Taught to Trade - Sample Size Panel

//@version=6

// Taught to Trade - Sample Size Panel
//
// You enter the number of trades you have and the rate you observed. It returns the
// confidence interval around that rate, how wide it is, whether it can be told apart
// from a coin flip, and how many trades it would take to narrow it.
//
// The usual answer is "far more than you have". That is the point.
//
// All maths is scalar arithmetic on inputs plus bar_index. Nothing repaints,
// nothing reads the future, and nothing here is a signal.
indicator("Taught to Trade - Sample Size Panel", shorttitle = "TT SAMPLE", overlay = true)

// ─────────────────────────────── Inputs ───────────────────────────────
grpR = "Your result"
nTrades = input.int(30,   "Number of trades", minval = 1, group = grpR,
     tooltip = "The real count from your trade list, not an estimate.")
winPct  = input.float(60.0, "Observed win rate (%)", minval = 0.0, maxval = 100.0, step = 0.5, group = grpR)
confIn  = input.string("95%", "Confidence level", options = ["90%", "95%", "99%"], group = grpR)

grpC = "Chart context"
holdBars = input.int(20, "Bars held per trade", minval = 1, group = grpC,
     tooltip = "Used only to estimate how many trades this chart's history could have produced.")

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)

// ─────────────────────────────── Wilson score interval ───────────────────────────────
z = confIn == "90%" ? 1.6449 : confIn == "99%" ? 2.5758 : 1.9600
p = winPct / 100.0
n = math.max(nTrades, 1)

denom  = 1.0 + z * z / n
centre = (p + z * z / (2.0 * n)) / denom
margin = (z / denom) * math.sqrt(p * (1.0 - p) / n + z * z / (4.0 * n * n))

lo = math.max(0.0, centre - margin)
hi = math.min(1.0, centre + margin)
widthPP = (hi - lo) * 100.0

// Can the observed rate be told apart from a coin flip at this confidence?
beatsCoin = lo > 0.5
worseCoin = hi < 0.5
verdict   = beatsCoin ? "Yes, above 50%" : worseCoin ? "Yes, below 50%" : "No"

// Sample size needed for a target half-width, using the normal approximation.
f_need(float halfWidthPP) =>
    e = halfWidthPP / 100.0
    e > 0 ? math.ceil(z * z * p * (1.0 - p) / (e * e)) : na

need10 = f_need(10.0)
need5  = f_need(5.0)
need2  = f_need(2.0)

// Chart context
barsHere     = bar_index + 1
tradesOnChart = math.floor(barsHere / math.max(holdBars, 1))

f_pc(float v01) => str.tostring(v01 * 100.0, "#.#") + "%"

// ─────────────────────────────── Table ───────────────────────────────
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)
badCol = color.new(#B3261E, 25)
okCol  = color.new(#2E7D32, 25)
warnCol = color.new(#B26A00, 25)

var table t = table.new(tblPos, 2, 10, border_width = 1, border_color = color.new(#2F6FED, 70))

f_l(int r, string s, color bc) => table.cell(t, 0, r, s, text_color = txtCol, text_size = tblSz, text_halign = text.align_left, bgcolor = bc)
f_v(int r, string s, color bc) => table.cell(t, 1, r, s, text_color = txtCol, text_size = tblSz, text_halign = text.align_right, bgcolor = bc)

if barstate.islast
    table.cell(t, 0, 0, "SAMPLE SIZE", text_color = color.white, text_size = tblSz, text_halign = text.align_left, bgcolor = hdrCol)
    table.cell(t, 1, 0, confIn + " confidence", text_color = color.white, text_size = tblSz, text_halign = text.align_right, bgcolor = hdrCol)

    f_l(1, "Trades", bgCol)
    f_v(1, str.tostring(n), n < 30 ? badCol : n < 100 ? warnCol : okCol)

    f_l(2, "Observed rate", bgCol)
    f_v(2, str.tostring(winPct, "#.#") + "%", bgCol)

    f_l(3, "True rate is between", bgCol)
    f_v(3, f_pc(lo) + "  and  " + f_pc(hi), bgCol)

    f_l(4, "Interval width", bgCol)
    f_v(4, str.tostring(widthPP, "#.#") + " pp", widthPP > 20.0 ? badCol : widthPP > 10.0 ? warnCol : okCol)

    f_l(5, "Tells apart from 50%?", bgCol)
    f_v(5, verdict, beatsCoin or worseCoin ? okCol : badCol)

    f_l(6, "Trades for +/-10pp", bgCol)
    f_v(6, na(need10) ? "-" : str.tostring(need10), bgCol)

    f_l(7, "Trades for +/-5pp", bgCol)
    f_v(7, na(need5) ? "-" : str.tostring(need5), bgCol)

    f_l(8, "Trades for +/-2pp", bgCol)
    f_v(8, na(need2) ? "-" : str.tostring(need2), bgCol)

    f_l(9, "This chart could give", bgCol)
    f_v(9, str.tostring(tradesOnChart) + " at " + str.tostring(holdBars) + " bars", tradesOnChart < nTrades ? warnCol : bgCol)

// ─────────────────────────────── No alerts, deliberately ───────────────────────────────
// This is a calculator. It has no market state to alert on, so it ships with no
// alert conditions rather than a placeholder that can never fire.