TomiChoro SPY-OPTIONS 5m

//version=5
indicator("OM SPY A+ Confirm (Fib 1H + Filters)", shorttitle="OM A+", overlay=true, max_labels_count=500, max_lines_count=500)

// ══════════════════════════════════════════════════════════════════════════════
// ORIGINAL OptionsMillionaire BASE (mantiene toda la funcionalidad)
// ══════════════════════════════════════════════════════════════════════════════

priceSource = input(close, title="Price Source For The Moving Averages", group="General")
IgnoreExtendedHours = input(true, title="Ignore Extended Hours", group="General")
resolution = timeframe.period
price = request.security(syminfo.tickerid, resolution, priceSource)

shortMAPeriod = input.int(8, title="Short Moving Average Period & Type:", group="Crossover Moving Averages", inline="short")
shortMAType = input.string("EMA", title="", options=["EMA","SMA","WMA","HMA","ALMA","LIN","ZLMA"], group="Crossover Moving Averages", inline="short")
longMAPeriod = input.int(21, title=" Long Moving Average Period & Type :", group="Crossover Moving Averages", inline="long")
longMAType = input.string("EMA", title="", options=["EMA","SMA","WMA","HMA","ALMA","LIN","ZLMA"], group="Crossover Moving Averages", inline="long")
i_timeframe_signal = input.timeframe("", title="Crossover MAs Timeframe", group="Crossover Moving Averages")
useTextLabels = input.bool(true, title="Use Text-Based Crossover Labels?", group="Crossover Moving Averages")

showBonusMA1 = input.bool(true, title="Bonus MA", group="Bonus Moving Averages", inline="bma1")
bonusMA1Period = input.int(34, title="", group="Bonus Moving Averages", inline="bma1")
bonus1MAType = input.string("EMA", title="", options=["EMA","SMA","WMA","HMA","ALMA","LIN","ZLMA"], group="Bonus Moving Averages", inline="bma1")
i_timeframe_bma1 = input.timeframe("", title="", group="Bonus Moving Averages", inline="bma1")
showBonusMA2 = input.bool(false, title="Bonus MA", group="Bonus Moving Averages", inline="bma2")
bonusMA2Period = input.int(50, title="", group="Bonus Moving Averages", inline="bma2")
bonus2MAType = input.string("SMA", title="", options=["EMA","SMA","WMA","HMA","ALMA","LIN","ZLMA"], group="Bonus Moving Averages", inline="bma2")
i_timeframe_bma2 = input.timeframe("", title="", group="Bonus Moving Averages", inline="bma2")
showBonusMA3 = input.bool(false, title="Bonus MA", group="Bonus Moving Averages", inline="bma3")
bonusMA3Period = input.int(100, title="", group="Bonus Moving Averages", inline="bma3")
bonus3MAType = input.string("SMA", title="", options=["EMA","SMA","WMA","HMA","ALMA","LIN","ZLMA"], group="Bonus Moving Averages", inline="bma3")
i_timeframe_bma3 = input.timeframe("", title="", group="Bonus Moving Averages", inline="bma3")

ZLMASmooth = 3

f_security(_sym, _res, _src) =>
request.security(_sym, _res, _src[barstate.isrealtime ? 1 : 0], barmerge.gaps_off, barmerge.lookahead_off)[barstate.isrealtime ? 0 : 1]

ticker = ticker.new(syminfo.prefix, syminfo.ticker, IgnoreExtendedHours ? session.regular : syminfo.session)

// MA calculation
f_ma(_src, _len, _type) =>
switch _type
"SMA" => ta.sma(_src, _len)
"EMA" => ta.ema(_src, _len)
"WMA" => ta.wma(_src, _len)
"HMA" => ta.hma(_src, _len)
"ALMA" => ta.alma(_src, _len, 0.85, 6)
"LIN" => ta.linreg(_src, _len, 0)
"ZLMA" => (2 * ta.wma(ta.wma(_src, _len), ZLMASmooth)) - ta.wma(ta.wma(ta.wma(_src, _len), ZLMASmooth), _len)
=> ta.ema(_src, _len)

short = f_security(ticker, i_timeframe_signal, f_ma(price, shortMAPeriod, shortMAType))
long = f_security(ticker, i_timeframe_signal, f_ma(price, longMAPeriod, longMAType))
bonus1 = f_security(ticker, i_timeframe_bma1, f_ma(price, bonusMA1Period, bonus1MAType))
bonus2 = f_security(ticker, i_timeframe_bma2, f_ma(price, bonusMA2Period, bonus2MAType))
bonus3 = f_security(ticker, i_timeframe_bma3, f_ma(price, bonusMA3Period, bonus3MAType))

// Crossover signals (base)
Bull = ta.crossover(short, long)
Bear = ta.crossunder(short, long)

trendColor = short >= long ? color.new(color.red, 85) : color.new(color.blue, 85)

MA1 = plot(short, title="Short Period Moving Average", color=#FF00FF, linewidth=2)
MA2 = plot(long, title="Long Period Moving Average", color=#00FF00, linewidth=1)
fill(MA1, MA2, color=trendColor, title="Short/Long Divergence Fill")
plot(showBonusMA1 ? bonus1 : na, title="Bonus Moving Average 1", color=#FFFF00, linewidth=1)
plot(showBonusMA2 ? bonus2 : na, title="Bonus Moving Average 2", color=#0000FF, linewidth=1)
plot(showBonusMA3 ? bonus3 : na, title="Bonus Moving Average 3", color=#FFFFFF, linewidth=1)

plotshape(Bull, title="Calls Label", color=color.new(color.green, 25),
textcolor=useTextLabels ? color.white : color.new(color.white, 100),
style=useTextLabels ? shape.labelup : shape.triangleup,
text="Call", location=location.belowbar)

plotshape(Bear, title="Puts Label", color=color.new(color.red, 25),
textcolor=useTextLabels ? color.white : color.new(color.white, 100),
style=useTextLabels ? shape.labeldown : shape.triangledown,
text="Put", location=location.abovebar)

if Bull
alert("Call Alert: 8ema crossed over 21ema", alert.freq_once_per_bar_close)
if Bear
alert("Put Alert: 8ema crossed under 21ema", alert.freq_once_per_bar_close)

// -- VWAP -- //
showVWAP = input.bool(true, title="Show VWAP?", group="VWAP")
vwapSource = input(hlc3, title="VWAP Source", group="VWAP")
vwapAnchor = input.string("Session", title="VWAP Anchor Period", options=["Session", "Week", "Month", "Quarter", "Year", "Decade", "Century"], group="VWAP")
vwapSD1 = input.float(1.00, minval=0, step=0.5, title="Standard Deviation 1", group="VWAP")
vwapSD2 = input.float(2.00, minval=0, step=0.5, title="Standard Deviation 2", group="VWAP")
vwapSD3 = input.float(3.00, minval=0, step=0.5, title="Standard Deviation 3", group="VWAP")
showVWAPSD1Band = input.bool(false, title="Show VWAP Standard Deviation 1?", group="VWAP")
showVWAPSD2Band = input.bool(false, title="Show VWAP Standard Deviation 2?", group="VWAP")
showVWAPSD3Band = input.bool(false, title="Show VWAP Standard Deviation 3?", group="VWAP")

timeChange(period) =>
ret = 0
if period == "Session"
ret := time("D")
if period == "Week"
ret := time("W")
if period == "Month"
ret := time("M")
if period == "Quarter"
ret := time("3M")
if period == "Year"
ret := time("12M")
if period == "Decade"
ret := time("12M") % time("120M") == 0 ? 1 : 0
if period == "Century"
ret := time("12M") % time("1200M") == 0 ? 1 : 0
ret

isNewPeriod = ta.change(timeChange(vwapAnchor))
isFirstBarOfNewPeriod = isNewPeriod and not isNewPeriod[1]

var float vwapSum = 0.0
vwapSum := isFirstBarOfNewPeriod ? vwapSource * volume : vwapSource * volume + vwapSum[1]

var float volumeSum = 0.0
volumeSum := isFirstBarOfNewPeriod ? volume : volume + volumeSum[1]

var float v2Sum = 0.0
v2Sum := isFirstBarOfNewPeriod ? volume * vwapSource * vwapSource : volume * vwapSource * vwapSource + v2Sum[1]

mVWAP = vwapSum / volumeSum
variance = v2Sum / volumeSum - mVWAP * mVWAP
variance := variance < 0 ? 0 : variance
standard_deviation = math.sqrt(variance)

vwapUpperBand1 = mVWAP + (vwapSD1 * standard_deviation)
vwapLowerBand1 = mVWAP - (vwapSD1 * standard_deviation)
vwapUpperBand2 = mVWAP + (vwapSD2 * standard_deviation)
vwapLowerBand2 = mVWAP - (vwapSD2 * standard_deviation)
vwapUpperBand3 = mVWAP + (vwapSD3 * standard_deviation)
vwapLowerBand3 = mVWAP - (vwapSD3 * standard_deviation)

plot(showVWAP ? mVWAP : na, title="VWAP", color=color.orange, linewidth=1)
vwapSD1Plot1 = plot(showVWAPSD1Band ? vwapUpperBand1 : na, title="VWAP SD1 Upper", color=color.gray, linewidth=1)
vwapSD1Plot2 = plot(showVWAPSD1Band ? vwapLowerBand1 : na, title="VWAP SD1 Lower", color=color.gray, linewidth=1)
fill(vwapSD1Plot1, vwapSD1Plot2, color=color.new(color.gray, 90), title="VWAP SD1 Fill")
vwapSD2Plot1 = plot(showVWAPSD2Band ? vwapUpperBand2 : na, title="VWAP SD2 Upper", color=color.gray, linewidth=1)
vwapSD2Plot2 = plot(showVWAPSD2Band ? vwapLowerBand2 : na, title="VWAP SD2 Lower", color=color.gray, linewidth=1)
fill(vwapSD2Plot1, vwapSD2Plot2, color=color.new(color.gray, 85), title="VWAP SD2 Fill")
vwapSD3Plot1 = plot(showVWAPSD3Band ? vwapUpperBand3 : na, title="VWAP SD3 Upper", color=color.gray, linewidth=1)
vwapSD3Plot2 = plot(showVWAPSD3Band ? vwapLowerBand3 : na, title="VWAP SD3 Lower", color=color.gray, linewidth=1)
fill(vwapSD3Plot1, vwapSD3Plot2, color=color.new(color.gray, 80), title="VWAP SD3 Fill")

// ══════════════════════════════════════════════════════════════════════════════
// MÓDULO A+ (Fibonacci 1H + Filtros)
// ══════════════════════════════════════════════════════════════════════════════

// Inputs A+
grpAPlus = "═══ A+ Filters (Fib 1H + VWAP + Volume) ═══"
enableAPlus = input.bool(true, title="Enable A+ Signals", group=grpAPlus)
fibTF = input.timeframe("60", title="Fibonacci Timeframe", group=grpAPlus)
pivotLen = input.int(5, title="Pivot Length (1H swing)", minval=1, group=grpAPlus)
tolPct = input.float(0.05, title="Fib Zone Tolerance (%)", minval=0.0, step=0.01, group=grpAPlus)
volLen = input.int(20, title="Volume SMA Length", minval=1, group=grpAPlus)
showFibLines = input.bool(true, title="Show Fib 0.5 & 0.618 Lines", group=grpAPlus)

// Pivot detection en 1H
f_pivH_1h = request.security(syminfo.tickerid, fibTF, ta.pivothigh(high, pivotLen, pivotLen), lookahead=barmerge.lookahead_off)
f_pivL_1h = request.security(syminfo.tickerid, fibTF, ta.pivotlow(low, pivotLen, pivotLen), lookahead=barmerge.lookahead_off)

var float lastPH = na
var float lastPL = na
var int lastPH_seq = 0
var int lastPL_seq = 0
var int seq = 0

seq := seq + 1

if not na(f_pivH_1h)
lastPH := f_pivH_1h
lastPH_seq := seq

if not na(f_pivL_1h)
lastPL := f_pivL_1h
lastPL_seq := seq

// Swing definition
var float swingA = na
var float swingB = na
var bool swingUp = na

haveBoth = not na(lastPH) and not na(lastPL)

if haveBoth
if lastPH_seq > lastPL_seq
// Upswing: low → high
swingA := lastPL
swingB := lastPH
swingUp := true
else
// Downswing: high → low
swingA := lastPH
swingB := lastPL
swingUp := false

// Fib levels
rng = haveBoth ? math.abs(swingB - swingA) : na

var float fib50 = na
var float fib618 = na

if haveBoth and not na(rng) and rng > 0
if swingUp
fib50 := swingB - rng * 0.50
fib618 := swingB - rng * 0.618
else
fib50 := swingB + rng * 0.50
fib618 := swingB + rng * 0.618

// Zone check (0.5–0.618 con tolerancia en %)
tol = close * (tolPct / 100.0)
zoneLow = math.min(fib50, fib618)
zoneHigh = math.max(fib50, fib618)
inFibZone = haveBoth and not na(zoneLow) and not na(zoneHigh) and (close >= (zoneLow - tol)) and (close <= (zoneHigh + tol))

// VWAP filter
vwapCallOk = close > mVWAP
vwapPutOk = close < mVWAP

// Volume filter
volOk = volume > ta.sma(volume, volLen)

// A+ conditions
AplusCall = enableAPlus and Bull and inFibZone and vwapCallOk and volOk
AplusPut = enableAPlus and Bear and inFibZone and vwapPutOk and volOk

// Plots
plot(showFibLines ? fib50 : na, color=color.yellow, linewidth=1, title="Fib 0.5 (1H)", style=plot.style_circles)
plot(showFibLines ? fib618 : na, color=color.orange, linewidth=1, title="Fib 0.618 (1H)", style=plot.style_circles)

plotshape(AplusCall, title="A+ CALL", style=shape.labelup, text="A+ CALL", color=color.new(color.lime, 0), textcolor=color.black, location=location.belowbar, size=size.small)
plotshape(AplusPut, title="A+ PUT", style=shape.labeldown, text="A+ PUT", color=color.new(color.fuchsia, 0), textcolor=color.white, location=location.abovebar, size=size.small)

// Alerts A+
alertcondition(AplusCall, title="A+ CALL", message="A+ CALL confirmed (OM cross + Fib 1H 0.5-0.618 + VWAP + Volume) on {{ticker}} @ {{close}}")
alertcondition(AplusPut, title="A+ PUT", message="A+ PUT confirmed (OM cross + Fib 1H 0.5-0.618 + VWAP + Volume) on {{ticker}} @ {{close}}")