Upthrust After Distribution + Entry Alerts

//@version=6
indicator("Upthrust After Distribution + Entry Alerts", shorttitle="UTAD + Alerts", overlay=true, format=format.price, max_boxes_count=250, max_lines_count=500, max_labels_count=500)

// ============================================================================
// CONSTANTS
// ============================================================================

int STAGE_IDLE = 0
int STAGE_AWAIT_LOW = 1
int STAGE_RANGE = 2

int RESOLVE_NONE = 0
int RESOLVE_UP = 1
int RESOLVE_DOWN = -1

float TOUCH_ZONE_FRAC = 0.15
float SOW_CLOSE_FRAC = 0.5

color BULL_COLOR = #089981
color BEAR_COLOR = #f23645
color NEUTRAL_COLOR = #787b86
color TRANSP_COLOR = #00000000

string GROUP_TREND = "Prior Advance"
string GROUP_RANGE = "Range Detection"
string GROUP_UTAD = "UTAD Detection"
string GROUP_TEST = "Secondary Test & Confirmation"
string GROUP_STYLE = "Style"
string GROUP_ALERT = "Dynamic Entry Alerts"

// ============================================================================
// INPUTS
// ============================================================================

trendLookbackInput = input.int(50, "Advance Lookback (Bars)", minval=10, group=GROUP_TREND)
trendMultInput = input.float(2.0, "Minimum Advance (xATR)", minval=0.25, step=0.25, group=GROUP_TREND)
atrLengthInput = input.int(14, "ATR Length", minval=1, group=GROUP_TREND)

pivotLengthInput = input.int(5, "Swing Length", minval=2, group=GROUP_RANGE)
minRangeBarsInput = input.int(15, "Minimum Range Duration (Bars)", minval=5, group=GROUP_RANGE)
matureBarsInput = input.int(40, "Terminal Maturity (Bars)", minval=5, group=GROUP_RANGE)
minTestsInput = input.int(1, "Minimum Boundary Tests", minval=0, group=GROUP_RANGE)
graceBarsInput = input.int(3, "Support Grace (Bars)", minval=1, group=GROUP_RANGE)

failWindowInput = input.int(5, "Failure Window (Bars)", minval=1, group=GROUP_UTAD)
volFilterInput = input.bool(true, "Breakout Volume Multiple", inline="vol", group=GROUP_UTAD)
volMultInput = input.float(1.2, "", inline="vol", minval=0.5, step=0.1, group=GROUP_UTAD)
volLengthInput = input.int(20, "Volume Average Length", minval=1, group=GROUP_UTAD)

testZoneInput = input.float(25, "Test Proximity (% of Range Height)", minval=5, maxval=100, step=5, group=GROUP_TEST)
testPivotInput = input.int(2, "Test Swing Length", minval=1, group=GROUP_TEST)
testQualityInput = input.bool(true, "Shrinking Volume & Narrower Spread", group=GROUP_TEST)
sowSpreadInput = input.float(1.5, "Wide Down-Bar (xATR)", minval=0.5, step=0.25, group=GROUP_TEST)

showBoxInput = input.bool(true, "Show Range Box", group=GROUP_STYLE)
showStopInput = input.bool(true, "Show UTAD High Level", group=GROUP_STYLE)
showTargetInput = input.bool(true, "Show Downside Projection", group=GROUP_STYLE)
fillTransparencyInput = input.int(90, "Range Fill Transparency", minval=50, maxval=100, group=GROUP_STYLE)
bullColorInput = input.color(BULL_COLOR, "Bullish", inline="colors", group=GROUP_STYLE)
bearColorInput = input.color(BEAR_COLOR, "Bearish", inline="colors", group=GROUP_STYLE)
neutralColorInput = input.color(NEUTRAL_COLOR, "Range", inline="colors", group=GROUP_STYLE)

// Dynamic alert() controls.
enableDynamicAlertsInput = input.bool(true, "Enable Dynamic alert() Calls", group=GROUP_ALERT)
alertRangeInput = input.bool(false, "Alert - Range Established", group=GROUP_ALERT)
alertAttemptInput = input.bool(false, "Alert - Terminal Breakout Attempt", group=GROUP_ALERT)
alertUtadInput = input.bool(true, "Alert - UTAD Aggressive Short Setup", group=GROUP_ALERT)
alertTestInput = input.bool(true, "Alert - Secondary Test Primary Short Entry", group=GROUP_ALERT)
alertSowInput = input.bool(true, "Alert - Sign of Weakness Confirmed Short", group=GROUP_ALERT)
alertInvalidInput = input.bool(true, "Alert - Breakout Accepted / Short Invalidated", group=GROUP_ALERT)
includeAlertLevelsInput = input.bool(true, "Include Range / Stop / Target Levels", group=GROUP_ALERT)

// ============================================================================
// PRIOR ADVANCE & SWINGS
// ============================================================================

float atrValue = ta.atr(atrLengthInput)
float volumeSma = ta.sma(nz(volume), volLengthInput)
float pivotHighPrice = ta.pivothigh(high, pivotLengthInput, pivotLengthInput)
float pivotLowPrice = ta.pivotlow(low, pivotLengthInput, pivotLengthInput)
float testPivotPrice = ta.pivothigh(high, testPivotInput, testPivotInput)

bool hasVolume = not na(volume) and nz(volumeSma) > 0

float highAtPivot = high[pivotLengthInput]
float atrAtPivot = atrValue[pivotLengthInput]
float priorCloseAtPivot = close[pivotLengthInput + trendLookbackInput]

float gainAtPivot = not na(priorCloseAtPivot) and not na(atrAtPivot) and atrAtPivot > 0 ? (highAtPivot - priorCloseAtPivot) / atrAtPivot : na
bool advanceOk = not na(pivotHighPrice) and not na(gainAtPivot) and gainAtPivot >= trendMultInput

// ============================================================================
// RANGE STATE
// ============================================================================

var int stage = STAGE_IDLE
var float rangeTop = na
var float rangeBottom = na
var float rangeHeight = na
var int topBar = na
var bool established = false
var box rangeBox = na

var int resistanceTests = 0
var int supportTests = 0
var bool wasInResZone = false
var bool wasInSupZone = false

var bool episodeActive = false
var bool episodeFromUtad = false
var bool episodeMature = false
var bool episodeTested = false
var float episodeHigh = na
var int episodeHighBar = na
var float episodeVolume = na
var float episodeSpread = na
var float episodeBaseSma = na
var int aboveCloses = 0

var int belowSupportBar = na

var bool utadConfirmed = false
var float utadHigh = na
var int utadHighBar = na
var int utadFailBar = na
var float utadVolume = na
var float utadSpread = na
var bool testDone = false
var int postAboveCloses = 0

var line stopLine = na
var int stopTopBar = na
var line targetLine = na
var int targetTopBar = na
var bool targetActive = false

bool rangeEvent = false
bool attemptEvent = false
bool utadEvent = false
bool testEvent = false
bool sowEvent = false
bool invalidEvent = false
bool doReset = false
bool doCancel = false
int resolveDir = RESOLVE_NONE

if stage == STAGE_IDLE and advanceOk
    stage := STAGE_AWAIT_LOW
    rangeTop := pivotHighPrice
    topBar := bar_index - pivotLengthInput

if stage == STAGE_AWAIT_LOW
    if not na(pivotHighPrice) and pivotHighPrice >= rangeTop
        rangeTop := pivotHighPrice
        topBar := bar_index - pivotLengthInput

    if not na(pivotLowPrice) and bar_index - pivotLengthInput > topBar and pivotLowPrice < rangeTop
        stage := STAGE_RANGE
        rangeBottom := pivotLowPrice
        rangeHeight := rangeTop - rangeBottom
        established := false
        resistanceTests := 0
        supportTests := 0
        wasInResZone := high >= rangeTop - TOUCH_ZONE_FRAC * rangeHeight
        wasInSupZone := low <= rangeBottom + TOUCH_ZONE_FRAC * rangeHeight
        episodeActive := false
        utadConfirmed := false
        testDone := false
        belowSupportBar := na
        postAboveCloses := 0

if stage == STAGE_RANGE
    if not established and bar_index - topBar >= minRangeBarsInput
        established := true
        rangeEvent := true
        if showBoxInput
            rangeBox := box.new(topBar, rangeTop, bar_index, rangeBottom, border_color=neutralColorInput, border_width=1, border_style=line.style_dashed, bgcolor=color.new(neutralColorInput, fillTransparencyInput))

    if established and not na(rangeBox)
        box.set_right(rangeBox, bar_index)

    bool inResZone = high >= rangeTop - TOUCH_ZONE_FRAC * rangeHeight
    bool inSupZone = low <= rangeBottom + TOUCH_ZONE_FRAC * rangeHeight

    if inResZone and not wasInResZone
        resistanceTests += 1

    if inSupZone and not wasInSupZone
        supportTests += 1

    wasInResZone := inResZone
    wasInSupZone := inSupZone

    if close < rangeBottom
        if utadConfirmed
            sowEvent := true
            doReset := true
            resolveDir := RESOLVE_DOWN
            label.new(bar_index, low, "SOW", style=label.style_label_up, color=TRANSP_COLOR, textcolor=bearColorInput, size=size.small)
        else if na(belowSupportBar)
            belowSupportBar := bar_index
        else if bar_index - belowSupportBar >= graceBarsInput
            if established
                doReset := true
                resolveDir := RESOLVE_DOWN
            else
                doCancel := true
    else
        belowSupportBar := na

    if not doReset and not doCancel
        bool pokeArm = not episodeActive and not utadConfirmed and high > rangeTop
        bool retestArm = not episodeActive and utadConfirmed and high > utadHigh

        if pokeArm or retestArm
            episodeActive := true
            episodeFromUtad := retestArm
            episodeHigh := high
            episodeHighBar := bar_index
            episodeVolume := nz(volume)
            episodeSpread := high - low
            episodeBaseSma := volumeSma[1]
            aboveCloses := 0
            episodeMature := retestArm or bar_index - topBar >= matureBarsInput
            episodeTested := retestArm or (established and (minTestsInput == 0 or (resistanceTests - 1 >= minTestsInput and supportTests >= minTestsInput)))

            if episodeMature and episodeTested
                attemptEvent := true

        else if episodeActive
            if high > episodeHigh
                episodeHigh := high
                episodeHighBar := bar_index

            episodeVolume := math.max(episodeVolume, nz(volume))
            episodeSpread := math.max(episodeSpread, high - low)

        if episodeActive
            if close <= rangeTop
                bool volumeOk = not volFilterInput or not hasVolume or na(episodeBaseSma) or episodeBaseSma <= 0 or episodeVolume >= volMultInput * episodeBaseSma

                if episodeMature and episodeTested and volumeOk
                    utadConfirmed := true
                    utadHigh := episodeHigh
                    utadHighBar := episodeHighBar
                    utadFailBar := bar_index
                    utadVolume := episodeVolume
                    utadSpread := episodeSpread
                    testDone := false
                    postAboveCloses := 0
                    utadEvent := true

                    label.new(episodeHighBar, episodeHigh, "UTAD", style=label.style_label_down, color=TRANSP_COLOR, textcolor=bearColorInput, size=size.small)

                    if showStopInput
                        if not na(stopLine) and stopTopBar == topBar
                            line.set_xy1(stopLine, utadHighBar, utadHigh)
                            line.set_xy2(stopLine, bar_index, utadHigh)
                        else
                            stopLine := line.new(utadHighBar, utadHigh, bar_index, utadHigh, color=bearColorInput, style=line.style_dotted)
                            stopTopBar := topBar

                    if showTargetInput and (na(targetLine) or targetTopBar != topBar)
                        targetLine := line.new(bar_index, rangeBottom - rangeHeight, bar_index, rangeBottom - rangeHeight, color=bearColorInput, style=line.style_dotted)
                        targetTopBar := topBar
                        targetActive := true

                else if episodeFromUtad
                    utadHigh := episodeHigh
                    utadHighBar := episodeHighBar
                    utadFailBar := bar_index
                    postAboveCloses := 0

                episodeActive := false

            else
                aboveCloses += 1

                if aboveCloses >= failWindowInput
                    if established and (utadConfirmed or (episodeMature and episodeTested))
                        invalidEvent := true
                        label.new(bar_index, high, "Held", style=label.style_label_down, color=TRANSP_COLOR, textcolor=bullColorInput, size=size.small)

                        if targetActive and not na(targetLine) and targetTopBar == topBar
                            line.delete(targetLine)
                            targetLine := na
                            targetActive := false

                    if established
                        doReset := true
                        resolveDir := RESOLVE_UP
                    else
                        doCancel := true

        if utadConfirmed and not episodeActive and not doReset
            postAboveCloses := close > rangeTop ? postAboveCloses + 1 : 0

            if postAboveCloses >= failWindowInput
                invalidEvent := true
                doReset := true
                resolveDir := RESOLVE_UP

                label.new(bar_index, high, "Held", style=label.style_label_down, color=TRANSP_COLOR, textcolor=bullColorInput, size=size.small)

                if targetActive and not na(targetLine) and targetTopBar == topBar
                    line.delete(targetLine)
                    targetLine := na
                    targetActive := false

            if not doReset and not testDone and not na(testPivotPrice)
                int testBar = bar_index - testPivotInput
                float testVolume = nz(volume[testPivotInput])
                float testSpread = high[testPivotInput] - low[testPivotInput]
                bool zoneOk = testPivotPrice <= utadHigh and testPivotPrice >= utadHigh - rangeHeight * testZoneInput / 100
                bool qualityOk = not testQualityInput or ((not hasVolume or testVolume < utadVolume) and testSpread < utadSpread)

                if testBar > utadFailBar and zoneOk and qualityOk
                    testDone := true
                    testEvent := true
                    label.new(testBar, testPivotPrice, "Test", style=label.style_label_down, color=TRANSP_COLOR, textcolor=bearColorInput, size=size.small)

            if not doReset and close < open and not na(atrValue) and high - low >= sowSpreadInput * atrValue and (not hasVolume or nz(volume) >= volMultInput * volumeSma) and close <= rangeBottom + SOW_CLOSE_FRAC * rangeHeight
                sowEvent := true
                doReset := true
                resolveDir := RESOLVE_DOWN
                label.new(bar_index, low, "SOW", style=label.style_label_up, color=TRANSP_COLOR, textcolor=bearColorInput, size=size.small)

    if utadConfirmed and not doReset and showStopInput and not na(stopLine) and stopTopBar == topBar
        line.set_xy1(stopLine, utadHighBar, utadHigh)
        line.set_xy2(stopLine, bar_index, utadHigh)

// ============================================================================
// FUNNEL DIAGNOSTICS (Data Window only)
// ----------------------------------------------------------------------------
// Watch these in the Data Window to see exactly how far each bar gets through
// the pipeline if signals still look too rare -- stage stuck at 0 means
// advanceOk never fires; stage stuck at 1 means no qualifying pivot low comes
// after the pivot high; established staying 0 means price never holds in a
// range for minRangeBarsInput; resistance/support test counts below
// minTestsInput mean the boundary-test requirement is the current gate.
// ============================================================================

plot(stage, "Stage (0 Idle / 1 Await Low / 2 Range)", display = display.data_window)
plot(advanceOk ? 1 : 0, "Advance OK", display = display.data_window)
plot(established ? 1 : 0, "Range Established", display = display.data_window)
plot(episodeActive ? 1 : 0, "Episode Active", display = display.data_window)
plot(utadConfirmed ? 1 : 0, "UTAD Confirmed", display = display.data_window)
plot(resistanceTests, "Resistance Tests", display = display.data_window)
plot(supportTests, "Support Tests", display = display.data_window)

// ============================================================================
// DYNAMIC alert() MESSAGES
// ----------------------------------------------------------------------------
// Create the TradingView alert with:
// Condition -> this indicator -> Any alert() function call
//
// Entry classification:
// RANGE       = informational / no entry
// ATTEMPT     = watch only / no entry yet
// UTAD        = aggressive short setup
// TEST        = primary short entry
// SOW         = confirmed short / breakdown entry
// HELD        = short invalidated
//
// These calls occur before the reset block so range levels still exist.
// ============================================================================

if barstate.isconfirmed and enableDynamicAlertsInput
    string baseInfo = " | SYMBOL: " + syminfo.ticker + " | TF: " + timeframe.period + " | PRICE: " + str.tostring(close, format.mintick)
    string rangeInfo = includeAlertLevelsInput and not na(rangeTop) ? " | RANGE R: " + str.tostring(rangeTop, format.mintick) : ""
    rangeInfo += includeAlertLevelsInput and not na(rangeBottom) ? " | RANGE S: " + str.tostring(rangeBottom, format.mintick) : ""

    float projectedTarget = not na(rangeBottom) and not na(rangeHeight) ? rangeBottom - rangeHeight : na
    string utadInfo = includeAlertLevelsInput and not na(utadHigh) ? " | UTAD HIGH: " + str.tostring(utadHigh, format.mintick) : ""
    string targetInfo = includeAlertLevelsInput and not na(projectedTarget) ? " | TARGET: " + str.tostring(projectedTarget, format.mintick) : ""

    if rangeEvent and alertRangeInput
        string msgRange = "ENTRY CATEGORY: INFORMATIONAL | ENTRY TYPE: NO ENTRY | TRIGGER: DISTRIBUTION RANGE ESTABLISHED" + baseInfo + rangeInfo
        alert(msgRange, alert.freq_once_per_bar_close)

    if attemptEvent and alertAttemptInput
        string msgAttempt = "ENTRY CATEGORY: WATCH | ENTRY TYPE: NO ENTRY YET | TRIGGER: TERMINAL BREAKOUT ATTEMPT | WAIT FOR ACCEPTANCE OR FAILURE" + baseInfo + rangeInfo
        alert(msgAttempt, alert.freq_once_per_bar_close)

    if utadEvent and alertUtadInput
        string msgUtad = "ENTRY CATEGORY: BEARISH | ENTRY TYPE: AGGRESSIVE SHORT SETUP | TRIGGER: UTAD FAILED BREAKOUT" + baseInfo + rangeInfo + utadInfo + targetInfo
        alert(msgUtad, alert.freq_once_per_bar_close)

    if testEvent and alertTestInput
        string testInfo = includeAlertLevelsInput and not na(testPivotPrice) ? " | TEST HIGH: " + str.tostring(testPivotPrice, format.mintick) : ""
        string msgTest = "ENTRY CATEGORY: BEARISH | ENTRY TYPE: PRIMARY SHORT ENTRY | TRIGGER: UTAD SECONDARY TEST" + baseInfo + rangeInfo + testInfo + utadInfo + targetInfo
        alert(msgTest, alert.freq_once_per_bar_close)

    if sowEvent and alertSowInput
        string msgSow = "ENTRY CATEGORY: BEARISH | ENTRY TYPE: CONFIRMED SHORT / BREAKDOWN ENTRY | TRIGGER: SIGN OF WEAKNESS" + baseInfo + rangeInfo + utadInfo + targetInfo
        alert(msgSow, alert.freq_once_per_bar_close)

    if invalidEvent and alertInvalidInput
        string msgInvalid = "ENTRY CATEGORY: NONE | ENTRY TYPE: SHORT INVALIDATED | TRIGGER: BREAKOUT ACCEPTED ABOVE DISTRIBUTION RANGE" + baseInfo + rangeInfo + utadInfo
        alert(msgInvalid, alert.freq_once_per_bar_close)

// ============================================================================
// APPLY RESOLUTION / RESET
// ============================================================================

if doReset and not na(rangeBox)
    color resolveColor = resolveDir == RESOLVE_UP ? bullColorInput : bearColorInput
    box.set_right(rangeBox, bar_index)
    box.set_border_style(rangeBox, line.style_solid)
    box.set_border_color(rangeBox, resolveColor)
    box.set_bgcolor(rangeBox, color.new(resolveColor, fillTransparencyInput))

if doCancel or doReset
    stage := STAGE_IDLE
    rangeTop := na
    rangeBottom := na
    rangeHeight := na
    topBar := na
    established := false
    rangeBox := na
    resistanceTests := 0
    supportTests := 0
    episodeActive := false
    belowSupportBar := na
    utadConfirmed := false
    testDone := false
    postAboveCloses := 0

// ============================================================================
// DOWNSIDE PROJECTION
// ============================================================================

if targetActive and not na(targetLine)
    line.set_x2(targetLine, bar_index)

    if low <= line.get_y1(targetLine)
        targetActive := false

// ============================================================================
// NAMED ALERT CONDITIONS
// ----------------------------------------------------------------------------
// These are kept for compatibility.
// For the detailed entry-type message, select "Any alert() function call".
// ============================================================================

alertcondition(rangeEvent, "Trading Range Established", "Extended trading range established after a significant advance on {{ticker}} ({{interval}}) - candidate distribution context; a late failed break above resistance would be the UTAD")

alertcondition(attemptEvent, "Terminal Breakout Attempt", "Break above the resistance of a mature trading range on {{ticker}} ({{interval}}) - watch only until the breakout is accepted or rejected")

alertcondition(utadEvent, "UTAD Detected", "Upthrust after distribution on {{ticker}} ({{interval}}) - aggressive bearish setup; the late break above range resistance failed back inside")

alertcondition(testEvent, "UTAD Secondary Test", "Weak secondary test of the UTAD high rolled over on {{ticker}} ({{interval}}) - primary short-entry evidence")

alertcondition(sowEvent, "Sign of Weakness", "Sign of weakness after the UTAD on {{ticker}} ({{interval}}) - confirmed bearish / breakdown entry")

alertcondition(invalidEvent, "Breakout Accepted", "Price accepted above the broken level on {{ticker}} ({{interval}}) - bearish UTAD setup invalidated")