neXQan XAUUSD Gold Indicator

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0
// © neXQan
//@version=5
indicator(title="neXQan XAUUSD Gold Indicator", shorttitle="neXQan Gold", overlay=true, max_bars_back=500, max_lines_count=50, max_labels_count=500)

// ─────────────────────────────────────────────────────────────────────────────
// USAGE NOTES (scalping 1m–5m, XAUUSD / BTCUSD)
//  • Profile "Auto" picks fast settings from the chart timeframe (1m / 3m / 5m).
//  • Buy % / Sell % = 0–100 confidence from trend + momentum + volatility/volume.
//    They always add up to 100. >= 60 leans in that direction, 45–55 = no edge.
//  • Signals fire only on a CLOSED bar (no repaint) and are spaced by a cooldown.
//  • More signals: lower "Min Confidence" (55) / cooldown (1). Fewer: raise to 65+.
// ─────────────────────────────────────────────────────────────────────────────

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 1 ▸ USER INPUTS
// ─────────────────────────────────────────────────────────────────────────────

// ── Profile ───────────────────────────────────────────────────────────────────
grp_prof = "Scalping Profile"
profile = input.string("Auto", "Profile", options=["Auto", "1m", "3m", "5m", "Manual"], group=grp_prof,
     tooltip="Auto = choose 1m/3m/5m tuning from the chart timeframe (anything above 5m uses 5m). Manual = use the values in the groups below.")

// ── EMA Settings (Manual profile) ─────────────────────────────────────────────
grp_ema = "EMA Trend Filter (Manual profile)"
ema_fast_in  = input.int(9,  "Fast EMA", minval=1, group=grp_ema)
ema_mid_in   = input.int(21, "Mid EMA",  minval=1, group=grp_ema)
ema_slow_in  = input.int(55, "Slow EMA", minval=1, group=grp_ema)
show_emas    = input.bool(true, "Show EMAs", group=grp_ema)

// ── RSI Settings ──────────────────────────────────────────────────────────────
grp_rsi = "RSI Filter"
rsi_len_in   = input.int(9,  "RSI Length (Manual)", minval=2, group=grp_rsi)
rsi_ob       = input.int(75, "Overbought Level (no BUY above)", minval=50, group=grp_rsi)
rsi_os       = input.int(25, "Oversold Level (no SELL below)",  maxval=50, group=grp_rsi)

// ── MACD Settings (Manual profile) ────────────────────────────────────────────
grp_macd = "MACD Confirmation (Manual profile)"
macd_fast_in   = input.int(8,  "MACD Fast",   minval=1, group=grp_macd)
macd_slow_in   = input.int(17, "MACD Slow",   minval=1, group=grp_macd)
macd_signal_in = input.int(6,  "MACD Signal", minval=1, group=grp_macd)

// ── ATR / Risk Management ─────────────────────────────────────────────────────
grp_atr = "ATR Risk Management"
atr_len_in      = input.int(10,  "ATR Length (Manual)", minval=1, group=grp_atr)
sl_atr_mult     = input.float(1.2, "Stop-Loss ATR ×", minval=0.1, step=0.1, group=grp_atr)
tp1_atr_mult    = input.float(1.2, "TP 1 ATR ×",      minval=0.1, step=0.1, group=grp_atr)
tp2_atr_mult    = input.float(2.4, "TP 2 ATR ×",      minval=0.1, step=0.1, group=grp_atr)
show_sl_tp      = input.bool(true, "Show SL / TP Labels", group=grp_atr)

// ── Stochastic RSI ────────────────────────────────────────────────────────────
grp_stoch = "Stochastic RSI"
stoch_len_in    = input.int(10, "Stoch RSI Length (Manual)", minval=2, group=grp_stoch)
stoch_k_smooth  = input.int(3,  "K Smooth", minval=1, group=grp_stoch)
stoch_d_smooth  = input.int(3,  "D Smooth", minval=1, group=grp_stoch)
stoch_ob        = input.int(85, "Stoch Overbought (no BUY trigger above)", minval=50, group=grp_stoch)
stoch_os        = input.int(15, "Stoch Oversold (no SELL trigger below)",  maxval=50, group=grp_stoch)

// ── Signal Filters ────────────────────────────────────────────────────────────
grp_flt = "Signal Filters (frequency vs noise)"
min_conf       = input.int(58, "Min Confidence % to fire", minval=50, maxval=95, group=grp_flt,
     tooltip="Signal needs Buy % (or Sell %) at least this high. Lower = more signals.")
cooldown_bars  = input.int(2,  "Cooldown Bars (Manual)", minval=0, maxval=50, group=grp_flt,
     tooltip="Minimum bars between two signals. Used by Manual profile; presets use their own value.")
min_atr_pct    = input.float(0.015, "Min ATR % of price", minval=0.0, step=0.005, group=grp_flt,
     tooltip="Skips dead/flat markets where ATR is smaller than this percent of price.")
use_vol_filter = input.bool(false, "Require Above-Average Volume", group=grp_flt,
     tooltip="When enabled, signals only fire on bars where volume exceeds its moving average.")
vol_ma_len     = input.int(20, "Volume MA Length", minval=1, group=grp_flt)

// ── Confidence Weights ────────────────────────────────────────────────────────
grp_conf = "Buy % / Sell % Weights"
w_trend = input.float(40, "Trend weight",             minval=0, group=grp_conf)
w_mom   = input.float(40, "Momentum weight",          minval=0, group=grp_conf)
w_flow  = input.float(20, "Volatility/Volume weight", minval=0, group=grp_conf)

// ── Pivot Points ──────────────────────────────────────────────────────────────
grp_pp = "Pivot Points"
show_pivots = input.bool(true, "Show Daily Pivots", group=grp_pp)

// ── Signal Display ────────────────────────────────────────────────────────────
grp_sig = "Signal Display"
show_signals   = input.bool(true, "Show Buy / Sell Arrows", group=grp_sig)
show_win_table = input.bool(true, "Show Stats / Confidence Table", group=grp_sig)
eval_bars      = input.int(8, "Win-Rate Eval Bars", minval=5, maxval=50, group=grp_sig,
     tooltip="How many bars after a signal to evaluate TP/SL outcome for win-rate statistics.")

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 2 ▸ CORE CALCULATIONS
// ─────────────────────────────────────────────────────────────────────────────

// ── Resolve profile (simple ints so they can feed ta.* lengths) ───────────────
tf_sec = timeframe.in_seconds(timeframe.period)
prof   = profile == "Auto" ? (tf_sec <= 60 ? "1m" : tf_sec <= 180 ? "3m" : "5m") : profile

ema_fast_len = prof == "1m" ? 8  : prof == "3m" ? 9  : prof == "5m" ? 9  : ema_fast_in
ema_mid_len  = prof == "1m" ? 21 : prof == "3m" ? 21 : prof == "5m" ? 21 : ema_mid_in
ema_slow_len = prof == "1m" ? 55 : prof == "3m" ? 55 : prof == "5m" ? 50 : ema_slow_in
rsi_len      = prof == "1m" ? 7  : prof == "3m" ? 9  : prof == "5m" ? 10 : rsi_len_in
macd_fast    = prof == "1m" ? 6  : prof == "3m" ? 8  : prof == "5m" ? 8  : macd_fast_in
macd_slow    = prof == "1m" ? 13 : prof == "3m" ? 17 : prof == "5m" ? 21 : macd_slow_in
macd_signal  = prof == "1m" ? 5  : prof == "3m" ? 6  : prof == "5m" ? 7  : macd_signal_in
atr_len      = prof == "1m" ? 10 : prof == "3m" ? 12 : prof == "5m" ? 14 : atr_len_in
stoch_rsi_len = prof == "1m" ? 8 : prof == "3m" ? 10 : prof == "5m" ? 12 : stoch_len_in
cooldown     = prof == "1m" ? 3  : prof == "3m" ? 2  : prof == "5m" ? 2  : cooldown_bars

// ── EMAs ──────────────────────────────────────────────────────────────────────
ema_fast  = ta.ema(close, ema_fast_len)
ema_mid   = ta.ema(close, ema_mid_len)
ema_slow  = ta.ema(close, ema_slow_len)

// ── RSI ───────────────────────────────────────────────────────────────────────
rsi = ta.rsi(close, rsi_len)

// ── MACD ──────────────────────────────────────────────────────────────────────
[macd_line, signal_line, hist_line] = ta.macd(close, macd_fast, macd_slow, macd_signal)

// ── ATR ───────────────────────────────────────────────────────────────────────
atr = ta.atr(atr_len)

// ── Stochastic RSI ────────────────────────────────────────────────────────────
rsi_for_stoch = ta.rsi(close, stoch_rsi_len)
stoch_k_raw   = ta.stoch(rsi_for_stoch, rsi_for_stoch, rsi_for_stoch, stoch_rsi_len)
stoch_k       = ta.sma(stoch_k_raw, stoch_k_smooth)
stoch_d       = ta.sma(stoch_k, stoch_d_smooth)

// ── Trend state ───────────────────────────────────────────────────────────────
bull_trend = ema_fast > ema_mid and ema_mid > ema_slow
bear_trend = ema_fast < ema_mid and ema_mid < ema_slow

// ── Volume / volatility ───────────────────────────────────────────────────────
vol_ma    = ta.sma(volume, vol_ma_len)
vol_ratio = vol_ma > 0 ? volume / vol_ma : 1.0   // 1.0 when volume data is missing
vol_ok    = not use_vol_filter or volume > vol_ma
atr_pct   = close > 0 ? atr / close * 100 : 0.0
atr_ok    = atr_pct >= min_atr_pct

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 2b ▸ BUY % / SELL % CONFIDENCE
// ─────────────────────────────────────────────────────────────────────────────
// Each factor is scored from -1 (fully bearish) to +1 (fully bullish), then
// weighted, and mapped to 0–100. Sell % = 100 - Buy %. Uses only current/past bars.
f_clamp(x) => math.max(-1.0, math.min(1.0, x))

// Trend: EMA stack, price vs slow EMA, fast-EMA slope
trend_score = 0.4 * (ema_fast > ema_mid ? 1 : -1) + 0.3 * (close > ema_slow ? 1 : -1) + 0.3 * (ema_fast > nz(ema_fast[1], ema_fast) ? 1 : ema_fast < nz(ema_fast[1], ema_fast) ? -1 : 0)

// Momentum: RSI distance from 50, MACD histogram vs ATR, Stoch RSI position
mom_score = 0.4 * f_clamp((rsi - 50) / 20) + 0.4 * f_clamp(atr > 0 ? hist_line / (atr * 0.25) : 0.0) + 0.2 * f_clamp((nz(stoch_k, 50) - 50) / 40)

// Volatility/volume flow: candle body in ATR units, boosted by relative volume
body_score = f_clamp(atr > 0 ? (close - open) / atr * 1.5 : 0.0)
flow_score = f_clamp(body_score * math.max(0.5, math.min(1.5, vol_ratio)))

w_sum      = w_trend + w_mom + w_flow
bull_score = w_sum > 0 ? (w_trend * trend_score + w_mom * mom_score + w_flow * flow_score) / w_sum : 0.0
buy_pct    = math.round(50 + 50 * bull_score, 1)
sell_pct   = math.round(100 - buy_pct, 1)

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 3 ▸ SIGNAL LOGIC
// ─────────────────────────────────────────────────────────────────────────────
// Faster than a pure trend-follow: any ONE trigger (MACD cross, Stoch cross, or
// price reclaiming the fast EMA) is enough, while trend alignment, RSI limits,
// confidence, ATR, volume and cooldown filters keep noise down.

// ── BUY ───────────────────────────────────────────────────────────────────────
buy_trend   = ema_fast > ema_mid and close > ema_mid
buy_rsi     = rsi > 45 and rsi < rsi_ob
buy_trigger = ta.crossover(macd_line, signal_line) or (ta.crossover(stoch_k, stoch_d) and stoch_k < stoch_ob) or ta.crossover(close, ema_fast)

// ── SELL ──────────────────────────────────────────────────────────────────────
sell_trend   = ema_fast < ema_mid and close < ema_mid
sell_rsi     = rsi < 55 and rsi > rsi_os
sell_trigger = ta.crossunder(macd_line, signal_line) or (ta.crossunder(stoch_k, stoch_d) and stoch_k > stoch_os) or ta.crossunder(close, ema_fast)

// ── Cooldown + bar-close confirmation (no intrabar repaint) ───────────────────
var int last_signal_bar = na
cooldown_ok = na(last_signal_bar) or bar_index - last_signal_bar > cooldown
common_ok   = barstate.isconfirmed and atr_ok and vol_ok and cooldown_ok

buy_signal  = common_ok and buy_trend  and buy_rsi  and buy_trigger  and buy_pct  >= min_conf
sell_signal = common_ok and sell_trend and sell_rsi and sell_trigger and sell_pct >= min_conf

if buy_signal or sell_signal
    last_signal_bar := bar_index

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 4 ▸ WIN-RATE STATISTICS
// ─────────────────────────────────────────────────────────────────────────────
// Evaluate whether a past signal ended profitably.
// A BUY is a winner if price rose by ≥ TP1 before hitting SL.
// A SELL is a winner if price fell by ≥ TP1 before hitting SL.

var int   buy_total  = 0
var int   buy_wins   = 0
var int   sell_total = 0
var int   sell_wins  = 0

// Evaluate previous signal outcome (walk forward bar-by-bar, stop at first hit)
if buy_signal[eval_bars] or sell_signal[eval_bars]
    past_dir   = buy_signal[eval_bars] ? 1 : -1
    past_price = close[eval_bars]
    past_atr   = atr[eval_bars]
    past_sl    = past_dir == 1 ? past_price - sl_atr_mult * past_atr : past_price + sl_atr_mult * past_atr
    past_tp    = past_dir == 1 ? past_price + tp1_atr_mult * past_atr : past_price - tp1_atr_mult * past_atr

    // Walk oldest-to-newest; break on the first bar where TP or SL is touched.
    // On the same bar, TP is checked first (optimistic convention since intra-bar
    // order is unknown at this resolution).
    hit_tp = false
    hit_sl = false
    for i = eval_bars - 1 to 0
        if past_dir == 1
            if high[i] >= past_tp
                hit_tp := true
                break
            if low[i] <= past_sl
                hit_sl := true
                break
        else
            if low[i] <= past_tp
                hit_tp := true
                break
            if high[i] >= past_sl
                hit_sl := true
                break

    if hit_tp
        if buy_signal[eval_bars]
            buy_wins  := buy_wins  + 1
            buy_total := buy_total + 1
        else
            sell_wins  := sell_wins  + 1
            sell_total := sell_total + 1
    else
        // hit_sl or neither hit within eval window → count as loss
        if buy_signal[eval_bars]
            buy_total := buy_total + 1
        else
            sell_total := sell_total + 1

total_signals = buy_total + sell_total
total_wins    = buy_wins  + sell_wins
overall_wr    = total_signals > 0 ? (total_wins / total_signals) * 100 : 0.0
buy_wr        = buy_total  > 0 ? (buy_wins  / buy_total)  * 100 : 0.0
sell_wr       = sell_total > 0 ? (sell_wins / sell_total) * 100 : 0.0

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 5 ▸ PIVOT POINTS  (daily, classic formula)
// ─────────────────────────────────────────────────────────────────────────────
// [1] + lookahead_on = previous COMPLETED day only (non-repainting pattern)
prev_high  = request.security(syminfo.tickerid, "D", high[1],  lookahead=barmerge.lookahead_on)
prev_low   = request.security(syminfo.tickerid, "D", low[1],   lookahead=barmerge.lookahead_on)
prev_close = request.security(syminfo.tickerid, "D", close[1], lookahead=barmerge.lookahead_on)

pivot  = (prev_high + prev_low + prev_close) / 3
pp_r1  = 2 * pivot - prev_low
pp_s1  = 2 * pivot - prev_high
pp_r2  = pivot + (prev_high - prev_low)
pp_s2  = pivot - (prev_high - prev_low)
pp_r3  = prev_high + 2 * (pivot - prev_low)
pp_s3  = prev_low  - 2 * (prev_high - pivot)

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 6 ▸ PLOTS — EMAs
// ─────────────────────────────────────────────────────────────────────────────
plot(show_emas ? ema_fast : na,  "EMA Fast",  color=color.new(color.yellow, 0), linewidth=1)
plot(show_emas ? ema_mid  : na,  "EMA Mid",  color=color.new(color.orange, 0), linewidth=2)
plot(show_emas ? ema_slow : na,  "EMA Slow", color=color.new(color.red,    0), linewidth=2)

// ── EMA ribbon shading ────────────────────────────────────────────────────────
p_fast = plot(show_emas ? ema_fast : na, display=display.none)
p_mid  = plot(show_emas ? ema_mid  : na, display=display.none)
fill(p_fast, p_mid,
     color = bull_trend ? color.new(color.teal, 85) : bear_trend ? color.new(color.red, 85) : color.new(color.gray, 90),
     title = "EMA Ribbon")

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 7 ▸ PLOTS — Pivot Points
// ─────────────────────────────────────────────────────────────────────────────
plot(show_pivots ? pivot : na, "Pivot",  color=color.new(color.white,  20), linewidth=1, style=plot.style_circles)
plot(show_pivots ? pp_r1 : na, "R1",     color=color.new(color.green,  20), linewidth=1, style=plot.style_circles)
plot(show_pivots ? pp_s1 : na, "S1",     color=color.new(color.red,    20), linewidth=1, style=plot.style_circles)
plot(show_pivots ? pp_r2 : na, "R2",     color=color.new(color.green,  40), linewidth=1, style=plot.style_cross)
plot(show_pivots ? pp_s2 : na, "S2",     color=color.new(color.red,    40), linewidth=1, style=plot.style_cross)
plot(show_pivots ? pp_r3 : na, "R3",     color=color.new(color.green,  60), linewidth=1, style=plot.style_cross)
plot(show_pivots ? pp_s3 : na, "S3",     color=color.new(color.red,    60), linewidth=1, style=plot.style_cross)

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 8 ▸ PLOTS — Buy / Sell Signals + SL/TP Lines
// ─────────────────────────────────────────────────────────────────────────────
plotshape(show_signals and buy_signal,  "BUY",  shape.labelup,   location.belowbar, color.new(color.lime,  0),  text="BUY",  textcolor=color.black, size=size.small)
plotshape(show_signals and sell_signal, "SELL", shape.labeldown, location.abovebar, color.new(color.red,   0),  text="SELL", textcolor=color.white, size=size.small)

// Candle colouring when a signal fires
barcolor(buy_signal  ? color.new(color.lime, 30)  : sell_signal ? color.new(color.red, 30) : na)

// ── SL / TP labels on signal bars ─────────────────────────────────────────────
if show_sl_tp and buy_signal
    sl_price  = close - sl_atr_mult  * atr
    tp1_price = close + tp1_atr_mult * atr
    tp2_price = close + tp2_atr_mult * atr
    label.new(bar_index, sl_price,  "SL",  color=color.red,   textcolor=color.white, style=label.style_label_right, size=size.tiny)
    label.new(bar_index, tp1_price, "TP1", color=color.green, textcolor=color.white, style=label.style_label_right, size=size.tiny)
    label.new(bar_index, tp2_price, "TP2", color=color.teal,  textcolor=color.white, style=label.style_label_right, size=size.tiny)

if show_sl_tp and sell_signal
    sl_price  = close + sl_atr_mult  * atr
    tp1_price = close - tp1_atr_mult * atr
    tp2_price = close - tp2_atr_mult * atr
    label.new(bar_index, sl_price,  "SL",  color=color.red,   textcolor=color.white, style=label.style_label_right, size=size.tiny)
    label.new(bar_index, tp1_price, "TP1", color=color.green, textcolor=color.white, style=label.style_label_right, size=size.tiny)
    label.new(bar_index, tp2_price, "TP2", color=color.teal,  textcolor=color.white, style=label.style_label_right, size=size.tiny)

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 9 ▸ WIN-RATE TABLE
// ─────────────────────────────────────────────────────────────────────────────
var table wr_table = table.new(position.top_right, 2, 8,
     bgcolor      = color.new(color.black,  30),
     border_width = 1,
     border_color = color.new(color.gray, 40))

if show_win_table and barstate.islast
    // Header
    table.cell(wr_table, 0, 0, "neXQan Gold Stats",
         text_color = color.yellow, text_size = size.small,
         bgcolor = color.new(color.navy, 20), text_halign = text.align_center)
    table.merge_cells(wr_table, 0, 0, 1, 0)

    // Labels column
    table.cell(wr_table, 0, 1, "Overall WR",  text_color=color.white, text_size=size.small)
    table.cell(wr_table, 0, 2, "Buy WR",      text_color=color.lime,  text_size=size.small)
    table.cell(wr_table, 0, 3, "Sell WR",     text_color=color.red,   text_size=size.small)
    table.cell(wr_table, 0, 4, "Total Sigs",  text_color=color.white, text_size=size.small)
    table.cell(wr_table, 0, 5, "Trend",       text_color=color.white, text_size=size.small)
    table.cell(wr_table, 0, 6, "Buy %",       text_color=color.lime,  text_size=size.small)
    table.cell(wr_table, 0, 7, "Sell %",      text_color=color.red,   text_size=size.small)

    // Values column
    wr_color = overall_wr >= 60 ? color.lime : overall_wr >= 45 ? color.yellow : color.red
    table.cell(wr_table, 1, 1, str.tostring(overall_wr, "#.##") + "%", text_color=wr_color, text_size=size.small)

    buy_wr_color = buy_wr >= 60 ? color.lime : buy_wr >= 45 ? color.yellow : color.red
    table.cell(wr_table, 1, 2, str.tostring(buy_wr, "#.##")  + "% (" + str.tostring(buy_total)  + ")",
         text_color=buy_wr_color, text_size=size.small)

    sell_wr_color = sell_wr >= 60 ? color.lime : sell_wr >= 45 ? color.yellow : color.red
    table.cell(wr_table, 1, 3, str.tostring(sell_wr, "#.##") + "% (" + str.tostring(sell_total) + ")",
         text_color=sell_wr_color, text_size=size.small)

    table.cell(wr_table, 1, 4, str.tostring(total_signals), text_color=color.white, text_size=size.small)

    trend_txt   = bull_trend ? "BULLISH ▲" : bear_trend ? "BEARISH ▼" : "RANGING ◆"
    trend_color = bull_trend ? color.lime   : bear_trend ? color.red   : color.gray
    table.cell(wr_table, 1, 5, trend_txt, text_color=trend_color, text_size=size.small)

    // Live confidence (current bar)
    buy_pct_color  = buy_pct  >= 60 ? color.lime : buy_pct  >= 45 ? color.yellow : color.gray
    sell_pct_color = sell_pct >= 60 ? color.red  : sell_pct >= 45 ? color.yellow : color.gray
    table.cell(wr_table, 1, 6, str.tostring(buy_pct,  "#.#") + "%", text_color=buy_pct_color,  text_size=size.small)
    table.cell(wr_table, 1, 7, str.tostring(sell_pct, "#.#") + "%", text_color=sell_pct_color, text_size=size.small)

// Buy % / Sell % history (Data Window + Status Line, hidden on the chart pane)
plot(buy_pct,  "Buy %",  color=color.lime, display=display.data_window + display.status_line)
plot(sell_pct, "Sell %", color=color.red,  display=display.data_window + display.status_line)

// ─────────────────────────────────────────────────────────────────────────────
// SECTION 10 ▸ ALERTS
// ─────────────────────────────────────────────────────────────────────────────
alertcondition(buy_signal,  "neXQan BUY Signal",  "neXQan Gold: BUY Signal on {{ticker}} @ {{close}}")
alertcondition(sell_signal, "neXQan SELL Signal", "neXQan Gold: SELL Signal on {{ticker}} @ {{close}}")
alertcondition(buy_signal or sell_signal, "neXQan Any Signal", "neXQan Gold: Signal on {{ticker}} @ {{close}}")