SMC HTF Confluence

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

//@version=6

// Product role: companion_operator_only. Pro-only confirmed HTF context.
//
// Every higher-timeframe value is transported from the last closed source bar.
// Equal/lower requested frames and incomplete source history fail closed.

indicator("SMC HTF Confluence", overlay = false, max_labels_count = 20, dynamic_requests = true)

string GROUP_FRAMES = "Confirmed higher timeframes"
string GROUP_VIEW = "View"

string tf_fast = input.timeframe("15", "Fast HTF (15m)", group = GROUP_FRAMES)
string tf_medium = input.timeframe("60", "Medium HTF (1h)", group = GROUP_FRAMES)
string tf_slow = input.timeframe("240", "Slow HTF (4h)", group = GROUP_FRAMES)
bool show_atr = input.bool(true, "Show ATR regime", group = GROUP_VIEW)
bool show_reversal = input.bool(true, "Show reversal scores", group = GROUP_VIEW)
bool show_table = input.bool(true, "Show confirmed-source table", group = GROUP_VIEW)

_strictly_higher(string requested_tf) =>
    float requested_seconds = timeframe.in_seconds(requested_tf)
    float chart_seconds = timeframe.in_seconds(timeframe.period)
    not na(requested_seconds) and not na(chart_seconds) and requested_seconds > chart_seconds

_confirmed_tuple() =>
    float ema_fast = ta.ema(close, 21)
    float ema_slow = ta.ema(close, 55)
    float rsi = ta.rsi(close, 14)
    float atr = ta.atr(14)
    float atr_baseline = ta.sma(atr, 50)
    float atr_ratio = atr_baseline > 0 ? atr / atr_baseline : na
    float bb_basis = ta.sma(close, 20)
    float bb_deviation = ta.stdev(close, 20) * 2.0
    float bb_upper = bb_basis + bb_deviation
    float bb_lower = bb_basis - bb_deviation
    float kc_basis = ta.ema(close, 20)
    float kc_range = ta.atr(20) * 1.5
    float kc_upper = kc_basis + kc_range
    float kc_lower = kc_basis - kc_range
    bool squeeze_on = bb_upper < kc_upper and bb_lower > kc_lower
    bool squeeze_released = not squeeze_on and squeeze_on[1]
    int trend = close > ema_fast and ema_fast > ema_slow ? 1 : close < ema_fast and ema_fast < ema_slow ? -1 : 0
    bool bull_pattern = close > open and close > high[1] and low <= low[1]
    bool bear_pattern = close < open and close < low[1] and high >= high[1]
    bool bull_divergence = low < low[5] and rsi > rsi[5]
    bool bear_divergence = high > high[5] and rsi < rsi[5]
    float source_vwap = ta.vwap(hlc3)
    bool vwap_hold = trend > 0 and close >= source_vwap or trend < 0 and close <= source_vwap
    bool retrace_ok = trend != 0 and math.abs(close - ema_fast) <= atr * 0.75
    bool reversal_active = bull_pattern or bear_pattern or bull_divergence or bear_divergence
    int setup_score = (squeeze_on ? 1 : 0) + (retrace_ok ? 1 : 0) + (reversal_active ? 1 : 0)
    int confirm_score = (trend != 0 ? 1 : 0) + (vwap_hold ? 1 : 0) + (bull_pattern or bear_pattern ? 1 : 0)
    int follow_score = (squeeze_released ? 1 : 0) + (trend > 0 and close > high[1] or trend < 0 and close < low[1] ? 1 : 0)
    [
         time[1],
         time_close[1],
         barstate.isconfirmed[1],
         trend[1],
         atr_ratio[1],
         squeeze_on[1],
         squeeze_released[1],
         reversal_active[1],
         bull_pattern[1],
         bear_pattern[1],
         bull_divergence[1],
         bear_divergence[1],
         vwap_hold[1],
         retrace_ok[1],
         setup_score[1],
         confirm_score[1],
         follow_score[1]]

[fast_source_time, fast_source_close, fast_source_confirmed, fast_trend_raw, fast_atr_ratio_raw, fast_squeeze_on_raw, fast_squeeze_released_raw, fast_reversal_active_raw, fast_bull_pattern_raw, fast_bear_pattern_raw, fast_bull_divergence_raw, fast_bear_divergence_raw, fast_vwap_hold_raw, fast_retrace_ok_raw, fast_setup_raw, fast_confirm_raw, fast_follow_raw] = request.security(
     syminfo.tickerid,
     tf_fast,
     _confirmed_tuple(),
     gaps = barmerge.gaps_off,
     lookahead = barmerge.lookahead_on,
     calc_bars_count = 500)

[medium_source_time, medium_source_close, medium_source_confirmed, medium_trend_raw, medium_atr_ratio_raw, medium_squeeze_on_raw, medium_squeeze_released_raw, medium_reversal_active_raw, medium_bull_pattern_raw, medium_bear_pattern_raw, medium_bull_divergence_raw, medium_bear_divergence_raw, medium_vwap_hold_raw, medium_retrace_ok_raw, medium_setup_raw, medium_confirm_raw, medium_follow_raw] = request.security(
     syminfo.tickerid,
     tf_medium,
     _confirmed_tuple(),
     gaps = barmerge.gaps_off,
     lookahead = barmerge.lookahead_on,
     calc_bars_count = 500)

[slow_source_time, slow_source_close, slow_source_confirmed, slow_trend_raw, slow_atr_ratio_raw, slow_squeeze_on_raw, slow_squeeze_released_raw, slow_reversal_active_raw, slow_bull_pattern_raw, slow_bear_pattern_raw, slow_bull_divergence_raw, slow_bear_divergence_raw, slow_vwap_hold_raw, slow_retrace_ok_raw, slow_setup_raw, slow_confirm_raw, slow_follow_raw] = request.security(
     syminfo.tickerid,
     tf_slow,
     _confirmed_tuple(),
     gaps = barmerge.gaps_off,
     lookahead = barmerge.lookahead_on,
     calc_bars_count = 500)

bool fast_available = _strictly_higher(tf_fast) and fast_source_confirmed and not na(fast_source_time) and not na(fast_source_close) and not na(fast_atr_ratio_raw)
bool medium_available = _strictly_higher(tf_medium) and medium_source_confirmed and not na(medium_source_time) and not na(medium_source_close) and not na(medium_atr_ratio_raw)
bool slow_available = _strictly_higher(tf_slow) and slow_source_confirmed and not na(slow_source_time) and not na(slow_source_close) and not na(slow_atr_ratio_raw)
bool frames_ordered = timeframe.in_seconds(tf_fast) < timeframe.in_seconds(tf_medium) and timeframe.in_seconds(tf_medium) < timeframe.in_seconds(tf_slow)
fast_available := frames_ordered and fast_available
medium_available := frames_ordered and medium_available
slow_available := frames_ordered and slow_available

int fast_trend = fast_available ? fast_trend_raw : 0
int medium_trend = medium_available ? medium_trend_raw : 0
int slow_trend = slow_available ? slow_trend_raw : 0
float fast_atr_ratio = fast_available ? fast_atr_ratio_raw : na
float medium_atr_ratio = medium_available ? medium_atr_ratio_raw : na
float slow_atr_ratio = slow_available ? slow_atr_ratio_raw : na

bool squeeze_on = fast_available and fast_squeeze_on_raw or medium_available and medium_squeeze_on_raw or slow_available and slow_squeeze_on_raw
bool squeeze_released = fast_available and fast_squeeze_released_raw or medium_available and medium_squeeze_released_raw or slow_available and slow_squeeze_released_raw
bool reversal_active = fast_available and fast_reversal_active_raw or medium_available and medium_reversal_active_raw or slow_available and slow_reversal_active_raw
bool bull_pattern = fast_available and fast_bull_pattern_raw or medium_available and medium_bull_pattern_raw or slow_available and slow_bull_pattern_raw
bool bear_pattern = fast_available and fast_bear_pattern_raw or medium_available and medium_bear_pattern_raw or slow_available and slow_bear_pattern_raw
bool bull_divergence = fast_available and fast_bull_divergence_raw or medium_available and medium_bull_divergence_raw or slow_available and slow_bull_divergence_raw
bool bear_divergence = fast_available and fast_bear_divergence_raw or medium_available and medium_bear_divergence_raw or slow_available and slow_bear_divergence_raw
bool vwap_hold = fast_available and fast_vwap_hold_raw or medium_available and medium_vwap_hold_raw or slow_available and slow_vwap_hold_raw
bool retrace_ok = fast_available and fast_retrace_ok_raw or medium_available and medium_retrace_ok_raw or slow_available and slow_retrace_ok_raw

int available_count = (fast_available ? 1 : 0) + (medium_available ? 1 : 0) + (slow_available ? 1 : 0)
int trend_sum = fast_trend + medium_trend + slow_trend
int confluence_bias = available_count == 3 ? (trend_sum >= 2 ? 1 : trend_sum <= -2 ? -1 : 0) : 0
float confluence_score = available_count == 3 ? trend_sum / 3.0 * 100.0 : na
int setup_score = (fast_available ? fast_setup_raw : 0) + (medium_available ? medium_setup_raw : 0) + (slow_available ? slow_setup_raw : 0)
int confirm_score = (fast_available ? fast_confirm_raw : 0) + (medium_available ? medium_confirm_raw : 0) + (slow_available ? slow_confirm_raw : 0)
int follow_score = (fast_available ? fast_follow_raw : 0) + (medium_available ? medium_follow_raw : 0) + (slow_available ? slow_follow_raw : 0)

color bias_color = confluence_bias > 0 ? color.new(color.green, 20) : confluence_bias < 0 ? color.new(color.red, 20) : color.new(color.gray, 55)
float atr_display = not show_atr ? na : fast_available ? fast_atr_ratio : medium_available ? medium_atr_ratio : slow_atr_ratio
plot(atr_display, "Confirmed ATR Ratio", bias_color, 2, plot.style_columns)
hline(1.0, "ATR Baseline", color.new(color.gray, 70), hline.style_dotted)
plot(show_reversal and reversal_active ? setup_score : na, "Setup Score", color.new(color.blue, 30), 1, plot.style_stepline)
plot(show_reversal and reversal_active ? confirm_score : na, "Confirm Score", color.new(color.green, 30), 1, plot.style_stepline)
plot(show_reversal and reversal_active ? follow_score : na, "Follow Score", color.new(color.orange, 30), 1, plot.style_stepline)
plotshape(squeeze_on, "Squeeze On", shape.diamond, location.bottom, color.new(color.blue, 20), size = size.tiny)
plotshape(squeeze_released, "Squeeze Released", shape.circle, location.bottom, color.new(color.orange, 20), size = size.tiny)
plotshape(bull_divergence, "HTF Bull Divergence", shape.triangleup, location.bottom, color.new(color.green, 20), size = size.tiny)
plotshape(bear_divergence, "HTF Bear Divergence", shape.triangledown, location.top, color.new(color.red, 20), size = size.tiny)
bgcolor(bull_pattern ? color.new(color.green, 92) : bear_pattern ? color.new(color.red, 92) : na, title = "Confirmed HTF pattern")

plot(fast_available ? 1 : 0, "HTF 15m Available", display = display.data_window)
plot(medium_available ? 1 : 0, "HTF 1h Available", display = display.data_window)
plot(slow_available ? 1 : 0, "HTF 4h Available", display = display.data_window)
plot(fast_available ? fast_source_close : na, "HTF 15m Source Close", display = display.data_window)
plot(medium_available ? medium_source_close : na, "HTF 1h Source Close", display = display.data_window)
plot(slow_available ? slow_source_close : na, "HTF 4h Source Close", display = display.data_window)
plot(fast_available ? fast_trend : na, "HTF 15m Trend", display = display.data_window)
plot(medium_available ? medium_trend : na, "HTF 1h Trend", display = display.data_window)
plot(slow_available ? slow_trend : na, "HTF 4h Trend", display = display.data_window)
plot(fast_atr_ratio, "HTF 15m ATR Ratio", display = display.data_window)
plot(medium_atr_ratio, "HTF 1h ATR Ratio", display = display.data_window)
plot(slow_atr_ratio, "HTF 4h ATR Ratio", display = display.data_window)
plot(confluence_bias, "HTF Confluence Bias", display = display.data_window)
plot(confluence_score, "HTF Confluence Score", display = display.data_window)
plot(vwap_hold ? 1 : 0, "HTF VWAP Hold", display = display.data_window)
plot(retrace_ok ? 1 : 0, "HTF Retrace OK", display = display.data_window)

_available_text(bool available, int source_close) =>
    available ? "closed " + str.format_time(source_close, "yyyy-MM-dd HH:mm", "Etc/UTC") + " UTC" : "unavailable"

var table status = table.new(position.top_right, 3, 5, border_width = 1)
if barstate.islast and show_table
    table.cell(status, 0, 0, "Frame", bgcolor = color.new(color.gray, 75))
    table.cell(status, 1, 0, "Freshness", bgcolor = color.new(color.gray, 75))
    table.cell(status, 2, 0, "Trend", bgcolor = color.new(color.gray, 75))
    table.cell(status, 0, 1, tf_fast)
    table.cell(status, 1, 1, _available_text(fast_available, fast_source_close))
    table.cell(status, 2, 1, fast_available ? str.tostring(fast_trend) : "—")
    table.cell(status, 0, 2, tf_medium)
    table.cell(status, 1, 2, _available_text(medium_available, medium_source_close))
    table.cell(status, 2, 2, medium_available ? str.tostring(medium_trend) : "—")
    table.cell(status, 0, 3, tf_slow)
    table.cell(status, 1, 3, _available_text(slow_available, slow_source_close))
    table.cell(status, 2, 3, slow_available ? str.tostring(slow_trend) : "—")
    table.cell(status, 0, 4, "Aggregate")
    table.cell(status, 1, 4, not frames_ordered ? "invalid frame order" : available_count == 3 ? "all confirmed" : "fail closed")
    table.cell(status, 2, 4, available_count == 3 ? str.tostring(confluence_score, "#") + "%" : "—", text_color = bias_color)