Adaptive Supertrend

//@version=6
// ============================================================================
// Adaptive Supertrend [WavesUnchained]
// Version: 1.7
// Author: WavesUnchained
// Build: 2026-06-28 00:00:00
// ============================================================================
// Supertrend with conviction-adaptive band width. Bands narrow in strong,
// expanding-volatility trends and widen in chop or low-volatility regimes.
//
// Features:
//   ✓ Adaptive band width driven by ATR rank, trend force, and chop detection
//   ✓ Each conviction component individually enabled/disabled
//   ✓ Body filter: blocks flip signals on weak candles (configurable ATR threshold)
//   ✓ Trap markers: highlights wick-breaks that close back on the wrong side
//   ✓ Overextension alert: candle color + background when price unusually far from stop
//   ✓ Optional RSI overbought filter: blocks flips into RSI extremes
//   ✓ Gradient trend cloud between stop line and price
//   ✓ MTF confluence: higher-TF Supertrend direction, pullback zones, confluence signals
//   ✓ Conviction table showing live component breakdown
//
// ============================================================================

indicator("Adaptive Supertrend [WavesUnchained]", overlay=true, max_bars_back=500)

// ~~ Inputs {
stSrc      = input.source(close, "Source",           group="Supertrend")
atrLen     = input.int(10,      "ATR Length",        minval=1, group="Supertrend")
baseMult   = input.float(2.0,   "Base Multiplier",   minval=0.1, step=0.1, group="Supertrend")
adaptivity  = input.float(0.7,  "Adaptivity",        minval=0.0, maxval=2.0, step=0.1, group="Supertrend",
  tooltip="How much conviction modulates the band width. 0 = plain Supertrend. Higher = stronger adaptation.")
smoothType  = input.string("EMA", "Smoothing",      options=["None", "EMA", "WMA", "SMA", "JMA"], group="Supertrend",
  tooltip="MA applied to the source before computing bands. Reduces wick-driven false flips without affecting the conviction or ratchet logic. JMA is a JMA-like (Jurik-style) low-lag approximation, not the licensed Jurik MA.")
smoothLen   = input.int(3,      "Smooth Length",     minval=1, maxval=50, group="Supertrend", active=smoothType != "None")

useAtrRank    = input.bool(true,  "ATR Rank",       group="Conviction",
  tooltip="High ATR percentile rank (expanding volatility) raises conviction — but only when trend force confirms a move.")
atrChopNeutral = input.float(0.50, "ATR Conviction in Chop", minval=0.0, maxval=1.0, step=0.05, group="Conviction",
  tooltip="What ATR Rank contributes when trend force does NOT confirm (choppy/unconfirmed). 0.5 = neutral: volatility without trend is neither bullish nor bearish for conviction. Lower = treat unconfirmed volatility as low conviction.")
useTrendForce = input.bool(true,  "Trend Force",    group="Conviction",
  tooltip="Strong EMA separation relative to ATR raises conviction.")
tfFast        = input.int(5,      "Fast EMA",       minval=2, group="Conviction")
tfSlow        = input.int(50,     "Slow EMA",       minval=5, group="Conviction")
tfNormCap     = input.float(2.0,  "Trend Force Full Conviction", minval=0.5, step=0.1, group="Conviction",
  tooltip="Trend force value (|emaFast − emaSlow| / ATR) that maps to full conviction. Absolute cap — independent of recent history, unlike a rolling percentile.")
useChop       = input.bool(true,  "Chop Penalty",   group="Conviction",
  tooltip="Lowers conviction when trend force falls below the cutoff.")
chopCut       = input.float(0.5,  "Chop Cutoff",    minval=0.05, step=0.05, group="Conviction",
  tooltip="|emaFast − emaSlow| / ATR below this = choppy.")

bodyMin      = input.float(0.0,  "Min Body (x ATR)", minval=0.0, step=0.1, group="Signal Filter",
  tooltip="Flip signal ignored when the flip-bar candle body is smaller than this multiple of ATR. 0 = off.")
useRsiFilter = input.bool(false, "RSI Overbought Filter", group="Signal Filter",
  tooltip="Block flip signals when RSI is already overextended in the flip direction — avoids chasing into extremes.")
rsiLen       = input.int(14,     "RSI Length",      minval=2, group="Signal Filter")
rsiThreshold = input.float(70.0, "RSI Block Above", minval=50, maxval=99, step=1.0, group="Signal Filter",
  tooltip="Long flips blocked when RSI > threshold. Short flips blocked when RSI < (100 − threshold). Typical: 65–75.")

showMtf  = input.bool(true,   "MTF Confluence",     group="MTF Confluence",
  tooltip="Show higher-TF Supertrend direction, pullback zones, and confluence entry signals.")
htfTF    = input.timeframe("240", "Higher Timeframe", group="MTF Confluence",
  tooltip="Timeframe of the HTF reference Supertrend. This is a plain fixed-multiplier Supertrend (same ATR Length and Base Multiplier) — it does NOT use the adaptive conviction logic. Should be higher than the current chart TF.")

showFlips    = input.bool(true,  "Flip Markers",        group="Style")
showTraps    = input.bool(true,  "Trap Markers",        group="Style",
  tooltip="X marker when a wick crosses the stop but the close holds on the wrong side.")
paintCandles = input.bool(false, "Candle Coloring",     group="Style")
showCloud    = input.bool(true,  "Trend Cloud",         group="Style")
showGlow     = input.bool(true,  "Stop Glow",           group="Style")
showOvext    = input.bool(true,  "Overextension Alert", group="Style",
  tooltip="Amber candles and background when price-to-stop distance is in the top percentile. This is a late-entry / trail-risk warning (price is stretched far from the stop) — not a reversal signal. In strong trends it can stay active for a while.")
ovextPct     = input.int(85,     "Ovext Threshold",     minval=50, maxval=99, group="Style", active=showOvext,
  tooltip="Percentile rank of stop-distance. 85 = top 15% of historical extension.")
showTable    = input.bool(true,  "Conviction Table",    group="Style")
tablePos     = input.string("Bottom Right", "Table Position",
  options=["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group="Style")
colUp        = input.color(#00c853, "Up",   inline="col", group="Style")
colDn        = input.color(#d50000, "Down", inline="col", group="Style")
// }

// ~~ Helpers {
f_smooth(series float src, simple string mtype, simple int len) =>
    switch mtype
        "EMA" => ta.ema(src, len)
        "WMA" => ta.wma(src, len)
        "SMA" => ta.sma(src, len)
        "JMA" =>
            var float _e0  = na
            var float _e1  = na
            var float _e2  = na
            var float _jma = na
            _beta  = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
            _alpha = math.pow(_beta, 2.0)
            _e0   := (1.0 - _alpha) * src + _alpha * nz(_e0[1])
            _e1   := (src - _e0) * (1.0 - _beta) + _beta * nz(_e1[1])
            _e2   := (_e0 + 1.5 * _e1 - nz(_jma[1])) * math.pow(1.0 - _alpha, 2.0) + math.pow(_alpha, 2.0) * nz(_e2[1])
            _jma  := _e2 + nz(_jma[1])
            _jma
        =>  src

f_htfSupertrend(simple float mult, simple int aLen) =>
    var float _stL = na
    var float _stS = na
    var int   _stD = 1
    _atr  = ta.atr(aLen)
    _up   = hl2 - mult * _atr
    _dn   = hl2 + mult * _atr
    _stL  := na(_stL[1]) ? _up : close[1] > _stL[1] ? math.max(_up, _stL[1]) : _up
    _stS  := na(_stS[1]) ? _dn : close[1] < _stS[1] ? math.min(_dn, _stS[1]) : _dn
    _stD  := na(_stD[1]) ? 1 : _stD[1] == -1 and close > _stS[1] ? 1 : _stD[1] == 1 and close < _stL[1] ? -1 : nz(_stD[1], 1)
    _line = _stD == 1 ? _stL : _stS
    _dist = math.abs(close - _line)
    [_line, _stD, ta.percentrank(_dist, 100) >= 80.0]
// }

// ~~ Conviction {
atrVal        = ta.atr(atrLen)
atrRankPct    = ta.percentrank(atrVal, 100)
fastEma       = ta.ema(stSrc, tfFast)
slowEma       = ta.ema(stSrc, tfSlow)
trendForceRaw  = atrVal > 0 ? math.abs(fastEma - slowEma) / atrVal : 0.0
trendForceNorm = math.min(trendForceRaw / tfNormCap, 1.0)
chopNow        = trendForceRaw < chopCut

float convSum = 0.0
int   convN   = 0
if useAtrRank
    // ATR rank only counts as conviction when trend force confirms a real move —
    // otherwise high volatility (panic, news spike, blow-off) would score as conviction.
    atrConv = trendForceRaw > chopCut ? math.min(atrRankPct / 100.0, 0.85) : atrChopNeutral
    convSum += atrConv
    convN   += 1
if useTrendForce
    convSum += trendForceNorm
    convN   += 1

convBase   = convN > 0 ? convSum / convN : 0.5
conviction = convN > 0 and useChop and chopNow ? convBase * 0.50 : convBase
// }

// ~~ Adaptive Multiplier {
// Symmetric around baseMult at conviction 0.5: high conviction tightens BELOW base,
// low conviction widens above. Clamped so the band never collapses or runs away.
rawAdapt  = baseMult * (1.0 + adaptivity * (0.5 - conviction))
minMult   = baseMult * 0.60
maxMult   = baseMult * 1.80
adaptMult = math.max(minMult, math.min(maxMult, rawAdapt))
// }

// ~~ Supertrend {
var float stLong  = na
var float stShort = na
var int   stDir   = 1

bandSrc = f_smooth(stSrc, smoothType, smoothLen)
upBand  = bandSrc - adaptMult * atrVal
dnBand  = bandSrc + adaptMult * atrVal

stLong  := na(stLong[1])  ? upBand : close[1] > stLong[1]  ? math.max(upBand, stLong[1])  : upBand
stShort := na(stShort[1]) ? dnBand : close[1] < stShort[1] ? math.min(dnBand, stShort[1]) : dnBand
stDir   := na(stDir[1]) ? 1 : stDir[1] == -1 and close > stShort[1] ? 1 : stDir[1] == 1 and close < stLong[1] ? -1 : nz(stDir[1], 1)

stLine   = stDir == 1 ? stLong : stShort
stFlipUp = stDir == 1  and stDir[1] == -1
stFlipDn = stDir == -1 and stDir[1] == 1
// }

// ~~ Body Filter & Traps {
candleBody = math.abs(close - open)
bodyOk     = bodyMin <= 0.0 or candleBody >= bodyMin * atrVal
trapLong   = stDir == -1 and stDir[1] == -1 and high > stShort[1] and close <= stShort[1]
trapShort  = stDir == 1  and stDir[1] == 1  and low  < stLong[1]  and close >= stLong[1]
// }

// ~~ Overextension {
distFromStop   = math.abs(close - stLine)
distRank       = ta.percentrank(distFromStop, 100)
isOverextended = distRank >= ovextPct
// }

// ~~ Signals {
rsiVal      = ta.rsi(close, rsiLen)
signalLong  = stFlipUp and bodyOk and (not useRsiFilter or rsiVal <= rsiThreshold)
signalShort = stFlipDn and bodyOk and (not useRsiFilter or rsiVal >= 100.0 - rsiThreshold)
// }

// ~~ MTF Confluence {
[htfLine, htfDir, htfOvext] = request.security(syminfo.tickerid, htfTF,
    f_htfSupertrend(baseMult, atrLen), lookahead=barmerge.lookahead_off)
pullbackBull = htfDir == 1  and stDir == -1
pullbackBear = htfDir == -1 and stDir == 1
confLong     = signalLong  and htfDir == 1
confShort    = signalShort and htfDir == -1
// }

// ~~ Visualization {
trendCol   = stDir == 1 ? colUp : colDn
ovextAmber = color.new(#ff6f00, 0)
trapCol    = color.new(#ff6f00, 30)
neutralCol = color.new(color.gray, 100)

stUpLine = stDir == 1  ? stLine : na
stDnLine = stDir == -1 ? stLine : na

// HTF stop: step line, secondary (drawn before LTF so it sits behind)
htfUpLine = showMtf and htfDir == 1  ? htfLine : na
htfDnLine = showMtf and htfDir == -1 ? htfLine : na
plot(htfUpLine, "HTF Stop Up",   color=color.new(colUp, 55), linewidth=1, style=plot.style_stepline)
plot(htfDnLine, "HTF Stop Down", color=color.new(colDn, 55), linewidth=1, style=plot.style_stepline)

// Stop line: thin crisp line with wide soft glow
plot(showGlow ? stUpLine : na, "Up Glow",         color=color.new(colUp, 87), linewidth=8, style=plot.style_linebr)
plot(showGlow ? stDnLine : na, "Down Glow",       color=color.new(colDn, 87), linewidth=8, style=plot.style_linebr)
plot(stUpLine,                 "Supertrend Up",   color=colUp,                linewidth=1, style=plot.style_linebr)
plot(stDnLine,                 "Supertrend Down", color=colDn,                linewidth=1, style=plot.style_linebr)

// Cloud: dense near stop, fades toward price
cloudSt  = showCloud ? stLine : na
cloudSrc = showCloud ? stSrc  : na
cloudA   = not na(cloudSt) ? cloudSt + (cloudSrc - cloudSt) * 0.25 : na
cloudB   = not na(cloudSt) ? cloudSt + (cloudSrc - cloudSt) * 0.50 : na
cloudC   = not na(cloudSt) ? cloudSt + (cloudSrc - cloudSt) * 0.75 : na

pSt  = plot(cloudSt,  "Cloud Stop", color=neutralCol, display=display.none)
pCA  = plot(cloudA,   "Cloud A",    color=neutralCol, display=display.none)
pCB  = plot(cloudB,   "Cloud B",    color=neutralCol, display=display.none)
pCC  = plot(cloudC,   "Cloud C",    color=neutralCol, display=display.none)
pSrc = plot(cloudSrc, "Cloud Src",  color=neutralCol, display=display.none)

fill(pSt,  pCA,  color=showCloud ? color.new(trendCol, 74) : na, title="Cloud 1")
fill(pCA,  pCB,  color=showCloud ? color.new(trendCol, 83) : na, title="Cloud 2")
fill(pCB,  pCC,  color=showCloud ? color.new(trendCol, 90) : na, title="Cloud 3")
fill(pCC,  pSrc, color=showCloud ? color.new(trendCol, 96) : na, title="Cloud 4")

// Candle coloring
activeCol = isOverextended ? ovextAmber : trendCol
barcolor(paintCandles ? activeCol : na, title="Candle Color")

// Unified zone background (priority: pullback+ovext > pullback > ovext alone)
color zoneBg = na
if showMtf and pullbackBull
    zoneBg := showOvext and isOverextended ? color.new(#00c853, 88) : color.new(colUp, 93)
else if showMtf and pullbackBear
    zoneBg := showOvext and isOverextended ? color.new(#d50000, 88) : color.new(colDn, 93)
else if showOvext and isOverextended
    zoneBg := color.new(#ffd600, 93)
bgcolor(zoneBg, title="Zone BG")

// Signal markers: diamond for HTF confluence, triangle for regular flips
buyY  = ta.lowest(low, 5)
sellY = ta.highest(high, 5)
plotshape(showFlips and signalLong  and not (showMtf and confLong)  ? buyY  : na, "Long",      shape.triangleup,   location.absolute, colUp,   size=size.tiny)
plotshape(showFlips and signalShort and not (showMtf and confShort) ? sellY : na, "Short",     shape.triangledown, location.absolute, colDn,   size=size.tiny)
plotshape(showMtf and confLong                                       ? buyY  : na, "HTF Long",  shape.diamond,      location.absolute, colUp,   size=size.small)
plotshape(showMtf and confShort                                      ? sellY : na, "HTF Short", shape.diamond,      location.absolute, colDn,   size=size.small)
plotshape(showTraps and trapLong                                      ? high  : na, "Bull Trap", shape.xcross,       location.absolute, trapCol, size=size.tiny)
plotshape(showTraps and trapShort                                     ? low   : na, "Bear Trap", shape.xcross,       location.absolute, trapCol, size=size.tiny)
// }

// ~~ Conviction Table {
color tc = color.new(color.gray, 20)
color hd = color.new(color.gray, 90)

tblPosition = switch tablePos
    "Top Right"   => position.top_right
    "Top Left"    => position.top_left
    "Bottom Left" => position.bottom_left
    =>               position.bottom_right

var table tbl = table.new(tblPosition, 2, 12,
  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 barstate.islast and not showTable
    table.clear(tbl, 0, 0, 1, 11)
if barstate.islast and showTable
    table.cell(tbl, 0, 0, "Conviction",  text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(tbl, 1, 0, str.tostring(math.round(conviction * 100)) + "%", text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(tbl, 0, 1, "Multiplier",  text_color=tc, text_size=size.tiny)
    table.cell(tbl, 1, 1, str.tostring(adaptMult, "0.0") + "x", text_color=tc, text_size=size.tiny)
    table.cell(tbl, 0, 2, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    table.cell(tbl, 1, 2, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    table.cell(tbl, 0, 3, "ATR Rank",    text_color=tc, text_size=size.tiny)
    table.cell(tbl, 1, 3, useAtrRank    ? str.tostring(math.round(atrRankPct)) + "%"           : "-", text_color=tc, text_size=size.tiny)
    table.cell(tbl, 0, 4, "Trend Force", text_color=tc, text_size=size.tiny)
    table.cell(tbl, 1, 4, useTrendForce ? str.tostring(math.round(trendForceNorm * 100)) + "%" : "-", text_color=tc, text_size=size.tiny)
    chopTcol = useChop and chopNow ? color.new(#d50000, 0) : tc
    chopStr  = not useChop ? "-" : chopNow ? "yes" : "no"
    table.cell(tbl, 0, 5, "Chop",   text_color=tc,       text_size=size.tiny)
    table.cell(tbl, 1, 5, chopStr,  text_color=chopTcol, text_size=size.tiny)
    table.cell(tbl, 0, 6, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    table.cell(tbl, 1, 6, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    bodyStr  = bodyMin <= 0.0 ? "-" : str.tostring(math.round(candleBody / atrVal * 100)) + "%"
    table.cell(tbl, 0, 7, "Body",  text_color=tc, text_size=size.tiny)
    table.cell(tbl, 1, 7, bodyStr, text_color=tc, text_size=size.tiny)
    ovextTcol = isOverextended ? color.new(#ff6f00, 0) : tc
    table.cell(tbl, 0, 8, "Ovext",  text_color=tc,        text_size=size.tiny)
    table.cell(tbl, 1, 8, str.tostring(math.round(distRank)) + "%", text_color=ovextTcol, text_size=size.tiny)
    table.cell(tbl, 0, 9, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    table.cell(tbl, 1, 9, "", bgcolor=color.new(color.gray, 80), text_size=size.tiny)
    htfDirStr = htfDir == 1 ? "↑ Up" : "↓ Down"
    htfDirCol = htfDir == 1 ? color.new(#00c853, 0) : color.new(#d50000, 0)
    table.cell(tbl, 0, 10, "HTF",    text_color=tc, text_size=size.tiny)
    table.cell(tbl, 1, 10, showMtf ? htfDirStr : "off", text_color=showMtf ? htfDirCol : tc, text_size=size.tiny)
    string htfSetupStr = "—"
    color  htfSetupCol = tc
    if showMtf
        if pullbackBull
            htfSetupStr := isOverextended ? "↑ Ready" : "↑ Watch"
            htfSetupCol := isOverextended ? color.new(#00c853, 0) : color.new(#00c853, 40)
        else if pullbackBear
            htfSetupStr := isOverextended ? "↓ Ready" : "↓ Watch"
            htfSetupCol := isOverextended ? color.new(#d50000, 0) : color.new(#d50000, 40)
    table.cell(tbl, 0, 11, "Setup",     text_color=tc,          text_size=size.tiny)
    table.cell(tbl, 1, 11, htfSetupStr, text_color=htfSetupCol, text_size=size.tiny)
// }

// ~~ Alerts {
alertcondition(signalLong,                "Long Signal",          "Adaptive Supertrend: Long flip")
alertcondition(signalShort,               "Short Signal",         "Adaptive Supertrend: Short flip")
alertcondition(signalLong or signalShort, "Any Signal",           "Adaptive Supertrend: Flip signal")
alertcondition(stFlipUp,                  "Trend Up",             "Adaptive Supertrend: Trend turned up")
alertcondition(stFlipDn,                  "Trend Down",           "Adaptive Supertrend: Trend turned down")
alertcondition(trapLong,                  "Bull Trap",            "Adaptive Supertrend: Wick above stop, close held below")
alertcondition(trapShort,                 "Bear Trap",            "Adaptive Supertrend: Wick below stop, close held above")
alertcondition(confLong,                  "HTF Confluence Long",  "Adaptive Supertrend: HTF confluence long flip")
alertcondition(confShort,                 "HTF Confluence Short", "Adaptive Supertrend: HTF confluence short flip")
// }