# Copyright (c) 2025 @pavelmedd. All rights reserved. # This work is licensed under the MIT License. # For a copy, see . # indie:lang_version = 5 from indie import indicator, MainContext, plot, color, param, MutSeriesF from indie.algorithms import LinReg, StdDev, Corr, Ema, Atr, Highest, Lowest, Sma from indie.drawings import LineSegment, LabelAbs, AbsolutePosition, line_segment_style from indie.color import rgba from math import isnan, pow @indicator('UFF Pro', overlay_main_pane=True) @param.str('mode', default='Moderate', options=['Conservative', 'Moderate', 'Aggressive'], title='Style') @param.str('asset_class', default='Stocks', options=['Crypto', 'Forex', 'Stocks'], title='Asset Class') @param.str('proj_type', default='Linear', options=['Linear', 'Flat', 'Parabolic'], title='Projection Type') @param.bool('use_custom', default=False, title='Use Custom Params') @param.int('length', default=50, min=10, title='Length') @param.float('mult', default=2.0, min=0.1, title='Multiplier') @param.int('fwd', default=20, min=1, title='Forecast') @param.int('smooth', default=5, min=1, max=20, title='Slope Smoothing') @param.bool('show_warnings', default=True, title='Show Warnings') @param.bool('show_mae', default=True, title='Show MAE') @param.int('curve_segments', default=5, min=2, max=10, title='Curve Segments') @plot.line('basis', title='Basis') @plot.line('upper', title='Upper') @plot.line('lower', title='Lower') @plot.fill('upper', 'lower', title='Fill') class Main(MainContext): def __init__(self, mode, asset_class, proj_type, use_custom, length, mult, fwd, smooth, show_warnings, show_mae, curve_segments): self._mode = mode self._asset_class = asset_class self._proj_type = proj_type self._use_custom = use_custom self._length_in = length self._mult_in = mult self._fwd = fwd self._smooth = smooth self._show_warnings = show_warnings self._show_mae = show_mae self._curve_segments = curve_segments self._proj_label = LabelAbs('', AbsolutePosition(0, 0)) self._lines: list[LineSegment] = [] for _ in range(30): self._lines.append(LineSegment(AbsolutePosition(0, 0), AbsolutePosition(0, 0))) def calc(self): # Determine multiplier based on trading style mode_mult = 2.0 if self._mode == 'Conservative': mode_mult = 1.5 elif self._mode == 'Aggressive': mode_mult = 2.5 # Default length depending on asset class default_len = 50 if self._asset_class == 'Stocks': default_len = 200 elif self._asset_class == 'Forex': default_len = 100 length = self._length_in if self._use_custom else default_len mult = self._mult_in if self._use_custom else mode_mult # Main regression line (basis) lin = LinReg.new(self.close, length, 0) basis = lin[0] # Volatility-based funnel width std = StdDev.new(self.close, length) dev_base = std[0] * mult atr_len = max(10, min(50, int(length / 3))) atr = Atr.new(atr_len) min_atr = Lowest.new(atr, atr_len)[0] max_atr = Highest.new(atr, atr_len)[0] atr_range = max_atr - min_atr norm = 0.0 if atr_range > 1e-9: norm = (atr[0] - min_atr) / atr_range vol_factor = 0.8 + norm * 0.8 dev = dev_base * vol_factor # Upper and lower forecast bands upper = basis + dev lower = basis - dev # Trend confidence (R²) r_val = Corr.new(self.close, lin, length)[0] r_val = r_val if not isnan(r_val) else 0.0 r2 = r_val * r_val # Mean Absolute Error % for display basis_safe = max(1e-9, abs(basis)) mae_pct_raw = abs(self.close[0] - basis) / basis_safe * 100 mae_pct_series = MutSeriesF.new(reset=mae_pct_raw) mae_pct_sma = Sma.new(mae_pct_series, length)[0] mae_pct_sma = mae_pct_sma if not isnan(mae_pct_sma) else 0.0 # MAE minimum threshold = ATR * 0.1 (in percent) atr_pct = (atr[0] / basis_safe) * 100 * 0.1 mae_pct = max(mae_pct_sma, atr_pct) # Slope and curvature for projection slope_raw = lin[0] - lin[1] slope_series = MutSeriesF.new(reset=slope_raw) slope_ema = Ema.new(slope_series, self._smooth) slope_smooth = slope_ema[0] prev = slope_ema[1] if isnan(prev): prev = slope_smooth curv_raw = slope_smooth - prev curv_series = MutSeriesF.new(reset=curv_raw) curv_smooth_len = self._smooth * 2 curv_ema = Ema.new(curv_series, curv_smooth_len) curvature = curv_ema[0] curvature = curvature if not isnan(curvature) else 0.0 # Adjust curvature weight based on confidence curv_weight = 1.0 if r2 > 0.5: curv_weight = 1.0 + (r2 - 0.5) * 2.0 else: curv_weight = r2 * 2.0 # Normalize curvature relative to forecast band curvature_adj = curvature * curv_weight curvature_norm = curvature_adj / max(1e-8, dev) curv_factor = curvature_norm * (length / 100.0) curv_factor = max(-0.25, min(0.25, curv_factor)) slope = slope_smooth * (0.3 + r2 * 1.7) * (1.0 + curv_factor) is_up = slope > 0 # Colors for trend and funnel col_main = rgba(0, 184, 148, 255) if is_up else rgba(255, 107, 107, 255) col_line = rgba(0, 184, 148, 200) if is_up else rgba(255, 107, 107, 200) col_fill = color.GREEN(0.2) if is_up else color.RED(0.2) if self.is_last_bar: tf_min = self.time_frame.to_minutes() tf_step = tf_min * 60 if self.time[0] > 1e12: tf_step = tf_min * 60 * 1000 growth_factor = 1.0 + pow(1.0 - r2, 1.3) base_dev = dev # Determine number of segments in forecast funnel n_seg = self._curve_segments if tf_min <= 5 and n_seg > 6: n_seg = 6 if self._fwd > 200 and n_seg > 8: n_seg = 8 n_seg = min(n_seg, max(1, self._fwd)) funnel_exp = 2.0 if n_seg > 4 or length < 30: funnel_exp = 1.5 step = float(self._fwd) / n_seg max_step_increase = 1.5 prev_t = self.time[0] prev_basis = basis prev_upper = upper prev_lower = lower prev_dev = dev prev_bars = 0 final_basis = basis final_upper = upper final_time = self.time[0] line_idx = 0 # Draw forecast funnel segments for i in range(1, n_seg + 1): t_step = step * i bars_ahead = int(round(t_step)) bars_ahead = max(prev_bars + 1, bars_ahead) if i == n_seg: bars_ahead = self._fwd curr_t = self.time[0] + bars_ahead * tf_step # Calculate projected basis depending on projection type curr_basis = basis if self._proj_type == 'Flat': curr_basis = basis elif self._proj_type == 'Linear': slope_adj = slope * (1.0 + curv_factor * t_step * 0.1) curr_basis = basis + slope_adj * t_step elif self._proj_type == 'Parabolic': curr_basis = basis + slope * t_step + 0.5 * curvature_adj * t_step * t_step # Forecast band expansion ratio_i = min(1.0, t_step / max(1, length)) dev_i = base_dev * growth_factor * pow(ratio_i, funnel_exp) dev_i = max(dev, dev_i) dev_i = dev_i * (1.0 + abs(curvature_norm) * 0.5) dev_i = min(prev_dev * max_step_increase, dev_i) curr_upper = curr_basis + dev_i curr_lower = curr_basis - dev_i # Draw basis line segment self._lines[line_idx].point_a = AbsolutePosition(prev_t, prev_basis) self._lines[line_idx].point_b = AbsolutePosition(curr_t, curr_basis) self._lines[line_idx].color = col_main self._lines[line_idx].line_width = 2 self._lines[line_idx].line_style = line_segment_style.DOTTED self.chart.draw(self._lines[line_idx]) line_idx = line_idx + 1 # Draw upper band segment self._lines[line_idx].point_a = AbsolutePosition(prev_t, prev_upper) self._lines[line_idx].point_b = AbsolutePosition(curr_t, curr_upper) self._lines[line_idx].color = col_line self._lines[line_idx].line_width = 1 self._lines[line_idx].line_style = line_segment_style.SOLID self.chart.draw(self._lines[line_idx]) line_idx = line_idx + 1 # Draw lower band segment self._lines[line_idx].point_a = AbsolutePosition(prev_t, prev_lower) self._lines[line_idx].point_b = AbsolutePosition(curr_t, curr_lower) self._lines[line_idx].color = col_line self._lines[line_idx].line_width = 1 self._lines[line_idx].line_style = line_segment_style.SOLID self.chart.draw(self._lines[line_idx]) line_idx = line_idx + 1 # Update previous points for next segment prev_t = curr_t prev_basis = curr_basis prev_upper = curr_upper prev_lower = curr_lower prev_dev = dev_i prev_bars = bars_ahead final_basis = curr_basis final_upper = curr_upper final_time = curr_t # Trend labels trend = 'UP' if is_up else 'DOWN' conf = int(r2 * 100) strength = 'Strong' if r2 > 0.7 else 'Medium' if r2 > 0.4 else 'Weak' warn = '' if self._show_warnings: if self._fwd > length * 4: warn = warn + '\n! Horizon >> Len' if r2 < 0.18: warn = warn + '\n! Low R2 (noisy)' mae_str = '' if self._show_mae: mae_str = '\nMAE: ' + str(round(mae_pct, 2)) + '%' # Display projection label on chart lbl_text = 'Target: ' + str(round(final_basis, 2)) + '\n' + trend + ' | Conf: ' + str(conf) + '%\n' + strength + mae_str + warn self._proj_label.text = lbl_text self._proj_label.position = AbsolutePosition(final_time, final_upper) self._proj_label.bg_color = col_main self._proj_label.text_color = color.WHITE self._proj_label.font_size = 11 self.chart.draw(self._proj_label) # Return main lines and fill for plotting return ( plot.Line(basis, color=col_main), plot.Line(upper, color=col_line), plot.Line(lower, color=col_line), plot.Fill(color=col_fill) )