Session Volume Profile — Intraday

indicator("Session Volume Profile — Intraday", "HexaTrades Session Volume Profile - Intraday", overlay = true, behind_chart = true, max_lines_count = 500, max_boxes_count = 500, max_labels_count = 200)

grpP        = "═══ Profile ═══"
profileTF   = input.timeframe("D", "Session Anchor", group = grpP, tooltip = "Each profile resets on a new period. 'D' = one profile per day. Use '240'/'60' for finer intraday profiles.")
profileRows = input.int(20,  "Rows per Profile", minval = 8, maxval = 100, group = grpP, tooltip = "Vertical resolution of each profile (higher = finer). Each session draws roughly Rows×2 boxes and a script is capped at 500 boxes total, so high Rows + many Sessions will silently drop the OLDEST profiles. Guide: Rows 20 → keep ~8 sessions; Rows 40 → keep ~5 sessions; Rows 100 → keep ~2 sessions.")
valueArea   = input.float(70, "Value Area %", minval = 50, maxval = 95, step = 1, group = grpP)
maxSessions = input.int(5,   "Historical Sessions to Keep", minval = 1, maxval = 10, group = grpP, tooltip = "How many completed sessions to keep on the chart. Higher values + high Rows can exceed the 500-box limit, dropping the oldest profiles. ~5–6 sessions at 24 rows is a safe, clean setup.")
widthPct    = input.float(0.32, "Profile Width (% of session)", minval = 0.05, maxval = 1.0, step = 0.02, group = grpP, tooltip = "Width of the widest (POC) row as a fraction of the session's bar-width.")
maxWidthBar = input.int(90,  "Max Profile Width (bars)", minval = 10, maxval = 300, group = grpP)
showLive    = input.bool(true, "Show Developing (current) Profile", group = grpP)

grpC        = "═══ Colors / Gradient ═══"
colBuy      = input.color(#90bff9, "Buy (up) Volume",    group = grpC, inline = "c1", tooltip = "Buy volume — extends from the spine to the right of each row.")
colSell     = input.color(#b39ddb, "Sell (down) Volume", group = grpC, inline = "c1", tooltip = "Sell volume — sits at the left of each row.")
colPOC      = input.color(#5b6472, "POC",        group = grpC, inline = "c2")
colVA       = input.color(#60a5fa, "Value Area",  group = grpC, inline = "c2")
colVWAP     = input.color(#ab47bc, "VWAP",        group = grpC, inline = "c3")

gPeak       = 3      // transparency of the highest-volume (POC) rows — lower = darker
gEdge       = 68     // transparency of the lowest-volume rows — higher = more faded
vaBoost     = input.float(1.18, "Value Area Emphasis", minval = 1.0, maxval = 2.0, step = 0.02, group = grpC, tooltip = "Extra brightness for rows inside the value area.")
showBackdrop= input.bool(true, "Soft Range Backdrop", group = grpC)

grpL        = "═══ Intraday Levels ═══"
showPrev    = input.bool(true,  "Prev Session POC / VAH / VAL", group = grpL)
showPDHL    = input.bool(true,  "Prev Day High / Low (PDH/PDL)", group = grpL)
showNaked   = input.bool(false, "Naked / Untested POCs", group = grpL)
showVWAP    = input.bool(true,  "Session VWAP", group = grpL)
vwapSrc     = input.source(hlc3, "  VWAP Source", group = grpL, tooltip = "Price series the VWAP is built from. Default hlc3 (typical price).")
vwapAnchor  = input.timeframe("D", "  VWAP Anchor", group = grpL, tooltip = "When the VWAP resets. 'D' = daily (a fresh VWAP each day). Use 'W'/'M' for weekly/monthly, or '60'/'240' for intraday anchors.")
vwapWidth   = input.int(2, "  VWAP Width", minval = 1, maxval = 4, group = grpL)
vwapBands   = input.bool(false, "  VWAP ± StdDev Bands", group = grpL)
vwapMult    = input.float(1.0, "  Band StdDev Multiplier", minval = 0.1, maxval = 5.0, step = 0.1, group = grpL)
showIB      = input.bool(true,  "Initial Balance", group = grpL)
ibMinutes   = input.int(60, "Initial Balance Minutes", minval = 5, maxval = 240, group = grpL)
levelExt    = input.int(12, "Level Extend (bars right)", minval = 0, maxval = 60, group = grpL)

grpD        = "═══ Dashboard / Alerts ═══"
showDash    = input.bool(true, "Show Dashboard", group = grpD)
dashPos     = input.string("Top Right", "Dashboard Position", options = ["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group = grpD)

f_maxIdx(array<float> a) =>
    mi = 0
    mv = array.get(a, 0)
    if array.size(a) > 1
        for i = 1 to array.size(a) - 1
            v = array.get(a, i)
            if v > mv
                mv := v
                mi := i
    mi

f_clearBoxes(array<box> a) =>
    if array.size(a) > 0
        for i = 0 to array.size(a) - 1
            box.delete(array.get(a, i))
        array.clear(a)

f_clearLines(array<line> a) =>
    if array.size(a) > 0
        for i = 0 to array.size(a) - 1
            line.delete(array.get(a, i))
        array.clear(a)

f_clearLabels(array<label> a) =>
    if array.size(a) > 0
        for i = 0 to array.size(a) - 1
            label.delete(array.get(a, i))
        array.clear(a)

f_levels(array<float> H, array<float> L, array<float> V) =>
    n = array.size(V)
    float top = array.get(H, 0)
    float bot = array.get(L, 0)
    if n > 1
        for i = 1 to n - 1
            top := math.max(top, array.get(H, i))
            bot := math.min(bot, array.get(L, i))
    rows = profileRows
    rh   = (top - bot) / rows
    vr = array.new<float>(rows, 0.0)
    if rh > 0
        for i = 0 to n - 1

            rB = math.min(rows - 1, math.max(0, int(math.floor((array.get(L, i) - bot) / rh))))
            rT = math.min(rows - 1, math.max(0, int(math.floor((array.get(H, i) - bot) / rh))))
            ve = array.get(V, i) / (rT - rB + 1)
            for r = rB to rT
                array.set(vr, r, array.get(vr, r) + ve)
    pIdx = f_maxIdx(vr)
    tot  = array.sum(vr)
    target = tot * valueArea / 100.0
    vaVol = array.get(vr, pIdx)
    up = pIdx
    dn = pIdx
    while vaVol < target and (up < rows - 1 or dn > 0)
        uV = up < rows - 1 ? array.get(vr, up + 1) : -1.0
        dV = dn > 0        ? array.get(vr, dn - 1) : -1.0
        if uV >= dV
            up += 1
            vaVol += uV
        else
            dn -= 1
            vaVol += dV
    [bot + (pIdx + 0.5) * rh, bot + (up + 1) * rh, bot + dn * rh]

f_draw(int x1, int x2, array<float> H, array<float> L, array<float> V, array<float> U, array<box> bp, array<line> lp) =>
    n = array.size(V)
    float top = array.get(H, 0)
    float bot = array.get(L, 0)
    if n > 1
        for i = 1 to n - 1
            top := math.max(top, array.get(H, i))
            bot := math.min(bot, array.get(L, i))
    rows = profileRows
    rh   = (top - bot) / rows

    vr = array.new<float>(rows, 0.0)   // total volume per row
    ur = array.new<float>(rows, 0.0)   // up (buy) volume per row
    dr = array.new<float>(rows, 0.0)   // down (sell) volume per row
    if rh > 0
        for i = 0 to n - 1
            bv   = array.get(V, i)
            isUp = array.get(U, i) > 0.5

            rB = math.min(rows - 1, math.max(0, int(math.floor((array.get(L, i) - bot) / rh))))
            rT = math.min(rows - 1, math.max(0, int(math.floor((array.get(H, i) - bot) / rh))))
            ve = bv / (rT - rB + 1)
            for r = rB to rT
                array.set(vr, r, array.get(vr, r) + ve)
                if isUp
                    array.set(ur, r, array.get(ur, r) + ve)
                else
                    array.set(dr, r, array.get(dr, r) + ve)

    pIdx = f_maxIdx(vr)
    maxV = array.max(vr)
    tot  = array.sum(vr)

    target = tot * valueArea / 100.0
    vaVol = array.get(vr, pIdx)
    up = pIdx
    dn = pIdx
    while vaVol < target and (up < rows - 1 or dn > 0)
        uV = up < rows - 1 ? array.get(vr, up + 1) : -1.0
        dV = dn > 0        ? array.get(vr, dn - 1) : -1.0
        if uV >= dV
            up += 1
            vaVol += uV
        else
            dn -= 1
            vaVol += dV

    float pocP = bot + (pIdx + 0.5) * rh
    float vahP = bot + (up + 1) * rh
    float valP = bot + dn * rh

    int sessW = math.max(1, x2 - x1)
    int wMax  = math.min(maxWidthBar, math.max(3, int(sessW * widthPct)))

    if showBackdrop
        array.push(bp, box.new(x1, top, x2, bot, border_width = 0, bgcolor = color.new(colVA, 95)))

    array.push(bp, box.new(x1, vahP, x2, valP, border_width = 0, bgcolor = color.new(colVA, 87)))

    if maxV > 0 and rh > 0
        for r = 0 to rows - 1
            tv = array.get(vr, r)
            if tv > 0
                w  = math.max(1, int(tv / maxV * wMax))
                dW = int(array.get(dr, r) / tv * w)   // sell width
                uW = w - dW                           // buy width
                rTopP = bot + (r + 1) * rh
                rBotP = bot + r * rh

                inVA = r >= dn and r <= up
                shr  = math.min(1.0, (tv / maxV) * (inVA ? vaBoost : 1.0))
                tr   = int(gEdge - shr * (gEdge - gPeak))   // gEdge -> gPeak as shr 0 -> 1
                sellC = color.new(colSell, tr)
                buyC  = color.new(colBuy,  tr)
                if dW > 0
                    array.push(bp, box.new(x1,      rTopP, x1 + dW,      rBotP, border_width = 0, bgcolor = sellC))
                if uW > 0
                    array.push(bp, box.new(x1 + dW, rTopP, x1 + dW + uW, rBotP, border_width = 0, bgcolor = buyC))

    array.push(bp, box.new(x1, pocP + rh * 0.5, x2, pocP - rh * 0.5, border_width = 0, bgcolor = color.new(colPOC, 62)))
    array.push(lp, line.new(x1, pocP, x2, pocP, color = color.new(colPOC, 15), width = 4))

var array<float> pH = array.new<float>()   // current session bar highs
var array<float> pL = array.new<float>()   // current session bar lows
var array<float> pV = array.new<float>()   // current session bar volumes
var array<float> pU = array.new<float>()   // 1.0 = up bar, 0.0 = down bar

var int   sStart   = bar_index             // current session start bar_index
var int   barsInS  = 0
var float curHi    = na
var float curLo    = na
var float ibHi     = na
var float ibLo     = na

var float pPoc = na
var float pVah = na
var float pVal = na
var float pdh  = na
var float pdl  = na

var float cPoc = na
var float cVah = na
var float cVal = na

var array<float> nakedP = array.new<float>()
var array<int>   nakedX = array.new<int>()

var array<box>  histB = array.new<box>()
var array<line> histL = array.new<line>()
var array<int>  batchB = array.new<int>()
var array<int>  batchL = array.new<int>()

var array<box>   liveB  = array.new<box>()
var array<line>  liveL   = array.new<line>()
var array<line>  lvlL    = array.new<line>()
var array<label> lvlLbl  = array.new<label>()

ibBars = math.max(1, int(ibMinutes / math.max(1, timeframe.in_seconds() / 60.0)))

newSession = timeframe.change(profileTF)

if barstate.isconfirmed
    if newSession

   

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