ENVELOPE

// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0

International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5

indicator("Envelope",overlay=true,max_bars_back=1000,max_lines_count=500,max
_labels_count=500)
length = input.float(500,'Window Size',maxval=500,minval=0)
h = input.float(8.,'Bandwidth')
mult = input.float(3.)
src = input.source(close,'Source')

up_col = input.color(#39ff14,'Colors',inline='col')
dn_col = input.color(#ff1100,'',inline='col')
disclaimer = input(false, 'Hide Disclaimer')
//----
n = bar_index
var k = 2
var upper = array.new_line(0)
var lower = array.new_line(0)

lset(l,x1,y1,x2,y2,col)=>
line.set_xy1(l,x1,y1)
line.set_xy2(l,x2,y2)
line.set_color(l,col)
line.set_width(l,2)

if barstate.isfirst
for i = 0 to length/k-1
array.push(upper,line.new(na,na,na,na))
array.push(lower,line.new(na,na,na,na))
//----
line up = na
line dn = na
//----
cross_up = 0.
cross_dn = 0.
if barstate.islast
y = array.new_float(0)

sum_e = 0.
for i = 0 to length-1
sum = 0.
 sumw = 0.

for j = 0 to length-1
w = math.exp(-(math.pow(i-j,2)/(h*h*2)))
sum += src[j]*w
sumw += w

y2 = sum/sumw
sum_e += math.abs(src[i] - y2)
array.push(y,y2)

mae = sum_e/length*mult

for i = 1 to length-1
y2 = array.get(y,i)
y1 = array.get(y,i-1)

up := array.get(upper,i/k)
dn := array.get(lower,i/k)

lset(up,n-i+1,y1 + mae,n-i,y2 + mae,up_col)

lset(dn,n-i+1,y1 - mae,n-i,y2 - mae,dn_col)

if src[i] > y1 + mae and src[i+1] < y1 + mae

label.new(n-
i,src[i],'▼',color=#00000000,style=label.style_label_down,textcolor=dn_col,textalign
=text.align_center)
if src[i] < y1 - mae and src[i+1] > y1 - mae
label.new(n-
i,src[i],'▲',color=#00000000,style=label.style_label_up,textcolor=up_col,textalign=te
xt.align_center)

cross_up := array.get(y,0) + mae

cross_dn := array.get(y,0) - mae

alertcondition(ta.crossover(src,cross_up),'Down','Down')
alertcondition(ta.crossunder(src,cross_dn),'Up','Up')

//----
var tb = table.new(position.top_right, 1, 1
, bgcolor = #35202b)

if barstate.isfirst and not disclaimer

table.cell(tb, 0, 0, 'Envelope Repaints'
, text_size = size.small
, text_color = #cc2f3c)
 HALFTREND
//@version=4
// Copyright (c) 2021-present, Alex Orekhov (everget)
study("HalfTrend", overlay=true)

amplitude = input(title="Amplitude", defval=2)

channelDeviation = input(title="Channel Deviation", defval=2)
showArrows = input(title="Show Arrows", defval=true)
showChannels = input(title="Show Channels", defval=true)

var int trend = 0

var int nextTrend = 0
var float maxLowPrice = nz(low[1], low)
var float minHighPrice = nz(high[1], high)

var float up = 0.0

var float down = 0.0
float atrHigh = 0.0
float atrLow = 0.0
float arrowUp = na
float arrowDown = na

atr2 = atr(100) / 2
dev = channelDeviation * atr2

highPrice = high[abs(highestbars(amplitude))]
lowPrice = low[abs(lowestbars(amplitude))]
highma = sma(high, amplitude)
lowma = sma(low, amplitude)

if nextTrend == 1
maxLowPrice := max(lowPrice, maxLowPrice)

if highma < maxLowPrice and close < nz(low[1], low)

trend := 1
nextTrend := 0
minHighPrice := highPrice
else
minHighPrice := min(highPrice, minHighPrice)

if lowma > minHighPrice and close > nz(high[1], high)

trend := 0
nextTrend := 1
maxLowPrice := lowPrice
if trend == 0
if not na(trend[1]) and trend[1] != 0
up := na(down[1]) ? down : down[1]
arrowUp := up - atr2
else
up := na(up[1]) ? maxLowPrice : max(maxLowPrice, up[1])
atrHigh := up + dev
atrLow := up - dev
else
if not na(trend[1]) and trend[1] != 1
down := na(up[1]) ? up : up[1]
arrowDown := down + atr2
else
down := na(down[1]) ? minHighPrice : min(minHighPrice, down[1])
atrHigh := down + dev
atrLow := down - dev

ht = trend == 0 ? up : down

var color buyColor = color.blue

var color sellColor = color.red

htColor = trend == 0 ? buyColor : sellColor

htPlot = plot(ht, title="HalfTrend", linewidth=2, color=htColor)

atrHighPlot = plot(showChannels ? atrHigh : na, title="ATR High",

style=plot.style_circles, color=sellColor)
atrLowPlot = plot(showChannels ? atrLow : na, title="ATR Low",
style=plot.style_circles, color=buyColor)

fill(htPlot, atrHighPlot, title="ATR High Ribbon", color=sellColor)

fill(htPlot, atrLowPlot, title="ATR Low Ribbon", color=buyColor)

buySignal = not na(arrowUp) and (trend == 0 and trend[1] == 1)

sellSignal = not na(arrowDown) and (trend == 1 and trend[1] == 0)

plotshape(showArrows and buySignal ? atrLow : na, title="Arrow Up",

style=shape.triangleup, location=location.absolute, size=size.tiny, color=buyColor)
plotshape(showArrows and sellSignal ? atrHigh : na, title="Arrow Down",
style=shape.triangledown, location=location.absolute, size=size.tiny, color=sellColor)

alertcondition(buySignal, title="Alert: HalfTrend Buy", message="HalfTrend Buy")

alertcondition(sellSignal, title="Alert: HalfTrend Sell", message="HalfTrend Sell")