MTF Structure Bias [WavesUnchained]

//@version=6
// ============================================================================
// MTF Structure Bias [WavesUnchained]
// Version: 1.1.3
// Author: WavesUnchained
// Build: 2026-10-02 00:00:00
// ============================================================================
// Classifies market structure across four timeframes by comparing the rolling
// highest high and lowest low against their values N bars ago — no
// oscillators, pure price geometry.
// Each TF: both rising = bullish (+1), both falling = bearish (−1), else mixed (0).
//
// Features:
//   ✓ Structural state per TF: Bull (HH+HL), Bear (LH+LL), Mixed
//   ✓ Weighted confluence score −100 to +100 (higher TFs weighted more)
//   ✓ Three configurable higher timeframes (defaults: 60m, 240m, Daily)
//   ✓ Configurable structure lookback period
//   ✓ Dashboard: per-TF state + weighted score
//   ✓ Alerts on bull/bear zone entry (score crossing ±60)
//
// ============================================================================

indicator("MTF Structure Bias [WavesUnchained]", "MTF Struct [WU]", format=format.price, precision=2, overlay=false)

// ─── Inputs ───────────────────────────────────────────────────────────────────

grTF     = "Timeframes"
tf2      = input.timeframe("60",  "HTF 1", group=grTF)
tf3      = input.timeframe("240", "HTF 2", group=grTF)
tf4      = input.timeframe("D",   "HTF 3", group=grTF)

grStr    = "Structure"
pivLen   = input.int(20, "Lookback Period", minval=5, maxval=100, group=grStr,
     tooltip="Bars used to define the recent highest high and lowest low. Also the comparison offset (HH now vs HH pivLen bars ago).")

grD      = "Display"
showDash = input.bool(true, "Show Dashboard", group=grD)

// ─── Structural state ─────────────────────────────────────────────────────────
// +1 = bullish (HH+HL), −1 = bearish (LH+LL), 0 = mixed

f_struct(len) =>
    hh   = ta.highest(high, len)
    ll   = ta.lowest(low,   len)
    hhUp = hh > hh[len]
    llUp = ll  > ll[len]
    hhUp and llUp ? 1 : not hhUp and not llUp ? -1 : 0

// ─── Per-TF state ─────────────────────────────────────────────────────────────

s1 = f_struct(pivLen)
s2 = request.security(syminfo.tickerid, tf2, f_struct(pivLen), lookahead=barmerge.lookahead_off)
s3 = request.security(syminfo.tickerid, tf3, f_struct(pivLen), lookahead=barmerge.lookahead_off)
s4 = request.security(syminfo.tickerid, tf4, f_struct(pivLen), lookahead=barmerge.lookahead_off)

// ─── Weighted score ───────────────────────────────────────────────────────────
// Weights: current=0.5, HTF1=1.0, HTF2=1.5, HTF3=2.0 → total 5.0

score = (s1 * 0.5 + s2 * 1.0 + s3 * 1.5 + s4 * 2.0) / 5.0 * 100.0

// ─── Colors & helpers ─────────────────────────────────────────────────────────

bullC = color.new(#00c853, 0)
bearC = color.new(#d50000, 0)
neutC = color.new(color.gray, 30)

scoreColor = score > 20 ? bullC : score < -20 ? bearC : neutC

f_stateStr(s) =>
    s == 1 ? "Bull ▲" : s == -1 ? "Bear ▼" : "Mixed ─"
f_stateColor(s) =>
    s == 1 ? bullC : s == -1 ? bearC : neutC

// ─── Plots ────────────────────────────────────────────────────────────────────

hline(0,   "Zero", color=color.new(color.gray, 50))
hline(60,  "Bull", color=color.new(#00c853, 60), linestyle=hline.style_dotted)
hline(-60, "Bear", color=color.new(#d50000, 60), linestyle=hline.style_dotted)

plot(score, "Structure Score", color=scoreColor, linewidth=2)

// ─── Dashboard ────────────────────────────────────────────────────────────────

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

var table t = table.new(position.top_right, 3, 7,
     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 showDash and barstate.islast
    table.cell(t, 0, 0, "MTF Structure",   text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(t, 1, 0, "State",           text_color=tc, bgcolor=hd, text_size=size.small)
    table.cell(t, 2, 0, "Wt.",             text_color=tc, bgcolor=hd, text_size=size.small)

    table.cell(t, 0, 1, timeframe.period,  text_color=tc,               text_size=size.small)
    table.cell(t, 1, 1, f_stateStr(s1),   text_color=f_stateColor(s1), text_size=size.small)
    table.cell(t, 2, 1, "0.5×",           text_color=tc,               text_size=size.small)

    table.cell(t, 0, 2, tf2,              text_color=tc,               text_size=size.small)
    table.cell(t, 1, 2, f_stateStr(s2),   text_color=f_stateColor(s2), text_size=size.small)
    table.cell(t, 2, 2, "1.0×",           text_color=tc,               text_size=size.small)

    table.cell(t, 0, 3, tf3,              text_color=tc,               text_size=size.small)
    table.cell(t, 1, 3, f_stateStr(s3),   text_color=f_stateColor(s3), text_size=size.small)
    table.cell(t, 2, 3, "1.5×",           text_color=tc,               text_size=size.small)

    table.cell(t, 0, 4, tf4,              text_color=tc,               text_size=size.small)
    table.cell(t, 1, 4, f_stateStr(s4),   text_color=f_stateColor(s4), text_size=size.small)
    table.cell(t, 2, 4, "2.0×",           text_color=tc,               text_size=size.small)

    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))

    scoreStr = str.tostring(math.round(score)) + " / 100"
    scoreC   = score > 20 ? bullC : score < -20 ? bearC : tc
    table.cell(t, 0, 6, "Score",           text_color=tc,     text_size=size.small)
    table.cell(t, 1, 6, scoreStr,          text_color=scoreC, text_size=size.small)
    table.cell(t, 2, 6, "",               text_color=tc,     text_size=size.small)

// ─── Alerts ───────────────────────────────────────────────────────────────────

bool bullZoneEntry = ta.crossover(score, 60)
bool bearZoneEntry = ta.crossunder(score, -60)

bool alertsOnBarClose = input.bool(true, "Alerts only on bar close (confirmed)", group="Alerts")
bool alertOk = not alertsOnBarClose or barstate.isconfirmed

alertcondition(alertOk and (bullZoneEntry), "Bull Zone Entry", "MSB · Bull Zone Entry · {{ticker}} {{interval}}")
alertcondition(alertOk and (bearZoneEntry), "Bear Zone Entry", "MSB · Bear Zone Entry · {{ticker}} {{interval}}")