// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Percentile", "PERCENTILE", overlay=true, precision=8)

//@function Calculates the value at a given percentile for a series over a lookback period.
//@param src series float Input data series.
//@param len simple int Lookback period (must be > 0).
//@param p simple float Percentile to calculate (0-100). For example, 50 for median.
//@returns series float The value at the specified percentile, or na if insufficient data.
percentile(series float src, simple int len, simple float p) => // p is the target percentile (0-100)
    if len <= 0
        runtime.error("Length must be greater than 0.")
    if p < 0 or p > 100
        runtime.error("Percentile 'p' must be between 0 and 100.")
    data_points = array.new_float()
    for i = 0 to len - 1
        val = src[i]
        if not na(val)
            array.push(data_points, val)
    n_valid = array.size(data_points)
    float result = na
    if n_valid == 0
        result := na
    else if n_valid == 1
        result := array.get(data_points, 0)
    else
        array.sort(data_points)
        rank = (p / 100.0) * (n_valid - 1)
        if p == 0.0
            result := array.get(data_points, 0)
        else if p == 100.0
            result := array.get(data_points, n_valid - 1)
        else
            k_floor_idx = math.floor(rank)
            k_ceil_idx = math.ceil(rank)
            int_k_floor = int(k_floor_idx)
            int_k_ceil = int(k_ceil_idx)
            if int_k_floor == int_k_ceil
                result := array.get(data_points, int_k_floor)
            else
                val_floor = array.get(data_points, int_k_floor)
                val_ceil = array.get(data_points, int_k_ceil)
                result := val_floor + (rank - k_floor_idx) * (val_ceil - val_floor)
    result


// ---------- Main loop ----------

// Inputs
i_source = input.source(close, "Source")
i_length = input.int(14, "Period", minval=1)
i_percentile = input.float(25, "Percentile (0-100)", minval=0, maxval=100, step=0.1)

// Calculation
percentile_value = percentile(i_source, i_length, i_percentile)

// Plot
plot(percentile_value, "Percentile", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)