uperTrend Trailing Stop-Loss with Enhanced Features (Integration of Trail_Blaze)

-- Author: tedo
-- SuperTrend Trailing Stop-Loss with Enhanced Features (Integration of Trail_Blaze)
DefineCommand('STTSLXL', 'SuperTrend Trailing Stop-Loss Enhanced EXTRA')

-- Parameters
local atr_len = DefineParameter(NumberType, 'atr_len', 'ATR Period length', true, 20)
local atr_mult = DefineParameter(NumberType, 'atr_mult', 'ATR Multiplier', true, 2)
local interval = DefineParameter(NumberType, 'interval', 'Interval for data', false, 0, 'InputInterval, Number')
local position_id = DefineParameter(StringType, 'position_id', 'Position identifier', false, '', 'PositionContainer')
local market_id = DefineParameter(StringType, 'market_id', 'Market identifier', false, PriceMarket(), 'PriceMarket, InputAccountMarket, InputMarket, CreateMarket')
local tslPercent = DefineParameter(NumberType, 'Trailing %', 'Trailing %', true, 0)
local iqrLength = DefineParameter(NumberType, 'iqrLength', 'IQR Period length', true, 12)
local iqrMult = DefineParameter(NumberType, 'iqrMult', 'IQR Multiplier', true, 0)
local loMult = DefineParameter(NumberType, 'loMult', 'Low Multiplier', true, 1)
local hiMult = DefineParameter(NumberType, 'hiMult', 'High Multiplier', true, 1)
local triggerLength = DefineParameter(NumberType, 'triggerLength', 'Trigger Length', true, 2)
local centreLength = DefineParameter(NumberType, 'centreLength', 'Centre Length', true, 8)
local filterSum = DefineParameter(BooleanType, 'filterSum', 'Combine Factors', false, false)

-- Initialize position and market data
local position = PositionContainer(position_id)
local direction = GetPositionDirection()
local prev_id = Load('pid', position.positionId)
local result = false

-- High-speed prices integration
local hsp = CC_HighSpeedPrices(1)
local h = hsp.high
local l = hsp.low
local c = hsp.close
local hlc = hsp.hlc
local hl = hsp.hl

-- NQK Parameters
local alpha = 2
local nearFactor = 1.5
local farFactor = 8
local atr_length = 60
local relative_weight = 8
local lookback_w = 8

-- Initialize NQK with high-speed price data
local nqk = CC_NQK(alpha, nearFactor, farFactor, atr_length, relative_weight, lookback_w)

-- Enhanced IQR calculation (from Trail_Blaze)
local function iqr_array(len, _h, _l, _hlc)
    local function percentile_linear_interpolation(arr, percentile)
        local arr_sorted = ArraySort(arr)
        local rank = (percentile / 100) * (#arr_sorted - 1)
        local int_rank = Truncate(rank, 0)
        local frac_rank = rank - int_rank
        local lower_val = ArrayGet(arr_sorted, int_rank)
        local upper_val = ArrayGet(arr_sorted, int_rank + 1)
        return lower_val + frac_rank * (upper_val - lower_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

-- Trail Blaze Function
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

-- Reset upper and lower lines if position changes
if position.positionId != prev_id then
    Save('upper', -1)
    Save('lower', -1)
end


-- Main logic for trailing stop-loss
if direction != NoPosition then
    local atr = atr_mult * ATR(h, l, c, atr_len)
    local iqrValue = iqrMult * iqr_array(iqrLength, h, l, hlc)

    -- Calculate factors
   -- Use NQK values in the trailing stop logic
      local trigger = nqk.kernel_avg  -- or use bounds for different logic
      local centre = nqk.kernel_avg  -- or nqk.up_avg / nqk.low_avg based on position direction

    local tslFactor = centre * tslPercent / 100
    local atrFactor = atr
    local iqrFactor = iqrValue

    -- Combine factors based on filterSum
    local sumFactor
    if filterSum then
        sumFactor = CC_SMMA(CC_SMMA((tslFactor + atrFactor + iqrFactor), 2), 2)
    else
        sumFactor = tslFactor + atrFactor + iqrFactor
    end

    local loFactor = Max(sumFactor, 0) * loMult
    local hiFactor = Max(sumFactor, 0) * hiMult

    -- Trail Blaze Logic
    local trend = trail_blaze(trigger, centre, loFactor, hiFactor, Load('trendPrev', 0), Load('histpPrev', 0), Load('lostpPrev', 0))
    
    Save('trendPrev', trend.trnd)
    Save('histpPrev', trend.histp)
    Save('lostpPrev', trend.lostp)

    -- Update and plot positions
    local finalStop = (direction == PositionLong and trend.lostp) or (direction == PositionShort and trend.histp)
    Plot(0, 'Stop', finalStop, {c = direction == PositionLong and 'Red' or 'Green', id = position.positionId})
    result = (direction == PositionLong and c <= finalStop) or (direction == PositionShort and c >= finalStop)
end

-- Save current position ID and define output
Save('pid', position.positionId)
DefineOutput(BooleanType, result, 'Returns true if stop was triggered')