الغيمة

// @version=5
indicator('FOREX_WEB // SHAHIR', 'FOREX_WEB // SHAHIR', true, precision=4, max_labels_count=500)

import jdehorty/MLExtensions/2 as ml
import jdehorty/KernelFunctions/2 as kernels

type Settings
   float source
   int neighborsCount
   int maxBarsBack
   int featureCount
   int colorCompression
   bool showExits
   bool useDynamicExits

type Label
   int long
   int short
   int neutral

type FeatureArrays
   array<float> f1
   array<float> f2
   array<float> f3
   array<float> f4
   array<float> f5

type FeatureSeries
   float f1
   float f2
   float f3
   float f4
   float f5

type MLModel
   int firstBarIndex
   array<int> trainingLabels
   int loopSize
   float lastDistance
   array<float> distancesArray
   array<int> predictionsArray
   int prediction

type FilterSettings 
   bool useVolatilityFilter
   bool useRegimeFilter
   bool useAdxFilter
   float regimeThreshold
   int adxThreshold

type Filter
   bool volatility
   bool regime
   bool adx

// ==========================
// ==== Helper Functions ====
// ==========================

series_from(feature_string, _close, _high, _low, _hlc3, f_paramA, f_paramB) =>
   switch feature_string
       "RSI" => ml.n_rsi(_close, f_paramA, f_paramB)
       "WT" => ml.n_wt(_hlc3, f_paramA, f_paramB)
       "CCI" => ml.n_cci(_close, f_paramA, f_paramB)
       "ADX" => ml.n_adx(_high, _low, _close, f_paramA)

get_lorentzian_distance(int i, int featureCount, FeatureSeries featureSeries, FeatureArrays featureArrays) =>
   switch featureCount
       5 => math.log(1+math.abs(featureSeries.f1 - array.get(featureArrays.f1, i))) + 
            math.log(1+math.abs(featureSeries.f2 - array.get(featureArrays.f2, i))) + 
            math.log(1+math.abs(featureSeries.f3 - array.get(featureArrays.f3, i))) + 
            math.log(1+math.abs(featureSeries.f4 - array.get(featureArrays.f4, i))) + 
            math.log(1+math.abs(featureSeries.f5 - array.get(featureArrays.f5, i)))
       4 => math.log(1+math.abs(featureSeries.f1 - array.get(featureArrays.f1, i))) +
            math.log(1+math.abs(featureSeries.f2 - array.get(featureArrays.f2, i))) +
            math.log(1+math.abs(featureSeries.f3 - array.get(featureArrays.f3, i))) +
            math.log(1+math.abs(featureSeries.f4 - array.get(featureArrays.f4, i)))
       3 => math.log(1+math.abs(featureSeries.f1 - array.get(featureArrays.f1, i))) +
            math.log(1+math.abs(featureSeries.f2 - array.get(featureArrays.f2, i))) +
            math.log(1+math.abs(featureSeries.f3 - array.get(featureArrays.f3, i)))
       2 => math.log(1+math.abs(featureSeries.f1 - array.get(featureArrays.f1, i))) +
            math.log(1+math.abs(featureSeries.f2 - array.get(featureArrays.f2, i)))

// ================  
// ==== Inputs ==== 
// ================

// Settings Object: General User-Defined Inputs
Settings settings = 
Settings.new(
  input.source(title='Source', defval=close, group="General Settings", tooltip="Source of the input data"),
  input.int(title='Neighbors Count', defval=8, group="General Settings", minval=1, maxval=100, step=1, tooltip="Number of neighbors to consider"),
  input.int(title="Max Bars Back", defval=2000, group="General Settings"),
  input.int(title="Feature Count", defval=5, group="Feature Engineering", minval=2, maxval=5, tooltip="Number of features to use for ML predictions."),
  input.int(title="Color Compression", defval=1, group="General Settings", minval=1, maxval=10, tooltip="Compression factor for adjusting the intensity of the color scale."),
  input.bool(title="Show Default Exits", defval=false, group="General Settings", tooltip="Default exits occur exactly 4 bars after an entry signal. This corresponds to the predefined length of a trade during the model's training process.", inline="exits"),
  input.bool(title="Use Dynamic Exits", defval=false, group="General Settings", tooltip="Dynamic exits attempt to let profits ride by dynamically adjusting the exit threshold based on kernel regression logic.", inline="exits")
)
  
// Trade Stats Settings
// Note: The trade stats section is NOT intended to be used as a replacement for proper backtesting. It is intended to be used for calibration purposes only.
showTradeStats = input.bool(true, 'Show Trade Stats', tooltip='Displays the trade stats for a given configuration. Useful for optimizing the settings in the Feature Engineering section. This should NOT replace backtesting and should be used for calibration purposes only. Early Signal Flips represent instances where the model changes signals before 4 bars elapses; high values can indicate choppy (ranging) market conditions.', group="General Settings")
useWorstCase = input.bool(false, "Use Worst Case Estimates", tooltip="Whether to use the worst case scenario for backtesting. This option can be useful for creating a conservative estimate that is based on close prices only, thus avoiding the effects of intrabar repainting. This option assumes that the user does not enter when the signal first appears and instead waits for the bar to close as confirmation. On larger timeframes, this can mean entering after a large move has already occurred. Leaving this option disabled is generally better for those that use this indicator as a source of confluence and prefer estimates that demonstrate discretionary mid-bar entries. Leaving this option enabled may be more consistent with traditional backtesting results.", group="General Settings")

// Settings object for user-defined settings
FilterSettings filterSettings =
FilterSettings.new(
  input.bool(title="Use Volatility Filter", defval=true, tooltip="Whether to use the volatility filter.", group="Filters"),
  input.bool(title="Use Regime Filter", defval=true, group="Filters", inline="regime"),
  input.bool(title="Use ADX Filter", defval=false, group="Filters", inline="adx"),
  input.float(title="Threshold", defval=-0.1, minval=-10, maxval=10, step=0.1, tooltip="Whether to use the trend detection filter. Threshold for detecting Trending/Ranging markets.", group="Filters", inline="regime"),
  input.int(title="Threshold", defval=20, minval=0, maxval=100, step=1, tooltip="Whether to use the ADX filter. Threshold for detecting Trending/Ranging markets.", group="Filters", inline="adx")
)

// Filter object for filtering the ML predictions
Filter filter =
Filter.new(
  ml.filter_volatility(1, 10, filterSettings.useVolatilityFilter), 
  ml.regime_filter(ohlc4, filterSettings.regimeThreshold, filterSettings.useRegimeFilter),
  ml.filter_adx(settings.source, 14, filterSettings.adxThreshold, filterSettings.useAdxFilter)
 )

// Feature Variables: User-Defined Inputs for calculating Feature Series. 
f1_string = input.string(title="Feature 1", options=["RSI", "WT", "CCI", "ADX"], defval="RSI", inline = "01", tooltip="The first feature to use for ML predictions.", group="Feature Engineering")
f1_paramA = input.int(title="Parameter A", tooltip="The primary parameter of feature 1.", defval=14, inline = "02", group="Feature Engineering")
f1_paramB = input.int(title="Parameter B", tooltip="The secondary parameter of feature 2 (if applicable).", defval=1, inline = "02", group="Feature Engineering")
f2_string = input.string(title="Feature 2", options=["RSI", "WT", "CCI", "ADX"], defval="WT", inline = "03", tooltip="The second feature to use for ML predictions.", group="Feature Engineering")
f2_paramA = input.int(title="Parameter A", tooltip="The primary parameter of feature 2.", defval=10, inline = "04", group="Feature Engineering")
f2_paramB = input.int(title="Parameter B", tooltip="The secondary parameter of feature 2 (if applicable).", defval=11, inline = "04", group="Feature Engineering")
f3_string = input.string(title="Feature 3", options=["RSI", "WT", "CCI", "ADX"], defval="CCI", inline = "05", tooltip="The third feature to use for ML predictions.", group="Feature Engineering")
f3_paramA = input.int(title="Parameter A", tooltip="The primary parameter of feature 3.", defval=20, inline = "06", group="Feature Engineering")
f3_paramB = input.int(title="Parameter B", tooltip="The secondary parameter of feature 3 (if applicable).", defval=1, inline = "06", group="Feature Engineering")
f4_string = input.string(title="Feature 4", options=["RSI", "WT", "CCI", "ADX"], defval="ADX", inline = "07", tooltip="The fourth feature to use for ML predictions.", group="Feature Engineering")
f4_paramA = input.int(title="Parameter A", tooltip="The primary parameter of feature 4.", defval=20, inline = "08", group="Feature Engineering")
f4_paramB = input.int(title="Parameter B", tooltip="The secondary parameter of feature 4 (if applicable).", defval=2, inline = "08", group="Feature Engineering")
f5_string = input.string(title="Feature 5", options=["RSI", "WT", "CCI", "ADX"], defval="RSI", inline = "09", tooltip="The fifth feature to use for ML predictions.", group="Feature Engineering")
f5_paramA = input.int(title="Parameter A", tooltip="The primary parameter of feature 5.", defval=9, inline = "10", group="Feature Engineering")
f5_paramB = input.int(title="Parameter B", tooltip="The secondary parameter of feature 5 (if applicable).", defval=1, inline = "10", group="Feature Engineering")

// FeatureSeries Object: Calculated Feature Series based on Feature Variables
featureSeries = 
FeatureSeries.new(
  series_from(f1_string, close, high, low, hlc3, f1_paramA, f1_paramB), // f1
  series_from(f2_string, close, high, low, hlc3, f2_paramA, f2_paramB), // f2 
  series_from(f3_string, close, high, low, hlc3, f3_paramA, f3_paramB), // f3
  series_from(f4_string, close, high, low, hlc3, f4_paramA, f4_paramB), // f4
  series_from(f5_string, close, high, low, hlc3, f5_paramA, f5_paramB)  // f5
)

// FeatureArrays Variables: Storage of Feature Series as Feature Arrays Optimized for ML
// Note: These arrays cannot be dynamically created within the FeatureArrays Object Initialization and thus must be set-up in advance.
var f1Array = array.new_float()
var f2Array = array.new_float()
var f3Array = array.new_float()
var f4Array = array.new_float()
var f5Array = array.new_float()
array.push(f1Array, featureSeries.f1)
array.push(f2Array, featureSeries.f2)
array.push(f3Array, featureSeries.f3)
array.push(f4Array, featureSeries.f4)
array.push(f5Array, featureSeries.f5)

// FeatureArrays Object: Storage of the calculated FeatureArrays into a single object
featureArrays = 
FeatureArrays.new(
 f1Array, // f1
 f2Array, // f2
 f3Array, // f3
 f4Array, // f4
 f5Array  // f5
)

// Label Object: Used for classifying historical data as training data for the ML Model
Label direction = 
Label.new(
  long=1, 
  short=-1, 
  neutral=0
 )

// Derived from General Settings
maxBarsBackIndex = last_bar_index >= settings.maxBarsBack ? last_bar_index - settings.maxBarsBack : 0

// EMA Settings 
useEmaFilter = input.bool(title="Use EMA Filter", defval=false, group="Filters", inline="ema")
emaPeriod = input.int(title="Period", defval=200, minval=1, step=1, group="Filters", inline="ema", tooltip="The period of the EMA used for the EMA Filter.")
isEmaUptrend = useEmaFilter ? close > ta.ema(close, emaPeriod) : true
isEmaDowntrend = useEmaFilter ? close < ta.ema(close, emaPeriod) : true
useSmaFilter = input.bool(title="Use SMA Filter", defval=false, group="Filters", inline="sma")
smaPeriod = input.int(title="Period", defval=200, minval=1, step=1, group="Filters", inline="sma", tooltip="The period of the SMA used for the SMA Filter.")
isSmaUptrend = useSmaFilter ? close > ta.sma(close, smaPeriod) : true
isSmaDowntrend = useSmaFilter ? close < ta.sma(close, smaPeriod) : true

// Nadaraya-Watson Kernel Regression Settings
useKernelFilter = input.bool(true, "Trade with Kernel", group="Kernel Settings", inline="kernel")
showKernelEstimate = input.bool(true, "Show Kernel Estimate", group="Kernel Settings", inline="kernel")
useKernelSmoothing = input.bool(false, "Enhance Kernel Smoothing", tooltip="Uses a crossover based mechanism to smoothen kernel color changes. This often results in less color transitions overall and may result in more ML entry signals being generated.", inline='1', group='Kernel Settings')
h = input.int(8, 'Lookback Window', minval=3, tooltip='The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars. Recommended range: 3-50', group="Kernel Settings", inline="kernel")
r = input.float(8., 'Relative Weighting', step=0.25, tooltip='Relative weighting of time frames. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel. Recommended range: 0.25-25', group="Kernel Settings", inline="kernel")
x = input.int(25, "Regression Level", tooltip='Bar index on which to start regression. Controls how tightly fit the kernel estimate is to the data. Smaller values are a tighter fit. Larger values are a looser fit. Recommended range: 2-25', group="Kernel Settings", inline="kernel")
lag = input.int(2, "Lag", tooltip="Lag for crossover detection. Lower values result in earlier crossovers. Recommended range: 1-2", inline='1', group='Kernel Settings')

// Display Settings
showBarColors = input.bool(true, "Show Bar Colors", tooltip="Whether to show the bar colors.", group="Display Settings")
showBarPredictions = input.bool(defval = true, title = "Show Bar Prediction Values", tooltip = "Will show the ML model's evaluation of each bar as an integer.", group="Display Settings")
useAtrOffset = input.bool(defval = false, title = "Use ATR Offset", tooltip = "Will use the ATR offset instead of the bar prediction offset.", group="Display Settings")
barPredictionsOffset = input.float(0, "Bar Prediction Offset", minval=0, tooltip="The offset of the bar predictions as a percentage from the bar high or close.", group="Display Settings")

src = settings.source
y_train_series = src[4] < src[0] ? direction.short : src[4] > src[0] ? direction.long : direction.neutral
var y_train_array = array.new_int(0)

// Variables used for ML Logic
var predictions = array.new_float(0)
var prediction = 0.
var signal = direction.neutral
var distances = array.new_float(0)

array.push(y_train_array, y_train_series)

lastDistance = -1.0
size = math.min(settings.maxBarsBack-1, array.size(y_train_array)-1)
sizeLoop = math.min(settings.maxBarsBack-1, size)

if bar_index >= maxBarsBackIndex //{
   for i = 0 to sizeLoop //{
       d = get_lorentzian_distance(i, settings.featureCount, featureSeries, featureArrays) 
       if d >= lastDistance and i%4 //{
           lastDistance := d            
           array.push(distances, d)
           array.push(predictions, math.round(array.get(y_train_array, i)))
           if array.size(predictions) > settings.neighborsCount //{
               lastDistance := array.get(distances, math.round(settings.neighborsCount*3/4))
               array.shift(distances)
               array.shift(predictions)
           //}
       //}
   //}
   prediction := array.sum(predictions)
//}

// ============================
// ==== Prediction Filters ====
// ============================

// User Defined Filters: Used for adjusting the frequency of the ML Model's predictions
filter_all = filter.volatility and filter.regime and filter.adx

// Filtered Signal: The model's prediction of future price movement direction with user-defined filters applied
signal := prediction > 0 and filter_all ? direction.long : prediction < 0 and filter_all ? direction.short : nz(signal[1])

// Bar-Count Filters: Represents strict filters based on a pre-defined holding period of 4 bars
var int barsHeld = 0
barsHeld := ta.change(signal) ? 0 : barsHeld + 1
isHeldFourBars = barsHeld == 4
isHeldLessThanFourBars = 0 < barsHeld and barsHeld < 4

// Fractal Filters: Derived from relative appearances of signals in a given time series fractal/segment with a default length of 4 bars
isDifferentSignalType = ta.change(signal)
isEarlySignalFlip = ta.change(signal) and (ta.change(signal[1]) or ta.change(signal[2]) or ta.change(signal[3]))
isBuySignal = signal == direction.long and isEmaUptrend and isSmaUptrend
isSellSignal = signal == direction.short and isEmaDowntrend and isSmaDowntrend
isLastSignalBuy = signal[4] == direction.long and isEmaUptrend[4] and isSmaUptrend[4]
isLastSignalSell = signal[4] == direction.short and isEmaDowntrend[4] and isSmaDowntrend[4]
isNewBuySignal = isBuySignal and isDifferentSignalType
isNewSellSignal = isSellSignal and isDifferentSignalType
c_green = color.new(#00aeef, 20)
c_red = color.new(#ffffff, 20)
transparent = color.new(#000000, 100)
yhat1 = kernels.rationalQuadratic(settings.source, h, r, x)
yhat2 = kernels.gaussian(settings.source, h-lag, x)
kernelEstimate = yhat1
// Kernel Rates of Change
bool wasBearishRate = yhat1[2] > yhat1[1]
bool wasBullishRate = yhat1[2] < yhat1[1]
bool isBearishRate = yhat1[1] > yhat1
bool isBullishRate = yhat1[1] < yhat1
isBearishChange = isBearishRate and wasBullishRate
isBullishChange = isBullishRate and wasBearishRate
// Kernel Crossovers
bool isBullishCrossAlert = ta.crossover(yhat2, yhat1)
bool isBearishCrossAlert = ta.crossunder(yhat2, yhat1) 
bool isBullishSmooth = yhat2 >= yhat1
bool isBearishSmooth = yhat2 <= yhat1
// Kernel Colors
color colorByCross = isBullishSmooth ? c_green : c_red
color colorByRate = isBullishRate ? c_green : c_red
color plotColor = showKernelEstimate ? (useKernelSmoothing ? colorByCross : colorByRate) : transparent
//plot(kernelEstimate, color=plotColor, linewidth=2, title="Kernel Regression Estimate")
// Alert Variables
bool alertBullish = useKernelSmoothing ? isBullishCrossAlert : isBullishChange
bool alertBearish = useKernelSmoothing ? isBearishCrossAlert : isBearishChange
// Bullish and Bearish Filters based on Kernel
isBullish = useKernelFilter ? (useKernelSmoothing ? isBullishSmooth : isBullishRate) : true
isBearish = useKernelFilter ? (useKernelSmoothing ? isBearishSmooth : isBearishRate) : true
startLongTrade = isNewBuySignal and isBullish and isEmaUptrend and isSmaUptrend
startShortTrade = isNewSellSignal and isBearish and isEmaDowntrend and isSmaDowntrend
lastSignalWasBullish = ta.barssince(startLongTrade) < ta.barssince(startShortTrade)
lastSignalWasBearish = ta.barssince(startShortTrade) < ta.barssince(startLongTrade)
barsSinceRedEntry = ta.barssince(startShortTrade)
barsSinceRedExit = ta.barssince(alertBullish)
barsSinceGreenEntry = ta.barssince(startLongTrade)
barsSinceGreenExit = ta.barssince(alertBearish)
isValidShortExit = barsSinceRedExit > barsSinceRedEntry
isValidLongExit = barsSinceGreenExit > barsSinceGreenEntry
endLongTradeDynamic = (isBearishChange and isValidLongExit[1])
endShortTradeDynamic = (isBullishChange and isValidShortExit[1])

// Fixed Exit Conditions: Booleans for ML Model Position Exits based on a Bar-Count Filters
endLongTradeStrict = ((isHeldFourBars and isLastSignalBuy) or (isHeldLessThanFourBars and isNewSellSignal and isLastSignalBuy)) and startLongTrade[4]
endShortTradeStrict = ((isHeldFourBars and isLastSignalSell) or (isHeldLessThanFourBars and isNewBuySignal and isLastSignalSell)) and startShortTrade[4]
isDynamicExitValid = not useEmaFilter and not useSmaFilter and not useKernelSmoothing
endLongTrade = settings.useDynamicExits and isDynamicExitValid ? endLongTradeDynamic : endLongTradeStrict 
endShortTrade = settings.useDynamicExits and isDynamicExitValid ? endShortTradeDynamic : endShortTradeStrict

// =========================
// ==== Plotting Labels ====
// =========================

// Note: These will not repaint once the most recent bar has fully closed. By default, signals appear over the last closed bar; to override this behavior set offset=0.
plotshape(startLongTrade ? low : na, 'Buy', shape.labelup, location.belowbar, color=#00aeef, size=size.small, offset=0)
plotshape(startShortTrade ? high : na, 'Sell', shape.labeldown, location.abovebar, color=#ffffff, size=size.small, offset=0)
//plotshape(endLongTrade and settings.showExits ? high : na, 'StopBuy', shape.xcross, location.absolute, color=#00aeef, size=size.tiny, offset=0)
//plotshape(endShortTrade and settings.showExits ? low : na, 'StopSell', shape.xcross, location.absolute, color=#ffffff, size=size.tiny, offset=0)
atrSpaced = useAtrOffset ? ta.atr(1) : na
compressionFactor = settings.neighborsCount / settings.colorCompression
c_pred = prediction > 0 ? color.from_gradient(prediction, 0, compressionFactor, #787b8600, #00000000) : prediction <= 0 ? color.from_gradient(prediction, -compressionFactor, 0, #ffffff00, #787b8600) : na
c_label = showBarPredictions ? c_pred : na
c_bars = showBarColors ? color.new(c_pred, 50) : na
x_val = bar_index
y_val = useAtrOffset ? prediction > 0 ? high + atrSpaced: low - atrSpaced : prediction > 0 ? high + hl2*barPredictionsOffset/20 : low - hl2*barPredictionsOffset/30
label.new(x_val, y_val, str.tostring(prediction), xloc.bar_index, yloc.price, color.new(color.white, 100), label.style_label_up, c_label, size.normal, text.align_left)
//barcolor(showBarColors ? color.new(c_pred, 50) : na)

// ===================== 
// ==== Backtesting ====
// =====================

// The following can be used to stream signals to a backtest adapter
backTestStream = switch 
   startLongTrade => 1
   endLongTrade => 2
   startShortTrade => -1
   endShortTrade => -2
plot(backTestStream, "Backtest Stream", display=display.none)

// The following can be used to display real-time trade stats. This can be a useful mechanism for obtaining real-time feedback during Feature Engineering. This does NOT replace the need to properly backtest.
// Note: In this context, a "Stop-Loss" is defined instances where the ML Signal prematurely flips directions before an exit signal can be generated.
[totalWins, totalLosses, totalEarlySignalFlips, totalTrades, tradeStatsHeader, winLossRatio, winRate] = ml.backtest(high, low, open, startLongTrade, endLongTrade, startShortTrade, endShortTrade, isEarlySignalFlip, maxBarsBackIndex, bar_index, settings.source, useWorstCase)

//////////////////////////////////////////////////////////////

len = input.int(48, minval=1, title="Length")
offset = input.int(title="Offset", defval=0, minval=-500, maxval=500)
out = ta.ema(src, len)
plot(out, title="EMA", color=color.rgb(11, 48, 90, 60), offset=offset , style = plot.style_area)

ma(source, length, type) =>
   switch type
       "SMA" => ta.sma(source, length)
       "EMA" => ta.ema(source, length)
       "SMMA (RMA)" => ta.rma(source, length)
       "WMA" => ta.wma(source, length)
       "VWMA" => ta.vwma(source, length)

typeMA = input.string(title = "Method", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Smoothing")
smoothingLength = input.int(title = "Length", defval = 5, minval = 1, maxval = 100, group="Smoothing")

smoothingLine = ma(out, smoothingLength, typeMA)
plot(smoothingLine, title="Smoothing Line", color=#f37f2017, offset=offset, display=display.none)

////////////////////////////////////////////////////

len2 = input.int(48, minval=1, title="Length")
offset2 = input.int(title="Offset", defval=0, minval=-500, maxval=500)

out2 = ta.ema(close, len2)

// تغيير لون الخط بين الأحمر والأبيض
lineColor = out > out[1] ? color.rgb(255, 255, 255) : color.rgb(255, 255, 255)

plot(out, title="EMA", color=lineColor, offset=offset, style=plot.style_line , linewidth = 1)

ma2(source, length, type) =>
   switch type
       "SMA" => ta.sma(source, length)
       "EMA" => ta.ema(source, length)
       "SMMA (RMA)" => ta.rma(source, length)
       "WMA" => ta.wma(source, length)
       "VWMA" => ta.vwma(source, length)

typeMA2 = input.string(title = "Method", defval = "SMA", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="Smoothing")
smoothingLength2 = input.int(title = "Length", defval = 5, minval = 1, maxval = 100, group="Smoothing")

smoothingLine2 = ma(out, smoothingLength, typeMA)
plot(smoothingLine, title="Smoothing Line", color=color.rgb(243, 127, 32, 23), offset=offset, display=display.none)