CCI DC

//@version=5
indicator("CCI DC", precision = 6)
color GOLD_COLOR   = #CCCC00ff
color VIOLET_COLOR = #AA00FFff
int lengthInput = input.int(20, "Length", minval = 5)
color bullColorInput = input.color(GOLD_COLOR,   "Bull")
color bearColorInput = input.color(VIOLET_COLOR, "Bear")

// ————— Function clamps `val` between `min` and `max`.
clamp(val, min, max) =>
    math.max(min, math.min(max, val))

// ————— Volatility expressed as 0-100 value.
float v = ta.atr(lengthInput / 5) / ta.atr(lengthInput * 5)
float vPct = ta.percentrank(v, lengthInput * 5)

// ————— Calculate dynamic lookback for DC. It increases/decreases on low/high volatility.
bool highVolatility = vPct > 50
var int lookBackMin = lengthInput * 2
var int lookBackMax = lengthInput * 10
var float lookBack = math.avg(lookBackMin, lookBackMax)
lookBack += highVolatility ? -2 : 2
lookBack := clamp(lookBack, lookBackMin, lookBackMax)

// ————— Dynamic lookback length Donchian channel of signal.
float signal = ta.cci(close, lengthInput)
// `lookBack` is a float; need to cast it to int to be used a length.
float hiTop  = ta.highest(signal, int(lookBack))
float loBot  = ta.lowest( signal, int(lookBack))
// Get margin of 25% of the DC height to build high and low bands.
float margin = (hiTop - loBot) / 4
float hiBot  = hiTop - margin
float loTop  = loBot + margin
// Center of DC.
float center = math.avg(hiTop, loBot)

// ————— Create colors.
color signalColor = color.from_gradient(signal, -200, 200, bearColorInput, bullColorInput)
// Bands: Calculate transparencies so the longer since the hi/lo has changed, 
//        the darker the color becomes. Cap highest transparency to 90.
float hiTransp = clamp(100 - (100 * math.max(1, nz(ta.barssince(ta.change(hiTop)) + 1)) / 255), 60, 90)
float loTransp = clamp(100 - (100 * math.max(1, nz(ta.barssince(ta.change(loBot)) + 1)) / 255), 60, 90)
color hiColor = color.new(bullColorInput, hiTransp)
color loColor = color.new(bearColorInput, loTransp)
// Background: Rescale the 0-100 range of `vPct` to 0-25 to create 75-100 transparencies.
color bgColor = color.new(color.gray, 100 - (vPct / 4))

// ————— Plots
// Invisible lines for band fills.
hiTopPlotID = plot(hiTop, color = na)
hiBotPlotID = plot(hiBot, color = na)
loTopPlotID = plot(loTop, color = na)
loBotPlotID = plot(loBot, color = na)
// Plot signal and centerline.
p_signal = plot(signal, "CCI", signalColor, 2)
plot(center, "Centerline", color.silver, 1)

// Fill the bands.
fill(hiTopPlotID, hiBotPlotID, hiColor)
fill(loTopPlotID, loBotPlotID, loColor)

// ————— Background.
bgcolor(bgColor)