Composite RVI CVD Strategy

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jawauntb

//@version=5
strategy("Composite RVI CVD Strategy", overlay=true, calc_on_every_tick = true)

// Inputs
rsiPeriod = input(14, "RSI Period")
emaPeriod = input(13, "EMA Period")
maPeriod = input(30, "MA Period")
vwapSource = input(hlc3, "VWAP Source")
longStopLossPerc = input(0.05, "Long Stop Loss %")
longTakeProfitPerc = input(0.1, "Long Take Profit %")
shortStopLossPerc = input(0.05, "Short Stop Loss %") 
shortTakeProfitPerc = input(0.1, "Short Take Profit %")

// Composite Index
rsiSource = close
rsiDelta = ta.rsi(rsiSource, rsiPeriod) - ta.rsi(rsiSource, rsiPeriod)[9]
rsiSma = ta.sma(ta.rsi(rsiSource, 3), 3)
compIndex = rsiDelta + rsiSma

// CVD Volume
[upVolume, dnVolume] = request.security_lower_tf(syminfo.tickerid, "1", [volume, volume])
cvdVolume = array.get(upVolume, 0) - array.get(dnVolume, 0)

// EMA and MA
ema13 = ta.ema(close, emaPeriod)
ma30 = ta.sma(close, maPeriod)

// VWAP
vwap = ta.vwap(vwapSource)

// RVI
length = 10
src = close
stddev = ta.stdev(src, length)
upper = ta.ema(ta.change(src) <= 0 ? 0 : stddev, length)
lower = ta.ema(ta.change(src) > 0 ? 0 : stddev, length)
rvi = upper / (upper + lower) * 100

// Composite Oscillator Moving Averages
compositeOscillator = compIndex
ma13 = ta.sma(compositeOscillator, 13)
ma33 = ta.sma(compositeOscillator, 33)

// Long Conditions
longBias1 = ema13 > ma30 and close > ema13 ? 1.3 : 1.0
longBias2 = compositeOscillator > ma13 and ma13 > ma33 ? 1.265 : 1.0
longCond1 = compIndex > 45 * longBias1 * longBias2
longCond2 = compIndex - compIndex[4] > 20 * longBias1 * longBias2
longCond3 = cvdVolume >= cvdVolume[1] * 0.97 * longBias1 * longBias2 and cvdVolume[1] >= cvdVolume[2] * 0.97 * longBias1 * longBias2 and cvdVolume[2] >= cvdVolume[3] * 0.97 * longBias1 * longBias2
longCond4 = rvi > rvi[1] * longBias1 * longBias2 and rvi[1] > rvi[2] * longBias1 * longBias2

// Short Conditions
shortBias1 = close < ema13 ? 1.1 : 1.0
shortBias2 = close < vwap ? 1.15 : 1.0 
shortBias3 = close > vwap ? 1.15 : 1.0
shortBias4 = rvi < 45 ? 1.0 : 0.85
shortBias5 = ma33 > ma13 ? 1.15 : 1.0
shortBias6 = compositeOscillator < ma13 and compositeOscillator < ma33 ? 1.3225 : 1.0
shortCond1 = compIndex < 40 * shortBias1 * shortBias2 * shortBias3 * shortBias4 * shortBias5 * shortBias6
shortCond2 = ((cvdVolume < cvdVolume[1] * 0.9 or (cvdVolume < cvdVolume[1] and cvdVolume[1] < cvdVolume[2] and cvdVolume[2] < cvdVolume[3])) ? 1.0 : 0.0) * shortBias1 * shortBias2 * shortBias3 * shortBias4 * shortBias5 * shortBias6


// Entry Signals
longSignal = longCond1 and longCond2 and longCond3 and longCond4 
shortSignal = shortCond1 or shortCond2

// Stop Loss & Take Profit
longStopLoss = strategy.position_avg_price * (1 - longStopLossPerc)
longTakeProfit = strategy.position_avg_price * (1 + longTakeProfitPerc)
shortStopLoss = strategy.position_avg_price * (1 + shortStopLossPerc)
shortTakeProfit = strategy.position_avg_price * (1 - shortTakeProfitPerc)

// Execution
if longSignal
    strategy.entry("Long", strategy.long)
    strategy.exit("Long TP/SL", "Long", stop=longStopLoss, limit=longTakeProfit)
else if shortSignal
    strategy.entry("Short", strategy.short)
    strategy.exit("Short TP/SL", "Short", stop=shortStopLoss, limit=shortTakeProfit)

// Plotting
plotshape(longSignal, location=location.belowbar, style=shape.triangleup, size=size.small, color=color.green)  
plotshape(shortSignal, location=location.abovebar, style=shape.triangledown, size=size.small, color=color.red)
plot(compositeOscillator, color=color.blue)
plot(ma13, color=color.yellow)
plot(ma33, color=color.red)

// Function to plot individual condition confirmations or breaks
plotCondition(series, condition, labelTrue, labelFalse, yOffset) =>
    var label myLabel = na
    labelText = condition ? labelTrue : labelFalse
    labelColor = condition ? color.new(color.green, 0) : color.new(color.red, 0)
    
    // Detect changes in the condition value
    conditionChanged = ta.change(condition)
    
    if conditionChanged or barstate.islast
        if (na(myLabel))
            myLabel := label.new(x=time, y=series + yOffset, text=labelText, style=label.style_label_down, color=labelColor, size=size.small, textcolor=color.white, xloc=xloc.bar_time, yloc=yloc.price)
        else
            label.set_xy(myLabel, x=time, y=series + yOffset)  
            label.set_text(myLabel, text=labelText)
            label.set_color(myLabel, color=labelColor)
            label.set_textcolor(myLabel, color.white)
    myLabel

// Assuming atr is already calculated somewhere in your script
atrl = ta.atr(14)

// Check and plot each condition separately
// Momentum Conditions
plotCondition(close, longCond1, "Momentum: Composite Index > Biased 45", "Momentum: Composite Index <= Biased 45", atrl * 1.75)
plotCondition(close, longCond2, "Momentum: Composite Index Biased Increase 20 Points", "Momentum: Composite Index No Biased Increase 20 Points", atrl * 2)

// Volume Conditions  
plotCondition(close, longCond3, "Volume: CVD Volume Biased Consistent Increase or Not Dropped >3%", "Volume: CVD Volume No Biased Consistent Increase or Dropped >3%", atrl * 1.5)
plotCondition(close, shortCond2, "Volume: CVD Volume Biased Decrease 10% or Bearish 3/4 Bars", "Volume: CVD Volume No Biased Decrease 10% or Not Bearish 3/4 Bars", -atrl * 2)

// Price Conditions
plotCondition(close, shortCond1, "Price: Composite Index < Biased 40", "Price: Composite Index >= Biased 40", -atrl * 1.5)  

// Trend Conditions
plotCondition(close, longCond4, "Trend: RVI Biased Increase Last 3 Bars", "Trend: RVI No Biased Increase Last 3 Bars", atrl * 2.3)