Coppock Normalized (Z-score) [v6]

//version=6
indicator("Coppock Normalized (Z-score) [v6]", overlay=false)

// ┌─ 입력값
rocLen1 = input.int(14, "ROC1 Length", minval=1)
rocLen2 = input.int(11, "ROC2 Length", minval=1)
wmaLen = input.int(10, "WMA Length", minval=1)
zLen = input.int(200, "Z-score Lookback", minval=5)
signalLen = input.int(5, "Signal SMA", minval=1)
tfCalc = input.timeframe("", "Calc Timeframe (optional, e.g., 1M)")

thPos = input.float( 1.5, "Upper Threshold (Z)")
thNeg = input.float(-1.5, "Lower Threshold (Z)")

// ┌─ 소스 시계열 (고타임프레임 옵션 지원)
src = tfCalc == "" ? close : request.security(syminfo.tickerid, tfCalc, close)

// ┌─ 코폭 커브 (전통식): WMA of (ROC(14) + ROC(11))
roc1 = ta.roc(src, rocLen1)
roc2 = ta.roc(src, rocLen2)
coppock_raw = ta.wma(roc1 + roc2, wmaLen)

// ┌─ Z-score 정규화: (x - mean) / stdev
meanC = ta.sma(coppock_raw, zLen)
stdevC = ta.stdev(coppock_raw, zLen)
z = (stdevC == 0.0 or na(stdevC)) ? na : (coppock_raw - meanC) / stdevC

// ┌─ 시그널(스무딩)
zSignal = ta.sma(z, signalLen)

// ┌─ 보조선
h0 = hline(0.0, "Zero", color=color.new(color.gray, 0))
hUp = hline(thPos, "Z Upper", color=color.new(color.teal, 0))
hDn = hline(thNeg, "Z Lower", color=color.new(color.purple, 0))
fill(h0, hDn, color=color.new(color.red, 85))
fill(h0, hUp, color=color.new(color.green, 88))

// ┌─ 플롯
plot(z, title="Coppock Z", color = z >= 0 ? color.new(color.green, 0) : color.new(color.red, 0), linewidth=2)
plot(zSignal, title="Signal", color = color.new(color.blue, 0), linewidth=1)

// ┌─ 보조 정보(기울기)
zSlope = ta.change(z)
plot(zSlope, title="Z Slope (ΔZ)", color=color.new(color.orange, 0), linewidth=1, display=display.none)

// ┌─ 알림 조건
alertcondition(ta.crossover(z, 0), "Z crosses above 0", "Coppock Z crossed above 0")
alertcondition(ta.crossunder(z, 0), "Z crosses below 0", "Coppock Z crossed below 0")
alertcondition(ta.crossover(z, thNeg), "Z crosses above Lower", "Coppock Z crossed above Lower threshold")
alertcondition(ta.crossunder(z, thPos), "Z crosses below Upper", "Coppock Z crossed below Upper threshold")
alertcondition(ta.crossover(z, zSignal), "Z crosses above Signal", "Coppock Z crossed above Signal")
alertcondition(ta.crossunder(z, zSignal), "Z crosses below Signal", "Coppock Z crossed below Signal")

// ┌─ 상태 라벨
var label lb = na
if barstate.islast and not na(z)
label.delete(lb)
lb := label.new(bar_index, z, style=label.style_label_left, textcolor=color.white, color=color.new(color.black, 20))