Adaptive Cycle Detector [WavesUnchained]

//@version=6
// ============================================================================
// Adaptive Cycle Detector [WavesUnchained]
// Version: 1.0.2
// Author: WavesUnchained
// Build: 2026-10-02 00:00:00
// ============================================================================
// Estimates the dominant market cycle from WT/StochRSI zero-crossing frequency
// and recommends adaptive indicator lengths. Fast markets (frequent oscillator
// crossings) get shorter lengths; slow swing markets get longer lengths.
//
// Also measures ATR regime (volatility trend) and trend clarity (ADX) to further
// adapt length recommendations. Pure Hilbert-Transform is approximated with a
// zero-crossing period estimator, which is accurate enough for length adaptation.
//
// Features:
//   ✓ Dominant cycle estimation via WT zero-crossing period (bars between crossings)
//   ✓ ATR regime: rising / falling / flat volatility (supports cycle length)
//   ✓ Trend clarity via ADX (trend vs chop mode)
//   ✓ Adaptive length recommendations for WT, StochRSI, MFI
//   ✓ Smoothed cycle period plot with min/max bounds
//   ✓ Dashboard with current period estimate and recommendations
//
// ============================================================================

indicator("Adaptive Cycle Detector [WavesUnchained]", "Adapt Cycle [WU]", format=format.price, precision=2, overlay=false)

// ─── Inputs ───────────────────────────────────────────────────────────────────

grCyc       = "Cycle Detection"
cycLookback = input.int(100,  "Lookback for Crossing Count", minval=20, maxval=500, group=grCyc,
     tooltip="How many bars to look back when counting WT zero crossings. Longer = smoother estimate, less responsive.")
cycSmooth   = input.int(5,    "Period Estimate Smoothing",  minval=1, maxval=20, group=grCyc)
minPeriod   = input.int(8,    "Minimum Cycle Period",       minval=4, maxval=30, group=grCyc)
maxPeriod   = input.int(60,   "Maximum Cycle Period",       minval=20, maxval=200, group=grCyc)

grWT    = "Base WaveTrend"
wtChLen = input.int(10, "Channel Length", minval=1, group=grWT)
wtAvLen = input.int(21, "Average Length", minval=1, group=grWT)

grAdx     = "ADX"
adxLen    = input.int(14, "ADX Length", minval=5, group=grAdx)
trendThr  = input.int(25, "Trend Threshold", minval=10, maxval=50, group=grAdx,
     tooltip="ADX above this value indicates a trending market — favor longer adaptive lengths to catch the full swing.")

grD      = "Display"
showDash = input.bool(true, "Show Dashboard", group=grD)
showBand = input.bool(true, "Show Min/Max Band", group=grD)

// ─── Base oscillators ─────────────────────────────────────────────────────────

_wtEsa = ta.ema(hlc3, wtChLen)
_wtD   = ta.ema(math.abs(hlc3 - _wtEsa), wtChLen)
_wtCi  = (hlc3 - _wtEsa) / (0.015 * math.max(_wtD, syminfo.mintick))
wtOsc  = ta.ema(_wtCi, wtAvLen)

atr14  = ta.atr(14)
atrMa  = ta.sma(atr14, 20)
atrUp  = atr14 > atrMa * 1.05
atrDn  = atr14 < atrMa * 0.95

// ADX (third element of ta.dmi is the ADX line)
[_, _, _adx] = ta.dmi(adxLen, adxLen)
adx    = _adx
trending = adx > trendThr

// ─── Cycle estimation via zero-crossing period ────────────────────────────────

// Count WT zero crossings in cycLookback bars
crossingUp   = ta.crossover(wtOsc,  0)
crossingDown = ta.crossunder(wtOsc, 0)
anyCrossing  = crossingUp or crossingDown

// Count crossings in lookback to estimate frequency (rolling sum — O(1) per bar)
crossCount = int(nz(math.sum(anyCrossing ? 1.0 : 0.0, cycLookback)))

// Half-period from crossing count: period = 2 * lookback / crossings (each half-cycle = one crossing)
rawPeriod = crossCount > 0 ? int(2.0 * cycLookback / crossCount) : maxPeriod
clampedPeriod = math.max(minPeriod, math.min(maxPeriod, rawPeriod))

// Smooth the period estimate
cycPeriod = ta.ema(float(clampedPeriod), cycSmooth)

// ─── Adaptive length recommendations ─────────────────────────────────────────
// Base length = period / 4 (quarter-cycle is the standard WT channel length)
// Trend mode: longer (period / 3), Chop mode: shorter (period / 5)

baseLen = int(cycPeriod / 4.0)
trendFactor = trending ? 1.25 : atrDn ? 0.80 : 1.0
adaptLen = math.max(5, math.min(50, int(baseLen * trendFactor)))

recWT  = adaptLen
recSt  = math.max(8, math.min(30, int(cycPeriod / 3.0)))
recMfi = math.max(7, math.min(30, int(cycPeriod / 4.0)))

// ─── Plots ────────────────────────────────────────────────────────────────────

// Reference hlines for typical cycle lengths
hline(8,  "Fast Market",  color=color.new(color.green,  60), linestyle=hline.style_dotted)
hline(21, "Normal",       color=color.new(color.gray,   50), linestyle=hline.style_dashed)
hline(40, "Slow Swing",   color=color.new(color.orange, 60), linestyle=hline.style_dotted)

color cycColor = color.new(#ef5350, 0)
if cycPeriod < 12
    cycColor := color.new(#00c853, 0)
else if cycPeriod < 28
    cycColor := color.new(#ffd600, 0)

plot(cycPeriod, "Cycle Period", color=cycColor, linewidth=2)

plot(showBand ? float(minPeriod) : na, "Min Period", color=color.new(color.gray, 70), linewidth=1)
plot(showBand ? float(maxPeriod) : na, "Max Period", color=color.new(color.gray, 70), linewidth=1)

// Adaptive length recommendation line
plot(float(adaptLen), "Recommended WT Length", color=color.new(#2196F3, 30), linewidth=1, style=plot.style_line)

// Mark zero crossings
plotshape(crossingUp,   "Cross Up",   shape.triangleup,   location.bottom, color.new(color.green, 20), size=size.tiny)
plotshape(crossingDown, "Cross Down", shape.triangledown, location.top,    color.new(color.red,   20), size=size.tiny)

// ─── Dashboard ────────────────────────────────────────────────────────────────

color tc = color.new(color.gray, 20)
color hd = color.new(color.gray, 90)

var table t = table.new(position.top_right, 2, 7,
     bgcolor=color.new(color.white, 5),
     border_color=color.new(color.gray, 60), border_width=1,
     frame_color=color.new(color.gray, 40), frame_width=1)

if showDash and barstate.islast
    modeText  = trending ? "Trend" : atrUp ? "Expansion" : atrDn ? "Compression" : "Normal"
    modeColor = trending ? color.new(#00c853, 0) : atrDn ? color.new(#2196F3, 0) : tc

    table.cell(t, 0, 0, "Adaptive Cycle", text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(t, 1, 0, modeText,         text_color=modeColor, bgcolor=hd, text_size=size.small)

    table.cell(t, 0, 1, "Cycle Period",   text_color=tc, text_size=size.small)
    table.cell(t, 1, 1, str.tostring(math.round(cycPeriod)) + " bars",
         text_color=cycColor, text_size=size.small)

    table.cell(t, 0, 2, "ADX",            text_color=tc, text_size=size.small)
    table.cell(t, 1, 2, str.tostring(adx, "#.#"),
         text_color=trending ? color.new(#00c853, 0) : tc, text_size=size.small)

    // Separator
    table.cell(t, 0, 3, "", bgcolor=color.new(color.gray, 80))
    table.cell(t, 1, 3, "", bgcolor=color.new(color.gray, 80))

    table.cell(t, 0, 4, "WT Length",      text_color=tc, text_size=size.small)
    table.cell(t, 1, 4, str.tostring(recWT), text_color=color.new(#2196F3, 0), text_size=size.small)

    table.cell(t, 0, 5, "StochRSI Length", text_color=tc, text_size=size.small)
    table.cell(t, 1, 5, str.tostring(recSt), text_color=color.new(#2196F3, 0), text_size=size.small)

    table.cell(t, 0, 6, "MFI Length",     text_color=tc, text_size=size.small)
    table.cell(t, 1, 6, str.tostring(recMfi), text_color=color.new(#2196F3, 0), text_size=size.small)