Deep Trades Whales Canonical

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © shubhamtaywade82

// ============================================================
// Deep Trades Whales [CANONICAL] — Adaptive + Fixed
// Pine Script v6 | indicator() | overlay=true
// ============================================================
// v3 adaptive engine + 7 critique fixes + v4 bug fixes
//
// ADAPTIVE ENGINE (v3):
//   Triple-lock volume gate: percentile + z-score + adaptive RVOL
//   Regime = ATR percentile rank → LOW / NORMAL / HIGH
//   All ATR thresholds × regime_scalar (0.65 / 1.0 / 1.5)
//   Dashboard shows every computed adaptive threshold live
//
// 7 FIXES:
//  Fix 1: Delta demoted — close_pos proxy removed from detection/score
//          Kept as display-only "PROXY Δ" context
//  Fix 2: Rolling VWAP — sum(tp×vol,N)/sum(vol,N), no daily reset
//  Fix 3: Regime-dynamic score weights — 4 pillars, weights shift
//  Fix 4: HTF structure — EMA50/200, with-trend bonus/counter penalty
//  Fix 5: Iceberg requires swing proximity — uses high[1]/low[1] offset
//  Fix 6: Exhaustion requires wick rejection — vol collapse AND wick
//  Fix 7: min_display_score=55 default — STRONG+ only
//
// BUG FIXES (v4):
//  - swing_hi/lo used ta.highest(high, N) including current bar → fixed
//    to ta.highest(high[1], N) so only prior bars counted
//  - HTF gate had operator precedence issue → explicit parentheses
//  - Score pillar 3 (location) referenced whale_buy/sell creating
//    circular dependency for iceberg score → uses impact_up/dn instead
//
// ALERTS (v5):
//  - Dynamic payloads via alert() (alertcondition() requires const message — CE10123)
//  - TV: Create Alert → "alert() function calls only"; parse type=…|channel=… in body
//  - Whale / iceberg / cluster gated by min_display_score; optional gate on div/regime
//  - Per-channel bar cooldown; syminfo.ticker + close inlined in message
// ============================================================

//@version=6
indicator(
     title            = "Deep Trades Whales [CANONICAL]",
     shorttitle       = "DTW",
     overlay          = true,
     max_labels_count = 300,
     max_lines_count  = 50
 )

// ════════════════════════════════════════════════════════════
// ░░  INPUTS
// ════════════════════════════════════════════════════════════

grp_adapt = "🧠 Adaptive Engine"
vol_len       = input.int(50,    "Volume Lookback (bars)",          minval=10,  maxval=500,  group=grp_adapt)
regime_len    = input.int(100,   "Regime ATR Lookback (bars)",      minval=20,  maxval=500,  group=grp_adapt)
vol_pct_thr   = input.float(85.0,"Whale Volume Percentile (%)",     minval=60.0,maxval=99.0, step=1.0, group=grp_adapt,
                  tooltip="Top (100-N)% of recent volume. 85 = top 15%. Self-adjusts to any instrument.")
z_thr_base    = input.float(1.8, "Z-Score Threshold (NORMAL base)", minval=0.5, maxval=5.0,  step=0.1, group=grp_adapt,
                  tooltip="Scales: HIGH→×1.4, NORMAL→×1.0, LOW→×0.75. Set this for NORMAL regime.")
regime_hi_pct = input.float(70.0,"HIGH Regime ATR Percentile",      minval=50.0,maxval=95.0, step=1.0, group=grp_adapt)
regime_lo_pct = input.float(30.0,"LOW Regime ATR Percentile",       minval=5.0, maxval=49.0, step=1.0, group=grp_adapt)
show_regime   = input.bool(true, "Show Regime Shift Labels",         group=grp_adapt)
show_regime_bg= input.bool(true, "Regime Background Color",          group=grp_adapt)

grp_price = "💥 Price Impact"
atr_len        = input.int(14,    "ATR Length",                    minval=1,   group=grp_price)
impact_thr     = input.float(0.65,"Impact Base (ATR, NORMAL)",     minval=0.05,step=0.05, group=grp_price,
                   tooltip="Base for NORMAL regime. Actual = base × regime_scalar (0.65–1.5).")
close_pos_bull = input.float(0.60,"Bull: Min Close Position",      minval=0.50,maxval=1.00,step=0.01, group=grp_price)
close_pos_bear = input.float(0.40,"Bear: Max Close Position",      minval=0.00,maxval=0.50,step=0.01, group=grp_price)

grp_ice = "🧊 Iceberg / Absorption"
absorb_vol_pct   = input.float(75.0,"Iceberg Volume Percentile",  minval=50.0,maxval=99.0,step=1.0, group=grp_ice)
absorb_body_max  = input.float(0.20,"Max Body (ATR, NORMAL)",     minval=0.01,step=0.01, group=grp_ice)
absorb_move_max  = input.float(0.35,"Max Net Move (ATR, NORMAL)", minval=0.01,step=0.01, group=grp_ice)
absorb_range_max = input.float(0.90,"Max Range (ATR, NORMAL)",    minval=0.05,step=0.05, group=grp_ice)
cluster_min      = input.int(2,    "Min bars for cluster",        minval=2,   maxval=5,  group=grp_ice)
iceberg_zone_atr = input.float(1.5,"Swing Proximity Zone (ATR)",  minval=0.3, maxval=5.0,step=0.1, group=grp_ice,
                     tooltip="FIX 5: iceberg only fires near a prior swing H/L (prior bars, not current).")
ice_swing_len    = input.int(20,   "Swing Lookback (bars)",       minval=5,   maxval=100, group=grp_ice)

grp_delta = "⚡ Delta Context  ⚠ PROXY only — not real bid/ask"
use_delta   = input.bool(true, "Enable Delta Proxy (divergence context only)", group=grp_delta,
                tooltip="FIX 1: close_pos proxy. Not in detection or score. Display/divergence only.")
cd_len      = input.int(20,   "Cumulative Delta Lookback", minval=3, maxval=100, group=grp_delta)
show_cd_div = input.bool(true,"Show Divergence Labels",    group=grp_delta)

grp_htf = "🌐 HTF Market Structure  (FIX 4)"
use_htf        = input.bool(true,  "Enable HTF Structure Filter",    group=grp_htf)
htf_tf         = input.timeframe("60","HTF Timeframe",               group=grp_htf)
htf_ema_fast   = input.int(50,    "HTF Fast EMA",                    group=grp_htf, minval=5)
htf_ema_slow   = input.int(200,   "HTF Slow EMA",                    group=grp_htf, minval=10)
htf_hard_block = input.bool(false,"Hard-block counter-trend signals", group=grp_htf,
                   tooltip="Off: counter-trend penalised in score. On: rejected entirely.")
use_htf_rvol   = input.bool(false,"Also require HTF RVOL gate",      group=grp_htf)
htf_rvol_min   = input.float(1.2, "HTF Min RVOL",                   group=grp_htf, minval=1.0, step=0.1)

grp_vwap = "📐 Rolling VWAP  (FIX 2 — no daily reset)"
use_vwap  = input.bool(true,  "Enable Rolling VWAP",    group=grp_vwap)
vwap_len  = input.int(200,   "VWAP Lookback (bars)",    group=grp_vwap, minval=20, maxval=2000,
              tooltip="sum(tp×vol,N)/sum(vol,N). Sessionless. Works on 24/7 crypto futures.")
show_vwap = input.bool(true,  "Show VWAP Line",          group=grp_vwap)

grp_exhaust = "🔥 Volume Exhaustion  (FIX 6 — requires wick)"
use_exhaust   = input.bool(true,  "Detect Exhaustion",               group=grp_exhaust)
exhaust_ratio = input.float(0.7,  "Next-bar vol < avg × ratio",     group=grp_exhaust, minval=0.1, maxval=1.0, step=0.05)
exhaust_wick  = input.float(1.5,  "Required wick ≥ body × mult",    group=grp_exhaust, minval=0.3, step=0.1,
                  tooltip="Volume collapse alone is insufficient. Wick rejection required to confirm exhaustion.")

grp_vis = "🎨 Visuals  (FIX 7 — strong+ default)"
confirm_on_close  = input.bool(true,  "Confirm On Bar Close",  group=grp_vis)
show_signals      = input.bool(true,  "Show Bubbles",          group=grp_vis)
show_labels       = input.bool(true,  "Show Labels",           group=grp_vis)
show_bar_color    = input.bool(true,  "Color Bars",            group=grp_vis)
min_display_score = input.int(55,     "Min Score to Display",  group=grp_vis, minval=0, maxval=100,
                      tooltip="55=STRONG+, 75=EXTREME, 0=all. Keeps chart clean.")
max_labels        = input.int(150,   "Max Labels",             group=grp_vis, minval=0, maxval=300)
label_offset_atr  = input.float(0.5, "Label Y Offset (ATR×)", group=grp_vis, minval=0.1, step=0.1)

grp_dash = "📋 Dashboard"
show_dashboard = input.bool(true, "Show Dashboard", group=grp_dash)
dash_pos = input.string("Top Right", "Dashboard corner", group=grp_dash, tooltip="Exact text: Top Right | Top Left | Bottom Right | Bottom Left")

grp_alerts = "🔔 Alerts"
alert_cooldown_bars = input.int(0, "Cooldown (bars per channel)", minval=0, maxval=500, group=grp_alerts,
     tooltip="0 = off. After a channel fires, it will not fire again until this many bars have passed. Reduces rapid repeats in the same zone.")
alert_gate_context = input.bool(true, "Gate context alerts (div / regime) on score", group=grp_alerts,
     tooltip="When on, proxy divergence and regime-shift alerts only fire if score ≥ Min Score to Display (same as whale/iceberg gate).")

// ════════════════════════════════════════════════════════════
// ░░  REGIME CLASSIFIER (adaptive v3)
// ════════════════════════════════════════════════════════════
atr_raw   = ta.atr(atr_len)
atr_safe  = math.max(atr_raw, syminfo.mintick)
atr_prank = ta.percentrank(atr_raw, regime_len)

regime     = atr_prank >= regime_hi_pct ? 2 : atr_prank <= regime_lo_pct ? 0 : 1
regime_lbl = regime == 2 ? "HIGH 🔴" : regime == 0 ? "LOW 🟢" : "NORMAL 🟡"

// All ATR-based thresholds scaled by regime scalar
regime_scalar     = regime == 2 ? 1.5  : regime == 0 ? 0.65 : 1.0
adaptive_rvol_min = regime == 2 ? 2.0  : regime == 0 ? 1.2  : 1.5
adaptive_z_thr    = regime == 2 ? z_thr_base * 1.4 : regime == 0 ? z_thr_base * 0.75 : z_thr_base
adaptive_impact   = impact_thr      * regime_scalar
adaptive_body     = absorb_body_max * regime_scalar
adaptive_move     = absorb_move_max * regime_scalar
adaptive_range    = absorb_range_max * regime_scalar

var int prev_regime = regime
regime_changed = regime != prev_regime
prev_regime    := regime

bgcolor(show_regime_bg ? (regime == 2 ? color.new(#ff3d3d, 97) : regime == 0 ? color.new(#00c87a, 97) : color.new(#ffcc00, 99)) : na, title="Regime BG")

if show_regime and regime_changed
    _rc = regime == 2 ? color.new(#ff3d3d,10) : regime == 0 ? color.new(#00c87a,10) : color.new(#ffcc00,10)
    label.new(bar_index, high + atr_raw*1.8, "Regime → " + regime_lbl,
         style=label.style_label_down, color=_rc, textcolor=color.white, size=size.tiny)

// ════════════════════════════════════════════════════════════
// ░░  FIX 2 — ROLLING VWAP (sessionless)
// ════════════════════════════════════════════════════════════
tp           = (high + low + close) / 3.0
rolling_vwap = ta.sma(tp * volume, vwap_len) / math.max(ta.sma(volume, vwap_len), 1.0)
above_vwap   = close > rolling_vwap
below_vwap   = close < rolling_vwap
vwap_tag_buy  = not use_vwap ? "" : (below_vwap ? " Accum" : " Dist")
vwap_tag_sell = not use_vwap ? "" : (above_vwap ? " Dist" : " Accum")
plot(show_vwap and use_vwap ? rolling_vwap : na, "Rolling VWAP",
     color=color.new(color.white, 40), linewidth=1, style=plot.style_linebr)

// ════════════════════════════════════════════════════════════
// ░░  FIX 4 — HTF MARKET STRUCTURE
// ════════════════════════════════════════════════════════════
htf_ema_f    = request.security(syminfo.tickerid, htf_tf, ta.ema(close, htf_ema_fast), lookahead=barmerge.lookahead_off)
htf_ema_s    = request.security(syminfo.tickerid, htf_tf, ta.ema(close, htf_ema_slow), lookahead=barmerge.lookahead_off)
htf_close_v  = request.security(syminfo.tickerid, htf_tf, close,                        lookahead=barmerge.lookahead_off)
htf_vol_v    = request.security(syminfo.tickerid, htf_tf, volume,                       lookahead=barmerge.lookahead_off)
htf_vol_base = request.security(syminfo.tickerid, htf_tf, ta.ema(volume, vol_len),      lookahead=barmerge.lookahead_off)
htf_rvol     = htf_vol_v / math.max(nz(htf_vol_base, 1.0), 1.0)

htf_trend_bull = htf_close_v > htf_ema_f and htf_ema_f > htf_ema_s
htf_trend_bear = htf_close_v < htf_ema_f and htf_ema_f < htf_ema_s
htf_trend_flat = not htf_trend_bull and not htf_trend_bear
with_trend_long  = htf_trend_bull
with_trend_short = htf_trend_bear

// Explicit parentheses — fixes v4 operator precedence bug
_htf_rvol_pass   = (not use_htf_rvol) or (htf_rvol >= htf_rvol_min)
_htf_dir_long    = (not htf_hard_block) or with_trend_long
_htf_dir_short   = (not htf_hard_block) or with_trend_short
htf_long_ok      = (not use_htf) or (_htf_dir_long  and _htf_rvol_pass)
htf_short_ok     = (not use_htf) or (_htf_dir_short and _htf_rvol_pass)
htf_tag_buy  = not use_htf ? "" : (with_trend_long ? " WITH↑" : htf_trend_flat ? " FLAT" : " CNTR⚠")
htf_tag_sell = not use_htf ? "" : (with_trend_short ? " WITH↓" : htf_trend_flat ? " FLAT" : " CNTR⚠")

// ════════════════════════════════════════════════════════════
// ░░  BASE CALCULATIONS
// ════════════════════════════════════════════════════════════
vol_base  = ta.ema(volume, vol_len)
vol_std   = ta.stdev(volume, vol_len)
vol_safe  = math.max(nz(vol_base, 0.0), 1.0)
rvol      = volume / vol_safe
vol_z     = (volume - vol_base) / math.max(nz(vol_std, 1.0), 1.0)
vol_prank = ta.percentrank(volume, vol_len)

range_hl  = high - low
body      = math.abs(close - open)
net_move  = close - close[1]
range_atr = range_hl / atr_safe
body_atr  = body     / atr_safe
move_atr  = math.abs(net_move) / atr_safe
close_pos = range_hl > 0.0 ? (close - low) / range_hl : 0.5

// FIX 1 — delta proxy: display/divergence only, NOT in detection
net_delta_proxy  = use_delta ? volume * (2.0 * close_pos - 1.0) : 0.0
cum_delta        = use_delta ? math.sum(net_delta_proxy, cd_len) : 0.0
delta_proxy_bull = cum_delta > 0.0
delta_proxy_bear = cum_delta < 0.0
cd_rising        = cum_delta > nz(cum_delta[1], cum_delta)
cd_falling       = cum_delta < nz(cum_delta[1], cum_delta)
delta_proxy_tag  = not use_delta ? "" : (delta_proxy_bull ? " PROXY Δ↑" : " PROXY Δ↓")

// FIX 5 — prior swing levels (offset by 1 bar — v4 bug fixed)
// ta.highest(high, N) includes current bar → wrong. Use high[1] offset.
swing_hi_prior = ta.highest(high[1], ice_swing_len)
swing_lo_prior = ta.lowest(low[1],   ice_swing_len)
near_swing_hi  = math.abs(close - swing_hi_prior) <= iceberg_zone_atr * atr_safe
near_swing_lo  = math.abs(close - swing_lo_prior) <= iceberg_zone_atr * atr_safe
near_swing     = near_swing_hi or near_swing_lo

// ════════════════════════════════════════════════════════════
// ░░  ADAPTIVE TRIPLE-GATE VOLUME ANOMALY
// ════════════════════════════════════════════════════════════
vol_prank_ok = vol_prank >= vol_pct_thr
vol_z_ok     = vol_z     >= adaptive_z_thr
rvol_ok      = rvol      >= adaptive_rvol_min
vol_anomaly  = vol_prank_ok and vol_z_ok and rvol_ok

confirmed    = not confirm_on_close or barstate.isconfirmed

impact_up = close > open and net_move > 0.0 and move_atr >= adaptive_impact and close_pos >= close_pos_bull
impact_dn = close < open and net_move < 0.0 and move_atr >= adaptive_impact and close_pos <= close_pos_bear

// FIX 1: no delta gate
// FIX 4: HTF EMA structure gate
whale_buy  = confirmed and vol_anomaly and impact_up and htf_long_ok
whale_sell = confirmed and vol_anomaly and impact_dn and htf_short_ok

// FIX 5: iceberg requires swing proximity
absorb_vol_ok = ta.percentrank(volume, vol_len) >= absorb_vol_pct

iceberg_raw = confirmed and absorb_vol_ok and body_atr <= adaptive_body and move_atr <= adaptive_move and range_atr <= adaptive_range and near_swing and not whale_buy and not whale_sell

var int absorb_streak = 0
absorb_streak   := iceberg_raw ? absorb_streak + 1 : 0
iceberg_cluster  = iceberg_raw and absorb_streak >= cluster_min
iceberg          = iceberg_raw

// FIX 6: exhaustion requires wick rejection + volume collapse
upper_wick = high  - math.max(open, close)
lower_wick = math.min(open, close) - low
body_safe  = math.max(body, atr_safe * 0.1)

whale_exhaustion = use_exhaust and ((whale_buy[1] and volume < vol_base * exhaust_ratio and upper_wick >= body_safe * exhaust_wick) or (whale_sell[1] and volume < vol_base * exhaust_ratio and lower_wick >= body_safe * exhaust_wick))

// Delta divergence (proxy context only)
price_new_hi   = high == ta.highest(high, cd_len)
price_new_lo   = low  == ta.lowest(low,   cd_len)
delta_div_bear = show_cd_div and use_delta and price_new_hi and cd_falling and confirmed
delta_div_bull = show_cd_div and use_delta and price_new_lo and cd_rising  and confirmed

// ════════════════════════════════════════════════════════════
// ░░  FIX 3 — REGIME-DYNAMIC SCORE (4 pillars, adaptive weights)
// ════════════════════════════════════════════════════════════
// Bug fix: location pillar uses impact_up/dn, not whale_buy/sell
// This makes score valid for iceberg signals too.

// Pillar 1 — VOLUME: how far above adaptive thresholds
_rvol_excess = (rvol - adaptive_rvol_min) / math.max(adaptive_rvol_min, 0.01)
_z_excess    = (vol_z - adaptive_z_thr) / math.max(adaptive_z_thr, 0.01)
p_vol = (math.max(0.0, math.min(_rvol_excess, 1.0)) * 0.6 + math.max(0.0, math.min(_z_excess, 1.0)) * 0.4) * 100.0

// Pillar 2 — IMPACT: price move vs adaptive threshold
p_impact = math.max(0.0, math.min(move_atr / (adaptive_impact * 3.0), 1.0)) * 100.0

// Pillar 3 — LOCATION: swing + VWAP + HTF (no circular dependency)
loc_swing = near_swing ? 40.0 : 0.0
loc_vwap  = not use_vwap ? 20.0 :            (below_vwap and impact_up) or (above_vwap and impact_dn) ? 40.0 :            (above_vwap and impact_up) or (below_vwap and impact_dn) ? 10.0 : 20.0
loc_htf   = not use_htf ? 20.0 :            (with_trend_long and impact_up) or (with_trend_short and impact_dn) ? 40.0 :            htf_trend_flat ? 20.0 : 0.0
p_loc     = math.max(0.0, math.min(loc_swing + loc_vwap + loc_htf, 100.0))

// Pillar 4 — REGIME: signal rarity in current environment
p_regime  = regime == 2 ? 80.0 : regime == 1 ? 50.0 : 30.0

// Dynamic weights shift with regime
// TRENDING HIGH:  vol(35%) + impact(35%) + loc(20%) + regime(10%)
// NORMAL:         vol(30%) + impact(25%) + loc(30%) + regime(15%)
// RANGING LOW:    vol(20%) + impact(20%) + loc(40%) + regime(20%)
w_vol    = regime == 2 ? 0.35 : regime == 0 ? 0.20 : 0.30
w_impact = regime == 2 ? 0.35 : regime == 0 ? 0.20 : 0.25
w_loc    = regime == 2 ? 0.20 : regime == 0 ? 0.40 : 0.30
w_regime = regime == 2 ? 0.10 : regime == 0 ? 0.20 : 0.15
// weights sum to 1.0 for all regimes ✓

_score_raw = p_vol * w_vol + p_impact * w_impact + p_loc * w_loc + p_regime * w_regime
score = int(math.round(math.max(0.0, math.min(_score_raw, 100.0))))
score_tier = score >= 75 ? "EXTREME" : score >= 55 ? "STRONG" : score >= 35 ? "MOD" : "WEAK"
score_color = score >= 75 ? color.new(#ff00ff, 0) : score >= 55 ? color.new(#ff3d3d, 0) : score >= 35 ? color.new(#ff9900, 0) : color.new(#888888, 0)

// ════════════════════════════════════════════════════════════
// ░░  FIX 7 — SIGNAL DISPLAY (strong+ only)
// ════════════════════════════════════════════════════════════
show_this = show_signals and score >= min_display_score

// plotshape size= must be const — split by score band (same visual as old sig_bubble_size)
plotshape(show_this and whale_buy and score >= 75, "Whale Buy", shape.circle, location.belowbar, score_color, size=size.large, text="WB")
plotshape(show_this and whale_buy and score >= 55 and score < 75, "Whale Buy", shape.circle, location.belowbar, score_color, size=size.normal, text="WB")
plotshape(show_this and whale_buy and score < 55, "Whale Buy", shape.circle, location.belowbar, score_color, size=size.small, text="WB")
plotshape(show_this and whale_sell and score >= 75, "Whale Sell", shape.circle, location.abovebar, score_color, size=size.large, text="WS")
plotshape(show_this and whale_sell and score >= 55 and score < 75, "Whale Sell", shape.circle, location.abovebar, score_color, size=size.normal, text="WS")
plotshape(show_this and whale_sell and score < 55, "Whale Sell", shape.circle, location.abovebar, score_color, size=size.small, text="WS")
plotshape(show_this and iceberg and score >= 75, "Iceberg", shape.diamond, location.abovebar, color.new(color.orange, 0), size=size.large, text="IC")
plotshape(show_this and iceberg and score >= 55 and score < 75, "Iceberg", shape.diamond, location.abovebar, color.new(color.orange, 0), size=size.normal, text="IC")
plotshape(show_this and iceberg and score < 55, "Iceberg", shape.diamond, location.abovebar, color.new(color.orange, 0), size=size.small, text="IC")
plotshape(show_signals and iceberg_cluster  and score >= min_display_score, "Cluster",    shape.square,   location.abovebar, color.new(color.purple,0), size=size.small, text="CLU")
plotshape(show_signals and whale_exhaustion,                                "Exhaustion", shape.xcross,   location.abovebar, color.new(color.yellow,0), size=size.small, text="EXH")
plotshape(delta_div_bear, "Proxy Div ↓", shape.triangledown, location.abovebar, color.new(#ff00ff,40), size=size.tiny, text="DIV↓")
plotshape(delta_div_bull, "Proxy Div ↑", shape.triangleup,   location.belowbar, color.new(#00ffff,40), size=size.tiny, text="DIV↑")

barcolor(show_bar_color ? (whale_buy ? color.new(color.lime, 20) : whale_sell ? color.new(color.red, 20) : iceberg_cluster ? color.new(color.purple, 20) : iceberg ? color.new(color.orange, 20) : whale_exhaustion ? color.new(color.yellow, 40) : na) : na)

// ════════════════════════════════════════════════════════════
// ░░  DETAIL LABELS
// ════════════════════════════════════════════════════════════
var array<label> sig_labels = array.new<label>(0)

label_offset = atr_safe * label_offset_atr

if show_labels and whale_buy and score >= min_display_score
    txt = "🐋 Whale Buy [" + score_tier + "]" + htf_tag_buy + vwap_tag_buy + " | " + regime_lbl + "\n" + "Vol: " + str.tostring(volume, format.volume) + "  RVOL: " + str.tostring(rvol, "#.##") + "×  Z: " + str.tostring(vol_z, "#.##") + "\n" + "Prank: " + str.tostring(vol_prank, "#.0") + "%  Impact: " + str.tostring(move_atr, "#.##") + " ATR  Score: " + str.tostring(score) + delta_proxy_tag
    array.push(sig_labels, label.new(bar_index, low - label_offset, txt, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_up, color=score_color, textcolor=color.white, size=size.small))
    if array.size(sig_labels) > max_labels
        label.delete(array.shift(sig_labels))

if show_labels and whale_sell and score >= min_display_score
    txt = "🐋 Whale Sell [" + score_tier + "]" + htf_tag_sell + vwap_tag_sell + " | " + regime_lbl + "\n" + "Vol: " + str.tostring(volume, format.volume) + "  RVOL: " + str.tostring(rvol, "#.##") + "×  Z: " + str.tostring(vol_z, "#.##") + "\n" + "Prank: " + str.tostring(vol_prank, "#.0") + "%  Impact: " + str.tostring(move_atr, "#.##") + " ATR  Score: " + str.tostring(score) + delta_proxy_tag
    array.push(sig_labels, label.new(bar_index, high + label_offset, txt, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_down, color=score_color, textcolor=color.white, size=size.small))
    if array.size(sig_labels) > max_labels
        label.delete(array.shift(sig_labels))

if show_labels and (iceberg_cluster or iceberg) and score >= min_display_score
    _loc = near_swing_hi ? "@ swing HIGH" : near_swing_lo ? "@ swing LOW" : "—"
    txt = (iceberg_cluster ? "🧊 Cluster [" + str.tostring(absorb_streak) + "]" : "🧊 Iceberg") + " " + regime_lbl + "\n" + "Location: " + _loc + "  Body: " + str.tostring(body_atr, "#.##") + " / ≤" + str.tostring(adaptive_body, "#.##") + " ATR\n" + "Vol: " + str.tostring(volume, format.volume) + "  Prank: " + str.tostring(vol_prank, "#.0") + "%  Score: " + str.tostring(score)
    array.push(sig_labels, label.new(bar_index, high + label_offset, txt, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_down, color=iceberg_cluster ? color.new(color.purple, 10) : color.new(color.orange, 10), textcolor=color.white, size=size.small))
    if array.size(sig_labels) > max_labels
        label.delete(array.shift(sig_labels))

if show_labels and whale_exhaustion
    _d = whale_buy[1] ? "Buy" : "Sell"
    _w = whale_buy[1] ? str.tostring(upper_wick / atr_safe, "#.##") : str.tostring(lower_wick / atr_safe, "#.##")
    txt = "⚡ Exhaustion — " + _d + " rejected\nVol: " + str.tostring(rvol, "#.##") + "×  Wick: " + _w + " ATR (≥" + str.tostring(exhaust_wick, "#.#") + "× body)"
    array.push(sig_labels, label.new(bar_index, high + label_offset, txt, xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_down, color=color.new(color.yellow, 10), textcolor=color.black, size=size.tiny))
    if array.size(sig_labels) > max_labels
        label.delete(array.shift(sig_labels))

// ════════════════════════════════════════════════════════════
// ░░  ALERTS — alert() only (dynamic payload); alertcondition message must be const
// ════════════════════════════════════════════════════════════
// TradingView: Create Alert → this indicator → "alert() function calls only".
// Route in your webhook by parsing type=…|key=value (syminfo.ticker + close inlined).
// Whale / iceberg / cluster respect min_display_score; optional div/regime gate above.
valid_signal = score >= min_display_score
ctx_signal_ok = not alert_gate_context or valid_signal

_htf_alert = with_trend_long ? "BULL" : with_trend_short ? "BEAR" : "FLAT"
_regime_code = regime == 2 ? "HIGH" : regime == 0 ? "LOW" : "NORMAL"
_px = str.tostring(close, format.mintick)
_sym = syminfo.ticker

alert_msg_whale_buy() =>
    "🐋 Whale BUY | " + score_tier + " | score=" + str.tostring(score) + "/100 | regime=" + _regime_code +
     " | HTF=" + _htf_alert + str.replace_all(htf_tag_buy, " ", "") +
     " | VWAP=" + (not use_vwap ? "off" : str.trim(vwap_tag_buy)) +
     " | RVOL=" + str.tostring(rvol, "#.##") + " Z=" + str.tostring(vol_z, "#.##") +
     " | " + _sym + " @ " + _px + " | type=WHALE_BUY|tier=" + score_tier + "|score=" + str.tostring(score) +
     "|regime=" + _regime_code + "|htf=" + _htf_alert + "|with_htf_long=" + str.tostring(with_trend_long)

alert_msg_whale_sell() =>
    "🐋 Whale SELL | " + score_tier + " | score=" + str.tostring(score) + "/100 | regime=" + _regime_code +
     " | HTF=" + _htf_alert + str.replace_all(htf_tag_sell, " ", "") +
     " | VWAP=" + (not use_vwap ? "off" : str.trim(vwap_tag_sell)) +
     " | RVOL=" + str.tostring(rvol, "#.##") + " Z=" + str.tostring(vol_z, "#.##") +
     " | " + _sym + " @ " + _px + " | type=WHALE_SELL|tier=" + score_tier + "|score=" + str.tostring(score) +
     "|regime=" + _regime_code + "|htf=" + _htf_alert + "|with_htf_short=" + str.tostring(with_trend_short)

_loc_alert = near_swing_hi ? "SWING_HIGH" : near_swing_lo ? "SWING_LOW" : "MID"

alert_msg_iceberg_cluster() =>
    "🧊 Iceberg CLUSTER | streak=" + str.tostring(absorb_streak) + " | loc=" + _loc_alert +
     " | score=" + str.tostring(score) + "/100 | regime=" + _regime_code +
     " | " + _sym + " @ " + _px + " | type=ICEBERG_CLUSTER|streak=" + str.tostring(absorb_streak) +
     "|loc=" + _loc_alert + "|score=" + str.tostring(score) + "|regime=" + _regime_code

alert_msg_iceberg() =>
    "🧊 Iceberg | loc=" + _loc_alert + " | score=" + str.tostring(score) + "/100 | regime=" + _regime_code +
     " | " + _sym + " @ " + _px + " | type=ICEBERG|loc=" + _loc_alert + "|score=" + str.tostring(score) + "|regime=" + _regime_code

alert_msg_exhaust() =>
    (whale_buy[1] ? "⚡ Exhaustion after Whale BUY | wick vs body ok" : "⚡ Exhaustion after Whale SELL | wick vs body ok") +
     " | RVOL=" + str.tostring(rvol, "#.##") + " | " + _sym + " @ " + _px + " | type=EXHAUSTION|after=" + (whale_buy[1] ? "BUY" : "SELL")

alert_msg_div_bear() =>
    "📉 Proxy Δ div BEAR (display-only delta) | score=" + str.tostring(score) + "/100 | " + _sym + " @ " + _px + " | type=PROXY_DIV_BEAR|score=" + str.tostring(score)

alert_msg_div_bull() =>
    "📈 Proxy Δ div BULL (display-only delta) | score=" + str.tostring(score) + "/100 | " + _sym + " @ " + _px + " | type=PROXY_DIV_BULL|score=" + str.tostring(score)

alert_msg_reg_high() =>
    "⚡ Regime shift → HIGH vol | ATR%ile=" + str.tostring(atr_prank, "#.0") + " | " + _sym + " @ " + _px + " | type=REGIME_HIGH|atr_prank=" + str.tostring(atr_prank, "#.##")

alert_msg_reg_low() =>
    "🌙 Regime shift → LOW vol | ATR%ile=" + str.tostring(atr_prank, "#.0") + " | " + _sym + " @ " + _px + " | type=REGIME_LOW|atr_prank=" + str.tostring(atr_prank, "#.##")

_cd_ok(_last) =>
    alert_cooldown_bars <= 0 or na(_last) or bar_index - _last >= alert_cooldown_bars

var int cd_wb = na
var int cd_ws = na
var int cd_wbh = na
var int cd_wsh = na
var int cd_eb = na
var int cd_es = na
var int cd_ice = na
var int cd_clu = na
var int cd_exh = na
var int cd_db = na
var int cd_du = na
var int cd_rh = na
var int cd_rl = na

wb = whale_buy and valid_signal
ws = whale_sell and valid_signal
wb_htf = wb and with_trend_long
ws_htf = ws and with_trend_short
eb = whale_buy and valid_signal and score >= 75
es = whale_sell and valid_signal and score >= 75
ice_s = iceberg and valid_signal and not iceberg_cluster
clu = iceberg_cluster and valid_signal

f_wb = wb and _cd_ok(cd_wb)
if f_wb
    cd_wb := bar_index
f_ws = ws and _cd_ok(cd_ws)
if f_ws
    cd_ws := bar_index
f_wbh = wb_htf and _cd_ok(cd_wbh)
if f_wbh
    cd_wbh := bar_index
f_wsh = ws_htf and _cd_ok(cd_wsh)
if f_wsh
    cd_wsh := bar_index
f_eb = eb and _cd_ok(cd_eb)
if f_eb
    cd_eb := bar_index
f_es = es and _cd_ok(cd_es)
if f_es
    cd_es := bar_index
f_ice = ice_s and _cd_ok(cd_ice)
if f_ice
    cd_ice := bar_index
f_clu = clu and _cd_ok(cd_clu)
if f_clu
    cd_clu := bar_index
f_exh = whale_exhaustion and _cd_ok(cd_exh)
if f_exh
    cd_exh := bar_index
f_db = delta_div_bear and ctx_signal_ok and _cd_ok(cd_db)
if f_db
    cd_db := bar_index
f_du = delta_div_bull and ctx_signal_ok and _cd_ok(cd_du)
if f_du
    cd_du := bar_index
f_rh = regime_changed and regime == 2 and ctx_signal_ok and _cd_ok(cd_rh)
if f_rh
    cd_rh := bar_index
f_rl = regime_changed and regime == 0 and ctx_signal_ok and _cd_ok(cd_rl)
if f_rl
    cd_rl := bar_index

_alert_freq = confirm_on_close ? alert.freq_once_per_bar_close : alert.freq_once_per_bar

if f_wb
    alert(alert_msg_whale_buy(), _alert_freq)
if f_ws
    alert(alert_msg_whale_sell(), _alert_freq)
if f_wbh
    alert(alert_msg_whale_buy() + "|channel=WHALE_BUY_HTF|htf_filter=WITH_LONG", _alert_freq)
if f_wsh
    alert(alert_msg_whale_sell() + "|channel=WHALE_SELL_HTF|htf_filter=WITH_SHORT", _alert_freq)
if f_eb
    alert(alert_msg_whale_buy() + "|channel=WHALE_BUY_EXTREME|band=EXTREME", _alert_freq)
if f_es
    alert(alert_msg_whale_sell() + "|channel=WHALE_SELL_EXTREME|band=EXTREME", _alert_freq)
if f_ice
    alert(alert_msg_iceberg(), _alert_freq)
if f_clu
    alert(alert_msg_iceberg_cluster(), _alert_freq)
if f_exh
    alert(alert_msg_exhaust(), _alert_freq)
if f_db
    alert(alert_msg_div_bear(), _alert_freq)
if f_du
    alert(alert_msg_div_bull(), _alert_freq)
if f_rh
    alert(alert_msg_reg_high(), _alert_freq)
if f_rl
    alert(alert_msg_reg_low(), _alert_freq)

// ════════════════════════════════════════════════════════════
// ░░  DASHBOARD
// ════════════════════════════════════════════════════════════
state_txt = whale_buy ? "🐋 Whale Buy" : whale_sell ? "🐋 Whale Sell" : iceberg_cluster ? "🧊 Cluster" : iceberg ? "🧊 Iceberg" : whale_exhaustion ? "⚡ Exhaustion" : delta_div_bear ? "📉 ProxyDiv ↓" : delta_div_bull ? "📈 ProxyDiv ↑" : vol_anomaly ? "📊 Vol Anomaly" : "— Neutral"
state_col = whale_buy ? color.new(color.lime, 20) : whale_sell ? color.new(color.red, 20) : iceberg_cluster ? color.new(color.purple, 20) : iceberg ? color.new(color.orange, 20) : whale_exhaustion ? color.new(color.yellow, 20) : vol_anomaly ? color.new(color.yellow, 50) : color.new(color.gray, 50)
score_col  = score_color
regime_col = regime == 2 ? color.new(#ff3d3d, 20) : regime == 0 ? color.new(#00c87a, 20) : color.new(#ffcc00, 30)
htf_col = with_trend_long or with_trend_short ? color.new(color.lime, 30) : htf_trend_flat ? color.new(color.gray, 40) : color.new(color.red, 30)

dash_position = dash_pos == "Top Left" ? position.top_left : dash_pos == "Bottom Right" ? position.bottom_right : dash_pos == "Bottom Left" ? position.bottom_left : position.top_right

var table dash = table.new(dash_position, 3, 20,
     bgcolor=color.new(color.black,10), border_color=color.new(color.gray,60), border_width=1,
     frame_color=color.new(color.gray,40), frame_width=1)

if show_dashboard and barstate.islast
    BG = color.new(color.black,20)
    HD = color.new(#1a1a2e,10)
    wht = color.white
    pos = color.new(color.lime,30)
    neg = color.new(color.red,30)

    table.cell(dash, 0, 0, "DTW CANONICAL", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 0, "LIVE", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 0, "ADAPTIVE", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 1, "🌡 Regime", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 1, regime_lbl, bgcolor=regime_col, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 1, str.tostring(atr_prank,"#.0") + "th pctile | scalar:" + str.tostring(regime_scalar,"#.##"), bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 2, "Signal", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 2, state_txt, bgcolor=state_col, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 2, "", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 3, "Score", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 3, str.tostring(score) + "/100 [" + score_tier + "]", bgcolor=score_col, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 3, "show ≥ " + str.tostring(min_display_score), bgcolor=BG, text_color=wht, text_size=size.small)
    // Score pillar weights (regime-dynamic — FIX 3)
    table.cell(dash, 0, 4, "Weights (V/I/L/R)", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 4, str.tostring(int(w_vol * 100)) + "% / " + str.tostring(int(w_impact * 100)) + "% / " + str.tostring(int(w_loc * 100)) + "% / " + str.tostring(int(w_regime * 100)) + "%", bgcolor=regime_col, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 4, "Vol / Impact / Loc / Regime", bgcolor=BG, text_color=wht, text_size=size.small)
    // ADAPTIVE THRESHOLDS section (v3 auto-calibration view)
    table.cell(dash, 0, 5, "── ADAPTIVE THRESHOLDS ──", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 5, "LIVE VALUE", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 5, "COMPUTED", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 6, "RVOL", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 6, str.tostring(rvol,"#.##") + "×", bgcolor=rvol >= adaptive_rvol_min*1.5 ? pos : rvol >= adaptive_rvol_min ? color.new(color.orange,30) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 6, "≥ " + str.tostring(adaptive_rvol_min,"#.##") + "× (regime-scaled)", bgcolor=regime_col, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 7, "Z-Score", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 7, str.tostring(vol_z,"#.##"), bgcolor=vol_z >= adaptive_z_thr ? pos : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 7, "≥ " + str.tostring(adaptive_z_thr,"#.##") + " (regime-scaled)", bgcolor=regime_col, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 8, "Vol Prank", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 8, str.tostring(vol_prank,"#.0") + "%", bgcolor=vol_prank >= vol_pct_thr ? pos : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 8, "≥ " + str.tostring(vol_pct_thr,"#.0") + "% (fixed input)", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 9, "Impact Thr", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 9, str.tostring(move_atr,"#.##") + " ATR", bgcolor=move_atr >= adaptive_impact ? pos : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 9, "≥ " + str.tostring(adaptive_impact,"#.###") + " ATR (×" + str.tostring(regime_scalar,"#.##") + ")", bgcolor=regime_col, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 10, "Body Max", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 10, str.tostring(body_atr,"#.##") + " ATR", bgcolor=body_atr <= adaptive_body ? color.new(color.orange,30) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 10, "≤ " + str.tostring(adaptive_body,"#.###") + " ATR (×" + str.tostring(regime_scalar,"#.##") + ")", bgcolor=regime_col, text_color=wht, text_size=size.small)
    // HTF structure (FIX 4)
    table.cell(dash, 0, 11, "── HTF Structure ──", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 11, with_trend_long ? "BULL ✓" : with_trend_short ? "BEAR ✓" : "FLAT", bgcolor=htf_col, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 11, str.tostring(htf_ema_fast) + "/" + str.tostring(htf_ema_slow) + " EMA | " + htf_tf, bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 12, "HTF RVOL", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 12, str.tostring(htf_rvol,"#.##") + "×", bgcolor=htf_rvol >= htf_rvol_min ? pos : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 12, use_htf_rvol ? "≥" + str.tostring(htf_rvol_min,"#.#") + "× REQUIRED" : "informational", bgcolor=BG, text_color=wht, text_size=size.small)
    // Context (FIX 2 + FIX 5)
    table.cell(dash, 0, 13, "── Context ──", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 13, "", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 13, "", bgcolor=HD, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 14, "Rolling VWAP", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 14, use_vwap ? (above_vwap ? "Above ▲" : "Below ▼") : "off", bgcolor=use_vwap ? (above_vwap ? pos : neg) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 14, use_vwap ? str.tostring(math.round(rolling_vwap,2)) + " (no reset)" : "—", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 15, "Near Swing", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 15, near_swing_hi ? "Near HIGH ✓" : near_swing_lo ? "Near LOW ✓" : "Mid-range", bgcolor=near_swing ? color.new(color.orange,30) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 15, "±" + str.tostring(iceberg_zone_atr,"#.#") + " ATR of prior swing", bgcolor=BG, text_color=wht, text_size=size.small)
    // Delta proxy (FIX 1)
    table.cell(dash, 0, 16, "Proxy Δ", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 16, use_delta ? (delta_proxy_bull ? "▲ Net Buy" : "▼ Net Sell") : "off", bgcolor=use_delta ? (delta_proxy_bull ? pos : neg) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 16, "⚠ PROXY — display only, not in score", bgcolor=color.new(color.yellow,40), text_color=wht, text_size=size.small)
    // Cluster + exhaustion (FIX 5 + FIX 6)
    table.cell(dash, 0, 17, "Absorb Streak", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 17, str.tostring(absorb_streak) + " bar(s)" + (iceberg_cluster ? " 🧊 CLUSTER" : ""), bgcolor=absorb_streak >= cluster_min ? color.new(color.purple,30) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 17, near_swing ? "at swing ✓" : "no location ✗", bgcolor=near_swing ? pos : neg, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 18, "Exhaustion", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 18, whale_exhaustion ? "⚡ DETECTED" : "—", bgcolor=whale_exhaustion ? color.new(color.yellow,20) : BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 18, "vol collapse AND wick ≥ " + str.tostring(exhaust_wick,"#.#") + "× body", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 0, 19, "Vol Base", bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 1, 19, str.tostring(vol_base,format.volume), bgcolor=BG, text_color=wht, text_size=size.small)
    table.cell(dash, 2, 19, str.tostring(vol_len) + "-bar EMA", bgcolor=BG, text_color=wht, text_size=size.small)