VHF EMA Cross Script

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-- SPDX-License-Identifier: MIT
-- IQOptionWiki QCS Library
-- IQOW VHF EMA Cross v1.0.0
--
-- The Vertical Horizontal Filter (VHF) tells trending markets from ranging
-- ones: it is high when price moves directionally and low when it chops.
-- EMA 9 / EMA 21 crosses are only marked while the VHF says the market trends.
-- Formula follows the official IQ Option VHF (closing-price range / path).
--
-- HIGHER: EMA 9 crosses above EMA 21 while VHF(28) is above 0.35.
-- LOWER:  EMA 9 crosses below EMA 21 while VHF(28) is above 0.35.
--
-- Markers use the previous completed candle: they appear after the next candle
-- opens and are shifted back one bar onto the candle that qualified.
-- Educational chart tool only. It does not place trades, choose an expiry,
-- predict outcomes, or guarantee results. Test on a Practice balance first.

instrument {
    name = "IQOW VHF EMA Cross",
    short_name = "IQOW VHF EMA",
    overlay = true
}

input_group {
    "1. Vertical Horizontal Filter",
    vhf_period = input (28, "VHF period", input.integer, 2, 200),
    vhf_threshold = input (0.35, "Trending threshold", input.double, 0.05, 1, 0.01, false)
}

input_group {
    "2. EMA cross",
    fast_period = input (9, "Fast EMA", input.integer, 2, 100),
    slow_period = input (21, "Slow EMA", input.integer, 3, 250)
}

input_group {
    "Display and advice",
    lines_visible = input { default = true, type = input.plot_visibility },
    signals_visible = input { default = true, type = input.plot_visibility },
    advice_enabled = input { default = false, name = "Enable platform advice", type = input.boolean }
}

input_group {
    "Colors",
    fast_color = input { default = "#56CEFF", type = input.color },
    slow_color = input { default = "#FFB020", type = input.color },
    idle_color = input { default = rgba(255, 255, 255, 0.3), type = input.color },
    line_width = input { default = 1, type = input.line_width },
    higher_color = input { default = "#25E154", type = input.color },
    lower_color = input { default = "#FF6C58", type = input.color },
    signal_text_color = input { default = "#FFFFFF", type = input.color }
}

-- VHF: range of closes over the period divided by the sum of single-bar moves.
close_range = highest (close, vhf_period) - lowest (close, vhf_period)
path_length = sum (abs (change (close)), vhf_period)
vhf_value = close_range / max (path_length, 1e-10)

fast_ema = ema (close, fast_period)
slow_ema = ema (close, slow_period)

-- Current-bar scalars for the Lua rule logic.
local vhf_now = get_value (vhf_value, nil)
local fast_now = get_value (fast_ema, nil)
local fast_before = get_value (fast_ema [1], nil)
local slow_now = get_value (slow_ema, nil)
local slow_before = get_value (slow_ema [1], nil)

local periods_are_valid = fast_period < slow_period

local data_is_ready =
    periods_are_valid and
    vhf_now ~= nil and
    fast_now ~= nil and
    fast_before ~= nil and
    slow_now ~= nil and
    slow_before ~= nil and
    get_value (slow_ema [slow_period], nil) ~= nil

local market_is_trending = data_is_ready and vhf_now > vhf_threshold

-- Event: the EMAs cross on this candle while the VHF reports a trending market.
higher_setup = conditional (
    market_is_trending and fast_before <= slow_before and fast_now > slow_now
)
lower_setup = conditional (
    market_is_trending and fast_before >= slow_before and fast_now < slow_now
)

-- Confirm only a new setup on the previous completed candle.
confirmed_higher = conditional (
    get_value (higher_setup [1], false) and
    not get_value (higher_setup [2], false)
)

confirmed_lower = conditional (
    get_value (lower_setup [1], false) and
    not get_value (lower_setup [2], false)
)

if lines_visible then
    -- Lines are dimmed when the VHF says the market is not trending.
    local fast_line_color = market_is_trending and fast_color or idle_color
    local slow_line_color = market_is_trending and slow_color or idle_color
    plot (fast_ema, "Fast EMA", fast_line_color, line_width)
    plot (slow_ema, "Slow EMA", slow_line_color, line_width)
end

if signals_visible then
    plot_shape (
        confirmed_higher,
        "VHF EMA HIGHER",
        shape_style.triangleup,
        shape_size.small,
        higher_color,
        shape_location.belowbar,
        -1,
        "HIGHER",
        signal_text_color
    )

    plot_shape (
        confirmed_lower,
        "VHF EMA LOWER",
        shape_style.triangledown,
        shape_size.small,
        lower_color,
        shape_location.abovebar,
        -1,
        "LOWER",
        signal_text_color
    )
end

-- QCS advice is a platform notification state only; it does not place trades.
if advice_enabled and
    get_value (confirmed_higher, false) and
    not get_value (confirmed_lower, false) then
    advise (advice.buy)
elseif advice_enabled and
    get_value (confirmed_lower, false) and
    not get_value (confirmed_higher, false) then
    advise (advice.sell)
else
    advise (advice.neutral)
end