Camarilla Trading - D/W/M, Alerts, TP/SL, ADX, VWAP/EMA, Volume

Camarilla Trading System

Overview
This advanced Pine Script indicator implements a comprehensive Camarilla trading system with multiple filtering mechanisms, position management, and real-time statistics. It's designed for day traders and swing traders using Camarilla pivot levels with enhanced confirmation filters.

Key Features

🎯 Core Components
- Camarilla Levels: Calculates H3, H4, H5, L3, L4, L5 pivot levels from previous period data
- Multi-Timeframe Support: Daily (D), Weekly (W), and Monthly (M) timeframe options
- Smart Position Management: Automated entry/exit with take profit and stop loss levels

📊 Advanced Filtering System
- ADX Filter**: Optional trend strength filter using Average Directional Index
- Volume Filter**: High-volume confirmation with customizable multiplier
- Trend Filter**: VWAP or EMA-based trend direction confirmation


💹 Trading Signals
Long Entries:
- Condition 1: Open crosses above H4 (below H5)
- Condition 2: Open crosses above L3 (below H3)

Short Entries:
- Condition 1: Open crosses below L4 (above L5)
- Condition 2: Open crosses below H3 (above L3)

📈 Visual Features
- Level Display: Clear plotting of all Camarilla levels
- Signal Markers: Visual entry/exit signals on chart
- Volume Coloring: Bars colored lime/purple during high-volume periods
- Trend Indicators: Colored VWAP/EMA lines based on ADX trend direction
- Real-time Statistics: Performance table with win rate, P&L, and trade metrics

⚙️ Customization Options
- Toggle individual filters on/off
- Adjustable parameters for all indicators
- Customizable display options
- Flexible timeframe selection

🔔 Alert System
- Buy/Sell signal alerts
- Position exit alerts
- Customizable alert conditions

📊 Performance Tracking
- Automatic trade statistics
- Win rate calculation
- Average profit per trade
- Total P&L tracking
- Trade history from start date

Input Parameters

Timeframe & Levels
- Timeframe levels: D/W/M selection for pivot calculations
- Show levels labels: Toggle level price labels

Filter Settings
- ADX filter: Enable/disable trend strength filter
- ADX length/treshold: Customize ADX parameters
- Volume filter: High-volume confirmation
- Volume length/multiplier: Volume MA settings
- Trend filter: VWAP/EMA trend confirmation
- EMA length: EMA period for trend filter

Display Options
- Show signals: Display entry/exit markers
- Show TP/SL: Show take profit/stop loss levels
- Show statistics: Performance table display
- Colored bars: Volume-based bar coloring

Usage Notes
- Non-repainting: Signals are fixed at bar open price
- Multi-timeframe: Uses security calls for accurate previous period data
- Position Management: Automated TP/SL based on Camarilla levels
- Risk Management: Built-in trading time restrictions

This system provides institutional-grade Camarilla trading with professional risk management features suitable for both manual trading and strategy development.