Heatmap Trailing Stop with Breakouts. Conversion from pinescript to prorealtime

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10/19/2025 at 11:52 PM #252739

Pedro.lopez

█Overview
Heatmap Trailing Stop with Breakouts (Zeiierman) is a trend and breakout detection tool that combines dynamic trailing stop logic, Fibonacci-based levels, and a real-time market heatmap into a single, intuitive system.
This indicator is designed to help traders visualize pressure zones, manage stop placement, and identify breakout opportunities supported by contextual price–derived heat. Whether you’re trailing trends, detecting reversals, or entering on explosive breakouts — this tool keeps you anchored in structure and sentiment.
It projects adaptive trailing stop levels and calculates Fibonacci extensions from swing-based extremes. These levels are then colored by a market heatmap engine that tracks price interaction intensity — showing where the market is “hot” and likely to respond.
On top of that, it includes breakout signals powered by HTF momentum conditions, trend direction, and heatmap validation — giving you signals only when the context is strong.
█How It Works
⚪ Trailing Stop Engine
At its core, the script uses an ATR-based trailing stop with trend detection:
ATR Length – Defines volatility smoothing using EMA MA of true range.
Multiplier – Expands/retracts the trailing offset depending on market aggression.
Real-Time Extremum Tracking – Uses local highs/lows to define Fibonacci anchors.
⚪ Fibonacci Projection + Heatmap
With each trend shift, Fibonacci levels are projected from the new swing to the current trailing stop. These include:

Fib 61.8, 78.6, 88.6, and 100% (trailing stop) lines
Heatmap Coloring – Each level’slevel’s color is determined by how frequently price has interacted with that level in the recent range (defined by ATR).
Strength Score (1–10) – The number of touches per level is normalized and averaged to create a heatmap “”score”” displayed as a colored bar on the chart.
⚪ Breakout Signal System
This engine detects high-confidence breakout signals using a higher timeframe candle structure:
Bullish Breakout – Strong bullish candle + momentum + trend confirmation + heatmap score threshold.
Bearish Breakout – Strong bearish candle + momentum + trend confirmation + heatmap score threshold.
Cooldown Logic – Prevents signals from clustering too frequently during volatile periods.
█How to Use
⚪ Trend Following & Trail Stops
Use the Trailing Stop line to manage positions or time entries in line with trend direction. Trailing stop flips are highlighted with dot markers.
25 077
█ Overview
Heatmap Trailing Stop with Breakouts (Zeiierman) is a trend and breakout detection tool that combines dynamic trailing stop logic, Fibonacci-based levels, and a real-time market heatmap into a single, intuitive system.
This indicator is designed to help traders visualize pressure zones, manage stop placement, and identify breakout opportunities supported by contextual price–derived heat. Whether you’re trailing trends, detecting reversals, or entering on explosive breakouts — this tool keeps you anchored in structure and sentiment.
snapshot
It projects adaptive trailing stop levels and calculates Fibonacci extensions from swing-based extremes. These levels are then colored by a market heatmap engine that tracks price interaction intensity — showing where the market is “hot” and likely to respond.
snapshot
On top of that, it includes breakout signals powered by HTF momentum conditions, trend direction, and heatmap validation — giving you signals only when the context is strong.
snapshot
█ How It Works
⚪ Trailing Stop Engine
At its core, the script uses an ATR-based trailing stop with trend detection:
ATR Length – Defines volatility smoothing using EMA MA of true range.
Multiplier – Expands/retracts the trailing offset depending on market aggression.
Real-Time Extremum Tracking – Uses local highs/lows to define Fibonacci anchors.
⚪ Fibonacci Projection + Heatmap
With each trend shift, Fibonacci levels are projected from the new swing to the current trailing stop. These include:
Fib 61.8, 78.6, 88.6, and 100% (trailing stop) lines
Heatmap Coloring – Each level’slevel’s color is determined by how frequently price has interacted with that level in the recent range (defined by ATR).
Strength Score (1–10) – The number of touches per level is normalized and averaged to create a heatmap “”score”” displayed as a colored bar on the chart.
⚪ Breakout Signal System
This engine detects high-confidence breakout signals using a higher timeframe candle structure:
Bullish Breakout – Strong bullish candle + momentum + trend confirmation + heatmap score threshold.
Bearish Breakout – Strong bearish candle + momentum + trend confirmation + heatmap score threshold.
Cooldown Logic – Prevents signals from clustering too frequently during volatile periods.
█ How to Use
⚪ Trend Following & Trail Stops
Use the Trailing Stop line to manage positions or time entries in line with trend direction. Trailing stop flips are highlighted with dot markers.
snapshot
⚪ Fibonacci Heat Zones
The projected Fibonacci levels serve as price magnets or support/resistance zones. Watch how price reacts at Fib 61.8/78.6/88.6 levels — especially when they’re glowing with high heatmap scores (more glow = more historical touches = stronger significance).
⚪ Breakout Signals
Enable breakout signals when you want to trade breakouts only under strong context. Use the “Heatmap Strength Threshold” to require a minimum score (1–10).
█Settings
Stop Distance ATR Length – ATR period for volatility smoothing
Stop Distance Multiplier – Adjusts the trailing stop’sstop’s distance from price
Heatmap Range ATR Length – Defines how far back the heatmap scans for touches
Number of Heat Levels – Total levels used in the heatmap (more = finer resolution)
Minimum Touches per Level – Defines what counts as a “”hot”” level
Heatmap Strength Threshold – Minimum average heat score (1–10) required for breakouts
Timeframe – HTF source used to evaluate breakout momentum structure

Pedro.lopez

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10/20/2025 at 12:10 AM #252741

Pedro.lopez

// 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/

// © Zeiierman {
//@version=6
indicator('Heatmap Trailing Stop with Breakouts (Zeiierman)', overlay = true)
//~~}

// ~~ Tooltips {
var string tStopLen = "Defines the length of the ATR used to calculate the trailing stop. A higher value results in smoother stop levels but slower responsiveness."
var string tStopMult = "Multiplier applied to the ATR to determine how far the stop is placed from price. Increase to widen the stop and reduce sensitivity."
var string tHeatATR = "Controls the range used for heat level calculation. A longer ATR period captures a broader high/low range for color zones."
var string tHeatLvls = "Number of horizontal levels (bands) used in the heatmap. More levels give finer granularity but may introduce noise."
var string tHeatThresh= "Defines how many bars must touch a level to consider it 'hot'. Lower values make the heatmap more reactive."
var string tLineWidth = "Sets the thickness of the plotted Fibonacci and trailing stop lines. Adjust to improve visibility."
var string tWeakBull = "Color for weak bullish zones. Typically used for cooler, less-active areas in an uptrend."
var string tStrongBull= "Color for strong bullish zones. Applied when activity clusters near heat levels during uptrends."
var string tWeakBear = "Color for weak bearish zones. Useful for identifying minor levels during downtrends."
var string tStrongBear= "Color for strong bearish zones. Highlights heavy price activity in bearish pressure zones."
var string tTF = "Higher-timeframe (HTF) used to detect breakout candles. Leave blank to use the chart timeframe."
var string tScore = "Minimum heat-strength (1-10) the heatmap must show for a breakout signal to be valid. Raise it to filter weaker moves."
var string tBreakUp = "Color of the marker plotted when a bullish breakout (price breaks up) is confirmed."
var string tBreakDown = "Color of the marker plotted when a bearish breakout (price breaks down) is confirmed."
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Inputs {
stopATRlen = input.int(28, 'Stop Distance ATR Length', minval=2, group="Trailing Trend", tooltip = tStopLen)
stopMult = input.float(5 , 'Stop Distance Multiplier', minval=0.1, step=0.1,group="Trailing Trend", tooltip = tStopMult)

heatATR = input.int(50 , title='Heatmap Range ATR Length', group="Heat-map", tooltip = tHeatATR)
levelsInp = input.int(3 , title='Number of Heat Levels', minval = 2, maxval = 100, group="Heat-map", tooltip = tHeatLvls)
heatThresh = input.int(3 , title='Minimum Touches per Level', minval=1, group="Heat-map", tooltip = tHeatThresh)

lineWidth = input.int(2 , title='Fibonacci Line Thickness', minval=1, group="Style", tooltip = tLineWidth)
weakbullish = input.color(color.green, title="Weak Bullish Color", group="Style", inline="c", tooltip = tWeakBull)
strongbullish = input.color(#09ff00, title="Strong Bullish Color", group="Style", inline="c", tooltip = tWeakBull + "\n\n" + tStrongBull)
weakbearish = input.color(color.maroon, title="Weak Bearish Color", group="Style", inline="c1", tooltip = tWeakBear)
strongbearish = input.color(color.rgb(255, 0, 0), title="Strong Bearish Color", group="Style", inline="c1", tooltip =tWeakBear + "\n\n" + tStrongBear)

tf = input.timeframe('', title='Timeframe',group="Breakout Signals", inline='tf',tooltip=tTF)
scoreVal = input.int(6, minval=1, maxval=10, title='Heatmap Strength Threshold', group="Breakout Signals", inline='s',tooltip=tScore)
BreakUp = input.color(color.white, title='Break Up', group="Breakout Signals", inline='Break', tooltip=tBreakUp)
BreakDn = input.color(color.white, title='Break Down',group="Breakout Signals", inline='Break', tooltip=tBreakUp+ "\n\n" +tBreakDown)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Var {
var float trendUp = na
var float trendDown = na
var int trendDir = 1
var float ex = na
// ~~ Level arrays
var levelVals = array.new_float(15, na)
var levelColors = array.new_color(15, na)
var levelCounts = array.new_int(15, na)
a = ta.atr(100)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Trailing Stop {
atrTrail = ta.ema(ta.tr, stopATRlen)
stopOffset = stopMult * atrTrail
bullStop = high - stopOffset
bearStop = low + stopOffset

trendUp := close[1] > trendUp ? math.max(bullStop, trendUp ) : bullStop
trendDown := close[1] < trendDown ? math.min(bearStop, trendDown) : bearStop trendDir := close > trendDown[1] ? 1 : close < trendUp[1] ? -1 : nz(trendDir[1], 1)
bullFlip = trendDir == 1 and trendDir[1] == -1
bearFlip = trendDir == -1 and trendDir[1] == 1
trail = trendDir == 1 ? trendUp : trendDown
ex := trendDir != trendDir[1] ? (trendDir == 1 ? high : low)
: trendDir == 1 ? math.max(nz(ex[1]), high)
: math.min(nz(ex[1]), low)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Fibonacci levels from trailing-stop {
fib1 = ex + (trail - ex) * 0.618
fib2 = ex + (trail - ex) * 0.786
fib3 = ex + (trail - ex) * 0.886
l100 = trail
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Heatmap {
hi = ta.highest(high, heatATR)
lo = ta.lowest (low , heatATR)
rng = hi - lo
step = rng / (levelsInp)

// ~~ Dynamic trend-based colors
coldTrendCol = trendDir == 1 ? weakbullish : weakbearish
hotTrendCol = trendDir == 1 ? strongbullish : strongbearish
noColorOnFlip = trendDir != trendDir[1]

// ~~ Populate arrays {
for i = 0 to 14
if i <= levelsInp - 1 lvl = lo + step * i cnt = 0 for j = 0 to heatATR cnt += (high[j] >= lvl and low[j] <= lvl) ? 1 : 0 col = color.from_gradient( cnt, heatThresh, heatThresh + 10, color.new(coldTrendCol , 80 - cnt), hotTrendCol ) array.set(levelVals , i, lvl) array.set(levelColors , i, col) array.set(levelCounts , i, cnt) else array.set(levelVals , i, na) array.set(levelColors , i, na) array.set(levelCounts , i, na) getClosestHeatColor(val) =>
minD = 1e10
color best = na
for k = 0 to 14
lvl = array.get(levelVals , k)
col = array.get(levelColors, k)
if not na(lvl)
d = math.abs(val - lvl)
if d < minD minD := d best := col best countToScore(cnt) =>
raw = (float(cnt) - heatThresh) / 10.0
norm = math.min(math.max(raw, 0.0), 1.0)
math.round(1 + norm * 9) // 1-10

Score(val) =>
minD = 1e10
best = 1
for k = 0 to 14
lvl = array.get(levelVals , k)
cnt = array.get(levelCounts, k)
if not na(lvl)
d = math.abs(val - lvl)
if d < minD minD := d best := countToScore(cnt) best //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~} score = math.avg(Score(trail),Score(fib1),Score(fib2),Score(fib3),Score(l100)) // ~~ Plots { heat_fib1 = noColorOnFlip ? na : getClosestHeatColor(fib1) heat_fib2 = noColorOnFlip ? na : getClosestHeatColor(fib2) heat_fib3 = noColorOnFlip ? na : getClosestHeatColor(fib3) heat_trail = noColorOnFlip ? na : getClosestHeatColor(trail) FIB61 = plot(fib1 , 'Fib 61.8',heat_fib1 , linewidth = lineWidth) FIB78 = plot(fib2 , 'Fib 78.6',heat_fib2 , linewidth = lineWidth) FIB88 = plot(fib3 , 'Fib 88.6',heat_fib3 , linewidth = lineWidth) TRAIL = plot(trail, 'Trailing Stop', heat_trail, linewidth = 2) fill(FIB61, TRAIL, fib1, trail, color.new(heat_trail, 50),na) plotshape(bullFlip?trail:na, title = 'Bull Flip', location = location.absolute,style = shape.circle, color = color.lime, size = size.tiny) plotshape(bullFlip?trail:na, title = 'Bull Flip', location = location.absolute,style = shape.circle, color = color.new(color.lime,50), size = size.small) plotshape(bearFlip?trail:na, title = 'Bear Flip', location = location.absolute, style = shape.circle, color = color.red, size = size.tiny) plotshape(bearFlip?trail:na, title = 'Bear Flip', location = location.absolute, style = shape.circle, color = color.new(color.red,50), size = size.small) //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~} // ~~ Breakout Signals { // ~~ HTF Prices { o = request.security(syminfo.tickerid, tf, open , lookahead = barmerge.lookahead_off) h = request.security(syminfo.tickerid, tf, high , lookahead = barmerge.lookahead_off) l = request.security(syminfo.tickerid, tf, low , lookahead = barmerge.lookahead_off) c = request.security(syminfo.tickerid, tf, close, lookahead = barmerge.lookahead_off) //~~} // ~~ Intrabar Index Sim { var int lastL = na var int lastS = na barNow = bar_index //~~} // ~~ Price Action { bull = c > o and c - o > (h - l) * 0.5
bear = c < o and o - c > (h - l) * 0.5
momUp = c > h[1] and c > h[2]
momDn = c < l[1] and c < l[2] //~~} // ~~ Entry Triggers { rawL = bull and momUp and trendDir == 1 rawS = bear and momDn and trendDir == -1 //~~} // ~~ Cooldown Logic { cdL = na(lastL) or barNow - lastL > 20 or nz(lastS) > nz(lastL)
cdS = na(lastS) or barNow - lastS > 20 or nz(lastL) > nz(lastS)
//~~}

// ~~ Final Entry Signals {
sigL = rawL and cdL and score > scoreVal
sigS = rawS and cdS and score > scoreVal
//~~}

// ~~ Cooldown State Update {
if sigL
lastL := barNow
if sigS
lastS := barNow
//~~}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Plots {
plotshape(sigL?low-a:na, title = 'Break Up Signal', location = location.absolute, style = shape.triangleup, size = size.tiny, color = BreakUp)
plotshape(sigS?high+a:na, title = 'Break Down Signal', location = location.absolute, style = shape.triangledown, size = size.tiny, color = BreakDn)
plotshape(sigL?low-a:na, title = 'Break Up Signal', location = location.absolute, style = shape.triangleup, size = size.small, color = color.new(BreakUp,50))
plotshape(sigS?high+a:na, title = 'Break Down Signal', location = location.absolute, style = shape.triangledown, size = size.small, color = color.new(BreakDn,50))
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Table {
var table heatTable = table.new(position.top_right, 11, 1, border_width = 0)
blueGradient = array.from(
color.rgb(173, 216, 230),
color.rgb(135, 206, 250),
color.rgb(100, 149, 237),
color.rgb(70 , 130, 180),
color.rgb(65 , 105, 225),
color.rgb(30 , 144, 255),
color.rgb(0 , 120, 255),
color.rgb(0 , 90 , 200),
color.rgb(0 , 60 , 150),
color.rgb(0 , 40 , 100)
)

if barstate.islast
table.cell(heatTable, 0, 0, "Heatmap Strength: " + str.tostring(score), text_color=chart.fg_color)
blkChar = "█"
for i = 0 to 9
show = i < score
col = array.get(blueGradient, i)
table.cell(heatTable, i + 1, 0, show ? blkChar : "", text_color=col)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

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// 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/

// © Zeiierman {

//@version=6

indicator('Heatmap Trailing Stop with Breakouts (Zeiierman)', overlay = true)

//~~}

// ~~ Tooltips {

var string tStopLen = "Defines the length of the ATR used to calculate the trailing stop. A higher value results in smoother stop levels but slower responsiveness."

var string tStopMult = "Multiplier applied to the ATR to determine how far the stop is placed from price. Increase to widen the stop and reduce sensitivity."

var string tHeatATR = "Controls the range used for heat level calculation. A longer ATR period captures a broader high/low range for color zones."

var string tHeatLvls = "Number of horizontal levels (bands) used in the heatmap. More levels give finer granularity but may introduce noise."

var string tHeatThresh= "Defines how many bars must touch a level to consider it 'hot'. Lower values make the heatmap more reactive."

var string tLineWidth = "Sets the thickness of the plotted Fibonacci and trailing stop lines. Adjust to improve visibility."

var string tWeakBull = "Color for weak bullish zones. Typically used for cooler, less-active areas in an uptrend."

var string tStrongBull= "Color for strong bullish zones. Applied when activity clusters near heat levels during uptrends."

var string tWeakBear = "Color for weak bearish zones. Useful for identifying minor levels during downtrends."

var string tStrongBear= "Color for strong bearish zones. Highlights heavy price activity in bearish pressure zones."

var string tTF = "Higher-timeframe (HTF) used to detect breakout candles. Leave blank to use the chart timeframe."

var string tScore = "Minimum heat-strength (1-10) the heatmap must show for a breakout signal to be valid. Raise it to filter weaker moves."

var string tBreakUp = "Color of the marker plotted when a bullish breakout (price breaks up) is confirmed."

var string tBreakDown = "Color of the marker plotted when a bearish breakout (price breaks down) is confirmed."

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Inputs {

stopATRlen = input.int(28, 'Stop Distance ATR Length', minval=2, group="Trailing Trend", tooltip = tStopLen)

stopMult = input.float(5 , 'Stop Distance Multiplier', minval=0.1, step=0.1,group="Trailing Trend", tooltip = tStopMult)

heatATR = input.int(50 , title='Heatmap Range ATR Length', group="Heat-map", tooltip = tHeatATR)

levelsInp = input.int(3 , title='Number of Heat Levels', minval = 2, maxval = 100, group="Heat-map", tooltip = tHeatLvls)

heatThresh = input.int(3 , title='Minimum Touches per Level', minval=1, group="Heat-map", tooltip = tHeatThresh)

lineWidth = input.int(2 , title='Fibonacci Line Thickness', minval=1, group="Style", tooltip = tLineWidth)

weakbullish = input.color(color.green, title="Weak Bullish Color", group="Style", inline="c", tooltip = tWeakBull)

strongbullish = input.color(#09ff00, title="Strong Bullish Color", group="Style", inline="c", tooltip = tWeakBull + "\n\n" + tStrongBull)

weakbearish = input.color(color.maroon, title="Weak Bearish Color", group="Style", inline="c1", tooltip = tWeakBear)

strongbearish = input.color(color.rgb(255, 0, 0), title="Strong Bearish Color", group="Style", inline="c1", tooltip =tWeakBear + "\n\n" + tStrongBear)

tf = input.timeframe('', title='Timeframe',group="Breakout Signals", inline='tf',tooltip=tTF)

scoreVal = input.int(6, minval=1, maxval=10, title='Heatmap Strength Threshold', group="Breakout Signals", inline='s',tooltip=tScore)

BreakUp = input.color(color.white, title='Break Up', group="Breakout Signals", inline='Break', tooltip=tBreakUp)

BreakDn = input.color(color.white, title='Break Down',group="Breakout Signals", inline='Break', tooltip=tBreakUp+ "\n\n" +tBreakDown)

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Var {

var float trendUp = na

var float trendDown = na

var int trendDir = 1

var float ex = na

// ~~ Level arrays

var levelVals = array.new_float(15, na)

var levelColors = array.new_color(15, na)

var levelCounts = array.new_int(15, na)

a = ta.atr(100)

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Trailing Stop {

atrTrail = ta.ema(ta.tr, stopATRlen)

stopOffset = stopMult * atrTrail

bullStop = high - stopOffset

bearStop = low + stopOffset

trendUp := close[1] > trendUp ? math.max(bullStop, trendUp ) : bullStop

trendDown := close[1] < trendDown ? math.min(bearStop, trendDown) : bearStop trendDir := close > trendDown[1] ? 1 : close < trendUp[1] ? -1 : nz(trendDir[1], 1)

bullFlip = trendDir == 1 and trendDir[1] == -1

bearFlip = trendDir == -1 and trendDir[1] == 1

trail = trendDir == 1 ? trendUp : trendDown

ex := trendDir != trendDir[1] ? (trendDir == 1 ? high : low)

: trendDir == 1 ? math.max(nz(ex[1]), high)

: math.min(nz(ex[1]), low)

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Fibonacci levels from trailing-stop {

fib1 = ex + (trail - ex) * 0.618

fib2 = ex + (trail - ex) * 0.786

fib3 = ex + (trail - ex) * 0.886

l100 = trail

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Heatmap {

hi = ta.highest(high, heatATR)

lo = ta.lowest (low , heatATR)

rng = hi - lo

step = rng / (levelsInp)

// ~~ Dynamic trend-based colors

coldTrendCol = trendDir == 1 ? weakbullish : weakbearish

hotTrendCol = trendDir == 1 ? strongbullish : strongbearish

noColorOnFlip = trendDir != trendDir[1]

// ~~ Populate arrays {

for i = 0 to 14

if i <= levelsInp - 1 lvl = lo + step * i cnt = 0 for j = 0 to heatATR cnt += (high[j] >= lvl and low[j] <= lvl) ? 1 : 0 col = color.from_gradient( cnt, heatThresh, heatThresh + 10, color.new(coldTrendCol , 80 - cnt), hotTrendCol ) array.set(levelVals , i, lvl) array.set(levelColors , i, col) array.set(levelCounts , i, cnt) else array.set(levelVals , i, na) array.set(levelColors , i, na) array.set(levelCounts , i, na) getClosestHeatColor(val) =>

minD = 1e10

color best = na

for k = 0 to 14

lvl = array.get(levelVals , k)

col = array.get(levelColors, k)

if not na(lvl)

d = math.abs(val - lvl)

if d < minD minD := d best := col best countToScore(cnt) =>

raw = (float(cnt) - heatThresh) / 10.0

norm = math.min(math.max(raw, 0.0), 1.0)

math.round(1 + norm * 9) // 1-10

Score(val) =>

minD = 1e10

best = 1

for k = 0 to 14

lvl = array.get(levelVals , k)

cnt = array.get(levelCounts, k)

if not na(lvl)

d = math.abs(val - lvl)

if d < minD minD := d best := countToScore(cnt) best //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~} score = math.avg(Score(trail),Score(fib1),Score(fib2),Score(fib3),Score(l100)) // ~~ Plots { heat_fib1 = noColorOnFlip ? na : getClosestHeatColor(fib1) heat_fib2 = noColorOnFlip ? na : getClosestHeatColor(fib2) heat_fib3 = noColorOnFlip ? na : getClosestHeatColor(fib3) heat_trail = noColorOnFlip ? na : getClosestHeatColor(trail) FIB61 = plot(fib1 , 'Fib 61.8',heat_fib1 , linewidth = lineWidth) FIB78 = plot(fib2 , 'Fib 78.6',heat_fib2 , linewidth = lineWidth) FIB88 = plot(fib3 , 'Fib 88.6',heat_fib3 , linewidth = lineWidth) TRAIL = plot(trail, 'Trailing Stop', heat_trail, linewidth = 2) fill(FIB61, TRAIL, fib1, trail, color.new(heat_trail, 50),na) plotshape(bullFlip?trail:na, title = 'Bull Flip', location = location.absolute,style = shape.circle, color = color.lime, size = size.tiny) plotshape(bullFlip?trail:na, title = 'Bull Flip', location = location.absolute,style = shape.circle, color = color.new(color.lime,50), size = size.small) plotshape(bearFlip?trail:na, title = 'Bear Flip', location = location.absolute, style = shape.circle, color = color.red, size = size.tiny) plotshape(bearFlip?trail:na, title = 'Bear Flip', location = location.absolute, style = shape.circle, color = color.new(color.red,50), size = size.small) //~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~} // ~~ Breakout Signals { // ~~ HTF Prices { o = request.security(syminfo.tickerid, tf, open , lookahead = barmerge.lookahead_off) h = request.security(syminfo.tickerid, tf, high , lookahead = barmerge.lookahead_off) l = request.security(syminfo.tickerid, tf, low , lookahead = barmerge.lookahead_off) c = request.security(syminfo.tickerid, tf, close, lookahead = barmerge.lookahead_off) //~~} // ~~ Intrabar Index Sim { var int lastL = na var int lastS = na barNow = bar_index //~~} // ~~ Price Action { bull = c > o and c - o > (h - l) * 0.5

bear = c < o and o - c > (h - l) * 0.5

momUp = c > h[1] and c > h[2]

momDn = c < l[1] and c < l[2] //~~} // ~~ Entry Triggers { rawL = bull and momUp and trendDir == 1 rawS = bear and momDn and trendDir == -1 //~~} // ~~ Cooldown Logic { cdL = na(lastL) or barNow - lastL > 20 or nz(lastS) > nz(lastL)

cdS = na(lastS) or barNow - lastS > 20 or nz(lastL) > nz(lastS)

//~~}

// ~~ Final Entry Signals {

sigL = rawL and cdL and score > scoreVal

sigS = rawS and cdS and score > scoreVal

//~~}

// ~~ Cooldown State Update {

if sigL

lastL := barNow

if sigS

lastS := barNow

//~~}

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Plots {

plotshape(sigL?low-a:na, title = 'Break Up Signal', location = location.absolute, style = shape.triangleup, size = size.tiny, color = BreakUp)

plotshape(sigS?high+a:na, title = 'Break Down Signal', location = location.absolute, style = shape.triangledown, size = size.tiny, color = BreakDn)

plotshape(sigL?low-a:na, title = 'Break Up Signal', location = location.absolute, style = shape.triangleup, size = size.small, color = color.new(BreakUp,50))

plotshape(sigS?high+a:na, title = 'Break Down Signal', location = location.absolute, style = shape.triangledown, size = size.small, color = color.new(BreakDn,50))

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Table {

var table heatTable = table.new(position.top_right, 11, 1, border_width = 0)

blueGradient = array.from(

color.rgb(173, 216, 230),

color.rgb(135, 206, 250),

color.rgb(100, 149, 237),

color.rgb(70 , 130, 180),

color.rgb(65 , 105, 225),

color.rgb(30 , 144, 255),

color.rgb(0 , 120, 255),

color.rgb(0 , 90 , 200),

color.rgb(0 , 60 , 150),

color.rgb(0 , 40 , 100)

)

if barstate.islast

table.cell(heatTable, 0, 0, "Heatmap Strength: " + str.tostring(score), text_color=chart.fg_color)

blkChar = "█"

for i = 0 to 9

show = i < score

col = array.get(blueGradient, i)

table.cell(heatTable, i + 1, 0, show ? blkChar : "", text_color=col)

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

Pedro.lopez

Participant

Topics: 1

Replies: 1

Been thanked: 0 times

10/20/2025 at 11:33 AM #252759

robertogozzi

Por favor, no incluyas imágenes dentro del texto; de lo contrario, la página cargará más despacio.
Las eliminé del texto y las adjunté.
Gracias 🙂

robertogozzi

Moderator

Topics: 69

Replies: 17913

Been thanked: 4524 times

10/21/2025 at 10:17 AM #252773

Iván

aquí va:

//-------------------------------------------
//PRC_Heatmap Trailing Stop with Breakouts
//version = 0
//21.10.2025
//Iván González @ www.prorealcode.com
//Sharing ProRealTime knowledge
//-------------------------------------------
// --- Inputs ---
//-------------------------------------------
// Trailing Trend
stopATRlen = 28     // Stop Distance ATR Length (minval=2)
stopMult = 5.0      // Stop Distance Multiplier (minval=0.1)
// Heat-map
heatATR = 50        // Heatmap Range ATR Length
levelsInp = 3 // Number of Heat Levels (minval=2, maxval=14)
heatThresh = 3      // Minimum Touches per Level (minval=1)
// Weak Bullish Color
weakbullishR = 0
weakbullishG = 128
weakbullishB = 0
// Strong Bullish Color
strongbullishR = 9
strongbullishG = 255
strongbullishB = 0
// Weak Bearish Color
weakbearishR = 128
weakbearishG = 0
weakbearishB = 0
// Strong Bearish Color
strongbearishR = 255
strongbearishG = 0
strongbearishB = 0
// Breakout Signals
scoreVal = 6        // Heatmap Strength Threshold (1-10)
// Break Up Color
BreakUpR = 100
BreakUpG = 255
BreakUpB = 100
// Break Down Color
BreakDnR = 255
BreakDnG = 100
BreakDnB = 100
//-------------------------------------------
// --- HTF Selection ---
//-------------------------------------------
//TIMEFRAME(1 hour,updateonclose)
openTFhigher = open
highTFhigher = high
lowTFhigher = low
closeTFhigher = close
//TIMEFRAME(default)
//-------------------------------------------
// --- Variable Initialization ---
//-------------------------------------------
ONCE trendUp = 0.0
ONCE trendDown = 0.0
ONCE trendDir = 1
ONCE ex = 0.0
ONCE lastL = -1 // Use -1 as 'na' for bar index
ONCE lastS = -1
//-------------------------------------------
// --- Trailing Stop Calculation ---
//-------------------------------------------
atrTrail = ExponentialAverage[stopATRlen](tr)
stopOffset = stopMult * atrTrail
bullStop = high - stopOffset
bearStop = low + stopOffset

IF close[1] > TrendUp THEN
   trendUp = MAX(bullStop, TrendUp)
ELSE
   trendUp = bullStop
ENDIF

IF close[1] < TrendDown THEN
   trendDown = MIN(bearStop, TrendDown)
ELSE
   trendDown = bearStop
ENDIF

IF close > TrendDown[1] THEN
   trendDir = 1
ELSIF close < TrendUp[1] THEN
   trendDir = -1
ENDIF

bullFlip = (trendDir = 1 AND TrendDir[1] = -1)
bearFlip = (trendDir = -1 AND TrendDir[1] = 1)

trail = 0.0 // Initialize trail for the current bar
IF trendDir = 1 THEN
   trail = trendUp
ELSE
   trail = trendDown
ENDIF

IF trendDir <> TrendDir[1] THEN
   IF trendDir = 1 THEN
      ex = high
   ELSE
      ex = low
   ENDIF
ELSIF trendDir = 1 THEN
   IF Ex = 0 THEN // Handle initial case
      ex = high
   ELSE
      ex = MAX(Ex, high)
   ENDIF
ELSE // trendDir = -1
   IF Ex = 0 THEN // Handle initial case
      ex = low
   ELSE
      ex = MIN(Ex, low)
   ENDIF
ENDIF
//-------------------------------------------
// --- Fibonacci levels from trailing-stop
//-------------------------------------------
fib1 = ex + (trail - ex) * 0.618
fib2 = ex + (trail - ex) * 0.786
fib3 = ex + (trail - ex) * 0.886
l100 = trail // Same as trail
//-------------------------------------------
// --- Heatmap Calculation ---
//-------------------------------------------
hi = Highest[heatATR](high)
lo = Lowest[heatATR](low)
rng = hi - lo
step = 0.0
IF levelsInp > 0 THEN
   step = rng / levelsInp
ENDIF
//-------------------------------------------
// Dynamic trend-based colors
//-------------------------------------------
coldTrendR = 0
coldTrendG = 0
coldTrendB = 0
hotTrendR = 0
hotTrendG = 0
hotTrendB = 0

IF trendDir = 1 THEN
   coldTrendR = weakbullishR
   coldTrendG = weakbullishG
   coldTrendB = weakbullishB
   hotTrendR = strongbullishR
   hotTrendG = strongbullishG
   hotTrendB = strongbullishB
ELSE
   coldTrendR = weakbearishR
   coldTrendG = weakbearishG
   coldTrendB = weakbearishB
   hotTrendR = strongbearishR
   hotTrendG = strongbearishG
   hotTrendB = strongbearishB
ENDIF

noColorOnFlip = (trendDir <> TrendDir[1])
//-------------------------------------------
// Populate arrays & Calculate Heatmap Colors
//-------------------------------------------
FOR i = 0 TO 14 DO
   IF i < levelsInp AND step > 0 THEN
      lvl = lo + step * i
      cnt = 0
      FOR j = 0 TO heatATR - 1 DO
         IF high[j] >= lvl AND low[j] <= lvl THEN
            cnt = cnt + 1
         ENDIF
      NEXT
      
      levelR = coldTrendR
      levelG = coldTrendG
      levelB = coldTrendB
      levelA = MAX(0, 80 - cnt)
      
      IF cnt > heatThresh THEN
         IF cnt > heatThresh + 5 THEN
            levelR = hotTrendR
            levelG = hotTrendG
            levelB = hotTrendB
            levelA = 255
         ELSE
            levelR = (coldTrendR + hotTrendR) / 2
            levelG = (coldTrendG + hotTrendG) / 2
            levelB = (coldTrendB + hotTrendB) / 2
            levelA = 180
         ENDIF
      ENDIF
      
      $levelVals[i] = lvl
      $levelColorsR[i] = levelR
      $levelColorsG[i] = levelG
      $levelColorsB[i] = levelB
      $levelColorsA[i] = levelA
      $levelCounts[i] = cnt
   ELSE
      $levelVals[i] = Undefined
      $levelColorsR[i] = Undefined
      $levelColorsG[i] = Undefined
      $levelColorsB[i] = Undefined
      $levelColorsA[i] = Undefined
      $levelCounts[i] = -1
   ENDIF
NEXT
//-------------------------------------------
// --- Find Closest Color & Score in ONE loop
//-------------------------------------------
// Initialize minimum distances
minDfib1 = exp(10)
minDfib2 = exp(10)
minDfib3 = exp(10)
minDtrail = exp(10)
// Initialize best colors
bestRfib1=0
bestGfib1=0
bestBfib1=0
bestAfib1=0
bestRfib2=0
bestGfib2=0
bestBfib2=0
bestAfib2=0
bestRfib3=0
bestGfib3=0
bestBfib3=0
bestAfib3=0
bestRtrail=0
bestGtrail=0
bestBtrail=0
bestAtrail=0
// Initialize best scores
bestScoreFib1 = 1
bestScoreFib2 = 1
bestScoreFib3 = 1
bestScoreTrail = 1
// Single loop to find closest level for all prices and calculate their score
FOR k = 0 TO 14 DO
   lvl = $levelVals[k]
   IF lvl <> Undefined THEN
      cnt = $levelCounts[k] // Get count for score calculation
      
      // --- Check Fib1 ---
      d = ABS(fib1 - lvl)
      IF d < minDfib1 THEN
         minDfib1 = d
         bestRfib1 = $levelColorsR[k]
         bestGfib1 = $levelColorsG[k]
         bestBfib1 = $levelColorsB[k]
         bestAfib1 = $levelColorsA[k]
         // Calculate score for this level if it's the closest
         IF cnt >= 0 THEN
            raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))
            bestScoreFib1 = ROUND(1 + raw * 9)
         ENDIF
      ENDIF
      
      // --- Check Fib2 ---
      d = ABS(fib2 - lvl)
      IF d < minDfib2 THEN
         minDfib2 = d
         bestRfib2 = $levelColorsR[k]
         bestGfib2 = $levelColorsG[k]
         bestBfib2 = $levelColorsB[k]
         bestAfib2 = $levelColorsA[k]
         IF cnt >= 0 THEN
            raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))
            bestScoreFib2 = ROUND(1 + raw * 9)
         ENDIF
      ENDIF
      
      // --- Check Fib3 ---
      d = ABS(fib3 - lvl)
      IF d < minDfib3 THEN
         minDfib3 = d
         bestRfib3 = $levelColorsR[k]
         bestGfib3 = $levelColorsG[k]
         bestBfib3 = $levelColorsB[k]
         bestAfib3 = $levelColorsA[k]
         IF cnt >= 0 THEN
            raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))
            bestScoreFib3 = ROUND(1 + raw * 9)
         ENDIF
      ENDIF
      
      // --- Check Trail ---
      d = ABS(trail - lvl)
      IF d < minDtrail THEN
         minDtrail = d
         bestRtrail = $levelColorsR[k]
         bestGtrail = $levelColorsG[k]
         bestBtrail = $levelColorsB[k]
         bestAtrail = $levelColorsA[k]
         IF cnt >= 0 THEN
            raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))
            bestScoreTrail = ROUND(1 + raw * 9)
         ENDIF
      ENDIF
   ENDIF
NEXT
//-------------------------------------------
// --- Final Score Calculation ---
//-------------------------------------------
scoreSum = 0.0
validScores = 0

IF bestRfib1 <> Undefined THEN
   scoreSum = scoreSum + bestScoreFib1
   validScores = validScores + 1
ENDIF
IF bestRfib2 <> Undefined THEN
   scoreSum = scoreSum + bestScoreFib2
   validScores = validScores + 1
ENDIF
IF bestRfib3 <> Undefined THEN
   scoreSum = scoreSum + bestScoreFib3
   validScores = validScores + 1
ENDIF
IF bestRtrail <> Undefined THEN
   scoreSum = scoreSum + bestScoreTrail
   validScores = validScores + 1
ENDIF

score = 1 // Default score
IF validScores > 0 THEN
   score = ROUND(scoreSum / validScores)
ENDIF
//-------------------------------------------
// --- Assign Final Plot Colors (Handle Flip)
//-------------------------------------------
IF NOT noColorOnFlip THEN
   plotRfib1 = bestRfib1
   plotGfib1 = bestGfib1
   plotBfib1 = bestBfib1
   plotAfib1 = bestAfib1
   
   plotRfib2 = bestRfib2
   plotGfib2 = bestGfib2
   plotBfib2 = bestBfib2
   plotAfib2 = bestAfib2
   
   plotRfib3 = bestRfib3
   plotGfib3 = bestGfib3
   plotBfib3 = bestBfib3
   plotAfib3 = bestAfib3
   
   plotRtrail = bestRtrail
   plotGtrail = bestGtrail
   plotBtrail = bestBtrail
   plotAtrail = bestAtrail
ENDIF
//-------------------------------------------
// --- Trend Flip Plots ---
//-------------------------------------------
transpFlip = 150

IF bullFlip THEN
   DRAWPOINT(barindex, trail, 2) COLOURED(0, 255, 0, 255)
   DRAWPOINT(barindex, trail, 4) COLOURED(0, 255, 0, transpFlip)
ENDIF

IF bearFlip THEN
   DRAWPOINT(barindex, trail, 2) COLOURED(255, 0, 0, 255)
   DRAWPOINT(barindex, trail, 4) COLOURED(255, 0, 0, transpFlip)
ENDIF
//-------------------------------------------
// --- Breakout Signals ---
//-------------------------------------------
bull = (closeTFhigher > openTFhigher AND closeTFhigher - openTFhigher > (highTFhigher - lowTFhigher) * 0.5)
bear = (closeTFhigher < openTFhigher AND openTFhigher - closeTFhigher > (highTFhigher - lowTFhigher) * 0.5)
momUp = (closeTFhigher > highTFhigher[1] AND closeTFhigher > highTFhigher[2])
momDn = (closeTFhigher < lowTFhigher[1] AND closeTFhigher < lowTFhigher[2])

rawL = bull AND momUp AND trendDir = 1
rawS = bear AND momDn AND trendDir = -1

barNow = barindex
cdL = (lastL = -1 OR barNow - lastL > 20 OR (lastS <> -1 AND lastS > lastL))
cdS = (lastS = -1 OR barNow - lastS > 20 OR (lastL <> -1 AND lastL > lastS))

sigL = rawL AND cdL AND score > scoreVal
sigS = rawS AND cdS AND score > scoreVal

IF sigL THEN
   lastL = barNow
ENDIF
IF sigS THEN
   lastS = barNow
ENDIF
//-------------------------------------------
// Plot Breakout Signals
//-------------------------------------------
a = AverageTrueRange[100]
arrowOffset = a * 0.5

IF sigL THEN
   DRAWARROWUP(barindex, low - arrowOffset) COLOURED(BreakUpR, BreakUpG, BreakUpB)
ENDIF

IF sigS THEN
   DRAWARROWDOWN(barindex, high + arrowOffset) COLOURED(BreakDnR, BreakDnG, BreakDnB)
ENDIF

//-------------------------------------------
RETURN Fib1 COLOURED(plotRfib1, plotGfib1, plotBfib1, plotAfib1) AS "Fib 61.8" STYLE(line, 1), Fib2 COLOURED(plotRfib2, plotGfib2, plotBfib2, plotAfib2) AS "Fib 78.6" STYLE(line, 1),Fib3 COLOURED(plotRfib3, plotGfib3, plotBfib3, plotAfib3) AS "Fib 88.6" STYLE(line, 1),Trail COLOURED(plotRtrail, plotGtrail, plotBtrail, plotAtrail) AS "Trailing Stop" STYLE(line, 3)

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//-------------------------------------------

//PRC_Heatmap Trailing Stop with Breakouts

//version = 0

//21.10.2025

//Iván González @ www.prorealcode.com

//Sharing ProRealTime knowledge

//-------------------------------------------

// --- Inputs ---

//-------------------------------------------

// Trailing Trend

stopATRlen = 28 // Stop Distance ATR Length (minval=2)

stopMult = 5.0 // Stop Distance Multiplier (minval=0.1)

// Heat-map

heatATR = 50 // Heatmap Range ATR Length

levelsInp = 3 // Number of Heat Levels (minval=2, maxval=14)

heatThresh = 3 // Minimum Touches per Level (minval=1)

// Weak Bullish Color

weakbullishR = 0

weakbullishG = 128

weakbullishB = 0

// Strong Bullish Color

strongbullishR = 9

strongbullishG = 255

strongbullishB = 0

// Weak Bearish Color

weakbearishR = 128

weakbearishG = 0

weakbearishB = 0

// Strong Bearish Color

strongbearishR = 255

strongbearishG = 0

strongbearishB = 0

// Breakout Signals

scoreVal = 6 // Heatmap Strength Threshold (1-10)

// Break Up Color

BreakUpR = 100

BreakUpG = 255

BreakUpB = 100

// Break Down Color

BreakDnR = 255

BreakDnG = 100

BreakDnB = 100

//-------------------------------------------

// --- HTF Selection ---

//-------------------------------------------

//TIMEFRAME(1 hour,updateonclose)

openTFhigher = open

highTFhigher = high

lowTFhigher = low

closeTFhigher = close

//TIMEFRAME(default)

//-------------------------------------------

// --- Variable Initialization ---

//-------------------------------------------

ONCE trendUp = 0.0

ONCE trendDown = 0.0

ONCE trendDir = 1

ONCE ex = 0.0

ONCE lastL = -1 // Use -1 as 'na' for bar index

ONCE lastS = -1

//-------------------------------------------

// --- Trailing Stop Calculation ---

//-------------------------------------------

atrTrail = ExponentialAverage[stopATRlen](tr)

stopOffset = stopMult * atrTrail

bullStop = high - stopOffset

bearStop = low + stopOffset

IF close[1] > TrendUp THEN

trendUp = MAX(bullStop, TrendUp)

ELSE

trendUp = bullStop

ENDIF

IF close[1] < TrendDown THEN

trendDown = MIN(bearStop, TrendDown)

ELSE

trendDown = bearStop

ENDIF

IF close > TrendDown[1] THEN

trendDir = 1

ELSIF close < TrendUp[1] THEN

trendDir = -1

ENDIF

bullFlip = (trendDir = 1 AND TrendDir[1] = -1)

bearFlip = (trendDir = -1 AND TrendDir[1] = 1)

trail = 0.0 // Initialize trail for the current bar

IF trendDir = 1 THEN

trail = trendUp

ELSE

trail = trendDown

ENDIF

IF trendDir <> TrendDir[1] THEN

IF trendDir = 1 THEN

ex = high

ELSE

ex = low

ENDIF

ELSIF trendDir = 1 THEN

IF Ex = 0 THEN // Handle initial case

ex = high

ELSE

ex = MAX(Ex, high)

ENDIF

ELSE // trendDir = -1

IF Ex = 0 THEN // Handle initial case

ex = low

ELSE

ex = MIN(Ex, low)

ENDIF

//-------------------------------------------

// --- Fibonacci levels from trailing-stop

//-------------------------------------------

fib1 = ex + (trail - ex) * 0.618

fib2 = ex + (trail - ex) * 0.786

fib3 = ex + (trail - ex) * 0.886

l100 = trail // Same as trail

//-------------------------------------------

// --- Heatmap Calculation ---

//-------------------------------------------

hi = Highest[heatATR](high)

lo = Lowest[heatATR](low)

rng = hi - lo

step = 0.0

IF levelsInp > 0 THEN

step = rng / levelsInp

ENDIF

//-------------------------------------------

// Dynamic trend-based colors

//-------------------------------------------

coldTrendR = 0

coldTrendG = 0

coldTrendB = 0

hotTrendR = 0

hotTrendG = 0

hotTrendB = 0

IF trendDir = 1 THEN

coldTrendR = weakbullishR

coldTrendG = weakbullishG

coldTrendB = weakbullishB

hotTrendR = strongbullishR

hotTrendG = strongbullishG

hotTrendB = strongbullishB

ELSE

coldTrendR = weakbearishR

coldTrendG = weakbearishG

coldTrendB = weakbearishB

hotTrendR = strongbearishR

hotTrendG = strongbearishG

hotTrendB = strongbearishB

ENDIF

noColorOnFlip = (trendDir <> TrendDir[1])

//-------------------------------------------

// Populate arrays & Calculate Heatmap Colors

//-------------------------------------------

FOR i = 0 TO 14 DO

IF i < levelsInp AND step > 0 THEN

lvl = lo + step * i

cnt = 0

FOR j = 0 TO heatATR - 1 DO

IF high[j] >= lvl AND low[j] <= lvl THEN

cnt = cnt + 1

ENDIF

levelR = coldTrendR

levelG = coldTrendG

levelB = coldTrendB

levelA = MAX(0, 80 - cnt)

IF cnt > heatThresh THEN

IF cnt > heatThresh + 5 THEN

levelR = hotTrendR

levelG = hotTrendG

levelB = hotTrendB

levelA = 255

ELSE

levelR = (coldTrendR + hotTrendR) / 2

levelG = (coldTrendG + hotTrendG) / 2

levelB = (coldTrendB + hotTrendB) / 2

levelA = 180

ENDIF

$levelVals[i] = lvl

$levelColorsR[i] = levelR

$levelColorsG[i] = levelG

$levelColorsB[i] = levelB

$levelColorsA[i] = levelA

$levelCounts[i] = cnt

ELSE

$levelVals[i] = Undefined

$levelColorsR[i] = Undefined

$levelColorsG[i] = Undefined

$levelColorsB[i] = Undefined

$levelColorsA[i] = Undefined

$levelCounts[i] = -1

ENDIF

//-------------------------------------------

// --- Find Closest Color & Score in ONE loop

//-------------------------------------------

// Initialize minimum distances

minDfib1 = exp(10)

minDfib2 = exp(10)

minDfib3 = exp(10)

minDtrail = exp(10)

// Initialize best colors

bestRfib1=0

bestGfib1=0

bestBfib1=0

bestAfib1=0

bestRfib2=0

bestGfib2=0

bestBfib2=0

bestAfib2=0

bestRfib3=0

bestGfib3=0

bestBfib3=0

bestAfib3=0

bestRtrail=0

bestGtrail=0

bestBtrail=0

bestAtrail=0

// Initialize best scores

bestScoreFib1 = 1

bestScoreFib2 = 1

bestScoreFib3 = 1

bestScoreTrail = 1

// Single loop to find closest level for all prices and calculate their score

FOR k = 0 TO 14 DO

lvl = $levelVals[k]

IF lvl <> Undefined THEN

cnt = $levelCounts[k] // Get count for score calculation

// --- Check Fib1 ---

d = ABS(fib1 - lvl)

IF d < minDfib1 THEN

minDfib1 = d

bestRfib1 = $levelColorsR[k]

bestGfib1 = $levelColorsG[k]

bestBfib1 = $levelColorsB[k]

bestAfib1 = $levelColorsA[k]

// Calculate score for this level if it's the closest

IF cnt >= 0 THEN

raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))

bestScoreFib1 = ROUND(1 + raw * 9)

ENDIF

// --- Check Fib2 ---

d = ABS(fib2 - lvl)

IF d < minDfib2 THEN

minDfib2 = d

bestRfib2 = $levelColorsR[k]

bestGfib2 = $levelColorsG[k]

bestBfib2 = $levelColorsB[k]

bestAfib2 = $levelColorsA[k]

IF cnt >= 0 THEN

raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))

bestScoreFib2 = ROUND(1 + raw * 9)

ENDIF

// --- Check Fib3 ---

d = ABS(fib3 - lvl)

IF d < minDfib3 THEN

minDfib3 = d

bestRfib3 = $levelColorsR[k]

bestGfib3 = $levelColorsG[k]

bestBfib3 = $levelColorsB[k]

bestAfib3 = $levelColorsA[k]

IF cnt >= 0 THEN

raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))

bestScoreFib3 = ROUND(1 + raw * 9)

ENDIF

// --- Check Trail ---

d = ABS(trail - lvl)

IF d < minDtrail THEN

minDtrail = d

bestRtrail = $levelColorsR[k]

bestGtrail = $levelColorsG[k]

bestBtrail = $levelColorsB[k]

bestAtrail = $levelColorsA[k]

IF cnt >= 0 THEN

raw = MAX(0.0, MIN(1.0, (cnt - heatThresh) / 10.0))

bestScoreTrail = ROUND(1 + raw * 9)

ENDIF

//-------------------------------------------

// --- Final Score Calculation ---

//-------------------------------------------

scoreSum = 0.0

validScores = 0

IF bestRfib1 <> Undefined THEN

scoreSum = scoreSum + bestScoreFib1

validScores = validScores + 1

ENDIF

IF bestRfib2 <> Undefined THEN

scoreSum = scoreSum + bestScoreFib2

validScores = validScores + 1

ENDIF

IF bestRfib3 <> Undefined THEN

scoreSum = scoreSum + bestScoreFib3

validScores = validScores + 1

ENDIF

IF bestRtrail <> Undefined THEN

scoreSum = scoreSum + bestScoreTrail

validScores = validScores + 1

ENDIF

score = 1 // Default score

IF validScores > 0 THEN

score = ROUND(scoreSum / validScores)

ENDIF

//-------------------------------------------

// --- Assign Final Plot Colors (Handle Flip)

//-------------------------------------------

IF NOT noColorOnFlip THEN

plotRfib1 = bestRfib1

plotGfib1 = bestGfib1

plotBfib1 = bestBfib1

plotAfib1 = bestAfib1

plotRfib2 = bestRfib2

plotGfib2 = bestGfib2

plotBfib2 = bestBfib2

plotAfib2 = bestAfib2

plotRfib3 = bestRfib3

plotGfib3 = bestGfib3

plotBfib3 = bestBfib3

plotAfib3 = bestAfib3

plotRtrail = bestRtrail

plotGtrail = bestGtrail

plotBtrail = bestBtrail

plotAtrail = bestAtrail

ENDIF

//-------------------------------------------

// --- Trend Flip Plots ---

//-------------------------------------------

transpFlip = 150

IF bullFlip THEN

DRAWPOINT(barindex, trail, 2) COLOURED(0, 255, 0, 255)

DRAWPOINT(barindex, trail, 4) COLOURED(0, 255, 0, transpFlip)

ENDIF

IF bearFlip THEN

DRAWPOINT(barindex, trail, 2) COLOURED(255, 0, 0, 255)

DRAWPOINT(barindex, trail, 4) COLOURED(255, 0, 0, transpFlip)

ENDIF

//-------------------------------------------

// --- Breakout Signals ---

//-------------------------------------------

bull = (closeTFhigher > openTFhigher AND closeTFhigher - openTFhigher > (highTFhigher - lowTFhigher) * 0.5)

bear = (closeTFhigher < openTFhigher AND openTFhigher - closeTFhigher > (highTFhigher - lowTFhigher) * 0.5)

momUp = (closeTFhigher > highTFhigher[1] AND closeTFhigher > highTFhigher[2])

momDn = (closeTFhigher < lowTFhigher[1] AND closeTFhigher < lowTFhigher[2])

rawL = bull AND momUp AND trendDir = 1

rawS = bear AND momDn AND trendDir = -1

barNow = barindex

cdL = (lastL = -1 OR barNow - lastL > 20 OR (lastS <> -1 AND lastS > lastL))

cdS = (lastS = -1 OR barNow - lastS > 20 OR (lastL <> -1 AND lastL > lastS))

sigL = rawL AND cdL AND score > scoreVal

sigS = rawS AND cdS AND score > scoreVal

IF sigL THEN

lastL = barNow

ENDIF

IF sigS THEN

lastS = barNow

ENDIF

//-------------------------------------------

// Plot Breakout Signals

//-------------------------------------------

a = AverageTrueRange[100]

arrowOffset = a * 0.5

IF sigL THEN

DRAWARROWUP(barindex, low - arrowOffset) COLOURED(BreakUpR, BreakUpG, BreakUpB)

ENDIF

IF sigS THEN

DRAWARROWDOWN(barindex, high + arrowOffset) COLOURED(BreakDnR, BreakDnG, BreakDnB)

ENDIF

//-------------------------------------------

RETURN Fib1 COLOURED(plotRfib1, plotGfib1, plotBfib1, plotAfib1) AS "Fib 61.8" STYLE(line, 1), Fib2 COLOURED(plotRfib2, plotGfib2, plotBfib2, plotAfib2) AS "Fib 78.6" STYLE(line, 1),Fib3 COLOURED(plotRfib3, plotGfib3, plotBfib3, plotAfib3) AS "Fib 88.6" STYLE(line, 1),Trail COLOURED(plotRtrail, plotGtrail, plotBtrail, plotAtrail) AS "Trailing Stop" STYLE(line, 3)

Iván

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