BTC Dec 2025 — Range + Gamma Flush

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
// BTC/USDT — December 2025 Range Strategy
// Логика: mean-reversion в диапазоне $85K–$90K + breakout-фильтр на гамма-флаш 26 дек
// Рекомендуемый TF: 15m / 1h на Binance Futures

//@version=5
indicator("BTC Dec 2025 — Range + Gamma Flush", overlay=true)

// ══════════════════════════════════════════
// INPUTS
// ══════════════════════════════════════════
bb_len      = input.int(20,    "BB Length",        group="Bollinger Bands")
bb_mult     = input.float(2.0, "BB Mult",          group="Bollinger Bands", step=0.1)

rsi_len     = input.int(14,    "RSI Length",        group="RSI")
rsi_ob      = input.int(68,    "RSI Overbought",    group="RSI")
rsi_os      = input.int(32,    "RSI Oversold",      group="RSI")

stoch_k     = input.int(3,     "Stoch K",           group="Stoch RSI")
stoch_d     = input.int(3,     "Stoch D",           group="Stoch RSI")
stoch_len   = input.int(14,    "Stoch Length",      group="Stoch RSI")
stoch_ob    = input.int(80,    "Stoch Overbought",  group="Stoch RSI")
stoch_os    = input.int(20,    "Stoch Oversold",    group="Stoch RSI")

vol_ma_len  = input.int(20,    "Volume MA",         group="Volume")
vol_spike   = input.float(2.0, "Volume Spike x",   group="Volume", step=0.1)

signal_bars = input.int(6,     "Signal valid bars", group="Risk")

use_manual_range = input.bool(true, "Show manual range", group="Range")
range_hi    = input.float(90000, "Range High $",   group="Range")
range_lo    = input.float(85000, "Range Low $",    group="Range")

// ══════════════════════════════════════════
// ВЫЧИСЛЕНИЯ
// ══════════════════════════════════════════
bb_basis    = ta.sma(close, bb_len)
bb_dev      = ta.stdev(close, bb_len)
bb_upper    = bb_basis + bb_mult * bb_dev
bb_lower    = bb_basis - bb_mult * bb_dev
bb_width    = (bb_upper - bb_lower) / bb_basis

rsi         = ta.rsi(close, rsi_len)

rsi_stoch   = ta.stoch(rsi, rsi, rsi, stoch_len)
k           = ta.sma(rsi_stoch, stoch_k)
d           = ta.sma(k, stoch_d)

vol_ma      = ta.sma(volume, vol_ma_len)
is_vol_spike = volume > vol_ma * vol_spike

// ══════════════════════════════════════════
// РЕЖИМ РЫНКА
// ══════════════════════════════════════════
is_ranging    = bb_width < 0.03
breakout_up   = is_vol_spike and close > bb_upper
breakout_down = is_vol_spike and close < bb_lower

// ══════════════════════════════════════════
// СИГНАЛЫ — MEAN REVERSION
// ══════════════════════════════════════════
long_bb     = close <= bb_lower * 1.002
long_rsi    = rsi < rsi_os
long_stoch  = k < stoch_os and k > d
long_cond   = is_ranging and long_bb and long_rsi and long_stoch and not breakout_down

short_bb    = close >= bb_upper * 0.998
short_rsi   = rsi > rsi_ob
short_stoch = k > stoch_ob and k < d
short_cond  = is_ranging and short_bb and short_rsi and short_stoch and not breakout_up

// ══════════════════════════════════════════
// СИГНАЛЫ — BREAKOUT (гамма-флаш)
// ══════════════════════════════════════════
breakout_long  = breakout_up   and not is_ranging
breakout_short = breakout_down and not is_ranging

final_long  = long_cond  or breakout_long
final_short = short_cond or breakout_short

// ══════════════════════════════════════════
// SIGNAL MANAGEMENT
// ══════════════════════════════════════════
var int last_signal    = 0
var int bars_since_sig = 0

if final_long
    last_signal    := 1
    bars_since_sig := 0
else if final_short
    last_signal    := -1
    bars_since_sig := 0
else
    bars_since_sig += 1

active_signal = bars_since_sig <= signal_bars ? last_signal : 0

// ══════════════════════════════════════════
// ВИЗУАЛИЗАЦИЯ
// ══════════════════════════════════════════
line_col = active_signal == 1  ? color.new(color.lime, 30) :
           active_signal == -1 ? color.new(color.red, 30)  :
           color.new(color.gray, 70)

bb_upper_p = plot(bb_upper, "BB Upper", color=color.new(color.aqua, 60), linewidth=1)
bb_lower_p = plot(bb_lower, "BB Lower", color=color.new(color.aqua, 60), linewidth=1)
plot(bb_basis, "BB Basis", color=color.new(color.white, 70), linewidth=1)
fill(bb_upper_p, bb_lower_p, color=color.new(color.aqua, 92))

hline(use_manual_range ? range_hi : na, "Range High", color=color.orange, linestyle=hline.style_dashed, linewidth=2)
hline(use_manual_range ? range_lo : na, "Range Low",  color=color.orange, linestyle=hline.style_dashed, linewidth=2)

plot(close, "Signal Line", color=line_col, linewidth=5)

plotshape(long_cond,       "MR Long",       shape.triangleup,   location.belowbar, color.lime,   size=size.small)
plotshape(short_cond,      "MR Short",      shape.triangledown, location.abovebar, color.red,    size=size.small)
plotshape(breakout_long,   "BRK Long",      shape.triangleup,   location.belowbar, color.yellow, size=size.normal)
plotshape(breakout_short,  "BRK Short",     shape.triangledown, location.abovebar, color.yellow, size=size.normal)

bgcolor(is_ranging     ? color.new(color.blue,  95) : na, title="Ranging")
bgcolor(breakout_up    ? color.new(color.green, 90) : na, title="Breakout Up")
bgcolor(breakout_down  ? color.new(color.red,   90) : na, title="Breakout Down")

barcolor(is_vol_spike ? color.yellow : na, title="Vol Spike")

// ══════════════════════════════════════════
// DATA WINDOW OUTPUTS
// ══════════════════════════════════════════
plot(close,                  "Close",      display=display.data_window)
plot(active_signal,          "Signal",     display=display.data_window)
plot(is_ranging ? 1 : 0,     "IsRanging",  display=display.data_window)
plot(is_vol_spike ? 1 : 0,   "VolSpike",   display=display.data_window)