High-Volume Points with a Zone of Maximum Reaction

indicator("<[Точки большого объема c Зона максимальной реакции]>", '<{BV MR Zones}>', overlay = true, max_polylines_count = 100, max_lines_count = 17, max_labels_count = 500, max_bars_back = 1000)

var high_i = int(na)
var high_v = float(na)
var low_i = int(na)
var low_v = float(na)

lookback = input(72, title="Период поиска максимума и минимума")
multiplier = input.float(1, "Ширина зон", step = 0.1, inline = "h/l")
high_col = input.color(color.orange, "", inline = "h/l")
low_col  = input.color(color.blue, "", inline = "h/l")

highest = ta.highest(lookback)
lowest = ta.lowest(lookback)

atr = ta.atr(200) * multiplier

if high[1] == highest[1] and high < highest
    high_i := bar_index-1
    high_v := high[1]

if low[1] == lowest[1] and low > lowest
    low_i := bar_index-1
    low_v := low[1]

draw_zone(x, y, h_l, color)=>

    dist = h_l ? -atr : atr

    line.delete(line.new(x, y, bar_index, y, color = color, style = line.style_solid, width = 2)[1])
    line.delete(line.new(x+3, y+dist, bar_index, y+dist, color = color, style = line.style_dashed)[1])
    label.delete(label.new(bar_index, y, str.tostring(y, "#,###.####"), color = color(na), style = label.style_label_left, textcolor = color)[1])

if barstate.islast

    size = bar_index - (high_i > low_i ? low_i : high_i)

    draw_zone(high_i, high_v, true, high_col)
    draw_zone(low_i, low_v, false, low_col)
    mid = math.avg(high_v, low_v)
    mid_index = bar_index -  size/2

    line.delete(line.new(mid_index, mid, bar_index, mid, color = chart.fg_color, style = line.style_dashed)[1])
    label.delete(label.new(bar_index, mid, str.tostring(mid, "#,###.####"), color = color(na), style = label.style_label_left, textcolor = chart.fg_color)[1])

    for i = 0 to size

        index = bar_index-i-2

        if low[i+3] > low_v+atr and low[i+2] < low_v+atr and high[i+1] > low_v+atr and index > low_i
            label.new(index, low[i+2], "", style = label.style_label_up, color = low_col, size = size.tiny)

        if high[i+3] < high_v-atr and high[i+2] > high_v-atr and low[i+1] < high_v-atr and index > high_i
            label.new(index, high[i+2], "", style = label.style_label_down, color = high_col, size = size.tiny)

step = input.float(0.6, 'Диаметр кругов', step = 0.1, group = 'Настройки')

filter_vol = input.float(2, 'Фильтр точек по объему', step = 0.1, group = 'Настройки', minval = 0, maxval = 6)

int leftBars = input(15, "Длина")
int rightBars = leftBars

show_lvl = input.bool(true, 'Показывать уровни', group = 'Визуализация')

float xScale = 2.0
float yScale = 0.5 * ta.atr(500)

color upper_col = input.color(#fda05e, "", inline = "1")
color lower_col = input.color(#2fd68e, "", inline = "1")

int width1 = 0
int width2 = 0

var points = array.new<chart.point>()
var levels = array.new<line>()

ph = ta.pivothigh(leftBars, rightBars)
pl = ta.pivotlow(leftBars, rightBars)

volume_ = math.sum(volume, leftBars * 2)

float vol = volume_

min_vol = ta.lowest(volume_, 300)
max_vol = ta.highest(volume_, 300)

reference_vol = ta.percentile_nearest_rank(volume_, 1000, 95)
norm_vol = volume_ / reference_vol * 5

check_cross(arrayOfLines) =>
    int qtyOfLines = array.size(arrayOfLines)

    for lineNo = 0 to qtyOfLines > 0 ? qtyOfLines - 1 : na by 1

        if lineNo < array.siz

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