EQH/EQL Liquidity Zones [LuxAlgo]

indicator("EQH/EQL Liquidity Zones [LuxAlgo]", overlay = true, max_lines_count = 500, max_labels_count = 500, max_boxes_count = 500)

const string G1 = "Liquidity Detection"
const string G2 = "Visuals"
const color BULL_COLOR = #089981
const color BEAR_COLOR = #f23645

int leftLenInput    = input.int(10, "Pivot Left Length", minval = 1, group = G1, tooltip = "Number of bars to the left required for a pivot.")
int rightLenInput   = input.int(2, "Pivot Right Length", minval = 1, group = G1, tooltip = "Number of bars to the right required for a pivot.")
float thresholdPct  = input.float(0.03, "Equality Threshold (%)", minval = 0, step = 0.01, group = G1, tooltip = "Maximum percentage difference to consider two highs/lows 'equal'.")
int maxZones        = input.int(60, "Max Active Zones", minval = 1, maxval = 100, group = G1, tooltip = "Maximum number of active (unswept) liquidity lines to track. Increase for 1m charts.")

color bullColor     = input.color(BULL_COLOR, "Bullish Zone Color", group = G2)
color bearColor     = input.color(BEAR_COLOR, "Bearish Zone Color", group = G2)
int zoneTransp      = input.int(85, "Zone Transparency", minval = 0, maxval = 100, group = G2)
bool showMidline    = input.bool(false, "Show Midline", group = G2)
color midlineColor  = input.color(#787b86, "Midline Color", group = G2)
bool showVolume     = input.bool(true, "Show Volume", group = G2)
bool deleteOnSweep  = input.bool(false, "Delete on Sweep", group = G2)

type LiquidityZone
    box   id
    line  midline
    label lbl
    label b1     
    label b2     
    label v1     
    label v2     
    float sweepLevel
    float totalVol 
    int   createdIdx 
    bool  isHigh
    bool  isSwept

type PivotPoint
    float price
    int   idx
    float vol

var activeZones     = array.new<LiquidityZone>()
var historicalHighs = array.new<PivotPoint>()
var historicalLows  = array.new<PivotPoint>()

f_formatVol(float v) =>
    string res = ""
    if v >= 1000000
        res := str.format("{0,number,#.#}M", v / 1000000)
    else if v >= 1000
        res := str.format("{0,number,#.#}K", v / 1000)
    else
        res := str.tostring(v, "#")
    res

method update(LiquidityZone zone, bool deleteOnSweep) =>
    bool shouldRemove = false
    if not zone.isSwept

        box.set_right(zone.id, bar_index)
        if not na(zone.midline)
            line.set_x2(zone.midline, bar_index)
        label.set_x(zone.lbl, bar_index)

        if bar_index > zone.createdIdx
            bool sweepOccurred = zone.isHigh ? high > zone.sweepLevel : low < zone.sweepLevel

            if sweepOccurred
                zone.isSwept := true
                shouldRemove := true
                if deleteOnSweep
                    box.delete(zone.id)
                    line.delete(zone.midline)
                    label.delete(zone.lbl)
                    label.delete(zone.b1)
                    label.delete(zone.b2)
                    label.delete(zone.v1)
                    label.delete(zone.v2)
                else
                    box.set_bgcolor(zone.id, color.new(chart.fg_color, 95))
                    box.set_border_color(zone.id, color.new(chart.fg_color, 80))
                    if not na(zone.midline)
                        line.set_color(zone.midline, color.new(chart.fg_color, 80))

                    label.set_textcolor(zone.lbl, color.new(chart.fg_color, 75))
                    string volStr = showVolume ? str.format(" ({0})", f_formatVol(zone.totalVol)) : ""
                    label.set_text(zone.lbl, "Swept " + (zone.isHigh ? "EQH" : "EQL") + volStr)

                    label.set_color(zone.b1, color.new(chart.fg_color, 85))
                    label.set_color(zone.b2, color.new(chart.fg_color, 85))
                    label.set_text(zone.v1, "")
                    label.set_text(zone.v2, "")

    shouldRemove

f_consolidateLabels(array<LiquidityZone> zones) =>
    int sz = zones.size()
    if sz > 0
        for i = 0 to sz - 1
            LiquidityZone z = zones.get(i)
            if not z.isSwept
                label.set_text(z.lbl, "")

        array<int> processed = array.new<int>()
        for i = 0 to sz - 1
            if processed.includes(i) or zones.get(i).isSwept
                continue

            LiquidityZone base = zones.get(i)
            processed.push(i)
            float clusterVol = base.totalVol
            int clusterCount = 1

            if i < sz - 1
                for j = i + 1 to sz - 1
                    if processed.includes(j)
                        continue

                    LiquidityZone comp = zones.get(j)
                    if comp.isSwept
                        continue

                    if base.isHigh == comp.isHigh and math.abs(base.sweepLevel - comp.sweepLevel) / base.sweepLevel * 100 <= thresholdPct * 3
                        clusterVol += comp.totalVol
                        clusterC

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