TrailBlazeArm_StopLoss

-- [pshaiCmd] Trailing Arm Stop-Loss (TASL)
---- TrailBlaze Author: Giankam
--- modified TrailBlazeArmStopLoss by @Criptics
 
DefineCommand('TrailBlazeArmStopLoss', 'Educational TASL')

InputGroupHeader('TBA_StopLoss Settings ')

local arm = DefineParameter(NumberType, 'arm', 'Activation distance in percentage. Default is 0.2%.', false, Input('Arm', 1.5), 'Number')
local atrLength = DefineParameter(NumberType, 'atrLength', 'ATR Length. Default is 8 bars.', false, Input('AtrLength', 8), 'Number')
local atrMult = DefineParameter(NumberType, 'atrMult', 'ATR Multiplier. Default is 1.', false, Input('AtrMult', 1), 'Number')
local tslPercent = DefineParameter(NumberType, 'tslPercent', 'Trailing Percentage. Default is 0 (not used).', false, Input('TslPercent', 0), 'Number')
local triggerLength = DefineParameter(NumberType, 'triggerLength', 'Trigger Length for trailing logic calculations. Default is 2.', false, Input('TriggerLength', 2), 'Number')
local centreLength = DefineParameter(NumberType, 'centreLength', 'Centre Length for midpoint adjustments. Default is 8.', false, Input('CentreLength', 8), 'Number')
local iqrLength = DefineParameter(NumberType, 'iqrLength', 'IQR Length for volatility adjustments. Default is 12.', false, Input('IqrLength', 12), 'Number')
local iqrMult = DefineParameter(NumberType, 'iqrMult', 'IQR Multiplier. Default is 0.', false, Input('IqrMult', 0), 'Number')
local loMult = DefineParameter(NumberType, 'loMult', 'Low Multiplier for lower boundary calculation. Default is 0.', false, Input('LoMult', 0), 'Number')
local hiMult = DefineParameter(NumberType, 'hiMult', 'High Multiplier for upper boundary calculation. Default is 0.', false, Input('HiMult', 0), 'Number')
local filterSum = DefineParameter(BooleanType, 'filterSum', 'Determines use of summation filter on stop level calculations. Default is false.', false, Input('FilterSum', false), 'Boolean')
local positionId = DefineParameter(StringType, 'positionId', 'Optional position ID', false, '')
local direction = DefineParameter(EnumType, 'direction', 'Optional direction enum', false, NoPosition)
----------------------------------------------------------------------------------------------------------

--TrailBlaze
local function iqr_array(len, _h, _l , _hlc)
 
    local function percentile_linear_interpolation(arr, percentile)
    --    # sort the array in ascending order
        local arr_sorted = ArraySort(arr)
        
        --# determine the rank of the percentile value
        local rank = (percentile / 100) * (#arr_sorted - 1)
        
        --# determine the integer and fractional parts of the rank
        local int_rank = Truncate(rank,0)
        local frac_rank = rank - int_rank
        
        --# interpolate between the values at int_rank and int_rank + 1
        local lower_val = ArrayGet(arr_sorted,int_rank)
        local upper_val = ArrayGet(arr_sorted,int_rank + 1)
        local interpolated_val = lower_val + frac_rank * (upper_val - lower_val)
        
        return interpolated_val
    end
    
    local hlArray     =   ArrayConcat(Grab(_h,0,len), Grab(_l,0,len))
    local hlcmArray   =   ArrayConcat(hlArray, Grab(_hlc,0,len))
    local q1          =   percentile_linear_interpolation (hlcmArray, 25)
    local q3          =   percentile_linear_interpolation (hlcmArray, 75)
 
    return (q3 - q1) / 2
end
 
 
 
local function trail_blaze (srct, srcc, lofac, hifac, _trendPrev, _histpPrev, _lostpPrev)                                      
    local lostop      =   0
    local histop      =   0
    local trend       =   0
    trend  =  srct >_histpPrev  and  1 or (srct < _lostpPrev and  -1  or _trendPrev)
    local lostop00    =   trend ==  1 and _trendPrev == -1
    local histop00    =   trend == -1 and _trendPrev ==  1
 
    lostop      =  lostop00    and  srcc - lofac  or (srct[1] > _lostpPrev  and Max(srcc - lofac, _lostpPrev)  or srcc - lofac)
    histop      =  histop00    and srcc + hifac   or (srct[1] < _histpPrev   and Min(srcc + hifac, _histpPrev)  or srcc + hifac)
 
    return {lostp = lostop, histp= histop, trnd = trend}

end

 
local c=ClosePrices()
local h = HighPrices()
local l = LowPrices()
local hlc= HLCPrices()
 
 
 
local triggerSource = HLPrices()
 
 
local centreSource = ClosePrices()
 
 
--// PROCESS
 
local trigger                 =   EMA(c,4)
 
local centre                  =   EMA(HLPrices(),atrLength)
 
local tslFactor               =    centre    * tslPercent / 100          
local atrFactor               =   atrMult   * ATR (h, l, c, atrLength)  
local iqrFactor               =   iqrMult   * iqr_array (iqrLength, h, l, hlc)       
 
 
local sumFactor               =   filterSum       and  WMA(WMA((tslFactor + atrFactor + iqrFactor),2),2)   or atrFactor + iqrFactor + tslFactor  
 
local loFactor                =   Max (sumFactor, 0)     * loMult
local hiFactor                =   Max (sumFactor, 0)     * hiMult
 
local trendPrev = Load('trendPrev',0)
local histpPrev = Load('histpPrev',0)
local lostpPrev = Load('lostpPrev',0)
 
 
local trend =   trail_blaze (trigger, centre, loFactor, hiFactor, trendPrev, histpPrev, lostpPrev)
 
 
 
Save('trendPrev',trend.trnd)
Save('histpPrev',trend.histp)
Save('lostpPrev',trend.lostp)


if trend.trnd == 1 then
PlotShapes(
Plot(0, 'up', trend.lostp, {w = 1, c=Aqua(100), s=Smooth, id = NewGuid()}),
ShapeCircle,Aqua
)
elseif trend.trnd == -1 then
PlotShapes(
Plot(0, 'down', trend.histp, {w = 1, c=Purple(100), s=Smooth, id = NewGuid()}),
ShapeCircle, Purple
)
end
----------------------------------------------------------------------------------------------------------

-- Retrieve position information
local pos = PositionContainer(positionId)
if positionId == '' then positionId = pos.positionId end

-- Load trailing state and price for the position
local isTrailing = Load('tasl:it'..positionId, false)
local price = Load('tasl:p'..positionId, pos.enterPrice)

-- Current price information
local cp = CurrentPrice(pos.market)
local result = false

-- Calculate Trail Blaze Stop-Loss Levels
local c = ClosePrices()
local h = HighPrices()
local l = LowPrices()
local hlc = HLCPrices()

-- Update Trailing State Based on Trail Blaze Logic
if not isTrailing then
    local armTarget = pos.isLong and AddPerc(pos.enterPrice, arm) or SubPerc(pos.enterPrice, arm)
    if (pos.isLong and cp.high > armTarget) or (not pos.isLong and cp.low < armTarget) then
        isTrailing = true
    end
end

-- Use Trail Blaze for TASL Trailing Stop-Loss Levels
if isTrailing then
    local stop
    if pos.isLong then
        price = Max(price, trend.lostp)
        stop = price
        result = stop > cp.bid
    else
        price = Min(price, trend.histp)
        stop = price
        result = stop < cp.ask
    end
    
    local plotColor = pos.isLong and Red or Green
    Plot(0, 'Dynamic TASL Stop', stop, {color = plotColor, id = positionId})
end

-- Save trailing state and price
Save('tasl:it'..positionId, isTrailing)
Save('tasl:p'..positionId, price)

DefineOutput(BooleanType, result, '')