Support/Resistance Trading

import pandas as pd
import numpy as np

def find_sr_levels(df, window=10, threshold=3):
    """Find support and resistance levels from price data."""
    levels = []
    
    # Find pivot highs and lows
    df['pivot_high'] = df['high'][(df['high'].shift(1) < df['high']) & 
                                   (df['high'].shift(-1) < df['high'])]
    df['pivot_low'] = df['low'][(df['low'].shift(1) > df['low']) & 
                                 (df['low'].shift(-1) > df['low'])]
    
    # Group nearby pivots into levels
    pivots = pd.concat([df['pivot_high'].dropna(), df['pivot_low'].dropna()])
    pivots = pivots.sort_values()
    
    for price in pivots:
        # Count touches near this price
        touches = len(pivots[abs(pivots - price) < price * 0.001])
        if touches >= threshold:
            levels.append(price)
    
    return sorted(set(levels))

//+------------------------------------------------------------------+
//| Find nearest support and resistance                              |
//+------------------------------------------------------------------+
void FindSRLevels(double &support, double &resistance, int lookback = 100)
{
    double currentPrice = Close[0];
    support = 0;
    resistance = DBL_MAX;
    
    for(int i = 1; i < lookback; i++)
    {
        // Check for swing lows (support)
        if(Low[i] < Low[i-1] && Low[i] < Low[i+1])
        {
            if(Low[i] < currentPrice && Low[i] > support)
                support = Low[i];
        }
        
        // Check for swing highs (resistance)
        if(High[i] > High[i-1] && High[i] > High[i+1])
        {
            if(High[i] > currentPrice && High[i] < resistance)
                resistance = High[i];
        }
    }
}