Directional Flow Oscillator

//@version=5
indicator("Directional Flow Oscillator", overlay=false)

// Inputs
rsiPeriod = input(14, "RSI Period")
emaPeriod = input(13, "EMA Period")
maPeriod = input(30, "MA Period")
vwapSource = input(hlc3, "VWAP Source")

// 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
[upVolumes, dnVolumes] = request.security_lower_tf(syminfo.tickerid, "1", [volume, volume])
float totalUpVolume = nz(upVolumes.sum())
float totalDnVolume = nz(dnVolumes.sum())
float maxUpVolume = nz(upVolumes.max())
float maxDnVolume = nz(dnVolumes.min())
float totalVolume = totalUpVolume - totalDnVolume
float delta = totalUpVolume + totalDnVolume
float deltaPct = delta / totalVolume
var float cvd = 0.0
cvd := cvd + delta

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

// VWAP
vwap = ta.vwap(vwapSource)

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

// Momentum component
momentumLength = 100
momentumMin = ta.lowest(compIndex, momentumLength)
momentumMax = ta.highest(compIndex, momentumLength)
momentumValue = (compIndex - momentumMin) / (momentumMax - momentumMin) * 100
momentumDelta = momentumValue - momentumValue[3]
momentumComponent = momentumValue + momentumDelta

// Volume component
volumeLength = 100
volumeMin = ta.lowest(cvd, volumeLength)
volumeMax = ta.highest(cvd, volumeLength)
volumeValue = (cvd - volumeMin) / (volumeMax - volumeMin) * 100
volumeDelta = volumeValue - volumeValue[3]
volumeComponent = volumeValue + volumeDelta

// Price component
priceLength = 100
priceMin = ta.lowest(low, priceLength)
priceMax = ta.highest(high, priceLength)
priceValue = (close - priceMin) / (priceMax - priceMin) * 100
priceDelta = priceValue - priceValue[3]
priceComponent = priceValue + priceDelta

// Trend component
trendLength = 100
trendMin = ta.lowest((ema13 - ma30) / ma30, trendLength)
trendMax = ta.highest((ema13 - ma30) / ma30, trendLength)
trendValue = ((ema13 - ma30) / ma30 - trendMin) / (trendMax - trendMin) * 100
trendDelta = trendValue - trendValue[3]
trendComponent = trendValue + trendDelta

// Combine components
directionalFlowOscillator = (momentumComponent + volumeComponent + priceComponent + trendComponent + rvi) / 5

// Plot the oscillator and moving averages
plot(directionalFlowOscillator, color=color.rgb(166, 232, 247), linewidth=3)
plot(ta.sma(directionalFlowOscillator, 13), color=color.rgb(255, 225, 0), linewidth=2)
plot(ta.sma(directionalFlowOscillator, 33), color=color.rgb(186, 19, 19), linewidth=2)

// 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

atrl = ta.atr(14)

// Check and plot each condition separately
// Momentum Conditions
plotCondition(directionalFlowOscillator, momentumComponent > 50, "Momentum: Bullish", "Momentum: Bearish", atrl*3.5)

// Volume Conditions
plotCondition(directionalFlowOscillator, volumeComponent > 50, "Volume: Bullish", "Volume: Bearish", atrl*3)

// Price Conditions
plotCondition(directionalFlowOscillator, priceComponent > 50, "Price: Bullish", "Price: Bearish", atrl*2.5)

// Trend Conditions
plotCondition(directionalFlowOscillator, trendComponent > 50, "Trend: Bullish", "Trend: Bearish", atrl*2)

// Define bullish or bearish conditions based on the oscillator
bullishCondition = ta.crossover(directionalFlowOscillator, ta.sma(directionalFlowOscillator, 13))
bearishCondition = ta.crossunder(directionalFlowOscillator, ta.sma(directionalFlowOscillator, 13))

// Assuming the overlay is true and you want to color the chart background:
bgcolor(bullishCondition ? color.new(color.green, 90) : na, title="Bullish Background", offset=-1)
bgcolor(bearishCondition ? color.new(color.red, 90) : na, title="Bearish Background", offset=-1)