowSource = low
highSource = high
source = close
buyStopDiff = negativeAtr*multiplier
sellStopDiff = positiveAtr*multiplier
buyStopDiff := (dir == 1? math.min(buyStopDiff, nz(buyStopDiff[1], buyStopDiff)) : buyStopDiff)
sellStopDiff := (dir == -1? math.min(sellStopDiff, nz(sellStopDiff[1], sellStopDiff)) : sellStopDiff)
var buyStop = lowSource - buyStopDiff
var sellStop = highSource + sellStopDiff
buyStopCurrent = lowSource - buyStopDiff
sellStopCurrent = highSource + sellStopDiff
buyStopInverse = lowSource - buyStopDiff/2
sellStopInverse = highSource + sellStopDiff/2
highConfirmation = waitForClose ? source : highSource
lowConfirmation = waitForClose? source : lowSource
dir := dir == 1 and lowConfirmation[1] < buyStop[1]? -1 : dir == -1 and highConfirmation[1] > sellStop[1]? 1 : dir
targetReached = (dir == 1 and nz(highConfirmation[1]) >= nz(sellStop[1])) or (dir == -1 and nz(lowConfirmation[1]) <= nz(buyStop[1])) or not delayed
buyStop := dir == 1? (targetReached? math.max(nz(buyStop, buyStopCurrent), buyStopCurrent): buyStop): targetReached ? buyStopCurrent : math.max(nz(buyStop, buyStopInverse), buyStopInverse)
sellStop := dir == -1? (targetReached? math.min(nz(sellStop, sellStopCurrent), sellStopCurrent): sellStop): targetReached? sellStopCurrent : math.min(nz(sellStop, sellStopInverse), sellStopInverse)
[dir, dir > 0? buyStop : sellStop]
var positiveTrArray = array.new_float()
var negativeTrArray = array.new_float()
if(open < close)
pa.push_to_float_array(positiveTrArray, ta.tr, malength)
else
pa.push_to_float_array(negativeTrArray, ta.tr, malength)
positiveAtr = pa.ma(positiveTrArray, matype, malength)
negativeAtr = pa.ma(negativeTrArray, matype, malength)
[dir, supertrend] = supertrend_atr(positiveAtr, negativeAtr, multiplier, waitForClose, delayed)
plot(supertrend, color=dir>0? color.green : color.red, title="Supertrend Stop")