//@version=5
indicator("Sigma Bands + RSI Filter MTF + Historical S/R & Trendlines", overlay=true, max_lines_count=500)

src        = input.source(close, "Источник")
lookback   = input.int(50, "Период расчёта отклонения", minval=10)
maType     = input.string("SMA", "Тип средней", options=["SMA", "EMA"])
sigma1     = input.float(1.0, "Множитель σ1 (слабая зона)")
sigma2     = input.float(2.0, "Множитель σ2 (основная зона)")
sigma3     = input.float(3.0, "Множитель σ3 (экстремум)")
minAgree   = input.int(3, "Мин. кол-во ТФ для сильного сигнала", minval=1, maxval=5)
showWeak   = input.bool(false, "Показывать слабые сигналы на графике", group="Отображение")
boxWidth   = input.int(50, "Ширина зон вправо (баров)", group="Зоны для лимиток")

rsiLength     = input.int(14, "Период RSI", group="RSI фильтр")
rsiOversold   = input.int(30, "Уровень перепроданности RSI", group="RSI фильтр")
rsiOverbought = input.int(70, "Уровень перекупленности RSI", group="RSI фильтр")

pivotLen      = input.int(10, "Длина pivot (левая/правая)", group="Уровни S/R и трендлинии")
showLevels    = input.bool(true, "Показывать уровни на графике", group="Уровни S/R и трендлинии")
levelLength   = input.int(40, "Длина горизонтальных линий (баров)", group="Уровни S/R и трендлинии")
trendExtend   = input.int(40, "Длина трендлиний вперёд (баров)", group="Уровни S/R и трендлинии")
maxDrawnLines = input.int(150, "Макс. кол-во линий на графике", group="Уровни S/R и трендлинии")

mean = maType == "SMA" ? ta.sma(src, lookback) : ta.ema(src, lookback)
dev  = ta.stdev(src, lookback)

up1 = mean + sigma1 * dev
dn1 = mean - sigma1 * dev
up2 = mean + sigma2 * dev
dn2 = mean - sigma2 * dev
up3 = mean + sigma3 * dev
dn3 = mean - sigma3 * dev

pMean = plot(mean, "Средняя", color=color.new(color.gray, 0), linewidth=2)
pUp1 = plot(up1, "+1σ", color=color.new(color.red, 60))
pUp2 = plot(up2, "+2σ", color=color.new(color.red, 40))
pUp3 = plot(up3, "+3σ", color=color.new(color.red, 10))
pDn1 = plot(dn1, "-1σ", color=color.new(color.green, 60))
pDn2 = plot(dn2, "-2σ", color=color.new(color.green, 40))
pDn3 = plot(dn3, "-3σ", color=color.new(color.green, 10))

fill(pMean, pUp1, color=color.new(color.red, 93))
fill(pUp1, pUp2, color=color.new(color.red, 87))
fill(pUp2, pUp3, color=color.new(color.red, 75))
fill(pMean, pDn1, color=color.new(color.green, 93))
fill(pDn1, pDn2, color=color.new(color.green, 87))
fill(pDn2, pDn3, color=color.new(color.green, 75))

rsiValue = ta.rsi(src, rsiLength)
atrValue = ta.atr(14)

f_deviation(tf) =>
    [m, d, s] = request.security(syminfo.tickerid, tf,
         [maType == "SMA" ? ta.sma(src, lookback) : ta.ema(src, lookback), ta.stdev(src, lookback), close],
         lookahead = barmerge.lookahead_off)
    result = 0.0
    if d != 0
        result := (s - m) / d
    result

dev_M15 = f_deviation("15")
dev_H1  = f_deviation("60")
dev_H4  = f_deviation("240")
dev_D1  = f_deviation("1D")
dev_W1  = f_deviation("1W")

devCurrent = 0.0
if dev != 0
    devCurrent := (src - mean) / dev

buyCountTF  = (dev_M15 <= -sigma1 ? 1 : 0) + (dev_H1 <= -sigma1 ? 1 : 0) + (dev_H4 <= -sigma1 ? 1 : 0) + (dev_D1 <= -sigma1 ? 1 : 0) + (dev_W1 <= -sigma1 ? 1 : 0)
sellCountTF = (dev_M15 >= sigma1 ? 1 : 0) + (dev_H1 >= sigma1 ? 1 : 0) + (dev_H4 >= sigma1 ? 1 : 0) + (dev_D1 >= sigma1 ? 1 : 0) + (dev_W1 >= sigma1 ? 1 : 0)

// ---------- Обнаружение pivot-точек (визуальные уровни) ----------
pivotHighVal = ta.pivothigh(high, pivotLen, pivotLen)
pivotLowVal  = ta.pivotlow(low, pivotLen, pivotLen)

var array<line> allDrawnLines = array.new<line>()

f_registerLine(newLine) =>
    array.push(allDrawnLines, newLine)
    if array.size(allDrawnLines) > maxDrawnLines
        oldLine = array.shift(allDrawnLines)
        line.delete(oldLine)

var float lastResLvl = na
var int   lastResBar  = na
var float lastSupLvl  = na
var int   lastSupBar  = na

if not na(pivotHighVal) and showLevels
    pivotBar = bar_index - pivotLen
    newLine = line.new(pivotBar, pivotHighVal, pivotBar + levelLength, pivotHighVal,
         color=color.new(color.red, 20), width=1, style=line.style_solid)
    f_registerLine(newLine)

    if not na(lastResLvl)
        trendLine = line.new(lastResBar, lastResLvl, pivotBar + trendExtend, pivotHighVal + (pivotHighVal - lastResLvl) * trendExtend / (pivotBar - lastResBar),
             color=color.new(color.red, 0), width=2, style=line.style_solid)
        f_registerLine(trendLine)

    lastResLvl := pivotHighVal
    lastResBar := pivotBar

if not na(pivotLowVal) and showLevels
    pivotBar = bar_index - pivotLen
    newLine = line.new(pivotBar, pivotLowVal, pivotBar + levelLength, pivotLowVal,
         color=color.new(color.green, 20), width=1, style=line.style_solid)
    f_registerLine(newLine)

    if not na(lastSupLvl)
        trendLine = line.new(lastSupBar, lastSupLvl, pivotBar + trendExtend, pivotLowVal + (pivotLowVal - lastSupLvl) * trendExtend / (pivotBar - lastSupBar),
             color=color.new(color.green, 0), width=2, style=line.style_solid)
        f_registerLine(trendLine)

    lastSupLvl := pivotLowVal
    lastSupBar := pivotBar

// ---------- Условия сигналов ----------
inStrongBuyZone  = devCurrent <= -sigma2 and buyCountTF  >= minAgree and rsiValue < rsiOversold
inStrongSellZone = devCurrent >= sigma2  and sellCountTF >= minAgree and rsiValue > rsiOverbought
inWeakBuyZone    = devCurrent <= -sigma1 and not inStrongBuyZone and devCurrent > -sigma2 and rsiValue < rsiOversold
inWeakSellZone   = devCurrent >= sigma1  and not inStrongSellZone and devCurrent < sigma2 and rsiValue > rsiOverbought

strongBuy  = inStrongBuyZone  and not inStrongBuyZone[1]
strongSell = inStrongSellZone and not inStrongSellZone[1]
weakBuy    = inWeakBuyZone    and not inWeakBuyZone[1]
weakSell   = inWeakSellZone   and not inWeakSellZone[1]

plotshape(strongBuy, title="Сильная покупка", location=location.belowbar,
     style=shape.triangleup, size=size.small, color=color.new(color.green, 0), text="▲")
plotshape(strongSell, title="Сильная продажа", location=location.abovebar,
     style=shape.triangledown, size=size.small, color=color.new(color.red, 0), text="▼")
plotshape(showWeak and weakBuy, title="Покупка", location=location.belowbar,
     style=shape.triangleup, size=size.tiny, color=color.new(color.green, 40))
plotshape(showWeak and weakSell, title="Продажа", location=location.abovebar,
     style=shape.triangledown, size=size.tiny, color=color.new(color.red, 40))

// ---------- Зоны для лимитных ордеров ----------
var box buyZoneBox     = na
var box sellZoneBox    = na
var box buyZoneBoxExt  = na
var box sellZoneBoxExt = na

if barstate.islast
    box.delete(buyZoneBox)
    box.delete(sellZoneBox)
    box.delete(buyZoneBoxExt)
    box.delete(sellZoneBoxExt)

    buyZoneBox := box.new(left=bar_index - 20, top=dn2, right=bar_index + boxWidth, bottom=dn3,
         border_color=color.new(color.green, 0), border_width=1,
         bgcolor=color.new(color.green, 80), extend=extend.right,
         text="ЗОНА ПОКУПКИ", text_color=color.white, text_size=size.small)

    sellZoneBox := box.new(left=bar_index - 20, top=up3, right=bar_index + boxWidth, bottom=up2,
         border_color=color.new(color.red, 0), border_width=1,
         bgcolor=color.new(color.red, 80), extend=extend.right,
         text="ЗОНА ПРОДАЖИ", text_color=color.white, text_size=size.small)

    buyZoneBoxExt := box.new(left=bar_index - 20, top=dn3, right=bar_index + boxWidth, bottom=dn3 - dev,
         border_color=color.new(color.green, 30), border_width=1, border_style=line.style_dashed,
         bgcolor=color.new(color.green, 88), extend=extend.right,
         text="Экстремальная покупка", text_color=color.white, text_size=size.tiny)

    sellZoneBoxExt := box.new(left=bar_index - 20, top=up3 + dev, right=bar_index + boxWidth, bottom=up3,
         border_color=color.new(color.red, 30), border_width=1, border_style=line.style_dashed,
         bgcolor=color.new(color.red, 88), extend=extend.right,
         text="Экстремальная продажа", text_color=color.white, text_size=size.tiny)

// ---------- Функции статуса и цвета для таблицы ----------
f_status(d) =>
    result = "Нейтрально"
    if d <= -sigma3
        result := "СИЛЬНАЯ ПОКУПКА"
    else if d <= -sigma2
        result := "Покупка"
    else if d <= -sigma1
        result := "Слабая покупка"
    else if d >= sigma3
        result := "СИЛЬНАЯ ПРОДАЖА"
    else if d >= sigma2
        result := "Продажа"
    else if d >= sigma1
        result := "Слабая продажа"
    result

f_color(d) =>
    result = color.new(color.gray, 0)
    if d <= -sigma1
        result := color.new(color.green, 0)
    else if d >= sigma1
        result := color.new(color.red, 0)
    result

// ---------- Таблица мультитаймфрейм ----------
var table t = table.new(position.top_right, 2, 7, bgcolor=color.new(color.black, 70), border_width=1)

if barstate.islast
    table.cell(t, 0, 0, "Таймфрейм", text_color=color.white, bgcolor=color.new(color.blue, 50))
    table.cell(t, 1, 0, "Статус", text_color=color.white, bgcolor=color.new(color.blue, 50))
    table.cell(t, 0, 1, "M15", text_color=color.white)
    table.cell(t, 1, 1, f_status(dev_M15), text_color=f_color(dev_M15))
    table.cell(t, 0, 2, "H1", text_color=color.white)
    table.cell(t, 1, 2, f_status(dev_H1), text_color=f_color(dev_H1))
    table.cell(t, 0, 3, "H4", text_color=color.white)
    table.cell(t, 1, 3, f_status(dev_H4), text_color=f_color(dev_H4))
    table.cell(t, 0, 4, "D1", text_color=color.white)
    table.cell(t, 1, 4, f_status(dev_D1), text_color=f_color(dev_D1))
    table.cell(t, 0, 5, "W1", text_color=color.white)
    table.cell(t, 1, 5, f_status(dev_W1), text_color=f_color(dev_W1))
    table.cell(t, 0, 6, "RSI", text_color=color.white)
    table.cell(t, 1, 6, str.tostring(rsiValue, "#.#"), text_color=rsiValue < rsiOversold ? color.new(color.green, 0) : rsiValue > rsiOverbought ? color.new(color.red, 0) : color.new(color.gray, 0))

alertcondition(strongBuy, "Strong Buy", "Вход в зону сильной покупки")
alertcondition(strongSell, "Strong Sell", "Вход в зону сильной продажи")