// @version=5

indicator(title="[AA][Indicator]Trend Filter2 ", shorttitle="Trend Filter2",

overlay=true)

// Get user input

fastPeriod = input.int(5, minval=1, title="Fast Length")
mediumPeriod = input.int(15, minval=1, title="Medium Length")
longPeriod = input.int(60, minval=1, title="Slow Length")
showFast = input.bool(true, title="Show Fast backgound")
showFastTrend = input.bool(true, title="Show Fast Trend")
showMedium = input.bool(true, title="Show Medium background")
showMediumTrend = input.bool(true, title="Show MediumTrend")
showLong = input.bool(true, title="Show Long background")
showLongTrend = input.bool(true, title="Show Long Trend")

showBB =input.bool(true, title="Show BB")

h = ta.highest(fastPeriod)
l = ta.lowest(fastPeriod)
p = (h+l+close)/3

BC = (h + l) / 2
TC = (p - BC) + p
// medium period
mh = ta.highest(mediumPeriod)
ml = ta.lowest(mediumPeriod)
mp = (mh+ml+close)/3

mBC = (mh + ml) / 2

mTC = (mp - mBC) + mp

// long period
lh = ta.highest(longPeriod)
ll = ta.lowest(longPeriod)
lp = (h+l+close)/3

lBC = (lh + ll) / 2

lTC = (lp - lBC) + lp

src = close
len = input.int(21, minval=1, title='Long Length')
flen = input.int(3, minval=1, title='Fast Length')
//One bar has 5 period:
//Only Open--Close has changed volume
xobv = ta.cum(math.sign(ta.change(src)) * volume * math.abs(close - open) / (2 *
(high - low) - math.abs(close - open)))

xobvf = ta.ema(xobv, flen)

xobvl = ta.sma(xobv, len)

length = input.int(20, minval=1)

srcbb = input(close, title="Source")
mult = input.float(1.0, minval=0.001, maxval=50, title="StdDev")
basis = ta.sma(srcbb, length)
dev = mult * ta.stdev(srcbb, length)
upper = basis + dev
lower = basis - dev
offset = input.int(0, "Offset", minval = -500, maxval = 500)
plot(showBB?basis:na, "Basis", color=#000000, offset = offset)
p1 = plot(showBB?upper:na, "Upper", color=#000000, offset = offset)
p2 = plot(showBB?lower:na, "Lower", color=#000000, offset = offset)

fill( p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))

displacement = input.int(26, minval=1, title="Lagging Span")

donchian(len) => math.avg(ta.lowest(len), ta.highest(len))
conversionLine = donchian(fastPeriod)
baseLine = donchian(mediumPeriod)
leadLine1 = math.avg(conversionLine, baseLine)
leadLine2 = donchian(longPeriod)

// Draw cloud
// plot(conversionLine, color=#2962FF, title="Conversion Line",
display=display.none)
// plot(baseLine, color=#B71C1C, title="Base Line", display=display.none)

// p1 = plot(leadLine1, offset = displacement - 1, color=#A5D6A7, title="Leading

Span A", display=display.none)
// p2 = plot(leadLine2, offset = displacement - 1, color=#EF9A9A, title="Leading
Span B", display=display.none)
// fill(p1, p2, color = leadLine1 > leadLine2 ? color.rgb(67, 160, 71, 90) :
color.rgb(244, 67, 54, 90), display=display.none)

// // Track horizontal baseline

// var baseLineSaved = baseLine
// if baseLine != baseLine[1]
// baseLineSaved := baseLine
// else
// baseLineSaved := baseLineSaved

// Draw baseline
// plot(baseLineSaved, color=color.purple, style=plot.style_linebr, title="Base
Line Saved")

// Track fast horizontal baseline

var baseLineSaved = p
if p != p[1]
baseLineSaved := p
else
baseLineSaved := baseLineSaved

// Track horizontal baseline

var mbaseLineSaved = mp
if mp != mp[1]
mbaseLineSaved := mp
else
mbaseLineSaved := mbaseLineSaved

// Track horizontal baseline

var lbaseLineSaved = lp
if lp != lp[1]
lbaseLineSaved := lp
else
lbaseLineSaved := lbaseLineSaved

// // Draw fast line

plot(showFastTrend?baseLineSaved:na, color=color.black, style=plot.style_linebr,
title="pivot")
plot(showFastTrend?BC:na, color=color.green, style=plot.style_linebr, title="bc")
plot(showFastTrend?TC:na, color=color.red, style=plot.style_linebr, title="tc")

// // Draw mediumline
plot(showMediumTrend?mbaseLineSaved:na, color=color.black, style=plot.style_linebr,
title="mp")
plot(showMediumTrend?mBC:na, color=color.green, style=plot.style_linebr,
title="mbc")
plot(showMediumTrend?mTC:na, color=color.red, style=plot.style_linebr, title="mtc")

// // Draw longline
plot(showLongTrend?lbaseLineSaved:na, color=color.blue, style=plot.style_linebr,
title="lp")
plot(showLongTrend?lBC:na, color=color.green, style=plot.style_linebr, title="lbc")
plot(showLongTrend?lTC:na, color=color.red, style=plot.style_linebr, title="ltc")

// Track price trading above/below baseline

//isPriceAboveBaseLine = close > pbaseLineSaved and close >baseLineSaved
isPriceAboveBaseLine = lTC > lBC and close > lbaseLineSaved
priceTradingAboveBL = (isPriceAboveBaseLine and not na(lbaseLineSaved)) and
(close >upper or (close >close[2] and xobv >xobvf))
priceTradingBelowBL = (not isPriceAboveBaseLine and not na(lbaseLineSaved)) and
(close <upper or (close <close[2] and xobv < xobvf))

isPriceAboveFastLine = (TC > BC and close > baseLineSaved )

priceTradingAboveFastBL = isPriceAboveFastLine and not na(baseLineSaved) and
(close >upper or (close >close[2] and xobv >xobvf))
priceTradingBelowFastBL = not isPriceAboveFastLine and not na(baseLineSaved) and
(close <upper or (close <close[2] and xobv < xobvf))

isPriceAboveMedLine = mTC > mBC and close > mbaseLineSaved

priceTradingAboveMedBL = (isPriceAboveMedLine and not na(mbaseLineSaved)) and
(close >upper or (close >close[2] and xobv >xobvf))
priceTradingBelowMedBL = (not isPriceAboveMedLine and not na(mbaseLineSaved)) and
(close <upper or (close <close[2] and xobv < xobvf))

// Draw condition
bgcolor(showLong and priceTradingAboveBL ? color.new(color.green,80) : na)
bgcolor(showLong and priceTradingBelowBL ? color.new(color.red,80) : na)

bgcolor(showMedium and priceTradingAboveMedBL ? color.new(color.green,80) : na)

bgcolor(showMedium and priceTradingBelowMedBL ? color.new(color.red,80) : na)

bgcolor(showFast and priceTradingAboveFastBL ? color.new(color.green,80) : na)

bgcolor(showFast and priceTradingBelowFastBL ? color.new(color.red,80) : na)

// Track candle pattern tests of baseline (example purposes - needs more conditions
to be actually useful!)
candlePatternBull = priceTradingAboveBL and priceTradingAboveBL[1] and low[1] <
baseLineSaved and close > baseLineSaved
candlePatternBear = priceTradingBelowBL and priceTradingBelowBL[1] and high[1] >
baseLineSaved and close < baseLineSaved
plotshape(candlePatternBull, style=shape.triangleup, color=color.green,
location=location.belowbar)
plotshape(candlePatternBear, style=shape.triangledown, color=color.red)