Profit Maximizer PMax - Indie Port Guide

# indie:lang_version = 5
# Profit Maximizer (PMax) — Indie port
# Original Pine Script v4 by KivancOzbilgic (Mozilla Public License 2.0)
# Migration notes:
#   Logic ported 1:1: moving average (SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA/TSF) + ATR trailing stop, direction flip, crossing signals
#   The two Pine fills (long/short highlighter) are merged into one dynamic-color fill
#   alertcondition() — no Indie equivalent; use platform alerts on lines

from math import nan, isnan, ceil, floor
from indie import indicator, param, plot, MainContext, color, source, format, MutSeriesF
from indie.algorithms import Sma, Ema, Wma, Atr, Tr, LinReg

@indicator('Profit Maximizer', overlay_main_pane=True, format=format.PRICE, precision=2)
@param.source('src', default=source.HL2, title='Source')
@param.int('periods', default=10, min=1, title='ATR Length')
@param.float('multiplier', default=3.0, min=0.1, step=0.1, title='ATR Multiplier')
@param.str('mav', default='EMA', title='Moving Average Type: SMA/EMA/WMA/TMA/VAR/WWMA/ZLEMA/TSF')
@param.int('length', default=10, min=1, title='Moving Average Length')
@param.bool('change_atr', default=True, title='Change ATR Calculation Method ?')
@param.bool('normalize', default=False, title='Normalize ATR ?')
@param.bool('showsupport', default=True, title='Show Moving Average?')
@param.bool('showsignalsk', default=True, title='Show Crossing Signals?')
@param.bool('showsignalsc', default=False, title='Show Price/Pmax Crossing Signals?')
@param.bool('highlighting', default=True, title='Highlighter On/Off ?')
@plot.line('mavg_line', color=color.rgba(5, 133, 225, 1.0), line_width=2, title='Moving Avg Line')
@plot.line('pmax', color=color.RED, line_width=2, title='PMax')
@plot.line('ohlc4_hidden', color=color.TRANSPARENT, line_width=1, title='OHLC4')
@plot.fill('ohlc4_hidden', 'pmax', id='trend_fill')
@plot.marker('buy_k', color=color.GREEN, style=plot.marker_style.LABEL)
@plot.marker('sell_k', color=color.RED, style=plot.marker_style.LABEL)
@plot.marker('buy_c', color=color.rgba(15, 24, 191, 1.0), style=plot.marker_style.LABEL)
@plot.marker('sell_c', color=color.rgba(15, 24, 191, 1.0), style=plot.marker_style.LABEL)
class Main(MainContext):
    def calc(self, src, periods, multiplier, mav, length, change_atr, normalize, showsupport,
             showsignalsk, showsignalsc, highlighting):
        src_val: float = src[0]
        src_prev: float = src[1]

        atr_rma: float = Atr.new(periods)[0]
        atr_sma: float = Sma.new(Tr.new(), periods)[0]
        atr: float = atr_rma if change_atr else atr_sma

        sma_s = Sma.new(src, length)
        ema_s = Ema.new(src, length)
        wma_s = Wma.new(src, length)
        half: int = max(1, int(ceil(length / 2.0)))
        half2: int = max(1, int(floor(length / 2.0)) + 1)
        tma1_s = Sma.new(src, half)
        tma_s = Sma.new(tma1_s, half2)
        lrc: float = LinReg.new(src, length=length, offset=0)[0]
        lrc1: float = LinReg.new(src, length=length, offset=1)[0]
        tsf: float = lrc + (lrc - lrc1)

        # VAR
        valpha: float = 2.0 / (length + 1)
        vud1: float = (src_val - src_prev) if src_val > src_prev else 0.0
        vdd1: float = (src_prev - src_val) if src_val < src_prev else 0.0
        vud_s = MutSeriesF.new(vud1)
        vdd_s = MutSeriesF.new(vdd1)
        vud_sum: float = Sma.new(vud_s, 9)[0] * 9.0
        vdd_sum: float = Sma.new(vdd_s, 9)[0] * 9.0
        vden: float = vud_sum + vdd_sum
        vcmo: float = (vud_sum - vdd_sum) / vden if (not isnan(vden) and vden != 0.0) else 0.0
        var_s = MutSeriesF.new(0.0)
        var_prev: float = var_s[1] if not isnan(var_s[1]) else 0.0
        var_s[0] = valpha * abs(vcmo) * src_val + (1.0 - valpha * abs(vcmo)) * var_prev

        # WWMA
        wwalpha: float = 1.0 / length
        wwma_s = MutSeriesF.new(0.0)
        wwma_prev: float = wwma_s[1] if not isnan(wwma_s[1]) else 0.0
        wwma_s[0] = wwalpha * src_val + (1.0 - wwalpha) * wwma_prev

        # ZLEMA
        zxlag: int = length // 2 if length % 2 == 0 else (length - 1) // 2
        zx_s = MutSeriesF.new(src_val + (src_val - src[zxlag]))
        zlema_s = Ema.new(zx_s, length)

        mavg: float = ema_s[0]
        if mav == 'SMA':
            mavg = sma_s[0]
        elif mav == 'WMA':
            mavg = wma_s[0]
        elif mav == 'TMA':
            mavg = tma_s[0]
        elif mav == 'VAR':
            mavg = var_s[0]
        elif mav == 'WWMA':
            mavg = wwma_s[0]
        elif mav == 'ZLEMA':
            mavg = zlema_s[0]
        elif mav == 'TSF':
            mavg = tsf
        mavg_s = MutSeriesF.new(mavg)
        mavg_prev: float = mavg_s[1]

        # ATR trailing stop
        off: float = (multiplier * atr / self.close[0]) if normalize else (multiplier * atr)
        long0: float = mavg - off
        short0: float = mavg + off
        ls_s = MutSeriesF.new(long0)
        ss_s = MutSeriesF.new(short0)
        long_prev: float = ls_s[1] if not isnan(ls_s[1]) else long0
        short_prev: float = ss_s[1] if not isnan(ss_s[1]) else short0
        ls_s[0] = max(long0, long_prev) if mavg > long_prev else long0
        ss_s[0] = min(short0, short_prev) if mavg < short_prev else short0

        dir_s = MutSeriesF.new(1.0)
        dir_prev: float = dir_s[1] if not isnan(dir_s[1]) else 1.0
        if dir_prev == -1.0 and mavg > short_prev:
            dir_s[0] = 1.0
        elif dir_prev == 1.0 and mavg < long_prev:
            dir_s[0] = -1.0
        else:
            dir_s[0] = dir_prev

        pmax: float = ls_s[0] if dir_s[0] == 1.0 else ss_s[0]
        pm_s = MutSeriesF.new(pmax)
        pm_prev: float = pm_s[1]

        buy_k: bool = mavg > pmax and mavg_prev <= pm_prev
        sell_k: bool = mavg < pmax and mavg_prev >= pm_prev
        buy_c: bool = src_val > pmax and src_prev <= pm_prev
        sell_c: bool = src_val < pmax and src_prev >= pm_prev

        fill_c = color.TRANSPARENT
        if highlighting:
            if mavg > pmax:
                fill_c = color.rgba(0, 128, 0, 0.1)
            elif mavg < pmax:
                fill_c = color.rgba(255, 0, 0, 0.1)
        ohlc4: float = (self.open[0] + self.high[0] + self.low[0] + self.close[0]) / 4.0

        return (
            plot.Line(mavg if showsupport else nan),
            plot.Line(pmax),
            plot.Line(ohlc4),
            plot.Fill(fill_c),
            plot.Marker(pmax * 0.995 if (buy_k and showsignalsk) else nan, text='Buy'),
            plot.Marker(pmax * 1.005 if (sell_k and showsignalsk) else nan, text='Sell'),
            plot.Marker(pmax * 0.995 if (buy_c and showsignalsc) else nan, text='Buy'),
            plot.Marker(pmax * 1.005 if (sell_c and showsignalsc) else nan, text='Sell'),
        )