Know the bearing.
Respect the conditions.

//@version=6
// Konatus RAR 0.3.0 (Range Acceptance & Rejection)
// An experimental implementation of auction-market concepts: established range,
// failed breakout (rejection), sustained breakout (acceptance), and structural
// reward relative to risk.
//
// This is not Patrick Nill's strategy and no edge is claimed. All numerical
// defaults are initial research parameters, not optimised values.
//
// Reliability contract:
//   - every state change and every signal is evaluated on confirmed bars only
//   - no negative plot offsets, no intrabar assumptions, no higher timeframes
//   - boundaries, ATR, tolerance and buffer freeze at range activation
//   - one active range, one completed signal per range
//   - confirmed history does not move when later bars print; a settings change
//     or a data revision can still recalculate it

indicator("Konatus RAR", "Konatus RAR", overlay = true,
     max_bars_back = 500, max_boxes_count = 100, max_lines_count = 500,
     max_labels_count = 500)

//==================================================================== inputs
string G_RANGE = "1. Range identification"
string G_SETUP = "2. Setup windows"
string G_RISK  = "3. Risk and target"
string G_DISP  = "4. Display"
string G_ALERT = "5. Alerts"

iMode      = input.string("Automatic", "Mode", options = ["Automatic", "Manual"], group = G_RANGE,
     tooltip = "Automatic derives the range from recent price. Manual uses the levels below, from a separate profile study.")
iN         = input.int(20, "Formation window (bars)", minval = 5, maxval = 200, group = G_RANGE,
     tooltip = "Initial research parameter. Number of completed candles whose highest high and lowest low define the range.")
iAtrLen    = input.int(14, "ATR length", minval = 2, maxval = 100, group = G_RANGE)
iMaxWidth  = input.float(3.0, "Max range width (x ATR)", minval = 0.5, maxval = 10.0, step = 0.1, group = G_RANGE,
     tooltip = "Initial research parameter. Rejects a formation window wider than this multiple of ATR.")
iTolAtr    = input.float(0.15, "Boundary touch tolerance (x ATR)", minval = 0.01, maxval = 1.0, step = 0.01, group = G_RANGE,
     tooltip = "Initial research parameter. A touch is a high or low within this distance of the boundary.")
iTouches   = input.int(2, "Required touches per boundary", minval = 1, maxval = 10, group = G_RANGE)
iTouchGap  = input.int(3, "Minimum bars between touches", minval = 1, maxval = 20, group = G_RANGE)
iRangeLife = input.int(100, "Automatic range life (bars)", minval = 10, maxval = 2000, group = G_RANGE,
     tooltip = "Initial research parameter. Age at which an automatic range retires. Manual ranges do not age out.")
iManHi     = input.float(0.0, "Manual upper boundary", group = G_RANGE)
iManLo     = input.float(0.0, "Manual lower boundary", group = G_RANGE)
iManTs     = input.time(timestamp("01 Jan 2024 00:00 +0000"), "Manual activation time", group = G_RANGE,
     tooltip = "Manual levels are inert on every bar before this timestamp.")

iBufAtr    = input.float(0.10, "Breakout buffer (x ATR)", minval = 0.0, maxval = 2.0, step = 0.01, group = G_SETUP,
     tooltip = "Initial research parameter. Effective buffer is the larger of one tick and this multiple of frozen ATR.")
iReclaimWin = input.int(3, "Reclaim window after breach (bars)", minval = 0, maxval = 10, group = G_SETUP,
     tooltip = "A breach may reclaim on the same candle or within this many following candles.")
iConfirmWin = input.int(5, "Confirmation window (bars)", minval = 1, maxval = 20, group = G_SETUP,
     tooltip = "Bars allowed after the reclaim or retest candle for the confirmation close.")
iRetestWin  = input.int(5, "Retest window after acceptance (bars)", minval = 1, maxval = 20, group = G_SETUP)

iPivL      = input.int(3, "Pivot left bars", minval = 1, maxval = 50, group = G_RISK,
     tooltip = "Confirmed swing definition. A pivot only becomes eligible after its right-side bars have printed.")
iPivR      = input.int(3, "Pivot right bars", minval = 1, maxval = 50, group = G_RISK)
iStopTicks = input.int(2, "Stop buffer (ticks)", minval = 0, maxval = 100, group = G_RISK)
iMinR      = input.float(2.0, "Minimum R to qualify", minval = 0.1, maxval = 20.0, step = 0.1, group = G_RISK,
     tooltip = "Initial research parameter. Signals below this multiple are still marked, in a muted style.")
iProject   = input.bool(false, "Draw 2R and 3R projection lines", group = G_RISK,
     tooltip = "Projections are labelled as projections and are never used as the structural target.")

iRangeColor = input.color(#FFB300, "Range line color", group = G_DISP)
iRangeWidth = input.int(3, "Range line thickness", minval = 1, maxval = 5, group = G_DISP)
iLevelWidth = input.int(2, "Entry, stop and target thickness", minval = 1, maxval = 5, group = G_DISP)
iLevelBars  = input.int(15, "Entry, stop and target length (bars)", minval = 5, maxval = 100, group = G_DISP)
iTextSize   = input.string("Small", "Text size", options = ["Small", "Normal", "Large"], group = G_DISP)
iShowRangeLbl = input.bool(true, "Range high and low price labels", group = G_DISP)
iShowLbl   = input.bool(true, "Signal labels", group = G_DISP)
iShowLines = input.bool(true, "Entry, stop and target lines", group = G_DISP)
iShowDash  = input.bool(true, "Dashboard", group = G_DISP)
iShowMid   = input.bool(true, "Range midpoint", group = G_DISP)

iShowScore = input.bool(true, "Scoreboard rows in the dashboard", group = G_DISP,
     tooltip = "First touch of stop or target for each valid signal on this chart. Hypothetical fills at the signal close, no costs. A bar touching both counts as the stop.")
iScoreQual = input.bool(true, "Scoreboard counts qualified signals only", group = G_DISP)

string txtSize = iTextSize == "Large" ? size.large : iTextSize == "Normal" ? size.normal : size.small

iAlertQual = input.bool(false, "Alert only when minimum R is met", group = G_ALERT,
     tooltip = "Applies to the four alert conditions and to the Any alert() function call stream.")

//=================================================================== palette
color C_RANGE  = #787b86
color C_FILL   = color.new(iRangeColor, 90)
color C_MID    = color.new(iRangeColor, 30)
color C_BULL   = #26a69a
color C_BEAR   = #ef5350
color C_MUTED  = #787b86
color C_ENTRY  = #b2b5be
color C_STOP   = #ef5350
color C_TARGET = #26a69a
color C_TEXT   = #d1d4dc
color C_BG     = color.new(#131722, 10)
color C_PANEL  = color.new(#131722, 15)

//============================================================== global series
float mintick = syminfo.mintick
float atr     = ta.atr(iAtrLen)
float hhN     = ta.highest(high, iN)[1]
float llN     = ta.lowest(low, iN)[1]
float atrRef  = atr[1]
float ph      = ta.pivothigh(high, iPivL, iPivR)
float pl      = ta.pivotlow(low, iPivL, iPivR)

//=============================================================== state storage
// range state: 0 seeking, 1 active
var int   rstate      = 0
var float rHi         = na
var float rLo         = na
var float rAtr        = na
var float rTol        = na
var float rBuf        = na
var int   rAct        = -1
var int   lastRetire  = -100000
var string lastRetireWhy = ""

// setup state: 0 none, 1 bull rejection awaiting reclaim, 2 bull rejection pending,
// 3 bear rejection awaiting reclaim, 4 bear rejection pending,
// 5 bull acceptance awaiting retest, 6 bull acceptance pending,
// 7 bear acceptance awaiting retest, 8 bear acceptance pending
var int   ss      = 0
var int   pBar    = -1
var int   pExp    = -1
var float exLow   = na
var float exHigh  = na
var float rcHigh  = na
var float rcLow   = na
var bool  accBReady = true
var bool  accSReady = true
var float outHi   = na       // highest high above the range in this excursion
var float outLo   = na       // lowest low below the range in this excursion
var bool  upUsed  = false    // this excursion has already spent its reclaim window
var bool  dnUsed  = false
var bool  signalled = false
var bool  manualDone = false

// pivots confirmed on or before the current bar
var array<float> pivHiPrice = array.new<float>()
var array<int>   pivHiKnown = array.new<int>()
var array<float> pivLoPrice = array.new<float>()
var array<int>   pivLoKnown = array.new<int>()

// signals awaiting first touch of stop or target, and the running score
var array<float> opEntry  = array.new<float>()
var array<float> opStop   = array.new<float>()
var array<float> opTarget = array.new<float>()
var array<float> opRisk   = array.new<float>()
var array<float> opPlanR  = array.new<float>()
var array<bool>  opLong   = array.new<bool>()
var array<bool>  opAcc    = array.new<bool>()
var int   rejWins = 0
var int   rejLoss = 0
var float rejSumR = 0.0
var int   accWins = 0
var int   accLoss = 0
var float accSumR = 0.0

// drawings
var box   rangeBox = na
var line  midLine  = na
var line  hiLine   = na
var line  loLine   = na
var label hiLabel  = na
var label loLabel  = na
var table dash     = na

// per-bar signal: 0 none, 1 bull rejection, 2 bear rejection,
// 3 bull acceptance, 4 bear acceptance
int  emit    = 0
bool nowQual = false

// last completed signal, for the dashboard
var int    lastSigBar  = -1
var string lastSigKind = "none"
var float  lastSigR    = na
var bool   lastSigQual = false
var string lastSigWhy  = ""

//================================================================== utilities
fmtPrice(float p) =>
    na(p) ? "n/a" : str.tostring(p, format.mintick)

calcRisk(float entry, float stop, float target, bool isLong) =>
    float risk = math.abs(entry - stop)
    bool  ok   = true
    string why = ""
    if na(target)
        ok  := false
        why := "No structural target"
    else if isLong and not (stop < entry and entry < target)
        ok  := false
        why := "Invalid price ordering"
    else if not isLong and not (stop > entry and entry > target)
        ok  := false
        why := "Invalid price ordering"
    else if risk <= 0
        ok  := false
        why := "Zero risk"
    float reward = ok ? math.abs(target - entry) : na
    float rmult  = ok ? reward / risk : na
    [ok, risk, reward, rmult, why]

nearestPivot(float entry, bool isLong) =>
    float best = na
    if isLong
        int n = array.size(pivHiPrice)
        if n > 0
            for k = 0 to n - 1
                float p     = array.get(pivHiPrice, k)
                int   known = array.get(pivHiKnown, k)
                if known < bar_index and p > entry
                    best := na(best) ? p : math.min(best, p)
    else
        int m = array.size(pivLoPrice)
        if m > 0
            for k = 0 to m - 1
                float p     = array.get(pivLoPrice, k)
                int   known = array.get(pivLoKnown, k)
                if known < bar_index and p < entry
                    best := na(best) ? p : math.max(best, p)
    best

fmtR(float r) =>
    na(r) ? "R n/a" : str.tostring(r, "#.##") + "R"

fmtScore(int wins, int losses, float sumR) =>
    int n = wins + losses
    n == 0 ? "no resolved signals" : str.tostring(wins) + " target, " + str.tostring(losses) + " stop, " + str.tostring(sumR / n, "+#.##;-#.##") + "R avg"

setupText(string kind, float entry, float stop, float target, float rmult, bool ok, string why, bool compact) =>
    string s = kind
    if not (compact and ok)
        s := s + "\nentry " + fmtPrice(entry) + "\nstop " + fmtPrice(stop) + "\ntarget " + fmtPrice(target)
    s := s + "\n" + fmtR(rmult)
    if not ok
        s := s + "\n" + why
    s

//=================================================== confirmed-bar state machine
if barstate.isconfirmed
    // 1. pivot bookkeeping. ta.pivothigh returns a value only on the bar that
    //    confirms the pivot, which is what keeps the target free of hindsight.
    if not na(ph)
        array.push(pivHiPrice, ph)
        array.push(pivHiKnown, bar_index)
        if array.size(pivHiPrice) > 100
            array.shift(pivHiPrice)
            array.shift(pivHiKnown)
    if not na(pl)
        array.push(pivLoPrice, pl)
        array.push(pivLoKnown, bar_index)
        if array.size(pivLoPrice) > 100
            array.shift(pivLoPrice)
            array.shift(pivLoKnown)

    // 2. score earlier signals first, so a signal cannot score on its own bar.
    //    A bar touching both levels counts as the stop, because the order inside
    //    a bar is unknowable, and a gap through the stop fills at the open.
    int nOpen = array.size(opStop)
    if nOpen > 0
        for k = nOpen - 1 to 0
            bool  tradeLong = array.get(opLong, k)
            float tradeStop = array.get(opStop, k)
            float tradeTgt  = array.get(opTarget, k)
            bool  hitStop   = tradeLong ? low <= tradeStop : high >= tradeStop
            bool  hitTgt    = tradeLong ? high >= tradeTgt : low <= tradeTgt
            if hitStop or hitTgt
                float tradeEntry = array.get(opEntry, k)
                float fillPx = tradeLong ? math.min(open, tradeStop) : math.max(open, tradeStop)
                float moved = tradeLong ? fillPx - tradeEntry : tradeEntry - fillPx
                float gotR = hitStop ? moved / array.get(opRisk, k) : array.get(opPlanR, k)
                if array.get(opAcc, k)
                    accWins := accWins + (hitStop ? 0 : 1)
                    accLoss := accLoss + (hitStop ? 1 : 0)
                    accSumR := accSumR + gotR
                else
                    rejWins := rejWins + (hitStop ? 0 : 1)
                    rejLoss := rejLoss + (hitStop ? 1 : 0)
                    rejSumR := rejSumR + gotR
                array.remove(opEntry, k)
                array.remove(opStop, k)
                array.remove(opTarget, k)
                array.remove(opRisk, k)
                array.remove(opPlanR, k)
                array.remove(opLong, k)
                array.remove(opAcc, k)

    // 3. range activation
    if rstate == 0
        float newHi   = na
        float newLo   = na
        float newAtr  = na
        int   newLeft = bar_index
        if iMode == "Automatic"
            bool fresh = bar_index - lastRetire > iN
            bool ready = bar_index >= iN + iAtrLen and not na(atrRef) and atrRef > 0
            if fresh and ready and close >= llN and close <= hhN
                float tolRef = iTolAtr * atrRef
                int   tHi    = 0
                int   tLo    = 0
                int   lastHi = -1
                int   lastLo = -1
                for k = 1 to iN
                    int off = iN + 1 - k
                    if high[off] >= hhN - tolRef
                        if lastHi < 0 or math.abs(off - lastHi) >= iTouchGap
                            tHi    := tHi + 1
                            lastHi := off
                    if low[off] <= llN + tolRef
                        if lastLo < 0 or math.abs(off - lastLo) >= iTouchGap
                            tLo    := tLo + 1
                            lastLo := off
                bool narrow = hhN - llN <= iMaxWidth * atrRef
                bool both   = tHi >= iTouches and tLo >= iTouches
                if narrow and both and hhN > llN
                    newHi   := hhN
                    newLo   := llN
                    newAtr  := atrRef
                    newLeft := bar_index - iN
        else if not manualDone and iManHi > iManLo and not na(atr) and atr > 0 and time >= iManTs
            manualDone := true
            newHi  := iManHi
            newLo  := iManLo
            newAtr := atr
        if not na(newHi)
            rHi       := newHi
            rLo       := newLo
            rAtr      := newAtr
            rTol      := iTolAtr * newAtr
            rBuf      := math.max(mintick, iBufAtr * newAtr)
            rAct      := bar_index
            rstate    := 1
            ss        := 0
            signalled := false
            accBReady := true
            accSReady := true
            outHi     := na
            outLo     := na
            upUsed    := false
            dnUsed    := false
            rangeBox := box.new(newLeft, rHi, bar_index, rLo,
                 border_color = color.new(iRangeColor, 100), border_width = 0, bgcolor = C_FILL,
                 xloc = xloc.bar_index)
            hiLine := line.new(newLeft, rHi, bar_index, rHi, color = iRangeColor, width = iRangeWidth, xloc = xloc.bar_index)
            loLine := line.new(newLeft, rLo, bar_index, rLo, color = iRangeColor, width = iRangeWidth, xloc = xloc.bar_index)
            hiLabel := na
            loLabel := na
            if iShowRangeLbl
                hiLabel := label.new(bar_index, rHi, "Range high " + fmtPrice(rHi), style = label.style_label_left, color = C_PANEL, textcolor = iRangeColor, size = txtSize)
                loLabel := label.new(bar_index, rLo, "Range low " + fmtPrice(rLo), style = label.style_label_left, color = C_PANEL, textcolor = iRangeColor, size = txtSize)
            if iShowMid
                midLine := line.new(newLeft, (rHi + rLo) / 2, bar_index,
                     (rHi + rLo) / 2, color = C_MID, style = line.style_dotted,
                     xloc = xloc.bar_index)
            else
                midLine := na
            label.new(bar_index, rLo, iMode == "Automatic" ? "range known" : "levels active",
                 style = label.style_label_up, color = C_PANEL, textcolor = C_TEXT, size = txtSize)

    // 4. extend the frozen drawings while the range is live, including the bar
    //    on which it retires
    bool wasLive = rstate == 1
    if rstate == 1 and not na(rangeBox)
        box.set_right(rangeBox, bar_index)
        line.set_x2(hiLine, bar_index)
        line.set_x2(loLine, bar_index)
        if not na(midLine)
            line.set_x2(midLine, bar_index)
        if not na(hiLabel)
            label.set_x(hiLabel, bar_index)
            label.set_x(loLabel, bar_index)

    // 5. evaluation, only after the activation bar
    if rstate == 1 and not na(rHi)
        if iMode == "Automatic" and (bar_index - rAct) > iRangeLife
            rstate        := 0
            ss            := 0
            pBar          := -1
            pExp          := -1
            lastRetire    := bar_index
            lastRetireWhy := "range life exceeded"
        else if bar_index > rAct
            bool breachUp  = high > rHi + rBuf
            bool breachDn  = low < rLo - rBuf
            bool ambiguous = breachUp and breachDn
            bool failUp    = false
            bool failDn    = false

            // excursion tracking: from the first trade beyond a boundary until a
            // bar after a close back inside, whichever setup branch is live, so
            // every rejection stop can clear all of it
            if close[1] < rHi
                outHi := na
            if close[1] > rLo
                outLo := na
            if high > rHi
                outHi := na(outHi) ? high : math.max(outHi, high)
            if low < rLo
                outLo := na(outLo) ? low : math.min(outLo, low)

            // latches: a fresh two-close sequence is required after price returns
            // to the boundary, and one excursion gets one reclaim window
            if close <= rHi + rBuf
                accBReady := true
            if close >= rLo - rBuf
                accSReady := true
            if close <= rHi
                upUsed := false
            if close >= rLo
                dnUsed := false

            // 5a. pending setup transitions, highest priority first
            if ambiguous
                if ss != 0
                    ss   := 0
                    pBar := -1
                    pExp := -1
            else if ss == 1
                exLow := outLo
                if close > rHi
                    ss := 0
                else if close >= rLo and close <= rHi and bar_index - pBar <= iReclaimWin
                    rcHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 2
                else if bar_index - pBar > iReclaimWin
                    ss := 0
            else if ss == 2
                if low < exLow
                    ss := 0
                else if close > rHi
                    ss := 0
                else if close > rcHigh and close >= rLo and bar_index <= pExp
                    emit := 1
                else if bar_index > pExp
                    ss := 0
            else if ss == 3
                exHigh := outHi
                if close < rLo
                    ss := 0
                else if close >= rLo and close <= rHi and bar_index - pBar <= iReclaimWin
                    rcLow := low
                    pBar  := bar_index
                    pExp  := bar_index + iConfirmWin
                    ss    := 4
                else if bar_index - pBar > iReclaimWin
                    ss := 0
            else if ss == 4
                if high > exHigh
                    ss := 0
                else if close < rLo
                    ss := 0
                else if close < rcLow and close <= rHi and bar_index <= pExp
                    emit := 2
                else if bar_index > pExp
                    ss := 0
            else if ss == 5
                if close < rHi
                    ss := 0
                    failUp := close >= rLo
                else if low <= rHi + rTol and close >= rHi and bar_index <= pExp
                    rcHigh := high
                    exLow  := low
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 6
                else if bar_index > pExp
                    ss := 0
            else if ss == 6
                exLow := math.min(exLow, low)
                if close < rHi
                    ss := 0
                    failUp := close >= rLo
                else if close > rcHigh and bar_index <= pExp
                    emit := 3
                else if bar_index > pExp
                    ss := 0
            else if ss == 7
                if close > rLo
                    ss := 0
                    failDn := close <= rHi
                else if high >= rLo - rTol and close <= rLo and bar_index <= pExp
                    rcLow  := low
                    exHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 8
                else if bar_index > pExp
                    ss := 0
            else if ss == 8
                exHigh := math.max(exHigh, high)
                if close > rLo
                    ss := 0
                    failDn := close <= rHi
                else if close < rcLow and bar_index <= pExp
                    emit := 4
                else if bar_index > pExp
                    ss := 0

            // 5b. a completed setup is measured, drawn and alerted once, here.
            //     It retires the range, including a structural failure.
            if emit != 0
                bool  isLong = emit == 1 or emit == 3
                bool  isAcc  = emit >= 3
                string kind  = (isLong ? "Bull " : "Bear ") + (isAcc ? "acceptance" : "rejection")
                float entryPx  = math.round_to_mintick(close)
                float stopPx   = math.round_to_mintick(isLong ? exLow - iStopTicks * mintick : exHigh + iStopTicks * mintick)
                float targetPx = math.round_to_mintick(isAcc ? nearestPivot(close, isLong) : (isLong ? rHi : rLo))
                [ok, risk, rew, rm, whyBad] = calcRisk(entryPx, stopPx, targetPx, isLong)
                nowQual := ok and rm >= iMinR
                lastSigBar  := bar_index
                lastSigKind := str.lower(kind)
                lastSigR    := rm
                lastSigQual := nowQual
                lastSigWhy  := ok and not nowQual ? "below minimum R" : whyBad
                if ok and (nowQual or not iScoreQual)
                    array.push(opEntry, entryPx)
                    array.push(opStop, stopPx)
                    array.push(opTarget, targetPx)
                    array.push(opRisk, risk)
                    array.push(opPlanR, rm)
                    array.push(opLong, isLong)
                    array.push(opAcc, isAcc)
                if iShowLines and ok
                    int levelEnd = bar_index + iLevelBars
                    line.new(bar_index, entryPx, levelEnd, entryPx, color = C_ENTRY, width = iLevelWidth)
                    line.new(bar_index, stopPx, levelEnd, stopPx, color = C_STOP, width = iLevelWidth)
                    line.new(bar_index, targetPx, levelEnd, targetPx, color = C_TARGET, width = iLevelWidth)
                    label.new(levelEnd, entryPx, "Entry " + fmtPrice(entryPx), style = label.style_label_left, color = C_PANEL, textcolor = C_ENTRY, size = txtSize)
                    label.new(levelEnd, stopPx, "Stop " + fmtPrice(stopPx), style = label.style_label_left, color = C_PANEL, textcolor = C_STOP, size = txtSize)
                    label.new(levelEnd, targetPx, "Target " + fmtPrice(targetPx), style = label.style_label_left, color = C_PANEL, textcolor = C_TARGET, size = txtSize)
                if iProject and isAcc and risk > 0
                    float dir = isLong ? 1.0 : -1.0
                    line.new(bar_index, entryPx + dir * 2 * risk, bar_index + 12, entryPx + dir * 2 * risk, color = color.new(C_TARGET, 60), style = line.style_dashed)
                    line.new(bar_index, entryPx + dir * 3 * risk, bar_index + 12, entryPx + dir * 3 * risk, color = color.new(C_TARGET, 60), style = line.style_dashed)
                    label.new(bar_index + 12, entryPx + dir * 2 * risk, "2R projection", style = label.style_label_left, color = C_PANEL, textcolor = C_TEXT, size = txtSize)
                    label.new(bar_index + 12, entryPx + dir * 3 * risk, "3R projection", style = label.style_label_left, color = C_PANEL, textcolor = C_TEXT, size = txtSize)
                if iShowLbl
                    label.new(bar_index, isLong ? low - 0.6 * rAtr : high + 0.6 * rAtr,
                         setupText(kind, entryPx, stopPx, targetPx, rm, ok, whyBad, iShowLines) + (ok and not nowQual ? "\nbelow minimum R" : ""),
                         style = isLong ? label.style_label_up : label.style_label_down,
                         color = C_PANEL, textcolor = isLong ? C_BULL : C_BEAR, size = txtSize)
                if nowQual or not iAlertQual
                    alert(kind + " | " + syminfo.ticker + " " + timeframe.period +
                         " | entry " + fmtPrice(entryPx) + " | stop " + fmtPrice(stopPx) +
                         " | target " + fmtPrice(targetPx) + " | " + fmtR(rm) +
                         " | " + (nowQual ? "qualified" : lastSigWhy),
                         alert.freq_once_per_bar_close)
                ss := 0
                signalled := true
                rstate := 0
                lastRetire := bar_index
                lastRetireWhy := "signal complete"

            // 5c. a close back inside after sustained closes beyond is the failed
            //     breakout this indicator exists to mark. It arms the opposite
            //     rejection whether or not the failing bar pokes through on its
            //     own, with the whole excursion behind the stop.
            if failUp
                ss     := 4
                exHigh := outHi
                rcLow  := low
                pBar   := bar_index
                pExp   := bar_index + iConfirmWin
            else if failDn
                ss     := 2
                exLow  := outLo
                rcHigh := high
                pBar   := bar_index
                pExp   := bar_index + iConfirmWin

            // 5d. acceptance arming outranks rejection initiation. Both closes
            //     must fall after the activation bar, and an ambiguous bar cannot arm.
            if not signalled and not ambiguous and bar_index - rAct >= 2
                if accBReady and close > rHi + rBuf and close[1] > rHi + rBuf and ss != 5 and ss != 6
                    ss     := 5
                    pBar   := bar_index
                    pExp   := bar_index + iRetestWin
                    accBReady := false
                    upUsed := true
                else if accSReady and close < rLo - rBuf and close[1] < rLo - rBuf and ss != 7 and ss != 8
                    ss     := 7
                    pBar   := bar_index
                    pExp   := bar_index + iRetestWin
                    accSReady := false
                    dnUsed := true

            // 5e. rejection initiation, only when flat and unambiguous. A same-bar
            //     reclaim is always a new event; a WAIT phase is not.
            if ss == 0 and not signalled and not ambiguous
                if breachDn and close >= rLo and close <= rHi
                    ss     := 2
                    exLow  := outLo
                    rcHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                else if breachDn and close < rLo and not dnUsed
                    ss     := 1
                    exLow  := outLo
                    dnUsed := true
                    pBar   := bar_index
                else if breachUp and close >= rLo and close <= rHi
                    ss     := 4
                    exHigh := outHi
                    rcLow  := low
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                else if breachUp and close > rHi and not upUsed
                    ss     := 3
                    exHigh := outHi
                    upUsed := true
                    pBar   := bar_index

    // 6. a retired range fades, so the live range is the one that stands out
    if wasLive and rstate == 0
        color faded = color.new(iRangeColor, 65)
        line.set_color(hiLine, faded)
        line.set_color(loLine, faded)
        line.set_width(hiLine, 1)
        line.set_width(loLine, 1)
        box.set_bgcolor(rangeBox, color.new(iRangeColor, 96))
        if not na(hiLabel)
            label.set_textcolor(hiLabel, faded)
            label.set_textcolor(loLabel, faded)

//===================================================================== plots
// Qualified signals are triangles, unqualified signals are small muted circles.
// The marker is always printed: the minimum-R filter never erases a setup.
plotshape(emit == 1 and nowQual, "Bull rejection (qualified)", shape.triangleup, location.belowbar, C_BULL, text = "R", textcolor = C_BULL, size = size.normal)
plotshape(emit == 1 and not nowQual, "Bull rejection (below min R)", shape.circle, location.belowbar, color.new(C_MUTED, 30), text = "R", textcolor = C_MUTED, size = size.small)
plotshape(emit == 2 and nowQual, "Bear rejection (qualified)", shape.triangledown, location.abovebar, C_BEAR, text = "R", textcolor = C_BEAR, size = size.normal)
plotshape(emit == 2 and not nowQual, "Bear rejection (below min R)", shape.circle, location.abovebar, color.new(C_MUTED, 30), text = "R", textcolor = C_MUTED, size = size.small)
plotshape(emit == 3 and nowQual, "Bull acceptance (qualified)", shape.triangleup, location.belowbar, C_BULL, text = "A", textcolor = C_BULL, size = size.normal)
plotshape(emit == 3 and not nowQual, "Bull acceptance (below min R)", shape.circle, location.belowbar, color.new(C_MUTED, 30), text = "A", textcolor = C_MUTED, size = size.small)
plotshape(emit == 4 and nowQual, "Bear acceptance (qualified)", shape.triangledown, location.abovebar, C_BEAR, text = "A", textcolor = C_BEAR, size = size.normal)
plotshape(emit == 4 and not nowQual, "Bear acceptance (below min R)", shape.circle, location.abovebar, color.new(C_MUTED, 30), text = "A", textcolor = C_MUTED, size = size.small)

//==================================================================== alerts
bool gate = not iAlertQual or nowQual
alertcondition(emit == 1 and gate, "Bullish rejection", "Bullish rejection | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 2 and gate, "Bearish rejection", "Bearish rejection | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 3 and gate, "Bullish acceptance", "Bullish acceptance | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 4 and gate, "Bearish acceptance", "Bearish acceptance | {{ticker}} | {{interval}} | close {{close}}")

//================================================================= dashboard
if iShowDash and barstate.islast
    if na(dash)
        dash := table.new(position.top_right, 2, 10, bgcolor = C_BG,
             frame_color = color.new(C_RANGE, 60), frame_width = 1,
             border_color = color.new(C_RANGE, 70), border_width = 1)
    string stat = "seeking"
    if rstate == 1
        stat := "active"
    else if iMode == "Manual"
        stat := manualDone ? "spent, set new levels" : "waiting for activation"
    else if lastRetire > 0 and bar_index - lastRetire <= iN
        stat := "cooldown, " + lastRetireWhy
    string rng = "none"
    if rstate == 1
        rng := fmtPrice(rLo) + " - " + fmtPrice(rHi)
    else if iMode == "Manual" and iManHi <= iManLo
        rng := "manual levels invalid"
    string pend = "bear acc, awaiting close"
    if ss == 0
        pend := "none"
    else if ss == 1
        pend := "bull rej, awaiting reclaim"
    else if ss == 2
        pend := "bull rej, awaiting close"
    else if ss == 3
        pend := "bear rej, awaiting reclaim"
    else if ss == 4
        pend := "bear rej, awaiting close"
    else if ss == 5
        pend := "bull acc, awaiting retest"
    else if ss == 6
        pend := "bull acc, awaiting close"
    else if ss == 7
        pend := "bear acc, awaiting retest"
    string sig = "none"
    string note = "-"
    if lastSigBar >= 0
        sig  := lastSigKind + " " + fmtR(lastSigR)
        note := lastSigQual ? "qualified" : lastSigWhy
    table.cell(dash, 0, 0, "Konatus RAR", text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 1, 0, iMode, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 1, "state", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 1, stat, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 2, "range", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 2, rng, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 3, "frozen ATR", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 3, rstate != 1 ? "-" : str.tostring(rAtr, format.mintick), text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 4, "pending", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 4, pend, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 5, "last signal", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 5, sig, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 6, "note", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 6, note, text_color = C_TEXT, text_size = txtSize)
    if iShowScore
        string scope = (iScoreQual ? "qualified" : "all valid") + ", no costs, " + str.tostring(array.size(opStop)) + " open"
        table.cell(dash, 0, 7, "rejection score", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 7, fmtScore(rejWins, rejLoss, rejSumR), text_color = C_TEXT, text_size = txtSize)
        table.cell(dash, 0, 8, "acceptance score", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 8, fmtScore(accWins, accLoss, accSumR), text_color = C_TEXT, text_size = txtSize)
        table.cell(dash, 0, 9, "score scope", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 9, scope, text_color = C_TEXT, text_size = txtSize)

//@version=6
// Konatus Spectrum + RAR 0.2.0 | kuttystauder.com
// Generated by build_combined.py from Konatus Spectrum and Konatus RAR 0.3.0.
//
// Two jobs on one chart. The ribbon describes the trend. RAR marks what price did
// at a range. Spectrum grades each RAR signal and never decides it: the same signals,
// stops and targets print as in Konatus RAR, every one marked.
//
// A test written before its results were seen found that the grade did not separate
// outcomes (With and Against both about -0.06R per signal before costs, on about
// 2,200 signals). The grade is context, not an edge. Scores are not probabilities.
//
// Plot budget: 20 plots x 2 counts + 19 series fills + 4 alertconditions = 63 of 64.
// Research prototype: not yet run on a live TradingView chart.
indicator("Konatus Spectrum + RAR", shorttitle="KS + RAR", overlay=true, max_bars_back=1500,
     max_boxes_count=100, max_lines_count=200, max_labels_count=500)

string comboGroup = "Combination"
bool iRecede = input.bool(true, "Ribbon recedes while a range is live", group=comboGroup, tooltip="Dims the ribbon so the range and its levels read first. Display only.")
string iAlertGrade = input.string("All grades", "RAR alerts by Spectrum grade", options=["All grades", "Exclude against trend", "With trend only"], group=comboGroup, tooltip="Markers are never hidden. The published test found no outcome difference between grades, so narrowing this has no shown benefit.")
bool iSpectrumAlerts = input.bool(true, "Spectrum events in the alert() stream", group=comboGroup, tooltip="Trend established, recovery and fracturing, delivered through Any alert() function call. Spectrum's four alert conditions would exceed the plot budget.")

string engineGroup = "Adaptive engine"
string preset = input.string("Balanced", "Intraday sensitivity", options=["Fast", "Balanced", "Patient"], group=engineGroup)
float adaptiveShare = input.float(0.65, "Adaptive weight", minval=0.10, maxval=0.90, step=0.05, group=engineGroup, tooltip="Split between KAMA and FRAMA. Remaining weight is split between Hull and EMA. Higher is not necessarily better.")
int slopeBars = input.int(3, "Slope lookback", minval=1, maxval=10, group=engineGroup)
float slopeFloor = input.float(0.01, "Neutral slope (ATR per bar)", minval=0.0, maxval=0.10, step=0.005, group=engineGroup)
int confirmationBars = input.int(2, "Closed bars to confirm / invalidate", minval=1, maxval=5, group=engineGroup)
int recoveryBars = input.int(2, "Supportive closes for recovery", minval=1, maxval=5, group=engineGroup)
float pullbackDeadband = input.float(0.10, "Pullback momentum deadband", minval=0.01, maxval=0.50, step=0.01, group=engineGroup, tooltip="Eight-bar price change divided by ATR × sqrt(8). A pullback needs opposing momentum beyond this threshold or opposing fast slopes. Recovery needs supportive momentum and full trend evidence.")
string visualGroup = "Appearance"
bool showFill = input.bool(true, "Fill between strands", group=visualGroup)
int ribbonWidth = input.int(2, "Strand thickness", minval=1, maxval=3, group=visualGroup)


string G_RANGE = "1. Range identification"
string G_SETUP = "2. Setup windows"
string G_RISK  = "3. Risk and target"
string G_DISP  = "4. Display"
string G_ALERT = "5. Alerts"

iMode      = input.string("Automatic", "Mode", options = ["Automatic", "Manual"], group = G_RANGE,
     tooltip = "Automatic derives the range from recent price. Manual uses the levels below, from a separate profile study.")
iN         = input.int(20, "Formation window (bars)", minval = 5, maxval = 200, group = G_RANGE,
     tooltip = "Initial research parameter. Number of completed candles whose highest high and lowest low define the range.")
iAtrLen    = input.int(14, "ATR length", minval = 2, maxval = 100, group = G_RANGE)
iMaxWidth  = input.float(3.0, "Max range width (x ATR)", minval = 0.5, maxval = 10.0, step = 0.1, group = G_RANGE,
     tooltip = "Initial research parameter. Rejects a formation window wider than this multiple of ATR.")
iTolAtr    = input.float(0.15, "Boundary touch tolerance (x ATR)", minval = 0.01, maxval = 1.0, step = 0.01, group = G_RANGE,
     tooltip = "Initial research parameter. A touch is a high or low within this distance of the boundary.")
iTouches   = input.int(2, "Required touches per boundary", minval = 1, maxval = 10, group = G_RANGE)
iTouchGap  = input.int(3, "Minimum bars between touches", minval = 1, maxval = 20, group = G_RANGE)
iRangeLife = input.int(100, "Automatic range life (bars)", minval = 10, maxval = 2000, group = G_RANGE,
     tooltip = "Initial research parameter. Age at which an automatic range retires. Manual ranges do not age out.")
iManHi     = input.float(0.0, "Manual upper boundary", group = G_RANGE)
iManLo     = input.float(0.0, "Manual lower boundary", group = G_RANGE)
iManTs     = input.time(timestamp("01 Jan 2024 00:00 +0000"), "Manual activation time", group = G_RANGE,
     tooltip = "Manual levels are inert on every bar before this timestamp.")

iBufAtr    = input.float(0.10, "Breakout buffer (x ATR)", minval = 0.0, maxval = 2.0, step = 0.01, group = G_SETUP,
     tooltip = "Initial research parameter. Effective buffer is the larger of one tick and this multiple of frozen ATR.")
iReclaimWin = input.int(3, "Reclaim window after breach (bars)", minval = 0, maxval = 10, group = G_SETUP,
     tooltip = "A breach may reclaim on the same candle or within this many following candles.")
iConfirmWin = input.int(5, "Confirmation window (bars)", minval = 1, maxval = 20, group = G_SETUP,
     tooltip = "Bars allowed after the reclaim or retest candle for the confirmation close.")
iRetestWin  = input.int(5, "Retest window after acceptance (bars)", minval = 1, maxval = 20, group = G_SETUP)

iPivL      = input.int(3, "Pivot left bars", minval = 1, maxval = 50, group = G_RISK,
     tooltip = "Confirmed swing definition. A pivot only becomes eligible after its right-side bars have printed.")
iPivR      = input.int(3, "Pivot right bars", minval = 1, maxval = 50, group = G_RISK)
iStopTicks = input.int(2, "Stop buffer (ticks)", minval = 0, maxval = 100, group = G_RISK)
iMinR      = input.float(2.0, "Minimum R to qualify", minval = 0.1, maxval = 20.0, step = 0.1, group = G_RISK,
     tooltip = "Initial research parameter. Signals below this multiple are still marked, in a muted style.")
iProject   = input.bool(false, "Draw 2R and 3R projection lines", group = G_RISK,
     tooltip = "Projections are labelled as projections and are never used as the structural target.")

iRangeColor = input.color(#FFB300, "Range line color", group = G_DISP)
iRangeWidth = input.int(3, "Range line thickness", minval = 1, maxval = 5, group = G_DISP)
iLevelWidth = input.int(2, "Entry, stop and target thickness", minval = 1, maxval = 5, group = G_DISP)
iLevelBars  = input.int(15, "Entry, stop and target length (bars)", minval = 5, maxval = 100, group = G_DISP)
iTextSize   = input.string("Small", "Text size", options = ["Small", "Normal", "Large"], group = G_DISP)
iShowRangeLbl = input.bool(true, "Range high and low price labels", group = G_DISP)
iShowLbl   = input.bool(true, "Signal labels", group = G_DISP)
iShowLines = input.bool(true, "Entry, stop and target lines", group = G_DISP)
iShowDash  = input.bool(true, "Dashboard", group = G_DISP)
iShowMid   = input.bool(true, "Range midpoint", group = G_DISP)

iShowScore = input.bool(true, "Scoreboard rows in the dashboard", group = G_DISP,
     tooltip = "First touch of stop or target for each valid signal on this chart. Hypothetical fills at the signal close, no costs. A bar touching both counts as the stop.")
iScoreQual = input.bool(false, "Scoreboard counts qualified signals only", group = G_DISP)

string txtSize = iTextSize == "Large" ? size.large : iTextSize == "Normal" ? size.normal : size.small

iAlertQual = input.bool(false, "Alert only when minimum R is met", group = G_ALERT,
     tooltip = "Applies to the four alert conditions and to the Any alert() function call stream.")


int startLength = preset == "Fast" ? 4 : preset == "Patient" ? 12 : 8
int stride = preset == "Fast" ? 2 : preset == "Patient" ? 6 : 4
int longestLength = startLength + stride * 59
float atr = ta.atr(14)
float unit = math.max(nz(atr, syminfo.mintick), syminfo.mintick)

f_clip(float value, float lo, float hi) =>
    math.max(lo, math.min(hi, value))

f_efficiency(simple int n) =>
    float travel = math.sum(math.abs(ta.change(close)), n)
    not na(close[n]) and travel > 0 ? f_clip(math.abs(close - close[n]) / travel, 0.0, 1.0) : 0.0

f_vote(float value, float scale) =>
    float delta = value - value[slopeBars]
    float threshold = scale * slopeFloor * slopeBars
    na(delta) ? 0.0 : delta > threshold ? 1.0 : delta < -threshold ? -1.0 : 0.0

// Each written call owns separate history. Do not move f_bank into a loop.
f_bank(simple int n, float scale) =>
    float er = f_efficiency(n)
    float ka = math.pow(er * (2.0 / 3.0 - 2.0 / 31.0) + 2.0 / 31.0, 2)
    var float kama = na
    kama := na(kama[1]) ? close : kama[1] + ka * (close - kama[1])

    int half = int(n / 2)
    float recentHigh = ta.highest(high, half)
    float recentLow = ta.lowest(low, half)
    float recentRange = recentHigh - recentLow
    float olderRange = recentHigh[half] - recentLow[half]
    float wholeRange = ta.highest(high, n) - ta.lowest(low, n)
    float fa = 0.01
    if bar_index >= n - 1 and wholeRange > 0
        float rangeSum = recentRange + olderRange
        float dimension = rangeSum > 0 ? math.log(2.0 * rangeSum / wholeRange) / math.log(2.0) : 1.0
        fa := f_clip(math.exp(-4.6 * (dimension - 1.0)), 0.01, 1.0)
    var float frama = na
    frama := na(frama[1]) ? close : frama[1] + fa * (close - frama[1])

    // Explicit integer convention: even half length, rounded square-root length.
    float hull = ta.wma(2.0 * ta.wma(close, half) - ta.wma(close, n), int(math.round(math.sqrt(n))))
    float ema = ta.ema(close, n)
    float blend = adaptiveShare * (kama + frama) / 2.0 + (1.0 - adaptiveShare) * (hull + ema) / 2.0
    float votes = adaptiveShare * (f_vote(kama, scale) + f_vote(frama, scale)) / 2.0 + (1.0 - adaptiveShare) * (f_vote(hull, scale) + f_vote(ema, scale)) / 2.0
    [blend, votes]

// BEGIN GENERATED HORIZONS
[b00, v00] = f_bank(startLength + stride * 0, unit)
[b01, v01] = f_bank(startLength + stride * 1, unit)
[b02, v02] = f_bank(startLength + stride * 2, unit)
[b03, v03] = f_bank(startLength + stride * 3, unit)
[b04, v04] = f_bank(startLength + stride * 4, unit)
[b05, v05] = f_bank(startLength + stride * 5, unit)
[b06, v06] = f_bank(startLength + stride * 6, unit)
[b07, v07] = f_bank(startLength + stride * 7, unit)
[b08, v08] = f_bank(startLength + stride * 8, unit)
[b09, v09] = f_bank(startLength + stride * 9, unit)
[b10, v10] = f_bank(startLength + stride * 10, unit)
[b11, v11] = f_bank(startLength + stride * 11, unit)
[b12, v12] = f_bank(startLength + stride * 12, unit)
[b13, v13] = f_bank(startLength + stride * 13, unit)
[b14, v14] = f_bank(startLength + stride * 14, unit)
[b15, v15] = f_bank(startLength + stride * 15, unit)
[b16, v16] = f_bank(startLength + stride * 16, unit)
[b17, v17] = f_bank(startLength + stride * 17, unit)
[b18, v18] = f_bank(startLength + stride * 18, unit)
[b19, v19] = f_bank(startLength + stride * 19, unit)
[b20, v20] = f_bank(startLength + stride * 20, unit)
[b21, v21] = f_bank(startLength + stride * 21, unit)
[b22, v22] = f_bank(startLength + stride * 22, unit)
[b23, v23] = f_bank(startLength + stride * 23, unit)
[b24, v24] = f_bank(startLength + stride * 24, unit)
[b25, v25] = f_bank(startLength + stride * 25, unit)
[b26, v26] = f_bank(startLength + stride * 26, unit)
[b27, v27] = f_bank(startLength + stride * 27, unit)
[b28, v28] = f_bank(startLength + stride * 28, unit)
[b29, v29] = f_bank(startLength + stride * 29, unit)
[b30, v30] = f_bank(startLength + stride * 30, unit)
[b31, v31] = f_bank(startLength + stride * 31, unit)
[b32, v32] = f_bank(startLength + stride * 32, unit)
[b33, v33] = f_bank(startLength + stride * 33, unit)
[b34, v34] = f_bank(startLength + stride * 34, unit)
[b35, v35] = f_bank(startLength + stride * 35, unit)
[b36, v36] = f_bank(startLength + stride * 36, unit)
[b37, v37] = f_bank(startLength + stride * 37, unit)
[b38, v38] = f_bank(startLength + stride * 38, unit)
[b39, v39] = f_bank(startLength + stride * 39, unit)
[b40, v40] = f_bank(startLength + stride * 40, unit)
[b41, v41] = f_bank(startLength + stride * 41, unit)
[b42, v42] = f_bank(startLength + stride * 42, unit)
[b43, v43] = f_bank(startLength + stride * 43, unit)
[b44, v44] = f_bank(startLength + stride * 44, unit)
[b45, v45] = f_bank(startLength + stride * 45, unit)
[b46, v46] = f_bank(startLength + stride * 46, unit)
[b47, v47] = f_bank(startLength + stride * 47, unit)
[b48, v48] = f_bank(startLength + stride * 48, unit)
[b49, v49] = f_bank(startLength + stride * 49, unit)
[b50, v50] = f_bank(startLength + stride * 50, unit)
[b51, v51] = f_bank(startLength + stride * 51, unit)
[b52, v52] = f_bank(startLength + stride * 52, unit)
[b53, v53] = f_bank(startLength + stride * 53, unit)
[b54, v54] = f_bank(startLength + stride * 54, unit)
[b55, v55] = f_bank(startLength + stride * 55, unit)
[b56, v56] = f_bank(startLength + stride * 56, unit)
[b57, v57] = f_bank(startLength + stride * 57, unit)
[b58, v58] = f_bank(startLength + stride * 58, unit)
[b59, v59] = f_bank(startLength + stride * 59, unit)

float s00 = (b00 + b01 + b02) / 3.0
float a00 = (v00 + v01 + v02) / 3.0
float s01 = (b03 + b04 + b05) / 3.0
float a01 = (v03 + v04 + v05) / 3.0
float s02 = (b06 + b07 + b08) / 3.0
float a02 = (v06 + v07 + v08) / 3.0
float s03 = (b09 + b10 + b11) / 3.0
float a03 = (v09 + v10 + v11) / 3.0
float s04 = (b12 + b13 + b14) / 3.0
float a04 = (v12 + v13 + v14) / 3.0
float s05 = (b15 + b16 + b17) / 3.0
float a05 = (v15 + v16 + v17) / 3.0
float s06 = (b18 + b19 + b20) / 3.0
float a06 = (v18 + v19 + v20) / 3.0
float s07 = (b21 + b22 + b23) / 3.0
float a07 = (v21 + v22 + v23) / 3.0
float s08 = (b24 + b25 + b26) / 3.0
float a08 = (v24 + v25 + v26) / 3.0
float s09 = (b27 + b28 + b29) / 3.0
float a09 = (v27 + v28 + v29) / 3.0
float s10 = (b30 + b31 + b32) / 3.0
float a10 = (v30 + v31 + v32) / 3.0
float s11 = (b33 + b34 + b35) / 3.0
float a11 = (v33 + v34 + v35) / 3.0
float s12 = (b36 + b37 + b38) / 3.0
float a12 = (v36 + v37 + v38) / 3.0
float s13 = (b39 + b40 + b41) / 3.0
float a13 = (v39 + v40 + v41) / 3.0
float s14 = (b42 + b43 + b44) / 3.0
float a14 = (v42 + v43 + v44) / 3.0
float s15 = (b45 + b46 + b47) / 3.0
float a15 = (v45 + v46 + v47) / 3.0
float s16 = (b48 + b49 + b50) / 3.0
float a16 = (v48 + v49 + v50) / 3.0
float s17 = (b51 + b52 + b53) / 3.0
float a17 = (v51 + v52 + v53) / 3.0
float s18 = (b54 + b55 + b56) / 3.0
float a18 = (v54 + v55 + v56) / 3.0
float s19 = (b57 + b58 + b59) / 3.0
float a19 = (v57 + v58 + v59) / 3.0
array<float> strands = array.from(s00, s01, s02, s03, s04, s05, s06, s07, s08, s09, s10, s11, s12, s13, s14, s15, s16, s17, s18, s19)
array<float> votes = array.from(a00, a01, a02, a03, a04, a05, a06, a07, a08, a09, a10, a11, a12, a13, a14, a15, a16, a17, a18, a19)
// END GENERATED HORIZONS

float broadVote = array.avg(votes)
float fastVote = 0.0
float slowVote = 0.0
float orderVote = 0.0
for i = 0 to 19
    if i < 7
        fastVote += array.get(votes, i) / 7.0
    if i >= 13
        slowVote += array.get(votes, i) / 7.0
    if i < 19
        float spacing = array.get(strands, i) - array.get(strands, i + 1)
        orderVote += (spacing > unit * 0.01 ? 1.0 : spacing < -unit * 0.01 ? -1.0 : 0.0) / 19.0

f_roc(simple int n) =>
    not na(close[n]) and close[n] != 0 ? 100.0 * (close - close[n]) / math.abs(close[n]) : 0.0

float roc8 = f_roc(8)
float roc21 = f_roc(21)
float roc55 = f_roc(55)
float fastMove = (close - close[8]) / (unit * math.sqrt(8.0))
float atrPercent = 100.0 * unit / math.max(math.abs(close), syminfo.mintick)
float momentum = (f_clip(roc8 / (atrPercent * math.sqrt(8.0)), -1.0, 1.0) + f_clip(roc21 / (atrPercent * math.sqrt(21.0)), -1.0, 1.0) + f_clip(roc55 / (atrPercent * math.sqrt(55.0)), -1.0, 1.0)) / 3.0
float efficiency = f_efficiency(21)
float spread = (array.max(strands) - array.min(strands)) / unit
float meanSpread = ta.sma(spread, 100)
bool compressed = spread < 0.40 or (not na(meanSpread) and spread < meanSpread * 0.65)
float smoothSpread = ta.ema(spread, 5)
float spreadChange = (smoothSpread - smoothSpread[3]) / 3.0
string widthMotion = spreadChange > 0.01 ? "Expanding" : spreadChange < -0.01 ? "Contracting" : "Steady"
bool ready = bar_index >= longestLength * 3 and not na(s19) and not na(atr) and not na(meanSpread)

// State and dashboard evidence are committed only when the bar closes.
var int direction = 0
var int pending = 0
var int streak = 0
var int weakBars = 0
var bool inPullback = false
var int recoveryStreak = 0
var string state = "Warming up"
var string health = "Warming up"
var string closedStructure = "Warming up"
var float closedAgreement = na
var float closedMomentum = na
var float closedSpread = na
var float closedEfficiency = na
if barstate.isconfirmed
    if not ready
        direction := 0
        pending := 0
        streak := 0
        weakBars := 0
        inPullback := false
        recoveryStreak := 0
        state := "Warming up"
        health := "Warming up"
        closedStructure := "Warming up"
        closedAgreement := na
        closedMomentum := na
        closedSpread := na
        closedEfficiency := na
    else
        int previousDirection = direction
        int candidate = 0
        if slowVote >= 0.50 and broadVote >= 0.35 and orderVote >= 0.20 and momentum > 0.10 and efficiency >= 0.20
            candidate := 1
        else if slowVote <= -0.50 and broadVote <= -0.35 and orderVote <= -0.20 and momentum < -0.10 and efficiency >= 0.20
            candidate := -1
        streak := candidate != 0 and candidate == pending ? streak + 1 : candidate != 0 ? 1 : 0
        pending := candidate
        bool weak = direction != 0 and slowVote * direction < 0.15
        weakBars := weak ? weakBars + 1 : 0
        if weakBars >= confirmationBars
            direction := 0
            weakBars := 0
        if candidate != 0 and streak >= confirmationBars
            direction := candidate
            weakBars := 0
        if direction == 0 or direction != previousDirection
            inPullback := false
            recoveryStreak := 0
        if direction == 0
            health := "Unestablished"
        else if slowVote * direction < 0.35
            health := "Weakening"
        else if compressed or efficiency < 0.20
            health := "Stalled"
        else
            health := candidate == direction ? "Strong" : "Weakening"
        if direction != 0
            if slowVote * direction < 0.35
                inPullback := false
                recoveryStreak := 0
                state := "Fracturing"
            else
                bool adverse = fastVote * direction < -0.10 or fastMove * direction < -pullbackDeadband
                bool supportive = fastVote * direction >= 0.10 and fastMove * direction > pullbackDeadband and health == "Strong"
                if adverse
                    inPullback := true
                recoveryStreak := inPullback and supportive ? recoveryStreak + 1 : 0
                if recoveryStreak >= recoveryBars
                    inPullback := false
                    recoveryStreak := 0
                state := inPullback ? "Pullback" : health == "Strong" ? "Trending" : health
        else
            state := compressed ? "Compression" : math.abs(fastVote) >= 0.40 and fastVote * fastMove > 0 and efficiency >= 0.20 ? "Building" : "Mixed"
        closedAgreement := broadVote * 100.0
        closedMomentum := momentum * 100.0
        closedSpread := spread
        closedEfficiency := efficiency * 100.0
        closedStructure := (compressed ? "Compressed · " : "") + widthMotion

bool eventGate = barstate.isconfirmed and ready and ready[1]
bool bullEvent = eventGate and direction == 1 and direction[1] != 1
bool bearEvent = eventGate and direction == -1 and direction[1] != -1
bool recoveryEvent = eventGate and direction != 0 and direction == direction[1] and state[1] == "Pullback" and state == "Trending"
bool fractureEvent = eventGate and state == "Fracturing" and state[1] != "Fracturing"

//=================================================================== palette
color C_RANGE  = #787b86
color C_FILL   = color.new(iRangeColor, 90)
color C_MID    = color.new(iRangeColor, 30)
color C_BULL   = #26a69a
color C_BEAR   = #ef5350
color C_MUTED  = #787b86
color C_ENTRY  = #b2b5be
color C_STOP   = #ef5350
color C_TARGET = #26a69a
color C_TEXT   = #d1d4dc
color C_BG     = color.new(#131722, 10)
color C_PANEL  = color.new(#131722, 15)

//============================================================== global series
float mintick = syminfo.mintick
float rarAtr     = ta.atr(iAtrLen)
float hhN     = ta.highest(high, iN)[1]
float llN     = ta.lowest(low, iN)[1]
float atrRef  = rarAtr[1]
float ph      = ta.pivothigh(high, iPivL, iPivR)
float pl      = ta.pivotlow(low, iPivL, iPivR)

//=============================================================== state storage
// range state: 0 seeking, 1 active
var int   rstate      = 0
var float rHi         = na
var float rLo         = na
var float rAtr        = na
var float rTol        = na
var float rBuf        = na
var int   rAct        = -1
var int   lastRetire  = -100000
var string lastRetireWhy = ""

// setup state: 0 none, 1 bull rejection awaiting reclaim, 2 bull rejection pending,
// 3 bear rejection awaiting reclaim, 4 bear rejection pending,
// 5 bull acceptance awaiting retest, 6 bull acceptance pending,
// 7 bear acceptance awaiting retest, 8 bear acceptance pending
var int   ss      = 0
var int   pBar    = -1
var int   pExp    = -1
var float exLow   = na
var float exHigh  = na
var float rcHigh  = na
var float rcLow   = na
var bool  accBReady = true
var bool  accSReady = true
var float outHi   = na       // highest high above the range in this excursion
var float outLo   = na       // lowest low below the range in this excursion
var bool  upUsed  = false    // this excursion has already spent its reclaim window
var bool  dnUsed  = false
var bool  signalled = false
var bool  manualDone = false

// pivots confirmed on or before the current bar
var array<float> pivHiPrice = array.new<float>()
var array<int>   pivHiKnown = array.new<int>()
var array<float> pivLoPrice = array.new<float>()
var array<int>   pivLoKnown = array.new<int>()

// signals awaiting first touch of stop or target, and the running score
var array<float> opEntry  = array.new<float>()
var array<float> opStop   = array.new<float>()
var array<float> opTarget = array.new<float>()
var array<float> opRisk   = array.new<float>()
var array<float> opPlanR  = array.new<float>()
var array<bool>  opLong   = array.new<bool>()
var array<int>   opGrade  = array.new<int>()
var int   withWins = 0
var int   withLoss = 0
var float withSumR = 0.0
var int   flatWins = 0
var int   flatLoss = 0
var float flatSumR = 0.0
var int   contraWins = 0
var int   contraLoss = 0
var float contraSumR = 0.0

// drawings
var box   rangeBox = na
var line  midLine  = na
var line  hiLine   = na
var line  loLine   = na
var label hiLabel  = na
var label loLabel  = na
var table dash     = na

// per-bar signal: 0 none, 1 bull rejection, 2 bear rejection,
// 3 bull acceptance, 4 bear acceptance
int  emit    = 0
bool nowQual = false
bool gradePass = true

// last completed signal, for the dashboard
var int    lastSigBar  = -1
var string lastSigKind = "none"
var float  lastSigR    = na
var bool   lastSigQual = false
var string lastSigWhy  = ""
var string lastSigGrade = ""

//================================================================== utilities
fmtPrice(float p) =>
    na(p) ? "n/a" : str.tostring(p, format.mintick)

calcRisk(float entry, float stop, float target, bool isLong) =>
    float risk = math.abs(entry - stop)
    bool  ok   = true
    string why = ""
    if na(target)
        ok  := false
        why := "No structural target"
    else if isLong and not (stop < entry and entry < target)
        ok  := false
        why := "Invalid price ordering"
    else if not isLong and not (stop > entry and entry > target)
        ok  := false
        why := "Invalid price ordering"
    else if risk <= 0
        ok  := false
        why := "Zero risk"
    float reward = ok ? math.abs(target - entry) : na
    float rmult  = ok ? reward / risk : na
    [ok, risk, reward, rmult, why]

nearestPivot(float entry, bool isLong) =>
    float best = na
    if isLong
        int n = array.size(pivHiPrice)
        if n > 0
            for k = 0 to n - 1
                float p     = array.get(pivHiPrice, k)
                int   known = array.get(pivHiKnown, k)
                if known < bar_index and p > entry
                    best := na(best) ? p : math.min(best, p)
    else
        int m = array.size(pivLoPrice)
        if m > 0
            for k = 0 to m - 1
                float p     = array.get(pivLoPrice, k)
                int   known = array.get(pivLoKnown, k)
                if known < bar_index and p < entry
                    best := na(best) ? p : math.max(best, p)
    best

fmtR(float r) =>
    na(r) ? "R n/a" : str.tostring(r, "#.##") + "R"

fmtScore(int wins, int losses, float sumR) =>
    int n = wins + losses
    n == 0 ? "no resolved signals" : str.tostring(wins) + " target, " + str.tostring(losses) + " stop, " + str.tostring(sumR / n, "+#.##;-#.##") + "R avg"

setupText(string kind, float entry, float stop, float target, float rmult, bool ok, string why, bool compact) =>
    string s = kind
    if not (compact and ok)
        s := s + "\nentry " + fmtPrice(entry) + "\nstop " + fmtPrice(stop) + "\ntarget " + fmtPrice(target)
    s := s + "\n" + fmtR(rmult)
    if not ok
        s := s + "\n" + why
    s

//=================================================== confirmed-bar state machine
if barstate.isconfirmed
    // 1. pivot bookkeeping. ta.pivothigh returns a value only on the bar that
    //    confirms the pivot, which is what keeps the target free of hindsight.
    if not na(ph)
        array.push(pivHiPrice, ph)
        array.push(pivHiKnown, bar_index)
        if array.size(pivHiPrice) > 100
            array.shift(pivHiPrice)
            array.shift(pivHiKnown)
    if not na(pl)
        array.push(pivLoPrice, pl)
        array.push(pivLoKnown, bar_index)
        if array.size(pivLoPrice) > 100
            array.shift(pivLoPrice)
            array.shift(pivLoKnown)

    // 2. score earlier signals first, so a signal cannot score on its own bar.
    //    A bar touching both levels counts as the stop, because the order inside
    //    a bar is unknowable, and a gap through the stop fills at the open.
    int nOpen = array.size(opStop)
    if nOpen > 0
        for k = nOpen - 1 to 0
            bool  tradeLong = array.get(opLong, k)
            float tradeStop = array.get(opStop, k)
            float tradeTgt  = array.get(opTarget, k)
            bool  hitStop   = tradeLong ? low <= tradeStop : high >= tradeStop
            bool  hitTgt    = tradeLong ? high >= tradeTgt : low <= tradeTgt
            if hitStop or hitTgt
                float tradeEntry = array.get(opEntry, k)
                float fillPx = tradeLong ? math.min(open, tradeStop) : math.max(open, tradeStop)
                float moved = tradeLong ? fillPx - tradeEntry : tradeEntry - fillPx
                float gotR = hitStop ? moved / array.get(opRisk, k) : array.get(opPlanR, k)
                int tradeGrade = array.get(opGrade, k)
                if tradeGrade > 0
                    withWins := withWins + (hitStop ? 0 : 1)
                    withLoss := withLoss + (hitStop ? 1 : 0)
                    withSumR := withSumR + gotR
                else if tradeGrade < 0
                    contraWins := contraWins + (hitStop ? 0 : 1)
                    contraLoss := contraLoss + (hitStop ? 1 : 0)
                    contraSumR := contraSumR + gotR
                else
                    flatWins := flatWins + (hitStop ? 0 : 1)
                    flatLoss := flatLoss + (hitStop ? 1 : 0)
                    flatSumR := flatSumR + gotR
                array.remove(opEntry, k)
                array.remove(opStop, k)
                array.remove(opTarget, k)
                array.remove(opRisk, k)
                array.remove(opPlanR, k)
                array.remove(opLong, k)
                array.remove(opGrade, k)

    // 3. range activation
    if rstate == 0
        float newHi   = na
        float newLo   = na
        float newAtr  = na
        int   newLeft = bar_index
        if iMode == "Automatic"
            bool fresh = bar_index - lastRetire > iN
            bool formReady = bar_index >= iN + iAtrLen and not na(atrRef) and atrRef > 0
            if fresh and formReady and close >= llN and close <= hhN
                float tolRef = iTolAtr * atrRef
                int   tHi    = 0
                int   tLo    = 0
                int   lastHi = -1
                int   lastLo = -1
                for k = 1 to iN
                    int off = iN + 1 - k
                    if high[off] >= hhN - tolRef
                        if lastHi < 0 or math.abs(off - lastHi) >= iTouchGap
                            tHi    := tHi + 1
                            lastHi := off
                    if low[off] <= llN + tolRef
                        if lastLo < 0 or math.abs(off - lastLo) >= iTouchGap
                            tLo    := tLo + 1
                            lastLo := off
                bool narrow = hhN - llN <= iMaxWidth * atrRef
                bool both   = tHi >= iTouches and tLo >= iTouches
                if narrow and both and hhN > llN
                    newHi   := hhN
                    newLo   := llN
                    newAtr  := atrRef
                    newLeft := bar_index - iN
        else if not manualDone and iManHi > iManLo and not na(rarAtr) and rarAtr > 0 and time >= iManTs
            manualDone := true
            newHi  := iManHi
            newLo  := iManLo
            newAtr := rarAtr
        if not na(newHi)
            rHi       := newHi
            rLo       := newLo
            rAtr      := newAtr
            rTol      := iTolAtr * newAtr
            rBuf      := math.max(mintick, iBufAtr * newAtr)
            rAct      := bar_index
            rstate    := 1
            ss        := 0
            signalled := false
            accBReady := true
            accSReady := true
            outHi     := na
            outLo     := na
            upUsed    := false
            dnUsed    := false
            rangeBox := box.new(newLeft, rHi, bar_index, rLo,
                 border_color = color.new(iRangeColor, 100), border_width = 0, bgcolor = C_FILL,
                 xloc = xloc.bar_index)
            hiLine := line.new(newLeft, rHi, bar_index, rHi, color = iRangeColor, width = iRangeWidth, xloc = xloc.bar_index)
            loLine := line.new(newLeft, rLo, bar_index, rLo, color = iRangeColor, width = iRangeWidth, xloc = xloc.bar_index)
            hiLabel := na
            loLabel := na
            if iShowRangeLbl
                hiLabel := label.new(bar_index, rHi, "Range high " + fmtPrice(rHi), style = label.style_label_left, color = C_PANEL, textcolor = iRangeColor, size = txtSize)
                loLabel := label.new(bar_index, rLo, "Range low " + fmtPrice(rLo), style = label.style_label_left, color = C_PANEL, textcolor = iRangeColor, size = txtSize)
            if iShowMid
                midLine := line.new(newLeft, (rHi + rLo) / 2, bar_index,
                     (rHi + rLo) / 2, color = C_MID, style = line.style_dotted,
                     xloc = xloc.bar_index)
            else
                midLine := na
            label.new(bar_index, rLo, iMode == "Automatic" ? "range known" : "levels active",
                 style = label.style_label_up, color = C_PANEL, textcolor = C_TEXT, size = txtSize)

    // 4. extend the frozen drawings while the range is live, including the bar
    //    on which it retires
    bool wasLive = rstate == 1
    if rstate == 1 and not na(rangeBox)
        box.set_right(rangeBox, bar_index)
        line.set_x2(hiLine, bar_index)
        line.set_x2(loLine, bar_index)
        if not na(midLine)
            line.set_x2(midLine, bar_index)
        if not na(hiLabel)
            label.set_x(hiLabel, bar_index)
            label.set_x(loLabel, bar_index)

    // 5. evaluation, only after the activation bar
    if rstate == 1 and not na(rHi)
        if iMode == "Automatic" and (bar_index - rAct) > iRangeLife
            rstate        := 0
            ss            := 0
            pBar          := -1
            pExp          := -1
            lastRetire    := bar_index
            lastRetireWhy := "range life exceeded"
        else if bar_index > rAct
            bool breachUp  = high > rHi + rBuf
            bool breachDn  = low < rLo - rBuf
            bool ambiguous = breachUp and breachDn
            bool failUp    = false
            bool failDn    = false

            // excursion tracking: from the first trade beyond a boundary until a
            // bar after a close back inside, whichever setup branch is live, so
            // every rejection stop can clear all of it
            if close[1] < rHi
                outHi := na
            if close[1] > rLo
                outLo := na
            if high > rHi
                outHi := na(outHi) ? high : math.max(outHi, high)
            if low < rLo
                outLo := na(outLo) ? low : math.min(outLo, low)

            // latches: a fresh two-close sequence is required after price returns
            // to the boundary, and one excursion gets one reclaim window
            if close <= rHi + rBuf
                accBReady := true
            if close >= rLo - rBuf
                accSReady := true
            if close <= rHi
                upUsed := false
            if close >= rLo
                dnUsed := false

            // 5a. pending setup transitions, highest priority first
            if ambiguous
                if ss != 0
                    ss   := 0
                    pBar := -1
                    pExp := -1
            else if ss == 1
                exLow := outLo
                if close > rHi
                    ss := 0
                else if close >= rLo and close <= rHi and bar_index - pBar <= iReclaimWin
                    rcHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 2
                else if bar_index - pBar > iReclaimWin
                    ss := 0
            else if ss == 2
                if low < exLow
                    ss := 0
                else if close > rHi
                    ss := 0
                else if close > rcHigh and close >= rLo and bar_index <= pExp
                    emit := 1
                else if bar_index > pExp
                    ss := 0
            else if ss == 3
                exHigh := outHi
                if close < rLo
                    ss := 0
                else if close >= rLo and close <= rHi and bar_index - pBar <= iReclaimWin
                    rcLow := low
                    pBar  := bar_index
                    pExp  := bar_index + iConfirmWin
                    ss    := 4
                else if bar_index - pBar > iReclaimWin
                    ss := 0
            else if ss == 4
                if high > exHigh
                    ss := 0
                else if close < rLo
                    ss := 0
                else if close < rcLow and close <= rHi and bar_index <= pExp
                    emit := 2
                else if bar_index > pExp
                    ss := 0
            else if ss == 5
                if close < rHi
                    ss := 0
                    failUp := close >= rLo
                else if low <= rHi + rTol and close >= rHi and bar_index <= pExp
                    rcHigh := high
                    exLow  := low
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 6
                else if bar_index > pExp
                    ss := 0
            else if ss == 6
                exLow := math.min(exLow, low)
                if close < rHi
                    ss := 0
                    failUp := close >= rLo
                else if close > rcHigh and bar_index <= pExp
                    emit := 3
                else if bar_index > pExp
                    ss := 0
            else if ss == 7
                if close > rLo
                    ss := 0
                    failDn := close <= rHi
                else if high >= rLo - rTol and close <= rLo and bar_index <= pExp
                    rcLow  := low
                    exHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                    ss     := 8
                else if bar_index > pExp
                    ss := 0
            else if ss == 8
                exHigh := math.max(exHigh, high)
                if close > rLo
                    ss := 0
                    failDn := close <= rHi
                else if close < rcLow and bar_index <= pExp
                    emit := 4
                else if bar_index > pExp
                    ss := 0

            // 5b. a completed setup is measured, drawn and alerted once, here.
            //     It retires the range, including a structural failure.
            if emit != 0
                bool  isLong = emit == 1 or emit == 3
                bool  isAcc  = emit >= 3
                string kind  = (isLong ? "Bull " : "Bear ") + (isAcc ? "acceptance" : "rejection")
                float entryPx  = math.round_to_mintick(close)
                float stopPx   = math.round_to_mintick(isLong ? exLow - iStopTicks * mintick : exHigh + iStopTicks * mintick)
                float targetPx = math.round_to_mintick(isAcc ? nearestPivot(close, isLong) : (isLong ? rHi : rLo))
                [ok, risk, rew, rm, whyBad] = calcRisk(entryPx, stopPx, targetPx, isLong)
                nowQual := ok and rm >= iMinR
                bool  warming  = state == "Warming up"
                int   sigGrade = direction == 0 ? 0 : direction == (isLong ? 1 : -1) ? 1 : -1
                string gradeName = warming ? "warming up" : sigGrade > 0 ? "with trend" : sigGrade < 0 ? "against trend" : "no trend"
                gradePass := iAlertGrade == "All grades" or warming or sigGrade > 0 or (iAlertGrade == "Exclude against trend" and sigGrade == 0)
                lastSigGrade := gradeName
                lastSigBar  := bar_index
                lastSigKind := str.lower(kind)
                lastSigR    := rm
                lastSigQual := nowQual
                lastSigWhy  := ok and not nowQual ? "below minimum R" : whyBad
                if ok and not warming and (nowQual or not iScoreQual)
                    array.push(opEntry, entryPx)
                    array.push(opStop, stopPx)
                    array.push(opTarget, targetPx)
                    array.push(opRisk, risk)
                    array.push(opPlanR, rm)
                    array.push(opLong, isLong)
                    array.push(opGrade, sigGrade)
                if iShowLines and ok
                    int levelEnd = bar_index + iLevelBars
                    line.new(bar_index, entryPx, levelEnd, entryPx, color = C_ENTRY, width = iLevelWidth)
                    line.new(bar_index, stopPx, levelEnd, stopPx, color = C_STOP, width = iLevelWidth)
                    line.new(bar_index, targetPx, levelEnd, targetPx, color = C_TARGET, width = iLevelWidth)
                    label.new(levelEnd, entryPx, "Entry " + fmtPrice(entryPx), style = label.style_label_left, color = C_PANEL, textcolor = C_ENTRY, size = txtSize)
                    label.new(levelEnd, stopPx, "Stop " + fmtPrice(stopPx), style = label.style_label_left, color = C_PANEL, textcolor = C_STOP, size = txtSize)
                    label.new(levelEnd, targetPx, "Target " + fmtPrice(targetPx), style = label.style_label_left, color = C_PANEL, textcolor = C_TARGET, size = txtSize)
                if iProject and isAcc and risk > 0
                    float dir = isLong ? 1.0 : -1.0
                    line.new(bar_index, entryPx + dir * 2 * risk, bar_index + 12, entryPx + dir * 2 * risk, color = color.new(C_TARGET, 60), style = line.style_dashed)
                    line.new(bar_index, entryPx + dir * 3 * risk, bar_index + 12, entryPx + dir * 3 * risk, color = color.new(C_TARGET, 60), style = line.style_dashed)
                    label.new(bar_index + 12, entryPx + dir * 2 * risk, "2R projection", style = label.style_label_left, color = C_PANEL, textcolor = C_TEXT, size = txtSize)
                    label.new(bar_index + 12, entryPx + dir * 3 * risk, "3R projection", style = label.style_label_left, color = C_PANEL, textcolor = C_TEXT, size = txtSize)
                // Labels cost no plot counts, and the 64-count budget belongs to the ribbon.
                // Every signal is marked. No filter hides one.
                string mark = (isAcc ? "A" : "R") + (warming or sigGrade == 0 ? "" : sigGrade > 0 ? "+" : "-")
                label.new(bar_index, close, mark, yloc = isLong ? yloc.belowbar : yloc.abovebar,
                     style = nowQual ? (isLong ? label.style_triangleup : label.style_triangledown) : label.style_circle,
                     color = nowQual ? (isLong ? C_BULL : C_BEAR) : color.new(C_MUTED, 30),
                     textcolor = nowQual ? (isLong ? C_BULL : C_BEAR) : C_TEXT, size = nowQual ? size.normal : size.small)
                if iShowLbl
                    label.new(bar_index, isLong ? low - 0.6 * rAtr : high + 0.6 * rAtr,
                         setupText(kind, entryPx, stopPx, targetPx, rm, ok, whyBad, iShowLines) + (ok and not nowQual ? "\nbelow minimum R" : "") + "\nSpectrum: " + gradeName,
                         style = isLong ? label.style_label_up : label.style_label_down,
                         color = C_PANEL, textcolor = isLong ? C_BULL : C_BEAR, size = txtSize)
                if (nowQual or not iAlertQual) and gradePass
                    alert(kind + " | " + syminfo.ticker + " " + timeframe.period +
                         " | entry " + fmtPrice(entryPx) + " | stop " + fmtPrice(stopPx) +
                         " | target " + fmtPrice(targetPx) + " | " + fmtR(rm) +
                         " | " + (nowQual ? "qualified" : lastSigWhy) + " | Spectrum: " + gradeName,
                         alert.freq_once_per_bar_close)
                ss := 0
                signalled := true
                rstate := 0
                lastRetire := bar_index
                lastRetireWhy := "signal complete"

            // 5c. a close back inside after sustained closes beyond is the failed
            //     breakout this indicator exists to mark. It arms the opposite
            //     rejection whether or not the failing bar pokes through on its
            //     own, with the whole excursion behind the stop.
            if failUp
                ss     := 4
                exHigh := outHi
                rcLow  := low
                pBar   := bar_index
                pExp   := bar_index + iConfirmWin
            else if failDn
                ss     := 2
                exLow  := outLo
                rcHigh := high
                pBar   := bar_index
                pExp   := bar_index + iConfirmWin

            // 5d. acceptance arming outranks rejection initiation. Both closes
            //     must fall after the activation bar, and an ambiguous bar cannot arm.
            if not signalled and not ambiguous and bar_index - rAct >= 2
                if accBReady and close > rHi + rBuf and close[1] > rHi + rBuf and ss != 5 and ss != 6
                    ss     := 5
                    pBar   := bar_index
                    pExp   := bar_index + iRetestWin
                    accBReady := false
                    upUsed := true
                else if accSReady and close < rLo - rBuf and close[1] < rLo - rBuf and ss != 7 and ss != 8
                    ss     := 7
                    pBar   := bar_index
                    pExp   := bar_index + iRetestWin
                    accSReady := false
                    dnUsed := true

            // 5e. rejection initiation, only when flat and unambiguous. A same-bar
            //     reclaim is always a new event; a WAIT phase is not.
            if ss == 0 and not signalled and not ambiguous
                if breachDn and close >= rLo and close <= rHi
                    ss     := 2
                    exLow  := outLo
                    rcHigh := high
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                else if breachDn and close < rLo and not dnUsed
                    ss     := 1
                    exLow  := outLo
                    dnUsed := true
                    pBar   := bar_index
                else if breachUp and close >= rLo and close <= rHi
                    ss     := 4
                    exHigh := outHi
                    rcLow  := low
                    pBar   := bar_index
                    pExp   := bar_index + iConfirmWin
                else if breachUp and close > rHi and not upUsed
                    ss     := 3
                    exHigh := outHi
                    upUsed := true
                    pBar   := bar_index

    // 6. a retired range fades, so the live range is the one that stands out
    if wasLive and rstate == 0
        color faded = color.new(iRangeColor, 65)
        line.set_color(hiLine, faded)
        line.set_color(loLine, faded)
        line.set_width(hiLine, 1)
        line.set_width(loLine, 1)
        box.set_bgcolor(rangeBox, color.new(iRangeColor, 96))
        if not na(hiLabel)
            label.set_textcolor(hiLabel, faded)
            label.set_textcolor(loLabel, faded)

//===================================================================== plots
// Hue identifies horizon. Agreement/momentum/efficiency control brightness.
f_hue(simple int index) =>
    float x = float(index)
    x <= 4 ? color.from_gradient(x, 0, 4, #FFD166, #FF7043) : x <= 8 ? color.from_gradient(x, 4, 8, #FF7043, #EF5DA8) : x <= 12 ? color.from_gradient(x, 8, 12, #EF5DA8, #A775FF) : x <= 16 ? color.from_gradient(x, 12, 16, #A775FF, #548CFF) : color.from_gradient(x, 16, 19, #548CFF, #4DE3D0)

f_tint(simple int index, float agreement, bool filling) =>
    float support = math.max(0.0, math.sign(agreement) * momentum)
    float quality = ready ? f_clip(0.60 * math.abs(agreement) + 0.25 * support + 0.15 * efficiency, 0.0, 1.0) : 0.0
    color tint = color.from_gradient(quality, 0.0, 1.0, #737A90, f_hue(index))
    float transparency = filling ? 92.0 - 24.0 * quality : 68.0 - 58.0 * quality
    // The range and its levels come forward while a range is live.
    color.new(tint, iRecede and rstate == 1 ? math.min(95.0, transparency + 18.0) : transparency)

// BEGIN GENERATED VISUALS
p00 = plot(s00, "Spectrum 01", color=f_tint(0, a00, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p01 = plot(s01, "Spectrum 02", color=f_tint(1, a01, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p02 = plot(s02, "Spectrum 03", color=f_tint(2, a02, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p03 = plot(s03, "Spectrum 04", color=f_tint(3, a03, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p04 = plot(s04, "Spectrum 05", color=f_tint(4, a04, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p05 = plot(s05, "Spectrum 06", color=f_tint(5, a05, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p06 = plot(s06, "Spectrum 07", color=f_tint(6, a06, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p07 = plot(s07, "Spectrum 08", color=f_tint(7, a07, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p08 = plot(s08, "Spectrum 09", color=f_tint(8, a08, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p09 = plot(s09, "Spectrum 10", color=f_tint(9, a09, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p10 = plot(s10, "Spectrum 11", color=f_tint(10, a10, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p11 = plot(s11, "Spectrum 12", color=f_tint(11, a11, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p12 = plot(s12, "Spectrum 13", color=f_tint(12, a12, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p13 = plot(s13, "Spectrum 14", color=f_tint(13, a13, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p14 = plot(s14, "Spectrum 15", color=f_tint(14, a14, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p15 = plot(s15, "Spectrum 16", color=f_tint(15, a15, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p16 = plot(s16, "Spectrum 17", color=f_tint(16, a16, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p17 = plot(s17, "Spectrum 18", color=f_tint(17, a17, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p18 = plot(s18, "Spectrum 19", color=f_tint(18, a18, false), linewidth=ribbonWidth, editable=false, display=display.pane)
p19 = plot(s19, "Spectrum 20", color=f_tint(19, a19, false), linewidth=ribbonWidth, editable=false, display=display.pane)
fill(p00, p01, color=showFill ? f_tint(0, (a00 + a01) / 2.0, true) : na, title="Weave 01", editable=false)
fill(p01, p02, color=showFill ? f_tint(1, (a01 + a02) / 2.0, true) : na, title="Weave 02", editable=false)
fill(p02, p03, color=showFill ? f_tint(2, (a02 + a03) / 2.0, true) : na, title="Weave 03", editable=false)
fill(p03, p04, color=showFill ? f_tint(3, (a03 + a04) / 2.0, true) : na, title="Weave 04", editable=false)
fill(p04, p05, color=showFill ? f_tint(4, (a04 + a05) / 2.0, true) : na, title="Weave 05", editable=false)
fill(p05, p06, color=showFill ? f_tint(5, (a05 + a06) / 2.0, true) : na, title="Weave 06", editable=false)
fill(p06, p07, color=showFill ? f_tint(6, (a06 + a07) / 2.0, true) : na, title="Weave 07", editable=false)
fill(p07, p08, color=showFill ? f_tint(7, (a07 + a08) / 2.0, true) : na, title="Weave 08", editable=false)
fill(p08, p09, color=showFill ? f_tint(8, (a08 + a09) / 2.0, true) : na, title="Weave 09", editable=false)
fill(p09, p10, color=showFill ? f_tint(9, (a09 + a10) / 2.0, true) : na, title="Weave 10", editable=false)
fill(p10, p11, color=showFill ? f_tint(10, (a10 + a11) / 2.0, true) : na, title="Weave 11", editable=false)
fill(p11, p12, color=showFill ? f_tint(11, (a11 + a12) / 2.0, true) : na, title="Weave 12", editable=false)
fill(p12, p13, color=showFill ? f_tint(12, (a12 + a13) / 2.0, true) : na, title="Weave 13", editable=false)
fill(p13, p14, color=showFill ? f_tint(13, (a13 + a14) / 2.0, true) : na, title="Weave 14", editable=false)
fill(p14, p15, color=showFill ? f_tint(14, (a14 + a15) / 2.0, true) : na, title="Weave 15", editable=false)
fill(p15, p16, color=showFill ? f_tint(15, (a15 + a16) / 2.0, true) : na, title="Weave 16", editable=false)
fill(p16, p17, color=showFill ? f_tint(16, (a16 + a17) / 2.0, true) : na, title="Weave 17", editable=false)
fill(p17, p18, color=showFill ? f_tint(17, (a17 + a18) / 2.0, true) : na, title="Weave 18", editable=false)
fill(p18, p19, color=showFill ? f_tint(18, (a18 + a19) / 2.0, true) : na, title="Weave 19", editable=false)
// END GENERATED VISUALS

//==================================================================== alerts
// Four conditions keep the budget at 63 of 64. Spectrum events use the alert() stream.
bool gate = (not iAlertQual or nowQual) and gradePass
alertcondition(emit == 1 and gate, "Bullish rejection", "Bullish rejection | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 2 and gate, "Bearish rejection", "Bearish rejection | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 3 and gate, "Bullish acceptance", "Bullish acceptance | {{ticker}} | {{interval}} | close {{close}}")
alertcondition(emit == 4 and gate, "Bearish acceptance", "Bearish acceptance | {{ticker}} | {{interval}} | close {{close}}")
if iSpectrumAlerts
    if bullEvent
        alert("Konatus Spectrum: confirmed bullish trend | " + syminfo.ticker + " " + timeframe.period, alert.freq_once_per_bar_close)
    if bearEvent
        alert("Konatus Spectrum: confirmed bearish trend | " + syminfo.ticker + " " + timeframe.period, alert.freq_once_per_bar_close)
    if recoveryEvent
        alert("Konatus Spectrum: confirmed pullback recovery | " + syminfo.ticker + " " + timeframe.period, alert.freq_once_per_bar_close)
    if fractureEvent
        alert("Konatus Spectrum: slow trend agreement deteriorating | " + syminfo.ticker + " " + timeframe.period, alert.freq_once_per_bar_close)

//================================================================= dashboard
if iShowDash and barstate.islast
    if na(dash)
        dash := table.new(position.top_right, 2, 12, bgcolor = C_BG,
             frame_color = color.new(C_RANGE, 60), frame_width = 1,
             border_color = color.new(C_RANGE, 70), border_width = 1)
    color accent = direction > 0 ? #4DE3D0 : direction < 0 ? #EF5DA8 : #FFD166
    string bias = direction > 0 ? "BULL" : direction < 0 ? "BEAR" : "MIXED"
    string phase = state == "Warming up" ? str.tostring(math.max(0, longestLength * 3 - bar_index)) + " bars to warmup" : state
    string stat = "seeking"
    if rstate == 1
        stat := fmtPrice(rLo) + " - " + fmtPrice(rHi)
    else if iMode == "Manual"
        stat := manualDone ? "spent, set new levels" : iManHi <= iManLo ? "manual levels invalid" : "waiting for activation"
    else if lastRetire > 0 and bar_index - lastRetire <= iN
        stat := "cooldown, " + lastRetireWhy
    string pend = "bear acc, awaiting close"
    if ss == 0
        pend := "none"
    else if ss == 1
        pend := "bull rej, awaiting reclaim"
    else if ss == 2
        pend := "bull rej, awaiting close"
    else if ss == 3
        pend := "bear rej, awaiting reclaim"
    else if ss == 4
        pend := "bear rej, awaiting close"
    else if ss == 5
        pend := "bull acc, awaiting retest"
    else if ss == 6
        pend := "bull acc, awaiting close"
    else if ss == 7
        pend := "bear acc, awaiting retest"
    string sig = "none"
    string note = "-"
    if lastSigBar >= 0
        sig  := lastSigKind + " " + fmtR(lastSigR)
        note := (lastSigQual ? "qualified" : lastSigWhy) + ", " + lastSigGrade
    table.cell(dash, 0, 0, "KONATUS", text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 1, 0, "SPECTRUM + RAR", text_color = #A775FF, text_size = txtSize)
    table.cell(dash, 0, 1, "trend", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 1, bias + " · " + phase, text_color = accent, text_size = txtSize)
    table.cell(dash, 0, 2, "trend health", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 2, health, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 3, "structure", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 3, closedStructure, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 4, "range", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 4, stat, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 5, "pending", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 5, pend, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 6, "last signal", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 6, sig, text_color = C_TEXT, text_size = txtSize)
    table.cell(dash, 0, 7, "note", text_color = color.new(C_TEXT, 40), text_size = txtSize)
    table.cell(dash, 1, 7, note, text_color = C_TEXT, text_size = txtSize)
    if iShowScore
        table.cell(dash, 0, 8, "with trend", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 8, fmtScore(withWins, withLoss, withSumR), text_color = C_TEXT, text_size = txtSize)
        table.cell(dash, 0, 9, "no trend", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 9, fmtScore(flatWins, flatLoss, flatSumR), text_color = C_TEXT, text_size = txtSize)
        table.cell(dash, 0, 10, "against trend", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 10, fmtScore(contraWins, contraLoss, contraSumR), text_color = C_TEXT, text_size = txtSize)
        table.cell(dash, 0, 11, "score scope", text_color = color.new(C_TEXT, 40), text_size = txtSize)
        table.cell(dash, 1, 11, (iScoreQual ? "qualified" : "all valid") + ", no costs, " + str.tostring(array.size(opStop)) + " open", text_color = C_TEXT, text_size = txtSize)