MTF RSI Confluence

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Strategy derived from pinescript-agents/examples/intermediate/multi-timeframe-rsi.pine for backtesting in pinescripts-collections.

//@version=6
strategy("MTF RSI Confluence [Agent Example]", shorttitle="MTFRSISt", overlay=true, margin_long=100, margin_short=100, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.1)

rsiLength = input.int(14, "RSI Length", minval=1, group="RSI")
rsiSource = input.source(close, "Source", group="RSI")

tf1 = input.timeframe("", "TF1 (blank = chart)", group="Timeframes")
tf2 = input.timeframe("15", "Timeframe 2", group="Timeframes")
tf3 = input.timeframe("60", "Timeframe 3", group="Timeframes")
tf4 = input.timeframe("240", "Timeframe 4", group="Timeframes")

lookbackBars = input.int(50, "Divergence Lookback", minval=10, group="Divergence")

oversold = input.int(30, "Oversold", group="Levels")
overbought = input.int(70, "Overbought", group="Levels")

bullThreshold = input.float(2.0, "Long: confluence >", step=0.25, group="Signals")
bearThreshold = input.float(-2.0, "Short: confluence <", step=0.25, group="Signals")
bullColorInput = input.color(#089981, "Bullish Color", group="Visuals")
bearColorInput = input.color(#f23645, "Bearish Color", group="Visuals")

rsi_tf1 = tf1 == "" ? ta.rsi(rsiSource, rsiLength) : request.security(syminfo.tickerid, tf1, ta.rsi(rsiSource, rsiLength), lookahead=barmerge.lookahead_off)
rsi2 = request.security(syminfo.tickerid, tf2, ta.rsi(rsiSource, rsiLength), lookahead=barmerge.lookahead_off)
rsi3 = request.security(syminfo.tickerid, tf3, ta.rsi(rsiSource, rsiLength), lookahead=barmerge.lookahead_off)
rsi4 = request.security(syminfo.tickerid, tf4, ta.rsi(rsiSource, rsiLength), lookahead=barmerge.lookahead_off)

rsi1 = rsi_tf1

pivotHigh = ta.pivothigh(high, 5, 5)
pivotLow = ta.pivotlow(low, 5, 5)

var float lastPivotHighPrice = na
var float lastPivotHighRSI = na
var int lastPivotHighBar = na
var float lastPivotLowPrice = na
var float lastPivotLowRSI = na
var int lastPivotLowBar = na

if not na(pivotHigh)
    lastPivotHighPrice := high[5]
    lastPivotHighRSI := rsi1[5]
    lastPivotHighBar := bar_index - 5

if not na(pivotLow)
    lastPivotLowPrice := low[5]
    lastPivotLowRSI := rsi1[5]
    lastPivotLowBar := bar_index - 5

var bool bullishDiv = false
var bool bearishDiv = false
bullishDiv := false
bearishDiv := false
if not na(pivotLow) and not na(lastPivotLowPrice) and bar_index - lastPivotLowBar < lookbackBars and low[5] < lastPivotLowPrice and rsi1[5] > lastPivotLowRSI
    bullishDiv := true
if not na(pivotHigh) and not na(lastPivotHighPrice) and bar_index - lastPivotHighBar < lookbackBars and high[5] > lastPivotHighPrice and rsi1[5] < lastPivotHighRSI
    bearishDiv := true

confluenceScore = (rsi1 < oversold ? 1.0 : 0.0) + (rsi2 < oversold ? 0.75 : 0.0) + (rsi3 < oversold ? 0.5 : 0.0) + (rsi4 < oversold ? 0.25 : 0.0) - (rsi1 > overbought ? 1.0 : 0.0) - (rsi2 > overbought ? 0.75 : 0.0) - (rsi3 > overbought ? 0.5 : 0.0) - (rsi4 > overbought ? 0.25 : 0.0) + (bullishDiv ? 2.0 : 0.0) - (bearishDiv ? 2.0 : 0.0)

longSignal = confluenceScore > bullThreshold
shortSignal = confluenceScore < bearThreshold

if longSignal
    strategy.entry("Long", strategy.long)
if shortSignal
    strategy.entry("Short", strategy.short)

if strategy.position_size > 0 and confluenceScore < bullThreshold
    strategy.close("Long")
if strategy.position_size < 0 and confluenceScore > bearThreshold
    strategy.close("Short")

plot(confluenceScore, "Confluence Score", color=confluenceScore > 0 ? bullColorInput : confluenceScore < 0 ? bearColorInput : color.new(#2a2e39, 0), linewidth=2, style=plot.style_stepline)
hline(0, "Neutral", color=color.new(#2a2e39, 40))
plotshape(longSignal, "Long Signal", shape.triangleup, location.belowbar, color.new(bullColorInput, 0), size=size.tiny, text="L")
plotshape(shortSignal, "Short Signal", shape.triangledown, location.abovebar, color.new(bearColorInput, 0), size=size.tiny, text="S")