Hyper Flow Indicator

// 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
indicator("Hyper Flow Indicator", overlay=false)

// Constants
MS_IN_MIN = 60 * 1000
MS_IN_HOUR = MS_IN_MIN * 60
MS_IN_DAY = MS_IN_HOUR * 24

// Inputs
rsiPeriod = input.int(14, "RSI Period")
emaPeriod = input.int(15, "EMA Period")
maPeriod = input.int(32, "MA Period")
vwapPeriod = input.int(10, "VWAP Period")
vwapBandMultiplier = input.float(0.5, "VWAP Band Multiplier")
tprInput = input.int(8, "VRVP Ticks Per Row")
cvdPersistencePeriods = input.int(4, "CVD Persistence Periods")
starcBandMultiplier = input.float(2.0, "Starc Band Multiplier")
compRsiUpperThreshold = input.int(110, "Composite RSI Upper Threshold")
compRsiLowerThreshold = input.int(18, "Composite RSI Lower Threshold")

// Timeframe conversion
htfStep() =>
    tfInMs = timeframe.in_seconds() * 1000
    string result = na
    if tfInMs <= MS_IN_MIN
        result := "60"
    else if tfInMs < MS_IN_HOUR * 3
        result := "D"
    else if tfInMs <= MS_IN_HOUR * 12
        result := "W"
    else if tfInMs < MS_IN_DAY * 7
        result := "M"
    else
        result := "12M"
    result

higherTimeframe = htfStep()

// Calculations
rsiSource = close
rsiDelta = ta.rsi(rsiSource, rsiPeriod) - ta.rsi(rsiSource, rsiPeriod)[9]
rsiSma = ta.sma(ta.rsi(rsiSource, 3), 3)
compRsi = rsiDelta + rsiSma
starcBasis = ta.sma(compRsi, rsiPeriod)
starcDev = starcBandMultiplier * ta.stdev(compRsi, rsiPeriod)
starcUpper = starcBasis + starcDev
starcLower = starcBasis - starcDev
compRsiBottomed = compRsi < compRsi[1] and compRsi > starcLower
compRsiTopped = compRsi > compRsi[1] and compRsi < starcUpper
compRsiCrossingUp = ta.crossover(compRsi, starcLower)
compRsiCrossingDown = ta.crossunder(compRsi, starcUpper)

[compRsiHigher, _] = request.security(syminfo.tickerid, higherTimeframe, [compRsi, close], lookahead=barmerge.lookahead_on)
starcUpperHigher = ta.sma(compRsiHigher, rsiPeriod) + starcBandMultiplier * ta.stdev(compRsiHigher, rsiPeriod)
starcLowerHigher = ta.sma(compRsiHigher, rsiPeriod) - starcBandMultiplier * ta.stdev(compRsiHigher, rsiPeriod)
compRsiBottomedHigher = compRsiHigher < compRsiHigher[1] and compRsiHigher > starcLowerHigher
compRsiToppedHigher = compRsiHigher > compRsiHigher[1] and compRsiHigher < starcUpperHigher

// CVD calculations
[cvdUp, cvdDown] = request.security(syminfo.tickerid, timeframe.period, expression=[high, low], lookahead=barmerge.lookahead_on)
cvd = cvdUp - cvdDown
cvdStdev = ta.stdev(cvd, 20)
cvdBrightThreshold = cvdStdev * 2
cvdBright = (cvd > cvdBrightThreshold) or (cvd < -cvdBrightThreshold)
cvdPersistent = ta.barssince(not cvdBright) >= cvdPersistencePeriods

ema = ta.ema(close, emaPeriod)
ma = ta.sma(close, maPeriod)
emaBullish = ema > ma * 1.01
emaBearish = ema < ma * 0.99

[vwap, vwapUpper, vwapLower] = ta.vwap(hlc3, true, vwapBandMultiplier)

[poc, _, _] = request.security(syminfo.tickerid, timeframe.period, expression=[close, high, low], lookahead=barmerge.lookahead_on)
[totalVolume, _, _] = request.security(syminfo.tickerid, timeframe.period, expression=[volume, high, low], lookahead=barmerge.lookahead_on)
tpr = tprInput/syminfo.mintick
vrvpUpperBound = poc + tpr * 1.2
vrvpLowerBound = poc - tpr * 1.2

fpAbovePriceBuy = request.security(syminfo.tickerid, timeframe.period, high, lookahead=barmerge.lookahead_on)
fpAbovePriceSell = request.security(syminfo.tickerid, timeframe.period, low, lookahead=barmerge.lookahead_on)
fpBelowPriceBuy = request.security(syminfo.tickerid, timeframe.period, high, lookahead=barmerge.lookahead_on)
fpBelowPriceSell = request.security(syminfo.tickerid, timeframe.period, low, lookahead=barmerge.lookahead_on)
fpAbovePrice = fpAbovePriceBuy - fpAbovePriceSell
fpBelowPrice = fpBelowPriceBuy - fpBelowPriceSell
fpAbovePriceDecreasing = fpAbovePrice < fpAbovePrice[1]
fpBelowPriceDecreasing = fpBelowPrice > fpBelowPrice[1]

volumeMA = ta.sma(volume, 15)
volumeConfirmation = volume > volumeMA

maLong = ta.sma(close, 105)
maShort = ta.sma(close, 24)
maMedium = ta.sma(close, 50)
trendingUp = maShort > maMedium and maMedium > maLong
trendingDown = maShort < maMedium and maMedium < maLong

// Conditions
compRsiLongCondition = (compRsiBottomed and (compRsiCrossingUp or compRsi < compRsiUpperThreshold))
compRsiShortCondition = (compRsiTopped and compRsiCrossingDown) or compRsi > (compRsiLowerThreshold*4)
compRsiHigherLongCondition = compRsiBottomedHigher and compRsiHigher < (compRsiUpperThreshold*1.1)
compRsiHigherShortCondition = compRsiToppedHigher and compRsiHigher > (compRsiLowerThreshold*2.8)
compRsiMomentumLongCondition = compRsiLongCondition or (compRsiHigherLongCondition and (compRsi > 67)) or ((compRsi > rsiSma) and compRsi > 46)
compRsiMomentumShortCondition = compRsiShortCondition or compRsiHigherShortCondition
trendCondition = (trendingUp or emaBullish) or (trendingDown and emaBearish)
volumeCondition = (cvd > 0 and volumeConfirmation) or (volumeConfirmation and cvd < 0)
priceCondition = (close > (0.95* vwap)) or (close < 0.7*vwap)

// ATR
atrl = ta.atr(14)

// Momentum component
momentumMin = 0
momentumMax = 100
momentumValue = (compRsi - momentumMin) / (momentumMax - momentumMin) * 100
momentumDelta = momentumValue - momentumValue[9]
momentumComponent = momentumValue + momentumDelta

// Volume component
volumeMin = -cvdBrightThreshold
volumeMax = cvdBrightThreshold
volumeValue = (cvd - volumeMin) / (volumeMax - volumeMin) * 100
volumeDelta = volumeValue - volumeValue[9]
volumeComponent = volumeValue + volumeDelta

// Price component
priceMin = low
priceMax = high
priceValue = (close - priceMin) / (priceMax - priceMin) * 100
priceDelta = priceValue - priceValue[9]
priceComponent = priceValue + priceDelta

// Trend component
trendMin = -100
trendMax = 100
trendValue = ((maShort - maLong) / maLong - trendMin) / (trendMax - trendMin) * 100
trendDelta = trendValue - trendValue[9]
trendComponent = trendValue + trendDelta

// Combine components
compositeOscillator = (momentumComponent + volumeComponent + priceComponent + trendComponent) / 4

// Plot the oscillator and moving averages
plot(compositeOscillator, color=color.blue, linewidth=3)
plot(ta.sma(compositeOscillator, 13), color=color.yellow, linewidth=2)
plot(ta.sma(compositeOscillator, 33), color=color.red, linewidth=2)