Version Alpha: Composite Momo + Volume + Price Strategy

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © jawauntb

//@version=5
strategy("Version Alpha: Composite Momo + Volume + Price Strategy", overlay=true)

// Inputs
rsiPeriod = input(14, "RSI Period")
emaPeriod = input(13, "EMA Period")
maPeriod = input(30, "MA Period")
vwapPeriod = input(14, "VWAP Period")
stdDevMult = input(1.0, "Standard Deviation Multiplier")
tprInput = input(8, "VRVP Ticks Per Row")

// CVD
[cvdUp, cvdDown] = request.security(syminfo.tickerid, timeframe.period, expression=[high, low], lookahead=barmerge.lookahead_on)
cvd = cvdUp - cvdDown

// Composite RSI and Starc Bands
rsiSource = close
rsiDelta = ta.rsi(rsiSource, rsiPeriod) - ta.rsi(rsiSource, rsiPeriod)[9]
rsiSma = ta.sma(ta.rsi(rsiSource, 3), 3)
compRsi = rsiDelta + rsiSma
starcBandMultiplier = input(2.0, "Starc Band Multiplier")
starcBasis = ta.sma(compRsi, rsiPeriod)
starcDev = starcBandMultiplier * ta.stdev(compRsi, rsiPeriod)
starcUpper = starcBasis + starcDev
starcLower = starcBasis - starcDev
starcRsiUp = ta.crossover(compRsi, starcUpper)
starcRsiDown = ta.crossunder(compRsi, starcLower)

// EMA/MA Cross
ema = ta.ema(close, emaPeriod)
ma = ta.sma(close, maPeriod)
emaMaCross = ta.crossover(ema, ma)

// VWAP
vwap = ta.vwap(hlc3, vwapPeriod)
vwapUpper = vwap + stdDevMult * ta.stdev(vwap, vwapPeriod)
vwapLower = vwap - stdDevMult * ta.stdev(vwap, vwapPeriod)

// VRVP
[poc, _, _] = request.security(syminfo.tickerid, timeframe.period, expression=[close, high, low], lookahead=barmerge.lookahead_on)
[totalVolume, _, _] = request.security(syminfo.tickerid, timeframe.period, expression=[volume, high, low], lookahead=barmerge.lookahead_on)
tpr = tprInput/syminfo.mintick
vrvpUpperBound = poc + tpr * 0.8
vrvpLowerBound = poc - tpr * 0.8

// Footprint
[fpAbovePriceBuy, fpAbovePriceSell] = request.security(syminfo.tickerid, timeframe.period, expression=[high, low], lookahead=barmerge.lookahead_on)
[fpBelowPriceBuy, fpBelowPriceSell] = request.security(syminfo.tickerid, timeframe.period, expression=[high, low], lookahead=barmerge.lookahead_on)
fpAbovePrice = fpAbovePriceBuy - fpAbovePriceSell
fpBelowPrice = fpBelowPriceBuy - fpBelowPriceSell

// Signal
longSignal = (cvd > 0) and starcRsiUp and emaMaCross and (close > vwap) and (close < vrvpUpperBound) and (fpAbovePrice > 0)
shortSignal = (cvd < 0) and starcRsiDown and not emaMaCross and (close < vwap) and (close > vrvpLowerBound) and (fpBelowPrice < 0)

// Entry/Exit
longCondition = longSignal and strategy.position_size == 0
if (longCondition)
    strategy.entry("Long", strategy.long)

shortCondition = shortSignal and strategy.position_size == 0
if (shortCondition)
    strategy.entry("Short", strategy.short)

if (strategy.position_size > 0)
    if (close < vwapLower) or (fpAbovePrice < 0)
        strategy.close("Long", comment="Exit Long - Below VWAP Lower Band or Footprint Above Price is Bearish")
    else if (close > vrvpUpperBound)
        strategy.close("Long", comment="Exit Long - Above VRVP Upper Bound")

if (strategy.position_size < 0)
    if (close > vwapUpper) or (fpBelowPrice > 0)
        strategy.close("Short", comment="Exit Short - Above VWAP Upper Band or Footprint Below Price is Bullish")
    else if (close < vrvpLowerBound)
        strategy.close("Short", comment="Exit Short - Below VRVP Lower Bound")