RMSE Bollinger Bands + Loop | Lyro RS

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LyroRS

//@version=6
indicator("RMSE Bollinger Bands + Loop | Lyro RS", "RMSE BB + Loop | Lyro RS",overlay = false)


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//                                                 LyroRS v1.0


// Library
import TradingView/ta/9 as ta
import LyroRS/LMAs/1 as DynamicMA


// Input Groups
indi_settings_g = "𝗜𝗡𝗗𝗜𝗖𝗔𝗧𝗢𝗥 𝗦𝗘𝗧𝗧𝗜𝗡𝗚𝗦"
bb_g = "𝗕𝗢𝗟𝗟𝗜𝗡𝗚𝗘𝗥 𝗕𝗔𝗡𝗗𝗦"
fl_g = "𝗙𝗢𝗥 𝗟𝗢𝗢𝗣"
combined_sig_g = "𝗖𝗢𝗠𝗕𝗜𝗡𝗘𝗗 𝗦𝗜𝗚𝗡𝗔𝗟"
table_g = "𝗧𝗔𝗕𝗟𝗘"
colors_g = "𝗖𝗢𝗟𝗢𝗥𝗦"



// Inputs

// -- Indicator Settings
source = input.source(close, "Source", tooltip="Select the price source (e.g., close, open, high, low) used for calculations.", group= indi_settings_g)

signal_mode = input.string("Bollinger Bands", "Signal Mode", 
 tooltip="Select the logic used to generate signals: BB, Loop, or Combined Signal.",
 group=indi_settings_g, 
 options=["Bollinger Bands", "For Loop", "Combined Signal"])


// -- BB
ma_benchmark_type_bb = input.string("EMA", "Select Moving Average BB", options=["SMA", "EMA", "WMA", "VWMA", "DEMA", "TEMA", "RMA", "HMA", "LSMA", "SMMA", "ALMA", "ZLSMA", "FRAMA", "KAMA", "JMA", "T3"], group=bb_g, tooltip="Choose a moving average type to be applied in calculations.")
rmse_length_bb = input.int(20, "BB MA Length", tooltip="The lookback period for calculating the Root Mean Squared Error (RMSE) around the selected moving average (for Bollinger Band style calculation).", group=bb_g)
rmse_mult_bb = input.float(1, "Multiplier", tooltip="A multiplier applied to the RMSE distance from the average to create upper and lower RMSE bands.", group=bb_g)


// -- For Loop
ma_benchmark_type_fl = input.string("ALMA", "Select Moving Average BB", options=["SMA", "EMA", "WMA", "VWMA", "DEMA", "TEMA", "RMA", "HMA", "LSMA", "SMMA", "ALMA", "ZLSMA", "FRAMA", "KAMA", "JMA", "T3"], group=fl_g, tooltip="Select a moving average type used in For Loop calculations.")
rmse_length_fl = input.int(10, "For Loop Length", tooltip="The lookback period for calculating the Root Mean Squared Error (RMSE) around the selected moving average (for loop style calculation).", group=fl_g)

a_ = input.int(10, "From", tooltip="Sets the starting index for the loop iteration.", group=fl_g)
b_ = input.int(60, "To", tooltip="Sets the ending index for the loop iteration.", group=fl_g)

Threshold_L_Fl = input.int(23, "Threshold Long", step=1, tooltip="Defines the threshold level above which an uptrend is detected.", group=fl_g)
Threshold_S_Fl = input.int(3, "Threshold Short", step=1, tooltip="Defines the threshold level below which a downtrend is detected.", group=fl_g)


// -- Combined Signal
Threshold_L_C = input.float(0, "Threshold Long", step=0.01, 
 tooltip="Combined signal must be ≥ this to trigger a long signal.", 
 group=combined_sig_g, maxval=1, minval=0)

Threshold_S_C = input.float(0, "Threshold Short", step=0.01, 
 tooltip="Combined signal must be < this to trigger a short signal.", 
 group=combined_sig_g, maxval=0, minval=-1)



// -- Tables
fo = input.bool(false, 'Force Table Overlay', display = display.none, group =table_g, tooltip = 'Allows forcing the overlay of the table on the chart.')
enable_table = input.bool(true, '', display = display.none, group =table_g, inline= "T")
pos_table = input.string('Middle Right', 'RMSE Trend Modes Table', options = ['Top Left', 'Middle Left', 'Bottom Left', 'Top Right', 'Middle Right', 'Bottom Right', 'Top Center', "Middle Center", 'Bottom Center'], group = table_g, display = display.none, inline= "T")
table_size_input = input.string("Normal", '', options= ["Huge", "Large", "Normal", "Small", "Tiny"], group= table_g, tooltip= "Settings for the RMSE Trend Modes table.", display = display.none, inline= "T")




// Color Inputs
ColMode = input.string("Mystic", "Custom Color Palette", inline="drop", options=["Classic", "Mystic", "Accented", "Royal"], display=display.none, group=colors_g,  tooltip="Choose a predefined color scheme for indicator visualization.")

cpyn = input.bool(true, "Use Custom Palette", tooltip= "Enable manual selection of custom colors for trend signals.", group=colors_g, display=display.none)
cp_UpC = input.color(#00ff00, "Custom Up", inline= "Custom Palette", tooltip= "Set a custom color for bullish signals.", group=colors_g, display=display.none)
cp_DnC = input.color(#ff0000, "Custom Down", inline= "Custom Palette", tooltip= "Set a custom color for bearish signals.", group=colors_g, display=display.none)



// Colors
color UpC = na
color DnC = na

switch ColMode
    "Classic" =>
        UpC := #00E676
        DnC := #880E4F
    "Mystic" =>
        UpC := #30FDCF
        DnC := #E117B7
    "Accented" =>
        UpC := #9618F7
        DnC := #FF0078
    "Royal" =>
        UpC := #FFC107
        DnC := #673AB7


if cpyn
    UpC := cp_UpC
    DnC := cp_DnC




// Table

// -- Defining Table Size
var string table_size = na


// -- Switching Table Size
switch table_size_input
    "Huge" =>
        table_size := size.huge
    "Large" =>
        table_size :=  size.large
    "Normal" =>
        table_size :=  size.normal
    "Small" =>
        table_size :=  size.small
    "Tiny" =>
        table_size :=  size.tiny


// -- Position Switching
pot(position) =>
    var pos = switch position
        'Top Left' => position.top_left
        'Middle Left' => position.middle_left
        'Bottom Left' => position.bottom_left
        'Top Right' => position.top_right
        'Middle Right' => position.middle_right
        'Bottom Right' => position.bottom_right
        'Top Center' => position.top_center
        "Middle Center" => position.middle_center
        'Bottom Center' => position.bottom_center
    pos


// Root Mean Squared Error Function
rmse(src, benchmark, length) =>
    sum_squared_diff = 0.0
    for i = 0 to length - 1
        diff = src[i] - benchmark[i]
        squared_diff = diff * diff
        sum_squared_diff := sum_squared_diff + squared_diff
    math.sqrt(sum_squared_diff / length)


// For Loop
system(src, a, b) =>
    total  = 0.0
    for i  = a to b by 1
        total += (src > src[i] ? 1 : -1)
        total
    total



// Moving Average Switch
ma_switch(src, length, avg_type) =>
    avg = switch avg_type
        "SMA" =>    DynamicMA.SMA(src, length)
        "EMA" =>    DynamicMA.EMA(src, length)
        "WMA" =>    DynamicMA.WMA(src, length)
        "VWMA" =>   DynamicMA.VWMA(src, volume, length)
        "DEMA" =>   DynamicMA.DEMA(src, length)
        "TEMA" =>   DynamicMA.TEMA(src, length)
        "RMA" =>   DynamicMA.RMA(src, length)
        "HMA" =>    DynamicMA.HMA(src, length)
        "LSMA" =>   DynamicMA.LSMA(src, length, 0)
        "SMMA" =>   DynamicMA.SMMA(src, length)
        "ALMA" =>   DynamicMA.ALMA(src, length, 0, 20)
        "ZLSMA" =>  DynamicMA.ZLSMA(src, length)
        "FRAMA" =>  DynamicMA.FRAMA(src, length)
        "KAMA" =>   DynamicMA.KAMA(src, length)
        "JMA" =>   DynamicMA.JMA(src, length, 0.5)
        "T3" =>   DynamicMA.T3(src, length, 0.5)


// Final Processing

// -- Defining Variables
avg_bb = ma_switch(source, rmse_length_bb, ma_benchmark_type_bb)
avg_fl = ma_switch(source, rmse_length_fl, ma_benchmark_type_fl)

rmse = rmse(source, avg_bb, rmse_length_bb)
rmse2 = rmse(source, avg_fl, rmse_length_fl)


// -- BB 
bb_positive_band = avg_bb + (rmse * rmse_mult_bb)
bb_negative_band = avg_bb - (rmse * rmse_mult_bb)


// For Loop
rmse_w_src =  ma_switch(source*rmse2, rmse_length_fl, ma_benchmark_type_fl) / ma_switch(rmse2, rmse_length_fl, ma_benchmark_type_fl) // RMSE combined with the source of the indicator
rmse_fl = system(rmse_w_src, a_, b_)


// Score Variable
var int score = 0
var int bb_score = 0
var int fl_score = 0
var int combined_signal = 0

// Conditions
// -- BB
if ta.crossover(source, bb_positive_band)
    bb_score := 1

if ta.crossunder(source, bb_negative_band)
    bb_score := -1



if signal_mode == "Bollinger Bands"
    if ta.crossover(source, bb_positive_band)
        score := 1

    if ta.crossunder(source, bb_negative_band)
        score := -1


// -- FL
if ta.crossover(rmse_fl, Threshold_L_Fl)
    fl_score := 1

if ta.crossunder(rmse_fl, Threshold_S_Fl)
    fl_score := -1



if signal_mode == "For Loop"
    if ta.crossover(rmse_fl, Threshold_L_Fl)
        score := 1

    if ta.crossunder(rmse_fl, Threshold_S_Fl)
        score := -1



// -- Combined Signal
c_signal = math.avg(bb_score, fl_score)

if ta.crossover(c_signal, Threshold_L_C)
    combined_signal := 1


if ta.crossunder(c_signal, Threshold_S_C)
    combined_signal := -1



if signal_mode == "Combined Signal"
    if ta.crossover(c_signal, Threshold_L_C)
        score := 1

    if ta.crossunder(c_signal, Threshold_S_C)
        score := -1




// Plot Color
pc = score == 1 ? UpC : score == -1 ? DnC : color.gray
pc_bb = bb_score == 1 ? UpC : bb_score == -1 ? DnC : color.gray
pc_fl = fl_score == 1 ? UpC : fl_score == -1 ? DnC : color.gray
pc_combined = combined_signal == 1 ? UpC : combined_signal == -1 ? DnC : color.gray



// Tables
var table mode_stat_table = na


// -- Force Overlay Conditions
if fo // 'fo' is an input, but used in an if block, not directly in table.new
    mode_stat_table := table.new(pot(pos_table), 100, 100, frame_width = 1, frame_color = color.gray, force_overlay = true, border_color = color.gray, border_width = 1)

else
    mode_stat_table := table.new(pot(pos_table), 100, 100, frame_width = 1, frame_color = color.gray, force_overlay = false, border_color = color.gray, border_width = 1)



// -- Table Cells
if enable_table
    table.cell(mode_stat_table, 0, 0, 'RMSE Trend Modes Table | 𝓛𝓎𝓻𝓸 𝓡𝓢', text_color = color.white, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 1, 0, '', text_color = color.white, bgcolor = #000000, text_size=table_size)


    table.cell(mode_stat_table, 0, 1, 'Modes:', text_color = color.white, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 0, 2, 'Bollinger Bands', text_color = color.gray, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 0, 3, 'For Loop', text_color = color.gray, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 0, 4, 'Combined Signal', text_color = color.gray, bgcolor = #000000, text_size=table_size)

    table.cell(mode_stat_table, 1, 1, 'Signals:', text_color = color.white, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 1, 2, bb_score == 1 ? "⬆️Long ⬆️" : bb_score == -1 ? "⬇️Short ⬇️" : na, text_color = pc_bb, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 1, 3, fl_score == 1 ? "📈Up 📈" : fl_score == -1 ? "📉Down 📉" : na, text_color = pc_fl, bgcolor = #000000, text_size=table_size)
    table.cell(mode_stat_table, 1, 4, combined_signal == 1 ? "🚀Up-Trend 🚀" : combined_signal == -1 ? "🪂 Down-Trend 🪂" : na , text_color = pc_combined, bgcolor = #000000, text_size=table_size)

    table.merge_cells(mode_stat_table, 0, 0, 1, 0)






// Plots

// -- Bollinger Bands Plot
plot(bb_positive_band, color= color.new(UpC, 50), title= "Positive Band", display= display.pane + display.price_scale, force_overlay = true)
plot(bb_negative_band, color= color.new(DnC, 50), title= "Negative Band", display= display.pane + display.price_scale, force_overlay = true)
plot(avg_bb, color= pc_bb, title= "Moving Average", force_overlay = true)
plot(avg_bb, color = color.new(pc_bb, 85), title= "Bollinger Bands Glow Effect 1", linewidth = 10, force_overlay = true, display= display.pane)


// -- For Loop Plot
plot(rmse_fl, color = pc_fl, title= "RMSE For Loop")
plot(rmse_fl, color = color.new(pc_fl, 75), title= "For Loop Glow Effect", linewidth = 10, display= display.pane)



plot(Threshold_L_Fl, color = UpC, title= "Long Threshold", display= display.pane)
plot(Threshold_S_Fl, color = DnC, title= "Short Threshold", display= display.pane)





barcolor(pc)
plotcandle(open, high, low, close, color= pc, wickcolor=pc, bordercolor = pc, force_overlay = true, title= "Plot Candle", display=display.pane)


// Alerts
alertcondition(score == 1, "Root Mean Squared Error Trend - Long", "Root Mean Squared Error Trend is Long {{exchange}}:{{ticker}}")
alertcondition(score == -1, "Root Mean Squared Error Trend - Short", "Root Mean Squared Error Trend is Short {{exchange}}:{{ticker}}")