Structure Retest Engine Delta Hybrid

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0.
//@version=6
indicator("Structure Retest Engine Delta Hybrid", shorttitle = "SRE-DH", overlay = true, max_labels_count = 500, max_lines_count = 500, max_boxes_count = 500)

// ┌───────────────────────────── Inputs ─────────────────────────────┐
// └──────────────────────────────────────────────────────────────────┘

BULL_COLOR = #089981
BEAR_COLOR = #f23645

GRP_MODEL   = "Model Settings"
GRP_DELTA   = "Delta Analysis"
GRP_FILTERS = "Retest Filters"
GRP_VISUALS = "Visuals"
GRP_ALERTS  = "Alerts"

pivotLen     = input.int(5, "Pivot Length", minval = 1, group = GRP_MODEL, tooltip = "Bars required on each side to confirm a swing point.")
sensitivity  = input.float(0.5, "Retest Sensitivity (ATR %)", minval = 0.05, step = 0.05, group = GRP_MODEL, tooltip = "Defines how close price must come to the level to trigger a retest. Lower values require a more precise touch.")
latestOnly   = input.bool(true, "Show Latest Only", group = GRP_MODEL, tooltip = "Deletes previous structure drawings when a new one forms.")
allowReEntry = input.bool(false, "Allow Re-Entries In Same Zone", group = GRP_MODEL, tooltip = "If disabled, a level is consumed after the first valid entry.")

useDeltaAnalysis = input.bool(true, "Enable Delta Analysis", group = GRP_DELTA, tooltip = "Uses a relative volume delta proxy to judge breakout conviction and retest sentiment.")
deltaMaLen       = input.int(20, "Delta MA Period", minval = 1, group = GRP_DELTA)
deltaThresh      = input.float(1.5, "Run Away Threshold (xMA)", minval = 0.1, step = 0.1, group = GRP_DELTA, tooltip = "Above this threshold, breakout delta is treated as high conviction.")
showDeltaText    = input.bool(true, "Show Delta Insight In Entry Text", group = GRP_DELTA)
showDeltaOnCH    = input.bool(true, "Show Strong/Weak On CHoCH Label", group = GRP_DELTA)

confirmMode  = input.string("Engulfing", "Confirmation Mode", options = ["Touch", "Close Outside Level", "Engulfing"], group = GRP_FILTERS, tooltip = "Touch = immediate reaction. Close Outside Level = candle returns to level then closes back on the trend side. Engulfing = reversal candle confirmation.")
volMaLen     = input.int(20, "Volume MA Length", minval = 1, group = GRP_FILTERS, tooltip = "Period for the Volume Moving Average filter.")
volThresh    = input.float(1.30, "Volume Threshold", minval = 0.1, step = 0.1, group = GRP_FILTERS, tooltip = "Required volume relative to its MA to confirm a retest.")
requireVol   = input.bool(false, "Require Volume Filter", group = GRP_FILTERS, tooltip = "If enabled, confirmation also requires volume above the selected threshold.")
requireCandle = input.bool(false, "Require Directional Candle", group = GRP_FILTERS, tooltip = "Bullish entries require a green candle; bearish entries require a red candle.")

bullCol            = input.color(BULL_COLOR, "Bullish", inline = "col", group = GRP_VISUALS)
bearCol            = input.color(BEAR_COLOR, "Bearish", inline = "col", group = GRP_VISUALS)
showStructureLabel = input.bool(true, "Show CHoCH Labels", group = GRP_VISUALS)
compactLabels      = input.bool(true, "Compact Labels", group = GRP_VISUALS, tooltip = "Uses CH instead of CHoCH for cleaner charts.")
showEntryLabels    = input.bool(true, "Show Entry Text", group = GRP_VISUALS)
colorBarsByTrend   = input.bool(true, "Color Bars By Trend", group = GRP_VISUALS)
fadeUsedZone       = input.bool(true, "Fade Used Levels", group = GRP_VISUALS, tooltip = "Increases transparency of levels once an entry is triggered.")
zoneTransparency   = input.int(85, "Active Transparency", minval = 0, maxval = 100, group = GRP_VISUALS)
usedTransparency   = input.int(95, "Used Transparency", minval = 0, maxval = 100, group = GRP_VISUALS)
entrySizeOpt       = input.string("Tiny", "Entry Triangle Size", options = ["Tiny", "Small", "Normal"], group = GRP_VISUALS)
showBreakLevelLine = input.bool(true, "Show Break Level Line", group = GRP_VISUALS)
showChochTriangle  = input.bool(true, "Show CHoCH Triangle", group = GRP_VISUALS)
chochTriSizeOpt    = input.string("Tiny", "CHoCH Triangle Size", options = ["Tiny", "Small", "Normal"], group = GRP_VISUALS)
showEntryTriangle  = input.bool(true, "Show Entry Triangle", group = GRP_VISUALS)
entryTextOffsetAtr = input.float(0.60, "Entry Text Offset (ATR)", minval = 0.10, step = 0.05, group = GRP_VISUALS, tooltip = "Moves entry text farther away from the candle so it stays readable.")
entryTextSizeOpt   = input.string("Tiny", "Entry Text Size", options = ["Tiny", "Small", "Normal"], group = GRP_VISUALS)
chochTextSizeOpt   = input.string("Small", "CHoCH Text Size", options = ["Tiny", "Small", "Normal"], group = GRP_VISUALS)

alertsOnCHoCH     = input.bool(true, "Include CHoCH In Alert", group = GRP_ALERTS)
alertsOnBullEntry = input.bool(true, "Include Bull Entry In Alert", group = GRP_ALERTS)
alertsOnBearEntry = input.bool(true, "Include Bear Entry In Alert", group = GRP_ALERTS)

// ┌───────────────────────────── Helpers ────────────────────────────┐
// └──────────────────────────────────────────────────────────────────┘

f_entryText(_mode) =>
    _mode == "Touch" ? "TOUCH" : _mode == "Close Outside Level" ? "COL" : "ENG"

// Relative volume delta proxy. This is a candle/volume efficiency estimate, not true bid/ask delta.
f_getDelta() =>
    float _range = high - low
    _range == 0 ? 0.0 : ((close - open) / _range) * volume

f_deltaTag(_breakStrong, _supportsTrend) =>
    _breakStrong and _supportsTrend ? " ⚡" : not _breakStrong and not _supportsTrend ? " ?" : " ~"

f_labelSize(_size) =>
    _size == "Tiny" ? size.tiny : _size == "Small" ? size.small : size.normal

// ┌───────────────────────────── Delta ──────────────────────────────┐
// └──────────────────────────────────────────────────────────────────┘

float candleDelta = f_getDelta()
float absDelta    = math.abs(candleDelta)
float deltaMa     = ta.sma(absDelta, deltaMaLen)

// ┌───────────────────────────── State ──────────────────────────────┐
// └──────────────────────────────────────────────────────────────────┘

var float lastPH      = na
var float lastPL      = na
var int   lastPHIndex = na
var int   lastPLIndex = na
var int   trendState  = 0

var line  activeLevelLine = na
var line  activeBreakLine = na
var box   activeRetestBox = na
var label activeStructLbl = na

var float activeLevel     = na
var int   activeDir       = 0
var int   activeStartIdx  = na
var bool  levelConsumed   = false
var bool  hasLeftLevel    = false
var int   lastCHoCHBar    = -1

var bool wasInBandPrev           = false
var bool entryTriggeredThisTouch = false
var int  retestCount             = 0

var float breakoutDelta  = 0.0
var bool  breakoutStrong = false
var float retestCvd      = 0.0

// ┌───────────────────────────── Pivot Detection ───────────────────┐
// └─────────────────────────────────────────────────────────────────┘

float ph = ta.pivothigh(high, pivotLen, pivotLen)
float pl = ta.pivotlow(low, pivotLen, pivotLen)

if not na(ph)
    lastPH := ph
    lastPHIndex := bar_index - pivotLen

if not na(pl)
    lastPL := pl
    lastPLIndex := bar_index - pivotLen

// ┌───────────────────────────── Structure Logic ───────────────────┐
// └─────────────────────────────────────────────────────────────────┘

bool bullishBreak = not na(lastPH) and ta.crossover(close, lastPH)
bool bearishBreak = not na(lastPL) and ta.crossunder(close, lastPL)
bool isCHoCH      = (bullishBreak and trendState == -1) or (bearishBreak and trendState == 1)

if bullishBreak
    trendState := 1
else if bearishBreak
    trendState := -1

float atr = ta.atr(14)
float buffer = atr * sensitivity
float entryLabelOffset = atr * entryTextOffsetAtr

if isCHoCH
    if latestOnly
        if not na(activeLevelLine)
            line.delete(activeLevelLine)
        if not na(activeRetestBox)
            box.delete(activeRetestBox)
        if not na(activeStructLbl)
            label.delete(activeStructLbl)
        if not na(activeBreakLine)
            line.delete(activeBreakLine)

    activeLevel    := bullishBreak ? lastPH : lastPL
    activeDir      := bullishBreak ? 1 : -1
    activeStartIdx := activeDir == 1 ? lastPHIndex : lastPLIndex
    levelConsumed  := false
    hasLeftLevel   := false
    lastCHoCHBar   := bar_index

    wasInBandPrev := false
    entryTriggeredThisTouch := false
    retestCount := 0

    breakoutDelta  := candleDelta
    breakoutStrong := useDeltaAnalysis ? math.abs(breakoutDelta) > deltaMa * deltaThresh : false
    retestCvd      := 0.0

    color themeCol = activeDir == 1 ? bullCol : bearCol
    string baseChText = compactLabels ? "CH" : "CHoCH"
    string strengthTxt = showDeltaOnCH and useDeltaAnalysis ? (breakoutStrong ? "+" : "-") : ""

    activeLevelLine := line.new(
         bar_index, activeLevel,
         bar_index, activeLevel,
         color = themeCol,
         style = line.style_solid,
         width = 2
     )

    activeRetestBox := box.new(
         bar_index, activeLevel + buffer,
         bar_index, activeLevel - buffer,
         bgcolor = color.new(themeCol, zoneTransparency),
         border_color = color.new(themeCol, 100),
         border_style = line.style_solid,
         border_width = 0
     )

    if showBreakLevelLine and not na(activeStartIdx)
        activeBreakLine := line.new(
             activeStartIdx, activeLevel,
             bar_index, activeLevel,
             color = color.new(themeCol, 50),
             style = line.style_dashed,
             width = 1
         )

    if showStructureLabel and not na(activeStartIdx)
        int midX = math.round((activeStartIdx + bar_index) / 2)
        activeStructLbl := label.new(
             midX, activeLevel,
             baseChText + strengthTxt,
             style = label.style_none,
             color = #00000000,
             textcolor = themeCol,
             size = f_labelSize(chochTextSizeOpt)
         )

// ┌───────────────────────────── Retest Logic ──────────────────────┐
// └─────────────────────────────────────────────────────────────────┘

if not na(activeLevelLine)
    line.set_x2(activeLevelLine, bar_index)

if not na(activeRetestBox)
    box.set_right(activeRetestBox, bar_index)
    box.set_top(activeRetestBox, activeLevel + buffer)
    box.set_bottom(activeRetestBox, activeLevel - buffer)

float volMa        = ta.sma(volume, volMaLen)
bool  volumeOK     = not requireVol or volume > volMa * volThresh
bool  priceAtLevel = false

if not na(activeLevel)
    priceAtLevel := low <= activeLevel + buffer and high >= activeLevel - buffer

    if useDeltaAnalysis and priceAtLevel
        retestCvd += candleDelta

    if not hasLeftLevel and bar_index > lastCHoCHBar
        if (activeDir == 1 and low > activeLevel + buffer) or (activeDir == -1 and high < activeLevel - buffer)
            hasLeftLevel := true

// ┌───────────────────────────── Entry Logic ───────────────────────┐
// └─────────────────────────────────────────────────────────────────┘

bool respectsLevel = activeDir == 1 ? close > activeLevel : close < activeLevel
bool bullCandleOK  = not requireCandle or close > open
bool bearCandleOK  = not requireCandle or close < open

bool validEntryBar = bar_index > lastCHoCHBar and hasLeftLevel

bool leftBandNow = not priceAtLevel and wasInBandPrev
if leftBandNow
    entryTriggeredThisTouch := false

bool touchCycleActive = validEntryBar and priceAtLevel and not entryTriggeredThisTouch
bool reentryAllowed   = allowReEntry or retestCount == 0

bool bullTouchConfirm = activeDir == 1 and touchCycleActive and reentryAllowed and respectsLevel and bullCandleOK and volumeOK
bool bearTouchConfirm = activeDir == -1 and touchCycleActive and reentryAllowed and respectsLevel and bearCandleOK and volumeOK

bool bullCOLConfirm = activeDir == 1 and touchCycleActive and reentryAllowed and close > activeLevel + buffer and bullCandleOK and volumeOK
bool bearCOLConfirm = activeDir == -1 and touchCycleActive and reentryAllowed and close < activeLevel - buffer and bearCandleOK and volumeOK

bool bullEngulfConfirm = activeDir == 1 and touchCycleActive and reentryAllowed and close > open and close >= high[1] and open <= close[1] and volumeOK
bool bearEngulfConfirm = activeDir == -1 and touchCycleActive and reentryAllowed and close < open and close <= low[1] and open >= close[1] and volumeOK

bool bullSelectedConfirm = switch confirmMode
    "Touch"               => bullTouchConfirm
    "Close Outside Level" => bullCOLConfirm
    => bullEngulfConfirm

bool bearSelectedConfirm = switch confirmMode
    "Touch"               => bearTouchConfirm
    "Close Outside Level" => bearCOLConfirm
    => bearEngulfConfirm

bool bullEntry = not levelConsumed and bullSelectedConfirm
bool bearEntry = not levelConsumed and bearSelectedConfirm

if bullEntry or bearEntry
    entryTriggeredThisTouch := true
    retestCount += 1

    if not na(activeRetestBox) and fadeUsedZone
        box.set_bgcolor(activeRetestBox, color.new(activeDir == 1 ? bullCol : bearCol, usedTransparency))

    if not allowReEntry
        levelConsumed := true

    if showEntryLabels
        bool deltaSupportsTrend = activeDir == 1 ? retestCvd > 0 : retestCvd < 0
        string deltaTag = useDeltaAnalysis and showDeltaText ? f_deltaTag(breakoutStrong, deltaSupportsTrend) : ""

        label.new(
             bar_index,
             activeDir == 1 ? low - entryLabelOffset : high + entryLabelOffset,
             f_entryText(confirmMode) + deltaTag,
             style = label.style_none,
             color = #00000000,
             textcolor = activeDir == 1 ? bullCol : bearCol,
             size = f_labelSize(entryTextSizeOpt)
         )

wasInBandPrev := priceAtLevel

// ┌───────────────────────────── Alerts ────────────────────────────┐
// └─────────────────────────────────────────────────────────────────┘

bool fireCHoCH     = alertsOnCHoCH and isCHoCH
bool fireBullEntry = alertsOnBullEntry and bullEntry
bool fireBearEntry = alertsOnBearEntry and bearEntry

if fireCHoCH or fireBullEntry or fireBearEntry
    alert("Structure Retest Signal: " + (fireCHoCH ? "CHoCH" : fireBullEntry ? "Bull Entry" : "Bear Entry"), alert.freq_once_per_bar_close)

// ┌───────────────────────────── Visuals ───────────────────────────┐
// └─────────────────────────────────────────────────────────────────┘

plotshape(showChochTriangle and bullishBreak and trendState == 1 and isCHoCH and chochTriSizeOpt == "Tiny",   title = "Bull CHoCH Tiny",   style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.tiny)
plotshape(showChochTriangle and bullishBreak and trendState == 1 and isCHoCH and chochTriSizeOpt == "Small",  title = "Bull CHoCH Small",  style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.small)
plotshape(showChochTriangle and bullishBreak and trendState == 1 and isCHoCH and chochTriSizeOpt == "Normal", title = "Bull CHoCH Normal", style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.normal)

plotshape(showChochTriangle and bearishBreak and trendState == -1 and isCHoCH and chochTriSizeOpt == "Tiny",   title = "Bear CHoCH Tiny",   style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.tiny)
plotshape(showChochTriangle and bearishBreak and trendState == -1 and isCHoCH and chochTriSizeOpt == "Small",  title = "Bear CHoCH Small",  style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.small)
plotshape(showChochTriangle and bearishBreak and trendState == -1 and isCHoCH and chochTriSizeOpt == "Normal", title = "Bear CHoCH Normal", style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.normal)

plotshape(showEntryTriangle and bullEntry and entrySizeOpt == "Tiny",   title = "Bull Entry Tiny",   style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.tiny)
plotshape(showEntryTriangle and bullEntry and entrySizeOpt == "Small",  title = "Bull Entry Small",  style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.small)
plotshape(showEntryTriangle and bullEntry and entrySizeOpt == "Normal", title = "Bull Entry Normal", style = shape.triangleup,   location = location.belowbar, color = bullCol, size = size.normal)

plotshape(showEntryTriangle and bearEntry and entrySizeOpt == "Tiny",   title = "Bear Entry Tiny",   style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.tiny)
plotshape(showEntryTriangle and bearEntry and entrySizeOpt == "Small",  title = "Bear Entry Small",  style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.small)
plotshape(showEntryTriangle and bearEntry and entrySizeOpt == "Normal", title = "Bear Entry Normal", style = shape.triangledown, location = location.abovebar, color = bearCol, size = size.normal)

barcolor(colorBarsByTrend ? (trendState == 1 ? bullCol : trendState == -1 ? bearCol : na) : na)