FX EVO Delta Profile

indicator("FX EVO Delta Profile", "FX EVO DP", overlay = true, max_boxes_count = 500, max_labels_count = 500)

color DATA              = #DBDBDB
color HEADERS           = #808080
color BACKGROUND        = #151922
color BORDERS           = #5C4A1A
color BRAND_GOLD        = #FBBD23
color BRAND_DEEP        = color.new(#151922, 8)

string BRAND_NAME       = 'FX EVO Delta Profile'

string TOP_RIGHT        = 'Top Right'
string BOTTOM_RIGHT     = 'Bottom Right'
string BOTTOM_LEFT      = 'Bottom Left'

string TINY             = 'Tiny'
string SMALL            = 'Small'
string NORMAL           = 'Normal'
string LARGE            = 'Large'
string HUGE             = 'Huge'

string DASHBOARD_GROUP  = 'Dashboard'
string BRAND_GROUP      = '⚡ Branding'

length = input.int(15, "Pivot Length", minval = 2, tooltip = "Lookback and lookforward length for detecting major swing highs/lows.")
maxZones = input.int(10, "Max Zones per Type", minval = 1, maxval = 40, tooltip = "Maximum number of active/historical buy and sell zones to keep on the chart.")
showSwept = input.bool(true, "Show Swept Zones", tooltip = "Keep zones visible (with dashed outlines and reduced opacity) after price sweeps them.")
filterOverlaps = input.bool(true, "Filter Overlapping Zones", tooltip = "When enabled, prevents creating new zones that overlap with existing active zones. Only the most significant (highest for BSL, lowest for SSL) level is kept.")

showDecay = input.bool(true, "Show Zone Decay", tooltip = "Displays the remaining 'health' of active zones based on the volume traded inside them. Health drops from 100% to 0%.")
zoneCapacity = input.float(5.0, "Zone Volume Capacity", minval = 1.0, tooltip = "Multiplier for average volume to determine how much volume a zone can absorb before reaching 0% health.")

enableReversals = input.bool(true, "Enable Reversal Detection", group = "Reversals", tooltip = "Detects unusual volume delta patterns during liquidity sweeps to signal potential reversals. Plots a bubble with signal type (ABS, EXH, DIV, REJ) and hover tooltip.")

dashboardInput          = input.bool(   true,       'Show Dashboard',    group = DASHBOARD_GROUP, tooltip = 'Enable or disable the dashboard.')
dashboardPositionInput  = input.string( TOP_RIGHT,  'Position',          group = DASHBOARD_GROUP, tooltip = 'Select the dashboard location.', options = [TOP_RIGHT, BOTTOM_RIGHT, BOTTOM_LEFT])
dashboardSizeInput      = input.string( TINY,       'Size',              group = DASHBOARD_GROUP, tooltip = 'Select the dashboard size.', options = [TINY, SMALL, NORMAL, LARGE, HUGE])
dashboardWindowInput    = input.int(    10,         'Eval Window (Bars)', group = DASHBOARD_GROUP, minval = 1, tooltip = 'Maximum number of bars to wait for the reversal to occur.')
dashboardHoldInput      = input.int(    3,          'Hold Time (Bars)',   group = DASHBOARD_GROUP, minval = 1, tooltip = 'Number of consecutive bars price must stay in profit (opposite direction) to be considered a win.')
dashboardHighlightInput = input.bool(   false,      'Highlight Eval Bars',group = DASHBOARD_GROUP, tooltip = 'Highlights bars actively evaluated. Yellow = Evaluating, Aqua = Holding in profit.')

bslColor = input.color(color.new(#f23645, 0), "BSL Outline Color", group = "Style", tooltip = "Color for Buy-Side Liquidity zones (above price).")
sslColor = input.color(color.new(#089981, 0), "SSL Outline Color", group = "Style", tooltip = "Color for Sell-Side Liquidity zones (below price).")

buyDeltaColor = input.color(color.new(#089981, 0), "Buy Delta Fill", group = "Style", tooltip = "Fill color when buy volume dominates a zone quadrant.")
sellDeltaColor = input.color(color.new(#f23645, 0), "Sell Delta Fill", group = "Style", tooltip = "Fill color when sell volume dominates a zone quadrant.")

showBrand = input.bool(true, "Show FX EVO Watermark", group = BRAND_GROUP, tooltip = "Display the FX EVO Delta Profile brand badge on the chart.")
brandPos = input.string("Bottom Center", "Watermark Position", options = ["Bottom Center", "Top Center"], group = BRAND_GROUP)

type Zone
    float top
    float bottom
    int left
    int right
    bool swept
    bool signaled
    box[] quads
    float[] deltas
    box outline
    float volumeTraded
    float capacity
    bool wasHit
    label decayLabel

type Trade
    string type
    int dir
    float entry
    int entryBar
    bool active
    bool won
    int consecBars

var Zone[] bslZones = array.new<Zone>()
var Zone[] sslZones = array.new<Zone>()

var activeTrades = array.new<Trade>()

var int absTotal = 0
var int absWins = 0
var int exhTotal = 0
var int exhWins = 0
var int divTotal = 0
var int divWins = 0
var int rejTotal = 0
var int rejWins = 0

var string parsedDashboardPosition = switch dashboardPositionInput
    TOP_RIGHT       => position.top_right
    BOTTOM_RIGHT    => position.bottom_right
    BOTTOM_LEFT     => position.bottom_left
    => position.top_right

var string parsedDashboardSize     = switch dashboardSizeInput
    TINY            => size.tiny
    SMALL           => size.small
    NORMAL          => size.normal
    LARGE           => size.large
    HUGE            => size.huge
    => size.normal

var table t_able = table.new(parsedDashboardPosition, 4, 11, bgcolor = dashboardInput ? BACKGROUND : na, border_width = 0, frame_color = dashboardInput ? BORDERS : na, frame_width = 1, force_overlay = true)

cell(table t_able, int col, int r, string data, color txtColor = color.white, string align = text.align_right, color background = na, float h = 0) =>
    t_able.cell(col, r, data, text_color = txtColor, text_size = parsedDashboardSize, text_halign = align, bgcolor = background, height = h)

divider(table t_able, int r, int lastColumn) =>
    string rowDivider = '━━━━━━━━━━━━━━━━'
    t_able.merge_cells(0, r, lastColumn, r)
    cell(t_able, 0, r, rowDivider, txtColor = BORDERS, align = text.align_center, h = 0.5)

method evaluateReversals(Zone z, bool isBsl, float barH, float barL, float barC, float barO, float barDelta, float barVol) =>
    if enableReversals and not z.signaled
        float totalD = 0.0
        float absTotalD = 0.0
        for d in z.deltas
            totalD += d
            absTotalD += math.abs(d)

        if absTotalD > 0
            int outerIdx = isBsl ? 3 : 0
            float outerD = z.deltas.get(outerIdx)

            bool isSweeping = isBsl ? barH > z.top : barL < z.bottom
            bool closesInside = isBsl ? (barC <= z.top and barC >= z.bottom) : (barC >= z.bottom and barC <= z.top)
            float midPoint = (z.top + z.bottom) / 2
            bool closesRejecting = isBsl ? barC < midPoint : barC > midPoint

            string signalType = ""
            string tooltipTxt = ""
            float significance = 0.0
            color sigColor = isBsl ? color.red : color.green // Reversing from Resistance is Bearish (Red), from Support is Bullish (Green)

            if isSweeping and ((isBsl and outerD < 0) or (not isBsl and outerD > 0))
                float ratio = math.abs(outerD) / (absTotalD + 0.0001)
                if ratio > 0.2
                    signalType := "ABS"
                    tooltipTxt := "Absorption at Extreme\n" + (isBsl ? "Sellers" : "Buyers") + " aggressively absorbed the sweep.\nOuter Quadrant Delta: " + str.tostring(outerD, format.volume)
                    significance := ratio * 2

            if signalType == "" and isSweeping
                float ratio = math.abs(outerD) / (absTotalD + 0.0001)
                if ratio < 0.1
                    signalType := "EXH"
                    tooltipTxt := "Exhaustion (Dry Sweep)\nMinimal volume at the extreme edge.\nOuter Quadrant Delta: " + str.tostring(outerD, format.volume)
                    significance := 1.0 - (ratio * 5)

            if signalType == "" and closesInside
                float ratio = math.abs(outerD) / (absTotalD + 0.0001)
                if ratio > 0.6 and ((isBsl and outerD > 0) or (not isBsl and outerD < 0))
                    signalType := "DIV"
                    tooltipTxt := "Delta Divergence (FOMO)\nHigh volume trapped at the extreme, but price failed to breakout.\nOuter Quadrant Delta: " + str.tostring(outerD, format.volume)
                    significance := ratio

            if signalType == "" and isSweeping and closesRejecting
                float barRatio = math.abs(barDelta) / (barVol + 0.0001)
                if ((isBsl and barDelta < 0) or (not isBsl and barDelta > 0)) and barRatio > 0.2
                    signalType := "REJ"
                    tooltipTxt := "Snapback Rejection\nSweep followed by immediate strong rejection.\nBar Delta: " + str.tostring(barDelta, format.volume)
                    significance := barRatio * 2

            if signalType != ""
                z.signaled := true
                alert(BRAND_NAME + ": Reversal Signal (" + signalType + ") detected at " + str.tostring(barC), alert.freq_once_per_bar)

                significance := math.min(math.max(significance, 0.0), 1.0)
                string sSize = size.tiny
                int trans = 50

                if significance > 0.7
                    sSize := size.normal
                    trans := 10
                else if significance > 0.4
                    sSize := size.small
                    trans := 30

                color finalColor = color.new(sigColor, trans)
                float yLoc = isBsl ? barH : barL
                string labelStyle = isBsl ? label.style_label_down : label.style_label_up

                label.new(bar_index, yLoc, text=signalType, color=finalColor, style=labelStyle, textcolor=color.white, size=sSize, tooltip=tooltipTxt)

                float entry = barC
                activeTrades.push(Trade.new(signalType, isBsl ? -1 : 1, entry, bar_index, true, false, 0))

method updateVisuals(Zone z, bool isBsl, bool showS, color buyC, color sellC, color bslC, color sslC) =>
    float maxD = 0.0
    for d in z.deltas
        maxD := math.max(maxD, math.abs(d))

    for i = 0 to 3
        float d = z.deltas.get(i)
        color c = na
        string txt = ""
        color tColor = na
        if maxD > 0 and math.abs(d) > 0.001
            color baseC = d > 0 ? buyC : sellC
            int trans = z.swept ? 90 : 100 - int((math.abs(d) / maxD) * 60)
            c := color.rgb(color.r(baseC), color.g(baseC), color.b(baseC), trans)
            txt := (d > 0 ? "+" : d < 0 ? "-" : "") + str.tostring(math.abs(d), format.volume)
            tColor := color.new(baseC, z.swept ? 50 : 0)
        else
            color baseC = isBsl ? bslC : sslC
            int defaultTrans = 60 + (isBsl ? (3 - i) : i) * 10
            c := color.rgb(color.r(baseC), color.g(baseC), color.b(baseC), z.swept ? 90 : defaultTrans)
            txt := "0"
            tColor := color.new(baseC, z.swept ? 80 : 50)

        box q = z.quads.get(i)
        q.set_bgcolor(not showS and z.swept ? na : c)
        q.set_text(not showS and z.swept ? "" : txt)
        q.set_text_color(not showS and z.swept ? na : tColor)

        if z.swept
            q.set_border_color(not showS ? na : color.new(isBsl ? bslC : sslC, 80))
            q.set_border_style(line.style_dashed)
        else
            q.set_border_color(color.new(isBsl ? bslC : sslC, 60))
            q.set_border_style(line.style_solid)

    if z.swept
        if showS
            z.outline.set_border_style(line.style_dashed)
            z.outline.set_border_color(color.new(isBsl ? bslC : sslC, 80))
        else
            z.outline.set_border_color(na)

barOverlap(float barH, float barL, float qTop, float qBot) =>
    float overlapTop = math.min(barH, qTop)
    float overlapBot = math.max(barL, qBot)
    overlapTop > overlapBot ? (overlapTop - overlapBot) : 0.0

float atr = ta.atr(14)
float ph = ta.pivothigh(high, length, length)
float pl = ta.pivotlow(low, length, length)
float avgVol = nz(ta.sma(volume, length))
if avgVol == 0
    avgVol := 1
float currentZoneCap = avgVol * zoneCapacity

if not na(ph) and bar_index >= length
    int pivotIdx = bar_index - length
    float pHigh = high[length]
    float pBot = math.max(close[length], open[length])
    if pHigh - pBot < atr[length] * 0.1
        pBot := pHigh - atr[length] * 0.1

    bool skip = false
    if filterOverlaps and bslZones.size() > 0
        for i = bslZones.size() - 1 to 0
            if i < bslZones.size()
                Zone ex = bslZones.get(i)
                if not ex.swept
                    bool overlaps = math.max(pBot, ex.bottom) <= math.min(pHigh, ex.top)
                    if overlaps
                        if pHigh > ex.top
                            for b in ex.quads
                                b.delete()
                            ex.outline.delete()
                            ex.decayLabel.delete()
                            bslZones.remove(i)
                        else
                            skip := true
                            break

    if not skip
        box[] quads = array.new<box>(4)
        float[] deltas = array.new<float>(4, 0.0)
        float step = (pHigh - pBot) / 4
        for i = 0 to 3
            float qBot = pBot + i * step
            float qTop = pBot + (i + 1) * step
            color baseC = bslColor
            int trans = 

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