Continuous Multi-Factor Trend Oscillator with Rolling Liquidity

// **Overview**
This script generates a *Continuous Multi-Factor Trend Oscillator* that integrates multiple market dynamics, including **long-term trends**, **short-term trends**, **volume adjustments**, **volatility factors**, **ADX trend strength**, and **rolling liquidity**. The result is a smooth, dynamic oscillator that reflects comprehensive market conditions.

### **Key Features**
1. **Long-Term Trend Score (LT Score)**: Measures the deviation of price from its EMA, normalized by standard deviation. Captures broad trend direction.
2. **Short-Term Trend Score (ST Score)**: Evaluates the slope of a short-period EMA, normalized by ATR, to reflect shorter-term momentum.
3. **Volume Adjustment**: Adjusts trend scores based on the relative volume compared to its moving average.
4. **Volatility Adjustment**: Incorporates ATR into the scoring system, penalizing or boosting scores based on current volatility compared to historical norms.
5. **ADX Trend Strength**: Uses ADX to identify trend strength, scaling scores positively or negatively depending on whether the market is trending or ranging.
6. **Rolling Liquidity**: Analyzes persistent buying or selling pressure by aggregating net buy/sell liquidity over a rolling lookback period.

### **Calculation Workflow**
- **Inputs**: Configurable parameters like long/short periods, ATR period, ADX smoothing, and volume lookback.
- **Trend Scores**: LT and ST scores are computed separately to capture trend dynamics across different timeframes.
- **Adjustments**: Volume, volatility, ADX, and rolling liquidity adjustments are calculated and scaled appropriately.
- **Final Oscillator**: Combines all scores into a single value and applies smoothing for clarity.

### **How It Works**
1. *Long-Term and Short-Term Trends*: Trend scores are calculated based on EMAs and normalized using standard deviation or ATR.
2. *Volume and Liquidity Factors*: Incorporates net up/down volume and liquidity to reflect market participation levels.
3. *ADX Strength*: Distinguishes trending vs. ranging markets, influencing the oscillator direction accordingly.
4. *Final Output*: All factors are combined into a single oscillator, smoothed using an EMA.

### **Visualization**
- The oscillator is plotted as a continuous line with dynamic scaling:
- **Above 75**: *Very Bullish*
- **Below -75**: *Very Bearish*
- **Threshold Levels (50/-50, 10/-10)**: Provide additional interpretative guidance.
- **Labels**: Displays sentiment at the last bar for quick reference (e.g., *Strongly Bullish*, *Neutral*).

### **Use Cases**
- Ideal for identifying market conditions (bullish, bearish, neutral) based on multiple factors.
- Can serve as a confirmation tool alongside price action or other indicators.

### **Customizable Parameters**
- All periods (e.g., long-term, short-term, ATR, ADX) and lookbacks are adjustable, allowing fine-tuning based on market behavior and trading preferences.


How to use: