XAUUSD-Asia Reversion

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

//@version=6
indicator("XAUUSD-Asia Reversion", shorttitle="XAUUSD-AR", overlay=true, max_boxes_count=500, max_lines_count=500, format=format.price, precision=2)

// ═══════════════════════════════════════════════════════════════════════════════
// RSI INPUTS
// ═══════════════════════════════════════════════════════════════════════════════
rsiLen = input.int(7, "RSI Length", minval=1, tooltip="Set 7 for 1-minute charts", group="RSI")

// ═══════════════════════════════════════════════════════════════════════════════
// FSI — FRACTAL SWEEP INPUTS
// ═══════════════════════════════════════════════════════════════════════════════
leftBars  = input.int(2, "Left Bars",         minval=1,                                                        group="FSI — Fractal Sweep")
rightBars = input.int(2, "Right Bars",        minval=1,                                                        group="FSI — Fractal Sweep")
lookback  = input.int(5, "Fractals to Track", minval=1, tooltip="How many past fractals to check for sweeps", group="FSI — Fractal Sweep")

// ═══════════════════════════════════════════════════════════════════════════════
// FSI — FVG INPUTS
// ═══════════════════════════════════════════════════════════════════════════════
fvgExt      = input.int  (0,                        "Extend FVGs",       group="FSI — FVG Settings")
upcolor     = input.color(color.new(color.teal, 50), "Bullish FVG Color", group="FSI — FVG Style")
downcolor   = input.color(color.new(color.red,  50), "Bearish FVG Color", group="FSI — FVG Style")
fvgVolFilt  = input.bool (false, "Volume Filter", group="FSI — FVG Filters")
fvgAtrFilt  = input.bool (false, "ATR Filter",    group="FSI — FVG Filters")
fvgTrndFilt = input.bool (false, "Trend Filter",  group="FSI — FVG Filters")


// ═══════════════════════════════════════════════════════════════════════════════
// SHARED TIME HELPERS  (PHT = Asia/Manila, UTC+8, no DST)
// ═══════════════════════════════════════════════════════════════════════════════
h = hour(time, "Asia/Manila")
m = minute(time, "Asia/Manila")
inTradingWindow = (h == 7 and m >= 30) or h == 8 or h == 9 or (h == 10 and m < 30)

// ═══════════════════════════════════════════════════════════════════════════════
// RSI LOGIC
// ═══════════════════════════════════════════════════════════════════════════════
rsi = ta.rsi(close, rsiLen)

// ═══════════════════════════════════════════════════════════════════════════════
// ANCHORED VWAP LOGIC (anchor 6:05 AM PHT, plots to 9:30 AM)
// ═══════════════════════════════════════════════════════════════════════════════
inVwapWindow = (h == 6 and m >= 5) or h == 7 or h == 8 or h == 9 or (h == 10 and m < 30)
isVwapAnchor = h == 6 and m >= 5 and (h[1] < 6 or (h[1] == 6 and m[1] < 5))

var float vwap_pv  = 0.0
var float vwap_pv2 = 0.0
var float vwap_v   = 0.0

if isVwapAnchor
    vwap_pv  := hlc3 * volume
    vwap_pv2 := hlc3 * hlc3 * volume
    vwap_v   := volume
else if inVwapWindow
    vwap_pv  += hlc3 * volume
    vwap_pv2 += hlc3 * hlc3 * volume
    vwap_v   += volume

avwap    = inVwapWindow and vwap_v > 0 ? vwap_pv / vwap_v : na
avwapStd = inVwapWindow and vwap_v > 0 ? math.sqrt(math.max(vwap_pv2 / vwap_v - avwap * avwap, 0)) : na

// ═══════════════════════════════════════════════════════════════════════════════
// FSI — FRACTAL SWEEP LOGIC
// ═══════════════════════════════════════════════════════════════════════════════
fractHigh = ta.pivothigh(high, leftBars, rightBars)
fractLow  = ta.pivotlow(low, leftBars, rightBars)

var highsArr   = array.new_float()
var highsIdx   = array.new_int()
var highsSwept = array.new_bool()
var lowsArr    = array.new_float()
var lowsIdx    = array.new_int()
var lowsSwept  = array.new_bool()

if not na(fractHigh)
    array.unshift(highsArr, fractHigh)
    array.unshift(highsIdx, bar_index - rightBars)
    array.unshift(highsSwept, false)
    if array.size(highsArr) > lookback
        array.pop(highsArr)
        array.pop(highsIdx)
        array.pop(highsSwept)

if not na(fractLow)
    array.unshift(lowsArr, fractLow)
    array.unshift(lowsIdx, bar_index - rightBars)
    array.unshift(lowsSwept, false)
    if array.size(lowsArr) > lookback
        array.pop(lowsArr)
        array.pop(lowsIdx)
        array.pop(lowsSwept)

if array.size(highsArr) > 0
    for i = 0 to array.size(highsArr) - 1
        val   = array.get(highsArr, i)
        idx   = array.get(highsIdx, i)
        swept = array.get(highsSwept, i)
        if not swept and high > val
            line.new(x1=idx, y1=val, x2=bar_index, y2=val, color=color.rgb(0, 0, 0), style=line.style_dotted, width=1, extend=extend.none)
            alert("Sweep Detected", alert.freq_once_per_bar_close)
            array.set(highsSwept, i, true)

if array.size(lowsArr) > 0
    for i = 0 to array.size(lowsArr) - 1
        val   = array.get(lowsArr, i)
        idx   = array.get(lowsIdx, i)
        swept = array.get(lowsSwept, i)
        if not swept and low < val
            line.new(x1=idx, y1=val, x2=bar_index, y2=val, color=color.rgb(0, 0, 0), style=line.style_dotted, width=1, extend=extend.none)
            alert("Sweep Detected", alert.freq_once_per_bar_close)
            array.set(lowsSwept, i, true)

// ═══════════════════════════════════════════════════════════════════════════════
// FSI — FVG LOGIC
// ═══════════════════════════════════════════════════════════════════════════════
var float recentBullFVG_Low  = na
var float recentBearFVG_High = na
var int   bullFVG_start      = na
var int   bearFVG_start      = na
var bool  bullUsed           = false
var bool  bearUsed           = false

f_fvg() =>
    volfilt  = fvgVolFilt  ? volume[1] > ta.sma(volume, 9) * 1.5 : true
    fvg_atr  = ta.atr(20) / 1.5
    atrfilt  = fvgAtrFilt  ? ((low - high[2] > fvg_atr) or (low[2] - high > fvg_atr)) : true
    loc      = ta.sma(close, 54)
    loc2     = loc > loc[1]
    locfiltb = fvgTrndFilt ? loc2       : true
    locfilts = fvgTrndFilt ? not loc2   : true
    bfvg     = low > high[2] and volfilt and atrfilt and locfiltb
    sfvg     = high < low[2] and volfilt and atrfilt and locfilts
    [bfvg, sfvg]

f_fvgcontrol(_tf) => request.security(syminfo.tickerid, _tf, f_fvg())
[bfvg1m, sfvg1m] = f_fvgcontrol("1")

if barstate.isconfirmed and bfvg1m
    recentBullFVG_Low := high[2]
    bullFVG_start     := bar_index
    box.new(left=bar_index-2, top=low, right=bar_index+fvgExt, bottom=high[2], border_color=color.new(color.gray, 100), bgcolor=color.new(upcolor, 90))
    bullUsed := false

if barstate.isconfirmed and sfvg1m
    recentBearFVG_High := low[2]
    bearFVG_start      := bar_index
    box.new(left=bar_index-2, top=high, right=bar_index+fvgExt, bottom=low[2], border_color=color.new(color.gray, 100), bgcolor=color.new(downcolor, 90))
    bearUsed := false

// Only FSI signals reverting toward AVWAP: red (sell) when price above AVWAP, green (buy) when price below
candleUnderBullFVG = barstate.isconfirmed and inTradingWindow and not na(recentBullFVG_Low)  and close < recentBullFVG_Low  and not bullUsed and not na(avwap) and close > avwap
candleOverBearFVG  = barstate.isconfirmed and inTradingWindow and not na(recentBearFVG_High) and close > recentBearFVG_High and not bearUsed and not na(avwap) and close < avwap

if candleUnderBullFVG
    bullUsed := true
    alert("Sell Signal", alert.freq_once_per_bar_close)
    line.new(x1=bullFVG_start, y1=recentBullFVG_Low, x2=bar_index, y2=recentBullFVG_Low, extend=extend.none, color=color.red, style=line.style_solid, width=1)

if candleOverBearFVG
    bearUsed := true
    alert("Buy Signal", alert.freq_once_per_bar_close)
    line.new(x1=bearFVG_start, y1=recentBearFVG_High, x2=bar_index, y2=recentBearFVG_High, extend=extend.none, color=color.orange, style=line.style_solid, width=1)


// ═══════════════════════════════════════════════════════════════════════════════
// RSI OVEREXTENSION CANDLE COLORING (orange → red as RSI stretches from 50)
// ═══════════════════════════════════════════════════════════════════════════════
rsi_dist  = math.abs(rsi - 50)
rsi_color = rsi_dist < 25 ? na : color.from_gradient(rsi_dist, 25, 50, color.orange, color.red)
oeActive  = inTradingWindow and not na(rsi_color)
barcolor(oeActive ? rsi_color : na, title="RSI Overextension")
plotcandle(oeActive ? open : na, oeActive ? high : na, oeActive ? low : na, oeActive ? close : na, title="RSI OE Candles", color=rsi_color, wickcolor=rsi_color, bordercolor=rsi_color)

// ═══════════════════════════════════════════════════════════════════════════════
// ANCHORED VWAP PLOTS
// ═══════════════════════════════════════════════════════════════════════════════
borderHalf = ta.atr(14) * 1 / 2

avwap2u = na(avwapStd) ? na : avwap + avwapStd * 2
avwap2l = na(avwapStd) ? na : avwap - avwapStd * 2
avwap3u = na(avwapStd) ? na : avwap + avwapStd * 3
avwap3l = na(avwapStd) ? na : avwap - avwapStd * 3

pAvwap  = plot(avwap,   title="AVWAP (6:05AM)", color=color.new(color.white, 50),  linewidth=1, style=plot.style_linebr)
p2u     = plot(avwap2u, title="AVWAP +2σ",      color=color.new(color.orange, 50), linewidth=1, style=plot.style_linebr)
p2l     = plot(avwap2l, title="AVWAP -2σ",      color=color.new(color.orange, 50), linewidth=1, style=plot.style_linebr)
p3u     = plot(avwap3u, title="AVWAP +3σ",      color=color.new(color.red, 50),    linewidth=1, style=plot.style_linebr)
p3l     = plot(avwap3l, title="AVWAP -3σ",      color=color.new(color.red, 50),    linewidth=1, style=plot.style_linebr)

// Transparent border (thickness = 1.5×ATR) around each line via offset edge plots + fill
pAvwapU = plot(avwap   + borderHalf, title="AVWAP border+", color=na, display=display.none)
pAvwapD = plot(avwap   - borderHalf, title="AVWAP border-", color=na, display=display.none)
p2uU    = plot(avwap2u + borderHalf, title="+2σ border+",   color=na, display=display.none)
p2uD    = plot(avwap2u - borderHalf, title="+2σ border-",   color=na, display=display.none)
p2lU    = plot(avwap2l + borderHalf, title="-2σ border+",   color=na, display=display.none)
p2lD    = plot(avwap2l - borderHalf, title="-2σ border-",   color=na, display=display.none)
p3uU    = plot(avwap3u + borderHalf, title="+3σ border+",   color=na, display=display.none)
p3uD    = plot(avwap3u - borderHalf, title="+3σ border-",   color=na, display=display.none)
p3lU    = plot(avwap3l + borderHalf, title="-3σ border+",   color=na, display=display.none)
p3lD    = plot(avwap3l - borderHalf, title="-3σ border-",   color=na, display=display.none)

fill(pAvwapU, pAvwapD, color=color.new(color.white, 90),  title="AVWAP border")
fill(p2uU,    p2uD,    color=color.new(color.orange, 90), title="+2σ border")
fill(p2lU,    p2lD,    color=color.new(color.orange, 90), title="-2σ border")
fill(p3uU,    p3uD,    color=color.new(color.red, 90),    title="+3σ border")
fill(p3lU,    p3lD,    color=color.new(color.red, 90),    title="-3σ border")