Taught to Trade - Regime Tercile Dashboard

//@version=6
// Taught to Trade - Regime Tercile Dashboard
// Splits the sample window into low, middle and high volatility thirds.
// No buy/sell signals. Alerts are yours to configure.
indicator("Taught to Trade - Regime Tercile Dashboard", shorttitle = "TT REGIME", overlay = true, max_bars_back = 1000)

grpM = "Measurement"
atrLen   = input.int(14, "ATR length", minval = 2, group = grpM)
lookback = input.int(500, "Sample window (bars)", minval = 60, maxval = 1000, group = grpM)

grpV = "Chart"
shadeBg  = input.bool(true, "Shade the background by regime", group = grpV)
shadeAmt = input.int(88, "Shading transparency", minval = 60, maxval = 98, group = grpV)

grpT = "Table"
posIn = input.string("Top right", "Position", options = ["Top right", "Top left", "Bottom right", "Bottom left"], group = grpT)
szIn  = input.string("Small", "Text size", options = ["Tiny", "Small", "Normal"], group = grpT)

atr    = ta.atr(atrLen)
atrPct = close > 0 ? atr / close * 100.0 : na
p33 = ta.percentile_linear_interpolation(atrPct, lookback, 33)
p67 = ta.percentile_linear_interpolation(atrPct, lookback, 67)

reg = na(atrPct) or na(p33) or na(p67) ? -1 : atrPct <= p33 ? 0 : atrPct <= p67 ? 1 : 2
cls = reg >= 0

rangePct = close > 0 ? (high - low) / close * 100.0 : 0.0
isUp   = close > open
prevUp = close[1] > open[1]
pReg   = nz(reg[1], -1)

cLow  = math.sum(reg == 0 ? 1 : 0, lookback)
cMid  = math.sum(reg == 1 ? 1 : 0, lookback)
cHigh = math.sum(reg == 2 ? 1 : 0, lookback)
total = cLow + cMid + cHigh

rLow  = math.sum(reg == 0 ? rangePct : 0.0, lookback)
rMid  = math.sum(reg == 1 ? rangePct : 0.0, lookback)
rHigh = math.sum(reg == 2 ? rangePct : 0.0, lookback)

uLow  = math.sum(reg == 0 and isUp ? 1 : 0, lookback)
uMid  = math.sum(reg == 1 and isUp ? 1 : 0, lookback)
uHigh = math.sum(reg == 2 and isUp ? 1 : 0, lookback)

pLow  = math.sum(pReg == 0 and prevUp ? 1 : 0, lookback)
pMid  = math.sum(pReg == 1 and prevUp ? 1 : 0, lookback)
pHigh = math.sum(pReg == 2 and prevUp ? 1 : 0, lookback)

bLow  = math.sum(pReg == 0 and prevUp and isUp ? 1 : 0, lookback)
bMid  = math.sum(pReg == 1 and prevUp and isUp ? 1 : 0, lookback)
bHigh = math.sum(pReg == 2 and prevUp and isUp ? 1 : 0, lookback)

regimeChanges = math.sum(cls and cls[1] and reg != reg[1] ? 1 : 0, lookback)
barsInRegime  = ta.barssince(cls and cls[1] and reg != reg[1])
regimeName    = reg == 0 ? "Low" : reg == 1 ? "Middle" : reg == 2 ? "High" : "n/a"

f_safe(float num, float den) => den > 0 ? num / den : na
f_pc(float v)  => na(v) ? "-" : str.tostring(v, "#") + "%"
f_pc2(float v) => na(v) ? "-" : str.tostring(v, "#.##") + "%"

bgcolor(shadeBg and reg == 0 ? color.new(#2F6FED, shadeAmt) : shadeBg and reg == 2 ? color.new(#B3261E, shadeAmt) : na, title = "Regime shading")

tblPos = posIn == "Top left" ? position.top_left : posIn == "Bottom right" ? position.bottom_right : posIn == "Bottom left" ? position.bottom_left : position.top_right
tblSz  = szIn == "Tiny" ? size.tiny : szIn == "Normal" ? size.normal : size.small

bgCol  = color.new(#0E1526, 10)
txtCol = color.new(#E6EAF2, 0)
hdrCol = color.new(#2F6FED, 0)

var table t = table.new(tblPos, 6, 7, border_width = 1, border_color = color.new(#2F6FED, 70))

f_h(int c, string s) => table.cell(t, c, 0, s, text_color = color.white, text_size = tblSz, bgcolor = hdrCol)
f_v(int c, int r, string s) => table.cell(t, c, r, s, text_color = txtCol, text_size = tblSz, text_halign = text.align_right, bgcolor = bgCol)
f_n(int r, string s, color bc) => table.cell(t, 0, r, s, text_color = color.white, text_size = tblSz, text_halign = text.align_left, bgcolor = bc)
f_l(int c, int r, string s) => table.cell(t, c, r, s, text_color = txtCol, text_size = tblSz, text_halign = text.align_left, bgcolor = bgCol)

if barstate.islast
    f_h(0, "REGIME")
    f_h(1, "Bars")
    f_h(2, "Share")
    f_h(3, "Range")
    f_h(4, "Up")
    f_h(5, "Follow")
    f_n(1, "Low vol", color.new(#2F6FED, 35))
    f_v(1, 1, str.tostring(cLow))
    f_v(2, 1, f_pc(f_safe(cLow * 100.0, total)))
    f_v(3, 1, f_pc2(f_safe(rLow, cLow)))
    f_v(4, 1, f_pc(f_safe(uLow * 100.0, cLow)))
    f_v(5, 1, f_pc(f_safe(bLow * 100.0, pLow)))
    f_n(2, "Middle", color.new(#5A6478, 35))
    f_v(1, 2, str.tostring(cMid))
    f_v(2, 2, f_pc(f_safe(cMid * 100.0, total)))
    f_v(3, 2, f_pc2(f_safe(rMid, cMid)))
    f_v(4, 2, f_pc(f_safe(uMid * 100.0, cMid)))
    f_v(5, 2, f_pc(f_safe(bMid * 100.0, pMid)))
    f_n(3, "High vol", color.new(#B3261E, 35))
    f_v(1, 3, str.tostring(cHigh))
    f_v(2, 3, f_pc(f_safe(cHigh * 100.0, total)))
    f_v(3, 3, f_pc2(f_safe(rHigh, cHigh)))
    f_v(4, 3, f_pc(f_safe(uHigh * 100.0, cHigh)))
    f_v(5, 3, f_pc(f_safe(bHigh * 100.0, pHigh)))
    f_n(4, "Now", hdrCol)
    f_l(1, 4, regimeName + " for " + str.tostring(nz(barsInRegime, 0)) + " bars")
    f_l(0, 5, "Regime changes")
    f_l(1, 5, str.tostring(regimeChanges) + " in " + str.tostring(lookback) + " bars")
    f_l(0, 6, "ATR% cutoffs")
    f_l(1, 6, str.tostring(p33, "#.##") + " / " + str.tostring(p67, "#.##"))

enteredHigh = cls and cls[1] and reg == 2 and reg[1] != 2
enteredLow  = cls and cls[1] and reg == 0 and reg[1] != 0
anyChange   = cls and cls[1] and reg != reg[1]

alertcondition(enteredHigh, title = "Entered the high volatility third", message = "Regime Tercile Dashboard: this chart has entered the high volatility third of its sample window.")
alertcondition(enteredLow, title = "Entered the low volatility third", message = "Regime Tercile Dashboard: this chart has entered the low volatility third of its sample window.")
alertcondition(anyChange, title = "Volatility regime changed", message = "Regime Tercile Dashboard: the volatility regime on this chart has changed.")