voici

//---------------------------------------------------------------//
// PRC_Machine Learning Adaptive SuperTrend (byAlgoAlpha)
// version = 0
// 26.08.2025
// Iván González @ www.prorealcode.com
// Sharing ProRealTime knowledge
//---------------------------------------------------------------//

//========================
// Inputs (configuración)
//========================
atrLen           = 10     // ATR Length (Pine: atr_len)
fact             = 3.0    // SuperTrend Factor (Pine: fact)
trainingPeriod   = 100    // Training Data Length (Pine: training_data_period)
highPct          = 0.75   // Percentil alto (Pine: highvol)
midPct           = 0.50   // Percentil medio (Pine: midvol)
lowPct           = 0.25   // Percentil bajo (Pine: lowvol)
maxIter          = 20     // Tope de iteraciones K-means para evitar bucles largos
eps              = 0.00001   // Umbral de convergencia

//========================
// Volatilidad (ATR)
//========================
atr = AverageTrueRange[atrLen](close)

// Rango de ATR en ventana de entrenamiento
upATR   = Highest[trainingPeriod](atr)
lowATR  = Lowest[trainingPeriod](atr)

// Inicialización de centroides por percentil (igual que Pine)
aMean = lowATR + (upATR - lowATR) * highPct
bMean = lowATR + (upATR - lowATR) * midPct
cMean = lowATR + (upATR - lowATR) * lowPct

//========================
// Estructuras para K-means
// (usamos la convención $arr[0] = contador)
//========================
$hv[0] = 0     // elementos cercanos a aMean (alta vol)
$mv[0] = 0     // elementos cercanos a bMean (media vol)
$lv[0] = 0     // elementos cercanos a cMean (baja vol)

//========================
// Bucle K-means
//========================
iter = 0
converged = 0

IF atr > 0 AND BarIndex >= trainingPeriod - 1 THEN

// Para comparar convergencia guardamos anteriores
prevA = aMean
prevB = bMean
prevC = cMean

WHILE converged = 0 DO

// Limpiar clusters
UnSet($hv)
UnSet($mv)
UnSet($lv)
$hv[0] = 0
$mv[0] = 0
$lv[0] = 0

// Asignación de cada ATR de la ventana al centroide más cercano
FOR i = 0 TO trainingPeriod - 1 DO
v = atr[i]
d1 = ABS(v - aMean)
d2 = ABS(v - bMean)
d3 = ABS(v - cMean)

IF d1 <= d2 AND d1 <= d3 THEN
$hv[$hv[0] + 1] = v
$hv[0] = $hv[0] + 1
ELSIF d2 <= d1 AND d2 <= d3 THEN
$mv[$mv[0] + 1] = v
$mv[0] = $mv[0] + 1
ELSE
$lv[$lv[0] + 1] = v
$lv[0] = $lv[0] + 1
ENDIF
NEXT

// Recalcular centroides (medias de cada cluster)
// Si algún cluster queda vacío, mantenemos el valor previo para estabilidad
IF $hv[0] > 0 THEN
sumA = 0
FOR j = 1 TO $hv[0] DO
sumA = sumA + $hv[j]
NEXT
aNew = sumA / $hv[0]
ELSE
aNew = aMean
ENDIF

IF $mv[0] > 0 THEN
sumB = 0
FOR j = 1 TO $mv[0] DO
sumB = sumB + $mv[j]
NEXT
bNew = sumB / $mv[0]
ELSE
bNew = bMean
ENDIF

IF $lv[0] > 0 THEN
sumC = 0
FOR j = 1 TO $lv[0] DO
sumC = sumC + $lv[j]
NEXT
cNew = sumC / $lv[0]
ELSE
cNew = cMean
ENDIF

// Comprobación de convergencia (cambios muy pequeños)
da = ABS(aNew - aMean)
db = ABS(bNew - bMean)
dc = ABS(cNew - cMean)

aMean = aNew
bMean = bNew
cMean = cNew

iter = iter + 1
IF (da < eps AND db < eps AND dc < eps) OR iter >= maxIter THEN
converged = 1
ENDIF

WEND

ENDIF

//========================
// Asignación del centroide actual
//========================
vdistA = ABS(atr - aMean)
vdistB = ABS(atr - bMean)
vdistC = ABS(atr - cMean)

cluster = 0   // 0=high, 1=medium, 2=low
assigned = aMean

IF vdistB < vdistA AND vdistB <= vdistC THEN
cluster = 1
assigned = bMean
ELSIF vdistC < vdistA AND vdistC < vdistB THEN
cluster = 2
assigned = cMean
ENDIF

//========================
// SuperTrend con ATR adaptativo
//========================
src = (high + low) / 2
up  = src + fact * assigned
dn  = src - fact * assigned

ONCE upperBand = up
ONCE lowerBand = dn
prevUpper = upperBand[1]
prevLower = lowerBand[1]

candUpper = up
candLower = dn

IF (candLower <= prevLower AND close[1] >= prevLower) THEN
lowerBand = prevLower
ELSE
lowerBand = candLower
ENDIF

IF (candUpper >= prevUpper AND close[1] <= prevUpper) THEN
upperBand = prevUpper
ELSE
upperBand = candUpper
ENDIF

// Dirección y SuperTrend
ONCE isuperTrend = src
prevST = isuperTrend[1]
IF BarIndex = 0 THEN
dir = 1
ELSE
IF prevST = prevUpper THEN
// Si venimos de banda superior, cambio a bajista solo si close > upperBand
IF close > upperBand THEN
dir = -1
ELSE
dir = 1
ENDIF
ELSE
// Si venimos de banda inferior, cambio a alcista solo si close < lowerBand
IF close < lowerBand THEN
dir = 1
ELSE
dir = -1
ENDIF
ENDIF
ENDIF

IF dir = -1 THEN
isuperTrend = lowerBand
ELSE
isuperTrend = upperBand
ENDIF

//========================
// Color dinámico
//========================
IF dir = 1 THEN
r = 255
g = 0
ELSE
r = 0
g = 255
ENDIF
colorbetween(isupertrend,src,r,g,0,30)

//========================
// Señales de entrada
//========================
if dir=1 and dir<>dir[1] then
drawarrowdown(barindex,isupertrend)coloured("red")
elsif dir=-1 and dir<>dir[1] then
drawarrowup(barindex,isupertrend)coloured("green")
endif

if islastbarupdate then
atr1=round(atr,2)
if cluster=0 then
drawtext("Current Volatility: HIGH(ATR:#atr1#)",-165,-100)anchor(topright,xshift,yshift)
elsif cluster=1 then
drawtext("Current Volatility: MEDIUM(ATR:#atr1#)",-165,-100)anchor(topright,xshift,yshift)
elsif cluster=2 then
drawtext("Current Volatility: LOW(ATR:#atr1#)",-165,-100)anchor(topright,xshift,yshift)
endif
drawrectangle(-330,-80,-10,-120)anchor(topright,xshift,yshift)
endif
//========================
// Salida
//========================
RETURN isuperTrend STYLE(Point,2) COLOURED(r,g,0)