Wyckoff Event Detection

Here another interesting code.

//----------------------------------------------
//PRC_Wyckoff Event Detection
//version = 0
//08.06.26
//Iván González @ www.prorealcode.com
//Autor original: AlphaExtract
//Sharing ProRealTime knowledge
//----------------------------------------------
// === Parametros ===
//----------------------------------------------
volLen = 20            // periodo media de volumen
priceLookback = 20     // ventana de maximos/minimos y ATR
volThreshMult = 2.0    // multiplicador de volumen (mayor = menos eventos)
priceThreshMult = 0.3  // umbral de movimiento de precio
trendStrength = 3      // barras de racha para confirmar tendencia
minBars = 5            // separacion minima (barras) por tipo de evento
volumeFilter = 1.5     // filtro de volumen para eventos secundarios
phaseMult = 2.0        // veces que un bando supera al otro para fijar fase
phaseWindow = 20       // ventana de reseteo de contadores de fase
showRange = 1          // 1 = dibuja rango de trading
rangeStyle = 2         // 0 = dinamico, 1 = fijo, 2 = por pivotes
showMarks = 1          // 1 = dibuja punto + linea hacia atras en cada evento
lineLength = 15        // longitud (barras) de la linea hacia atras de la muesca
fixedRangeBars = 50    // lookback del rango fijo
pivotStrength = 3      // barras a cada lado para validar pivote
pivotLookback = 100    // barras a escanear buscando pivotes
rangeExtend = 50       // barras de extension del rango hacia la derecha
//----------------------------------------------
// === Indicadores base ===
//----------------------------------------------
volMA = average[volLen](volume)
hh = highest[priceLookback](high)
ll = lowest[priceLookback](low)
avgTR = averagetruerange[priceLookback]
rng = high - low
labelOffset = avgTR * 0.5
//----------------------------------------------
// === Rachas direccionales ===
//----------------------------------------------
fallN = 1
for k = 1 to trendStrength do
   if close[k-1] >= close[k] then
      fallN = 0
   endif
next

riseN = 1
for k = 1 to trendStrength do
   if close[k-1] <= close[k] then
      riseN = 0
   endif
next

riseN1 = 1
for k = 1 to trendStrength + 1 do
   if close[k-1] <= close[k] then
      riseN1 = 0
   endif
next

riseN2 = 1
for k = 1 to trendStrength + 2 do
   if close[k-1] <= close[k] then
      riseN2 = 0
   endif
next
//----------------------------------------------
// === Contadores de fase ===
//----------------------------------------------
once bearishCount = 0
once bullishCount = 0

if bearishCount > bullishCount * phaseMult then
   currentPhase = 1   // DISTRIBUCION
elsif bullishCount > bearishCount * phaseMult then
   currentPhase = 2   // ACUMULACION
else
   currentPhase = 0   // NEUTRAL
endif
//----------------------------------------------
// === Condiciones de DISTRIBUCION (bajistas) ===
//----------------------------------------------
psyCond = 0
if high > hh[1] and volume > volMA * volThreshMult and close < high - rng * priceThreshMult and fallN = 1 then
   psyCond = 1
endif

utdCond = 0
if currentPhase = 1 and high > hh[1] and close < open and volume > volMA * volumeFilter and high - close > avgTR * priceThreshMult then
   utdCond = 1
endif

lpsyCond = 0
if high > high[1] and close < open and volume < volMA * volumeFilter and fallN = 1 then
   lpsyCond = 1
endif

sowCond = 0
if close < open and low < ll[1] and volume > volMA * volThreshMult and fallN = 1 then
   sowCond = 1
endif

bcCond = 0
if rng > 0 then
   if high > hh[2] and volume > volMA * (volThreshMult * 1.5) and close > open and (close - open) / rng > 0.6 then
      bcCond = 1
   endif
endif

stdCond = 0
if currentPhase = 1 and high > high[1] and high >= hh[5] * 0.98 and high <= hh[5] * 1.02 and volume < volMA and volume < volume[1] * 0.8 then
   stdCond = 1
endif

// BUEC: primer Upthrust en las ultimas 5 barras seguido de rally debil
buecCond = 0
for i = 1 to 5 do
   if utdCond[i] = 1 then
      if close < open and high < high[i] and close > low + rng * 0.3 and volume < volume[i] then
         buecCond = 1
      endif
      break
   endif
next
//----------------------------------------------
// === Condiciones de ACUMULACION (alcistas) ===
//----------------------------------------------
psCond = 0
if low < ll[1] and volume > volMA * volThreshMult and close > low + rng * priceThreshMult and fallN = 1 then
   psCond = 1
endif

scCond = 0
if low < ll[1] and volume > volMA * (volThreshMult * 1.2) and close > low + rng * (priceThreshMult * 1.5) then
   scCond = 1
endif

araCond = 0
if currentPhase = 2 and close > open and high > hh[trendStrength] and volume < volMA * volumeFilter and riseN = 1 then
   araCond = 1
endif

sosCond = 0
if close > open and high > hh[1] and volume > volMA * volThreshMult and riseN = 1 then
   sosCond = 1
endif

lpsCond = 0
if low > low[1] and close > open and volume < volMA * volumeFilter and riseN = 1 then
   lpsCond = 1
endif

springCond = 0
if low < ll[3] and close > open and close > low + rng * 0.6 and volume > volMA * volumeFilter then
   springCond = 1
endif

staCond = 0
if currentPhase = 2 and low < low[1] and low >= ll[5] * 0.98 and low <= ll[5] * 1.02 and volume < volMA and volume < volume[1] * 0.8 then
   staCond = 1
endif

jacCond = 0
if close > open and close > hh[3] and volume > volMA * volThreshMult and riseN1 = 1 then
   jacCond = 1
endif

tsoCond = 0
if low < ll[2] and close > open and close > low + rng * 0.7 and volume > volMA * (volThreshMult * 1.2) and riseN2 = 1 then
   tsoCond = 1
endif
//----------------------------------------------
// === Actualizacion de contadores + reseteo periodico ===
//----------------------------------------------
if psyCond = 1 or utdCond = 1 or lpsyCond = 1 or sowCond = 1 or bcCond = 1 or stdCond = 1 or buecCond = 1 then
   bearishCount = bearishCount + 1
endif
if psCond = 1 or scCond = 1 or araCond = 1 or sosCond = 1 or lpsCond = 1 or springCond = 1 or staCond = 1 or jacCond = 1 or tsoCond = 1 then
   bullishCount = bullishCount + 1
endif

if barindex mod phaseWindow = 0 then
   bearishCount = 0
   bullishCount = 0
endif
//----------------------------------------------
// === Dibujo de etiquetas ===
//----------------------------------------------
priceRangeFilter = 0.5
once lastLabelBar = 0 - 1000
once lastLabelPrice = 0
once lastR = 0
once lastG = 0
once lastB = 0

// Distribucion (etiqueta arriba salvo SOW)
if psyCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("PSY", barindex, high + labelOffset) coloured(255, 107, 107)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 107
   lastB = 107
endif
if utdCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("UT-D", barindex, high + labelOffset) coloured(255, 165, 0)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 165
   lastB = 0
endif
if lpsyCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("LPSY", barindex, high + labelOffset) coloured(255, 65, 65)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 65
   lastB = 65
endif
if sowCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("SOW", barindex, low - labelOffset) coloured(255, 0, 0)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 255
   lastG = 0
   lastB = 0
endif
if bcCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("BC", barindex, high + labelOffset) coloured(255, 127, 0)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 127
   lastB = 0
endif
if stdCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("ST-D", barindex, high + labelOffset) coloured(255, 160, 122)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 160
   lastB = 122
endif
if buecCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("BUEC", barindex, high + labelOffset) coloured(255, 99, 71)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 255
   lastG = 99
   lastB = 71
endif

// Acumulacion (etiqueta abajo salvo AR-A / SOS / JAC)
if psCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("PS", barindex, low - labelOffset) coloured(76, 175, 80)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 76
   lastG = 175
   lastB = 80
endif
if scCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("SC", barindex, low - labelOffset) coloured(69, 179, 157)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 69
   lastG = 179
   lastB = 157
endif
if araCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("AR-A", barindex, high + labelOffset) coloured(46, 204, 113)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 46
   lastG = 204
   lastB = 113
endif
if sosCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("[SOS]", barindex, high + labelOffset) coloured(39, 174, 96)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 39
   lastG = 174
   lastB = 96
endif
if lpsCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("LPS", barindex, low - labelOffset) coloured(34, 153, 84)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 34
   lastG = 153
   lastB = 84
endif
if springCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("SPRING", barindex, low - labelOffset) coloured(0, 250, 154)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 0
   lastG = 250
   lastB = 154
endif
if staCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("ST-A", barindex, low - labelOffset) coloured(102, 205, 170)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 102
   lastG = 205
   lastB = 170
endif
if jacCond = 1 and (barindex - lastLabelBar >= minBars or abs(high - lastLabelPrice) / high >= priceRangeFilter) then
   drawtext("JAC", barindex, high + labelOffset) coloured(50, 205, 50)
   lastLabelBar = barindex
   lastLabelPrice = high
   lastR = 50
   lastG = 205
   lastB = 50
endif
if tsoCond = 1 and (barindex - lastLabelBar >= minBars or abs(low - lastLabelPrice) / low >= priceRangeFilter) then
   drawtext("TSO", barindex, low - labelOffset) coloured(0, 128, 0)
   lastLabelBar = barindex
   lastLabelPrice = low
   lastR = 0
   lastG = 128
   lastB = 0
endif

// Muesca opcional
if showMarks = 1 and lastLabelBar = barindex then
   drawpoint(barindex, lastLabelPrice, 2) coloured(lastR, lastG, lastB)
   drawsegment(barindex - lineLength, lastLabelPrice, barindex, lastLabelPrice) coloured(lastR, lastG, lastB)
endif
//----------------------------------------------
// === Rango de trading + base del % del panel (solo ultima barra) ===
//----------------------------------------------
if islastbarupdate then
   if rangeStyle = 0 then
      topR = hh
      botR = ll
      x1 = barindex - priceLookback
   elsif rangeStyle = 1 then
      topR = highest[fixedRangeBars](high)
      botR = lowest[fixedRangeBars](low)
      x1 = barindex - fixedRangeBars
   else
      topR = hh
      botR = ll
      x1 = barindex - priceLookback
      foundH = 0
      foundL = 0
      maxLB = min(pivotLookback, barindex - pivotStrength - 1)
      if maxLB > 5 then
         for i = 5 to maxLB do
            if foundH = 0 then
               ph = 1
               for j = 1 to pivotStrength do
                  if high[i] <= high[i+j] or high[i] <= high[i-j] then
                     ph = 0
                  endif
               next
               if ph = 1 then
                  topR = high[i]
                  foundH = 1
               endif
            endif
         next
         for i = 5 to maxLB do
            if foundL = 0 then
               pl = 1
               for j = 1 to pivotStrength do
                  if low[i] >= low[i+j] or low[i] >= low[i-j] then
                     pl = 0
                  endif
               next
               if pl = 1 then
                  botR = low[i]
                  foundL = 1
               endif
            endif
         next
      endif
   endif
   if showRange = 1 then
      drawrectangle(x1, topR, barindex + rangeExtend, botR) coloured(123, 104, 238)
   endif
endif
//----------------------------------------------
// === Panel de estado ===
//----------------------------------------------
if islastbarupdate then
   panelX = -200    // px a la izquierda del borde derecho
   topY = -20       // px hacia abajo del borde superior
   
   if currentPhase = 2 then
      drawtext("FASE: ACUMULACION", panelX, topY, SansSerif, bold, 11) coloured(76, 175, 80) anchor(topright, xshift, yshift)
   elsif currentPhase = 1 then
      drawtext("FASE: DISTRIBUCION", panelX, topY, SansSerif, bold, 11) coloured(255, 107, 107) anchor(topright, xshift, yshift)
   else
      drawtext("FASE: NEUTRAL", panelX, topY, SansSerif, bold, 11) coloured(150, 150, 150) anchor(topright, xshift, yshift)
   endif
   
   denom = bullishCount + bearishCount
   if denom < 1 then
      denom = 1
   endif
   sRatio = abs(bullishCount - bearishCount) / denom
   if sRatio > 0.7 then
      drawtext("FUERZA: FUERTE", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   elsif sRatio > 0.3 then
      drawtext("FUERZA: MODERADA", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   else
      drawtext("FUERZA: DEBIL", panelX, topY - 22, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   endif
   
   if high >= hh[3] and close < open then
      drawtext("POS: ZONA UPTHRUST", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   elsif low <= ll[3] and close > open then
      drawtext("POS: ZONA SPRING", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   elsif high >= hh[5] then
      drawtext("POS: EN RESISTENCIA", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   elsif low <= ll[5] then
      drawtext("POS: EN SOPORTE", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   else
      drawtext("POS: RANGO", panelX, topY - 44, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   endif
   
   if volume > volMA * 1.5 and close > open then
      drawtext("S/D: DEMANDA", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   elsif volume > volMA * 1.5 and close < open then
      drawtext("S/D: OFERTA", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   else
      drawtext("S/D: EQUILIBRIO", panelX, topY - 66, SansSerif, bold, 11) coloured(200, 200, 200) anchor(topright, xshift, yshift)
   endif
   
   rangePct = round((topR - botR) / botR * 1000) / 10
   drawtext("RANGO: #rangePct#%", panelX, topY - 88, SansSerif, bold, 11) coloured(123, 104, 238) anchor(topright, xshift, yshift)
endif

return

PRC_Wyckoff-Event-Detection-1.itf DXSXXXX-Diario.png