Kernal Cipher

//@version=6
// ═══════════════════════════════════════════════════════════════════════════
//  KERNAL CIPHER — All-in-one overlay (merged 2026-09-20;
//  "Kernal Cipher 1" overlay + "Kernal Cipher 2" signal panel).
//  Companion: "Kernal Cipher Strategy" (backtest reference).
//  Trend (EMA stack + slope) · Supertrend · Regime · WaveTrend · StochRSI ·
//  regular + hidden divergence · RS vs SPY/QQQ · ATR stop/regime/targets ·
//  RVOL · rolling beta · setup classifier · virtual position.
//  2026-09-20 FEAR/GREED + VIX: the KC3-validated 7-component Fear/Greed gauge
//  and both decision gates (FG block, VIX calm) are wired into the overlay's
//  signal logic with identical math and defaults, so the overlay's signals,
//  targets and virtual position agree with what KC3 trades. Gauge value +
//  zone + VIX state on the dashboard; optional zone ribbon / background tint.
//  All filters are chart-timeframe native — works on any timeframe.
// ═══════════════════════════════════════════════════════════════════════════

indicator("Kernal Cipher", shorttitle="KC", overlay=true, max_lines_count=500)

GRP_T   = "01 · Trend"
GRP_ST  = "02 · Supertrend"
GRP_RG  = "03 · Regime"
GRP_WT  = "04 · WaveTrend"
GRP_SR  = "05 · StochRSI"
GRP_DV  = "06 · Divergence"
GRP_RS  = "07 · Relative Strength & Beta"
GRP_ATR = "08 · ATR / Volatility / Risk"
GRP_VL  = "09 · Volume"
GRP_SG  = "10 · Signals"
GRP_TG  = "11 · Profit Targets"
GRP_FG  = "12 · Fear & Greed"
GRP_DS  = "13 · Display"
GRP_WC  = "14 · White Candle Event"

// ── 01 Trend ──
emaFastLen = input.int(21, "EMA Fast", minval=2, group=GRP_T)
emaSlowLen = input.int(50, "EMA Slow", minval=3, group=GRP_T)
emaLongLen = input.int(200, "EMA Long / Regime", minval=20, group=GRP_T)
slopeLen = input.int(5, "EMA Slope Lookback", minval=1, group=GRP_T)
minSlopePct = input.float(0.05, "Minimum EMA Slope %", step=0.01, group=GRP_T)
htfTF = input.timeframe("D", "Higher Timeframe", group=GRP_T)

// ── 02 Supertrend ──
stLen  = input.int(10, "ATR Length", minval=1, group=GRP_ST)
stMult = input.float(3.0, "Multiplier", minval=0.1, step=0.1, group=GRP_ST)

// ── 03 Regime ──
adxLen = input.int(14, "ADX Length", minval=2, group=GRP_RG)
adxThresh = input.int(20, "ADX Minimum", minval=5, group=GRP_RG)
requireDiAlignment = input.bool(true, "Require DI Alignment", group=GRP_RG)

// ── 04 WaveTrend ──
wtN1 = input.int(10, "Channel Length", minval=1, group=GRP_WT)
wtN2 = input.int(21, "Average Length", minval=1, group=GRP_WT)

// ── 05 StochRSI ──
rsiLen = input.int(14, "RSI Length", minval=2, group=GRP_SR)
stochLen = input.int(14, "Stochastic Length", minval=2, group=GRP_SR)
smoothK = input.int(3, "Smooth K", minval=1, group=GRP_SR)
smoothD = input.int(3, "Smooth D", minval=1, group=GRP_SR)
stochLongMax = input.float(80, "Maximum K for Long Entry", minval=1, maxval=100, group=GRP_SR)
stochShortMin = input.float(20, "Minimum K for Short Entry", minval=0, maxval=99, group=GRP_SR)

// ── 06 Divergence ──
lbL = input.int(5, "Pivot Lookback Left", minval=1, group=GRP_DV)
lbR = input.int(5, "Pivot Lookback Right", minval=1, group=GRP_DV)
divMinBars = input.int(5, "Min Bars Between Pivots", minval=1, group=GRP_DV)
divMaxBars = input.int(60, "Max Bars Between Pivots", minval=2, group=GRP_DV)

// ── 07 RS & Beta ──
useRSFilter = input.bool(true, "Use Relative Strength Filter", group=GRP_RS)
bench1 = input.symbol("AMEX:SPY", "Primary Benchmark", group=GRP_RS)
bench2 = input.symbol("NASDAQ:QQQ", "Secondary Benchmark", group=GRP_RS)
rsLen = input.int(20, "RS Lookback", minval=2, group=GRP_RS)
rsLongMin = input.float(0.0, "Minimum RS % for Longs", step=0.1, group=GRP_RS)
rsShortMax = input.float(0.0, "Maximum RS % for Shorts", step=0.1, group=GRP_RS)
betaLen = input.int(60, "Beta Lookback", minval=10, group=GRP_RS)
betaMin = input.float(0.7, "Minimum Beta for Longs", minval=0, step=0.1, group=GRP_RS)
useBetaFilter = input.bool(false, "Require Minimum Beta for Longs", group=GRP_RS)

// ── 08 ATR ──
atrLen = input.int(14, "ATR Length", minval=1, group=GRP_ATR)
atrStopMult = input.float(2.0, "ATR Stop Multiplier", minval=0.5, step=0.1, group=GRP_ATR)
useTFStop = input.bool(true, "Timeframe-Aware Stop (0.75x intraday / 2.0x daily+)", group=GRP_ATR)
tfStopMult = input.float(0.75, "Intraday Stop Multiplier", minval=0.5, step=0.1, group=GRP_ATR)
stopMultEff = useTFStop and timeframe.isintraday ? tfStopMult : atrStopMult
atrRegimeLen = input.int(50, "ATR Regime Baseline", minval=5, group=GRP_ATR)
atrExpansionMin = input.float(0.80, "Min ATR / ATR Baseline", minval=0.1, step=0.05, group=GRP_ATR)
atrExpansionMax = input.float(3.00, "Max ATR / ATR Baseline", minval=0.5, step=0.1, group=GRP_ATR)
maxChaseATR = input.float(1.5, "Max Distance From Fast EMA (ATR)", minval=0.25, step=0.25, group=GRP_ATR)
showATRTarget = input.bool(true, "Show ATR Target", group=GRP_ATR)
rngMult = input.float(1.5, "EMA Range Multiplier", minval=0.1, step=0.1, group=GRP_ATR)
showBands = input.bool(true, "Show ATR Range Bands", group=GRP_ATR)

// ── 09 Volume ──
volLen = input.int(20, "Volume Baseline Length", minval=2, group=GRP_VL)
rvolMin = input.float(1.20, "Minimum RVOL", minval=0.1, step=0.05, group=GRP_VL)
rvolStrong = input.float(2.00, "Strong RVOL", minval=0.5, step=0.1, group=GRP_VL)
useVolFilter = input.bool(true, "Require Volume Confirmation", group=GRP_VL)

// ── 14 White Candle Event ──
useWhiteCandle = input.bool(true, "Paint White-Candle Event", group=GRP_WC, tooltip="Flags the candle white when total volume is slightly below average but buying dominates the tape and price range stretches beyond ATR.")
wcVolLow = input.float(0.70, "Volume Lower Bound (× avg)", minval=0.1, step=0.05, group=GRP_WC)
wcVolHigh = input.float(1.00, "Volume Upper Bound (× avg)", minval=0.5, step=0.05, group=GRP_WC)
wcBuyFrac = input.float(0.65, "Min Buy-Share Fraction", minval=0.5, maxval=1.0, step=0.05, group=GRP_WC, tooltip="Estimated share of volume on the buy side: (close-low)/(high-low).")
wcAtrMult = input.float(1.00, "Range Expansion (× ATR)", minval=0.25, step=0.25, group=GRP_WC)
wcMirror = input.bool(true, "Paint Sell-Side Mirror (black)", group=GRP_WC)

// ── 10 Signals (weighted: regime/EMA/ST count double; max score 12) ──
regimeWeight = input.int(2, "Regime Weight", minval=1, maxval=4, group=GRP_SG)
emaWeight = input.int(2, "EMA Weight", minval=1, maxval=4, group=GRP_SG)
stWeight = input.int(2, "Supertrend Weight", minval=1, maxval=4, group=GRP_SG)
slopeWeight = input.int(1, "Slope Weight", minval=0, maxval=3, group=GRP_SG)
wtWeight = input.int(1, "WaveTrend Weight", minval=0, maxval=3, group=GRP_SG)
srWeight = input.int(1, "StochRSI Weight", minval=0, maxval=3, group=GRP_SG)
divWeight = input.int(1, "Divergence Weight", minval=0, maxval=3, group=GRP_SG)
rsWeight = input.int(1, "Relative Strength Weight", minval=0, maxval=3, group=GRP_SG)
atrWeight = input.int(1, "ATR Weight", minval=0, maxval=3, group=GRP_SG)
longThresh = input.int(10, "Long Score Threshold", minval=1, maxval=20, group=GRP_SG)
shortThresh = input.int(10, "Short Score Threshold", minval=1, maxval=20, group=GRP_SG)
strongOffset = input.int(2, "Strong Signal Offset (score above threshold)", minval=1, maxval=5, group=GRP_SG)
cooldownBars = input.int(5, "Signal Cooldown Bars", minval=0, group=GRP_SG)
breakoutLookback = input.int(20, "Breakout Lookback", minval=5, group=GRP_SG)
longOnly = input.bool(false, "Long Signals Only", group=GRP_SG)

// ── 11 Targets ──
showTargets = input.bool(true, "Show Profit Targets (1.5x / 2x / 3x ATR)", group=GRP_TG)
tgtBars = input.int(60, "Target Projection (bars)", minval=10, group=GRP_TG)

// ── 12 Fear/Greed gauge (identical math + defaults to KC3) ──
useFG = input.bool(true, "Show Fear/Greed Gauge", group=GRP_FG)
fgSymVIX = input.symbol("TVC:VIX", "VIX Symbol (volatility)", group=GRP_FG)
fgSymHYG = input.symbol("AMEX:HYG", "High-Yield Bond Symbol", group=GRP_FG)
fgSymIEF = input.symbol("AMEX:IEF", "Treasury Bond Symbol", group=GRP_FG)
fgZLen = input.int(252, "Normalization Window (bars)", minval=50, group=GRP_FG)
fgMomLen = input.int(125, "Momentum SMA Length", minval=20, group=GRP_FG)
fgVixLen = input.int(50, "VIX SMA Length", minval=10, group=GRP_FG)
fgRetLen = input.int(20, "Return / Breadth Window", minval=5, group=GRP_FG)
fgRangeLen = input.int(252, "Strength Range Length", minval=50, group=GRP_FG)
fgFear = input.int(24, "Extreme Fear Zone (≤)", minval=1, maxval=49, group=GRP_FG)
fgGreed = input.int(76, "Extreme Greed Zone (≥)", minval=51, maxval=99, group=GRP_FG)
fgW1 = input.float(1.0, "Weight: Market Momentum", minval=0, step=0.5, group=GRP_FG)
fgW2 = input.float(1.0, "Weight: Price Strength", minval=0, step=0.5, group=GRP_FG)
fgW3 = input.float(1.0, "Weight: Breadth", minval=0, step=0.5, group=GRP_FG)
fgW4 = input.float(1.0, "Weight: Put/Call Proxy", minval=0, step=0.5, group=GRP_FG)
fgW5 = input.float(1.0, "Weight: Junk Bonds", minval=0, step=0.5, group=GRP_FG)
fgW6 = input.float(1.0, "Weight: Volatility", minval=0, step=0.5, group=GRP_FG)
fgW7 = input.float(1.0, "Weight: Safe Haven", minval=0, step=0.5, group=GRP_FG)
useFGBlock = input.bool(true, "Block Entries Against Extreme Crowd", group=GRP_FG)
useFGConv = input.bool(false, "Fear/Greed Conviction Boost", group=GRP_FG)
useVIXCalm = input.bool(true, "Longs Only When VIX Calm (VIX < SMA)", group=GRP_FG)
vixCalmLen = input.int(50, "VIX Calm SMA Length", minval=10, group=GRP_FG)
useVIXPanic = input.bool(false, "Skip Entries on VIX Panic Spike", group=GRP_FG)
vixPanicPct = input.float(15.0, "VIX Panic Spike % (day-over-day)", minval=5, step=1, group=GRP_FG)

// ── 13 Display ──
showDash = input.bool(true, "Show Dashboard", group=GRP_DS)
showBg = input.bool(true, "Regime Background", group=GRP_DS)
showDiv = input.bool(true, "Show Divergence Markers", group=GRP_DS)
showFGRibbon = input.bool(true, "Show Fear/Greed Zone Ribbon", group=GRP_DS)
showFGTint = input.bool(false, "Fear/Greed Background Tint", group=GRP_DS)
showContract = input.bool(true, "Show Contract Strip (bottom-left fine print)", group=GRP_DS, tooltip="The decision contract: last signal, score vs trigger, and live gate state. Four rows, tiny text, bottom-left.")
dashStyleOpt = input.string("Upright Table", "Dashboard Style", options=["Upright Table", "Bottom Strip", "Far Left"], group=GRP_DS)
dashPosOpt = input.string("Top Right", "Dashboard Position", options=["Top Left", "Top Center", "Top Right", "Middle Left", "Middle Center", "Middle Right", "Bottom Left", "Bottom Center", "Bottom Right"], group=GRP_DS)
dashSizeOpt = input.string("Small", "Dashboard Text Size", options=["Tiny", "Small", "Normal", "Large"], group=GRP_DS)

dashPos = dashStyleOpt == "Far Left" ? position.middle_left : dashPosOpt == "Top Left" ? position.top_left : dashPosOpt == "Top Center" ? position.top_center : dashPosOpt == "Top Right" ? position.top_right : dashPosOpt == "Middle Left" ? position.middle_left : dashPosOpt == "Middle Center" ? position.middle_center : dashPosOpt == "Middle Right" ? position.middle_right : dashPosOpt == "Bottom Left" ? position.bottom_left : dashPosOpt == "Bottom Center" ? position.bottom_center : position.bottom_right
isStrip = dashStyleOpt == "Bottom Strip"
dashTxt = dashSizeOpt == "Tiny" ? size.tiny : dashSizeOpt == "Small" ? size.small : dashSizeOpt == "Normal" ? size.normal : size.large

// ═══ ENGINE ═══
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
emaLong = ta.ema(close, emaLongLen)
emaBull = emaFast > emaSlow
emaBear = emaFast < emaSlow
emaSlopePct = not na(emaFast[slopeLen]) and emaFast[slopeLen] != 0 ? ((emaFast - emaFast[slopeLen]) / emaFast[slopeLen]) * 100 : 0
slopeBull = emaSlopePct >= minSlopePct
slopeBear = emaSlopePct <= -minSlopePct

[stLine, stDir] = ta.supertrend(stMult, stLen)
stBull = not na(stDir) and stDir < 0
stBear = not na(stDir) and stDir > 0

[dmp, dmn, adxV] = ta.dmi(adxLen, adxLen)
bullReg = not na(emaLong) and not na(adxV) and not na(dmp) and not na(dmn) and close > emaLong and adxV >= adxThresh and (not requireDiAlignment or dmp > dmn)
bearReg = not na(emaLong) and not na(adxV) and not na(dmp) and not na(dmn) and close < emaLong and adxV >= adxThresh and (not requireDiAlignment or dmn > dmp)
rangeReg = not bullReg and not bearReg

ap = hlc3
esa = ta.ema(ap, wtN1)
dd = ta.ema(math.abs(ap - esa), wtN1)
ci = dd == 0 ? 0 : (ap - esa) / (0.015 * dd)
wt1 = ta.ema(ci, wtN2)
wt2 = ta.sma(wt1, 4)
wtBull = wt1 > wt2
wtBear = wt1 < wt2
wtBullCross = ta.crossover(wt1, wt2)
wtBearCross = ta.crossunder(wt1, wt2)

rsiV = ta.rsi(close, rsiLen)
k = ta.sma(ta.stoch(rsiV, rsiV, rsiV, stochLen), smoothK)
dSm = ta.sma(k, smoothD)
srBull = k > dSm
srBear = k < dSm
srBullCross = ta.crossover(k, dSm)
srBearCross = ta.crossunder(k, dSm)

// Divergence: regular + hidden (WaveTrend)
plFound = not na(ta.pivotlow(wt1, lbL, lbR))
phFound = not na(ta.pivothigh(wt1, lbL, lbR))
_inRange(cond) =>
    b = ta.barssince(cond)
    not na(b) and b >= divMinBars and b <= divMaxBars
inRangePl = _inRange(plFound[1])
inRangePh = _inRange(phFound[1])
prevPlO = ta.valuewhen(plFound, wt1[lbR], 1)
prevPlP = ta.valuewhen(plFound, low[lbR], 1)
prevPhO = ta.valuewhen(phFound, wt1[lbR], 1)
prevPhP = ta.valuewhen(phFound, high[lbR], 1)
curPlO = wt1[lbR]
curPlP = low[lbR]
curPhO = wt1[lbR]
curPhP = high[lbR]
validL = plFound and inRangePl and not na(prevPlO) and not na(prevPlP) and not na(curPlO) and not na(curPlP)
validH = phFound and inRangePh and not na(prevPhO) and not na(prevPhP) and not na(curPhO) and not na(curPhP)
bullDiv = validL and curPlO > prevPlO and curPlP < prevPlP
bearDiv = validH and curPhO < prevPhO and curPhP > prevPhP
hidBullDiv = validL and curPlO < prevPlO and curPlP > prevPlP
hidBearDiv = validH and curPhO > prevPhO and curPhP < prevPhP

// ATR / volatility
atrV = ta.atr(atrLen)
atrBaseline = ta.sma(atrV, atrRegimeLen)
atrRatio = not na(atrBaseline) and atrBaseline != 0 ? atrV / atrBaseline : 1.0
volatilityOK = atrRatio >= atrExpansionMin and atrRatio <= atrExpansionMax
atrBull = volatilityOK and close > emaFast
atrBear = volatilityOK and close < emaFast
distanceATR = atrV != 0 ? math.abs(close - emaFast) / atrV : 0
notChasing = distanceATR <= maxChaseATR

// ATR trailing stop
var float lStop = na
var float sStop = na
newL = close - atrV * stopMultEff
newS = close + atrV * stopMultEff
prevBull = bar_index > 0 and stBull[1]
prevBear = bar_index > 0 and stBear[1]
lStop := stBull and not prevBull ? newL : na(lStop[1]) ? newL : math.max(newL, lStop[1])
sStop := stBear and not prevBear ? newS : na(sStop[1]) ? newS : math.min(newS, sStop[1])
stopLine = stBull ? lStop : sStop
rngUp = emaSlow + atrV * rngMult
rngDn = emaSlow - atrV * rngMult

// RS vs SPY/QQQ
benchSPY = request.security(bench1, timeframe.period, close)
benchQQQ = request.security(bench2, timeframe.period, close)
assetReturn = close[rsLen] != 0 ? ((close / close[rsLen]) - 1) * 100 : na
spyReturn = benchSPY[rsLen] != 0 ? ((benchSPY / benchSPY[rsLen]) - 1) * 100 : na
qqqReturn = benchQQQ[rsLen] != 0 ? ((benchQQQ / benchQQQ[rsLen]) - 1) * 100 : na
rsSPY = assetReturn - spyReturn
rsQQQ = assetReturn - qqqReturn
rsBull = not na(rsSPY) and not na(rsQQQ) and rsSPY >= rsLongMin and rsQQQ >= rsLongMin
rsBear = not na(rsSPY) and not na(rsQQQ) and rsSPY <= rsShortMax and rsQQQ <= rsShortMax
rsLongOK = not useRSFilter or rsBull
rsShortOK = not useRSFilter or rsBear

// Rolling beta (log returns)
assetRet = math.log(close / close[1])
benchRet = math.log(benchSPY / benchSPY[1])
assetMean = ta.sma(assetRet, betaLen)
benchMean = ta.sma(benchRet, betaLen)
rollingCov = ta.sma(assetRet * benchRet, betaLen) - assetMean * benchMean
rollingVar = ta.sma(benchRet * benchRet, betaLen) - benchMean * benchMean
beta = rollingVar != 0 ? rollingCov / rollingVar : na
betaLongOK = not useBetaFilter or na(beta) or beta >= betaMin

// Higher-timeframe trend context (default: daily)
[htfC, htfE] = request.security(syminfo.tickerid, htfTF, [close, ta.ema(close, emaLongLen)])
htfBull = not na(htfC) and not na(htfE) and htfC > htfE
htfBear = not na(htfC) and not na(htfE) and htfC < htfE
htfState = htfBull ? 1 : htfBear ? -1 : 0

// Volume / RVOL
volBaseline = ta.sma(nz(volume, 0), volLen)
rvol = volBaseline > 0 ? nz(volume, 0) / volBaseline : 0
volOK = not useVolFilter or rvol >= rvolMin
volStrong = rvol >= rvolStrong

// ── White-candle event: light total volume, heavy buy-share, range beyond ATR ──
wcRng = high - low
wcBuyShare = wcRng > 0 ? (close - low) / wcRng : 0.5
wcVolRatio = volBaseline > 0 ? nz(volume, 0) / volBaseline : na
wcVolLight = not na(wcVolRatio) and wcVolRatio >= wcVolLow and wcVolRatio < wcVolHigh
wcExpand = not na(atrV) and atrV > 0 and wcRng > wcAtrMult * atrV
whiteCandle = useWhiteCandle and wcVolLight and wcExpand and close > open and wcBuyShare >= wcBuyFrac
blackCandle = useWhiteCandle and wcMirror and wcVolLight and wcExpand and close < open and (1 - wcBuyShare) >= wcBuyFrac
var int wcBar = na
var int bcBar = na
if whiteCandle
    wcBar := bar_index
if blackCandle
    bcBar := bar_index
barcolor(whiteCandle ? color.white : blackCandle ? color.black : na, title="White/Black Candle Event")

// ═══ WEIGHTED VOTES (max |12|) ═══
voteEMA = emaBull ? emaWeight : emaBear ? -emaWeight : 0
voteST = stBull ? stWeight : stBear ? -stWeight : 0
voteRegime = bullReg ? regimeWeight : bearReg ? -regimeWeight : 0
voteSlope = slopeBull ? slopeWeight : slopeBear ? -slopeWeight : 0
voteWT = wtBull ? wtWeight : wtBear ? -wtWeight : 0
voteSR = srBull ? srWeight : srBear ? -srWeight : 0
voteDiv = bullDiv or hidBullDiv ? divWeight : bearDiv or hidBearDiv ? -divWeight : 0
voteRS = rsBull ? rsWeight : rsBear ? -rsWeight : 0
voteATR = atrBull ? atrWeight : atrBear ? -atrWeight : 0
score = voteEMA + voteST + voteRegime + voteSlope + voteWT + voteSR + voteDiv + voteRS + voteATR
scoreSafe = nz(score, 0)

// ── QK Fear/Greed gauge: CNN 7-component methodology, chart data only ──
// Pine cannot fetch the CNN index over HTTP, so the gauge is rebuilt from
// market data. Construction mirrors CNN's published method (sources:
// investopedia.com/terms/f/fear-and-greed-index.asp and
// cnn.com/markets/fear-and-greed): 7 indicators, each scored 0-100, equally
// weighted (arithmetic mean), 50 = neutral. Normalization follows CNN's
// "how far they've veered from their average relative to how far they
// normally veer": z = (raw - trailing-window mean) / trailing-window stdev,
// score = 100 * Phi(z), inverted where high raw = fear. Zones: 0-24 Extreme
// Fear, 25-44 Fear, 45-55 Neutral, 56-75 Greed, 76-100 Extreme Greed.
// Calibrated for daily charts; market series are pulled on the daily
// timeframe regardless of chart timeframe.
mktD = request.security(bench1, "D", close)
fgZScore(raw) =>
    zm = ta.sma(raw, fgZLen)
    zs = ta.stdev(raw, fgZLen)
    not na(zm) and not na(zs) and zs != 0 ? (raw - zm) / zs : 0.0
// Abramowitz & Stegun 7.1.26 — erf to <1.5e-7 (Pine has no math.erf)
kcErf(x) =>
    a1  = 0.254829592
    a2  = -0.284496736
    a3  = 1.421413741
    a4  = -1.453152027
    a5  = 1.061405429
    p   = 0.3275911
    sgn = x < 0 ? -1.0 : 1.0
    ax  = math.abs(x)
    t   = 1.0 / (1.0 + p * ax)
    y   = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * math.exp(-ax * ax)
    sgn * y
fgPhi(z) =>
    0.5 * (1 + kcErf(z / 1.4142135623730951))

vixD = request.security(fgSymVIX, "D", close, barmerge.gaps_off, barmerge.lookahead_off)
hygD = request.security(fgSymHYG, "D", close, barmerge.gaps_off, barmerge.lookahead_off)
iefD = request.security(fgSymIEF, "D", close, barmerge.gaps_off, barmerge.lookahead_off)

// 1 · Market Momentum (CNN-exact): SPY vs its 125-day average
spySMA = ta.sma(mktD, fgMomLen)
fgR1 = not na(mktD) and not na(spySMA) and spySMA != 0 ? 100 * (mktD / spySMA - 1) : na
fgS1 = 100 * fgPhi(fgZScore(fgR1))
// 2 · Stock Price Strength (proxy for NYSE new highs minus new lows):
// where the close sits inside its 252-day high/low range, 0-100 as-is
hhR = ta.highest(high, fgRangeLen)
llR = ta.lowest(low, fgRangeLen)
fgR2 = not na(hhR) and not na(llR) and hhR != llR ? 100 * (close - llR) / (hhR - llR) : 50.0
fgS2 = math.max(0.0, math.min(100.0, fgR2))
// 3 · Stock Price Breadth (proxy for advancing/declining volume):
// share of 20-day volume printed on up days, z-scored
upV = close > close[1] ? nz(volume, 0) : 0.0
dnV = close < close[1] ? nz(volume, 0) : 0.0
upSum = math.sum(upV, fgRetLen)
dnSum = math.sum(dnV, fgRetLen)
fgR3 = upSum + dnSum > 0 ? upSum / (upSum + dnSum) : 0.5
fgS3 = 100 * fgPhi(fgZScore(fgR3))
// 4 · Put/Call proxy: distance from the 20-day high in ATRs.
// High hedging demand = fear, so the score is inverted.
hh20 = ta.highest(high, fgRetLen)
fgR4 = not na(hh20) and nz(atrV, 0) != 0 ? (hh20 - close) / nz(atrV, 0) : 0.0
fgS4 = 100 * (1 - fgPhi(fgZScore(fgR4)))
// 5 · Junk Bond Demand (real series): HYG 20-day return minus IEF 20-day return
rHYG = not na(hygD) and not na(hygD[fgRetLen]) and hygD[fgRetLen] != 0 ? hygD / hygD[fgRetLen] - 1 : na
rIEF = not na(iefD) and not na(iefD[fgRetLen]) and iefD[fgRetLen] != 0 ? iefD / iefD[fgRetLen] - 1 : na
fgR5 = not na(rHYG) and not na(rIEF) ? rHYG - rIEF : na
fgS5 = 100 * fgPhi(fgZScore(fgR5))
// 6 · Market Volatility (CNN-exact): VIX vs its 50-day average.
// High VIX = fear, so the score is inverted.
vixSMA = ta.sma(vixD, fgVixLen)
fgR6 = not na(vixD) and not na(vixSMA) and vixSMA != 0 ? vixD / vixSMA : na
fgS6 = 100 * (1 - fgPhi(fgZScore(fgR6)))
// VIX direct decision inputs (separate from the gauge component above)
vixCalmSMA = ta.sma(vixD, vixCalmLen)
vixCalm = not na(vixD) and not na(vixCalmSMA) and vixCalmSMA != 0 and vixD < vixCalmSMA
vixPanic = useVIXPanic and not na(vixD) and not na(vixD[1]) and vixD[1] != 0 and (vixD / vixD[1] - 1) * 100 > vixPanicPct
// 7 · Safe Haven Demand (real series): SPY 20-day return minus IEF 20-day return
rSPY = not na(mktD) and not na(mktD[fgRetLen]) and mktD[fgRetLen] != 0 ? mktD / mktD[fgRetLen] - 1 : na
fgR7 = not na(rSPY) and not na(rIEF) ? rSPY - rIEF : na
fgS7 = 100 * fgPhi(fgZScore(fgR7))

fgWSum = fgW1 + fgW2 + fgW3 + fgW4 + fgW5 + fgW6 + fgW7
fgGauge = fgWSum > 0 ? (fgW1 * fgS1 + fgW2 * fgS2 + fgW3 * fgS3 + fgW4 * fgS4 + fgW5 * fgS5 + fgW6 * fgS6 + fgW7 * fgS7) / fgWSum : 50.0
fgExtFear = fgGauge <= fgFear
fgExtGreed = fgGauge >= fgGreed
fgZoneTxt = fgExtFear ? "EXTREME FEAR" : fgExtGreed ? "EXTREME GREED" : fgGauge < 45 ? "FEAR" : fgGauge > 55 ? "GREED" : "NEUTRAL"

// ═══ SETUP CLASSIFICATION ═══
continuationLong = bullReg and emaBull and stBull and wtBull and srBull
continuationShort = bearReg and emaBear and stBear and wtBear and srBear
priorHigh = ta.highest(high[1], breakoutLookback)
priorLow = ta.lowest(low[1], breakoutLookback)
breakoutLong = close > priorHigh and volStrong and atrRatio > 1.0 and bullReg
breakoutShort = close < priorLow and volStrong and atrRatio > 1.0 and bearReg
reversalLong = bullDiv and (wtBullCross or srBullCross) and close > emaFast
reversalShort = bearDiv and (wtBearCross or srBearCross) and close < emaFast
setupText = breakoutLong ? "BREAKOUT LONG" : breakoutShort ? "BREAKOUT SHORT" : continuationLong ? "CONTINUATION LONG" : continuationShort ? "CONTINUATION SHORT" : reversalLong ? "REVERSAL LONG" : reversalShort ? "REVERSAL SHORT" : bullReg ? "BULL TREND" : bearReg ? "BEAR TREND" : "RANGE"

// ═══ SIGNAL GATES + COOLDOWN ═══
// ── Higher-timeframe alignment gate (non-repainting, backtest winner) ──
// HTF EMA21/EMA50 on the HTF chart's own closes, lookahead OFF: a bar only
// ever sees HTF values from fully confirmed HTF bars. Walk-forward PASS:
// V1 beat the shipped baseline on PF and expectancy in all 5 folds.
useHTFAlign = input.bool(true, "Require Higher-Timeframe Alignment", group=GRP_SG)
alignTF = input.timeframe("W", "Alignment Timeframe", group=GRP_SG)
alignClose = request.security(syminfo.tickerid, alignTF, close, lookahead=barmerge.lookahead_off)
alignEmaFast = ta.ema(alignClose, 21)
alignEmaSlow = ta.ema(alignClose, 50)
alignBull = not na(alignEmaFast) and not na(alignEmaSlow) and alignEmaFast > alignEmaSlow
alignBear = not na(alignEmaFast) and not na(alignEmaSlow) and alignEmaFast < alignEmaSlow
alignLongOK = not useHTFAlign or alignBull
alignShortOK = not useHTFAlign or alignBear

longGate = bullReg and not rangeReg and volOK and rsLongOK and betaLongOK and volatilityOK and notChasing and srBull and k < stochLongMax and alignLongOK
shortGate = bearReg and not rangeReg and volOK and rsShortOK and volatilityOK and notChasing and srBear and k > stochShortMin and not longOnly and alignShortOK
rawLong = scoreSafe >= longThresh and longGate
rawShort = scoreSafe <= -shortThresh and shortGate
var int lastSignalBar = na
cooldownOK = na(lastSignalBar) or bar_index - lastSignalBar > cooldownBars
newLong = barstate.isconfirmed and rawLong and not rawLong[1] and cooldownOK
newShort = barstate.isconfirmed and rawShort and not rawShort[1] and cooldownOK
if newLong or newShort
    lastSignalBar := bar_index

// ── Fear/Greed conviction ──
// FG1 (optional, tested neutral): at contrarian extremes a signal scoring
// within 1 point of strong is treated as strong sooner.
fgConvLong = useFGConv and newLong and fgExtFear and scoreSafe >= longThresh + strongOffset - 1
fgConvShort = useFGConv and newShort and fgExtGreed and scoreSafe <= -(shortThresh + strongOffset - 1)
strongLong = newLong and (scoreSafe >= longThresh + strongOffset or fgConvLong)
strongShort = newShort and (scoreSafe <= -(shortThresh + strongOffset) or fgConvShort)
// FG2 (default ON, backtest winner): don't chase the crowd — no new longs in
// Extreme Greed and no new shorts in Extreme Fear unless the signal is strong.
fgBlockLong = useFGBlock and fgExtGreed and not strongLong
fgBlockShort = useFGBlock and fgExtFear and not strongShort
// VIX1 (default ON, backtest winner): longs only when VIX is calm. The panel
// folds KC3's panic-spike entry filter into the gated signal (same outcome as
// the strategy's order-layer check).
tradeLong = newLong and not fgBlockLong and (not useVIXCalm or vixCalm) and not vixPanic
tradeShort = newShort and not fgBlockShort and not vixPanic
tradeStrongLong = strongLong and (not useVIXCalm or vixCalm) and not vixPanic
tradeStrongShort = strongShort and not vixPanic

// ── Setup classification (drives the diamond tags) ──
isBO = (tradeLong and breakoutLong) or (tradeShort and breakoutShort)
isREV = (tradeLong and reversalLong) or (tradeShort and reversalShort)
isCONT = not isBO and not isREV
buySig = tradeLong and not tradeStrongLong
sellSig = tradeShort and not tradeStrongShort

// ── Chase-blocked: the score wanted a signal but price was too extended ──
longGateNoChase = bullReg and not rangeReg and volOK and rsLongOK and betaLongOK and volatilityOK and srBull and k < stochLongMax and alignLongOK
shortGateNoChase = bearReg and not rangeReg and volOK and rsShortOK and volatilityOK and srBear and k > stochShortMin and not longOnly and alignShortOK
rawLongNoChase = scoreSafe >= longThresh and longGateNoChase
rawShortNoChase = scoreSafe <= -shortThresh and shortGateNoChase
chaseBlockedLong = barstate.isconfirmed and rawLongNoChase and not rawLongNoChase[1] and cooldownOK and not rawLong
chaseBlockedShort = barstate.isconfirmed and rawShortNoChase and not rawShortNoChase[1] and cooldownOK and not rawShort

// ═══ PROFIT TARGETS 1.5x / 2x / 3x ATR ═══
var line lnEntry = na
var line lnT1 = na
var line lnT2 = na
var line lnT3 = na
if showTargets and (tradeLong or tradeShort)
    line.delete(lnEntry)
    line.delete(lnT1)
    line.delete(lnT2)
    line.delete(lnT3)
    e = close
    a = atrV
    sgn = tradeLong ? 1 : -1
    c1 = tradeLong ? color.new(#00e5a0, 20) : color.new(#ff4d6d, 20)
    c2 = tradeLong ? color.new(#00e5a0, 45) : color.new(#ff4d6d, 45)
    c3 = tradeLong ? color.new(#00e5a0, 65) : color.new(#ff4d6d, 65)
    lnEntry := line.new(bar_index, e, bar_index + tgtBars, e, xloc=xloc.bar_index, extend=extend.none, color=color.new(#00d4ff, 0), style=line.style_dashed, width=1)
    lnT1 := line.new(bar_index, e + sgn * 1.5 * a, bar_index + tgtBars, e + sgn * 1.5 * a, xloc=xloc.bar_index, extend=extend.none, color=c1, width=2)
    lnT2 := line.new(bar_index, e + sgn * 2.0 * a, bar_index + tgtBars, e + sgn * 2.0 * a, xloc=xloc.bar_index, extend=extend.none, color=c2, width=2)
    lnT3 := line.new(bar_index, e + sgn * 3.0 * a, bar_index + tgtBars, e + sgn * 3.0 * a, xloc=xloc.bar_index, extend=extend.none, color=c3, width=2)

// ═══ VIRTUAL POSITION TRACKER ═══
var int tradeDir = 0
var float trailStop = na
var float targetPrice = na
var float entryPx = na
var float entryRisk = na
if tradeLong
    tradeDir := 1
    trailStop := close - atrV * stopMultEff
    targetPrice := close + atrV * stopMultEff
    entryPx := close
    entryRisk := atrV * stopMultEff
if tradeShort
    tradeDir := -1
    trailStop := close + atrV * stopMultEff
    targetPrice := close - atrV * stopMultEff
    entryPx := close
    entryRisk := atrV * stopMultEff
if tradeDir == 1
    newLongStop = close - atrV * stopMultEff
    trailStop := math.max(nz(trailStop, newLongStop), newLongStop)
if tradeDir == -1
    newShortStop = close + atrV * stopMultEff
    trailStop := math.min(nz(trailStop, newShortStop), newShortStop)
virtualExit = (tradeDir == 1 and (close <= trailStop or close >= targetPrice)) or (tradeDir == -1 and (close >= trailStop or close <= targetPrice)) or (tradeDir == -1 and tradeLong) or (tradeDir == 1 and tradeShort)
if virtualExit
    tradeDir := 0
    trailStop := na
    targetPrice := na
    entryPx := na
    entryRisk := na
activeStop = tradeDir != 0 ? trailStop : na
activeTarget = tradeDir != 0 ? targetPrice : na

// ═══ CHART PLOTS ═══
plot(emaFast, "EMA Fast", color.new(#00d4ff, 0), 2)
plot(emaSlow, "EMA Slow", color.new(#ff9f1c, 0), 2)
plot(emaLong, "EMA 200", color.new(#ffffff, 40), 1)
plot(stLine, "Supertrend", stBull ? color.new(#00e5a0, 0) : color.new(#ff4d6d, 0), 2)
plot(stopLine, "ATR Stop", color.new(#ffd60a, 0), 2, plot.style_linebr)
plot(activeStop, "Virtual Trail Stop", color.new(#ffd60a, 0), 2, plot.style_linebr)
plot(showATRTarget ? activeTarget : na, "Virtual Target", color.new(#ffffff, 35), 1, plot.style_linebr)
pU = plot(showBands ? rngUp : na, "ATR Range +", color.new(#9d4edd, 80))
pD = plot(showBands ? rngDn : na, "ATR Range -", color.new(#9d4edd, 80))
fill(pU, pD, color.new(#9d4edd, 93))
bgcolor(showBg ? bullReg ? color.new(#00e5a0, 93) : bearReg ? color.new(#ff4d6d, 93) : na : na)
bgcolor(showFGTint and useFG and fgExtGreed ? color.new(#ff4d6d, 94) : showFGTint and useFG and fgExtFear ? color.new(#00e5a0, 94) : na)
plotshape(showDiv and bullDiv, "Bullish Divergence", shape.diamond, location.belowbar, color.new(#00e5a0, 0), size=size.tiny)
plotshape(showDiv and bearDiv, "Bearish Divergence", shape.diamond, location.abovebar, color.new(#ff4d6d, 0), size=size.tiny)
plotshape(showDiv and hidBullDiv, "Hidden Bullish Div", shape.triangleup, location.belowbar, color.new(#00e5a0, 0), size=size.tiny)
plotshape(showDiv and hidBearDiv, "Hidden Bearish Div", shape.triangledown, location.abovebar, color.new(#ff4d6d, 0), size=size.tiny)

// ── Signal diamonds: green = BUY, red = SELL, large = STRONG ──
buyCol = color.new(#00e5a0, 0)
sellCol = color.new(#ff4d6d, 0)
diaTxtC = color.new(#e8ecf1, 0)
plotshape(buySig and isBO, "BUY · BO", shape.diamond, location.belowbar, buyCol, size=size.small, text="BO", textcolor=diaTxtC)
plotshape(buySig and isREV, "BUY · REV", shape.diamond, location.belowbar, buyCol, size=size.small, text="REV", textcolor=diaTxtC)
plotshape(buySig and isCONT, "BUY · CONT", shape.diamond, location.belowbar, buyCol, size=size.small, text="CONT", textcolor=diaTxtC)
plotshape(tradeStrongLong and isBO, "STRONG BUY · BO", shape.diamond, location.belowbar, buyCol, size=size.large, text="BO", textcolor=diaTxtC)
plotshape(tradeStrongLong and isREV, "STRONG BUY · REV", shape.diamond, location.belowbar, buyCol, size=size.large, text="REV", textcolor=diaTxtC)
plotshape(tradeStrongLong and isCONT, "STRONG BUY · CONT", shape.diamond, location.belowbar, buyCol, size=size.large, text="CONT", textcolor=diaTxtC)
plotshape(sellSig and isBO, "SELL · BO", shape.diamond, location.abovebar, sellCol, size=size.small, text="BO", textcolor=diaTxtC)
plotshape(sellSig and isREV, "SELL · REV", shape.diamond, location.abovebar, sellCol, size=size.small, text="REV", textcolor=diaTxtC)
plotshape(sellSig and isCONT, "SELL · CONT", shape.diamond, location.abovebar, sellCol, size=size.small, text="CONT", textcolor=diaTxtC)
plotshape(tradeStrongShort and isBO, "STRONG SELL · BO", shape.diamond, location.abovebar, sellCol, size=size.large, text="BO", textcolor=diaTxtC)
plotshape(tradeStrongShort and isREV, "STRONG SELL · REV", shape.diamond, location.abovebar, sellCol, size=size.large, text="REV", textcolor=diaTxtC)
plotshape(tradeStrongShort and isCONT, "STRONG SELL · CONT", shape.diamond, location.abovebar, sellCol, size=size.large, text="CONT", textcolor=diaTxtC)

// ── Chase-blocked ghosts: the setup was there but price was too extended ──
plotshape(chaseBlockedLong, "Chase-blocked Long", shape.diamond, location.belowbar, color.new(#8a8f98, 45), size=size.small, text="EXT", textcolor=color.new(#8a8f98, 0))
plotshape(chaseBlockedShort, "Chase-blocked Short", shape.diamond, location.abovebar, color.new(#8a8f98, 45), size=size.small, text="EXT", textcolor=color.new(#8a8f98, 0))

// ── Fear/Greed zone ribbon (short thick line at the recent high, colored by zone) ──
ribY = ta.highest(high, 50)
var line fgRibbon = na
if barstate.islast
    line.delete(fgRibbon)
    fgRibbon := na
    if showFGRibbon and useFG
        ribC = fgExtGreed ? color.new(#ff4d6d, 0) : fgExtFear ? color.new(#00e5a0, 0) : color.new(#8a8f98, 40)
        fgRibbon := line.new(bar_index - 14, ribY, bar_index, ribY, xloc=xloc.bar_index, color=ribC, width=4)

// ── CONTRACT STRIP (fine print, bottom-left) ──
// The decision contract: last signal, score vs trigger, live gate state.
// Brief by design — three rows, tiny text, out of the way.
var string cSig = "—"
var string cSetup = ""
var int cSigBar = na
if tradeStrongLong or tradeLong
    cSig := tradeStrongLong ? "STRONG BUY" : "BUY"
    cSetup := isBO ? "BO" : isREV ? "REV" : "CONT"
    cSigBar := bar_index
if tradeStrongShort or tradeShort
    cSig := tradeStrongShort ? "STRONG SELL" : "SELL"
    cSetup := isBO ? "BO" : isREV ? "REV" : "CONT"
    cSigBar := bar_index
cAge = na(cSigBar) ? "" : " · " + str.tostring(bar_index - cSigBar) + " bars ago"
fgZ = fgExtGreed ? "X-GREED" : fgExtFear ? "X-FEAR" : fgGauge < 45 ? "FEAR" : fgGauge > 55 ? "GREED" : "NEUT"
gateTxt = (useFG ? "FG " + str.tostring(fgGauge, "#") + " " + fgZ + " " + (fgBlockLong or fgBlockShort ? "✗BLOCK" : "✓") : "FG off") + " · " + (vixPanic ? "VIX PANIC ✗" : useVIXCalm ? (vixCalm ? "VIX calm ✓" : "VIX high ✗") : "VIX off") + " · HTF " + (alignBull ? "bull ✓" : alignBear ? "bear ✓" : "—")

// ── Gate diagnostic: what's blocking a signal right now, failures only ──
dirUpD = bullReg or not bearReg
gRegime = dirUpD ? bullReg : bearReg
gScoreD = dirUpD ? scoreSafe >= longThresh : scoreSafe <= -shortThresh
gRvolD = volOK
gRSD = dirUpD ? rsLongOK : rsShortOK
gBetaD = dirUpD ? betaLongOK : true
gAtrD = volatilityOK
gChaseD = notChasing
gStochD = dirUpD ? (srBull and k < stochLongMax) : (srBear and k > stochShortMin)
gFGD = not (dirUpD ? fgBlockLong : fgBlockShort)
gVixD = not vixPanic and (not useVIXCalm or not dirUpD or vixCalm)
gHTFD = dirUpD ? alignLongOK : alignShortOK
gCoolD = cooldownOK
blkTxt = (gRegime ? "" : "REGIME ") + (gScoreD ? "" : "SCORE ") + (gRvolD ? "" : "RVOL ") + (gRSD ? "" : "RS ") + (gBetaD ? "" : "BETA ") + (gAtrD ? "" : "ATR ") + (gChaseD ? "" : "CHASE ") + (gStochD ? "" : "STOCH ") + (gFGD ? "" : "FG ") + (gVixD ? "" : "VIX ") + (gHTFD ? "" : "HTF ") + (gCoolD ? "" : "COOL ")
blkTxt := blkTxt == "" ? "all pass ✓" : "BLOCKED: " + blkTxt

var table contract = table.new(position.bottom_left, 2, 4, border_width=1, border_color=color.new(#ffffff, 88))
wcAge = na(wcBar) ? "" : " · WHITE " + str.tostring(bar_index - wcBar) + "b ago"
bcAge = na(bcBar) ? "" : " · BLACK " + str.tostring(bar_index - bcBar) + "b ago"
if barstate.islast and showContract
    sigBull = str.contains(cSig, "BUY")
    sigBear = str.contains(cSig, "SELL")
    sigBg = sigBull ? color.new(#00e5a0, 80) : sigBear ? color.new(#ff4d6d, 80) : color.new(#8a8f98, 80)
    table.cell(contract, 0, 0, "KC · " + syminfo.ticker + " · " + timeframe.period, text_color=color.new(#8a8f98, 0), text_size=size.tiny)
    table.cell(contract, 1, 0, "SCORE " + (scoreSafe > 0 ? "+" : "") + str.tostring(scoreSafe) + "/" + str.tostring(scoreSafe >= 0 ? longThresh : shortThresh), text_color=color.new(#e8ecf1, 0), text_size=size.tiny)
    table.cell(contract, 0, 1, "Signal", text_color=color.new(#8a8f98, 0), text_size=size.tiny)
    table.cell(contract, 1, 1, cSig + (cSetup != "" ? " · " + cSetup : "") + cAge + wcAge + bcAge, bgcolor=sigBg, text_color=color.new(#e8ecf1, 0), text_size=size.tiny)
    table.cell(contract, 0, 2, "Gates", text_color=color.new(#8a8f98, 0), text_size=size.tiny)
    table.cell(contract, 1, 2, gateTxt, text_color=color.new(#e8ecf1, 0), text_size=size.tiny)
    table.cell(contract, 0, 3, "Signal check", text_color=color.new(#8a8f98, 0), text_size=size.tiny)
    table.cell(contract, 1, 3, blkTxt, bgcolor=str.contains(blkTxt, "BLOCKED") ? color.new(#ff4d6d, 80) : color.new(#00e5a0, 80), text_color=color.new(#e8ecf1, 0), text_size=size.tiny)

// ═══ DASHBOARD ═══
// Three styles: upright 2×20 table at any of 9 positions, a 20-pair strip
// flat across the bottom of the price pane, or the upright table pinned
// to the far left edge.
var table dash = na
if barstate.isfirst
    dash := isStrip ? table.new(position.bottom_center, 40, 1, border_width=1, border_color=color.new(#ffffff, 85)) : table.new(dashPos, 2, 20, border_width=1, border_color=color.new(#ffffff, 85))

bullC = color.new(#00e5a0, 25)
bearC = color.new(#ff4d6d, 25)
flatC = color.new(#8a8f98, 25)
txtC = #e8ecf1
dimC = color.new(#8a8f98, 0)

stateTxt(s) => s > 0 ? "▲ BULL" : s < 0 ? "▼ BEAR" : "■ FLAT"
stateBg(s) => s > 0 ? bullC : s < 0 ? bearC : flatC

// Display values (shared by both layouts) — action first, then the why.
scoreTxt = (scoreSafe > 0 ? "+" : "") + str.tostring(scoreSafe)
scoreBg = scoreSafe >= longThresh ? bullC : scoreSafe <= -shortThresh ? bearC : flatC
// Remember the last signal direction so the dashboard keeps showing it (with age) between triggers.
var string lastSigDir = na
if tradeLong
    lastSigDir := "BUY"
if tradeShort
    lastSigDir := "SELL"
sigBase = tradeLong ? "BUY" : tradeShort ? "SELL" : na(lastSigDir) ? (rangeReg ? "STAND ASIDE" : "WAIT") : lastSigDir
sigAge = na(lastSignalBar) ? na : bar_index - lastSignalBar
sigValT = sigBase + (na(sigAge) ? "" : " · " + str.tostring(sigAge) + "b ago")
sigC = tradeLong or lastSigDir == "BUY" ? bullC : tradeShort or lastSigDir == "SELL" ? bearC : flatC
posT = tradeDir == 1 ? "LONG" : tradeDir == -1 ? "SHORT" : "FLAT"
posC = tradeDir == 1 ? bullC : tradeDir == -1 ? bearC : flatC
virtR = tradeDir != 0 and not na(entryPx) and not na(entryRisk) and entryRisk != 0 ? (tradeDir == 1 ? (close - entryPx) / entryRisk : (entryPx - close) / entryRisk) : na
posValT = posT + (na(virtR) ? "" : " " + (virtR >= 0 ? "+" : "") + str.tostring(virtR, "#.#") + "R")
stEma = emaBull ? 1 : emaBear ? -1 : 0
stSt = stBull ? 1 : stBear ? -1 : 0
stReg = bullReg ? 1 : bearReg ? -1 : 0
stSlope = slopeBull ? 1 : slopeBear ? -1 : 0
stWt = wtBull ? 1 : wtBear ? -1 : 0
stSr = srBull ? 1 : srBear ? -1 : 0
stDiv = bullDiv or hidBullDiv ? 1 : bearDiv or hidBearDiv ? -1 : 0
stRsSpy = rsSPY > 0 ? 1 : rsSPY < 0 ? -1 : 0
stRsQqq = rsQQQ > 0 ? 1 : rsQQQ < 0 ? -1 : 0
rvolTxt = str.tostring(rvol, "#.##") + "x"
atrTxt = str.tostring(atrRatio, "#.##") + "x"
betaTxt = na(beta) ? "n/a" : str.tostring(beta, "#.##")
setupBg = continuationLong or breakoutLong or reversalLong ? bullC : continuationShort or breakoutShort or reversalShort ? bearC : flatC
chaseTxt = notChasing ? "✓ OK" : "✗ EXTENDED"
chaseBg = notChasing ? bullC : bearC
srsiLbl = "SRSI " + str.tostring(math.round(nz(k, 50)))
emaLbl = "EMA " + str.tostring(emaFastLen) + "/" + str.tostring(emaSlowLen)
htfLbl = "HTF " + htfTF
alignLbl = "Align " + alignTF
alignSt = alignBull ? 1 : alignBear ? -1 : 0
vixTxt = vixPanic ? "PANIC" : vixCalm ? "calm" : "ELEVATED"
fgValT = useFG ? str.tostring(fgGauge, "#") + " · " + fgZoneTxt + " · VIX " + vixTxt : "OFF"
fgBg = not useFG ? flatC : fgExtGreed ? bearC : fgExtFear ? bullC : flatC
fgStripTxt = useFG ? str.tostring(fgGauge, "#") + " " + (fgExtFear ? "XF" : fgExtGreed ? "XG" : fgGauge < 45 ? "F" : fgGauge > 55 ? "G" : "N") : "OFF"

f_cell(r, lbl, s) =>
    table.cell(dash, 0, r, lbl, text_color=txtC, text_size=dashTxt)
    table.cell(dash, 1, r, stateTxt(s), bgcolor=stateBg(s), text_color=txtC, text_size=dashTxt)

s_pair(col, lbl, valT, valBg) =>
    table.cell(dash, col, 0, lbl, text_color=dimC, text_size=size.tiny)
    table.cell(dash, col + 1, 0, valT, bgcolor=valBg, text_color=txtC, text_size=size.tiny)

if barstate.islast and showDash
    if isStrip
        s_pair(0, "KC", scoreTxt, scoreBg)
        s_pair(2, "Signal", sigBase, sigC)
        s_pair(4, "Setup", setupText, setupBg)
        s_pair(6, "VirtPos", posValT, posC)
        s_pair(8, "Chase", chaseTxt, chaseBg)
        s_pair(10, "HTF", stateTxt(htfState), stateBg(htfState))
        s_pair(12, "EMA", stateTxt(stEma), stateBg(stEma))
        s_pair(14, "ST", stateTxt(stSt), stateBg(stSt))
        s_pair(16, "Regime", stateTxt(stReg), stateBg(stReg))
        s_pair(18, "Slope", stateTxt(stSlope), stateBg(stSlope))
        s_pair(20, "WT", stateTxt(stWt), stateBg(stWt))
        s_pair(22, srsiLbl, stateTxt(stSr), stateBg(stSr))
        s_pair(24, "Div", stateTxt(stDiv), stateBg(stDiv))
        s_pair(26, "RS/SPY", stateTxt(stRsSpy), stateBg(stRsSpy))
        s_pair(28, "RS/QQQ", stateTxt(stRsQqq), stateBg(stRsQqq))
        s_pair(30, "RVOL", rvolTxt, volOK ? bullC : bearC)
        s_pair(32, "ATR", atrTxt, volatilityOK ? bullC : bearC)
        s_pair(34, "Beta", betaTxt, flatC)
        s_pair(36, "FG", fgStripTxt, fgBg)
        s_pair(38, "Align", stateTxt(alignSt), stateBg(alignSt))
    else
        table.cell(dash, 0, 0, "KC · " + syminfo.ticker, text_color=color.new(#00d4ff, 0), text_size=dashTxt)
        table.cell(dash, 1, 0, "SCORE " + scoreTxt, bgcolor=scoreBg, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 1, "Signal → Panel", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 1, sigValT, bgcolor=sigC, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 2, "Setup", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 2, setupText, bgcolor=setupBg, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 3, "Virtual Position", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 3, posValT, bgcolor=posC, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 4, "Chase", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 4, chaseTxt, bgcolor=chaseBg, text_color=txtC, text_size=dashTxt)
        f_cell(5, htfLbl, htfState)
        f_cell(6, emaLbl, stEma)
        f_cell(7, "Supertrend", stSt)
        f_cell(8, "Regime", stReg)
        f_cell(9, "EMA Slope", stSlope)
        f_cell(10, "WaveTrend", stWt)
        f_cell(11, "StochRSI " + str.tostring(math.round(nz(k, 50))), stSr)
        f_cell(12, "Divergence", stDiv)
        f_cell(13, "RS vs SPY", stRsSpy)
        f_cell(14, "RS vs QQQ", stRsQqq)
        table.cell(dash, 0, 15, "RVOL", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 15, rvolTxt, bgcolor=volOK ? bullC : bearC, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 16, "ATR Regime", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 16, atrTxt, bgcolor=volatilityOK ? bullC : bearC, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 17, "Beta vs SPY", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 17, betaTxt, bgcolor=flatC, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 18, "Fear/Greed", text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 18, fgValT, bgcolor=fgBg, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 0, 19, alignLbl, text_color=txtC, text_size=dashTxt)
        table.cell(dash, 1, 19, stateTxt(alignSt), bgcolor=stateBg(alignSt), text_color=txtC, text_size=dashTxt)

// ── Alerts (one shot per signal) ──
alertcondition(tradeLong, "KC Long", "KC LONG on {{ticker}} ({{interval}}) at {{close}}")
alertcondition(tradeShort, "KC Short", "KC SHORT on {{ticker}} ({{interval}}) at {{close}}")
alertcondition(tradeStrongLong, "KC Strong Long", "KC STRONG LONG on {{ticker}} ({{interval}}) at {{close}}")
alertcondition(tradeStrongShort, "KC Strong Short", "KC STRONG SHORT on {{ticker}} ({{interval}}) at {{close}}")
alertcondition(whiteCandle, "KC White Candle", "KC WHITE CANDLE on {{ticker}} ({{interval}}) at {{close}}")
alertcondition(blackCandle, "KC Black Candle", "KC BLACK CANDLE on {{ticker}} ({{interval}}) at {{close}}")