DMS v2 Breadth Dispersion

//@version=5
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AssetWhisper — https://assetwhisper.com/indicators/
// ============================================================================
//  DMS v2 — Breadth Dispersion (cap-weight vs equal-weight)
//  Idea: cuando el índice ponderado por capitalización sube pero su versión
//  equiponderada no acompaña, la subida la sostienen pocos valores (amplitud
//  estrecha): contexto frágil. El log-ratio EW/CW y su momentum miden la amplitud;
//  su z-score y percentil detectan extremos; las divergencias con el precio del
//  índice avisan de techos/suelos frágiles y los "thrusts" de amplitud confirman
//  giros. Es un panel de mercado: no depende del símbolo del gráfico.
//  Pares útiles: SPY/RSP, QQQ/QQEW, IWM/EWRS, o cualquier índice vs su equal-weight.
// ============================================================================
indicator("DMS v2 — Breadth Dispersion", shorttitle="DMS v2", overlay=false)

cwSym    = input.symbol("AMEX:SPY", "Cap-weighted index")
ewSym    = input.symbol("AMEX:RSP", "Equal-weighted index")
momLen   = input.int(20, "Ratio momentum (bars)", minval=5, maxval=120)
zLen     = input.int(100, "Z-score lookback", minval=30, maxval=500)
rankLen  = input.int(252, "Percentile lookback", minval=50, maxval=1000)
divLen   = input.int(20, "Divergence lookback", minval=10, maxval=100)
thrustTh = input.float(2.0, "Breadth thrust (% relative)", minval=0.5, maxval=10, step=0.5)

// === DATOS ===
cw = request.security(cwSym, timeframe.period, close, ignore_invalid_symbol=true)
ew = request.security(ewSym, timeframe.period, close, ignore_invalid_symbol=true)
dataOk = not na(cw) and not na(ew) and cw > 0 and ew > 0
ratio  = dataOk ? math.log(ew / cw) : na

// === AMPLITUD ===
ratioMom  = (ratio - ratio[momLen]) * 100          // % de rendimiento relativo EW vs CW
ratioMomS = ta.ema(ratioMom, 3)
zSd    = ta.stdev(ratioMom, zLen)
zRatio = zSd > 0 ? (ratioMom - ta.sma(ratioMom, zLen)) / zSd : 0.0
rankRatio = ta.percentrank(ratioMom, rankLen)
ratioFast = ta.ema(ratio, 20)
ratioSlow = ta.ema(ratio, 50)
breadthTrendUp = ratioFast > ratioSlow

// === DIVERGENCIAS Y THRUSTS ===
cwAtHigh    = cw >= ta.highest(cw, divLen)
cwAtLow     = cw <= ta.lowest(cw, divLen)
ratioAtHigh = ratio >= ta.highest(ratio, divLen)
ratioAtLow  = ratio <= ta.lowest(ratio, divLen)
bearDiv  = cwAtHigh and not ratioAtHigh and ratioMomS < 0      // índice en máximos con amplitud cayendo
bullDiv  = cwAtLow and not ratioAtLow and ratioMomS > 0        // índice en mínimos con amplitud mejorando
thrustUp = ta.crossover(ratioMomS, thrustTh)
thrustDn = ta.crossunder(ratioMomS, -thrustTh)
regime   = rankRatio >= 80 ? 1 : rankRatio <= 20 ? -1 : 0     // 1 = amplitud expandiéndose, -1 = concentración

regimeLabel = regime == 1 ? "BROAD (EW leads)" : regime == -1 ? "NARROW (CW leads)" : "NORMAL"
regimeColor = regime == 1 ? color.green : regime == -1 ? color.red : color.gray

// === VISUAL ===
hline(0, "Zero", color=color.gray)
hline(thrustTh, "Thrust +", color=color.new(color.green, 60), linestyle=hline.style_dashed)
hline(-thrustTh, "Thrust -", color=color.new(color.red, 60), linestyle=hline.style_dashed)
plot(ratioMomS, "EW-CW relative momentum %", style=plot.style_columns, color=ratioMomS >= 0 ? color.new(color.green, 40) : color.new(color.red, 40))
plot(zRatio, "Z-score", color=color.new(color.orange, 30), linewidth=2)
bgcolor(regime == 1 ? color.new(color.green, 93) : regime == -1 ? color.new(color.red, 93) : na, title="Breadth regime")
plotshape(bearDiv, "Bearish breadth divergence", style=shape.triangledown, location=location.top, color=color.red, size=size.small, text="DIV")
plotshape(bullDiv, "Bullish breadth divergence", style=shape.triangleup, location=location.bottom, color=color.green, size=size.small, text="DIV")
plotshape(thrustUp, "Breadth thrust up", style=shape.diamond, location=location.bottom, color=color.lime, size=size.tiny)
plotshape(thrustDn, "Breadth thrust down", style=shape.diamond, location=location.top, color=color.maroon, size=size.tiny)
plot(regime, "DMS regime (export: 1 broad / -1 narrow)", display=display.none)
plot(zRatio, "DMS z (export)", display=display.none)

var table t = table.new(position.top_right, 2, 8, bgcolor=color.new(color.black, 60))
table.cell(t, 0, 0, "BREADTH", text_color=color.white, text_size=size.small)
table.cell(t, 1, 0, dataOk ? regimeLabel : "NO DATA", bgcolor=color.new(regimeColor, 30), text_color=color.white, text_size=size.small)
table.cell(t, 0, 1, "Pair", text_color=color.white, text_size=size.small)
table.cell(t, 1, 1, ewSym + " / " + cwSym, text_color=color.gray, text_size=size.small)
table.cell(t, 0, 2, "Rel. momentum", text_color=color.white, text_size=size.small)
table.cell(t, 1, 2, str.tostring(ratioMomS, "#.##") + "% (" + str.tostring(momLen) + "b)", text_color=ratioMomS >= 0 ? color.lime : color.red, text_size=size.small)
table.cell(t, 0, 3, "Z-score", text_color=color.white, text_size=size.small)
table.cell(t, 1, 3, str.tostring(zRatio, "#.##"), text_color=math.abs(zRatio) > 2 ? color.orange : color.white, text_size=size.small)
table.cell(t, 0, 4, "Percentile", text_color=color.white, text_size=size.small)
table.cell(t, 1, 4, str.tostring(rankRatio, "#") + "%", text_color=regimeColor, text_size=size.small)
table.cell(t, 0, 5, "Ratio trend", text_color=color.white, text_size=size.small)
table.cell(t, 1, 5, breadthTrendUp ? "EW gaining" : "CW gaining", text_color=breadthTrendUp ? color.lime : color.red, text_size=size.small)
table.cell(t, 0, 6, "Signal", text_color=color.white, text_size=size.small)
table.cell(t, 1, 6, bearDiv ? "BEARISH DIV" : bullDiv ? "BULLISH DIV" : thrustUp ? "THRUST UP" : thrustDn ? "THRUST DOWN" : "-", text_color=bearDiv or thrustDn ? color.red : bullDiv or thrustUp ? color.lime : color.gray, text_size=size.small)
table.cell(t, 0, 7, "Read", text_color=color.white, text_size=size.small)
table.cell(t, 1, 7, regime == -1 ? "Rally fragile" : regime == 1 ? "Rally supported" : "Neutral", text_color=regimeColor, text_size=size.small)

// === ALERTAS ===
alertcondition(bearDiv, "DMS Bearish divergence", "DMS v2: index at highs while breadth deteriorates")
alertcondition(bullDiv, "DMS Bullish divergence", "DMS v2: index at lows while breadth improves")
alertcondition(thrustUp, "DMS Breadth thrust up", "DMS v2: equal-weight leading strongly")
alertcondition(thrustDn, "DMS Breadth thrust down", "DMS v2: equal-weight lagging strongly")
alertcondition(regime != regime[1], "DMS Regime change", "DMS v2: breadth regime changed")