# ============================================================
# MIZAN presents: Blended Math Genius Average — LITE · thinkScript · v1.0
# mizanquant.com/free · free & open source · a QWERTY Options Inc. tool
#
# WHAT IT IS
# The Lite build. Same furniture as the full version: a blended
# dual-kernel midline, a volatility envelope that breathes with the
# tape, regime and flow labels, transition arrows, and band-touch
# markers. The engine underneath is straightforward public math.
# The full version's adaptive internals are the same family our paid
# engine grew from, so those stay home. Generous, not reckless.
#
# Markers describe conditions on the tape; they do not advise.
#
# INSTALL (thinkorswim desktop)
# Charts > Studies > Edit Studies > Create > delete the template,
# paste this whole file, name it, OK, Apply.
#
# NOTES
# - The screenshots on mizanquant.com/free were taken with the full
#   build; Lite draws the same read with simpler internals.
# - Scan exports at the bottom are hidden plots for the Scan tab.
# ============================================================

declare upper;

# ----- INPUTS -----
input priceSource = hlc3;
input fastLength = 14;
input slowLength = 21;
input atrLength = 14;
input baseAtrMult = 2.0;
input volAdapt = 0.5;
input adxTrendLevel = 23;
input volSpikeRatio = 1.35;
input showBands = yes;
input showMidline = yes;
input showRegimeArrows = yes;
input showTouchMarkers = yes;
input showLabels = yes;

def src = priceSource;

# ----- BLENDED MIDLINE: two Hull lengths + one efficiency kernel -----
def hullFast = HullMovingAvg(src, fastLength);
def hullSlow = HullMovingAvg(src, slowLength);

def erChange = AbsValue(close - close[fastLength]);
def erPath = Sum(AbsValue(close - close[1]), fastLength);
def erVal = if erPath != 0 then erChange / erPath else 0;
def fastSC = 2.0 / 3.0;
def slowSC = 2.0 / 31.0;
def smoothConst = Power(erVal * (fastSC - slowSC) + slowSC, 2);
rec efKernel = if BarNumber() == 1 then src
    else efKernel[1] + smoothConst * (src - efKernel[1]);

def blendMid = (hullFast + hullSlow + efKernel) / 3;

# ----- BREATHING ENVELOPE: ATR width, volatility-adaptive -----
def atrVal = ATR(atrLength);
def atrBase = Average(atrVal, 50);
def atrRatio = if atrBase > 0 then atrVal / atrBase else 1.0;
def bandMult = Max(1.5, Min(3.0, baseAtrMult + (atrRatio - 1.0) * volAdapt));

def upperVal = blendMid + atrVal * bandMult;
def lowerVal = blendMid - atrVal * bandMult;

# ----- REGIME: Wilder ADX + volatility spike -----
def dmiLen = 14;
def trVal = TrueRange(high, close, low);
def upMove = high - high[1];
def downMove = low[1] - low;
def plusDM = if upMove > downMove and upMove > 0 then upMove else 0;
def minusDM = if downMove > upMove and downMove > 0 then downMove else 0;
def smPlusDM = WildersAverage(plusDM, dmiLen);
def smMinusDM = WildersAverage(minusDM, dmiLen);
def smTR = WildersAverage(trVal, dmiLen);
def plusDI = 100 * smPlusDM / Max(smTR, 0.0001);
def minusDI = 100 * smMinusDM / Max(smTR, 0.0001);
def dx = 100 * AbsValue(plusDI - minusDI) / Max(plusDI + minusDI, 0.0001);
def adxVal = WildersAverage(dx, dmiLen);

def volSpike = atrRatio > volSpikeRatio;
def trending = adxVal > adxTrendLevel and !volSpike;
def ranging = !trending and !volSpike;

# ----- FLOW: volume-weighted tick pressure -----
def volWeight = volume / Max(Average(volume, 20), 1);
rec vwAccum = if BarNumber() == 1 then 0
    else if close > close[1] then vwAccum[1] + volWeight
    else if close < close[1] then vwAccum[1] - volWeight
    else vwAccum[1];
def flowVal = vwAccum - vwAccum[20];

# ----- COMPOSITE READ (-100 to +100, generic ingredients) -----
def bandWidth = upperVal - lowerVal;
def bandPos = if bandWidth > 0 then (close - lowerVal) / bandWidth else 0.5;
def bandScore = if close > upperVal then -25 else if close < lowerVal then 25 else 0;
def regimeScore = if trending and plusDI > minusDI then 20
    else if trending and minusDI > plusDI then -20 else 0;
def flowScore = Max(-40, Min(40, flowVal * 8));
def liteScore = Max(-100, Min(100, flowScore + bandScore + regimeScore));

# ----- PLOTS -----
plot MidLine = if showMidline then blendMid else Double.NaN;
MidLine.SetDefaultColor(Color.WHITE);
MidLine.SetLineWeight(2);

plot UpperBand = if showBands then upperVal else Double.NaN;
UpperBand.SetDefaultColor(Color.RED);
UpperBand.SetLineWeight(1);

plot LowerBand = if showBands then lowerVal else Double.NaN;
LowerBand.SetDefaultColor(Color.GREEN);
LowerBand.SetLineWeight(1);

AddCloud(UpperBand, LowerBand, CreateColor(100, 100, 150), CreateColor(100, 100, 150));

# ----- REGIME TRANSITION ARROWS -----
def toTrend = trending and !trending[1];
def toVolatile = volSpike and !volSpike[1];
def toRange = ranging and !ranging[1];

plot TrendStartArrow = if showRegimeArrows and toTrend then low - atrVal * 0.8 else Double.NaN;
TrendStartArrow.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
TrendStartArrow.SetDefaultColor(Color.GREEN);
TrendStartArrow.SetLineWeight(2);

plot VolatileStartArrow = if showRegimeArrows and toVolatile then high + atrVal * 0.8 else Double.NaN;
VolatileStartArrow.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
VolatileStartArrow.SetDefaultColor(Color.RED);
VolatileStartArrow.SetLineWeight(2);

plot RangeStartDot = if showRegimeArrows and toRange then blendMid else Double.NaN;
RangeStartDot.SetPaintingStrategy(PaintingStrategy.POINTS);
RangeStartDot.SetDefaultColor(Color.GRAY);
RangeStartDot.SetLineWeight(3);

# ----- BAND-TOUCH MARKERS (conditions, not advice) -----
def lowTouch = low <= lowerVal and flowVal > 0;
def highTouch = high >= upperVal and flowVal < 0;

plot LowTouchDot = if showTouchMarkers and lowTouch then low - atrVal * 0.2 else Double.NaN;
LowTouchDot.SetPaintingStrategy(PaintingStrategy.POINTS);
LowTouchDot.SetDefaultColor(Color.CYAN);
LowTouchDot.SetLineWeight(3);

plot HighTouchDot = if showTouchMarkers and highTouch then high + atrVal * 0.2 else Double.NaN;
HighTouchDot.SetPaintingStrategy(PaintingStrategy.POINTS);
HighTouchDot.SetDefaultColor(Color.MAGENTA);
HighTouchDot.SetLineWeight(3);

# ----- LABELS -----
AddLabel(showLabels,
    (if volSpike then "VOLATILE" else if trending then "TREND" else "RANGE") +
    " | Score:" + Round(liteScore, 0),
    if liteScore > 30 then Color.GREEN
    else if liteScore < -30 then Color.RED
    else Color.GRAY);

AddLabel(showLabels, "Flow:" + Round(flowVal, 1),
    if flowVal > 3 then Color.GREEN
    else if flowVal < -3 then Color.RED
    else Color.GRAY);

# ----- ALERTS -----
Alert(high >= upperVal, "Upper Band", Alert.BAR, Sound.Ding);
Alert(low <= lowerVal, "Lower Band", Alert.BAR, Sound.Ding);
Alert(lowTouch, "Lower touch with positive flow", Alert.BAR, Sound.Bell);
Alert(highTouch, "Upper touch with negative flow", Alert.BAR, Sound.Bell);

# ----- SCAN EXPORTS -----
plot ScanScore = liteScore;
ScanScore.Hide();

plot ScanBandPct = bandPos * 100;
ScanBandPct.Hide();

plot ScanTrend = if trending then 1 else 0;
ScanTrend.Hide();

# Educational tool. It describes market conditions; it does not give
# advice, and no output is a recommendation to buy or sell anything.
# Trading involves substantial risk of loss. mizanquant.com/terms