gas_price_levels.pine

//@version=6
indicator('GAS Price Levels', overlay = true)

// === Input Parameters ===
emaPeriods = input.int(9, 'EMA Length')
atrLength = input.int(10, 'ATR Length')
bbandsLength = input.int(20, 'BB Length')
bbandsStdDev = input.float(2.0, 'BB StdDev')
rsiLength = input.int(14, 'RSI Length')
cciLength = input.int(20, 'CCI Length')

// === Technical Indicators ===
[bbUpper, bbMiddle, bbLower] = ta.bb(close, bbandsLength, bbandsStdDev)
rsi = ta.rsi(close, rsiLength)
cci = ta.cci(close, cciLength)
atr = ta.atr(atrLength)
williams_r = ta.wpr(14)
[macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9)
kama_line = ta.ema(close, 10)

// Alpha238 (40-day Minimum LogReturn)
cumLogReturn40d = ta.cum(math.log(close / close[1]))
alpha238 = ta.lowestbars(cumLogReturn40d, 40)

// Alpha51 (Price ROC Based)
alpha51 = ta.roc(close, 30) * ta.roc(close, 5)

// Alpha262 (CCI Complex)
cumLogReturn110d = ta.cum(math.log(close / close[1]))
alpha262 = ta.change(ta.sma(math.pow(cci, 2), cciLength))

// === Dynamic Weight Calculation ===
float ic_238 = ta.correlation(alpha238, ta.change(close), 20)
float ic_51 = ta.correlation(alpha51, ta.change(close), 20)
float ic_262 = ta.correlation(alpha262, ta.change(close), 20)
float total_ic = math.abs(ic_238) + math.abs(ic_51) + math.abs(ic_262)
float w238 = math.abs(ic_238) / total_ic

// Plot price levels
plot(bbUpper, 'BB Upper', color = color.new(color.blue, 80))
plot(bbMiddle, 'BB Middle', color = color.new(color.white, 80))
plot(bbLower, 'BB Lower', color = color.new(color.blue, 80))
plot(kama_line, 'KAMA', color = color.new(color.orange, 80))