NP Screener with Alerts

//version=5
indicator('NP Screener with Alerts', overlay=true)

////////////
// INPUTS //

filter_enabled = input.bool(false, "", group = "Filter", inline = "Filter")
filter_column = input.string("Price", title = "Column", options = ['Price', 'RSI', 'TSI', 'ADX', 'SuperTrend'], group = "Filter", inline = "Filter")
filter_from = input.float(-9999999, "From", group = "Filter", inline = "Filter")
filter_to = input.float(9999999, "To", group = "Filter", inline = "Filter")

// SMA
rsi_len = input.int( 14, title = "RSI Length", group = "Indicators")
rsi_os = input.float(30, title = "RSI Overbought", group = "Indicators")
rsi_ob = input.float(70, title = "RSI Oversold", group = "Indicators")

// TSI
tsi_long_len = input.int( 25, title = "TSI Long Length", group = "Indicators")
tsi_shrt_len = input.int( 13, title = "TSI Short Length", group = "Indicators")
tsi_ob = input.float( 30, title = "TSI Overbought", group = 'Indicators')
tsi_os = input.float(-30, title = "TSI Oversold", group = 'Indicators')

// ADX Params
adx_smooth = input.int( 14, title = "ADX Smoothing", group = 'Indicators')
adx_dilen = input.int( 14, title = "ADX DI Length", group = 'Indicators')
adx_level = input.float(40, title = "ADX Level", group = 'Indicators')

// SuperTrend
sup_atr_len = input.int( 10, "Supertrend ATR Length", group = 'Indicators')
sup_factor = input.float(3.0, "Supertrend Factor", group = 'Indicators')


/////////////
// SYMBOLS //

u01 = input.bool(true, title = "", group = 'Symbols', inline = 's01')
u02 = input.bool(true, title = "", group = 'Symbols', inline = 's02')
u03 = input.bool(true, title = "", group = 'Symbols', inline = 's03')
u04 = input.bool(true, title = "", group = 'Symbols', inline = 's04')
u05 = input.bool(true, title = "", group = 'Symbols', inline = 's05')
u06 = input.bool(true, title = "", group = 'Symbols', inline = 's06')
u07 = input.bool(true, title = "", group = 'Symbols', inline = 's07')
u08 = input.bool(true, title = "", group = 'Symbols', inline = 's08')
u09 = input.bool(true, title = "", group = 'Symbols', inline = 's09')
u10 = input.bool(true, title = "", group = 'Symbols', inline = 's10')
u11 = input.bool(true, title = "", group = 'Symbols', inline = 's11')
u12 = input.bool(true, title = "", group = 'Symbols', inline = 's12')
u13 = input.bool(true, title = "", group = 'Symbols', inline = 's13')
u14 = input.bool(true, title = "", group = 'Symbols', inline = 's14')
u15 = input.bool(true, title = "", group = 'Symbols', inline = 's15')
u16 = input.bool(true, title = "", group = 'Symbols', inline = 's16')
u17 = input.bool(true, title = "", group = 'Symbols', inline = 's17')
u18 = input.bool(true, title = "", group = 'Symbols', inline = 's18')
u19 = input.bool(true, title = "", group = 'Symbols', inline = 's19')
u20 = input.bool(true, title = "", group = 'Symbols', inline = 's20')
u21 = input.bool(true, title = "", group = 'Symbols', inline = 's21')
u22 = input.bool(true, title = "", group = 'Symbols', inline = 's22')
u23 = input.bool(true, title = "", group = 'Symbols', inline = 's23')
u24 = input.bool(true, title = "", group = 'Symbols', inline = 's24')
u25 = input.bool(true, title = "", group = 'Symbols', inline = 's25')
u26 = input.bool(true, title = "", group = 'Symbols', inline = 's26')
u27 = input.bool(true, title = "", group = 'Symbols', inline = 's27')
u28 = input.bool(true, title = "", group = 'Symbols', inline = 's28')
u29 = input.bool(true, title = "", group = 'Symbols', inline = 's29')
u30 = input.bool(true, title = "", group = 'Symbols', inline = 's30')
u31 = input.bool(true, title = "", group = 'Symbols', inline = 's31')
u32 = input.bool(true, title = "", group = 'Symbols', inline = 's32')
u33 = input.bool(true, title = "", group = 'Symbols', inline = 's33')
u34 = input.bool(true, title = "", group = 'Symbols', inline = 's34')
u35 = input.bool(true, title = "", group = 'Symbols', inline = 's35')
u36 = input.bool(false, title = "", group = 'Symbols', inline = 's36')
u37 = input.bool(false, title = "", group = 'Symbols', inline = 's37')
u38 = input.bool(false, title = "", group = 'Symbols', inline = 's38')
u39 = input.bool(false, title = "", group = 'Symbols', inline = 's39')
u40 = input.bool(false, title = "", group = 'Symbols', inline = 's40')

s01 = input.symbol('XRPUSDT', group = 'Symbols', inline = 's01')
s02 = input.symbol('BTCUSDT', group = 'Symbols', inline = 's02')
s03 = input.symbol('DOGEUSDT', group = 'Symbols', inline = 's03')
s04 = input.symbol('BNBUSDT', group = 'Symbols', inline = 's04')
s05 = input.symbol('ETHUSDT', group = 'Symbols', inline = 's05')
s06 = input.symbol('ADAUSDT', group = 'Symbols', inline = 's06')
s07 = input.symbol('XRPBTC', group = 'Symbols', inline = 's07')
s08 = input.symbol('DOGEBTC', group = 'Symbols', inline = 's08')
s09 = input.symbol('TRXUSDT', group = 'Symbols', inline = 's09')
s10 = input.symbol('XRPUSDT', group = 'Symbols', inline = 's10')
s11 = input.symbol('BTCUSDT', group = 'Symbols', inline = 's11')
s12 = input.symbol('DOGEUSDT', group = 'Symbols', inline = 's12')
s13 = input.symbol('VETUSDT', group = 'Symbols', inline = 's13')
s14 = input.symbol('ETHBTC', group = 'Symbols', inline = 's14')
s15 = input.symbol('BNBBTC', group = 'Symbols', inline = 's15')
s16 = input.symbol('EOSUSDT', group = 'Symbols', inline = 's16')
s17 = input.symbol('XLMUSDT', group = 'Symbols', inline = 's17')
s18 = input.symbol('LTCUSDT', group = 'Symbols', inline = 's18')
s19 = input.symbol('DOGEBTC', group = 'Symbols', inline = 's19')
s20 = input.symbol('WINUSDT', group = 'Symbols', inline = 's20')
s21 = input.symbol('DOTUSDT', group = 'Symbols', inline = 's21')
s22 = input.symbol('VETUSDT', group = 'Symbols', inline = 's22')
s23 = input.symbol('BCHUSDT', group = 'Symbols', inline = 's23')
s24 = input.symbol('ADABTC', group = 'Symbols', inline = 's24')
s25 = input.symbol('IOSTUSDT', group = 'Symbols', inline = 's25')
s26 = input.symbol('CHZUSDT', group = 'Symbols', inline = 's26')
s27 = input.symbol('LINKUSDT', group = 'Symbols', inline = 's27')
s28 = input.symbol('TRXBTC', group = 'Symbols', inline = 's28')
s29 = input.symbol('ATOMUSDT', group = 'Symbols', inline = 's29')
s30 = input.symbol('BTCEUR', group = 'Symbols', inline = 's30')
s31 = input.symbol('FILUSDT', group = 'Symbols', inline = 's31')
s32 = input.symbol('HOTUSDT', group = 'Symbols', inline = 's32')
s33 = input.symbol('SXPUSDT', group = 'Symbols', inline = 's33')
s34 = input.symbol('TRXBTC', group = 'Symbols', inline = 's34')
s35 = input.symbol('RVNUSDT', group = 'Symbols', inline = 's35')
s36 = input.symbol('ATOMUSDT', group = 'Symbols', inline = 's36')
s37 = input.symbol('XRPBNB', group = 'Symbols', inline = 's37')
s38 = input.symbol('LTCBTC', group = 'Symbols', inline = 's38')
s39 = input.symbol('IOSTBTC', group = 'Symbols', inline = 's39')
s40 = input.symbol('GRTUSDT', group = 'Symbols', inline = 's40')

//////////////////
// CALCULATIONS //

filt_col_id = switch filter_column
'Price' => 1
'RSI' => 2
'TSI' => 3
'ADX' => 4
'SuperTrend' => 5
=> 0

// Get only symbol
only_symbol(s) =>
array.get(str.split(s, ":"), 1)


id_symbol(s)=>
switch s
1 => only_symbol(s01)
2 => only_symbol(s02)
3 => only_symbol(s03)
4 => only_symbol(s04)
5 => only_symbol(s05)
6 => only_symbol(s06)
7 => only_symbol(s07)
8 => only_symbol(s08)
9 => only_symbol(s09)
10 => only_symbol(s10)
11 => only_symbol(s11)
12 => only_symbol(s12)
13 => only_symbol(s13)
14 => only_symbol(s14)
15 => only_symbol(s15)
16 => only_symbol(s16)
17 => only_symbol(s17)
18 => only_symbol(s18)
19 => only_symbol(s19)
20 => only_symbol(s20)
21 => only_symbol(s21)
22 => only_symbol(s22)
23 => only_symbol(s23)
24 => only_symbol(s24)
25 => only_symbol(s25)
26 => only_symbol(s26)
27 => only_symbol(s27)
28 => only_symbol(s28)
29 => only_symbol(s29)
30 => only_symbol(s30)
31 => only_symbol(s31)
32 => only_symbol(s32)
33 => only_symbol(s33)
34 => only_symbol(s34)
35 => only_symbol(s35)
36 => only_symbol(s36)
37 => only_symbol(s37)
38 => only_symbol(s38)
39 => only_symbol(s39)
40 => only_symbol(s40)
=> na


// for TSI
double_smooth(src, long, short) =>
fist_smooth = ta.ema(src, long)
ta.ema(fist_smooth, short)

// ADX
dirmov(len) =>
up = ta.change(high)
down = -ta.change(low)

plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)

truerange = ta.rma(ta.tr, len)

plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
minus = fixnan(100 * ta.rma(minusDM, len) / truerange)

[plus, minus]

adx_func(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)

screener_func() =>

// RSI
rsi = ta.rsi(close, rsi_len)

// TSI
pc = ta.change(close)

double_smoothed_pc = double_smooth(pc, tsi_long_len, tsi_shrt_len)
double_smoothed_abs_pc = double_smooth(math.abs(pc), tsi_long_len, tsi_shrt_len)

tsi = 100 * (double_smoothed_pc / double_smoothed_abs_pc)

// ADX
adx = adx_func(adx_dilen, adx_smooth)

// Supertrend
[sup_value, sup_dir] = ta.supertrend(sup_factor, sup_atr_len)

[math.round_to_mintick(close), rsi, tsi, adx, sup_dir]

// Set Up Matrix
screenerMtx = matrix.new<float>(0, 6, na)

screenerFun(numSym, sym, flg) =>

[cl, rsi, tsi, adx, sup] = request.security(sym, timeframe.period, screener_func())

arr = array.from(numSym, cl, rsi, tsi, adx, sup)

if flg
matrix.add_row(screenerMtx, matrix.rows(screenerMtx), arr)

// Security call
screenerFun(01, s01, u01), screenerFun(02, s02, u02), screenerFun(03, s03, u03), screenerFun(04, s04, u04),
screenerFun(05, s05, u05), screenerFun(06, s06, u06), screenerFun(07, s07, u07), screenerFun(08, s08, u08),
screenerFun(09, s09, u09), screenerFun(10, s10, u10), screenerFun(11, s11, u11), screenerFun(12, s12, u12),
screenerFun(13, s13, u13), screenerFun(14, s14, u14), screenerFun(15, s15, u15), screenerFun(16, s16, u16),
screenerFun(17, s17, u17), screenerFun(18, s18, u18), screenerFun(19, s19, u19), screenerFun(20, s20, u20),
screenerFun(21, s21, u21), screenerFun(22, s22, u22), screenerFun(23, s23, u23), screenerFun(24, s24, u24),
screenerFun(25, s25, u25), screenerFun(26, s26, u26), screenerFun(27, s27, u27), screenerFun(28, s28, u28),
screenerFun(29, s29, u29), screenerFun(30, s30, u30), screenerFun(31, s31, u31), screenerFun(32, s32, u32),
screenerFun(33, s33, u33), screenerFun(34, s34, u34), screenerFun(35, s35, u35), screenerFun(36, s36, u36),
screenerFun(37, s37, u37), screenerFun(38, s38, u38), screenerFun(39, s39, u39), screenerFun(40, s40, u40),

///////////
// PLOTS //

var tbl = table.new(position.top_right, 6, 41, frame_color=#151715, frame_width=1, border_width=2, border_color=color.new(color.white, 100))

log.info(str.tostring(filt_col_id))

alert_msg = ''

if barstate.islast
table.clear(tbl, 0, 0, 5, 40)

table.cell(tbl, 0, 0, 'Symbol', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 1, 0, 'Price', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 2, 0, 'RSI', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 3, 0, 'TSI', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 4, 0, 'ADX', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 5, 0, 'Supertrend', text_halign = text.align_center, bgcolor = color.gray, text_color = color.white, text_size = size.small)

if matrix.rows(screenerMtx) > 0
for i = 0 to matrix.rows(screenerMtx) - 1

is_filt = (not filter_enabled) or (matrix.get(screenerMtx, i, filt_col_id) >= filter_from and matrix.get(screenerMtx, i, filt_col_id) <= filter_to)

if is_filt

if str.length(alert_msg) > 0
alert_msg := alert_msg + ','
alert_msg := alert_msg + id_symbol(matrix.get(screenerMtx, i, 0))

rsi_col = matrix.get(screenerMtx, i, 2) > rsi_ob ? color.red : matrix.get(screenerMtx, i, 2) < rsi_os ? color.green : #aaaaaa
tsi_col = matrix.get(screenerMtx, i, 3) > tsi_ob ? color.red : matrix.get(screenerMtx, i, 3) < tsi_os ? color.green : #aaaaaa
adx_col = matrix.get(screenerMtx, i, 4) > adx_level ? color.green : #aaaaaa

sup_text = matrix.get(screenerMtx, i, 5) > 0 ? "Down" : "Up"
sup_col = matrix.get(screenerMtx, i, 5) < 0 ? color.green : color.red

table.cell(tbl, 0, i + 1, id_symbol(matrix.get(screenerMtx, i, 0)), text_halign = text.align_left, bgcolor = color.gray, text_color = color.white, text_size = size.small)
table.cell(tbl, 1, i + 1, str.tostring(matrix.get(screenerMtx, i, 1)), text_halign = text.align_center, bgcolor = #aaaaaa, text_color = color.white, text_size = size.small)
table.cell(tbl, 2, i + 1, str.tostring(matrix.get(screenerMtx, i, 2), "#.##"), text_halign = text.align_center, bgcolor = rsi_col, text_color = color.white, text_size = size.small)
table.cell(tbl, 3, i + 1, str.tostring(matrix.get(screenerMtx, i, 3), "#.##"), text_halign = text.align_center, bgcolor = tsi_col, text_color = color.white, text_size = size.small)
table.cell(tbl, 4, i + 1, str.tostring(matrix.get(screenerMtx, i, 4), "#.##"), text_halign = text.align_center, bgcolor = adx_col , text_color = color.white, text_size = size.small)
table.cell(tbl, 5, i + 1, sup_text, text_halign = text.align_center, bgcolor = sup_col, text_color = color.white, text_size = size.small)

if str.length(alert_msg) > 0
alert(alert_msg, freq = alert.freq_once_per_bar_close)