// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © blackcat1402
//@version=4

study(title="[blackcat] L2 Ehlers Decycler Oscillator", shorttitle="BCL2EDO", overlay=false)

//inputs
Price = input(hl2, title = "Price")
Fast_HPPeriod = input(100, title = "Fast_HPPeriod", minval = 0)
Slow_HPPeriod = input(125, title = "Slow_HPPeriod", minval = 0)
Fast_K = input(1.2, title = "Fast_K", step = 0.1, minval = 0)
Slow_K = input(1.2, title = "Slow_K", step = 0.1, minval = 0)

//vars
Fast_Val = 0.00
Slow_Val = 0.00

//func
DecyclerOscillator(Price, HPPeriod, K) =>
	//Vars
	alpha1 = 0.00
	alpha2 = 0.00
	HP = 0.00
	Decycle = 0.00
	DecycleOsc = 0.00
	DecyclerOscillator = 0.00
	pi = 2 * asin(1)

	alpha1 := ( cos ( 0.707 * 2 * pi / HPPeriod ) + sin( 0.707 * 2 * pi / HPPeriod ) - 1 ) / cos( .707 * 2 * pi / HPPeriod ) 
	HP := ( 1 - alpha1 / 2 ) * ( 1 - alpha1 / 2 ) * ( Price - 2 * Price[1] + Price[2] ) + 2 * ( 1 - alpha1 ) * nz(HP[1]) - ( 1 - alpha1 ) * ( 1 - alpha1 ) * nz(HP[2]) 		
	Decycle := Price - HP 
	alpha2 := ( cos( 0.707 * 2 * pi / ( 0.5 * HPPeriod ) ) + sin( 0.707 * 2 * pi / ( 0.5 * HPPeriod ) ) - 1) / cos( 0.707 * 2 * pi / ( 0.5 * HPPeriod ) ) 
	DecycleOsc := ( 1 - alpha2 / 2 ) * ( 1 - alpha2 / 2 ) *  ( Decycle - 2 * nz(Decycle[1]) + nz(Decycle[2]) ) + 2 *  ( 1 - alpha2 ) * nz(DecycleOsc[1]) - ( 1 - alpha2 ) * ( 1 - alpha2 ) * nz(DecycleOsc[2])
	DecyclerOscillator := 100 * K * DecycleOsc / Price

Fast_Val := DecyclerOscillator( Price, Fast_HPPeriod, Fast_K ) 
Slow_Val := DecyclerOscillator( Price, Slow_HPPeriod, Slow_K )

plot1 = plot(Fast_Val, "Fast_Val", color=color.yellow, linewidth=1)
plot2 = plot(Slow_Val, "Slow_Val", color=color.fuchsia, linewidth =1 )
fill(plot1, plot2, color=Fast_Val>Slow_Val ? color.yellow : color.fuchsia, transp=60)

// Plots cross labels
l = crossunder(Fast_Val, Slow_Val) ? 
       label.new (bar_index, Fast_Val[1], "SELL", color=color.red, textcolor=color.white, style=label.style_labeldown, yloc=yloc.price, size=size.small) :
       crossover(Fast_Val, Slow_Val) ?
           label.new (bar_index, Fast_Val[1], "BUY", color=color.green, textcolor=color.white, style=label.style_labelup, yloc=yloc.price, size=size.small) :
           na
// plot Fast_Val divergence

lbR = input(title="Pivot Lookback Right", defval=5)
lbL = input(title="Pivot Lookback Left", defval=5)
rangeUpper = input(title="Max of Lookback Range", defval=60)
rangeLower = input(title="Min of Lookback Range", defval=5)
plotBull = input(title="Plot Bullish", defval=true)
plotHiddenBull = input(title="Plot Hidden Bullish", defval=false)
plotBear = input(title="Plot Bearish", defval=true)
plotHiddenBear = input(title="Plot Hidden Bearish", defval=false)

bearColor = color.red
bullColor = color.green
hiddenBullColor = color.green
hiddenBearColor = color.red
textColor = color.white
noneColor = color.new(color.white, 100)

osc = Fast_Val

plFound = na(pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(pivothigh(osc, lbL, lbR)) ? false : true

_inRange(cond) =>
    bars = barssince(cond == true)
    rangeLower <= bars and bars <= rangeUpper

//------------------------------------------------------------------------------
// Regular Bullish

// Osc: Higher Low
oscHL = osc[lbR] > valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Lower Low
priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1)

bullCond = plotBull and priceLL and oscHL and plFound

plot(
	 plFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Regular Bullish",
	 linewidth=7,
	 color=(bullCond ? bullColor : noneColor),
	 transp=0
	 )

plotshape(
	 bullCond ? osc[lbR] : na,
	 offset=-lbR,

	 title="Regular Bullish Label",
	 text=" Bull ",
	 style=shape.labelup,
	 location=location.absolute,
	 color=bullColor,
	 textcolor=textColor,
	 transp=0
	 )

alertcondition(bullCond, title="Regular bullish divergence found", message="Check charts for a regular bullish divergence found")

//------------------------------------------------------------------------------
// Hidden Bullish

// Osc: Lower Low
oscLL = osc[lbR] < valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])

// Price: Higher Low
priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1)

hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound

plot(
	 plFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bullish",
	 linewidth=7,
	 color=(hiddenBullCond ? hiddenBullColor : noneColor),
	 transp=0
	 )

plotshape(
	 hiddenBullCond ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bullish Label",
	 text=" H Bull ",
	 style=shape.labelup,
location=location.absolute,
	 color=bullColor,
	 textcolor=textColor,
	 transp=0
	 )

alertcondition(hiddenBullCond, title="Hidden bullish divergence found", message="Check charts for a hidden bullish divergence found")

//------------------------------------------------------------------------------
// Regular Bearish

// Osc: Lower High
oscLH = osc[lbR] < valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Higher High
priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound

plot(
	 phFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Regular Bearish",
	 linewidth=7,
	 color=(bearCond ? bearColor : noneColor),
	 transp=0
	 )

plotshape(
	 bearCond ? osc[lbR] : na,
	 offset=-lbR,
	 title="Regular Bearish Label",
	 text=" Bear ",
	 style=shape.labeldown,
 location=location.absolute,
	 color=bearColor,
	 textcolor=textColor,
	 transp=0
	 )

alertcondition(bearCond, title="Regular bearish divergence found", message="Check charts for a regular bearish divergence found")

//------------------------------------------------------------------------------
// Hidden Bearish

// Osc: Higher High
oscHH = osc[lbR] > valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])

// Price: Lower High
priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound

plot(
	 phFound ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bearish",
	 linewidth=7,
	 color=(hiddenBearCond ? hiddenBearColor : noneColor),
	 transp=0
	 )

plotshape(
	 hiddenBearCond ? osc[lbR] : na,
	 offset=-lbR,
	 title="Hidden Bearish Label",
	 text=" H Bear ",
	 style=shape.labeldown,
 location=location.absolute,
	 color=bearColor,
	 textcolor=textColor,
	 transp=0
	 )

alertcondition(hiddenBearCond, title="Hidden bearish divergence found", message="Check charts for a hidden bearish divergence found")

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From: https://www.tradingview.com/script/Z9wb3LVJ-blackcat-L2-Ehlers-Decycler-Oscillator/