Every engine,
drawn to spec.

//@version=6
indicator("Deltalyn · Leveraged rotation — blueprint", shorttitle = "VNT ROT", overlay = true)

// Daily chart of TQQQ, SOXL or SPXL. Set the matching unleveraged index.
underlying = input.symbol("NASDAQ:QQQ", "Underlying (QQQ / SOXX / SPY)")
smaFastLen = input.int(50, "Trend SMA fast")
smaSlowLen = input.int(200, "Trend SMA slow")
volLen     = input.int(20, "Realised-vol lookback")
volPctLen  = input.int(252, "Vol percentile window")
volPctMax  = input.float(60, "Max vol percentile")
brkLen     = input.int(20, "Breakout lookback")
volMult    = input.float(1.2, "Volume confirmation x")
atrLen     = input.int(14, "ATR length")
stopMult   = input.float(1.5, "Stop = entry - ATR x")
targetMult = input.float(3.0, "Target = entry + ATR x")
maxHold    = input.int(30, "Max holding (sessions)")

// Regime is read on the UNDERLYING: close > SMA50 > SMA200, realised vol in
// its lower percentiles. (The engine's tracking-drift check is not replicated.)
[uClose, uFast, uSlow, uVolPct] = request.security(underlying, "D", [close, ta.sma(close, smaFastLen), ta.sma(close, smaSlowLen), ta.percentrank(ta.stdev(close / close[1] - 1, volLen), volPctLen)], lookahead = barmerge.lookahead_off)
regimeOk = uClose > uFast and uFast > uSlow and uVolPct <= volPctMax

// Trigger on the leveraged ETF: close above the PRIOR 20-day high on volume.
priorHigh = ta.highest(high, brkLen)[1]
volumeOk  = volume >= ta.sma(volume, brkLen)[1] * volMult
atrVal    = ta.sma(ta.tr(true), atrLen)
signal    = regimeOk and close > priorHigh and volumeOk

// One position at a time; exit on stop, target or time, like the backtest.
var float entry = na
var float stop = na
var float target = na
var int entryBar = na
exited = false
if not na(entry)
    if low <= stop or high >= target or bar_index - entryBar >= maxHold
        entry := na
        stop := na
        target := na
        entryBar := na
        exited := true
if na(entry) and not exited and signal
    entry := close
    stop := close - atrVal * stopMult
    target := close + atrVal * targetMult
    entryBar := bar_index

plot(priorHigh, "Activation: 20-day high", color = #E3C68C, style = plot.style_stepline)
plot(entry, "Entry", color = #C2934A, linewidth = 2, style = plot.style_linebr)
plot(stop, "Stop loss", color = #FB7185, style = plot.style_linebr)
plot(target, "Take profit", color = #34D399, style = plot.style_linebr)
plotshape(entryBar == bar_index, title = "Entry signal", style = shape.triangleup, location = location.belowbar, color = #C2934A, size = size.small)

//@version=6
indicator("Deltalyn · Crypto Donchian 4H (longs) — blueprint", shorttitle = "VNT DON", overlay = true)

// BTCUSD or ETHUSD on the 4H chart. Every input reads the CLOSED bars before
// the current one and uses this bar's close as the price — what the engine sees.
len        = input.int(20, "Donchian period")
minRR      = input.float(1.5, "Minimum R:R")
stopBuffer = input.float(1.5, "Stop buffer below band %")
minRisk    = input.float(0.60, "Minimum risk %")
edgeTouch  = input.float(2.0, "Edge touch %")
microN     = input.int(6, "Micro-trend bars")
rsiLow     = input.float(40, "RSI oversold")
boRsiMin   = input.float(55, "Breakout RSI min")
boRsiMax   = input.float(78, "Breakout RSI max")
boBuffer   = input.float(0.3, "Breakout buffer %")
boStopPct  = input.float(3.0, "Breakout stop below band %")
boVolMult  = input.float(1.2, "Breakout volume x")
pbEmaLen   = input.int(20, "Pullback EMA")
pbTouch    = input.float(0.5, "Pullback touch %")
pbRsiMin   = input.float(40, "Pullback RSI min")
pbRsiMax   = input.float(82, "Pullback RSI max")
pbRR       = input.float(2.0, "Pullback R:R")
pbStopPct  = input.float(0.60, "Pullback minimum stop %")

// The engine's RSI: plain average of the last 14 gains and losses.
engineRsi(src, n) =>
    d = src - src[1]
    ag = math.sum(math.max(d, 0), n) / n
    al = math.sum(math.max(-d, 0), n) / n
    al == 0 ? 100.0 : 100 - 100 / (1 + ag / al)

price   = close
upper   = ta.highest(high, len)[1]
lower   = ta.lowest(low, len)[1]
sma200  = ta.sma(close, 200)[1]
sma50   = ta.sma(close, 50)[1]
emaF    = ta.ema(close, pbEmaLen)[1]
atrV    = ta.sma(ta.tr(true), 14)[1]
rsiNow  = engineRsi(close, 14)[1]
rsiPrev = engineRsi(close, 14)[2]
micro   = close[1] - close[1 + microN]
bullish = price > sma200
nearLower = math.abs(price - lower) / lower * 100 <= edgeTouch
nearUpper = math.abs(price - upper) / upper * 100 <= edgeTouch
brokeUp   = price > upper * (1 + boBuffer / 100)

// Mode 1 — reversal at the lower band, confirmed by RSI turn + rejection candle.
rng       = high[1] - low[1] == 0 ? 1.0 : high[1] - low[1]
lowerWick = (math.min(close[2], close[1]) - low[1]) / rng
rejection = rsiNow < rsiLow and rsiNow >= rsiPrev and (close[1] > close[2] or lowerWick >= 0.35)
mrStop    = math.min(lower * (1 - stopBuffer / 100), price * (1 - minRisk / 100))
longMR    = nearLower and bullish and micro > -atrV and rejection and (upper - price) / (price - mrStop) >= minRR

// Mode 2 — breakout through the upper band with RSI, momentum and volume.
boVolOk = volume[1] >= ta.sma(volume, 20)[2] * boVolMult
longBO  = not nearLower and brokeUp and bullish and rsiNow >= boRsiMin and rsiNow <= boRsiMax and micro >= atrV and boVolOk
boStop  = math.min(upper * (1 - boStopPct / 100), price * (1 - minRisk / 100))

// Mode 3 — pullback to the EMA inside an uptrend, mid-channel only.
upTrend = price > sma50 and sma50 > sma200
longPB  = not nearLower and not nearUpper and not brokeUp and upTrend and low[1] <= emaF * (1 + pbTouch / 100) and price > emaF and rsiNow >= pbRsiMin and rsiNow <= pbRsiMax and micro >= atrV
pbStop  = math.min(ta.lowest(low, 4)[1] * 0.997, price * (1 - pbStopPct / 100))

var float entry = na
var float stop = na
var float target = na
exited = false
if not na(entry)
    if low <= stop or high >= target
        entry := na
        stop := na
        target := na
        exited := true
if na(entry) and not exited
    if longMR
        entry := price
        stop := mrStop
        target := upper
    else if longBO
        entry := price
        stop := boStop
        target := price + minRR * (price - boStop)
    else if longPB
        entry := price
        stop := pbStop
        target := price + pbRR * (price - pbStop)

plot(upper, "Donchian upper", color = color.new(#98A2B3, 45), style = plot.style_stepline)
plot(lower, "Donchian lower", color = color.new(#98A2B3, 45), style = plot.style_stepline)
plot(emaF, "EMA 20 (pullback activation)", color = #E3C68C)
plot(entry, "Entry", color = #C2934A, linewidth = 2, style = plot.style_linebr)
plot(stop, "Stop loss", color = #FB7185, style = plot.style_linebr)
plot(target, "Take profit", color = #34D399, style = plot.style_linebr)

//@version=6
indicator("Deltalyn · Pairs z-score — blueprint", shorttitle = "VNT PAIRS", overlay = false)

// Daily. Spread = log(A) - beta * log(B); z-scored with TODAY's beta over the
// window, as the engine does. (Its AR(1) half-life gate is not replicated.)
legA    = input.symbol("COINBASE:ETHUSD", "Leg A")
legB    = input.symbol("COINBASE:BTCUSD", "Leg B")
betaLen = input.int(90, "Hedge-ratio lookback")
zLen    = input.int(60, "Z-score lookback")
entryZ  = input.float(2.0, "Entry |z|")
exitZ   = input.float(0.5, "Exit |z|")
stopZ   = input.float(3.5, "Stop |z|")
minRR   = input.float(1.2, "Minimum R:R")

a = math.log(request.security(legA, "D", close, lookahead = barmerge.lookahead_off))
b = math.log(request.security(legB, "D", close, lookahead = barmerge.lookahead_off))
beta = ta.covariance(a, b, betaLen) / ta.variance(b, betaLen)
spreadMean = ta.sma(a, zLen) - beta * ta.sma(b, zLen)
spreadVar  = ta.variance(a, zLen) + beta * beta * ta.variance(b, zLen) - 2 * beta * ta.covariance(a, b, zLen)
z  = (a - beta * b - spreadMean) / math.sqrt(spreadVar)
rr = (math.abs(z) - exitZ) / (stopZ - math.abs(z))
signal = math.abs(z) >= entryZ and math.abs(z) < stopZ and rr >= minRR

plot(z, "Spread z-score", color = #98A2B3, linewidth = 2)
hline(0, "Mean", color = color.new(#98A2B3, 60))
hline(entryZ, "Entry band +", color = #E3C68C, linestyle = hline.style_dashed)
hline(-entryZ, "Entry band -", color = #E3C68C, linestyle = hline.style_dashed)
hline(exitZ, "Take profit +", color = #34D399, linestyle = hline.style_dotted)
hline(-exitZ, "Take profit -", color = #34D399, linestyle = hline.style_dotted)
hline(stopZ, "Stop +", color = #FB7185)
hline(-stopZ, "Stop -", color = #FB7185)
plotshape(signal, title = "Entry signal", style = shape.circle, location = location.absolute, color = #C2934A, size = size.tiny)

//@version=6
indicator("Deltalyn · Trend Join Long — blueprint", shorttitle = "VNT TJL", overlay = true)

// Intraday chart (e.g. 5m) with extended hours ON. Same entry filters as the
// scanner: daily breakout over SMA200, premarket-high break, weekly trend, volume.
atrLen        = input.int(14, "ATR length")
stopMult      = input.float(1.5, "Stop = entry - ATR x")
targetMult    = input.float(3.0, "Target = entry + ATR x")
minRelVolume  = input.float(1.5, "Min relative volume (vs 20 bars)")
requireWeekly = input.bool(true, "Require weekly close > weekly SMA20")

prevDailyHigh  = request.security(syminfo.tickerid, "D", high[1], lookahead = barmerge.lookahead_off)
prevDailyClose = request.security(syminfo.tickerid, "D", close[1], lookahead = barmerge.lookahead_off)
dailySma       = request.security(syminfo.tickerid, "D", ta.sma(close, 200)[1], lookahead = barmerge.lookahead_off)
weeklyClose    = request.security(syminfo.tickerid, "W", close[1], lookahead = barmerge.lookahead_off)
weeklySma20    = request.security(syminfo.tickerid, "W", ta.sma(close, 20)[1], lookahead = barmerge.lookahead_off)

dailyBreakout = close > prevDailyHigh and prevDailyClose > dailySma
weeklyOk      = not requireWeekly or weeklyClose > weeklySma20
volumeOk      = volume > ta.sma(volume, 20) * minRelVolume

var float pmh = na
var float hod = na
if ta.change(time("D")) != 0
    pmh := na
    hod := na
if session.ispremarket
    pmh := na(pmh) ? high : math.max(pmh, high)
hodBefore = hod
if session.ismarket
    hod := na(hod) ? high : math.max(hod, high)
intradayBreakout = session.ismarket and not na(pmh) and not na(hodBefore) and close > pmh and close > hodBefore

atrVal = ta.atr(atrLen)
signal = dailyBreakout and intradayBreakout and weeklyOk and volumeOk

var float entry = na
var float stop = na
var float target = na
exited = false
if not na(entry)
    if low <= stop or high >= target
        entry := na
        stop := na
        target := na
        exited := true
if na(entry) and not exited and signal
    entry := close
    stop := close - atrVal * stopMult
    target := close + atrVal * targetMult

plot(prevDailyHigh, "Activation: prior-day high", color = #E3C68C, style = plot.style_stepline)
plot(pmh, "Premarket high", color = color.new(#98A2B3, 40), style = plot.style_circles)
plot(entry, "Entry", color = #C2934A, linewidth = 2, style = plot.style_linebr)
plot(stop, "Stop loss", color = #FB7185, style = plot.style_linebr)
plot(target, "Take profit", color = #34D399, style = plot.style_linebr)