//@version=5

indicator("Multi Kernel Regression [Babak]", overlay = true, max_lines_count = 500,

max_bars_back = 500, max_labels_count = 500)

repaint = input.bool(true, "Repaint")

kernel = input.string("Laplace", "Kernel Select",

[ "Triangular"
, "Gaussian"
, "Epanechnikov"
, "Logistic"
, "Log Logistic"
, "Cosine"
, "Sinc"
, "Laplace"
, "Quartic"
, "Parabolic"
, "Exponential"
, "Silverman"
, "Cauchy"
, "Tent"
, "Wave"
, "Power"
, "Morters"])

bandwidth = input.int(14, 'Bandwidth', 1)

source = input.source(close, 'Source')
deviations = input.float(2.0, 'Deviation', 0, 100, 0.25, inline = "dev")
style = input.string("Solid", "Line Style", ["Solid", "Dotted", "Dashed"])
enable = input.bool(false, "", inline = "dev")
label_size = input.string("Tiny", "Labels", ["Auto", "Tiny", "Small", "Normal",
"Large", "Huge"], inline = "label")
lables = input.bool(true, "", inline = "label")
bullish_color = input.color(color.rgb(84, 194, 148), "Colors", inline = "color")
bearish_color = input.color(color.rgb(235, 57, 57), "", inline = "color")
text_color = input.color(color.rgb(8, 12, 20), "", inline = "color")

size = switch label_size

"Auto" => size.auto
"Tiny" => size.tiny
"Small" => size.small
"Normal" => size.normal
"Large" => size.large
"Huge" => size.huge

line_style = switch style

"Solid" => line.style_solid
"Dotted" => line.style_dotted
"Dashed" => line.style_dashed

sq(source) => math.pow(source, 2)

gaussian(source, bandwidth) =>

math.exp(-sq(source / bandwidth) / 2) / math.sqrt(2 * math.pi)

triangular(source, bandwidth) =>

math.abs(source/bandwidth) <= 1 ? 1 - math.abs(source/bandwidth) : 0.0

epanechnikov(source, bandwidth) =>

 math.abs(source/bandwidth) <= 1 ? (3/4.) * (1 - sq(source/bandwidth)) : 0.0

quartic(source, bandwidth) =>

if math.abs(source/bandwidth) <= 1
15/16. * math.pow(1 - sq(source/bandwidth), 2)
else
0.0

logistic(source, bandwidth) =>

1 / (math.exp(source / bandwidth) + 2 + math.exp(-source / bandwidth))

cosine(source, bandwidth) =>

math.abs(source/bandwidth) <= 1 ? (math.pi / 4) * math.cos((math.pi / 2) *
(source/bandwidth)) : 0.0

laplace(source, bandwidth) =>

(1 / (2 * bandwidth)) * math.exp(-math.abs(source/bandwidth))

exponential(source, bandwidth) =>

(1 / bandwidth) * math.exp(-math.abs(source/bandwidth))

silverman(source, bandwidth) =>

if math.abs(source/bandwidth) <= 0.5
0.5 * math.exp(-(source/bandwidth)/2) * math.sin((source/bandwidth)/2 +
math.pi/4)
else
0.0

tent(source, bandwidth) =>

if math.abs(source/bandwidth) <= 1
1 - math.abs(source/bandwidth)
else
0.0

cauchy(source, bandwidth) =>

1 / (math.pi * bandwidth * (1 + sq(source / bandwidth)))

sinc(source, bandwidth) =>

if source == 0
1
else
math.sin(math.pi * source / bandwidth) / (math.pi * source / bandwidth)

wave(source, bandwidth) =>

if (math.abs(source/bandwidth) <= 1)
(1 - math.abs(source/bandwidth)) * math.cos((math.pi * source) / bandwidth)
else
0.0

parabolic(source, bandwidth) =>

if math.abs(source/bandwidth) <= 1
1 - math.pow((source/bandwidth), 2)
else
0.0

power(source, bandwidth) =>

if (math.abs(source/bandwidth) <= 1)
math.pow(1 - math.pow(math.abs(source/bandwidth), 3), 3)
 else
0.0

loglogistic(source, bandwidth) =>

1 / math.pow(1 + math.abs(source / bandwidth), 2)

morters(source, bandwidth) =>

if math.abs(source / bandwidth) <= math.pi
(1 + math.cos(source / bandwidth)) / (2 * math.pi * bandwidth)
else
0.0

kernel(source, bandwidth, style)=>

switch style
"Triangular" => triangular(source, bandwidth)
"Gaussian" => gaussian(source, bandwidth)
"Epanechnikov" => epanechnikov(source, bandwidth)
"Logistic" => logistic(source, bandwidth)
"Log Logistic" => loglogistic(source, bandwidth)
"Cosine" => cosine(source, bandwidth)
"Sinc" => sinc(source, bandwidth)
"Laplace" => laplace(source, bandwidth)
"Quartic" => quartic(source, bandwidth)
"Parabolic" => parabolic(source, bandwidth)
"Exponential" => exponential(source, bandwidth)
"Silverman" => silverman(source, bandwidth)
"Cauchy" => cauchy(source, bandwidth)
"Tent" => tent(source, bandwidth)
"Wave" => wave(source, bandwidth)
"Power" => power(source, bandwidth)
"Morters" => morters(source, bandwidth)

multi_kernel_regression(source, bandwidth, deviations, style, lables, enable,

line_style, text_color, bullish_color, bearish_color, size, repaint)=>
var estimate_array = array.new<line>(501, line.new(na, na, na, na))
var dev_upper_array = array.new<line>(501, line.new(na, na, na, na))
var dev_lower_array = array.new<line>(501, line.new(na, na, na, na))
var up_labels = array.new<label>(501, label.new(na, na))
var down_labels = array.new<label>(501, label.new(na, na))

float current_price = na
float previous_price = na
float previous_price_delta = na
float std_dev = na
float upper_1 = na
float lower_1 = na
float upper_2 = na
float lower_2 = na
line estimate = na
line dev_upper = na
line dev_lower = na
label bullish = na
label bearish = na

if not repaint
float sum = 0.0
float sumw = 0.0
float sumsq = 0.0
for i = 0 to bandwidth - 1
 j = math.pow(i, 2) / (math.pow(bandwidth, 2))
weight = kernel(j, 1, style)
sum += source[i] * weight
sumw += weight
mean = sum / sumw
direction = mean - mean[1] > 0
direction_color = direction ? bullish_color : bearish_color
for i = 0 to bandwidth - 1
sumsq += math.pow(source[i] - mean[i], 2)
stdev = math.sqrt(sumsq / (bandwidth - 1)) * deviations
array.unshift(estimate_array, line.new(bar_index, mean, bar_index - 1,
mean[1], xloc.bar_index, extend.none, direction_color, line_style, 3))

if enable
array.unshift(dev_upper_array, line.new(bar_index, mean + stdev,
bar_index - 1, mean[1] + stdev[1], xloc.bar_index, extend.none, direction_color,
line_style, 3))
array.unshift(dev_lower_array, line.new(bar_index, mean - stdev,
bar_index - 1, mean[1] - stdev[1], xloc.bar_index, extend.none, direction_color,
line_style, 3))

if lables
if direction and not direction[1]
array.unshift(up_labels, label.new(bar_index, source, "Up", yloc =
yloc.belowbar, color = bullish_color, style = label.style_label_up, textcolor =
text_color, size = size))
if not direction and direction[1]
array.unshift(down_labels, label.new(bar_index, source, "Down",
yloc = yloc.abovebar, color = bearish_color, style = label.style_label_down,
textcolor = text_color, size = size))
else
if barstate.isfirst
for i = 500 to 0
array.set(estimate_array, i, line.new(na, na, na, na))
if enable
array.set(dev_upper_array, i, line.new(na, na, na, na))
array.set(dev_lower_array, i, line.new(na, na, na, na))
if lables
array.set(up_labels, i, label.new(na, na))
array.set(down_labels,i, label.new(na, na))

if barstate.islast
for i = 0 to math.min(bar_index - 1, 500)
float sum = 0
float sumw = 0
float sumsq = 0

for j = 0 to math.min(bar_index - 1, 500)

diff = i - j
weight = kernel(diff, bandwidth, kernel)
sum += source[j] * weight
sumsq += sq(source[j]) * weight
sumw += weight
current_price := sum / sumw
delta = current_price - previous_price

if enable
std_dev := math.sqrt(math.max(sumsq / sumw - sq(current_price),
0))
 upper_2 := current_price + deviations * std_dev
lower_2 := current_price - deviations * std_dev

estimate := array.get(estimate_array, i)

if enable
dev_upper := array.get(dev_upper_array, i)
dev_lower := array.get(dev_lower_array, i)

line.set_xy1(estimate, bar_index - i + 1, previous_price)

line.set_xy2(estimate, bar_index - i, current_price)
line.set_style(estimate, line_style)
line.set_color(estimate, current_price > previous_price ?
bearish_color : bullish_color)
line.set_width(estimate, 3)

if enable
line.set_xy1(dev_upper, bar_index - i + 1, upper_1)
line.set_xy2(dev_upper, bar_index - i , upper_2)
line.set_style(dev_upper, line_style)
line.set_color(dev_upper, current_price > previous_price ?
bearish_color : bullish_color)
line.set_width(dev_upper, 3)
line.set_xy1(dev_lower, bar_index - i + 1, lower_1)
line.set_xy2(dev_lower, bar_index - i , lower_2)
line.set_style(dev_lower, line_style)
line.set_color(dev_lower, current_price > previous_price ?
bearish_color : bullish_color)
line.set_width(dev_lower, 3)

if lables
bullish := array.get(up_labels, i)
bearish := array.get(down_labels, i)

if delta > 0 and previous_price_delta < 0

label.set_xy(bullish, bar_index - i + 1, source[i])
label.set_text(bullish, 'Up')
label.set_color(bullish, bullish_color)
label.set_textcolor(bullish, text_color)
label.set_textalign(bullish, text.align_center)
label.set_size(bullish, size)
label.set_style(bullish, label.style_label_up)
label.set_yloc(bullish, yloc.belowbar)

if delta < 0 and previous_price_delta > 0

label.set_xy(bearish, bar_index - i + 1, source[i])
label.set_text(bearish, 'Down')
label.set_textcolor(bearish, text_color)
label.set_color(bearish, bearish_color)
label.set_textalign(bearish, text.align_center)
label.set_size(bearish, size)
label.set_style(bearish, label.style_label_down)
label.set_yloc(bearish, yloc.abovebar)

previous_price := current_price
upper_1 := upper_2
lower_1 := lower_2
previous_price_delta := delta
 if barstate.isconfirmed
for i = array.size(up_labels) - 1 to 0
label.set_xy(array.get(up_labels, i), na, na)
for i = array.size(down_labels) - 1 to 0
label.set_xy(array.get(down_labels, i), na, na)

multi_kernel_regression(source, bandwidth, deviations, kernel, lables, enable,

line_style, text_color, bullish_color, bearish_color, size, repaint)