Zerith - Supertrend + DeMarker + Stoch RSI Multi-TF Signal

//@version=6
indicator("Zerith - Supertrend + DeMarker + Stoch RSI Multi-TF Signal", overlay=true)

// =============================================================================
// 1. SUPERTREND SETTINGS (MAIN TREND FILTER)
// =============================================================================
grp_trend = "1. Supertrend (Main Trend Filter)"
useSupertrend       = input.bool(true, "Enable Supertrend Filter (เปิด/ปิด กรองเทรนด์)", group=grp_trend)
stTimeframe         = input.timeframe("", "Supertrend Timeframe (ค่าว่าง = ตามหน้ากราฟ)", group=grp_trend)
atrPeriod           = input.int(10, "Supertrend ATR Period", group=grp_trend)
atrMultiplier       = input.float(3.0, "Supertrend Multiplier", step=0.1, group=grp_trend)

// =============================================================================
// 2. SIGNAL ENGINE SETTINGS (TIMEFRAME & PARAMETERS)
// =============================================================================
grp_signal = "2. Entry Signal Engine (DeMarker + Stoch RSI)"
signalTimeframe     = input.timeframe("", "Signal Timeframe (เลือก Timeframe สัญญาณ, ค่าว่าง = หน้ากราฟ)", group=grp_signal)

// 2.1 DeMarker Parameters
demPeriod           = input.int(14, "DeMarker Period", group=grp_signal)
demOversold         = input.float(0.3, "DeMarker Oversold Level", step=0.05, group=grp_signal)
demOverbought       = input.float(0.7, "DeMarker Overbought Level", step=0.05, group=grp_signal)

// 2.2 Stochastic RSI Parameters
rsiLength           = input.int(14, "RSI Length", group=grp_signal)
stochLength         = input.int(14, "Stoch Length", group=grp_signal)
smoothK             = input.int(3, "Smooth K", group=grp_signal)
smoothD             = input.int(3, "Smooth D", group=grp_signal)
stochOversold       = input.float(25.0, "Stoch RSI Oversold Zone", group=grp_signal)
stochOverbought     = input.float(75.0, "Stoch RSI Overbought Zone", group=grp_signal)

// =============================================================================
// 3. SIGNAL EXECUTION & ANTI-REPAINT CONFIRMATION
// =============================================================================
grp_exec = "3. Signal Execution & Anti-Repaint"
requireCandleClose  = input.bool(true, "Wait for Candle Close to Confirm (รอจบแท่งเทียน คอนเฟิร์มไม่ Repaint)", group=grp_exec)
minBarsCooldown     = input.int(10, "Min Distance Between Signals (Bars, 0=ปิด)", minval=0, group=grp_exec)

// =============================================================================
// 4. STRUCTURAL & ANTI-SIDEWAY FILTERS
// =============================================================================
grp_struct = "4. Structural & Volume Filters (Anti-Sideway)"
useDonchian         = input.bool(true, "Enable Donchian / Swing Breakout Confirmation", group=grp_struct)
donchianPeriod      = input.int(20, "Donchian Lookback Period (Bars)", minval=2, group=grp_struct)
breakoutByClose     = input.bool(false, "Require Close Breakout (True=Close, False=High/Low)", group=grp_struct)

useVolume           = input.bool(true, "Enable Volume Expansion Filter", group=grp_struct)
volumeMaLen         = input.int(20, "Volume MA Length", minval=1, group=grp_struct)
volumeMult          = input.float(1.2, "Min Volume Multiplier (x MA)", step=0.1, group=grp_struct)

// =============================================================================
// 5. OPTIONAL MATHEMATICAL SIDEWAY FILTERS
// =============================================================================
grp_opt = "5. Optional Math Filters"
useER               = input.bool(false, "Enable Kaufman's Efficiency Ratio (KER)", group=grp_opt)
erPeriod            = input.int(14, "KER Period", group=grp_opt)
minER               = input.float(0.30, "Min Efficiency Ratio", step=0.05, group=grp_opt)

useChop             = input.bool(false, "Enable Choppiness Index (CHOP)", group=grp_opt)
chopLen             = input.int(14, "CHOP Length", group=grp_opt)
maxChop             = input.float(55.0, "Max CHOP Level (Below = Trending)", group=grp_opt)

useBBW              = input.bool(false, "Enable Bollinger Bands Width Filter", group=grp_opt)
bbLength            = input.int(20, "BB Length", group=grp_opt)
bbMult              = input.float(2.0, "BB Multiplier", group=grp_opt)
bbSmaLen            = input.int(50, "BBW Average Period", group=grp_opt)

useEMASpread        = input.bool(false, "Enable EMA Spread % Filter", group=grp_opt)
emaFastLen          = input.int(20, "EMA Fast Length", group=grp_opt)
emaSlowLen          = input.int(50, "EMA Slow Length", group=grp_opt)
minSpreadPct        = input.float(0.15, "Min EMA Spread %", step=0.05, group=grp_opt)

// 5.1 Dashboard
showDashboard       = input.bool(true, "Show Filter Status Dashboard", group="6. Dashboard")

// =============================================================================
// 6. SUPERTREND CALCULATION (NATIVE / MTF WRAPPER)
// =============================================================================
// 6.1 Local Base Calculation
[loc_stVal, loc_stDir] = ta.supertrend(atrMultiplier, atrPeriod)

// 6.2 MTF Supertrend Security (Evaluated cleanly if Timeframe is customized)
calc_st(float mult, int len) =>
    ta.supertrend(mult, len)

[sec_stVal, sec_stDir] = request.security(syminfo.tickerid, stTimeframe == "" ? timeframe.period : stTimeframe, calc_st(atrMultiplier, atrPeriod), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)

stVal = (stTimeframe == "" or stTimeframe == timeframe.period) ? loc_stVal : sec_stVal
stDir = (stTimeframe == "" or stTimeframe == timeframe.period) ? loc_stDir : sec_stDir
isUptrend   = stDir < 0
isDowntrend = stDir > 0

// Trend filter permission logic
trendAllowsBuy  = not useSupertrend or isUptrend
trendAllowsSell = not useSupertrend or isDowntrend

// =============================================================================
// 7. SIGNAL ENGINE (DEMARKER + STOCHASTIC RSI MTF WRAPPER)
// =============================================================================
calcEngine(int dLen, int rLen, int sLen, int sK, int sD, float dOS, float dOB, float sOS, float sOB) =>
    // DeMarker
    _deMax = high > high[1] ? high - high[1] : 0.0
    _deMin = low < low[1] ? low[1] - low : 0.0
    _avgDeMax = ta.sma(_deMax, dLen)
    _avgDeMin = ta.sma(_deMin, dLen)
    _demVal = (_avgDeMax + _avgDeMin) != 0.0 ? _avgDeMax / (_avgDeMax + _avgDeMin) : 0.5

    // Stoch RSI
    _rsiVal = ta.rsi(close, rLen)
    _stochRsi = ta.stoch(_rsiVal, _rsiVal, _rsiVal, sLen)
    _k = ta.sma(_stochRsi, sK)
    _d = ta.sma(_k, sD)

    // Crosses
    _stochCrossBuy  = ta.crossover(_k, _d)
    _stochCrossSell = ta.crossunder(_k, _d)
    _demCrossBuy    = ta.crossover(_demVal, dOS)
    _demCrossSell   = ta.crossunder(_demVal, dOB)

    _stochBuyCond   = _stochCrossBuy and (_k <= sOS or _k[1] <= sOS)
    _demBuyCond     = _demVal <= dOS or _demVal[1] <= dOS or _demCrossBuy
    _buySig         = _stochBuyCond and _demBuyCond

    _stochSellCond  = _stochCrossSell and (_k >= sOB or _k[1] >= sOB)
    _demSellCond    = _demVal >= dOB or _demVal[1] >= dOB or _demCrossSell
    _sellSig        = _stochSellCond and _demSellCond

    [_buySig, _sellSig, _demVal, _k, _d]

// 1. Direct Local Calculation (100% Native Zero-Lag on Chart TF)
[locBuy, locSell, locDem, locK, locD] = calcEngine(demPeriod, rsiLength, stochLength, smoothK, smoothD, demOversold, demOverbought, stochOversold, stochOverbought)

// 2. MTF Security Calculation (Evaluated if custom signal Timeframe is chosen)
[secBuy, secSell, secDem, secK, secD] = request.security(syminfo.tickerid, signalTimeframe == "" ? timeframe.period : signalTimeframe, calcEngine(demPeriod, rsiLength, stochLength, smoothK, smoothD, demOversold, demOverbought, stochOversold, stochOverbought), gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_off)

bool isCustomSignalTF = (signalTimeframe != "" and signalTimeframe != timeframe.period)
rawBuySignal  = isCustomSignalTF ? secBuy : locBuy
rawSellSignal = isCustomSignalTF ? secSell : locSell
demValue      = isCustomSignalTF ? secDem : locDem
k             = isCustomSignalTF ? secK   : locK
d             = isCustomSignalTF ? secD   : locD

// =============================================================================
// 8. ANTI-SIDEWAY & STRUCTURAL FILTER CALCULATIONS
// =============================================================================
// 8.1 Donchian / Swing High-Low Breakout
donchianHigh = ta.highest(high[1], donchianPeriod)
donchianLow  = ta.lowest(low[1], donchianPeriod)

passDonchian_Buy  = not useDonchian or (breakoutByClose ? (close >= donchianHigh) : (high >= donchianHigh))
passDonchian_Sell = not useDonchian or (breakoutByClose ? (close <= donchianLow)  : (low <= donchianLow))

// 8.2 Volume Expansion / RVOL
hasVolume    = not na(volume) and volume > 0
volMa        = ta.sma(volume, volumeMaLen)
volThreshold = volMa * volumeMult
passVolume   = not useVolume or not hasVolume or (volume >= volThreshold)

// 8.3 Kaufman's Efficiency Ratio
changeNet = math.abs(close - close[erPeriod])
sumDiffs  = math.sum(math.abs(close - close[1]), erPeriod)
effRatio  = sumDiffs != 0.0 ? (changeNet / sumDiffs) : 0.0
passER    = not useER or (effRatio >= minER)

// 8.4 Choppiness Index
hhChop    = ta.highest(high, chopLen)
llChop    = ta.lowest(low, chopLen)
rangeChop = hhChop - llChop
sumAtr1   = math.sum(ta.atr(1), chopLen)
chopVal   = (rangeChop > 0.0 and sumAtr1 > 0.0) ? 100.0 * (math.log10(sumAtr1 / rangeChop) / math.log10(chopLen)) : 50.0
passChop  = not useChop or (chopVal <= maxChop)

// 8.5 Bollinger Bands Width
[bbBasis, bbUpper, bbLower] = ta.bb(close, bbLength, bbMult)
bbWidth   = bbBasis != 0.0 ? ((bbUpper - bbLower) / bbBasis) * 100.0 : 0.0
bbWidthAvg= ta.sma(bbWidth, bbSmaLen)
passBBW   = not useBBW or (bbWidth >= bbWidthAvg)

// 8.6 EMA Spread
emaFast   = ta.ema(close, emaFastLen)
emaSlow   = ta.ema(close, emaSlowLen)
emaSpread = close != 0.0 ? (math.abs(emaFast - emaSlow) / close) * 100.0 : 0.0
passEMA   = not useEMASpread or (emaSpread >= minSpreadPct)

// Combine All Filter Validations
allFiltersPass_Buy  = passDonchian_Buy and passVolume and passER and passChop and passBBW and passEMA
allFiltersPass_Sell = passDonchian_Sell and passVolume and passER and passChop and passBBW and passEMA

// =============================================================================
// 9. FINAL SIGNAL EXECUTION & COOLDOWN (ANTI-REPAINT CONFIRMED)
// =============================================================================
// Anti-Repaint Guard:
// If requireCandleClose is enabled, only execute and lock signals on confirmed closed bars
bool isBarConfirmed = not requireCandleClose or not barstate.isrealtime or barstate.isconfirmed

rawBuyCondition  = rawBuySignal and trendAllowsBuy and allFiltersPass_Buy
rawSellCondition = rawSellSignal and trendAllowsSell and allFiltersPass_Sell

var int lastSignalBar = -100
barsSinceLast = bar_index - lastSignalBar

validBuy  = rawBuyCondition and isBarConfirmed and (minBarsCooldown <= 0 or barsSinceLast >= minBarsCooldown)
validSell = rawSellCondition and isBarConfirmed and (minBarsCooldown <= 0 or barsSinceLast >= minBarsCooldown)

if validBuy or validSell
    lastSignalBar := bar_index

// =============================================================================
// 10. PLOTTING & ALERTS
// =============================================================================
// 10.1 Supertrend Line
plot(useSupertrend and isUptrend ? stVal : na, "Supertrend Uptrend", color=color.new(color.green, 0), linewidth=2, style=plot.style_linebr)
plot(useSupertrend and isDowntrend ? stVal : na, "Supertrend Downtrend", color=color.new(color.red, 0), linewidth=2, style=plot.style_linebr)

// 10.2 Donchian Breakout Reference Levels
plot(useDonchian ? donchianHigh : na, "Donchian High (Resistance)", color=color.new(color.teal, 60), style=plot.style_stepline)
plot(useDonchian ? donchianLow : na, "Donchian Low (Support)", color=color.new(color.maroon, 60), style=plot.style_stepline)

// 10.3 Buy / Sell Signals
plotshape(validBuy, title="BUY Signal", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small, text="BUY", textcolor=color.white)
plotshape(validSell, title="SELL Signal", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small, text="SELL", textcolor=color.white)

// 10.4 Alert Conditions (Confirmed on Bar Close)
alertcondition(validBuy, title="Buy Signal Alert (Confirmed)", message="[BUY] Confirmed Supertrend + DeM + StochRSI trigger on {{ticker}} at {{close}}")
alertcondition(validSell, title="Sell Signal Alert (Confirmed)", message="[SELL] Confirmed Supertrend + DeM + StochRSI trigger on {{ticker}} at {{close}}")

// =============================================================================
// 11. REAL-TIME FILTER DASHBOARD
// =============================================================================
var table infoTable = table.new(position.top_right, 3, 10, bgcolor=color.new(color.black, 20), border_width=1, border_color=color.gray)

if barstate.islast and showDashboard
    table.cell(infoTable, 0, 0, "Filter Name", bgcolor=color.navy, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 0, "Status", bgcolor=color.navy, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 0, "Current Value", bgcolor=color.navy, text_color=color.white, text_size=size.small)

    // 1. Supertrend Status
    table.cell(infoTable, 0, 1, "Supertrend (" + (stTimeframe == "" ? "Chart" : stTimeframe) + ")", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 1, useSupertrend ? (isUptrend ? "BULLISH" : "BEARISH") : "OFF", bgcolor=useSupertrend ? (isUptrend ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 1, str.tostring(stVal, "#.##"), text_color=color.white, text_size=size.small)

    // 2. Signal Engine TF
    table.cell(infoTable, 0, 2, "Signal Timeframe", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 2, signalTimeframe == "" ? "Chart TF" : signalTimeframe, bgcolor=color.teal, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 2, "DeM + StochRSI", text_color=color.white, text_size=size.small)

    // 3. Confirmation Mode
    table.cell(infoTable, 0, 3, "Anti-Repaint Guard", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 3, requireCandleClose ? "CANDLE CLOSE" : "INTRABAR", bgcolor=requireCandleClose ? color.green : color.orange, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 3, requireCandleClose ? "Confirmed (No Repaint)" : "Realtime Ticks", text_color=color.white, text_size=size.small)

    // 4. Donchian Breakout
    bool donchianPassCurr = (isUptrend and passDonchian_Buy) or (isDowntrend and passDonchian_Sell)
    table.cell(infoTable, 0, 4, "Donchian Break", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 4, useDonchian ? (donchianPassCurr ? "PASS" : "BLOCKED") : "OFF", bgcolor=useDonchian ? (donchianPassCurr ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 4, isUptrend ? ("H: " + str.tostring(donchianHigh, "#.##")) : ("L: " + str.tostring(donchianLow, "#.##")), text_color=color.white, text_size=size.small)

    // 5. Volume RVOL
    table.cell(infoTable, 0, 5, "Volume (RVOL)", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 5, useVolume ? (passVolume ? "PASS" : "LOW VOL") : "OFF", bgcolor=useVolume ? (passVolume ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 5, hasVolume ? (str.tostring(volume, "#") + " / " + str.tostring(volThreshold, "#")) : "No Vol Data", text_color=color.white, text_size=size.small)

    // 6. Kaufman ER
    table.cell(infoTable, 0, 6, "Kaufman ER", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 6, useER ? (passER ? "PASS" : "BLOCKED") : "OFF", bgcolor=useER ? (passER ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 6, str.tostring(effRatio, "#.##") + " / " + str.tostring(minER, "#.##"), text_color=color.white, text_size=size.small)

    // 7. Choppiness Index
    table.cell(infoTable, 0, 7, "Chop Index", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 7, useChop ? (passChop ? "PASS" : "BLOCKED") : "OFF", bgcolor=useChop ? (passChop ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 7, str.tostring(chopVal, "#.#") + " / " + str.tostring(maxChop, "#.#"), text_color=color.white, text_size=size.small)

    // 8. BB Width
    table.cell(infoTable, 0, 8, "BB Width", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 8, useBBW ? (passBBW ? "PASS" : "BLOCKED") : "OFF", bgcolor=useBBW ? (passBBW ? color.green : color.red) : color.gray, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 8, str.tostring(bbWidth, "#.##") + " (Avg " + str.tostring(bbWidthAvg, "#.##") + ")", text_color=color.white, text_size=size.small)

    // 9. Signal Cooldown
    table.cell(infoTable, 0, 9, "Signal Cooldown", text_color=color.white, text_size=size.small)
    table.cell(infoTable, 1, 9, (minBarsCooldown <= 0 or barsSinceLast >= minBarsCooldown) ? "READY" : "WAIT", bgcolor=(minBarsCooldown <= 0 or barsSinceLast >= minBarsCooldown) ? color.teal : color.orange, text_color=color.white, text_size=size.small)
    table.cell(infoTable, 2, 9, str.tostring(barsSinceLast) + " / " + str.tostring(minBarsCooldown) + " bars", text_color=color.white, text_size=size.small)