SMA Spread OSC

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © claygrace74

//@version=6
indicator("SMA Spread OSC", shorttitle="SMA Spread", overlay=false, max_labels_count=500)

// ==================================================================================
// Settings
// ==================================================================================
string GRP1        = "Fast SMA"
int    i_fastLen   = input.int(20,  "Length", minval=1, maxval=500,  group=GRP1)
color  i_colUp1    = input.color(color.rgb(0, 230, 118),  "Bull Color", group=GRP1)
color  i_colDn1    = input.color(color.rgb(255, 82, 82),  "Bear Color", group=GRP1)

string GRP2        = "Slow SMA"
int    i_slowLen   = input.int(200, "Length", minval=1, maxval=1000, group=GRP2)
color  i_colUp2    = input.color(color.rgb(100, 181, 246), "Bull Color", group=GRP2)
color  i_colDn2    = input.color(color.rgb(255, 167, 38),  "Bear Color", group=GRP2)

string GRP3        = "Smoothing"
int    i_smooth    = input.int(1, "Smooth Spread (SMA)", minval=1, maxval=100, group=GRP3, tooltip="1 = no smoothing")

string GRP4        = "Display"
bool   i_showHist  = input.bool(true,  "Show Histogram",           group=GRP4)
bool   i_showFills = input.bool(true,  "Show Fills",               group=GRP4)
bool   i_showBands = input.bool(true,  "Show Avg Distance Bands",  group=GRP4)
bool   i_showDash  = input.bool(true,  "Show Dashboard",           group=GRP4)
bool   i_showZero  = input.bool(true,  "Show Zero-Line Crosses",   group=GRP4)
bool   i_showDiv   = input.bool(false, "Show Divergence Signals",  group=GRP4)
bool   i_showAccel = input.bool(true,  "Show Acceleration Coloring", group=GRP4)
bool   i_showExt   = input.bool(true,  "Show Extension Warnings",  group=GRP4)
int    i_divLB     = input.int(5, "Divergence Lookback", minval=3, maxval=20, group=GRP4)

// ==================================================================================
// Core Calculation
// ==================================================================================
float fastSMA = ta.sma(close, i_fastLen)
float slowSMA = ta.sma(close, i_slowLen)

// Spread as percentage distance: (fast - slow) / slow * 100
float rawSpread = not na(slowSMA) and slowSMA > 0 ? ((fastSMA - slowSMA) / slowSMA) * 100.0 : 0.0
float spread    = i_smooth > 1 ? ta.sma(rawSpread, i_smooth) : rawSpread

// ==================================================================================
// Average Distance Statistics
// ==================================================================================
float avgDistAbove = na
float avgDistBelow = na
float midLine      = na
float pctAbove     = na

if not na(spread) and i_slowLen > 0
    float sumAbove   = 0.0
    int   countAbove = 0
    float sumBelow   = 0.0
    int   countBelow = 0

    for i = 0 to i_slowLen - 1
        float s = nz(spread[i])
        if s > 0
            sumAbove   += s
            countAbove += 1
        else if s < 0
            sumBelow   += math.abs(s)
            countBelow += 1

    avgDistAbove := countAbove > 0 ? sumAbove / countAbove : 0.0
    avgDistBelow := countBelow > 0 ? sumBelow / countBelow : 0.0
    pctAbove     := (countAbove / i_slowLen) * 100.0
    midLine      := (avgDistAbove - avgDistBelow) / 2.0

// ==================================================================================
// Momentum, Acceleration & Signals
// ==================================================================================
bool rising  = not na(spread) and spread > nz(spread[1])
bool isAbove = spread > nz(midLine)

// Acceleration
float accel   = ta.change(spread)
bool  accelUp = accel > 0

// Cross signals
bool crossAboveMid = ta.crossover(spread, midLine)
bool crossBelowMid = ta.crossunder(spread, midLine)
bool zeroCrossUp   = ta.crossover(spread, 0)
bool zeroCrossDn   = ta.crossunder(spread, 0)

// Extension detection — spread beyond avg distance bands
bool extendedBull = not na(avgDistAbove) and spread > avgDistAbove
bool extendedBear = not na(avgDistBelow) and spread < -avgDistBelow

// Divergence detection — price vs spread
bool priceHigher   = high > ta.highest(high, i_divLB)[1]
bool spreadNotHigh = spread < ta.highest(spread, i_divLB)[1]
bool bearDiv       = priceHigher and spreadNotHigh and spread > 0

bool priceLower    = low < ta.lowest(low, i_divLB)[1]
bool spreadNotLow  = spread > ta.lowest(spread, i_divLB)[1]
bool bullDiv       = priceLower and spreadNotLow and spread < 0

// ==================================================================================
// Colors
// ==================================================================================

// 4-color histogram momentum
bool growBull   = spread >= nz(midLine) and accelUp
bool shrinkBull = spread >= nz(midLine) and not accelUp
bool growBear   = spread < nz(midLine) and not accelUp
bool shrinkBear = spread < nz(midLine) and accelUp
color histCol = growBull ? i_colUp1 : shrinkBull ? color.new(i_colUp1, 50) : growBear ? i_colDn1 : color.new(i_colDn1, 50)

// Acceleration-aware line color
color cLine = i_showAccel ? (spread >= nz(midLine) ? (accelUp ? i_colUp1 : color.new(i_colUp1, 50)) : (accelUp ? color.new(i_colDn1, 50) : i_colDn1)) : (rising ? i_colUp1 : i_colDn1)
color cSpread = spread >= nz(midLine) ? i_colUp1 : i_colDn1

// ==================================================================================
// Plots
// ==================================================================================

// Overlay price bands (projected avg distance on chart)
priceAbove = avgDistAbove > 0 ? slowSMA * (1 + avgDistAbove / 100) : na
priceBelow = avgDistBelow > 0 ? slowSMA * (1 - avgDistBelow / 100) : na
plot(priceAbove, force_overlay=true, color=color.new(color.red, 30), offset=i_fastLen, title="Avg Dist Above (Overlay)")
plot(priceBelow, force_overlay=true, color=color.new(color.green, 30), offset=i_fastLen, title="Avg Dist Below (Overlay)")

// Midline
pMid = plot(midLine, "Mid Line", color=color.rgb(180, 180, 200, 40), linewidth=1, style=plot.style_line)

// Avg distance bands
plot(i_showBands ? avgDistAbove : na,  "Avg Above Band", color=color.new(i_colUp1, 65), linewidth=1, style=plot.style_stepline)
plot(i_showBands ? -avgDistBelow : na, "Avg Below Band", color=color.new(i_colDn1, 65), linewidth=1, style=plot.style_stepline)

// 4-color histogram
plot(i_showHist ? spread : na, "Histogram", style=plot.style_histogram, color=color.new(histCol, 40), linewidth=2)

// Spread line
pSpread = plot(spread, "Spread", color=cLine, linewidth=2)

// Zero reference
hline(0, "Zero", color.new(color.gray, 75), hline.style_dotted)

// Fills
fill(pSpread, pMid, color=i_showFills ? color.new(cSpread, 85) : na, title="Spread/Mid Fill")

// Cross markers on midline
plotshape(crossAboveMid ? spread : na, "Cross Above Mid", shape.triangleup,   location.absolute, i_colUp1, size=size.small)
plotshape(crossBelowMid ? spread : na, "Cross Below Mid",  shape.triangledown, location.absolute, i_colDn1, size=size.small)

// Zero-line crosses
plotshape(i_showZero and zeroCrossUp, "Zero Up",   shape.circle, location.absolute, color.new(i_colUp1, 20), size=size.tiny)
plotshape(i_showZero and zeroCrossDn, "Zero Down",  shape.circle, location.absolute, color.new(i_colDn1, 20), size=size.tiny)

// Extension warnings
plotshape(i_showExt and extendedBull and not extendedBull[1], "Extended Bull", shape.diamond, location.absolute, color.new(color.yellow, 0), size=size.tiny)
plotshape(i_showExt and extendedBear and not extendedBear[1], "Extended Bear", shape.diamond, location.absolute, color.new(color.yellow, 0), size=size.tiny)
bgcolor(i_showExt and (extendedBull or extendedBear) ? color.new(color.yellow, 93) : na, title="Extension BG")

// Divergence
bgcolor(i_showDiv and bearDiv ? color.new(color.orange, 88) : na, title="Bearish Divergence")
bgcolor(i_showDiv and bullDiv ? color.new(color.teal, 88)   : na, title="Bullish Divergence")

// ==================================================================================
// Dashboard
// ==================================================================================
if barstate.islast and i_showDash
    var table dash = table.new(position.top_right, 3, 13, bgcolor=color.rgb(20, 20, 30, 10), border_color=color.rgb(60, 60, 80), border_width=1, frame_color=color.rgb(60, 60, 80), frame_width=1)

    color headerClr = color.rgb(200, 200, 220)
    color labelClr  = color.rgb(160, 160, 180)

    // Header
    table.cell(dash, 0, 0, "SMA Spread",  text_color=headerClr, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 1, 0, "Fast",        text_color=i_colUp1,  text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 0, "Slow",        text_color=i_colUp2,  text_size=size.small, text_halign=text.align_center)

    // SMA Length
    table.cell(dash, 0, 1, "SMA Len",    text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 1, str.tostring(i_fastLen), text_color=headerClr, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 1, str.tostring(i_slowLen), text_color=headerClr, text_size=size.small, text_halign=text.align_center)

    // SMA Value
    table.cell(dash, 0, 2, "SMA Value",  text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 2, str.tostring(fastSMA, "#.##"), text_color=headerClr, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 2, str.tostring(slowSMA, "#.##"), text_color=headerClr, text_size=size.small, text_halign=text.align_center)

    // Price vs SMAs
    table.cell(dash, 0, 3, "Price vs SMA", text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 3, close > fastSMA ? "Above" : "Below", text_color=close > fastSMA ? i_colUp1 : i_colDn1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 3, close > slowSMA ? "Above" : "Below", text_color=close > slowSMA ? i_colUp2 : i_colDn2, text_size=size.small, text_halign=text.align_center)

    // Spread
    table.cell(dash, 0, 4, "Spread",     text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 4, str.tostring(spread, "#.####") + " %", text_color=cLine, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 4, "",            text_size=size.small)

    // Momentum
    table.cell(dash, 0, 5, "Momentum",   text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 5, rising ? "Rising" : "Falling", text_color=rising ? i_colUp1 : i_colDn1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 5, "",            text_size=size.small)

    // Acceleration
    table.cell(dash, 0, 6, "Accel",      text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 6, accelUp ? "Accelerating" : "Decelerating", text_color=accelUp ? i_colUp1 : i_colDn1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 6, "",            text_size=size.small)

    // Extension status
    string extTxt = extendedBull ? "EXTENDED BULL" : extendedBear ? "EXTENDED BEAR" : "Normal"
    color extClr  = extendedBull ? color.yellow : extendedBear ? color.yellow : color.gray
    table.cell(dash, 0, 7, "Extension",  text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 7, extTxt,        text_color=extClr, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 7, "",            text_size=size.small)

    // Bias
    string biasText = spread > avgDistAbove ? "Extended Bull" : spread > midLine and spread > 0 ? "Bullish" : spread > midLine and spread <= 0 ? "Weak Bull" : spread > -avgDistBelow ? "Bearish" : "Extended Bear"
    color  biasColor = spread > nz(midLine) ? i_colUp1 : i_colDn1
    table.cell(dash, 0, 8, "Bias",       text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 8, biasText,      text_color=biasColor, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 8, "",            text_size=size.small)

    // --- Spread Stats ---
    table.cell(dash, 0, 9, "Spread Stats", text_color=headerClr, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 1, 9, "(" + str.tostring(i_slowLen) + " bars)", text_color=color.rgb(120, 120, 140), text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 9, "",            text_size=size.small)

    table.cell(dash, 0, 10, "Avg Above", text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 10, str.tostring(avgDistAbove, "#.####") + " %", text_color=i_colUp1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 10, spread > 0 ? str.tostring(spread, "#.####") + " % now" : "—", text_color=spread > 0 ? i_colUp1 : color.rgb(120, 120, 140), text_size=size.small, text_halign=text.align_center)

    table.cell(dash, 0, 11, "Avg Below", text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 11, str.tostring(avgDistBelow, "#.####") + " %", text_color=i_colDn1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 11, spread <= 0 ? str.tostring(math.abs(spread), "#.####") + " % now" : "—", text_color=spread <= 0 ? i_colDn1 : color.rgb(120, 120, 140), text_size=size.small, text_halign=text.align_center)

    table.cell(dash, 0, 12, "% Above",   text_color=labelClr, text_size=size.small, text_halign=text.align_left)
    table.cell(dash, 1, 12, str.tostring(pctAbove, "#.#") + " %", text_color=pctAbove >= 50 ? i_colUp1 : i_colDn1, text_size=size.small, text_halign=text.align_center)
    table.cell(dash, 2, 12, str.tostring(100.0 - pctAbove, "#.#") + " % below", text_color=pctAbove < 50 ? i_colUp1 : i_colDn1, text_size=size.small, text_halign=text.align_center)

// ==================================================================================
// Alert Conditions
// ==================================================================================
alertcondition(crossAboveMid,  "Spread Crossed Above Mid",  "SMA spread crossed above midline — bullish bias")
alertcondition(crossBelowMid,  "Spread Crossed Below Mid",  "SMA spread crossed below midline — bearish bias")
alertcondition(zeroCrossUp,    "Spread Above Zero",          "SMA spread crossed above zero — fast SMA above slow")
alertcondition(zeroCrossDn,    "Spread Below Zero",          "SMA spread crossed below zero — fast SMA below slow")
alertcondition(extendedBull and not extendedBull[1], "Extended Bull", "Spread exceeded avg bullish distance — potential mean reversion")
alertcondition(extendedBear and not extendedBear[1], "Extended Bear", "Spread exceeded avg bearish distance — potential mean reversion")
alertcondition(bullDiv,        "Bullish Divergence",         "Price making new low but spread is not — potential reversal")
alertcondition(bearDiv,        "Bearish Divergence",         "Price making new high but spread is not — potential reversal")
alertcondition(growBull,       "Bull Accelerating",          "Spread above mid and accelerating")