//@version=5
// =====================================================================
//  SPX Module 2 — 0DTE Credit Spread Setup Identifier
//
//  Per-day prior-range projection levels + always-visible setup panel.
//
//  What it plots:
//   • Background tint        — daily regime (StrongUp / StrongDown / Mixed)
//   • PDH / PDL              — prior-day high (green) / prior-day low (red)
//   • PD Mid                 — prior-day midpoint (dotted grey)
//   • +0.25R / +0.5R / +1R   — projections above PDH (faint green dotted)
//   • -0.25R / -0.5R / -1R   — projections below PDL (faint red dotted)
//   • Bottom-left table      — regime + gap class + suggested structure,
//                              always visible on top of bars
//
//  R = prior day's range (PDH − PDL).
//  Each day's lines are isolated to that trading day — they do NOT
//  connect across days.
//
//  Best used on a 5-min or 15-min intraday SPX chart.
// =====================================================================
indicator("SPX Module 2 — 0DTE Credit Spread", overlay=true,
          max_lines_count=500, max_labels_count=10)

// =====================================================================
//  Inputs
// =====================================================================
showLevels   = input.bool(true,  "Show prior-day projection levels")
showRegime   = input.bool(true,  "Tint background by regime")
showSetupTbl = input.bool(true,  "Show suggested-setup panel")
keepHistory  = input.bool(true,  "Keep historical days' levels on chart")
gapBigPct    = input.float(0.5,  "Big gap threshold (%)", step=0.1)
gapSmallPct  = input.float(0.1,  "Small gap threshold (%)", step=0.05)

// =====================================================================
//  Daily data (prior-day OHLC + daily SMAs + NR7 flag)
// =====================================================================
priorHigh  = request.security(syminfo.tickerid, "D", high[1],  lookahead=barmerge.lookahead_on)
priorLow   = request.security(syminfo.tickerid, "D", low[1],   lookahead=barmerge.lookahead_on)
priorClose = request.security(syminfo.tickerid, "D", close[1], lookahead=barmerge.lookahead_on)
priorRange = priorHigh - priorLow

dSMA20  = request.security(syminfo.tickerid, "D", ta.sma(close, 20)[1],  lookahead=barmerge.lookahead_on)
dSMA50  = request.security(syminfo.tickerid, "D", ta.sma(close, 50)[1],  lookahead=barmerge.lookahead_on)
dSMA200 = request.security(syminfo.tickerid, "D", ta.sma(close, 200)[1], lookahead=barmerge.lookahead_on)
aboveAll = priorClose > dSMA20 and priorClose > dSMA50 and priorClose > dSMA200
belowAll = priorClose < dSMA20 and priorClose < dSMA50 and priorClose < dSMA200

priorRangeMin7 = request.security(syminfo.tickerid, "D",
  ta.lowest(high - low, 7)[1],
  lookahead=barmerge.lookahead_on)
isNR7 = not na(priorRange) and not na(priorRangeMin7) and priorRange == priorRangeMin7

// =====================================================================
//  Day boundary + today's open + gap classification
// =====================================================================
isNewDay = ta.change(time("D")) != 0
var float todayOpen = na
if isNewDay
    todayOpen := open

gapPct = (todayOpen - priorClose) / priorClose * 100
gapClass = gapPct >  gapBigPct   ? "GapUp_Big"   :
           gapPct >  gapSmallPct ? "GapUp_Small" :
           gapPct < -gapBigPct   ? "GapDn_Big"   :
           gapPct < -gapSmallPct ? "GapDn_Small" : "Flat"

// =====================================================================
//  Background regime tint
// =====================================================================
regimeColor = aboveAll ? color.new(color.green, 92) :
              belowAll ? color.new(color.red,   92) :
                         color.new(color.gray,  95)
bgcolor(showRegime ? regimeColor : na, title="Regime")

// =====================================================================
//  Per-day projection LINES (drawn fresh each day, not connected across days)
// =====================================================================
var line lPDH    = na
var line lPDL    = na
var line lPDmid  = na
var line lPDHp25 = na
var line lPDHp50 = na
var line lPDHp1  = na
var line lPDLm25 = na
var line lPDLm50 = na
var line lPDLm1  = na

cPDH   = color.new(color.green,  0)
cPDL   = color.new(color.red,    0)
cMid   = color.new(color.gray,  50)
cP25   = color.new(color.green, 50)
cP50   = color.new(color.green, 30)
cP1    = color.new(color.green, 10)
cM25   = color.new(color.red,   50)
cM50   = color.new(color.red,   30)
cM1    = color.new(color.red,   10)

// On a NEW day: optionally delete prior lines, then create new ones for today
if showLevels and isNewDay and not na(priorHigh)
    if not keepHistory
        line.delete(lPDH)
        line.delete(lPDL)
        line.delete(lPDmid)
        line.delete(lPDHp25)
        line.delete(lPDHp50)
        line.delete(lPDHp1)
        line.delete(lPDLm25)
        line.delete(lPDLm50)
        line.delete(lPDLm1)
    midY = (priorHigh + priorLow) / 2
    lPDH    := line.new(bar_index, priorHigh, bar_index, priorHigh, color=cPDH, width=2)
    lPDL    := line.new(bar_index, priorLow,  bar_index, priorLow,  color=cPDL, width=2)
    lPDmid  := line.new(bar_index, midY,      bar_index, midY,      color=cMid, width=1, style=line.style_dotted)
    lPDHp25 := line.new(bar_index, priorHigh + 0.25 * priorRange, bar_index, priorHigh + 0.25 * priorRange, color=cP25, width=1, style=line.style_dotted)
    lPDHp50 := line.new(bar_index, priorHigh + 0.50 * priorRange, bar_index, priorHigh + 0.50 * priorRange, color=cP50, width=1, style=line.style_dotted)
    lPDHp1  := line.new(bar_index, priorHigh + 1.00 * priorRange, bar_index, priorHigh + 1.00 * priorRange, color=cP1,  width=1, style=line.style_dotted)
    lPDLm25 := line.new(bar_index, priorLow  - 0.25 * priorRange, bar_index, priorLow  - 0.25 * priorRange, color=cM25, width=1, style=line.style_dotted)
    lPDLm50 := line.new(bar_index, priorLow  - 0.50 * priorRange, bar_index, priorLow  - 0.50 * priorRange, color=cM50, width=1, style=line.style_dotted)
    lPDLm1  := line.new(bar_index, priorLow  - 1.00 * priorRange, bar_index, priorLow  - 1.00 * priorRange, color=cM1,  width=1, style=line.style_dotted)

// Within the day: extend each line's right end to the current bar
if showLevels and not isNewDay and not na(lPDH)
    line.set_x2(lPDH,    bar_index)
    line.set_x2(lPDL,    bar_index)
    line.set_x2(lPDmid,  bar_index)
    line.set_x2(lPDHp25, bar_index)
    line.set_x2(lPDHp50, bar_index)
    line.set_x2(lPDHp1,  bar_index)
    line.set_x2(lPDLm25, bar_index)
    line.set_x2(lPDLm50, bar_index)
    line.set_x2(lPDLm1,  bar_index)

// =====================================================================
//  Suggested-setup logic
// =====================================================================
var string setupHeader = ""
var string setupBody   = ""
setupColor = color.lime
if isNR7
    setupHeader := "🚫  SKIP — NR7 day yesterday"
    setupBody   := "96.6% chance today expands beyond prior range"
    setupColor  := color.orange
else if gapClass == "GapUp_Big" and aboveAll
    setupHeader := "✓  PUT credit spread"
    setupBody   := "Short strike near PDL − 0.25R\n(only ~10% of big-gap-up days touch PDL)"
    setupColor  := color.lime
else if gapClass == "GapDn_Big" and belowAll
    setupHeader := "✓  CALL credit spread"
    setupBody   := "Short strike near PDH + 0.25R\n(only ~10% of big-gap-down days touch PDH)"
    setupColor  := color.lime
else if (gapClass == "Flat" or gapClass == "GapUp_Small" or gapClass == "GapDn_Small") and (aboveAll or belowAll)
    setupHeader := "✓  IRON CONDOR"
    setupBody   := "Shorts at PDH + 0.25R and PDL − 0.25R\nWidth ≥ ±1% spot, target 50% credit"
    setupColor  := color.lime
else if gapClass == "GapUp_Big" and belowAll
    setupHeader := "⚠  Counter-trend gap up"
    setupBody   := "Gap UP into StrongDown — reduce or skip"
    setupColor  := color.yellow
else if gapClass == "GapDn_Big" and aboveAll
    setupHeader := "⚠  Counter-trend gap down"
    setupBody   := "Gap DOWN into StrongUp — reduce or skip"
    setupColor  := color.yellow
else
    setupHeader := "⚖  Mixed regime"
    setupBody   := "Half size or skip"
    setupColor  := color.silver

// =====================================================================
//  Status TABLE — bottom-left, always on top of bars
// =====================================================================
var table panel = table.new(position.bottom_left, 1, 7,
  bgcolor=color.new(#0e1116, 5),
  border_width=1, border_color=color.new(color.gray, 60),
  frame_width=1, frame_color=color.new(color.gray, 40))

if barstate.islast and showSetupTbl
    regimeStr = aboveAll ? "StrongUp" : belowAll ? "StrongDown" : "Mixed"
    regimeFG  = aboveAll ? color.lime : belowAll ? color.red : color.silver
    table.cell(panel, 0, 0, " Module 2 — 0DTE Credit Spread ",
      text_color=color.white, bgcolor=color.new(#1F4E78, 0),
      text_size=size.normal, text_halign=text.align_center)
    table.cell(panel, 0, 1, " Regime: " + regimeStr + (isNR7 ? "  |  NR7" : "") + " ",
      text_color=regimeFG, text_size=size.small, text_halign=text.align_left)
    table.cell(panel, 0, 2, " Gap: " + gapClass + "  (" + str.tostring(gapPct, "#.##") + "%) ",
      text_color=color.white, text_size=size.small, text_halign=text.align_left)
    table.cell(panel, 0, 3, " PDH: " + str.tostring(priorHigh, "#.##") + "    PDL: " + str.tostring(priorLow, "#.##") + "    R: " + str.tostring(priorRange, "#.##") + " ",
      text_color=color.white, text_size=size.small, text_halign=text.align_left)
    table.cell(panel, 0, 4, "  ────────────────────────  ",
      text_color=color.gray, text_size=size.small, text_halign=text.align_center)
    table.cell(panel, 0, 5, " " + setupHeader + " ",
      text_color=setupColor, text_size=size.normal, text_halign=text.align_left)
    table.cell(panel, 0, 6, " " + setupBody + " ",
      text_color=color.new(color.white, 20), text_size=size.small, text_halign=text.align_left)

// =====================================================================
//  Alerts
// =====================================================================
alertcondition(isNR7,                                   "M2: SKIP NR7",         "M2: NR7 detected — skip 0DTE today")
alertcondition(gapClass == "GapUp_Big" and aboveAll,    "M2: Sell PUT spread",  "M2: Big gap-up + StrongUp — sell put credit spread below PDL")
alertcondition(gapClass == "GapDn_Big" and belowAll,    "M2: Sell CALL spread", "M2: Big gap-down + StrongDown — sell call credit spread above PDH")
alertcondition((gapClass == "Flat" or gapClass == "GapUp_Small" or gapClass == "GapDn_Small") and (aboveAll or belowAll), "M2: Iron Condor", "M2: Flat / small gap — iron condor at PDH+0.25R / PDL-0.25R")