15m Reversal Detector

//@version=5
indicator("15m Reversal Detector [Momentum+Volume]", shorttitle="Rev Detector", overlay=false)

// ==========================================
// THEORY: Multi-Factor Reversal Detection
// ==========================================
// A true reversal requires 3 confirmations:
// 1. MOMENTUM Divergence: Price makes new extreme but momentum weakens (RSI/MACD divergence)
// 2. PRICE ACTION: Rejection candles (long wicks, engulfing, pin bars)
// 3. VOLUME Anomaly: Climax volume (exhaustion) or Volume Drying (loss of conviction)

// ==========================================
// 1. INPUTS
// ==========================================
grp_mom = "Momentum Settings"
rsi_len = input.int(14, "RSI Length", group=grp_mom)
macd_fast = input.int(12, "MACD Fast", group=grp_mom)
macd_slow = input.int(26, "MACD Slow", group=grp_mom)
macd_sig = input.int(9, "MACD Signal", group=grp_mom)

grp_vol = "Volume Settings"
vol_ma_len = input.int(20, "Volume MA Length", group=grp_vol)
vol_spike_mult = input.float(2.0, "Volume Spike Multiplier", group=grp_vol)

grp_price = "Price Action Settings"
wick_ratio = input.float(0.6, "Min Wick/Body Ratio for Rejection", group=grp_price, tooltip="0.6 means wick must be 60% of total candle range")
bb_len = input.int(20, "BB Length (for Extreme Detection)", group=grp_price)
bb_mult = input.float(2.0, "BB Mult", group=grp_price)

grp_div = "Divergence Settings"
lookback_div = input.int(5, "Pivot Lookback for Divergence", group=grp_div)

// ==========================================
// 2. MOMENTUM INDICATORS
// ==========================================

// RSI
rsi = ta.rsi(close, rsi_len)

// MACD
[macd_line, signal_line, hist] = ta.macd(close, macd_fast, macd_slow, macd_sig)

// Stochastic RSI (faster momentum)
stoch_k = ta.stoch(close, high, low, 14)

// ==========================================
// 3. VOLUME ANALYSIS
// ==========================================

// Volume MA
vol_ma = ta.sma(volume, vol_ma_len)

// Volume States
is_vol_spike = volume > vol_ma * vol_spike_mult  // Climax volume (exhaustion)
is_vol_dry = volume < vol_ma * 0.5  // Drying up (no conviction)

// Volume Delta (Buying vs Selling Pressure Proxy)
// Using close vs open to estimate directional pressure
vol_delta = (close > open) ? volume : -volume
vol_delta_ma = ta.sma(vol_delta, 10)

// ==========================================
// 4. PRICE ACTION PATTERNS
// ==========================================

// Bollinger Bands (for extreme price detection)
basis = ta.sma(close, bb_len)
dev = ta.stdev(close, bb_len)
upper_bb = basis + dev * bb_mult
lower_bb = basis - dev * bb_mult

at_top = close >= upper_bb  // Price at statistical extreme (top)
at_bottom = close <= lower_bb  // Price at statistical extreme (bottom)

// Candle Anatomy
body = math.abs(close - open)
range_candle = high - low
upper_wick = high - math.max(close, open)
lower_wick = math.min(close, open) - low

// Rejection Patterns
bearish_rejection = upper_wick > body * wick_ratio and close < open  // Long upper wick + red body
bullish_rejection = lower_wick > body * wick_ratio and close > open  // Long lower wick + green body

// Engulfing (Strong reversal pattern)
bullish_engulf = close > open and close[1] < open[1] and close > open[1] and open < close[1]
bearish_engulf = close < open and close[1] > open[1] and close < open[1] and open > close[1]

// ==========================================
// 5. DIVERGENCE DETECTION
// ==========================================

// Find Recent Pivot Highs/Lows in PRICE
ph_price = ta.pivothigh(high, lookback_div, lookback_div)
pl_price = ta.pivotlow(low, lookback_div, lookback_div)

// Find Recent Pivot Highs/Lows in RSI
ph_rsi = ta.pivothigh(rsi, lookback_div, lookback_div)
pl_rsi = ta.pivotlow(rsi, lookback_div, lookback_div)

// Store last pivots
var float last_ph_price = na
var float last_pl_price = na
var float last_ph_rsi = na
var float last_pl_rsi = na
var int last_ph_bar = na
var int last_pl_bar = na

if not na(ph_price)
    last_ph_price := ph_price
    last_ph_rsi := rsi[lookback_div]
    last_ph_bar := bar_index - lookback_div
    
if not na(pl_price)
    last_pl_price := pl_price
    last_pl_rsi := rsi[lookback_div]
    last_pl_bar := bar_index - lookback_div

// Bearish Divergence: Price makes Higher High, but RSI makes Lower High
bearish_div = false
if not na(last_ph_price) and not na(last_ph_rsi)
    if high > last_ph_price and rsi < last_ph_rsi and bar_index - last_ph_bar < 30
        bearish_div := true

// Bullish Divergence: Price makes Lower Low, but RSI makes Higher Low
bullish_div = false
if not na(last_pl_price) and not na(last_pl_rsi)
    if low < last_pl_price and rsi > last_pl_rsi and bar_index - last_pl_bar < 30
        bullish_div := true

// ==========================================
// 6. REVERSAL CONFLUENCE SCORE
// ==========================================

// Bearish Reversal Score (0-10)
bear_score = 0
bear_score := bear_score + (at_top ? 2 : 0)  // At overbought zone
bear_score := bear_score + (bearish_rejection or bearish_engulf ? 3 : 0)  // Strong price rejection
bear_score := bear_score + (bearish_div ? 3 : 0)  // Momentum divergence
bear_score := bear_score + (is_vol_spike ? 1 : 0)  // Volume climax
bear_score := bear_score + (rsi > 70 ? 1 : 0)  // RSI overbought

// Bullish Reversal Score (0-10)
bull_score = 0
bull_score := bull_score + (at_bottom ? 2 : 0)  // At oversold zone
bull_score := bull_score + (bullish_rejection or bullish_engulf ? 3 : 0)  // Strong price rejection
bull_score := bull_score + (bullish_div ? 3 : 0)  // Momentum divergence
bull_score := bull_score + (is_vol_spike ? 1 : 0)  // Volume climax
bull_score := bull_score + (rsi < 30 ? 1 : 0)  // RSI oversold

// Net Signal (-10 to +10)
reversal_signal = bull_score - bear_score

// ==========================================
// 7. VISUALIZATION
// ==========================================

// A. Main Oscillator: Reversal Signal
plot(reversal_signal, "Reversal Signal", color=reversal_signal > 0 ? color.green : color.red, style=plot.style_columns, linewidth=3)

// B. Reference Lines
hline(5, "Strong Bull", color=color.green, linestyle=hline.style_dashed)
hline(-5, "Strong Bear", color=color.red, linestyle=hline.style_dashed)
hline(0, "Neutral", color=color.gray)

// C. RSI Subplot (for visual divergence confirmation)
plot(rsi - 50, "RSI (Centered)", color=color.new(color.blue, 50), linewidth=1)

// D. Volume Pressure Indicator
vol_pressure = (volume / vol_ma - 1) * 10  // Normalized volume deviation
plot(vol_pressure, "Volume Pressure", color=color.new(color.orange, 70), style=plot.style_area)

// E. Signal Markers
strong_bull_reversal = bull_score >= 7
strong_bear_reversal = bear_score >= 7

plotshape(strong_bull_reversal, "Strong Bullish Reversal", shape.triangleup, location.bottom, color.lime, size=size.normal, text="REV")
plotshape(strong_bear_reversal, "Strong Bearish Reversal", shape.triangledown, location.top, color.red, size=size.normal, text="REV")

// ==========================================
// 8. ALERTS
// ==========================================
alertcondition(strong_bull_reversal, "Bullish Reversal Confirmed", "15m BULLISH REVERSAL: Momentum+Price+Volume Confluence Detected")
alertcondition(strong_bear_reversal, "Bearish Reversal Confirmed", "15m BEARISH REVERSAL: Momentum+Price+Volume Confluence Detected")

// ==========================================
// 9. TABLE: Real-Time Score Breakdown
// ==========================================
var table score_table = table.new(position.top_right, 2, 6, bgcolor=color.new(color.black, 80), border_width=1)

if barstate.islast
    table.cell(score_table, 0, 0, "Factor", text_color=color.white, text_size=size.small)
    table.cell(score_table, 1, 0, "Status", text_color=color.white, text_size=size.small)
    
    table.cell(score_table, 0, 1, "Price Extreme", text_color=color.gray, text_size=size.tiny)
    table.cell(score_table, 1, 1, at_top ? "Top" : at_bottom ? "Bottom" : "Mid", text_color=at_top ? color.red : at_bottom ? color.green : color.gray, text_size=size.tiny)
    
    table.cell(score_table, 0, 2, "Divergence", text_color=color.gray, text_size=size.tiny)
    table.cell(score_table, 1, 2, bearish_div ? "Bear" : bullish_div ? "Bull" : "None", text_color=bearish_div ? color.red : bullish_div ? color.green : color.gray, text_size=size.tiny)
    
    table.cell(score_table, 0, 3, "Rejection", text_color=color.gray, text_size=size.tiny)
    table.cell(score_table, 1, 3, bearish_rejection or bearish_engulf ? "Bear" : bullish_rejection or bullish_engulf ? "Bull" : "None", text_color=bearish_rejection or bearish_engulf ? color.red : bullish_rejection or bullish_engulf ? color.green : color.gray, text_size=size.tiny)
    
    table.cell(score_table, 0, 4, "Volume", text_color=color.gray, text_size=size.tiny)
    table.cell(score_table, 1, 4, is_vol_spike ? "Climax" : is_vol_dry ? "Dry" : "Normal", text_color=is_vol_spike ? color.orange : color.gray, text_size=size.tiny)
    
    table.cell(score_table, 0, 5, "Signal", text_color=color.white, text_size=size.small)
    table.cell(score_table, 1, 5, str.tostring(reversal_signal), text_color=reversal_signal > 5 ? color.lime : reversal_signal < -5 ? color.red : color.gray, text_size=size.small)