Liquidity Side Bias Engine

indicator("Liquidity Side Bias Engine",
     shorttitle       = "LSB",
     overlay          = true,
     max_labels_count = 200,
     max_lines_count  = 100,
     max_boxes_count  = 30)

headerBg      = color.rgb(37, 99, 235)
headerText    = color.rgb(245, 247, 250)
panelBg       = color.rgb(15, 23, 42)
panelBorder   = color.rgb(51, 65, 85)
panelLabelCol = color.rgb(148, 163, 184)
panelValueCol = color.rgb(226, 232, 240)
bullColor     = color.rgb(34, 197, 166)
bearColor     = color.rgb(244, 114, 182)
neutralColor  = color.rgb(245, 189, 92)
accentColor   = color.rgb(129, 140, 248)

ttPivot = "Swing strength used to detect the highs and lows that become liquidity pools. Higher values keep only stronger, more meaningful swings."
ttPoolMemory = "How many recent swing highs and swing lows are retained as candidate liquidity pools. Older pools are dropped first."
ttEqTol = "ATR-based tolerance used to group nearby swing levels into an equal-highs or equal-lows liquidity cluster. Higher values merge levels more loosely."
ttUsePrior = "Includes the prior higher-timeframe high and low as significant liquidity pools. The period adapts to the chart: prior day on intraday charts, prior week on daily charts, and prior month on higher timeframes."
ttAtrLen = "ATR length used to normalize draw distance, pool tolerance, label offsets, and visual spacing."
ttTrendLen = "EMA backbone used to read directional context. The side aligned with the prevailing direction is weighted as a more likely draw."
ttSlopeBars = "Bars used to measure whether the trend backbone is rising or falling for the directional context score."
ttRangeLen = "Lookback used to build the premium-discount dealing range. Price in discount weights buy-side draw; price in premium weights sell-side draw."
ttMaxDist = "Distance in ATR beyond which a liquidity pool is treated as too far to act as an active near-term draw on that side."
ttFreshWin = "Window in bars used to fade older pools. More recently formed pools contribute a stronger side lean."
ttMinBias = "Minimum 0-100 side lean required before a side is treated as an active bias for alerts and emphasis."
ttBalanceTol = "Lean gap below which buy-side and sell-side are treated as balanced two-sided liquidity instead of one leaning side."
ttShowSides = "Shows both nearest liquidity side lines. The leaning side is drawn solid and emphasized; the opposite side is drawn faint as the flip reference."
ttShowBadge = "Shows the centered side-bias badge with the leaning side and its 0-100 lean score."
ttShowTarget = "Shows the primary draw target tag on the leaning side at the right edge."
ttShowPools = "Shows faint reference lines for the other untapped liquidity pools on each side, as a light liquidity map."
ttMaxPools = "Maximum number of additional faint pool reference lines drawn per side."
ttProjection = "How far the side lines and bias badge extend to the right."
ttTagOffset = "Horizontal offset added beyond the projection for the right-edge target tag."
ttShowLabels = "Shows compact labels when the side lean flips or when a liquidity side is taken. Labels are offset away from candles."
ttLabelCooldown = "Minimum bars between event labels so the chart stays readable and premium."
ttMaxLabels = "Maximum number of recent event labels retained on the chart."
ttLabelOffset = "ATR-based vertical offset that keeps labels clear of candles."
ttLabelSize = "Font size for all on-chart labels and the bias badge. Normal is the recommended publication default."
ttShowPanel = "Shows or hides the AG Pro planning panel. It is shown by default for public-release readability."
ttPanelLocation = "Moves the AG Pro panel to the preferred chart location."
ttPanelTheme = "Switches the panel between AG Pro dark and clean light themes."
ttPanelFont = "Font size for the AG Pro panel. Normal is the recommended publication default."
ttAlerts = "Enables alert conditions for buy-side lean, sell-side lean, and liquidity-side-taken events."

gEngine = "Bias Engine"
pivotLen = input.int(8, "Swing Strength", minval = 2, maxval = 50, group = gEngine, tooltip = ttPivot)
poolMemory = input.int(20, "Pool Memory", minval = 6, maxval = 60, group = gEngine, tooltip = ttPoolMemory)
eqTol = input.float(0.45, "Equal Level Tolerance ATR", minval = 0.05, maxval = 2.00, step = 0.05, group = gEngine, tooltip = ttEqTol)
usePrior = input.bool(true, "Use Prior-Period Pools", group = gEngine, tooltip = ttUsePrior)
atrLen = input.int(14, "ATR Length", minval = 5, maxval = 100, group = gEngine, tooltip = ttAtrLen)
trendLen = input.int(55, "Trend Backbone EMA", minval = 5, maxval = 300, group = gEngine, tooltip = ttTrendLen)
slopeBars = input.int(5, "Trend Slope Bars", minval = 1, maxval = 30, group = gEngine, tooltip = ttSlopeBars)
rangeLen = input.int(60, "Premium-Discount Range", minval = 10, maxval = 400, group = gEngine, tooltip = ttRangeLen)

gScore = "Bias Scoring"
maxDist = input.float(10.0, "Max Draw Distance ATR", minval = 2.0, maxval = 30.0, step = 0.5, group = gScore, tooltip = ttMaxDist)
freshWin = input.int(120, "Pool Freshness Window", minval = 20, maxval = 500, group = gScore, tooltip = ttFreshWin)
minBiasScore = input.int(58, "Active Bias Score", minval = 30, maxval = 95, group = gScore, tooltip = ttMinBias)
balanceTol = input.int(8, "Balanced Gap", minval = 1, maxval = 30, group = gScore, tooltip = ttBalanceTol)

gVisual = "Chart Visuals"
showSides = input.bool(true, "Show Side Lines", group = gVisual, tooltip = ttShowSides)
showBadge = input.bool(true, "Show Bias Badge", group = gVisual, tooltip = ttShowBadge)
showTarget = input.bool(true, "Show Target Tag", group = gVisual, tooltip = ttShowTarget)
showPools = input.bool(true, "Show Other Liquidity Pools", group = gVisual, tooltip = ttShowPools)
maxPools = input.int(2, "Pools Per Side", minval = 1, maxval = 5, group = gVisual, tooltip = ttMaxPools)
projectionBars = input.int(28, "Projection Bars", minval = 6, maxval = 120, group = gVisual, tooltip = ttProjection)
tagOffsetBars = input.int(3, "Target Tag Offset Bars", minval = 1, maxval = 30, group = gVisual, tooltip = ttTagOffset)

gLabels = "Labels"
showLabels = input.bool(true, "Show Event Labels", group = gLabels, tooltip = ttShowLabels)
labelCooldown = input.int(20, "Label Cooldown Bars", minval = 1, maxval = 80, group = gLabels, tooltip = ttLabelCooldown)
maxVisibleLabels = input.int(5, "Max Visible Labels", minval = 3, maxval = 40, group = gLabels, tooltip = ttMaxLabels)
labelOffsetAtr = input.float(0.3, "Label Offset ATR", minval = 0.0, maxval = 3.00, step = 0.05, group = gLabels, tooltip = ttLabelOffset)
labelSizeInput = input.string("Normal", "Label Font Size", options = ["Tiny", "Small", "Normal", "Large"], group = gLabels, tooltip = ttLabelSize)

gPanel = "Panel"
showPanel = input.bool(true, "Show Panel", group = gPanel, tooltip = ttShowPanel)
panelLocationInput = input.string("Top Right", "Panel Location", options = ["Top Left", "Top Center", "Top Right", "Middle Left", "Middle Center", "Middle Right", "Bottom Left", "Bottom Center", "Bottom Right"], group = gPanel, tooltip = ttPanelLocation)
panelThemeInput = input.string("Dark", "Panel Theme", options = ["Dark", "Light"], group = gPanel, tooltip = ttPanelTheme)
panelFontSizeInput = input.string("Normal", "Panel Font Size", options = ["Tiny", "Small", "Normal", "Large"], group = gPanel, tooltip = ttPanelFont)

gAlerts = "Alerts"
alertLean = input.bool(true, "Alert on Side Lean", group = gAlerts, tooltip = ttAlerts)
alertTaken = input.bool(true, "Alert on Side Taken", group = gAlerts, tooltip = ttAlerts)

f_clamp(float value, float minValue, float maxValue) =>
    math.min(math.max(value, minValue), maxValue)

f_label_size(string sizeText) =>
    switch sizeText
        "Tiny" => size.tiny
        "Small" => size.small
        "Large" => size.large
        => size.normal

f_panel_position(string posText) =>
    switch posText
        "Top Left" => position.top_left
        "Top Center" => position.top_center
        "Middle Left" => position.middle_left
        "Middle Center" => position.middle_center
        "Middle Right" => position.middle_right
        "Bottom Left" => position.bottom_left
        "Bottom Center" => position.bottom_center
        "Bottom Right" => position.bottom_right
        => position.top_right

f_panel_bg(string theme, bool alt) =>
    theme == "Light" ? (alt ? color.rgb(226, 232, 240) : color.rgb(241, 245, 249)) : (alt ? color.rgb(20, 31, 52) : panelBg)

f_panel_border(string theme) =>
    theme == "Light" ? color.rgb(148, 163, 184) : panelBorder

f_panel_label(string theme) =>
    theme == "Light" ? color.rgb(71, 85, 105) : panelLabelCol

f_panel_value(string theme) =>
    theme == "Light" ? color.rgb(15, 23, 42) : panelValueCol

f_text_on(color bgColor) =>
    bright = (color.r(bgColor) * 299 + color.g(bgColor) * 587 + color.b(bgColor) * 114) / 1000
    bright >= 145 ? color.rgb(15, 23, 42) : color.rgb(248, 250, 252)

f_price_text(float value) =>
    na(value) ? "-" : str.tostring(value, format.mintick)

f_panel_row(table target, int row, string leftText, string rightText, color rightColor, string theme, string fontSize) =>
    rowBg = f_panel_bg(theme, row % 2 == 0)
    table.cell(target, 0, row, leftText, text_color = f_panel_label(theme), bgcolor = rowBg, text_size = f_label_size(fontSize))
    table.cell(target, 1, row, rightText, text_color = rightColor, bgcolor = rowBg, text_size = f_label_size(fontSize), text_halign = text.align_right)

f_keep_label(array<label> labelArray, label labelId, int maxCount) =>
    array.push(labelArray, labelId)
    while array.size(labelArray) > maxCount
        oldLabel = array.shift(labelArray)
        label.delete(oldLabel)

labelSize = f_label_size(labelSizeInput)
atr = math.max(nz(ta.atr(atrLen), ta.tr(true)), syminfo.mintick)
trendEma = ta.ema(close, trendLen)
trendSlope = trendEma - nz(trendEma[slopeBars], trendEma)
trendUp = close > trendEma and trendSlope > 0.0
trendDown = close < trendEma and trendSlope < 0.0
rangeLow = ta.lowest(low, rangeLen)
rangeHigh = ta.highest(high, rangeLen)
freshLow = ta.lowest(low, freshWin)
freshHigh = ta.highest(high, freshWin)
rangeSpan = math.max(rangeHigh - rangeLow, atr)
rangePos = f_clamp((close - rangeLow) / rangeSpan, 0.0, 1.0)

priorTF = timeframe.isintraday ? "D" : timeframe.isdaily ? "W" : "M"
priorName = timeframe.isintraday ? "Day" : timeframe.isdaily ? "Week" : "Month"
priorHigh = usePrior ? request.security(syminfo.tickerid, priorTF, high[1], lookahead = barmerge.lookahead_on) : na
priorLow = usePrior ? request.security(syminfo.tickerid, priorTF, low[1], lookahead = barmerge.lookahead_on) : na

var array<float> swingHighPrice = array.new_float()
var array<int> swingHighBar = array.new_int()
var array<bool> swingHighTaken = array.new_bool()
var array<float> swingLowPrice = array.new_float()
var array<int> swingLowBar = array.new_int()
var array<bool> swingLowTaken = array.new_bool()

pivHigh = ta.pivothigh(high, pivotLen, pivotLen)
pivLow = ta.pivotlow(low, pivotLen, pivotLen)

if not na(pivHigh)
    array.push(swingHighPrice, pivHigh)
    array.push(swingHighBar, bar_index - pivotLen)
    array.push(swingHighTaken, false)
    if array.size(swingHighPrice) > poolMemory
        array.shift(swingHighPrice)
        array.shift(swingHighBar)
        array.shift(swingHighTaken)

if not na(pivLow)
    array.push(swingLowPrice, pivLow)
    array.push(swingLowBar, bar_index - pivotLen)
    array.push(swingLowTaken, false)
    if array.size(swingLowPrice) > poolMemory
        array.shift(swingLowPrice)
        array.shift(swingLowBar)
        array.shift(swingLowTaken)

takenBuy = false
takenSell = false
if array.size(swingHighPrice) > 0
    for i = 0 to array.size(swingHighPrice) - 1
        if not array.get(swingHighTaken, i) and high > array.get(swingHighPrice, i)
            array.set(swingHighTaken, i, true)
            takenBuy := true
if array.size(swingLowPrice) > 0
    for i = 0 to array.size(swingLowPrice) - 1
        if not array.get(swingLowTaken, i) and low < array.get(swingLowPrice, i)
            array.set(swingLowTaken, i, true)
            takenSell := true

float buyPoolPrice = na
int buyPoolBar = na
if array.size(swingHighPrice) > 0
    for i = 0 to array.size(swingHighPrice) - 1
        if not array.get(swingHighTaken, i) and array.get(swingHighPrice, i) > close
            if na(buyPoolPrice) or array.get(swingHighPrice, i) < buyPoolPrice
                buyPoolPrice := array.get(swingHighPrice, i)
                buyPoolBar := array.get(swingHighBar, i)

bool buyIsPrior = false
if not na(priorHigh) and priorHigh > close
    if na(buyPoolPrice) or priorHigh < buyPoolPrice
        buyPoolPrice := priorHigh
        buyPoolBar := na
        buyIsPrior := true

float sellPoolPrice = na
int sellPoolBar = na
if array.size(swingLowPrice) > 0
    for i = 0 to array.size(swingLowPrice) - 1
        if not array.get(swingLowTaken, i) and array.get(swingLowPrice, i) < close
            if na(sellPoolPrice) or array.get(swingLowPrice, i) > sellPoolPrice
                sellPoolPrice := array.get(swingLowPrice, i)
                sellPoolBar := array.get(swingLowBar, i)

bool sellIsPrior = false
if not na(priorLow) and priorLow < close
    if na(sellPoolPrice) or priorLow > sellPoolPrice
        sellPoolPrice := priorLow
        sellPoolBar := na
        sellIsPrior := true

int buyTouches = 0
if not na(buyPoolPrice) and array.size(swingHighPrice) > 0
    for i = 0 to array.size(swingHighPrice) - 1
        if not a

Показано первые 50% кода (символов: 21786)