[RS]JDSarano Alert V0

//@version=2
study(title='[RS]JDSarano Alert V0', shorttitle='J', overlay=false)
//  ||  -->
//  ||  Collar Trend Indicator Inputs:
lb_cti_src=close
lb_cti_sm = input(21, title="LB_CTI Smoothing Period:")
lb_cti_cd = input(0.2, title="LB_CTI Constant D:")
//  ||  -->
//  ||  PIP Collector Inputs:
lb_pc_src=input(close, title="Source")
lb_pc_tf1=input("D", title="Timeframe 1")
lb_pc_tf2=input("240", title="Timeframe 2")
lb_pc_tf3=input("60", title="Timeframe 3")
lb_pc_length=input(50, title="Center EMA Length")
//  ||  -->
//  ||  Weis Wave Volume Inputs:
lb_wwv_detection_window = input(2)
//  ||  -->
//  ||  Linear Regression Bull and Bear Power Accumulation Inputs:
window = input(title='Lookback Window:', type=integer, defval=10)
USE_ACC = input(title='Use accumulation?', type=bool, defval=true)
acc_length = input(title='Accumulation Length:', type=integer, defval=100)
USE_ALT_TF = input(title='Use alternative timeframe?', type=bool, defval=false)
alt_tf = input(title='Alternative timeframe:', type=string, defval='D', confirm=false)
//  ||  -->
//  ||  UCS Squeeze Momentum Inputs:
ucs_sm_length = input(20, title="Squeeze Length")
ucs_sm_multBB = input(2,title="BB MultFactor")
ucs_sm_multKC = input(1.5, title="KC MultFactor")
ucs_sm_smooth = input(20, title = "Momentum Smoothing")
ucs_sm_usebbr = input(true, title = "Use Bollinger Band Ratio Instead of Momentum", type = bool)
ucs_sm_useHAC = input(true, title = "Heikin Ashi Optimization", type=bool)
//  ||  -->
//  ||  -->
//  ||  Collar Trend Indicator by LazyBear:
f_LB_cti(_src, _sm, _cd)=>
    _di = (_sm - 1.0) / 2.0 + 1.0
    _c1 = 2 / (_di + 1.0)
    _c2 = 1 - _c1
    _c3 = 3.0 * (_cd * _cd + _cd * _cd * _cd)
    _c4 = -3.0 * (2.0 * _cd * _cd + _cd + _cd * _cd * _cd)
    _c5 = 3.0 * _cd + 1.0 + _cd * _cd * _cd + 3.0 * _cd * _cd
    _i1 = _c1*_src + _c2*nz(_i1[1])
    _i2 = _c1*_i1 + _c2*nz(_i2[1])
    _i3 = _c1*_i2 + _c2*nz(_i3[1])
    _i4 = _c1*_i3 + _c2*nz(_i4[1])
    _i5 = _c1*_i4 + _c2*nz(_i5[1])
    _i6 = _c1*_i5 + _c2*nz(_i6[1])
    _bfr = -_cd*_cd*_cd*_i6 + _c3*(_i5) + _c4*(_i4) + _c5*(_i3)
    _return = _bfr > nz(_bfr[1]) ? 1 : _bfr < nz(_bfr[1]) ? -1 : 0
//  ||  -->
//  ||  PIP Collector by LazyBear:
f_LB_pc(_src, _tf1, _tf2, _tf3, _length)=>
    _pip = syminfo.mintick 
    _ltfsrc = ema(_src, _length) < _src
    _stfsrc = ema(_src, _length) > _src
    _ltf1=security(tickerid, _tf1, _ltfsrc), _stf1=security(tickerid, _tf1, _stfsrc)
    _ltf2=security(tickerid, _tf2, _ltfsrc), _stf2=security(tickerid, _tf2, _stfsrc)
    _ltf3=security(tickerid, _tf3, _ltfsrc), _stf3=security(tickerid, _tf3, _stfsrc)
    _return = _ltf1 and _ltf2 and _ltf3 ? 1 : _stf1 and _stf2 and _stf3 ? -1 : 0
//  ||  -->
//  ||  Weis Wave Volume vy LazyBear:
f_LB_wwv(_window)=>
    _mov = close>close[1] ? 1 : close<close[1] ? -1 : 0
    _trend = (_mov != 0) and (_mov != _mov[1]) ? _mov : nz(_trend[1])
    _isTrending = rising(close, _window) or falling(close, _window)
    _wave = (_trend != nz(_wave[1])) and _isTrending ? _trend : nz(_wave[1])
    _vol = _wave == _wave[1] ? (nz(_vol[1]) + volume) : volume
    _up = _wave == 1 ? _vol : 0
    _dn = _wave == 1 ? 0 : _vol
    _return = _up > 0 ? 1 : _dn > 0 ? -1 : 0
//  ||  -->
//  ||  Linear Regression Bull and Bear Power Accumulation:
f_exp_lr(_height, _length)=>
    _ret = _height + (_height/_length)
//------------------------------------
f_rs_bbpa(_window, _use_acc, _acc_length, _use_tf, _tf)=>
    _h_value = highest(close, _window)
    _l_value = lowest(close, _window)
    _h_bar = n-highestbars(close, _window)
    _l_bar = n-lowestbars(close, _window)
    _bear = 0-f_exp_lr(_h_value-close, n-_h_bar)
    _bull = 0+f_exp_lr(close-_l_value, n-_l_bar)
    _bear_acc = sum(nz(_bear, 0), _acc_length)
    _bull_acc = sum(nz(_bull, 0), _acc_length)
    _rem = _use_acc ? _bull_acc-abs(_bear_acc) : _bull - abs(_bear)
    _rem_bull = _rem > 0 ? _rem : 0
    _rem_bear = _rem < 0 ? _rem : 0
    _bear_output = _use_tf ? security(tickerid, _tf, _rem_bear) : _rem_bear
    _bull_output = _use_tf ? security(tickerid, _tf, _rem_bull) : _rem_bull
    _return = _bear_output + _bull_output > 0 ? 1 : _bear_output + _bull_output < 0 ? -1 : 0
//  ||  -->
//  ||  UCS Squeeze Momentum by UCS:
f_UCS_sm(_length, _multBB, _multKC, _smooth, _usebbr, _useHAC)=>
    _haclose = ohlc4
    _haopen = na(_haopen[1]) ? (open + close)/2 : (_haopen[1] + _haclose[1]) / 2
    _hahigh = max (high, max(_haopen, _haclose))
    _halow = min (low, min(_haopen, _haclose))
    _haatra = abs(_hahigh - _haclose[1])
    _haatrb = abs(_haclose[1] - _halow)
    _haatrc = abs(_hahigh - _halow)
    _haatr = max(_haatra, max(_haatrb, _haatrc))
    _source = _useHAC ? _haclose : close
    _basis = sma(_source, _length)
    _dev = _multBB * stdev(_source, _length)
    _upperBB = _basis + _dev
    _lowerBB = _basis - _dev
    _ma = sma(_source, _length)
    _range = _useHAC ? _haatr : tr
    _rangema = sma(_range, _length)
    _upperKC = _ma + _rangema * _multKC
    _lowerKC = _ma - _rangema * _multKC
    _sqzOn  = (_lowerBB > _lowerKC) ? _sqzOn[1]+1 : 0
    _sqzOff = (_lowerBB < _lowerKC) ? _sqzOff[1]+1 : 0
    _noSqz  = (_sqzOn == false) and (_sqzOff == false)
    _return = _sqzOff - _sqzOn > 0 ? 1 : _sqzOff - _sqzOn < 0 ? -1 : 0
//  ||  -->
lb_cti_signal = f_LB_cti(lb_cti_src, lb_cti_sm, lb_cti_cd)
lb_pc_signal = f_LB_pc(lb_pc_src, lb_pc_tf1, lb_pc_tf2, lb_pc_tf3, lb_pc_length)
lb_wwv_signal = f_LB_wwv(lb_wwv_detection_window)
rs_bbpa_signal = f_rs_bbpa(window, USE_ACC, acc_length, USE_ALT_TF, alt_tf)
ucs_sm_signal = f_UCS_sm(ucs_sm_length, ucs_sm_multBB, ucs_sm_multKC, ucs_sm_smooth, ucs_sm_usebbr, ucs_sm_useHAC)

// plot(lb_cti_signal, color=black)
// plot(lb_pc_signal, color=blue)
// plot(lb_wwv_signal, color=aqua)
// plot(rs_bbpa_signal, color=red)
// plot(ucs_sm_signal, color=fuchsia)

signal_counter = lb_cti_signal + lb_pc_signal + lb_wwv_signal + rs_bbpa_signal + ucs_sm_signal
signal_output = signal_counter == 5 ? 1 : signal_counter == -5 ? -1 : 0
signal_color = signal_output > 0 ? green : signal_output < 0 ? maroon : black
plot(title='Signal', series=signal_output, style=columns, color=signal_color, transp=75)