BTC Master Window Analysis

//@version=6
indicator("BTC Master Window Analysis", overlay=true, max_boxes_count=500, max_lines_count=500, max_labels_count=500)

//=============================================================================
// INPUTS
//=============================================================================
// windowLengthDays generalizes the daily (1), weekly (7), and monthly (~30)
// scripts into one setting. gapDays controls the space between the end of
// one window and the start of the next: 0 = perfectly back-to-back.
windowLengthDays = input.int(30, "Window Length (Days)", minval=1, tooltip="1 = daily behavior, 7 = weekly behavior, ~30 = monthly behavior, or any custom number of days.")
gapDays = input.int(0, "Gap Between Windows (Days)", minval=0, tooltip="0 = next window starts exactly when the previous one ends. >0 = leaves that many days empty between windows.")

// Optional anchor: if enabled, every window is phase-locked to repeat from
// this exact date. E.g. anchor it to a Monday with a 7-day window and every
// window will land on a Monday. Anchor it to the 15th with a 30-day window
// and every window will land on the 15th. Leave disabled to keep the
// original behavior (first window starts on the chart's first bar).
useCustomStart = input.bool(true, "Use Custom Window Start Date")
customStartTime = input.time(timestamp("1990-01-01 00:00"), "Window Start Date", tooltip="Only used when 'Use Custom Window Start Date' is enabled. Windows repeat every (Window Length + Gap) days from this date.")

rangePercent = input.float(15.0, "Range % Above/Below Center", step=0.1)
midTolerance = input.float(0.1, "Middle Zone Tolerance %", step=0.05)

showBoxes = input.bool(true, "Show Historical Windows")
showMiddleLine = input.bool(true, "Show Middle Line")

//=============================================================================
// STORAGE
//=============================================================================
var int insideCount = 0
var int breakoutCount = 0
var int middleCount = 0
var int totalWindows = 0

var float currentUpperPrice = na
var float currentLowerPrice = na
var float currentMiddlePrice = na

var float previousUpper = na
var float previousLower = na
var float previousMiddle = na

var float previousWindowClose = na

var bool insideSignal = false
var bool breakoutSignal = false
var bool middleSignal = false

var label upperLabel = na
var label lowerLabel = na

//=============================================================================
// WINDOW SCHEDULING (this is what makes it timeframe-agnostic and gap-exact)
//=============================================================================
// Instead of counting calendar-day transitions (which can drift out of sync
// with real elapsed time whenever the data has any gaps), we schedule the
// next window's start as an exact millisecond timestamp and fire the moment
// a bar reaches it. This guarantees the gap is exactly "gapDays", even with
// weekends, holidays, or missing bars in between.
var int nextWindowStartTime = na

cycleLengthMs = (windowLengthDays + gapDays) * 24 * 60 * 60 * 1000

// One-time setup on the very first bar: if a custom anchor date is set, work
// out the correct phase-aligned boundary instead of just starting at the
// first bar. This is what lets windows land on a specific weekday / day of
// month / date, even though the chart's data might start mid-cycle.
if barstate.isfirst and useCustomStart
    if customStartTime <= time
        elapsed = time - customStartTime
        cyclesElapsed = math.floor(elapsed / cycleLengthMs)
        nextWindowStartTime := customStartTime + cyclesElapsed * cycleLengthMs
    else
        nextWindowStartTime := customStartTime

isWindowCreationDay = na(nextWindowStartTime) or time >= nextWindowStartTime

//=============================================================================
// RESET SIGNALS
//=============================================================================
insideSignal := false
breakoutSignal := false
middleSignal := false

//=============================================================================
// NEW WINDOW START (also closes/evaluates the previous window)
//=============================================================================
if isWindowCreationDay

    // Last completed bar before this window began (covers the window itself
    // plus any gap that preceded it)
    previousWindowClose := close[1]

    // Evaluate the window that just closed (skipped on the very first window,
    // since there is nothing to evaluate yet)
    if not na(previousUpper) and not na(previousWindowClose)

        middleUpper = previousMiddle * (1 + midTolerance / 100)
        middleLower = previousMiddle * (1 - midTolerance / 100)

        insideCondition = previousWindowClose <= previousUpper and previousWindowClose >= previousLower
        breakoutCondition = previousWindowClose > previousUpper or previousWindowClose < previousLower
        middleCondition = previousWindowClose >= middleLower and previousWindowClose <= middleUpper

        insideSignal := insideCondition
        breakoutSignal := breakoutCondition
        middleSignal := middleCondition

        totalWindows += 1

        if insideCondition
            insideCount += 1

        if breakoutCondition
            breakoutCount += 1

        if middleCondition
            middleCount += 1

    // First candle of the new window
    windowOpen = open

    currentMiddlePrice := windowOpen
    currentUpperPrice := windowOpen * (1 + rangePercent / 100)
    currentLowerPrice := windowOpen * (1 - rangePercent / 100)

    previousUpper := currentUpperPrice
    previousLower := currentLowerPrice
    previousMiddle := currentMiddlePrice

    windowStart = time
    windowEnd = windowStart + windowLengthDays * 24 * 60 * 60 * 1000

    // Schedule the next window. If an anchor is active, advance strictly by
    // whole cycle lengths from the anchor so the phase never drifts; the
    // window boundary itself still uses this bar's actual timestamp.
    nextWindowStartTime := windowEnd + gapDays * 24 * 60 * 60 * 1000

    if showBoxes
        box.new(
             left=windowStart,
             right=windowEnd,
             top=currentUpperPrice,
             bottom=currentLowerPrice,
             xloc=xloc.bar_time,
             bgcolor=color.new(color.blue, 88),
             border_color=color.blue,
             border_width=1)

    if showMiddleLine
        line.new(
             x1=windowStart,
             y1=currentMiddlePrice,
             x2=windowEnd,
             y2=currentMiddlePrice,
             xloc=xloc.bar_time,
             color=color.yellow,
             width=2,
             style=line.style_dashed)

//=============================================================================
// PLOTS
//=============================================================================
plot(currentUpperPrice, title="Upper", color=color.green, linewidth=2, trackprice=true)
plot(currentLowerPrice, title="Lower", color=color.red, linewidth=2, trackprice=true)
plot(currentMiddlePrice, title="Middle", color=color.yellow, linewidth=1)

//=============================================================================
// SIGNALS
//=============================================================================
plotshape(insideSignal, title="Inside", style=shape.circle, color=color.green, size=size.normal, location=location.abovebar)
plotshape(breakoutSignal, title="Breakout", style=shape.triangledown, color=color.red, size=size.normal, location=location.abovebar)
plotshape(middleSignal, title="Middle", style=shape.square, color=color.yellow, size=size.normal, location=location.abovebar)

//=============================================================================
// LABELS
//=============================================================================
if barstate.islast and not na(currentUpperPrice)
    label.delete(upperLabel)
    label.delete(lowerLabel)

    upperLabel := label.new(bar_index, currentUpperPrice, "Upper: " + str.tostring(currentUpperPrice, format.mintick), style=label.style_label_left, color=color.green, textcolor=color.white)
    lowerLabel := label.new(bar_index, currentLowerPrice, "Lower: " + str.tostring(currentLowerPrice, format.mintick), style=label.style_label_left, color=color.red, textcolor=color.white)

//=============================================================================
// STATISTICS
//=============================================================================
insidePercent = totalWindows > 0 ? insideCount * 100.0 / totalWindows : 0
breakoutPercent = totalWindows > 0 ? breakoutCount * 100.0 / totalWindows : 0
middlePercent = totalWindows > 0 ? middleCount * 100.0 / totalWindows : 0

//=============================================================================
// TABLE
//=============================================================================
var table statsTable = table.new(position.top_right, 4, 10, border_width=1)

if barstate.islast
    table.cell(statsTable, 0, 0, "Condition", bgcolor=color.blue, text_color=color.white)
    table.cell(statsTable, 1, 0, "Signal", bgcolor=color.blue, text_color=color.white)
    table.cell(statsTable, 2, 0, "Count", bgcolor=color.blue, text_color=color.white)
    table.cell(statsTable, 3, 0, "Percent", bgcolor=color.blue, text_color=color.white)

    table.cell(statsTable, 0, 1, "Inside")
    table.cell(statsTable, 1, 1, "●")
    table.cell(statsTable, 2, 1, str.tostring(insideCount))
    table.cell(statsTable, 3, 1, str.tostring(math.round(insidePercent, 2)) + "%")

    table.cell(statsTable, 0, 2, "Breakout")
    table.cell(statsTable, 1, 2, "▼")
    table.cell(statsTable, 2, 2, str.tostring(breakoutCount))
    table.cell(statsTable, 3, 2, str.tostring(math.round(breakoutPercent, 2)) + "%")

    table.cell(statsTable, 0, 3, "Middle")
    table.cell(statsTable, 1, 3, "■")
    table.cell(statsTable, 2, 3, str.tostring(middleCount))
    table.cell(statsTable, 3, 3, str.tostring(math.round(middlePercent, 2)) + "%")

    table.cell(statsTable, 0, 4, "Total Windows")
    table.cell(statsTable, 2, 4, str.tostring(totalWindows))

    table.cell(statsTable, 0, 5, "Window Length")
    table.cell(statsTable, 1, 5, str.tostring(windowLengthDays) + " day(s)")

    table.cell(statsTable, 0, 6, "Gap")
    table.cell(statsTable, 1, 6, str.tostring(gapDays) + " day(s)")

    table.cell(statsTable, 0, 7, "Range")
    table.cell(statsTable, 1, 7, "±" + str.tostring(rangePercent) + "%")

    table.cell(statsTable, 0, 8, "Anchor")
    table.cell(statsTable, 1, 8, useCustomStart ? "Custom" : "Auto")

    table.cell(statsTable, 0, 9, "Upper / Lower")
    table.cell(statsTable, 1, 9, str.tostring(currentUpperPrice, format.mintick) + " / " + str.tostring(currentLowerPrice, format.mintick))