Candle Pressure Index [WavesUnchained]

//@version=6
// ============================================================================
// Candle Pressure Index [WavesUnchained]
// Version: 1.1.5
// Author: WavesUnchained
// Build: 2026-10-12
// ============================================================================
// Measures buying vs. selling pressure from raw candle microstructure —
// no derived oscillators, only price geometry and relative volume.
// Per-bar pressure = (2 × close_location − 1) × body_ratio × volume_rank.
//
// Features:
//   ✓ Per-bar pressure: close location × body ratio × relative volume
//   ✓ CPI oscillator (EMA of pressure, −1 to +1 range)
//   ✓ Momentum line (CPI 1st derivative)
//   ✓ Initiation / Absorption spike markers (extreme single-bar pressure)
//   ✓ Optional zero-cross pressure-turn markers with momentum gate
//   ✓ Dashboard: state, CPI value, momentum direction, bar pressure
//   ✓ Alerts: pressure turns, initiation/absorption spike
//
// Data Contract:
//   Price:     REQUIRED   chart symbol
//   Volume:    REQUIRED   real trade volume — feed must deliver volume and
//                         syminfo.volumetype must not be "tick"; otherwise not available
//   OI:        NO
//   Reference: NO
//   Verdict:   Exchange-only
// ============================================================================

indicator("Candle Pressure Index [WavesUnchained]", "CPI [WU]", format=format.price, precision=2, overlay=false)

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

grCPI       = "Candle Pressure Index"
cpiLen      = input.int(20,   "Smoothing Length",      minval=2,  maxval=100,  group=grCPI)
volLookback = input.int(20,   "Volume Rank Lookback",  minval=5,  maxval=100,  group=grCPI)
spikeThresh = input.float(0.6, "Spike Threshold",      minval=0.2, maxval=1.0, step=0.05, group=grCPI,
     tooltip="Minimum |raw pressure| to mark a bar as an initiation or absorption spike.")



grD      = "Display"
showDash = input.bool(true, "Show Dashboard", group=grD)

// Echtes Handelsvolumen? Nur "tick" schließt es ausdrücklich aus (Anzahl
// Transaktionen, keine Menge). "n/a" heißt laut Referenz "kein Volumen ODER Art
// nicht angegeben" — die meisten Feeds außer Krypto melden das, auch Futures mit
// echten Kontrakten. Dort entscheidet, ob der Feed überhaupt Volumen liefert.
var bool feedHasVolume = false
if nz(volume) > 0
    feedHasVolume := true
bool volumeIsReal = syminfo.volumetype != "tick" and feedHasVolume
float vol = volumeIsReal ? volume : na

// ─── Per-bar raw pressure ─────────────────────────────────────────────────────
// close_location: 0 = closed at low, 1 = closed at high
// body_ratio:     0 = doji, 1 = marubozu
// volume_rank:    bar volume relative to recent max (0–1)
// net_pressure:   (2 × close_location − 1) × body_ratio × volume_rank
//                 → +1 strongest bull, −1 strongest bear

hl        = high - low
closeLoc  = hl > 0 ? (close - low) / hl : 0.5
bodyRat   = hl > 0 ? math.abs(close - open) / hl : 0.0
volMax    = ta.highest(vol, volLookback)
volRank   = not volumeIsReal ? na : volMax > 0 ? vol / volMax : 0.5

rawP = (2.0 * closeLoc - 1.0) * bodyRat * volRank

// ─── CPI oscillator ───────────────────────────────────────────────────────────

cpi    = ta.ema(rawP, cpiLen)
cpiAcc = cpi - nz(cpi[1])

// ─── Spikes ───────────────────────────────────────────────────────────────────

spikeBull = rawP >=  spikeThresh
spikeBear = rawP <= -spikeThresh



// ─── Colors ───────────────────────────────────────────────────────────────────

bullC    = color.new(#00c853, 0)
bearC    = color.new(#d50000, 0)
neutC    = color.new(color.gray, 30)
cpiColor = cpi > 0.15 ? bullC : cpi < -0.15 ? bearC : neutC
accColor = cpiAcc >= 0 ? color.new(#00c853, 50) : color.new(#d50000, 50)

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

hline(0,    "Zero",      color=color.new(color.gray, 50))
hline(0.3,  "Bull Zone", color=color.new(#00c853, 70), linestyle=hline.style_dotted)
hline(-0.3, "Bear Zone", color=color.new(#d50000, 70), linestyle=hline.style_dotted)

plot(cpi,    "CPI",      color=cpiColor, linewidth=2)
plot(cpiAcc, "Momentum", color=accColor, linewidth=1)

plotshape(spikeBull, "Initiation", shape.circle, location.bottom,
     color=color.new(#00c853, 30), size=size.tiny)
plotshape(spikeBear, "Absorption", shape.circle, location.top,
     color=color.new(#d50000, 30), 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, 5,
     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 and volumeIsReal
    table.cell(t, 0, 0, "CPI",         text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(t, 1, 0, "Value",       text_color=tc, bgcolor=hd, text_size=size.small)

    cpiState  = cpi > 0.3 ? "Strong Bull" : cpi > 0.15 ? "Bull" : cpi < -0.3 ? "Strong Bear" : cpi < -0.15 ? "Bear" : "Neutral"
    cpiStateC = cpi > 0.15 ? bullC : cpi < -0.15 ? bearC : tc

    table.cell(t, 0, 1, "State",       text_color=tc,        text_size=size.small)
    table.cell(t, 1, 1, cpiState,      text_color=cpiStateC, text_size=size.small)
    table.cell(t, 0, 2, "CPI",         text_color=tc,        text_size=size.small)
    table.cell(t, 1, 2, str.tostring(cpi, "#.##"), text_color=cpiStateC, text_size=size.small)

    accStr = cpiAcc >= 0 ? "Rising ↑" : "Falling ↓"
    accC2  = cpiAcc >= 0 ? bullC : bearC
    table.cell(t, 0, 3, "Momentum",    text_color=tc,   text_size=size.small)
    table.cell(t, 1, 3, accStr,        text_color=accC2, text_size=size.small)

    table.cell(t, 0, 4, "Bar Pressure", text_color=tc, text_size=size.small)
    table.cell(t, 1, 4, str.tostring(rawP, "#.##"), text_color=tc, text_size=size.small)

// Kurzer Hinweis unten rechts; was fehlt, steht im Data Contract oben.
var table volWarn = table.new(position.bottom_right, 1, 1)
if barstate.islast and not volumeIsReal
    table.cell(volWarn, 0, 0, "CPI · not available",
         bgcolor = color.new(color.orange, 20), text_color = color.white, text_size = size.small)

// ─── Alerts ───────────────────────────────────────────────────────────────────

bool alertsOnBarClose = input.bool(true, "Alerts only on bar close (confirmed)", group="Alerts")
bool alertOk = not alertsOnBarClose or barstate.isconfirmed

alertcondition(alertOk and (spikeBull), "CPI Initiation Spike", "CPI · INITIATION SPIKE · {{ticker}} {{interval}}")
alertcondition(alertOk and (spikeBear), "CPI Absorption Spike", "CPI · ABSORPTION SPIKE · {{ticker}} {{interval}}")