Sector RS & Intermarket Regime Dashboard

//@version=5
indicator("Sector RS & Intermarket Regime Dashboard", "RS Sector Rotation", overlay=false, max_lines_count=500, max_labels_count=500)

// ==============================
// 1) INPUTS
// ==============================
useLogScale    = input.bool(true,  "Ratios log-transform (stabiler)")
lengthRSFast   = input.int(20,    "RS-Momentum (schnell)",  5, 100)
lengthRSMid    = input.int(60,    "RS-Momentum (mittel)", 20, 260)
lengthSMA      = input.int(50,    "Glättung RS-SMA",       10, 260)

lengthCopper   = input.int(100,   "Kupfer-Trend Länge",    20, 260)
lengthOil      = input.int(100,   "Öl-Trend Länge",        20, 260)
lengthHY       = input.int(50,    "Credit-Spread Länge",   10, 260)

showTable      = input.bool(true, "Regime-Dashboard als Tabelle anzeigen")
showSectors    = input.bool(true, "Sektor-RS-Charts anzeigen")
showInter      = input.bool(true, "Intermarket-Signale anzeigen")

// ==============================
// 2) SYMBOL-DEFINITIONEN
// ==============================
// Sektoren (US-Select Sector SPDR)
symXLF = "XLF"   // Financials
symXLY = "XLY"   // Consumer Discretionary
symXLI = "XLI"   // Industrials
symXLK = "XLK"   // Technology
symXLE = "XLE"   // Energy
symXLU = "XLU"   // Utilities
symSPY = "SPY"   // Benchmark

// Intermarket
symCopper = "HG1!"          // Continuous Copper Futures (COMEX)
symOil    = "CL1!"          // Continuous Crude Oil Futures (WTI)
symHY     = "BAMLH0A0HYM2"  // ICE BofA US High Yield OAS (FRED)

// ==============================
// 3) HILFSFUNKTIONEN
// ==============================

// Sicheres Request
f_sec(sym) =>
    request.security(sym, timeframe.period, close, barmerge.gaps_on, barmerge.lookahead_off)

// Ratio mit optional Log
f_ratio(num, den) =>
    r = den != 0.0 ? num / den : na
    useLogScale ? math.log(r) : r

// Normalisierte Veränderung (Momentum) über length
f_chg(src, len) =>
    src[len] != 0.0 ? (src/src[len] - 1.0) : na

// Ampelfarben
f_colorBull() => color.new(color.lime,  0)
f_colorBear() => color.new(color.red,  0)
f_colorNeutral() => color.new(color.gray, 0)

// ==============================
// 4) SEKTOR-DATEN & RELATIVE STRENGTH
// ==============================
xlf = f_sec(symXLF)
xly = f_sec(symXLY)
xli = f_sec(symXLI)
xlk = f_sec(symXLK)
xle = f_sec(symXLE)
xlu = f_sec(symXLU)
spy = f_sec(symSPY)

// Ratios (Zykliker vs. Defensiv/Tech)
rsXLF_XLK = f_ratio(xlf, xlk)
rsXLY_XLK = f_ratio(xly, xlk)
rsXLI_XLK = f_ratio(xli, xlk)
rsXLF_XLU = f_ratio(xlf, xlu)
rsXLY_XLU = f_ratio(xly, xlu)
rsXLI_XLU = f_ratio(xli, xlu)

// Glättung & Momentum
rsXLF_XLK_sma = ta.sma(rsXLF_XLK, lengthSMA)
rsXLF_XLK_chgFast = f_chg(rsXLF_XLK, lengthRSFast)
rsXLF_XLK_chgMid  = f_chg(rsXLF_XLK, lengthRSMid)

rsXLY_XLK_sma = ta.sma(rsXLY_XLK, lengthSMA)
rsXLY_XLK_chgFast = f_chg(rsXLY_XLK, lengthRSFast)
rsXLY_XLK_chgMid  = f_chg(rsXLY_XLK, lengthRSMid)

rsXLI_XLK_sma = ta.sma(rsXLI_XLK, lengthSMA)
rsXLI_XLK_chgFast = f_chg(rsXLI_XLK, lengthRSFast)
rsXLI_XLK_chgMid  = f_chg(rsXLI_XLK, lengthRSMid)

// Zentrales RS-Signal: Finanz vs Tech
rsFinTech       = rsXLF_XLK
rsFinTech_sma   = rsXLF_XLK_sma
rsFinTech_fast  = rsXLF_XLK_chgFast
rsFinTech_mid   = rsXLF_XLK_chgMid

bool rsFinTechBull = rsFinTech > rsFinTech_sma and rsFinTech_fast > 0 and rsFinTech_mid > 0
bool rsFinTechBear = rsFinTech < rsFinTech_sma and rsFinTech_fast < 0 and rsFinTech_mid < 0

// ==============================
// 5) INTERMARKET-DATEN
// ==============================
copper = f_sec(symCopper)
oil    = f_sec(symOil)
hy     = f_sec(symHY)

// Trend-Filter
copperSMA = ta.sma(copper, lengthCopper)
oilSMA    = ta.sma(oil,    lengthOil)
hySMA     = ta.sma(hy,     lengthHY)

// Momentum (z.B. 3M ~ 60 Handelstage)
copperChg = f_chg(copper, lengthRSMid)
oilChg    = f_chg(oil,    lengthRSMid)
hyChg     = f_chg(hy,     lengthRSMid)

// Regime-Flags
bool copperBull = copper > copperSMA and copperChg > 0
bool copperBear = copper < copperSMA and copperChg < 0

bool oilBull = oil > oilSMA and oilChg > 0
bool oilBear = oil < oilSMA and oilChg < 0

// Für HY: eng = Risk-On, weit = Risk-Off (vereinfachter Ansatz)
bool hyRiskOn  = hy < hySMA and hyChg <= 0
bool hyRiskOff = hy > hySMA and hyChg >= 0

// ==============================
// 6) GLOBALES REGIME
// ==============================
int riskScore = 0
riskScore += rsFinTechBull ? 1 : rsFinTechBear ? -1 : 0
riskScore += copperBull    ? 1 : copperBear    ? -1 : 0
riskScore += oilBull       ? 1 : oilBear       ? -1 : 0
riskScore += hyRiskOn      ? 1 : hyRiskOff     ? -1 : 0

// Risk-On / Neutral / Risk-Off
bool regimeRiskOn  = riskScore >= 2
bool regimeRiskOff = riskScore <= -2
bool regimeNeutral = not regimeRiskOn and not regimeRiskOff

// ==============================
// 7) VISUALISIERUNG – SEKTOR-RS
// ==============================
if showSectors
    secFin  = "XLF vs XLK"
    secDisc = "XLY vs XLK"
    secInd  = "XLI vs XLK"

    // Panel 1: Finanz vs. Tech
    plot(rsFinTech,       title=secFin,  color=color.new(color.orange, 0))
    plot(rsFinTech_sma,   title="SMA "+str.tostring(lengthSMA), color=color.new(color.white, 0))
    hline(na)  // Abstandshalter für schönes Panel

    // Panel 2: optional weitere RS (als separate Plots im selben Fenster)
    plot(rsXLY_XLK,       title=secDisc, color=color.new(color.teal,  0))
    plot(rsXLY_XLK_sma,   title=secDisc+" SMA", color=color.new(color.teal, 60))
    plot(rsXLI_XLK,       title=secInd,  color=color.new(color.blue,  0))
    plot(rsXLI_XLK_sma,   title=secInd+" SMA", color=color.new(color.blue, 60))

// ==============================
// 8) VISUALISIERUNG – INTERMARKET
// ==============================
if showInter
    // Kupfer
    copperColor = copperBull ? f_colorBull() : copperBear ? f_colorBear() : f_colorNeutral()
    plot(copper,     title="Kupfer", color=copperColor)
    plot(copperSMA,  title="Kupfer SMA "+str.tostring(lengthCopper), color=color.new(color.white, 40))

    // Öl
    oilColor = oilBull ? f_colorBull() : oilBear ? f_colorBear() : f_colorNeutral()
    plot(oil,    title="Öl", color=oilColor)
    plot(oilSMA, title="Öl SMA "+str.tostring(lengthOil), color=color.new(color.white, 40))

    // HY-Spreads (invertierte Logik – höher = mehr Risiko)
    hyColor = hyRiskOn ? f_colorBull() : hyRiskOff ? f_colorBear() : f_colorNeutral()
    plot(hy,    title="HY-Spread", color=hyColor)
    plot(hySMA, title="HY SMA "+str.tostring(lengthHY), color=color.new(color.white, 40))

// ==============================
// 9) DASHBOARD-TABELLE
// ==============================
var table dash = na
if showTable
    if barstate.isfirst
        dash := table.new(position.top_right, 4, 6, border_width=1)
        table.cell(dash, 0, 0, "Block",   bgcolor=color.new(color.silver, 0))
        table.cell(dash, 0, 1, "Signal",  bgcolor=color.new(color.silver, 0))
        table.cell(dash, 0, 2, "Status",  bgcolor=color.new(color.silver, 0))
        table.cell(dash, 0, 3, "Score",   bgcolor=color.new(color.silver, 0))

    // Zeile 1 – Globales Regime
    regText = regimeRiskOn ? "Risk-ON" : regimeRiskOff ? "Risk-OFF" : "Neutral"
    regColor = regimeRiskOn ? f_colorBull() : regimeRiskOff ? f_colorBear() : f_colorNeutral()

    table.cell(dash, 1, 0, "Regime", bgcolor=color.new(color.black, 0))
    table.cell(dash, 1, 1, "Score",  bgcolor=color.new(color.black, 0))
    table.cell(dash, 1, 2, regText, text_color=color.white, bgcolor=regColor)
    table.cell(dash, 1, 3, str.tostring(riskScore), text_color=color.white, bgcolor=color.new(color.black, 0))

    // Zeile 2 – RS Finanz vs Tech
    textFin = rsFinTechBull ? "Zykliker > Tech" : rsFinTechBear ? "Tech > Zykliker" : "Unklar"
    colFin  = rsFinTechBull ? f_colorBull() : rsFinTechBear ? f_colorBear() : f_colorNeutral()
    table.cell(dash, 2, 0, "Sektor", bgcolor=color.new(color.black, 0))
    table.cell(dash, 2, 1, "XLF vs XLK", bgcolor=color.new(color.black, 0))
    table.cell(dash, 2, 2, textFin, text_color=color.white, bgcolor=colFin)
    table.cell(dash, 2, 3, str.tostring(rsFinTech_fast * 100, "#.##")+"% / "+str.tostring(rsFinTech_mid * 100, "#.##")+"%", text_color=color.white, bgcolor=color.new(color.black, 0))

    // Zeile 3 – Kupfer
    textCu = copperBull ? "Zyklisch stark" : copperBear ? "Zyklisch schwach" : "Neutral"
    colCu  = copperBull ? f_colorBull() : copperBear ? f_colorBear() : f_colorNeutral()
    table.cell(dash, 3, 0, "Kupfer", bgcolor=color.new(color.black, 0))
    table.cell(dash, 3, 1, "Trend",  bgcolor=color.new(color.black, 0))
    table.cell(dash, 3, 2, textCu,   text_color=color.white, bgcolor=colCu)
    table.cell(dash, 3, 3, str.tostring(copperChg * 100, "#.##")+"%", text_color=color.white, bgcolor=color.new(color.black, 0))

    // Zeile 4 – Öl
    textOil = oilBull ? "Reflation" : oilBear ? "Deflationär/Schwach" : "Neutral"
    colOil  = oilBull ? f_colorBull() : oilBear ? f_colorBear() : f_colorNeutral()
    table.cell(dash, 4, 0, "Öl",    bgcolor=color.new(color.black, 0))
    table.cell(dash, 4, 1, "Trend", bgcolor=color.new(color.black, 0))
    table.cell(dash, 4, 2, textOil, text_color=color.white, bgcolor=colOil)
    table.cell(dash, 4, 3, str.tostring(oilChg * 100, "#.##")+"%", text_color=color.white, bgcolor=color.new(color.black, 0))

    // Zeile 5 – HY-Spreads
    textHY = hyRiskOn ? "Spreads eng (Risk-On)" : hyRiskOff ? "Spreads weit (Risk-Off)" : "Neutral"
    colHY  = hyRiskOn ? f_colorBull() : hyRiskOff ? f_colorBear() : f_colorNeutral()
    table.cell(dash, 5, 0, "Credit", bgcolor=color.new(color.black, 0))
    table.cell(dash, 5, 1, "HY OAS", bgcolor=color.new(color.black, 0))
    table.cell(dash, 5, 2, textHY,   text_color=color.white, bgcolor=colHY)
    table.cell(dash, 5, 3, str.tostring(hyChg * 100, "#.##")+"%", text_color=color.white, bgcolor=color.new(color.black, 0))

// ==============================
// 10) HINTS FÜR STOCK-PICKING (SIGNAL-LABELS AUF DEM CHART)
// ==============================
var label regimeLabel = na
if barstate.islast
    label.delete(regimeLabel)
    txt = "Regime: " + regText + "\nScore: " + str.tostring(riskScore)
    regimeLabel := label.new(bar_index, na, txt, style=label.style_label_left, yloc=yloc.price, color=color.new(color.black, 0), textcolor=color.white)