STD-Filtered, Ultra Low Lag Moving Average [Loxx]
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © loxx

//@version=5
indicator("STD-Filtered, Ultra Low Lag Moving Average [Loxx]",
     shorttitle = "STDFULLMA [Loxx]",
     overlay = true, 
     timeframe="", 
     timeframe_gaps = true)

import loxx/loxxexpandedsourcetypes/4

greencolor = #2DD204
redcolor = #D2042D 

sinc(float x)=>
	out = x == 0.0 ? 1. : math.sin(math.pi * x) / (math.pi * x)
    out

design(int type, int per)=>
    float[] coeff = array.new<float>(per, 0)
    float cycles = 0.
	switch type
		0=> cycles := 1.25
		1=> cycles := 2.5
		2=> cycles := 3.75
		3=> cycles := 6.25
		=>  cycles := 6.25
	float sum = 0.0
	float w = per
	for n = 0 to per - 1
		float x = sinc((n / w) * (cycles * math.pi))
		array.set(coeff, n, x)
		sum += x
	sum := 1.0 / sum
	for i = 0 to per - 1
		array.set(coeff, i, array.get(coeff, i) * sum)
    coeff
    
directFormFIR(int type, float src, int per)=>
    float[] coeff = design(type, per)
	float sum = 0.0
	for n = 0 to per - 1
		sum += nz(src[n]) * array.get(coeff, n)
    sum

stdFilter(float src, int len, float filter)=>
    float price = src
    float filtdev = filter * ta.stdev(src, len)
    price := math.abs(price - nz(price[1])) < filtdev ? nz(price[1]) : price
    price
    
smthtype = input.string("Kaufman", "Heiken-Ashi Better Smoothing", options = ["AMA", "T3", "Kaufman"], group=  "Source Settings")
srcoption = input.string("HAB Median", "Source", group= "Source Settings", 
     options = 
     ["Close", "Open", "High", "Low", "Median", "Typical", "Weighted", "Average", "Average Median Body", "Trend Biased", "Trend Biased (Extreme)", 
     "HA Close", "HA Open", "HA High", "HA Low", "HA Median", "HA Typical", "HA Weighted", "HA Average", "HA Average Median Body", "HA Trend Biased", "HA Trend Biased (Extreme)",
     "HAB Close", "HAB Open", "HAB High", "HAB Low", "HAB Median", "HAB Typical", "HAB Weighted", "HAB Average", "HAB Average Median Body", "HAB Trend Biased", "HAB Trend Biased (Extreme)"])

per = input.int(39, "Period", group= "Basic Settings")
type = input.int(0, "Type", minval = 0, group= "Basic Settings")

filterop = input.string("ULLMA", "Filter Options", options = ["Price", "ULLMA", "Both", "None"], group=  "Filter Settings")
filter = input.float(1, "Filter Devaitions", minval = 0, group= "Filter Settings")
filterperiod = input.int(15, "Filter Period", minval = 0, group= "Filter Settings")

colorbars = input.bool(true, "Color bars?", group = "UI Options")
showSigs = input.bool(true, "Show signals?", group= "UI Options")

kfl=input.float(0.666, title="* Kaufman's Adaptive MA (KAMA) Only - Fast End", group = "Moving Average Inputs")
ksl=input.float(0.0645, title="* Kaufman's Adaptive MA (KAMA) Only - Slow End", group = "Moving Average Inputs")
amafl = input.int(2, title="* Adaptive Moving Average (AMA) Only - Fast", group = "Moving Average Inputs")
amasl = input.int(30, title="* Adaptive Moving Average (AMA) Only - Slow", group = "Moving Average Inputs")

haclose = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, close)
haopen = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, open)
hahigh = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, high)
halow = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, low)
hamedian = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hl2)
hatypical = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlc3)
haweighted = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, hlcc4)
haaverage = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, ohlc4)

float src = switch srcoption
	"Close" => loxxexpandedsourcetypes.rclose()
	"Open" => loxxexpandedsourcetypes.ropen()
	"High" => loxxexpandedsourcetypes.rhigh()
	"Low" => loxxexpandedsourcetypes.rlow()
	"Median" => loxxexpandedsourcetypes.rmedian()
	"Typical" => loxxexpandedsourcetypes.rtypical()
	"Weighted" => loxxexpandedsourcetypes.rweighted()
	"Average" => loxxexpandedsourcetypes.raverage()
    "Average Median Body" => loxxexpandedsourcetypes.ravemedbody()
	"Trend Biased" => loxxexpandedsourcetypes.rtrendb()
	"Trend Biased (Extreme)" => loxxexpandedsourcetypes.rtrendbext()
	"HA Close" => loxxexpandedsourcetypes.haclose(haclose)
	"HA Open" => loxxexpandedsourcetypes.haopen(haopen)
	"HA High" => loxxexpandedsourcetypes.hahigh(hahigh)
	"HA Low" => loxxexpandedsourcetypes.halow(halow)
	"HA Median" => loxxexpandedsourcetypes.hamedian(hamedian)
	"HA Typical" => loxxexpandedsourcetypes.hatypical(hatypical)
	"HA Weighted" => loxxexpandedsourcetypes.haweighted(haweighted)
	"HA Average" => loxxexpandedsourcetypes.haaverage(haaverage)
    "HA Average Median Body" => loxxexpandedsourcetypes.haavemedbody(haclose, haopen)
	"HA Trend Biased" => loxxexpandedsourcetypes.hatrendb(haclose, haopen, hahigh, halow)
	"HA Trend Biased (Extreme)" => loxxexpandedsourcetypes.hatrendbext(haclose, haopen, hahigh, halow)
	"HAB Close" => loxxexpandedsourcetypes.habclose(smthtype, amafl, amasl, kfl, ksl)
	"HAB Open" => loxxexpandedsourcetypes.habopen(smthtype, amafl, amasl, kfl, ksl)
	"HAB High" => loxxexpandedsourcetypes.habhigh(smthtype, amafl, amasl, kfl, ksl)
	"HAB Low" => loxxexpandedsourcetypes.hablow(smthtype, amafl, amasl, kfl, ksl)
	"HAB Median" => loxxexpandedsourcetypes.habmedian(smthtype, amafl, amasl, kfl, ksl)
	"HAB Typical" => loxxexpandedsourcetypes.habtypical(smthtype, amafl, amasl, kfl, ksl)
	"HAB Weighted" => loxxexpandedsourcetypes.habweighted(smthtype, amafl, amasl, kfl, ksl)
	"HAB Average" => loxxexpandedsourcetypes.habaverage(smthtype, amafl, amasl, kfl, ksl)
    "HAB Average Median Body" => loxxexpandedsourcetypes.habavemedbody(smthtype, amafl, amasl, kfl, ksl)
	"HAB Trend Biased" => loxxexpandedsourcetypes.habtrendb(smthtype, amafl, amasl, kfl, ksl)
	"HAB Trend Biased (Extreme)" => loxxexpandedsourcetypes.habtrendbext(smthtype, amafl, amasl, kfl, ksl)
	=> haclose
	
src := filterop == "Both" or filterop == "Price" and filter > 0 ? stdFilter(src, filterperiod, filter) : src

out = directFormFIR(type, src, per)

out := filterop == "Both" or filterop == "ULLMA" and filter > 0 ? stdFilter(out, filterperiod, filter) : out

sig = nz(out[1])

state = out > sig ? 1 : out < sig ? -1 : 0
pregoLong = out > sig and (nz(out[1]) < nz(sig[1]) or nz(out[1]) == nz(sig[1]))
pregoShort = out < sig and (nz(out[1]) > nz(sig[1]) or nz(out[1]) == nz(sig[1]))

contsw = 0
contsw := nz(contsw[1])
contsw := pregoLong ? 1 : pregoShort ? -1 : nz(contsw[1])

goLong = pregoLong and nz(contsw[1]) == -1
goShort = pregoShort and nz(contsw[1]) == 1 

var color colorout = na
colorout := state == -1 ? redcolor : state == 1 ? greencolor : nz(colorout[1])

plot(out, "Step ULLMA", color = colorout, linewidth = 3)
barcolor(colorbars ? colorout : na)

plotshape(showSigs and goLong, title = "Long", color = color.yellow, textcolor = color.yellow, text = "L", style = shape.triangleup, location = location.belowbar, size = size.tiny)
plotshape(showSigs and goShort, title = "Short", color = color.fuchsia, textcolor = color.fuchsia, text = "S", style = shape.triangledown, location = location.abovebar, size = size.tiny)

alertcondition(goLong, title = "Long", message = "STD-Filtered, Ultra Low Lag Moving Average [Loxx]: Long\nSymbol: {{ticker}}\nPrice: {{close}}")
alertcondition(goShort, title = "Short", message = "STD-Filtered, Ultra Low Lag Moving Average [Loxx]: Short\nSymbol: {{ticker}}\nPrice: {{close}}")



