Fair Value (FV) + Trend Signals (TS)

indicator("Fair Value (FV) + Trend Signals (TS)", overlay = true, max_boxes_count = 500, max_lines_count = 500, max_labels_count = 500)

var line lineEntry  = na
var line stopLine   = na
var line tpLine1    = na
var line tpLine2    = na
var line tpLine3    = na

var label labelEntry = na
var label labelStop  = na
var label labelTp1   = na
var label labelTp2   = na
var label labelTp3   = na

timezone = "Asia/Saigon" // 

fvgTog = input.string("Structural", title = "Show FVGs", options  = ["All","Structural","None"], group = "Fair Value Gaps", tooltip = "Note: 'All' Will cause less Historical AOIs to display.")
upCol = input.color(#3daa45, title = "Up Color", inline = "upCol", group = "Fair Value Gaps")
downCol = input.color(#ff033e, title = "Down Color", inline = "downCol", group = "Fair Value Gaps")
upFillCol = input.color(color.rgb(0,0,0,100), title = "Fill", inline = "upCol", group = "Fair Value Gaps")
downFillCol = input.color(color.rgb(0,0,0,100), title = "Fill", inline = "downCol", group = "Fair Value Gaps")

aoiNum = input.int(3, minval = 0, title = "Extend AOIs", group = "Areas of Interest", tooltip = "Max number of Live AOIs Extended to the Current Bar.\n\nExample: 3 = 3 Above Price & 3 Below Price")
bullColor = input.color(#3daa4533, title = "Bull  Color", inline= "bullcolor", group = "Areas of Interest") 
bearColor = input.color(#ff033e33, title = "Bear Color", inline= "bearcolor",  group = "Areas of Interest")
bullFillColor = input.color(#3daa4533, title = "Fill", inline= "bullcolor", group = "Areas of Interest") 
bearFillColor = input.color(#ff033e33, title = "Fill", inline= "bearcolor",  group = "Areas of Interest")
textTog = input.bool(false, title = "AOI Volume", group = "Areas of Interest", inline = "txt")
textColor = textTog?input.color(color.new(color.white,40), title = "", group = "Areas of Interest", inline = "txt"):color.rgb(0,0,0,100)
textSize = str.lower(input.string("Auto", title = "Size", options = ["Tiny","Small","Normal","Large","Huge","Auto"], group = "Areas of Interest", inline = "txt"))

refTog = input.bool(true, title = "Display Reflection Lines", group = "Reflection Lines")
refDownCol = input.color(#ff3c00, title = "Resistance Color", group = "Reflection Lines")
refUpCol = input.color(#004d92, title = "Support Color", group = "Reflection Lines")
refCount = input.int(3, title = "Reflection Count", group = "Reflection Lines")

msTog = input.bool(true, title = "", inline = "ms", group = "Market Structure")
msStyle = input.string("___", title = "Structure", options = ["___","- - -",". . ."], inline = "ms", group = "Market Structure")
msColor = color.new(chart.fg_color,40)                                                                                  //input.color(color.gray, title = "", inline = "ms", group = "Market Structure")
mssBullTog = input.bool(true, title = "", inline = "bull", group = "Market Structure")
mssBullStyle = input.string("- - -", title = "  Bullish   ", options = ["___","- - -",". . ."], inline = "bull", group = "Market Structure")
mssBullColor = input.color(#3daa45, title = "", group = "Market Structure", inline = "bull")
mssBearTog = input.bool(true, title = "", inline = "bear", group = "Market Structure")
mssBearStyle = input.string("- - -", title = "  Bearish   ", options = ["___","- - -",". . ."], inline = "bear", group = "Market Structure")
mssBearColor = input.color(#ff033e, title = "", group = "Market Structure", inline = "bear")

sesh_in = input.session("0930-1600", title = "Session", group = "Session")
s_tog = input.bool(true, title = "Start", inline = "start", group = "Session")
s_style = input.string("- - -", title = "", options = ["___","- - -",". . ."], inline = "start", group = "Session")
sc = input.color(color.new(color.gray,50), title = "", inline = "start", group = "Session")
e_tog = input.bool(true, title = " End ", inline = "end", group = "Session")
e_style = input.string("- - -", title = "", options = ["___","- - -",". . ."], inline = "end", group = "Session")
ec = input.color(color.new(#ff033e,50), title = "", inline = "end", group = "Session")

rope_smoother(float _src, float _threshold) =>
    var float _rope = _src
    _move = _src - _rope //Movement from Rope
    _rope += math.max(math.abs(_move) - nz(_threshold), 0) * math.sign(_move) //Directional Movement beyond the Threshold
    _rope

get_vol_to_bar(_from_bar,_to_bar) =>
    float cum_vol = 0
    for i = (bar_index-_to_bar) to (bar_index-_from_bar)
        cum_vol += volume[i]
    cum_vol

linestyle(_input) =>
    _input == "___"?line.style_solid:
     _input == "- - -"?line.style_dashed:
     _input == ". . ."?line.style_dotted:
     na

type pb
    float price
    int bar

type aoi
    box bx
    float top

type tb
    pb top
    pb bot

var int dir = 0
var int mss_dir = 0

var bool bull_aoi_check = false
var bool bear_aoi_check = false

var pb hst = pb.new(na,na)
var pb lst = pb.new(na,na)

var pb piv_hi = pb.new(na,na)
var pb piv_lo = pb.new(na,na)

var tb ph_aoi = tb.new(pb.new(high,na),pb.new(high,na))
var tb pl_aoi = tb.new(pb.new(low,na),pb.new(low,na))

var bull_aois = array.new<aoi>()
var bear_aois = array.new<aoi>()

var bool piv_lo_claimed = false
var bool piv_hi_claimed = false

fvg_up = (low > high[2]) and (close[1] > high[2]) 
fvg_down = (high < low[2]) and (close[1] < low[2])

c_top = math.max(open,close)
c_bot = math.min(open,close)

if fvgTog == "All"
    if fvg_down
        box.new(bar_index[2],low[2],bar_index,high, border_color = downCol, bgcolor = downFillCol)
    if fvg_up
        box.new(bar_index[2],high[2],bar_index,low, border_color = upCol, bgcolor = upFillCol)

if dir == 0
    if fvg_up
        dir := 1
        hst := pb.new(high,bar_index)
        lst := pb.new(low,bar_index)
    if fvg_down
        dir := -1
        hst := pb.new(high,bar_index)
        lst := pb.new(low,bar_index)

if dir == 1
    if high >= hst.price
        hst := pb.new(high,bar_index)
        lst := pb.new(low,bar_index)
    if low <= lst.price
        lst := pb.new(low,bar_index)
    if fvg_down
        dir := -1
        piv_hi := hst
        piv_hi_claimed := false
        if (hst.price > (piv_hi[1]).price)
            if (piv_hi.price >= ph_aoi.top.price and bear_aoi_check) or (not bear_aoi_check)
                ph_aoi := tb.new(pb.new(piv_hi.price,piv_hi.bar),pb.new(low[2],bar_index))
                bear_aoi_check := true
        hst := pb.new(high,bar_index)
        lst := lst
        if msTog
            line.new(piv_hi.bar,piv_hi.price,piv_lo.bar,piv_lo.price, color = msColor, style = linestyle(msStyle))
        if fvgTog == "Structural"
            box.new(bar_index[2],low[2],bar_index,high, border_color = downCol, bgcolor = downFillCol)

if dir == -1
    if low <= lst.price
        hst := pb.new(high,bar_index)
        lst := pb.new(low,bar_index)
    if high >= hst.price
        hst := pb.new(high,bar_index)
    if fvg_up
        dir := 1
        piv_lo := lst
        piv_lo_claimed := false
        if (lst.price < (piv_lo[1]).price)
            if (piv_lo.price <= pl_aoi.bot.price and bull_aoi_check) or (not bull_aoi_check)
                pl_aoi := tb.new(pb.new(high[2],bar_index),pb.new(piv_lo.price,piv_lo.bar))
                bull_aoi_check := true
        hst := hst
        lst := pb.new(low,bar_index)
        if msTog
            line.new(piv_hi.bar,piv_hi.price,piv_lo.bar,piv_lo.price, color = msColor, style = linestyle(msStyle))
        if fvgTog == "Structural"
            box.new(bar_index[2],high[2],bar_index,low, border_color = upCol, bgcolor = upFillCol)

var r_vals = array.new<pb>(na)

break_up = close > piv_hi.price
break_down = close < piv_lo.price

if mss_dir <= 0 and break_up
    mss_dir := 1
if bull_aoi_check and mss_dir == 1 and pl_aoi.bot.price <= lst.price and break_up
    cumvol = get_vol_to_bar(pl_aoi.bot.bar,pl_aoi.top.bar)
    bull_aois.push(aoi.new(box.new(pl_aoi.bot.bar,pl_aoi.top.price,bar_index,pl_aoi.bot.price, border_color = bullColor, bgcolor = bullFillColor, text_color = textColor, text = str.tostring(cumvol, format.volume), text_size = textSize),pl_aoi.top.price))
    r_vals.push(pl_aoi.bot)
    if mssBullTog
        line.new(piv_hi.bar,piv_hi.price,bar_index,piv_hi.price, color = mssBullColor, style = linestyle(mssBullStyle))
    bull_aoi_check := false

if mss_dir >= 0 and break_down
    mss_dir := -1
if bear_aoi_check and mss_dir == -1 and ph_aoi.top.price >= hst.price and break_down
    cumvol = get_vol_to_bar(ph_aoi.top.bar,ph_aoi.bot.bar)
    bear_aois.push(aoi.new(box.new(ph_aoi.top.bar,ph_aoi.top.price,bar_index,ph_aoi.bot.price, border_color = bearColor, bgcolor = bearFillColor, text_color = textColor, text = str.tostring(cumvol, format.volume), text_size = textSize),ph_aoi.top.price))
    r_vals.push(ph_aoi.top)
    if mssBearTog
        line.new(piv_lo.bar,piv_lo.price,bar_index,piv_lo.price, color = mssBearColor, style = linestyle(mssBearStyle))
    bear_aoi_check := false

if (bull_aois.size() > 0)
    for [i,area] in bull_aois
        if i < (bull_aois.size()-aoiNum)
            area.bx.set_top(na)
        else
            area.bx.set_top(area.top)
            area.bx.set_right(bar_index)
            area.bx.set_text_halign(text.align_right)

if (bear_aois.size() > 0)     
    for [i,area] in bear_aois
        if i < (bear_aois.size()-aoiNum)
            area.bx.set_top(na)
        else
            area.bx.set_top(area.top)
            area.bx.set_right(bar_index)
            area.bx.set_text_halign(text.align_right)

if (bull_aois.size() > 0)
    last_aoi = bull_aois.last()
    for i = bull_aois.size()-1 to 0
        area = bull_aois.get(i)
        top = area.top
        bot = area.bx.get_bottom()
        not_touching = (bot > last_aoi.top or top < last_aoi.bx.get_bottom())
        overlap = (i != bull_aois.size()-1) and not not_touching
        if overlap
            area.bx.set_right(last_aoi.bx.get_left())
            area.bx.set_text_halign(text.align_center)
            bull_aois.remove(i)
        else if c_bot < bot
            area.bx.set_text_halign(text.align_center)
            bull_aois.remove(i)

if bear_aois.size() > 0
    last_aoi = bear_aois.last()
    for i = bear_aois.size()-1 to 0
        area = bear_aois.get(i)
        top = area.top
        bot = area.bx.get_bottom()
        not_touching = (bot > last_aoi.top or top < last_aoi.bx.get_bottom())
        overlap = (i != bear_aois.size()-1) and not not_touching
        if overlap 
            area.bx.set_right(last_aoi.bx.get_left())
            are

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