i used claude to help me developeda trading strategy in Pine Script version 5, but I'm encountering two critical errors that are preventing it from working correctly.

'Could not find function or function reference 'ta.adx': I'm using the ta.adx function to calculate the Average Directional Index, but TradingView is throwing the error 'Could not find function or function reference 'ta.adx'. I've checked the Pine Script documentation, and ta.adx should be available. Syntax error at input 'end of line without line continuation' after buyCondition =: I'm also getting a syntax error on my buyCondition variable. The error message is 'Syntax error at input 'end of line without line continuation' after buyCondition =. I've checked my code for missing operators or incorrect line breaks, but I can't find the problem. Expected Behavior:

The script should calculate the ADX, use it in the buyCondition to determine long entries, and execute trades based on the strategy's logic.

Actual Behavior:

The script fails to compile due to the two errors mentioned above.

Error Details:

'Could not find function or function reference 'ta.adx' (Line number: [Insert the line number where ta.adx is used] ) Syntax error at input 'end of line without line continuation' after buyCondition = (Line number: [Insert the line number where buyCondition is defined] ) Minimal Reproducible Example:

Here's my full Pine Script code:

strategy("Advanced Optimized HWCI - Ultimate Edition (Practical Version)", shorttitle="AdvOptHWCI_Pro", overlay=true, max_bars_back=500)

// ==== Input Parameters ====
emaShortLength   = input.int(20, title="Short-term EMA Period", minval=1, maxval=200)
emaLongLength    = input.int(50, title="Long-term EMA Period", minval=1, maxval=200)
rsiPeriod        = input.int(14, title="RSI Period", minval=1, maxval=100)
adxPeriod        = input.int(14, title="ADX Period", minval=1, maxval=100)
adxThreshold     = input.float(25.0, title="ADX Trend Strength Threshold", step=0.5, minval=10, maxval=50)
htf              = input.timeframe("240", title="Higher Timeframe (e.g., 4H)")
atrPeriod        = input.int(14, title="ATR Period", minval=1, maxval=100)
atrMultiplier    = input.float(2.0, title="ATR Multiplier", step=0.1)
lotSize          = input.float(1.0, "Minimum Lot Size", minval=0.01)

// Trading Sessions
sessionFilter1   = input.bool(false, title="Enable Trading Session 1")
sessionStart1    = input.string("0930", title="Session 1 Start (HHMM)", inline="session1")
sessionEnd1      = input.string("1130", title="Session 1 End (HHMM)", inline="session1")
sessionFilter2   = input.bool(false, title="Enable Trading Session 2")
sessionStart2    = input.string("1330", title="Session 2 Start (HHMM)", inline="session2")
sessionEnd2      = input.string("1530", title="Session 2 End (HHMM)", inline="session2")

// Bollinger Bands
lengthBB         = input.int(20, "Bollinger Bands Period", minval=1)
multBB           = input.float(2.0, "Bollinger Bands StdDev Multiplier", step=0.1)
dynamicBB        = input.bool(true, title="Use Dynamic Bollinger Bands", inline="bbDynamic")
bbDynamicMultiplier = input.float(1.0, title="Dynamic BB Multiplier Adjustment", minval=0.5, maxval=3.0, step=0.1, inline="bbDynamic")

// MACD Parameters
macdFast         = input.int(12, "MACD Fast Line Period", minval=1)
macdSlow         = input.int(26, "MACD Slow Line Period", minval=1)
macdSignal       = input.int(9, "MACD Signal Line Period", minval=1)

// Money Management
riskPerTrade     = input.float(1.0, "Risk Percentage per Trade", minval=0.1, maxval=5.0, step=0.1)
accountSize      = input.float(10000, "Account Total Funds", minval=1000)
slippage         = input.float(0.01, "Slippage Percentage", minval=0, maxval=1, step=0.01)
commission       = input.float(0.001, "Transaction Fee Percentage", minval=0, maxval=1, step=0.001)

// Market Structure Analysis
pivotLenH        = input.int(5, "High Pivot Length", minval=1, maxval=20)
pivotLenL        = input.int(5, "Low Pivot Length", minval=1, maxval=20)

// Multi-Timeframe Trend Coordination
mtfTrendStrength = input.int(2, "MTF Trend Strength Requirement", minval=0, maxval=3, tooltip="Number of higher timeframes supporting the trend")

// Delta Volume
useDeltaVolume   = input.bool(true, "Use Delta Volume Analysis")

// Dashboard Settings
showDashboard    = input.bool(true, "Show Trading Dashboard")
dashboardTransparency = input.int(30, "Dashboard Transparency", minval=0, maxval=100)

// ==== Functions ====

// **Dynamic ATR Multiplier with Cap**
dynamic_atr_multiplier(_atr, _close, len) =>
    volatilitySmooth = ta.sma(ta.stdev(close, len), 5)
    _mult = math.min(atrMultiplier * (1 + (volatilitySmooth / _close)), atrMultiplier * 3)
    _mult

// **Check Trading Session**
inSession(sessionStr) =>
    not na(time(timeframe.period, sessionStr))

getSessionCondition() =>
    cond1 = sessionFilter1 ? inSession(sessionStart1 + "-" + sessionEnd1) : false
    cond2 = sessionFilter2 ? inSession(sessionStart2 + "-" + sessionEnd2) : false
    (not sessionFilter1 and not sessionFilter2) or (cond1 or cond2)

// **Dynamic Bollinger Bands Multiplier**
dynamic_bb_multiplier(_atr, _atrSMA) =>
    dynamicBB ? multBB * bbDynamicMultiplier * (_atr / _atrSMA) : multBB

// **RSI Divergence Calculation**
calculateRealDivergence(priceArray, oscArray, len) =>
    highestPrice = ta.highest(priceArray, len)
    lowestPrice  = ta.lowest(priceArray, len)
    oscAtHigh    = oscArray[ta.highestbars(priceArray, len)]
    oscAtLow     = oscArray[ta.lowestbars(priceArray, len)]
    bullishDiv   = priceArray[0] < lowestPrice and oscArray[0] > oscAtLow
    bearishDiv   = priceArray[0] > highestPrice and oscArray[0] < oscAtHigh
    [bullishDiv, bearishDiv]

// **Position Size Calculation**
calculatePositionSize(_entry, _stop, _accountValue, _riskPercent, _slippage, _commission) =>
    riskAmount = _accountValue * (_riskPercent / 100)
    stopDistance = math.abs(_entry - _stop)
    effectiveRisk = stopDistance * (1 + _slippage) * (1 + _commission)
    positionSize = riskAmount / effectiveRisk
    math.round(positionSize / lotSize) * lotSize

// **Enhanced Volume Condition**
calculateEnhancedVolumeCondition(_volume, _deltaVolume, _useDelta) =>
    volumeSMA = ta.sma(_volume, 20)
    deltaVolumeSMA = ta.sma(_deltaVolume, 20)
    baseCondition = _volume > volumeSMA * 1.2
    deltaCondition = _deltaVolume > deltaVolumeSMA * 1.5
    _useDelta ? (baseCondition and deltaCondition) : baseCondition

// ==== Indicator Calculations ====

// Higher Timeframe EMAs
htfEMA    = request.security(syminfo.tickerid, htf, ta.ema(close, emaLongLength))
dailyEMA  = request.security(syminfo.tickerid, "D", ta.ema(close, emaLongLength))
weeklyEMA = request.security(syminfo.tickerid, "W", ta.ema(close, emaLongLength))

// Current Timeframe Indicators
emaShort  = ta.ema(close, emaShortLength)
emaLong   = ta.ema(close, emaLongLength)
rsiValue  = ta.rsi(close, rsiPeriod)
adxValue  = ta.adx(adxPeriod)
atrValue  = ta.atr(atrPeriod)

// RSI Divergence
[bullishDivergence, bearishDivergence] = calculateRealDivergence(close, rsiValue, 14)

// ADX Dynamics
adxChange = adxValue - adxValue[1]
dynamicAdxThreshold = adxThreshold + atrValue / 10

// Volume and Delta Volume
deltaVolume = close > open ? volume : -volume
enhancedVolumeCondition = calculateEnhancedVolumeCondition(volume, deltaVolume, useDeltaVolume)

// Multi-Timeframe Trend
htfTrend   = close > htfEMA   ? 1 : close < htfEMA   ? -1 : 0
dailyTrend = close > dailyEMA ? 1 : close < dailyEMA ? -1 : 0
weeklyTrend= close > weeklyEMA? 1 : close < weeklyEMA? -1 : 0
mtfBullishCount = (htfTrend == 1 ? 1 : 0) + (dailyTrend == 1 ? 1 : 0) + (weeklyTrend == 1 ? 1 : 0)
mtfBearishCount = (htfTrend == -1 ? 1 : 0) + (dailyTrend == -1 ? 1 : 0) + (weeklyTrend == -1 ? 1 : 0)
mtfBullishFilter = mtfBullishCount >= mtfTrendStrength
mtfBearishFilter = mtfBearishCount >= mtfTrendStrength

// Market Structure
pivotHigh = ta.pivothigh(high, pivotLenH, pivotLenH)
pivotLow  = ta.pivotlow(low, pivotLenL, pivotLenL)
var string marketStructure = "unknown"
if (not na(pivotHigh) and not na(pivotHigh[1]))
    if (pivotHigh > pivotHigh[1])
        marketStructure := "high point ascending trend"
    else if (pivotHigh < pivotHigh[1])
        marketStructure := "high point descending trend"
if (not na(pivotLow) and not na(pivotLow[1]))
    if (pivotLow < pivotLow[1])
        marketStructure := "low point descending trend"
    else if (pivotLow > pivotLow[1])
        marketStructure := "low point ascending trend"
buyMarketStructureFilter  = marketStructure == "low point ascending trend" or marketStructure == "high point ascending trend"
sellMarketStructureFilter = marketStructure == "low point descending trend" or marketStructure == "high point descending trend"

// Bollinger Bands
basis   = ta.sma(close, lengthBB)
dev     = ta.stdev(close, lengthBB)
atrSMA  = ta.sma(atrValue, 14)
dynMult = dynamic_bb_multiplier(atrValue, atrSMA)
upperBB = basis + multBB * dev * dynMult
lowerBB = basis - multBB * dev * dynMult

// MACD
[macdLine, signalLine, hist] = ta.macd(close, macdFast, macdSlow, macdSignal)

// Session Condition
sessionCondition = getSessionCondition()

// ==== Entry Conditions ====

// Long (Buy) Condition
buyCondition =
    ta.crossover(emaShort, emaLong) and
    (rsiValue > 50 and rsiValue < 70) and
    (adxValue > dynamicAdxThreshold) and
    (adxChange > 0) and
    mtfBullishFilter and
    enhancedVolumeCondition and
    (not bearishDivergence) and
    buyMarketStructureFilter and
    sessionCondition and
    (close > lowerBB * 1.01 and close < basis) and
    (macdLine > signalLine) and
    (macdLine > macdLine[1])

// Short (Sell) Condition
sellCondition =
    ta.crossunder(emaShort, emaLong) and
    (rsiValue < 50 and rsiValue > 30) and
    (adxValue > dynamicAdxThreshold) and
    (adxChange < 0) and
    mtfBearishFilter and
    enhancedVolumeCondition and
    (not bullishDivergence) and
    sellMarketStructureFilter and
    sessionCondition and
    (close < upperBB * 0.99 and close > basis) and
    (macdLine < signalLine) and
    (macdLine < macdLine[1])

// ==== Trade Management ====
var float lastEntryPrice    = na
var float stopLoss          = na
var float takeProfit        = na
var float partialProfit     = na
var float positionSize      = 0.0
var bool  breakevenActivated = false

// Long Entry
if (buyCondition)
    lastEntryPrice := close
    dynAtrMult = dynamic_atr_multiplier(atrValue, close, 10)
    bbRange = math.max(upperBB - lowerBB, atrValue * 0.01)
    initialStopLoss = lastEntryPrice - atrValue * dynAtrMult * (1 + (close - lowerBB) / bbRange)
    stopLoss := initialStopLoss
    breakevenActivated := false
    takeProfit := lastEntryPrice + atrValue * dynAtrMult * 1.5 * (1 + (upperBB - close) / bbRange)
    partialProfit := lastEntryPrice + (takeProfit - lastEntryPrice) * 0.5
    positionSize := calculatePositionSize(close, stopLoss, accountSize, riskPerTrade, slippage, commission)
    strategy.entry("Long", strategy.long, qty=positionSize)
    strategy.exit("Exit Long", "Long", stop=stopLoss, limit=takeProfit)

// Long Trade Management
if (strategy.position_size > 0)
    breakevenLevel = lastEntryPrice + (atrValue * 0.5)
    if (high > breakevenLevel and not breakevenActivated)
        stopLoss := math.max(lastEntryPrice, stopLoss)
        breakevenActivated := true
    else if (high > partialProfit)
        stopLoss := math.max(lastEntryPrice + (atrValue * 0.5), stopLoss)
        partialProfit := na
    else if (high > takeProfit)
        profitRange = math.max(takeProfit - lastEntryPrice, atrValue * 0.1)
        newStop = high - atrValue * (0.5 + (high - lastEntryPrice) / profitRange)
        stopLoss := math.max(stopLoss, newStop)
    strategy.exit("Exit Long", "Long", stop=stopLoss, limit=takeProfit)

// Short Entry
if (sellCondition)
    lastEntryPrice := close
    dynAtrMult = dynamic_atr_multiplier(atrValue, close, 10)
    bbRange = math.max(upperBB - lowerBB, atrValue * 0.01)
    initialStopLoss = lastEntryPrice + atrValue * dynAtrMult * (1 + (upperBB - close) / bbRange)
    stopLoss := initialStopLoss
    breakevenActivated := false
    takeProfit := lastEntryPrice - atrValue * dynAtrMult * 1.5 * (1 + (close - lowerBB) / bbRange)
    partialProfit := lastEntryPrice - (lastEntryPrice - takeProfit) * 0.5
    positionSize := calculatePositionSize(close, stopLoss, accountSize, riskPerTrade, slippage, commission)
    strategy.entry("Short", strategy.short, qty=positionSize)
    strategy.exit("Exit Short", "Short", stop=stopLoss, limit=takeProfit)

// Short Trade Management
if (strategy.position_size < 0)
    breakevenLevel = lastEntryPrice - (atrValue * 0.5)
    if (low < breakevenLevel and not breakevenActivated)
        stopLoss := math.min(lastEntryPrice, stopLoss)
        breakevenActivated := true
    else if (low < partialProfit)
        stopLoss := math.min(lastEntryPrice - (atrValue * 0.5), stopLoss)
        partialProfit := na
    else if (low < takeProfit)
        profitRange = math.max(lastEntryPrice - takeProfit, atrValue * 0.1)
        newStop = low + atrValue * (0.5 + (lastEntryPrice - low) / profitRange)
        stopLoss := math.min(stopLoss, newStop)
    strategy.exit("Exit Short", "Short", stop=stopLoss, limit=takeProfit)

// ==== Performance Statistics ====
var int totalSignals  = 0
var int winningTrades = 0

if (buyCondition or sellCondition)
    totalSignals := totalSignals + 1

if (strategy.position_size > 0 and high >= takeProfit) or (strategy.position_size < 0 and low <= takeProfit)
    winningTrades := winningTrades + 1

// ==== Visualization ====
plot(emaShort, color=color.blue, title="EMA Short")
plot(emaLong, color=color.red, title="EMA Long")
plot(upperBB, color=color.gray, title="Upper BB")
plot(lowerBB, color=color.gray, title="Lower BB")
plot(stopLoss, color=color.red, style=plot.style_cross, title="Stop Loss")
plot(takeProfit, color=color.green, style=plot.style_cross, title="Take Profit")
    `

Could someone please help me understand why I'm getting these errors and how to resolve them? I'm using the most current version of TradingView.

Thanks in advance!"

i tried hand typing again and again checked the manual

i used claude to help me developeda trading strategy in Pine Script version 5, but I'm encountering two critical errors that are preventing it from working correctly.

'Could not find function or function reference 'ta.adx': I'm using the ta.adx function to calculate the Average Directional Index, but TradingView is throwing the error 'Could not find function or function reference 'ta.adx'. I've checked the Pine Script documentation, and ta.adx should be available. Syntax error at input 'end of line without line continuation' after buyCondition =: I'm also getting a syntax error on my buyCondition variable. The error message is 'Syntax error at input 'end of line without line continuation' after buyCondition =. I've checked my code for missing operators or incorrect line breaks, but I can't find the problem. Expected Behavior:

The script should calculate the ADX, use it in the buyCondition to determine long entries, and execute trades based on the strategy's logic.

Actual Behavior:

The script fails to compile due to the two errors mentioned above.

Error Details:

'Could not find function or function reference 'ta.adx' (Line number: [Insert the line number where ta.adx is used] ) Syntax error at input 'end of line without line continuation' after buyCondition = (Line number: [Insert the line number where buyCondition is defined] ) Minimal Reproducible Example:

Here's my full Pine Script code:

strategy("Advanced Optimized HWCI - Ultimate Edition (Practical Version)", shorttitle="AdvOptHWCI_Pro", overlay=true, max_bars_back=500)

// ==== Input Parameters ====
emaShortLength   = input.int(20, title="Short-term EMA Period", minval=1, maxval=200)
emaLongLength    = input.int(50, title="Long-term EMA Period", minval=1, maxval=200)
rsiPeriod        = input.int(14, title="RSI Period", minval=1, maxval=100)
adxPeriod        = input.int(14, title="ADX Period", minval=1, maxval=100)
adxThreshold     = input.float(25.0, title="ADX Trend Strength Threshold", step=0.5, minval=10, maxval=50)
htf              = input.timeframe("240", title="Higher Timeframe (e.g., 4H)")
atrPeriod        = input.int(14, title="ATR Period", minval=1, maxval=100)
atrMultiplier    = input.float(2.0, title="ATR Multiplier", step=0.1)
lotSize          = input.float(1.0, "Minimum Lot Size", minval=0.01)

// Trading Sessions
sessionFilter1   = input.bool(false, title="Enable Trading Session 1")
sessionStart1    = input.string("0930", title="Session 1 Start (HHMM)", inline="session1")
sessionEnd1      = input.string("1130", title="Session 1 End (HHMM)", inline="session1")
sessionFilter2   = input.bool(false, title="Enable Trading Session 2")
sessionStart2    = input.string("1330", title="Session 2 Start (HHMM)", inline="session2")
sessionEnd2      = input.string("1530", title="Session 2 End (HHMM)", inline="session2")

// Bollinger Bands
lengthBB         = input.int(20, "Bollinger Bands Period", minval=1)
multBB           = input.float(2.0, "Bollinger Bands StdDev Multiplier", step=0.1)
dynamicBB        = input.bool(true, title="Use Dynamic Bollinger Bands", inline="bbDynamic")
bbDynamicMultiplier = input.float(1.0, title="Dynamic BB Multiplier Adjustment", minval=0.5, maxval=3.0, step=0.1, inline="bbDynamic")

// MACD Parameters
macdFast         = input.int(12, "MACD Fast Line Period", minval=1)
macdSlow         = input.int(26, "MACD Slow Line Period", minval=1)
macdSignal       = input.int(9, "MACD Signal Line Period", minval=1)

// Money Management
riskPerTrade     = input.float(1.0, "Risk Percentage per Trade", minval=0.1, maxval=5.0, step=0.1)
accountSize      = input.float(10000, "Account Total Funds", minval=1000)
slippage         = input.float(0.01, "Slippage Percentage", minval=0, maxval=1, step=0.01)
commission       = input.float(0.001, "Transaction Fee Percentage", minval=0, maxval=1, step=0.001)

// Market Structure Analysis
pivotLenH        = input.int(5, "High Pivot Length", minval=1, maxval=20)
pivotLenL        = input.int(5, "Low Pivot Length", minval=1, maxval=20)

// Multi-Timeframe Trend Coordination
mtfTrendStrength = input.int(2, "MTF Trend Strength Requirement", minval=0, maxval=3, tooltip="Number of higher timeframes supporting the trend")

// Delta Volume
useDeltaVolume   = input.bool(true, "Use Delta Volume Analysis")

// Dashboard Settings
showDashboard    = input.bool(true, "Show Trading Dashboard")
dashboardTransparency = input.int(30, "Dashboard Transparency", minval=0, maxval=100)

// ==== Functions ====

// **Dynamic ATR Multiplier with Cap**
dynamic_atr_multiplier(_atr, _close, len) =>
    volatilitySmooth = ta.sma(ta.stdev(close, len), 5)
    _mult = math.min(atrMultiplier * (1 + (volatilitySmooth / _close)), atrMultiplier * 3)
    _mult

// **Check Trading Session**
inSession(sessionStr) =>
    not na(time(timeframe.period, sessionStr))

getSessionCondition() =>
    cond1 = sessionFilter1 ? inSession(sessionStart1 + "-" + sessionEnd1) : false
    cond2 = sessionFilter2 ? inSession(sessionStart2 + "-" + sessionEnd2) : false
    (not sessionFilter1 and not sessionFilter2) or (cond1 or cond2)

// **Dynamic Bollinger Bands Multiplier**
dynamic_bb_multiplier(_atr, _atrSMA) =>
    dynamicBB ? multBB * bbDynamicMultiplier * (_atr / _atrSMA) : multBB

// **RSI Divergence Calculation**
calculateRealDivergence(priceArray, oscArray, len) =>
    highestPrice = ta.highest(priceArray, len)
    lowestPrice  = ta.lowest(priceArray, len)
    oscAtHigh    = oscArray[ta.highestbars(priceArray, len)]
    oscAtLow     = oscArray[ta.lowestbars(priceArray, len)]
    bullishDiv   = priceArray[0] < lowestPrice and oscArray[0] > oscAtLow
    bearishDiv   = priceArray[0] > highestPrice and oscArray[0] < oscAtHigh
    [bullishDiv, bearishDiv]

// **Position Size Calculation**
calculatePositionSize(_entry, _stop, _accountValue, _riskPercent, _slippage, _commission) =>
    riskAmount = _accountValue * (_riskPercent / 100)
    stopDistance = math.abs(_entry - _stop)
    effectiveRisk = stopDistance * (1 + _slippage) * (1 + _commission)
    positionSize = riskAmount / effectiveRisk
    math.round(positionSize / lotSize) * lotSize

// **Enhanced Volume Condition**
calculateEnhancedVolumeCondition(_volume, _deltaVolume, _useDelta) =>
    volumeSMA = ta.sma(_volume, 20)
    deltaVolumeSMA = ta.sma(_deltaVolume, 20)
    baseCondition = _volume > volumeSMA * 1.2
    deltaCondition = _deltaVolume > deltaVolumeSMA * 1.5
    _useDelta ? (baseCondition and deltaCondition) : baseCondition

// ==== Indicator Calculations ====

// Higher Timeframe EMAs
htfEMA    = request.security(syminfo.tickerid, htf, ta.ema(close, emaLongLength))
dailyEMA  = request.security(syminfo.tickerid, "D", ta.ema(close, emaLongLength))
weeklyEMA = request.security(syminfo.tickerid, "W", ta.ema(close, emaLongLength))

// Current Timeframe Indicators
emaShort  = ta.ema(close, emaShortLength)
emaLong   = ta.ema(close, emaLongLength)
rsiValue  = ta.rsi(close, rsiPeriod)
adxValue  = ta.adx(adxPeriod)
atrValue  = ta.atr(atrPeriod)

// RSI Divergence
[bullishDivergence, bearishDivergence] = calculateRealDivergence(close, rsiValue, 14)

// ADX Dynamics
adxChange = adxValue - adxValue[1]
dynamicAdxThreshold = adxThreshold + atrValue / 10

// Volume and Delta Volume
deltaVolume = close > open ? volume : -volume
enhancedVolumeCondition = calculateEnhancedVolumeCondition(volume, deltaVolume, useDeltaVolume)

// Multi-Timeframe Trend
htfTrend   = close > htfEMA   ? 1 : close < htfEMA   ? -1 : 0
dailyTrend = close > dailyEMA ? 1 : close < dailyEMA ? -1 : 0
weeklyTrend= close > weeklyEMA? 1 : close < weeklyEMA? -1 : 0
mtfBullishCount = (htfTrend == 1 ? 1 : 0) + (dailyTrend == 1 ? 1 : 0) + (weeklyTrend == 1 ? 1 : 0)
mtfBearishCount = (htfTrend == -1 ? 1 : 0) + (dailyTrend == -1 ? 1 : 0) + (weeklyTrend == -1 ? 1 : 0)
mtfBullishFilter = mtfBullishCount >= mtfTrendStrength
mtfBearishFilter = mtfBearishCount >= mtfTrendStrength

// Market Structure
pivotHigh = ta.pivothigh(high, pivotLenH, pivotLenH)
pivotLow  = ta.pivotlow(low, pivotLenL, pivotLenL)
var string marketStructure = "unknown"
if (not na(pivotHigh) and not na(pivotHigh[1]))
    if (pivotHigh > pivotHigh[1])
        marketStructure := "high point ascending trend"
    else if (pivotHigh < pivotHigh[1])
        marketStructure := "high point descending trend"
if (not na(pivotLow) and not na(pivotLow[1]))
    if (pivotLow < pivotLow[1])
        marketStructure := "low point descending trend"
    else if (pivotLow > pivotLow[1])
        marketStructure := "low point ascending trend"
buyMarketStructureFilter  = marketStructure == "low point ascending trend" or marketStructure == "high point ascending trend"
sellMarketStructureFilter = marketStructure == "low point descending trend" or marketStructure == "high point descending trend"

// Bollinger Bands
basis   = ta.sma(close, lengthBB)
dev     = ta.stdev(close, lengthBB)
atrSMA  = ta.sma(atrValue, 14)
dynMult = dynamic_bb_multiplier(atrValue, atrSMA)
upperBB = basis + multBB * dev * dynMult
lowerBB = basis - multBB * dev * dynMult

// MACD
[macdLine, signalLine, hist] = ta.macd(close, macdFast, macdSlow, macdSignal)

// Session Condition
sessionCondition = getSessionCondition()

// ==== Entry Conditions ====

// Long (Buy) Condition
buyCondition =
    ta.crossover(emaShort, emaLong) and
    (rsiValue > 50 and rsiValue < 70) and
    (adxValue > dynamicAdxThreshold) and
    (adxChange > 0) and
    mtfBullishFilter and
    enhancedVolumeCondition and
    (not bearishDivergence) and
    buyMarketStructureFilter and
    sessionCondition and
    (close > lowerBB * 1.01 and close < basis) and
    (macdLine > signalLine) and
    (macdLine > macdLine[1])

// Short (Sell) Condition
sellCondition =
    ta.crossunder(emaShort, emaLong) and
    (rsiValue < 50 and rsiValue > 30) and
    (adxValue > dynamicAdxThreshold) and
    (adxChange < 0) and
    mtfBearishFilter and
    enhancedVolumeCondition and
    (not bullishDivergence) and
    sellMarketStructureFilter and
    sessionCondition and
    (close < upperBB * 0.99 and close > basis) and
    (macdLine < signalLine) and
    (macdLine < macdLine[1])

// ==== Trade Management ====
var float lastEntryPrice    = na
var float stopLoss          = na
var float takeProfit        = na
var float partialProfit     = na
var float positionSize      = 0.0
var bool  breakevenActivated = false

// Long Entry
if (buyCondition)
    lastEntryPrice := close
    dynAtrMult = dynamic_atr_multiplier(atrValue, close, 10)
    bbRange = math.max(upperBB - lowerBB, atrValue * 0.01)
    initialStopLoss = lastEntryPrice - atrValue * dynAtrMult * (1 + (close - lowerBB) / bbRange)
    stopLoss := initialStopLoss
    breakevenActivated := false
    takeProfit := lastEntryPrice + atrValue * dynAtrMult * 1.5 * (1 + (upperBB - close) / bbRange)
    partialProfit := lastEntryPrice + (takeProfit - lastEntryPrice) * 0.5
    positionSize := calculatePositionSize(close, stopLoss, accountSize, riskPerTrade, slippage, commission)
    strategy.entry("Long", strategy.long, qty=positionSize)
    strategy.exit("Exit Long", "Long", stop=stopLoss, limit=takeProfit)

// Long Trade Management
if (strategy.position_size > 0)
    breakevenLevel = lastEntryPrice + (atrValue * 0.5)
    if (high > breakevenLevel and not breakevenActivated)
        stopLoss := math.max(lastEntryPrice, stopLoss)
        breakevenActivated := true
    else if (high > partialProfit)
        stopLoss := math.max(lastEntryPrice + (atrValue * 0.5), stopLoss)
        partialProfit := na
    else if (high > takeProfit)
        profitRange = math.max(takeProfit - lastEntryPrice, atrValue * 0.1)
        newStop = high - atrValue * (0.5 + (high - lastEntryPrice) / profitRange)
        stopLoss := math.max(stopLoss, newStop)
    strategy.exit("Exit Long", "Long", stop=stopLoss, limit=takeProfit)

// Short Entry
if (sellCondition)
    lastEntryPrice := close
    dynAtrMult = dynamic_atr_multiplier(atrValue, close, 10)
    bbRange = math.max(upperBB - lowerBB, atrValue * 0.01)
    initialStopLoss = lastEntryPrice + atrValue * dynAtrMult * (1 + (upperBB - close) / bbRange)
    stopLoss := initialStopLoss
    breakevenActivated := false
    takeProfit := lastEntryPrice - atrValue * dynAtrMult * 1.5 * (1 + (close - lowerBB) / bbRange)
    partialProfit := lastEntryPrice - (lastEntryPrice - takeProfit) * 0.5
    positionSize := calculatePositionSize(close, stopLoss, accountSize, riskPerTrade, slippage, commission)
    strategy.entry("Short", strategy.short, qty=positionSize)
    strategy.exit("Exit Short", "Short", stop=stopLoss, limit=takeProfit)

// Short Trade Management
if (strategy.position_size < 0)
    breakevenLevel = lastEntryPrice - (atrValue * 0.5)
    if (low < breakevenLevel and not breakevenActivated)
        stopLoss := math.min(lastEntryPrice, stopLoss)
        breakevenActivated := true
    else if (low < partialProfit)
        stopLoss := math.min(lastEntryPrice - (atrValue * 0.5), stopLoss)
        partialProfit := na
    else if (low < takeProfit)
        profitRange = math.max(lastEntryPrice - takeProfit, atrValue * 0.1)
        newStop = low + atrValue * (0.5 + (lastEntryPrice - low) / profitRange)
        stopLoss := math.min(stopLoss, newStop)
    strategy.exit("Exit Short", "Short", stop=stopLoss, limit=takeProfit)

// ==== Performance Statistics ====
var int totalSignals  = 0
var int winningTrades = 0

if (buyCondition or sellCondition)
    totalSignals := totalSignals + 1

if (strategy.position_size > 0 and high >= takeProfit) or (strategy.position_size < 0 and low <= takeProfit)
    winningTrades := winningTrades + 1

// ==== Visualization ====
plot(emaShort, color=color.blue, title="EMA Short")
plot(emaLong, color=color.red, title="EMA Long")
plot(upperBB, color=color.gray, title="Upper BB")
plot(lowerBB, color=color.gray, title="Lower BB")
plot(stopLoss, color=color.red, style=plot.style_cross, title="Stop Loss")
plot(takeProfit, color=color.green, style=plot.style_cross, title="Take Profit")
    `

Could someone please help me understand why I'm getting these errors and how to resolve them? I'm using the most current version of TradingView.

Thanks in advance!"

i tried hand typing again and again checked the manual

• syntax-error
• pine-script
• tradingview-api

• 2 "I've checked the Pine Script documentation, and ta.adx should be available. ". Can you point to the documentation where it is available? – vitruvius Commented Mar 16 at 20:17
• 1 In addition to the errors you mention, the script has other errors. It's not just about fixing a bug. You have to rewrite the entire code. i.imgur/uiddsie.png – Gu5tavo71 Commented Mar 21 at 13:22
• 1 Your code has "hallucinations". AI-generated code is inconsistent, buggy, and unreliable. Artificial Intelligence is very useful in many aspects, but it encodes Pinescript very poorly (for now...). – Gu5tavo71 Commented Mar 21 at 13:23

1 Answer 1

Hmm. ta.adx() ...
adx() is no build in function for the ta source, at least in version 6 or version 5 what I see in the reference manual.
Where have you found it ? Check the reference and search for "ta.". Lots of build in functions but no adx(). May be there was a self defined method adx() somewhere ? If so you need to get to copy the code.
I am afraid the compiler is right ...