Bollinger Band Width Percentile and BB Breakout

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © HayashiHitsuji

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// Credit to The_Caretaker
// Message from The_Caretaker
// "Much respect to John A Bollinger the creator of Bollinger Bands® and Bollinger Band Width indicators.
// Feel free to reuse or develop this script further, please drop me a note below if you find it useful."

// I just modify the bbw to more simple in code and add a bb%b to check the breakout.
// |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||| //

//@version=5
indicator('INDICATOR: Bollinger Band Width Percentile and BB Breakout (林19)', 'BBWP And BB%B Breakout (林19)', format = format.percent, max_bars_back = 1000)

////////////////////////////////////////////////////////////////////////////////
// INDICATOR INPUT /////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////

// Input: bbw input value ======================================================

bbw             = input.bool    (true, "BBW ==================================")
bbpb            = input.bool    (true, "BB%B =================================")

i_priceSrc      = input.source  ( close, 'Price Source')
i_basisType     = input.string  ( 'SMA', 'Basis Type', options = ['SMA', 'EMA', 'VWMA'])
i_bbwpLen       = input.int     ( 13, 'Length')
i_bbwpLkbk      = input.int     ( 252, 'Lookback')

i_ma1On         = input.bool    ( true, '', inline = '1')
i_ma1Type       = input.string  ( 'SMA', 'MA 1 Type', options = ['SMA', 'EMA', 'VWMA'], inline = '1')
i_c_ma1         = input.color   ( #FFFFFF, '', inline = '1')
i_ma1Len        = input.int     ( 5, 'Length')

i_upperLevel    = input.int     ( 98, 'Extreme High')
i_lowerLevel    = input.int     ( 2, 'Extreme Low')

// ========================================================================== //

////////////////////////////////////////////////////////////////////////////////
// INDICATOR CALCULATION & ALGORITHM ///////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////

// Calc: create the bbw calculation function ===================================

f_maType ( _price, _len) =>
     ta.vwma ( _price, _len )

f_bbwp ( _price, _bbwLen, _bbwpLen) =>
    float _basis = f_maType ( _price, _bbwLen)
    float _dev = ta.stdev ( _price, _bbwLen )
    _bbw = ( _basis + _dev - ( _basis - _dev )) / _basis
    _bbwSum = 0.0
    _len = bar_index < _bbwpLen ? bar_index : _bbwpLen
    for _i = 1 to _len by 1
        _bbwSum += ( _bbw[_i] > _bbw ? 0 : 1 )
        _bbwSum
    _return = bar_index >= _bbwLen ? ( _bbwSum / _len) * 100 : na
    _return
    
// ========================================================================== //

// Algo: set the bbw value =====================================================
bbwp        = f_bbwp ( i_priceSrc, i_bbwpLen, i_bbwpLkbk)
bbwpMA1     = i_ma1On ? f_maType ( bbwp, i_ma1Len) : na
hiAlrtBar   = bbwp >= i_upperLevel ? bbwp : na
loAlrtBar   = bbwp <= i_lowerLevel ? bbwp : na
// ========================================================================== //

// Algo: set the bb%b value ====================================================
[mid, upper, lower] = ta.bb(i_priceSrc, i_bbwpLkbk, 1)
bbr     = (i_priceSrc - lower)/(upper - lower) * 100
// ========================================================================== //

////////////////////////////////////////////////////////////////////////////////
// PLOT INDICATOR //////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////

// Plot: indicator bbw =========================================================

p_scaleHi   = hline ( 100,  'Scale High', #ff0000, hline.style_solid )
p_midLine   = hline ( 50,   'Mid-Line', color.silver, hline.style_dashed )
p_scaleLo   = hline ( 0,    'Scale Low', #0000ff, hline.style_solid )

p_bbwp      = plot ( bbw ? bbwp : na,      'BBWP',         color = color.from_gradient(bbwp, 15, 85, color.blue, color.red), style = plot.style_line, linewidth = 2, editable = false)
p_hiAlrt    = plot ( hiAlrtBar, 'Extreme Hi',   color = color.red, style = plot.style_columns, histbase = 0, editable = false )
p_loAlrt    = plot ( loAlrtBar, 'Extreme Lo',   color = color.blue, style = plot.style_columns, histbase = 100, editable = false )
p_ma1       = plot ( bbw ? bbwpMA1 : na,   'MA 1',         color = color.silver, style = plot.style_circles)

// ========================================================================== //

// Plot: indicator BB%B ========================================================

plot(bbpb ? bbr : na, "Bollinger Bands %B", color = bbr >= 0 and bbr <= 100 ? bbr < 50 ? color.fuchsia : color.aqua : color.yellow) 

// ========================================================================== //