Version Kappa: 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 Kappa: Composite Momo + Volume + Price Strategy", overlay=true, calc_on_every_tick=true)

// Define constants for milliseconds conversion
MS_IN_MIN = 60 * 1000
MS_IN_HOUR = MS_IN_MIN * 60
MS_IN_DAY = MS_IN_HOUR * 24

// Function to determine higher timeframe
htfStep() =>
    tfInMs = timeframe.in_seconds() * 1000
    string result = na
    if tfInMs <= MS_IN_MIN
        result := "60"
    else if tfInMs < MS_IN_HOUR * 3
        result := "D"
    else if tfInMs <= MS_IN_HOUR * 12
        result := "W"
    else if tfInMs < MS_IN_DAY * 7
        result := "M"
    else
        result := "12M"
    result

// Inputs
rsiPeriod = input.int(14, "RSI Period")
emaPeriod = input.int(15, "EMA Period")
maPeriod = input.int(32, "MA Period")
vwapPeriod = input.int(10, "VWAP Period")
vwapBandMultiplier = input.float(0.5, "VWAP Band Multiplier")
tprInput = input.int(8, "VRVP Ticks Per Row")
cvdPersistencePeriods = input.int(4, "CVD Persistence Periods")
higherTimeframe = htfStep()

// CVD calculations
[cvdUp, cvdDown] = request.security(syminfo.tickerid, timeframe.period, expression=[high, low], lookahead=barmerge.lookahead_on)
cvd = cvdUp - cvdDown
cvdStdev = ta.stdev(cvd, 20)
cvdBrightThreshold = cvdStdev * 2
cvdBright = (cvd > cvdBrightThreshold) or (cvd < -cvdBrightThreshold)
cvdPersistent = ta.barssince(not cvdBright) >= cvdPersistencePeriods

// Composite RSI and Starc Bands calculations
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.float(2.0, "Starc Band Multiplier")
starcBasis = ta.sma(compRsi, rsiPeriod)
starcDev = starcBandMultiplier * ta.stdev(compRsi, rsiPeriod)
starcUpper = starcBasis + starcDev
starcLower = starcBasis - starcDev

// Composite RSI conditions
compRsiUpperThreshold = input.int(110, "Composite RSI Upper Threshold")
compRsiLowerThreshold = input.int(18, "Composite RSI Lower Threshold")
compRsiBottomed = compRsi < compRsi[1] and compRsi > starcLower
compRsiTopped = compRsi > compRsi[1] and compRsi < starcUpper
compRsiCrossingUp = ta.crossover(compRsi, starcLower)
compRsiCrossingDown = ta.crossunder(compRsi, starcUpper)

// Higher Timeframe Confirmation
[compRsiHigher, _] = request.security(syminfo.tickerid, higherTimeframe, [compRsi, close], lookahead=barmerge.lookahead_on)
starcUpperHigher = ta.sma(compRsiHigher, rsiPeriod) + starcBandMultiplier * ta.stdev(compRsiHigher, rsiPeriod)
starcLowerHigher = ta.sma(compRsiHigher, rsiPeriod) - starcBandMultiplier * ta.stdev(compRsiHigher, rsiPeriod)
compRsiBottomedHigher = compRsiHigher < compRsiHigher[1] and compRsiHigher > starcLowerHigher
compRsiToppedHigher = compRsiHigher > compRsiHigher[1] and compRsiHigher < starcUpperHigher

// EMA/MA calculations
ema = ta.ema(close, emaPeriod)
ma = ta.sma(close, maPeriod)
emaBullish = ema > ma * 1.01
emaBearish = ema < ma * 0.99

// VWAP calculation
[vwap, vwapUpper, vwapLower] = ta.vwap(hlc3, true, vwapBandMultiplier)

// VRVP calculation
[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 * 1.2
vrvpLowerBound = poc - tpr * 1.2

// Footprint calculations
fpAbovePriceBuy = request.security(syminfo.tickerid, timeframe.period, high, lookahead=barmerge.lookahead_on)
fpAbovePriceSell = request.security(syminfo.tickerid, timeframe.period, low, lookahead=barmerge.lookahead_on)
fpBelowPriceBuy = request.security(syminfo.tickerid, timeframe.period, high, lookahead=barmerge.lookahead_on)
fpBelowPriceSell = request.security(syminfo.tickerid, timeframe.period, low, lookahead=barmerge.lookahead_on)
fpAbovePrice = fpAbovePriceBuy - fpAbovePriceSell
fpBelowPrice = fpBelowPriceBuy - fpBelowPriceSell
fpAbovePriceDecreasing = fpAbovePrice < fpAbovePrice[1]
fpBelowPriceDecreasing = fpBelowPrice > fpBelowPrice[1]

// Volume Confirmation
volumeMA = ta.sma(volume, 15)
volumeConfirmation = volume > volumeMA

// Market Regime
maLong = ta.sma(close, 105)
maShort = ta.sma(close, 24)
maMedium = ta.sma(close, 50)
trendingUp = maShort > maMedium and maMedium > maLong
trendingDown = maShort < maMedium and maMedium < maLong

// Signal conditions
compRsiLongCondition = (compRsiBottomed and (compRsiCrossingUp or compRsi < compRsiUpperThreshold))
compRsiShortCondition = (compRsiTopped and compRsiCrossingDown) or compRsi > (compRsiLowerThreshold*4)
compRsiHigherLongCondition = compRsiBottomedHigher and compRsiHigher < (compRsiUpperThreshold*1.1)
compRsiHigherShortCondition = compRsiToppedHigher and compRsiHigher > (compRsiLowerThreshold*2.8)

// Composite RSI momentum conditions
compRsiMomentumLongCondition = compRsiLongCondition or (compRsiHigherLongCondition and (compRsi > 67)) or ((compRsi > rsiSma) and compRsi > 46)
compRsiMomentumShortCondition = compRsiShortCondition or compRsiHigherShortCondition

// Trend condition
trendCondition = (trendingUp or emaBullish) or (trendingDown and emaBearish)
// Volume condition
volumeCondition = (cvd > 0 and volumeConfirmation) or (volumeConfirmation and cvd < 0)

// Price condition
priceCondition = (close > (0.95* vwap)) or (close < 0.7*vwap)

// Signal conditions
// longCondition = compRsiMomentumLongCondition and volumeCondition and (priceCondition or trendCondition)  
// shortCondition = compRsiMomentumShortCondition and volumeCondition and (priceCondition or trendCondition)
// -------
// longCondition = compRsiMomentumLongCondition and (volumeCondition or (trendCondition and priceCondition))
// shortCondition = compRsiMomentumShortCondition and (volumeCondition or (trendCondition and priceCondition))

longCondition = (compRsiMomentumLongCondition and volumeCondition and (priceCondition or trendCondition)) or (volumeCondition and compRsiCrossingUp and (priceCondition and trendCondition)) or (compRsi > rsiSma*1.15 and volumeCondition and (compRsi > 40 or (priceCondition or trendCondition)))
shortCondition = (compRsiMomentumShortCondition and volumeCondition and trendCondition) or (volumeCondition and (trendCondition and (priceCondition or compRsiShortCondition)))  or (compRsi < rsiSma*.85 and volumeCondition and rsiSma <60 and (priceCondition or trendCondition))

// Dynamic Stop Loss and Take Profit calculations
atrPeriod = 13
atrMultiplier = 2.0
atr = ta.atr(atrPeriod)
longStopLoss = strategy.position_avg_price - atrMultiplier * atr
longTakeProfit = strategy.position_avg_price + atrMultiplier * atr
shortStopLoss = strategy.position_avg_price + atrMultiplier * atr
shortTakeProfit = strategy.position_avg_price - atrMultiplier * atr

// Plotting signals
plotshape(series=longCondition, title="Long Signal", location=location.belowbar, color=color.rgb(58, 255, 170), style=shape.triangleup, size=size.small)
plotshape(series=shortCondition, title="Short Signal", location=location.abovebar, color=color.rgb(183, 12, 69), style=shape.triangledown, size=size.small)

// Function to plot individual condition confirmations or breaks
plotCondition(series, condition, labelTrue, labelFalse, yOffset) =>
    var label myLabel = na
    labelText = condition ? labelTrue : labelFalse
    labelColor = condition ? color.new(color.green, 0) : color.new(color.red, 0)
    
    // Detect changes in the condition value
    conditionChanged = ta.change(condition)
    
    if conditionChanged or barstate.islast
        if (na(myLabel))
            myLabel := label.new(x=time, y=series + yOffset, text=labelText, style=label.style_label_down, color=labelColor, size=size.small, textcolor=color.white, xloc=xloc.bar_time, yloc=yloc.price)
        else
            label.set_xy(myLabel, x=time, y=series + yOffset)
            label.set_text(myLabel, text=labelText)
            label.set_color(myLabel, color=labelColor)
            label.set_textcolor(myLabel, color.white)
    myLabel
// Assuming atr is already calculated somewhere in your script
atrl = ta.atr(14)

// Check and plot each condition separately
plotCondition(close, compRsiMomentumLongCondition, "Bullish Momentum Confirmed", "Momentum Broken: Bearish", atrl * 2.25)
plotCondition(close, volumeCondition, "Bullish Volume Confirmed", "Volume Broken: Bearish", atrl * 1.75)
plotCondition(close, priceCondition, "Bullish Price Confirmed", "Price Broken: Bearish", atrl * 1.2)
plotCondition(close, trendCondition, "Bullish Trend Confirmed", "Trend Broken: Bearish", atrl * 0.75)

// Strategy execution
if (longCondition)
    strategy.entry("Long", strategy.long)
    strategy.exit("Exit Long", "Long", stop=longStopLoss, limit=longTakeProfit)
    
if (shortCondition)
    strategy.entry("Short", strategy.short)
    strategy.exit("Exit Short", "Short", stop=shortStopLoss, limit=shortTakeProfit)