Tally Volume Index ROC

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Tally Volume Index ROC
// Scale-invariant NVI and PVI growth rates must jointly support the price trend.
strategy("PineForge — Tally Volume Index ROC", overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.fixed, default_qty_value=2,
     pyramiding=0, commission_type=strategy.commission.percent,
     commission_value=0.05, slippage=1,
     margin_long=100, margin_short=100,
     process_orders_on_close=false, calc_on_order_fills=false)

nviGrowthLength = input.int(83, "NVI Growth Window", minval=5, group="Volume Growth")
pviGrowthLength = input.int(61, "PVI Growth Window", minval=5, group="Volume Growth")
minimumNviGrowth = input.float(0.55, "Minimum NVI Growth %", minval=-10, maxval=10, step=0.05, group="Volume Growth")
minimumPviGrowth = input.float(0.35, "Minimum PVI Growth %", minval=-10, maxval=10, step=0.05, group="Volume Growth")
trendLength = input.int(53, "Trend EMA Length", minval=5, group="Trend")
atrLength = input.int(20, "ATR Length", minval=2, group="Risk")
maximumAtrLoss = input.float(2.6, "Maximum ATR Loss", minval=0.5, step=0.1, group="Risk")

nviGrowth = ta.roc(ta.nvi, nviGrowthLength)
pviGrowth = ta.roc(ta.pvi, pviGrowthLength)
trendLine = ta.ema(close, trendLength)
atrValue = ta.atr(atrLength)

growthAgreement = nviGrowth > minimumNviGrowth and pviGrowth > minimumPviGrowth
enterLong = growthAgreement and not growthAgreement[1] and close > trendLine
growthEnded = nviGrowth < -minimumNviGrowth * 0.5 or pviGrowth < -minimumPviGrowth * 0.5 or close < trendLine
riskExceeded = strategy.position_size > 0 and close < strategy.position_avg_price - atrValue * maximumAtrLoss

if strategy.position_size == 0 and enterLong
    strategy.entry("Tally Long", strategy.long)
else if strategy.position_size > 0 and (growthEnded or riskExceeded)
    strategy.close("Tally Long", comment=riskExceeded ? "ATR risk" : "Growth ended")

plot(trendLine, "Trend EMA", color=color.orange)
plot(nviGrowth, "NVI Growth %", color=color.purple, display=display.data_window)
plot(pviGrowth, "PVI Growth %", color=color.blue, display=display.data_window)