Speed of Tape [ATAS Style]

// This Pine Script™ source code is subject to the terms of the Mozilla Public License 2.0
// https://mozilla.org/MPL/2.0/
// © Speed of Tape - ATAS Style
// Measures transaction speed (trades per time unit) and colors candles when speed exceeds threshold

//@version=5
indicator("Speed of Tape [ATAS Style]", shorttitle="SOT", overlay=true)

// === INPUTS ===
string GRP1 = "Speed Calculation"
calcType = input.string("Tick Count", "Speed Type", options=["Tick Count", "Volume", "Delta"], group=GRP1, tooltip="Tick Count = Number of trades (ATAS default)")
periodSeconds = input.int(5, "Period (seconds)", minval=1, maxval=60, group=GRP1, tooltip="Time interval for speed calculation")

string GRP2 = "Filter Settings"
useAutoFilter = input.bool(true, "Auto Filter", group=GRP2, tooltip="Automatically calculate threshold (recommended)")
autoFilterPeriod = input.int(20, "Auto Filter Period", minval=5, maxval=100, group=GRP2, tooltip="Bars for auto threshold calculation")
manualThreshold = input.float(1.5, "Manual Threshold", minval=0.5, step=0.1, group=GRP2, tooltip="Used when Auto Filter is OFF")

string GRP3 = "Colors"
normalColor = input.color(color.new(color.gray, 100), "Normal (transparent)", group=GRP3)
maxSpeedColor = input.color(color.yellow, "Max Speed Color (Yellow)", group=GRP3)
paintBars = input.bool(true, "Paint Bars", group=GRP3, tooltip="Color candles when speed exceeds threshold")

string GRP4 = "Display"
showHistogram = input.bool(false, "Show Speed Histogram", group=GRP4)
showSMA = input.bool(false, "Show SMA Line", group=GRP4)
smaPeriod = input.int(10, "SMA Period", minval=1, group=GRP4)
showTable = input.bool(true, "Show Info Panel", group=GRP4)

// === SPEED OF TAPE CALCULATION ===
// ATAS Formula: Speed = number of transactions / time (seconds)
// Since TradingView doesn't have tick count, we approximate using:
// - Volume as proxy for transaction count
// - Timeframe to estimate seconds per bar

// Get timeframe in minutes
tfMultiplier = timeframe.multiplier
tfSeconds = timeframe.isseconds ? tfMultiplier : timeframe.isminutes ? tfMultiplier * 60 : timeframe.isdaily ? tfMultiplier * 86400 : 60

// Calculate speed based on selected type
float rawSpeed = switch calcType
    "Tick Count" => volume / tfSeconds * periodSeconds  // Approximate tick count using volume
    "Volume" => volume / tfSeconds * periodSeconds
    "Delta" => math.abs(close - open) / tfSeconds * periodSeconds
    => volume / tfSeconds * periodSeconds

// === AUTO FILTER (ATAS Style) ===
avgSpeed = ta.sma(rawSpeed, autoFilterPeriod)
stdSpeed = ta.stdev(rawSpeed, autoFilterPeriod)

// Auto threshold: mean + 1 standard deviation (captures unusual speed)
autoThreshold = avgSpeed + stdSpeed

// Use auto or manual threshold
threshold = useAutoFilter ? autoThreshold : avgSpeed * manualThreshold

// Determine if current bar has high speed
isHighSpeed = rawSpeed > threshold

// === PAINT BARS (ATAS STYLE) ===
barcolor(paintBars and isHighSpeed ? maxSpeedColor : na)

// === OPTIONAL HISTOGRAM ===
plot(showHistogram ? rawSpeed : na, "Speed", color=isHighSpeed ? maxSpeedColor : color.gray, style=plot.style_histogram)
plot(showHistogram and showSMA ? ta.sma(rawSpeed, smaPeriod) : na, "SMA", color=color.white, linewidth=2)
plot(showHistogram ? threshold : na, "Threshold", color=color.red, linewidth=1, style=plot.style_stepline)

// === INFO TABLE ===
var table tbl = table.new(position.top_right, 2, 5, bgcolor=color.new(color.black, 85), border_width=1)

if showTable and barstate.islast
    statusText = isHighSpeed ? "HIGH SPEED" : "NORMAL"
    statusCol = isHighSpeed ? maxSpeedColor : color.white
    filterText = useAutoFilter ? "AUTO" : "MANUAL"

    table.cell(tbl, 0, 0, "Speed of Tape", text_color=color.white, text_size=size.small, bgcolor=color.new(color.teal, 60))
    table.cell(tbl, 1, 0, "", bgcolor=color.new(color.teal, 60))
    table.cell(tbl, 0, 1, "Speed", text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 1, 1, str.tostring(rawSpeed, "#.##"), text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 0, 2, "Threshold", text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 1, 2, str.tostring(threshold, "#.##"), text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 0, 3, "Status", text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 1, 3, statusText, text_color=statusCol, text_size=size.tiny)
    table.cell(tbl, 0, 4, "Filter", text_color=color.white, text_size=size.tiny)
    table.cell(tbl, 1, 4, filterText, text_color=color.white, text_size=size.tiny)

// === ALERTS ===
alertcondition(isHighSpeed and not isHighSpeed[1], "High Speed Detected", "Speed of Tape: High transaction speed!")
alertcondition(not isHighSpeed and isHighSpeed[1], "Speed Normalized", "Speed of Tape: Speed returning to normal")