Liquidity Trap Detector

indicator("Liquidity Trap Detector", overlay=true, max_boxes_count=500, max_lines_count=500, max_labels_count=500)

const string g1 = "Trend Engine"
const string g2 = "Level Detection"
const string g3 = "Trap Logic"
const string g4 = "Zone Construction"
const string g5 = "Visualization"

color BULL = #00FF00
color BEAR = #FF0066

int trendLen      = input.int(26, "DEMA Length", minval = 5, group = g1,
     tooltip = "Number of bars used to calculate the DEMA trend baseline. Higher values produce a smoother, slower baseline.")
int trendSmooth   = input.int(2, "DEMA Smoothing", minval = 1, maxval = 10, group = g1,
     tooltip = "Additional EMA smoothing applied to the DEMA baseline. A value of 1 disables the extra smoothing.")
int trendAtrLen   = input.int(78, "ATR Length", minval = 5, group = g1,
     tooltip = "Number of bars used to calculate the Average True Range for the trend flip thresholds and gradient width.")
float trendBand   = input.float(2.55, "Flip Threshold ATR", minval = 0.25, maxval = 3.0, step = 0.05, group = g1,
     tooltip = "Distance from the DEMA baseline, as a multiple of ATR, that price must close beyond to flip the trend. The baseline must also be sloping in the new direction. Higher values require stronger displacement.")
float cloudWidth  = input.float(0.8, "Gradient Width ATR", minval = 0.20, maxval = 2.0, step = 0.05, group = g1,
     tooltip = "Width of the trend gradient drawn from the DEMA baseline, as a multiple of ATR.")

int swingLen      = input.int(5, "Swing Length", minval = 2, maxval = 30, group = g2,
     tooltip = "Number of bars on each side required to confirm a swing high or low used as a breakout level.")
int maxLevels     = input.int(6, "Levels Per Side", minval = 1, maxval = 20, group = g2,
     tooltip = "Maximum number of swing levels tracked on each side. The oldest level is discarded when a new one forms.")
int maxAge        = input.int(300, "Level Max Age (bars)", minval = 20, maxval = 2000, group = g2,
     tooltip = "Maximum number of bars an unbroken swing level is tracked after it forms before it is discarded.")

int atrLen        = input.int(14, "ATR Length", minval = 1, group = g3,
     tooltip = "Number of bars used to calculate the Average True Range for the breakout buffer.")
float breakBuf    = input.float(0.1, "Break Buffer (ATR)", minval = 0.0, step = 0.05, group = g3,
     tooltip = "Distance beyond the level, as a multiple of ATR, that price must close to register a breakout. Higher values require a more decisive break.")
int trapWindow    = input.int(5, "Trap Window (bars)", minval = 1, maxval = 30, group = g3,
     tooltip = "Maximum number of bars after a breakout for price to close back through the level. If it does, a trap is confirmed. If it doesn't, the breakout is accepted and the level is discarded.")

int maxZones      = input.int(4, "Zones Per Side", minval = 1, maxval = 10, group = g4,
     tooltip = "Maximum number of active trap zones displayed on each side. The oldest zone is removed when a new one forms.")
string mitigation = input.string("Absolute", "Mitigation", options = ["Absolute", "Middle"], group = g4,
     tooltip = "Defines when a trap zone is invalidated and removed. Absolute requires a close beyond the trap extreme. Middle requires a close beyond the zone midpoint.")
bool hideOverlap  = input.bool(true, "Hide Overlap", group = g4,
     tooltip = "When enabled, a new trap zone replaces an existing zone on the same side that it overlaps.")
int extendBars    = input.int(40, "Zone Extension", minval = 10, maxval = 500, step = 10, group = g4,
     tooltip = "Number of bars the trap zones and level lines are projected forward from the current bar.")

bool showTrend    = input.bool(true, "Show Trend Gradient", group = g5,
     tooltip = "Toggles visibility of the DEMA trend gradient.")
bool paintBars    = input.bool(true, "Color Candles", group = g5,
     tooltip = "Toggles coloring of candles based on the current trend direction.")
bool showSignals  = input.bool(true, "Show Trend Flips", group = g5,
     tooltip = "Toggles triangle markers on bullish and bearish trend flips.")
bool showLabel    = input.bool(true, "Show Trap Text", group = g5,
     tooltip = "Toggles the BULL TRAP and BEAR TRAP text inside each zone.")
bool showMetric   = input.bool(true, "Show Trapped Volume", group = g5,
     tooltip = "Toggles the trapped volume reading beneath the trap text. Requires Show Trap Text to be enabled and volume data on the instrument.")
color bullCol     = input.color(BULL, "Bear Trap / Bull Trend", inline = "col", group = g5,
     tooltip = "Color used for bear trap zones, bullish trend elements, and bullish retest markers.")
color bearCol     = input.color(BEAR, "Bull Trap / Bear Trend", inline = "col", group = g5,
     tooltip = "Color used for bull trap zones, bearish trend elements, and bearish retest markers.")
int gradRows      = input.int(4, "Trap Gradient Layers", minval = 2, maxval = 6, group = g5,
     tooltip = "Number of gradient layers inside each trap zone. Layers are most opaque at the broken level and fade toward the trap extreme.")

float src = hlc3
float ema1 = ta.ema(src, trendLen)
float ema2 = ta.ema(ema1, trendLen)
float demaRaw = 2.0 * ema1 - ema2
float basis = trendSmooth > 1 ? ta.ema(demaRaw, trendSmooth) : demaRaw
float tAtr = ta.atr(trendAtrLen)

float upperFlip = basis + tAtr * trendBand
float lowerFlip = basis - tAtr * trendBand

var int trend = 0

if trend == 0
    trend := close >= basis ? 1 : -1
else if trend == -1 and close > upperFlip and basis > basis[1]
    trend := 1
else if trend == 1 and close < lowerFlip and basis < basis[1]
    trend := -1

bool switchUp = trend == 1 and trend[1] == -1
bool switchDown = trend == -1 and trend[1] == 1
color trendCol = trend == 1 ? bullCol : bearCol

float cloud = tAtr * cloudWidth

float c0 = basis
float c1 = trend == 1 ? basis - cloud * 0.20 : basis + cloud * 0.20
float c2 = trend == 1 ? basis - cloud * 0.40 : basis + cloud * 0.40
float c3 = trend == 1 ? basis - cloud * 0.60 : basis + cloud * 0.60
float c4 = trend == 1 ? basis - cloud * 0.80 : basis + cloud * 0.80
float c5 = trend == 1 ? basis - cloud : basis + cloud

p0 = plot(showTrend ? c0 : na, color=color.new(trendCol, 100))
p1 = plot(showTrend ? c1 : na, color=color.new(trendCol, 100))
p2 = plot(showTrend ? c2 : na, color=color.new(trendCol, 100))
p3 = plot(showTrend ? c3 : na, color=color.new(trendCol, 100))
p4 = plot(showTrend ? c4 : na, color=color.new(trendCol, 100))
p5 = plot(showTrend ? c5 : na, color=color.new(trendCol, 100))

fill(p0, p1, color=color.new(trendCol, 22))
fill(p1, p2, color=color.new(trendCol, 32))
fill(p2, p3, color=color.new(trendCol, 44))
fill(p3, p4, color=color.new(trendCol, 57))
fill(p4, p5, color=color.new(trendCol, 72))

barcolor(paintBars ? trendCol : na)

plotshape(showSignals and switchUp, title="Bull Trend", style=shape.triangleup, location=location.belowbar, color=bullCol, size=size.tiny)
plotshape(showSignals and switchDown, title="Bear Trend", style=shape.triangledown, location=location.abovebar, color=bearCol, size=size.tiny)

type Level
    float price
    int pivBi
    bool isHigh
    bool broken
    int breakBi
    int breakT
    float extreme
    float trapVol

type TrapZone
    float top
    float btm
    float trig
    float total_vol
    int left_time
    bool bearish
    bool armed

type TrapDraw
    box ob
    box eOB
    array<box> gradBoxes
    line trigLn
    line trigExt
    line farLn
    line farExt

var Level[] highLevels = array.new<Level>()
var Level[] lowLevels = array.new<Level>()

var TrapZone[] bullTraps = array.new<TrapZone>()
var TrapZone[] bearTraps = array.new<TrapZone>()

var TrapDraw[] bullDraws = array.new<TrapDraw>()
var TrapDraw[] bearDraws = array.new<TrapDraw>()

float atr = ta.atr(atrLen)
float ph = ta.pivothigh(high, swingLen, swingLen)
float pl = ta.pivotlow(low, swingLen, swingLen)
var table wm = table.new(position.bottom_right, 1, 1)
if barstate.isfirst
    table.cell

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