Market Pressure Scale [WavesUnchained]

//@version=6
// ============================================================================
// Market Pressure Scale [WavesUnchained]
// Version: 2.4.4
// Author: WavesUnchained
// Build: 2026-10-12
// ============================================================================
// Two-component oscillator separating setup pressure (compression + S/R proximity)
// from impulse pressure (range expansion + volume + body + trend), with phase
// classification, a Move Strength column gauge for the expected magnitude
// of the eventual move, and a DMI-free Reversal signal.
//
// Features:
//   ✓ Setup Pressure — ATR/BB compression, S/R proximity, volume drying up
//   ✓ Impulse Pressure — range expansion, volume, body size
//   ✓ Range Chop Filter — ADX/DMI regime detection suppresses Failed Coil /
//     Reversal signals inside dead mid-range chop
//   ✓ Phase classification: Sideways/Chop / Impulse Running / Sideways / Neutral
//   ✓ Move Strength — expected magnitude of the eventual move (compression depth +
//     range-edge location + ADX), plotted as blue columns behind the two curves
//   ✓ Reversal — Impulse exhaustion + rejection wick + candle confirmation at a
//     range extreme, weighted by Setup compression; direction-native, does not rely on DMI
//   ✓ Failed Coil requires price to actually fall back toward the middle of the range
//   ✓ Naked Impulse requires ADX to still be weak (a real trend doesn't count as "naked")
//   ✓ Directional bias via configurable fast/slow MA cross
//   ✓ Range position (close relative to N-bar range)
//   ✓ Dashboard table with phase, bias, range position, move strength, plain-language action (off by default)
//   ✓ Configurable output smoothing — EMA / RMA / SMA / WMA / HMA / JMA
//   ✓ Alerts for all phase transitions and signal markers
//   ✓ Debug: Pine Logs output of full Reversal context per bar at a range extreme (off by default)
//
// Data Contract:
//   Price:     REQUIRED   chart symbol
//   Volume:    OPTIONAL   real trade volume only — Setup/Impulse Pressure volume sub-weights renormalize onto remaining components when not real
//   OI:        NO
//   Reference: NO
//   Verdict:   CFD-degraded
//
// ============================================================================

indicator("Market Pressure Scale [WavesUnchained]", format=format.price, precision=2, shorttitle="MPS", overlay=false, max_labels_count=500)

// Inputs
normLen   = input.int(100,  "Normalisation",    minval=20)
atrLen    = input.int(14,   "ATR Length")
bbLen     = input.int(20,   "BB Length")
bbMult    = input.float(2.0, "BB Multiplier")
volLen    = input.int(20,   "Volume MA")
srLen     = input.int(50,   "Range / S/R Lookback")

biasGR       = "Bias"
biasType     = input.string("HMA", "Type",
     options=["EMA", "RMA", "SMA", "WMA", "HMA", "JMA"], group=biasGR)
biasFastLen  = input.int(9,  "Fast Length", minval=1, group=biasGR)
biasSlowLen  = input.int(21, "Slow Length", minval=1, group=biasGR)

smGR       = "Smoothing"
smoothLen  = input.int(3,     "Length", minval=1, maxval=50, group=smGR)
smoothType = input.string("EMA", "Type",
     options=["EMA", "RMA", "SMA", "WMA", "HMA", "JMA"], group=smGR)
jmaPhase   = input.int(50,    "  JMA Phase", minval=-100, maxval=100,            group=smGR)
jmaPower   = input.float(2.0, "  JMA Power", minval=1.0,  maxval=4.0, step=0.25, group=smGR)

dashGR    = "Dashboard"
showTable = input.bool(false, "Show Table", group=dashGR)

sigGR       = "Signal Markers"
showMarkers = input.bool(true,  "Show Markers",     group=sigGR)
showFailed  = input.bool(true,  "  Failed Coil",    group=sigGR,
              tooltip="Setup was high but Impulse never confirmed — stalled breakout, likely range continues.")
showNaked   = input.bool(true,  "  Naked Impulse",  group=sigGR,
              tooltip="Impulse > 70 but Setup collapses below 40 — move running without structural backing.")
showReversal = input.bool(true, "  Reversal",       group=sigGR,
              tooltip="At a range extreme: the recent Impulse is fading from its own high AND there's a rejection wick against the extreme, weighted by Setup compression. Direction-native — does not use DMI.")

strengthGR    = "Move Strength"
showStrengthBg = input.bool(true, "Show Columns", group=strengthGR,
                 tooltip="Blue columns (5 opacity bands) tracking the expected magnitude of the eventual move: compression depth + range-edge location + ADX, suppressed while the Range Chop Filter is active. Plotted behind Setup/Impulse Pressure instead of a full-pane background.")

debugGR      = "Debug"
showDebugLog = input.bool(false, "Log Reversal Context (Pine Logs)", group=debugGR,
               tooltip="Writes two things to Pine Logs: 1) rangePos/chop/setup/impulse/exhaustion/wick/score on every confirmed bar at a range extreme, for diagnosing Reversal signals. 2) every raw ingredient (atr/volume/volRel/compression/srProximity/etc.) whenever Setup or Impulse Pressure comes back na, for diagnosing feeds whose volume series carries no usable turnover.")

// Helpers
clamp(x, lo, hi) =>
    math.max(lo, math.min(hi, x))

norm100(src, len) =>
    hi = ta.highest(src, len)
    lo = ta.lowest(src, len)
    hi == lo ? 50.0 : 100.0 * (src - lo) / (hi - lo)

f_jma(src, length, phase, power) =>
    var float jma = na
    var float e0  = na
    var float e1  = na
    var float e2  = na
    _pr    = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100.0 + 1.5
    _beta  = 0.45 * (length - 1) / (0.45 * (length - 1) + 2)
    _alpha = math.pow(_beta, power)
    e0    := (1 - _alpha) * src + _alpha * nz(e0[1], src)
    e1    := (src - e0) * (1 - _beta) + _beta * nz(e1[1], 0)
    e2    := (e0 + _pr * e1 - nz(jma[1], src)) * math.pow(1 - _alpha, 2) + math.pow(_alpha, 2) * nz(e2[1], 0)
    jma   := nz(jma[1], src) + e2
    jma

f_smooth(src, length, mode) =>
    switch mode
        'SMA' => ta.sma(src, length)
        'RMA' => ta.rma(src, length)
        'HMA' => ta.hma(src, length)
        'WMA' => ta.wma(src, length)
        'JMA' => f_jma(src, length, jmaPhase, jmaPower)
        =>       ta.ema(src, length)

// Move Strength color — quantized into 5 tiers so consecutive bars read as a
// clear step change instead of a near-uniform continuous gradient
f_strengthColor(v) =>
    _t = v >= 85 ? 10 : v >= 65 ? 35 : v >= 45 ? 58 : v >= 25 ? 80 : 95
    color.new(#2196F3, _t)

// Base values
atr    = ta.atr(atrLen)
atrPct = atr / close

basis    = ta.sma(close, bbLen)
dev      = bbMult * ta.stdev(close, bbLen)
bbUpper  = basis + dev
bbLower  = basis - dev
bbWidth  = (bbUpper - bbLower) / basis

// Echtes Handelsvolumen? Nur "tick" schließt aus; "n/a" zählt, wenn der Feed Volumen liefert (DATA_VALIDITY §2).
bool volumeIsReal = (ta.cum(nz(volume)) > 0 and syminfo.volumetype != "tick") and not na(volume)

_volSma   = ta.sma(volume, volLen)
volRel    = not volumeIsReal or na(_volSma) or _volSma <= 0 ? 1.0 : volume / _volSma
barRange  = high - low
bodySize  = math.abs(close - open)
bodyRatio = bodySize / math.max(barRange, syminfo.mintick)
lowerWick = math.min(close, open) - low
upperWick = high - math.max(close, open)

_biasFast = f_smooth(close, biasFastLen, biasType)
_biasSlow = f_smooth(close, biasSlowLen, biasType)
bullBias  = _biasFast > _biasSlow
bearBias  = _biasFast < _biasSlow

// Range / Support / Resistance
rangeHigh = ta.highest(high, srLen)
rangeLow  = ta.lowest(low,  srLen)
rangeSize = rangeHigh - rangeLow

nearHigh    = math.abs(rangeHigh - close) / math.max(atr, syminfo.mintick)
nearLow     = math.abs(close - rangeLow)  / math.max(atr, syminfo.mintick)
srProximity = clamp(100 - math.min(nearHigh, nearLow) * 50, 0, 100)

rangePosition = rangeSize == 0 ? 50 : 100 * (close - rangeLow) / rangeSize

// Range Chop Filter — ADX/DMI regime detection to keep Failed Coil / Reversal
// from firing on dead mid-range chop, where compression + edge proximity are
// coincidental rather than a genuine squeeze
[diPlus, diMinus, adx] = ta.dmi(14, 14)
chopMarket     = adx < 16 and math.abs(diPlus - diMinus) < 5 and rangePosition > 20 and rangePosition < 80
validSetupZone = rangePosition < 20 or rangePosition > 80

// Setup Pressure — high when volatility is low, BBs tight, price near range
// extreme AND volume is drying up (a genuine squeeze, not a high-volume push)
atrCompression = 100 - norm100(atrPct, normLen)
bbCompression  = 100 - norm100(bbWidth, normLen)
compression    = (atrCompression + bbCompression) / 2
volQuiet       = 100 - norm100(volRel, normLen)

// Volume weight (0.15) drops out when volume isn't real; the remaining two
// weights are renormalized onto the full 1.0 (0.55/0.85, 0.30/0.85) instead
// of just zeroing the term, so Setup Pressure doesn't systematically shrink
// on feeds without real trade volume.
float setupPressure = na
if volumeIsReal
    setupPressure := compression * 0.55 + srProximity * 0.30 + volQuiet * 0.15
else
    setupPressure := compression * (0.55 / 0.85) + srProximity * (0.30 / 0.85)

setupPressure := clamp(setupPressure, 0, 100)

// Impulse Pressure — high when range, body and volume expand
rangeExpansion = norm100(barRange / math.max(atr, syminfo.mintick), normLen)
volumePressure = norm100(volRel,    normLen)
bodyPressure   = norm100(bodyRatio, normLen)

// Same renormalization as Setup Pressure: without real volume the 0.15 volume
// weight drops out and range/body are scaled onto the full 1.0 (0.45/0.85,
// 0.40/0.85) instead of adding a constant mid-value volume term.
float impulsePressure = na
if volumeIsReal
    impulsePressure := rangeExpansion * 0.45 + bodyPressure * 0.40 + volumePressure * 0.15
else
    impulsePressure := rangeExpansion * (0.45 / 0.85) + bodyPressure * (0.40 / 0.85)

impulsePressure := clamp(impulsePressure, 0, 100)

// Smoothing
setupPressure   := f_smooth(setupPressure,   smoothLen, smoothType)
impulsePressure := f_smooth(impulsePressure, smoothLen, smoothType)

// Debug: dump every ingredient when Setup/Impulse comes back na, so a broken
// input can be found from evidence instead of guessing at more zero-division fixes
if showDebugLog and (na(setupPressure) or na(impulsePressure)) and barstate.isconfirmed
    log.info("MPS NAN CTX atr=" + str.tostring(atr) +
         " volume=" + str.tostring(volume) +
         " volSma=" + str.tostring(_volSma) +
         " volRel=" + str.tostring(volRel) +
         " atrPct=" + str.tostring(atrPct) +
         " bbWidth=" + str.tostring(bbWidth) +
         " compression=" + str.tostring(compression) +
         " srProximity=" + str.tostring(srProximity) +
         " volQuiet=" + str.tostring(volQuiet) +
         " rangeExpansion=" + str.tostring(rangeExpansion) +
         " bodyPressure=" + str.tostring(bodyPressure) +
         " volumePressure=" + str.tostring(volumePressure) +
         " setup=" + str.tostring(setupPressure) +
         " impulse=" + str.tostring(impulsePressure))

// Move Strength — expected magnitude of the eventual move once Setup releases:
// compression depth (energy stored) + range-edge location + ADX (trend
// confirmation), suppressed toward zero while chopMarket is active.
adxNorm      = clamp(adx / 50 * 100, 0, 100)
moveStrength = compression * 0.45 + srProximity * 0.35 + adxNorm * 0.20
moveStrength := chopMarket ? moveStrength * 0.35 : moveStrength
moveStrength := clamp(moveStrength, 0, 100)

// Signal detection
var bool inCoil      = false
var bool coilIgnited = false

coilEntry = validSetupZone and not chopMarket and ta.crossover(setupPressure, 65) and impulsePressure < 40
if coilEntry
    inCoil      := true
    coilIgnited := false
if inCoil and impulsePressure >= 45
    coilIgnited := true

backToRange = rangePosition > 25 and rangePosition < 75
sigFailed   = inCoil and not coilIgnited and ta.crossunder(setupPressure, 52) and backToRange
sigNaked    = impulsePressure > 70 and ta.crossunder(setupPressure, 40) and adx < 25

if sigFailed or setupPressure < 40
    inCoil := false

// Reversal — exhaustion of the move that got us here + rejection at a range
// extreme (indicator-design §6.1: regime veto -> exhaustion -> confirmation ->
// quality, combined as one score per direction instead of an AND-chain).
// Direction-native: never touches DMI, so it isn't subject to the lag a
// DMI-based directional read would have at turning points.
impulseHigh10   = ta.highest(impulsePressure, 10)
exhaustionScore = impulseHigh10 > 50 ? clamp(impulseHigh10 - impulsePressure, 0, 100) : 0

lowerWickRatio = lowerWick / math.max(barRange, syminfo.mintick) * 100
upperWickRatio = upperWick / math.max(barRange, syminfo.mintick) * 100

reversalActive     = validSetupZone and not chopMarket
reversalLongScore  = exhaustionScore * 0.45 + lowerWickRatio * 0.30 + setupPressure * 0.25
reversalShortScore = exhaustionScore * 0.45 + upperWickRatio * 0.30 + setupPressure * 0.25

// Candle confirmation — the trigger bar itself must close in the direction of
// the reversal, not just show a rejection wick, so a big wick that closes back
// toward the extreme doesn't count
bullReject = close > open and close > (low + barRange * 0.6)
bearReject = close < open and close < (high - barRange * 0.6)

sigReversalLong  = reversalActive and rangePosition < 20 and bullReject and ta.crossover(reversalLongScore,  60)
sigReversalShort = reversalActive and rangePosition > 80 and bearReject and ta.crossover(reversalShortScore, 60)

// Kept as a short window rather than the single trigger bar, for the
// dashboard's Action row (a one-bar-only flag reads as "nothing" most of the time)
recentRevLong  = ta.barssince(sigReversalLong)  <= 2
recentRevShort = ta.barssince(sigReversalShort) <= 2

if showDebugLog and validSetupZone and barstate.isconfirmed
    log.info("MPS REVERSAL CTX rangePos=" + str.tostring(rangePosition, "#.0") +
         " chop=" + str.tostring(chopMarket) +
         " setup=" + str.tostring(setupPressure, "#.0") +
         " impulse=" + str.tostring(impulsePressure, "#.0") +
         " impulseHigh10=" + str.tostring(impulseHigh10, "#.0") +
         " exhaustion=" + str.tostring(exhaustionScore, "#.0") +
         " lowerWickR=" + str.tostring(lowerWickRatio, "#.0") +
         " upperWickR=" + str.tostring(upperWickRatio, "#.0") +
         " longScore=" + str.tostring(reversalLongScore, "#.0") +
         " shortScore=" + str.tostring(reversalShortScore, "#.0"))

// Phase — priority order: Chop > Impulse > Sideways > Neutral
phase = if chopMarket
    "Sideways / Chop"
else if impulsePressure > 70
    "Impulse Running"
else if setupPressure < 40 and impulsePressure < 40
    "Sideways / Quiet"
else
    "Neutral"

biasText = bullBias ? "Bullish" : bearBias ? "Bearish" : "Flat"

// Colors
setupColor   = setupPressure   > 65 ? color.orange             : color.new(color.orange, 45)
impulseColor = impulsePressure > 70 ? color.lime               : color.new(color.lime,   45)

// Move Strength — columns instead of a full-pane background, so it adds
// information without washing out Setup/Impulse Pressure. Plotted first so it
// sits behind both curves.
plot(showStrengthBg ? moveStrength : na, "Move Strength", color=f_strengthColor(moveStrength), style=plot.style_columns)

plot(setupPressure,   "Setup Pressure",   color=setupColor,   linewidth=3)
plot(impulsePressure, "Impulse Pressure", color=impulseColor, linewidth=4)

hline(40, "Quiet",        color=color.new(color.gray, 55), linestyle=hline.style_dashed)
hline(65, "Setup Zone",   color=color.new(color.gray, 40), linestyle=hline.style_dashed)
hline(70, "Impulse Zone", color=color.new(color.gray, 25), linestyle=hline.style_dashed)

// Signal markers
if showMarkers
    if showFailed and sigFailed
        label.new(bar_index, setupPressure, "FC",
             style=label.style_label_down, color=color.new(#d50000, 15),
             textcolor=color.white, size=size.small,
             tooltip="Failed Coil — Setup was high but Impulse never confirmed.\nBreakout attempt stalled. Expect range continuation or a full reset before the next setup forms.")

    if showNaked and sigNaked
        label.new(bar_index, impulsePressure, "NI",
             style=label.style_label_down, color=color.new(#d50000, 15),
             textcolor=color.white, size=size.small,
             tooltip="Naked Impulse — Impulse > 70 but Setup collapsed below 40.\nMove is running without structural backing. Late-entry risk — momentum may stall or reverse sharply.")

    if showReversal and sigReversalLong
        label.new(bar_index, impulsePressure, "◆",
             style=label.style_label_up, color=color.new(#00c853, 15),
             textcolor=color.white, size=size.small,
             tooltip="Reversal Long — Impulse fading from a recent high, rejection wick at range low, weighted by Setup compression.\nExhaustion + rejection, not DMI-based — an early counter-trend candidate.")

    if showReversal and sigReversalShort
        label.new(bar_index, impulsePressure, "◆",
             style=label.style_label_down, color=color.new(#d50000, 15),
             textcolor=color.white, size=size.small,
             tooltip="Reversal Short — Impulse fading from a recent high, rejection wick at range high, weighted by Setup compression.\nExhaustion + rejection, not DMI-based — an early counter-trend candidate.")

// Table
color tc = color.new(color.gray, 20)
color hd = color.new(color.gray, 90)

setupDir   = setupPressure   > setupPressure[1]   + 0.5 ? "↑" : setupPressure   < setupPressure[1]   - 0.5 ? "↓" : "→"
impulseDir = impulsePressure > impulsePressure[1] + 0.5 ? "↑" : impulsePressure < impulsePressure[1] - 0.5 ? "↓" : "→"

var table t = table.new(position.top_right, 3, 8,
     bgcolor      = color.new(color.white, 5),
     border_color = color.new(color.gray, 60),
     border_width = 1,
     frame_color  = color.new(color.gray, 40),
     frame_width  = 1)

if barstate.islast and showTable
    phaseActive = not chopMarket and impulsePressure > 70
    color phaseBg = color.new(color.gray, 80)
    if phaseActive
        phaseBg := color.new(#00c853, 20)
    phaseTC     = phaseActive ? color.white : tc

    table.cell(t, 0, 0, "Phase",   text_color=tc,      bgcolor=hd,      text_size=size.small)
    table.cell(t, 1, 0, phase,     text_color=phaseTC, bgcolor=phaseBg, text_size=size.small)
    table.cell(t, 2, 0, "",        bgcolor=hd,                          text_size=size.small)

    table.cell(t, 0, 1, "Setup",   text_color=tc, text_size=size.small, tooltip="How much the market is coiling: ATR/BB compression, S/R proximity, relative volume. >65 = strong setup.")
    table.cell(t, 1, 1, str.tostring(setupPressure,   "#.0") + " / 100", text_color=tc,         text_size=size.small)
    table.cell(t, 2, 1, setupDir,                                         text_color=color.new(color.orange, 0), text_size=size.small)

    table.cell(t, 0, 2, "Impulse", text_color=tc, text_size=size.small, tooltip="How much a directional move is underway: range expansion vs ATR, volume, candle body size. >70 = impulse running.")
    table.cell(t, 1, 2, str.tostring(impulsePressure, "#.0") + " / 100", text_color=tc,          text_size=size.small)
    table.cell(t, 2, 2, impulseDir,                                       text_color=color.new(#00c853, 0), text_size=size.small)

    biasTC = bullBias ? color.new(#00c853, 0) : bearBias ? color.new(#d50000, 0) : tc
    table.cell(t, 0, 3, "Bias",       text_color=tc,     text_size=size.small, tooltip="Directional bias from a fast/slow MA cross. Bullish = fast MA above slow MA.")
    table.cell(t, 1, 3, biasText,     text_color=biasTC, text_size=size.small)
    table.cell(t, 2, 3, "",           text_color=tc,     text_size=size.small)

    table.cell(t, 0, 4, "Range Pos.", text_color=tc, text_size=size.small, tooltip="Where the close sits within the N-bar high/low range. 0% = at range low, 100% = at range high.")
    table.cell(t, 1, 4, str.tostring(rangePosition, "#.0") + " %", text_color=tc, text_size=size.small)
    table.cell(t, 2, 4, "",           text_color=tc, text_size=size.small)

    // Separator
    table.cell(t, 0, 5, "", bgcolor=color.new(color.gray, 80))
    table.cell(t, 1, 5, "", bgcolor=color.new(color.gray, 80))
    table.cell(t, 2, 5, "", bgcolor=color.new(color.gray, 80))

    // Move Strength
    strengthTc      = moveStrength > 50 ? color.white : tc
    color strengthBg = f_strengthColor(moveStrength)
    table.cell(t, 0, 6, "Move Str.", text_color=tc,        bgcolor=na,          text_size=size.small, tooltip="Expected magnitude of the eventual move: compression depth + range-edge proximity + ADX trend confirmation, suppressed during chop.")
    table.cell(t, 1, 6, str.tostring(moveStrength, "#.0") + " / 100", text_color=strengthTc, bgcolor=strengthBg, text_size=size.small)
    table.cell(t, 2, 6, "",          text_color=tc,        bgcolor=na,          text_size=size.small)

    // Action — a plain-language read of the same priority order as the signals above
    string actionText = "Wait"
    color  actionBg    = color.new(color.gray, 80)
    color  actionTc    = tc
    if chopMarket
        actionText := "Ignore / Chop"
    else if setupPressure > 65 and impulsePressure < 45
        actionText := "Watch Setup"
        actionBg   := color.new(#ffd600, 30)
    else if impulsePressure > 70
        actionText := "Trend Running"
        actionBg   := color.new(#00c853, 20)
        actionTc   := color.white
    else if recentRevLong
        actionText := "Long Reversal"
        actionBg   := color.new(#00c853, 20)
        actionTc   := color.white
    else if recentRevShort
        actionText := "Short Reversal"
        actionBg   := color.new(#d50000, 20)
        actionTc   := color.white
    table.cell(t, 0, 7, "Action", text_color=tc,       bgcolor=na,      text_size=size.small, tooltip="Plain-language read of the current state, same priority order as the phase/signals above.")
    table.cell(t, 1, 7, actionText, text_color=actionTc, bgcolor=actionBg, text_size=size.small)
    table.cell(t, 2, 7, "",        text_color=tc,       bgcolor=na,      text_size=size.small)

// Alerts
bool alertsOnBarClose = input.bool(true, "Alerts only on bar close (confirmed)", group="Alerts")
bool alertOk = not alertsOnBarClose or barstate.isconfirmed
alertcondition(alertOk and (impulsePressure > 70),                                       "Impulse Running", "MPS · IMPULSE RUNNING · {{ticker}} {{interval}}")
alertcondition(alertOk and (setupPressure < 40 and impulsePressure < 40),                "Sideways / Quiet", "MPS · SIDEWAYS QUIET · {{ticker}} {{interval}}")
alertcondition(alertOk and (sigFailed), "Signal: Failed Coil",     "MPS · FAILED COIL · {{ticker}} {{interval}}")
alertcondition(alertOk and (sigNaked),  "Signal: Naked Impulse",   "MPS · NAKED IMPULSE · {{ticker}} {{interval}}")
alertcondition(alertOk and (sigReversalLong),  "Signal: Reversal Long",  "MPS · REVERSAL LONG · {{ticker}} {{interval}}")
alertcondition(alertOk and (sigReversalShort), "Signal: Reversal Short", "MPS · REVERSAL SHORT · {{ticker}} {{interval}}")