Gamma Levels v3 Auto

//@version=6
// Gamma Levels v3 (Auto) [KruegerAlgorithms] - AUTO-GENERIERT von build_seed.py (NICHT editieren)
// STRUKTUR-Karte (7-45 DTE) = dicke Linien | NAH-Karte (0-5 DTE) = gepunktet = Tageswetter/Pinning
// v3: Vanna/Charm-Strikes + VIX-Regime im Label (Kontext, unvalidiert - kein Signal).
// Template ist bewusst reines ASCII (die .bat-Rituale kopieren via `clip` = ANSI).
// Taeglich VOR US-Open: `python build_seed.py` -> Datei komplett in den Pine-Editor -> Save.
indicator("Gamma Levels v3 (Auto) [KruegerAlgorithms]", overlay = true)

// ===== TAGES-LEVEL in INDEX-PUNKTEN (auto-generiert 2026-07-15) =====
NQ_FLIP = 29376.03
NQ_CW = 30012.82
NQ_PW = 28984.98
NQ_CW2 = 30259.50
NQ_PW2 = 28779.42
NQ_NCW = 29807.25
NQ_NPW = 30218.39
NQ_NF = 29623.73
NQ_MP = 29519.46
NQ_SPOT = 29740.24
NQ_EM = 429.22
NQ_VAN = 91.25
NQ_VANK = 30259.50
NQ_CHM = -63.58
NQ_CHMK = 30259.50
DOW_FLIP = 51733.75
DOW_CW = 53068.14
DOW_PW = 51065.57
DOW_CW2 = 52567.50
DOW_PW2 = 51666.34
DOW_NCW = 53068.14
DOW_NPW = 52367.24
DOW_NF = 52331.73
DOW_MP = 52267.11
DOW_SPOT = 52669.63
DOW_EM = 433.56
DOW_VAN = 5.36
DOW_VANK = 53068.14
DOW_CHM = -2.45
DOW_CHMK = 53068.14
GOLD_FLIP = 4119.58
GOLD_CW = 4160.60
GOLD_PW = 4040.47
GOLD_CW2 = 4062.31
GOLD_PW2 = 4368.08
GOLD_NCW = 4051.39
GOLD_NPW = 4040.47
GOLD_NF = 4097.19
GOLD_MP = 4149.68
GOLD_SPOT = 4065.70
GOLD_EM = 60.28
GOLD_VAN = -7.85
GOLD_VANK = 4368.08
GOLD_CHM = 4.13
GOLD_CHMK = 4368.08
DAX_FLIP = 25066.04
DAX_CW = 26000.00
DAX_PW = 24000.00
DAX_CW2 = 25400.00
DAX_PW2 = 24500.00
DAX_NCW = 25250.00
DAX_NPW = 24700.00
DAX_NF = 24969.12
DAX_MP = 25000.00
DAX_SPOT = 25147.03
DAX_EM = 227.92
DAX_VAN = 121.71
DAX_VANK = 26000.00
DAX_CHM = -61.95
DAX_CHMK = 24000.00
FTSE_FLIP = 0.00
FTSE_CW = 0.00
FTSE_PW = 0.00
FTSE_CW2 = 0.00
FTSE_PW2 = 0.00
FTSE_NCW = 0.00
FTSE_NPW = 0.00
FTSE_NF = 0.00
FTSE_MP = 0.00
FTSE_SPOT = 0.00
FTSE_EM = 0.00
FTSE_VAN = 0.00
FTSE_VANK = 0.00
FTSE_CHM = 0.00
FTSE_CHMK = 0.00
LEV_DATE = "2026-07-15"
LEV_Y = 2026
LEV_M = 7
LEV_D = 15
// ==================================================================

idx        = input.string("Auto", "Index", options = ["Auto", "NQ", "DOW", "GOLD", "DAX", "FTSE"])
offset     = input.float(0.0, "Manueller Offset (Punkte, Broker-Basis)")
neutralPct = input.float(0.3, "Flip-Zone (+/- %)", minval = 0.05, step = 0.05)
showReg    = input.bool(true, "Regime-Hintergrund (gruen/rot/grau)")

grpS = "STRUKTUR-Karte (7-45 DTE) - stabile Tageslinien"
showFlip = input.bool(true,  "FLIP - gelb, dick",                        group = grpS)
showCW   = input.bool(true,  "CALL-WALL - rot, dick",                    group = grpS)
showPW   = input.bool(true,  "PUT-WALL - gruen, dick",                   group = grpS)
showCW2  = input.bool(true,  "CALL-WALL 2 (Strike-Regal) - rot, gestrichelt",   group = grpS)
showPW2  = input.bool(true,  "PUT-WALL 2 (Strike-Regal) - gruen, gestrichelt",  group = grpS)

grpN = "NAH-Karte (0-5 DTE) - 0DTE-Tageswetter/Pinning"
showNCW  = input.bool(true,  "0DTE CALL-WALL - orange, gepunktet",       group = grpN)
showNPW  = input.bool(true,  "0DTE PUT-WALL - tuerkis, gepunktet",       group = grpN)
showNF   = input.bool(false, "0DTE FLIP - gelb, gepunktet",              group = grpN)

grpX = "Sonstiges"
showEM   = input.bool(true,  "EXPECTED MOVE +/-1 Tag - blau, gepunktet", group = grpX)
showMP   = input.bool(false, "MAX PAIN - grau, gepunktet",               group = grpX)

grpV = "FLOW & VIX (Kontext, unvalidiert - kein Trade-Signal)"
showVanna = input.bool(true,  "VANNA-Strike - violett, gepunktet",       group = grpV)
showCharm = input.bool(true,  "CHARM-Strike - aqua, gepunktet",          group = grpV)
showVix   = input.bool(true,  "VIX-Regime im Label (CBOE:VIX)",          group = grpV)

t = str.upper(syminfo.ticker)
detect() =>
    r = "NONE"
    if str.contains(t,"NAS") or str.contains(t,"US100") or str.contains(t,"USTEC") or str.contains(t,"NDX") or str.contains(t,"USTECH")
        r := "NQ"
    else if str.contains(t,"US30") or str.contains(t,"WS30") or str.contains(t,"DJ") or str.contains(t,"DOW")
        r := "DOW"
    else if str.contains(t,"XAU") or str.contains(t,"GOLD")
        r := "GOLD"
    else if str.contains(t,"GER") or str.contains(t,"DAX") or str.contains(t,"DE40") or str.contains(t,"DE30")
        r := "DAX"
    else if str.contains(t,"UK100") or str.contains(t,"FTSE")
        r := "FTSE"
    r
sel = idx == "Auto" ? detect() : idx

pick(nq, dw, gd, dx, ft) => sel == "NQ" ? nq : sel == "DOW" ? dw : sel == "GOLD" ? gd : sel == "DAX" ? dx : sel == "FTSE" ? ft : 0.0
off(x) => x > 0 ? x + offset : x

flip  = off(pick(NQ_FLIP, DOW_FLIP, GOLD_FLIP, DAX_FLIP, FTSE_FLIP))
cw    = off(pick(NQ_CW,   DOW_CW,   GOLD_CW,   DAX_CW,   FTSE_CW))
pw    = off(pick(NQ_PW,   DOW_PW,   GOLD_PW,   DAX_PW,   FTSE_PW))
cw2   = off(pick(NQ_CW2,  DOW_CW2,  GOLD_CW2,  DAX_CW2,  FTSE_CW2))
pw2   = off(pick(NQ_PW2,  DOW_PW2,  GOLD_PW2,  DAX_PW2,  FTSE_PW2))
ncw   = off(pick(NQ_NCW,  DOW_NCW,  GOLD_NCW,  DAX_NCW,  FTSE_NCW))
npw   = off(pick(NQ_NPW,  DOW_NPW,  GOLD_NPW,  DAX_NPW,  FTSE_NPW))
nflip = off(pick(NQ_NF,   DOW_NF,   GOLD_NF,   DAX_NF,   FTSE_NF))
mp    = off(pick(NQ_MP,   DOW_MP,   GOLD_MP,   DAX_MP,   FTSE_MP))
spotL = pick(NQ_SPOT, DOW_SPOT, GOLD_SPOT, DAX_SPOT, FTSE_SPOT)
em    = pick(NQ_EM,   DOW_EM,   GOLD_EM,   DAX_EM,   FTSE_EM)
van   = pick(NQ_VAN,  DOW_VAN,  GOLD_VAN,  DAX_VAN,  FTSE_VAN)     // Mio USD, Vorzeichen = Dealer-Konvention
vank  = off(pick(NQ_VANK, DOW_VANK, GOLD_VANK, DAX_VANK, FTSE_VANK))
chm   = pick(NQ_CHM,  DOW_CHM,  GOLD_CHM,  DAX_CHM,  FTSE_CHM)
chmk  = off(pick(NQ_CHMK, DOW_CHMK, GOLD_CHMK, DAX_CHMK, FTSE_CHMK))

// ---- VIX-Regime (gestriger Daily-Close = bestaetigt, kein Repaint) ----
// Tertile relativ zu den letzten 250 Handelstagen; Tilt nach validiertem Befund:
// hoch/steigend -> Entscheidungstag (Trend ODER Whipsaw), niedrig/fallend -> Chop.
[vix1, vix2, vp33, vp67] = request.security("CBOE:VIX", "D",
     [close[1], close[2],
      ta.percentile_linear_interpolation(close[1], 250, 33.333),
      ta.percentile_linear_interpolation(close[1], 250, 66.667)],
     ignore_invalid_symbol = true)
vixReg  = na(vix1) or na(vp33) ? "n/a" : vix1 <= vp33 ? "NIEDRIG" : vix1 >= vp67 ? "HOCH" : "MITTEL"
vixDir  = na(vix1) or na(vix2) ? "" : vix1 > vix2 + 0.05 ? "steigt" : vix1 < vix2 - 0.05 ? "faellt" : "flach"
vixTilt = vixReg == "n/a" ? "" :
     (vixReg == "HOCH" or vixDir == "steigt") ? "Entscheidungs-Tilt (Trend/Whipsaw, wenig Chop)" :
     (vixReg == "NIEDRIG" and vixDir != "steigt") ? "Chop-Tilt" : "neutral"

distPct = flip > 0 ? (close - flip) / flip * 100 : na
reg = flip <= 0 ? -99 : math.abs(distPct) < neutralPct ? 0 : distPct > 0 ? 1 : -1
bgcolor(showReg and reg != -99 ? (reg == 1 ? color.new(color.green, 93) : reg == -1 ? color.new(color.red, 93) : color.new(color.gray, 90)) : na)

levTime = timestamp("GMT", LEV_Y, LEV_M, LEV_D, 23, 59)
isStale = (timenow - levTime) > 1000 * 60 * 60 * 36

var line  lF = na, var line lC = na, var line lP = na, var line lC2 = na, var line lP2 = na
var line  lNC = na, var line lNP = na, var line lNF = na, var line lM = na
var line  lE1 = na, var line lE2 = na
var line  lVA = na, var line lCH = na
var label lab = na
if barstate.islast
    line.delete(lF), line.delete(lC), line.delete(lP), line.delete(lC2), line.delete(lP2)
    line.delete(lNC), line.delete(lNP), line.delete(lNF), line.delete(lM)
    line.delete(lE1), line.delete(lE2)
    line.delete(lVA), line.delete(lCH)
    label.delete(lab)
    x1 = bar_index - 400
    if showFlip and flip > 0
        lF := line.new(x1, flip, bar_index, flip, color = color.yellow, width = 2, extend = extend.right)
    if showCW and cw > 0
        lC := line.new(x1, cw, bar_index, cw, color = color.red, width = 2, extend = extend.right)
    if showPW and pw > 0
        lP := line.new(x1, pw, bar_index, pw, color = color.green, width = 2, extend = extend.right)
    if showCW2 and cw2 > 0
        lC2 := line.new(x1, cw2, bar_index, cw2, color = color.new(color.red, 45), width = 1, extend = extend.right, style = line.style_dashed)
    if showPW2 and pw2 > 0
        lP2 := line.new(x1, pw2, bar_index, pw2, color = color.new(color.green, 45), width = 1, extend = extend.right, style = line.style_dashed)
    if showNCW and ncw > 0
        lNC := line.new(x1, ncw, bar_index, ncw, color = color.orange, width = 1, extend = extend.right, style = line.style_dotted)
    if showNPW and npw > 0
        lNP := line.new(x1, npw, bar_index, npw, color = color.teal, width = 1, extend = extend.right, style = line.style_dotted)
    if showNF and nflip > 0
        lNF := line.new(x1, nflip, bar_index, nflip, color = color.new(color.yellow, 35), width = 1, extend = extend.right, style = line.style_dotted)
    if showMP and mp > 0
        lM := line.new(x1, mp, bar_index, mp, color = color.gray, width = 1, extend = extend.right, style = line.style_dotted)
    if showEM and em > 0 and spotL > 0
        lE1 := line.new(x1, spotL + em + offset, bar_index, spotL + em + offset, color = color.new(color.blue, 55), width = 1, extend = extend.right, style = line.style_dotted)
        lE2 := line.new(x1, spotL - em + offset, bar_index, spotL - em + offset, color = color.new(color.blue, 55), width = 1, extend = extend.right, style = line.style_dotted)
    if showVanna and vank > 0
        lVA := line.new(x1, vank, bar_index, vank, color = color.new(color.purple, 40), width = 1, extend = extend.right, style = line.style_dotted)
    if showCharm and chmk > 0
        lCH := line.new(x1, chmk, bar_index, chmk, color = color.new(color.aqua, 45), width = 1, extend = extend.right, style = line.style_dotted)
    regTxt = reg == 1 ? "LONG-GAMMA (Pin/Reversion)" : reg == -1 ? "SHORT-GAMMA (Trend/Amplify)" : reg == 0 ? "FLIP-ZONE (kein Signal)" : "keine Daten"
    flowTxt = (van != 0.0 or chm != 0.0) ?
         "\nVanna " + (van > 0 ? "+" : "") + str.tostring(van, "#.#") + "M (Vol-runter=" + (van > 0 ? "KAUF" : "Verkauf") + ")" + (vank > 0 ? " @" + str.tostring(vank, format.mintick) : "") +
         "  |  Charm " + (chm > 0 ? "+" : "") + str.tostring(chm, "#.#") + "M (" + (chm > 0 ? "Zeit=Kauf-Stuetze" : "Zeit=Verkauf-Druck") + ")" + (chmk > 0 ? " @" + str.tostring(chmk, format.mintick) : "") : ""
    vixTxt = showVix and vixReg != "n/a" ?
         "\nVIX " + str.tostring(vix1, "#.##") + " (" + vixReg + ", " + vixDir + ") -> " + vixTilt : ""
    txt = sel + " - " + regTxt + (flip > 0 ? "  Flip " + str.tostring(flip, format.mintick) + " (" + str.tostring(distPct, "#.##") + "%)" : "") + flowTxt + vixTxt + "\nLevel vom " + LEV_DATE + (isStale ? "  !! VERALTET - build_seed laufen lassen !!" : "")
    lab := label.new(bar_index, high, txt, style = label.style_label_left, color = isStale ? color.new(color.orange, 10) : reg == 1 ? color.new(color.green, 25) : reg == -1 ? color.new(color.red, 25) : color.new(color.gray, 25), textcolor = color.white, size = size.small)

// ===== ALERTS (im Alert-Dialog auswaehlbar) =====
alertcondition(ta.crossover(close, flip),  "Gamma: Flip-Cross UP",   "Spot kreuzt Gamma-Flip nach OBEN -> Richtung Long-Gamma/Pinning")
alertcondition(ta.crossunder(close, flip), "Gamma: Flip-Cross DOWN", "Spot kreuzt Gamma-Flip nach UNTEN -> Short-Gamma/Amplify")
alertcondition(ta.crossunder(close, pw),   "Gamma: Put-Wall BRUCH",  "Put-Wall gebrochen -> Falltuer offen (Amplify-Risiko)")
alertcondition(ta.crossover(close, pw),    "Gamma: Put-Wall RECLAIM", "Put-Wall von unten zurueckerobert -> Umkehr-Signatur (Dealer-Rueckkaeufe)")
alertcondition(ta.crossover(close, cw),    "Gamma: Call-Wall Break UP", "Call-Wall ueberschritten -> meist Magnet/Pin, selten Anschluss")