Money Flow Profile [LuxAlgo]

indicator("Money Flow Profile [LuxAlgo]", "LuxAlgo - Money Flow Profile", true, max_bars_back = 5000, max_boxes_count = 500, max_lines_count = 500)

disp   = display.all - display.status_line

rpGR   = 'Profile Generic Settings'

tfTP   = 'The indicator resolution is set by the input of the Anchor Period.\n\n' +
          'If the Anchor Period is set to AUTO, then the increased resolution is determined by the following algorithm:\n' +
          ' - for intraday resolutions up to 4 Hour, DAY (1D) is used\n - for intraday resolutions equal to 4 Hour, WEEK (1W) is used\n - for daily resolutions MONTH is used (1M)\n - for weekly resolution, 3-MONTH (3M) is used\n - for monthly resolution, 12-MONTH (12M) is used\n\n' +
          'If the Anchor Period is set to Fixed Range then the period is defined in the \'Fixed Period\' option\n\n' +
          'If the Anchor Period is set to Swing High or Swing Low then the length required to calculate Swing Levels is defined in the \'Swing Detection Length\' option'
tfIN   = input.string('Fixed Range', '  Anchor Period', options=['Auto', 'Fixed Range', 'Swing High', 'Swing Low', 'Session', 'Day', 'Week', 'Month', 'Quarter', 'Year'], group = rpGR, tooltip = tfTP, display = disp)

drpTT  = 'Applicable if the Anchor Period is set to \'Fixed Range\' then the period of the profile is defined with this option\n\npossible min value [10]'
drpLN  = input.int(200, '  Fixed Period', minval = 10, maxval = 5000, step = 10, group = rpGR, tooltip = drpTT, display = disp)

ppTT   = 'Applicable if the Anchor Period is set to \'Swing High\' or \'Swing Low\' then the length required to detect the Swing Levels is defined with this option\n\npossible min value [1]'
ppLen  = input.int(47, "  Swing Detection Length", minval = 1, group = rpGR, tooltip = ppTT, display = disp)

vpSRC  = input.string('Volume', '  Profile Source', options = ['Volume', 'Money Flow'], group = rpGR, display = disp)

vpGR   = 'Profile Presentation Settings'
vpTP   = 'displays total trading activity/money flow (common interest, both buying and selling trading activity/money flow) over a specified time period at specific price levels\n\n' +
          ' - high traded node rows : high trading activity/money flow price levels - usually represents consolidation levels (value areas)\n' +
          ' - average traded node rows : average trading activity/money flow price levels\n' +
          ' - low traded node rows : low trading activity/money flow price levels - usually represents supply & demand levels or liquidity levels\n\n' +
          'row lengths, indicates the amount of the traded activity/money flow at specific price levels' 
vpSH   = input.bool(true, 'Volume/Money Flow Profile', group = vpGR, tooltip = vpTP, display = disp)

vpHVC  = input.color(color.new(#ffeb3b, 50), '  High Traded Nodes', inline = 'VP1', group = vpGR)
vpHVT  = input.int(53, 'Threshold %' , minval = 50, maxval = 99 , step = 1,inline = 'VP1', group = vpGR, tooltip = 'option range [50-99]', display = disp) / 100
vpAVC  = input.color(color.new(#2962ff, 50), '  Average Traded Nodes', group = vpGR)
vpLVC  = input.color(color.new(#f23645, 50), '  Low Traded Nodes', inline = 'VP2', group = vpGR)
vpLVT  = input.int(37, 'Threshold %' , minval = 10, maxval = 40 , step = 1,inline = 'VP2', group = vpGR, tooltip = 'option range [10-40]', display = disp) / 100

spTP   = 'displays the sentiment, the dominat party over a specified time period at the specific price levels\n\n' +
          ' - bullish node rows : buying trading activity/money flow is higher\n'  +
          ' - barish node rows : selling trading activity/money flow is higher\n\n' +
          'row lengths, indicates the strength of the buyers/sellers at the specific price levels' 
spSH   = input.bool(true, 'Sentiment Profile', group = vpGR, tooltip = spTP)

spPTT  = 'conditions used to calculate the up/down volume/money flow\n\n' +
         '* bar polarity\n   up => if close > open\n   down => if close <= open\n\n' +
         '* bar buying/selling pressure\n   up => if (close - low) > (high - close)\n   down => if (close - low) <= (high - close)'
spPT1  = 'Bar Polarity'
spPT2  = 'Bar Buying/Selling Pressure'
spPTY  = input.string(spPT1, '  Sentiment Polarity Method', options = [spPT1, spPT2], group = vpGR, tooltip = spPTT, display = disp)

spBLC  = input.color(color.new(#26a69a, 50), '  Bullish Nodes', inline = 'SP', group = vpGR)
spBRC  = input.color(color.new(#ef5350, 50), 'Bearish Nodes', inline = 'SP', group = vpGR)

hmSH   = input.bool(false, 'Profile Heatmap', group = vpGR, tooltip = 'tip : higher number of rows results with a better visuals')
hmSO1  = 'Volume/Money Flow Profile'
hmSRC  = input.string(hmSO1, '  Heatmap Source', options = [hmSO1, 'Sentiment Profile'], group = vpGR, display = disp)
hmTR   = input.int(73, '  Heatmap Transparency' , minval = 0, maxval = 100 , group = vpGR, display = disp)

sdGR   = 'Buyside & Sellside Liquidity Zones'
sdTP   = 'Typically refer to the resting orders in the market, such as limit orders, stop loss orders, and stop limit orders, which can be absorbed or targeted by banks or financial institutions. Those levels are also reffered as supply & demand levels in the market'
sdSH   = input.bool(false, 'Buyside & Sellside Liquidity Zones', group = sdGR, tooltip = sdTP)
sdTH   = input.int(13, '  Threshold %' , minval = 0, maxval = 31, group = sdGR, tooltip = 'possible threshold values [0-31]\n\nhigher values return wider areas', display = disp) / 100
sdCR   = input.color(color.new(#0094FF, 81), '  Buyside Liquidity Nodes', inline='low2', group = sdGR)
sdCS   = input.color(color.new(#ec1313, 81), 'Sellside Liquidity Nodes', inline='low2', group = sdGR)

othGR  = 'Other Presentation Settings'

pcTP   = 'displays the price level of the highest traded activity/money flow or the changes of the price levels with the highest traded activity/money flow'
rpPC   = input.string('Last(Zone)', '  Level of Significance', options = ['Developing', 'Last(Line)', 'Last(Zone)', 'None'], inline='PoC', group = othGR, tooltip = pcTP, display = disp)

vaSH   = input.bool(false, 'Consolidation Zones', group = othGR, display = disp)
vaTH   = input.int(25, '  Consolidation Threshold %' , minval = 0, maxval = 100, inline = 'va', group = othGR, display = disp) / 100
vaC    = input.color(color.new(#2962ff, 73), '', inline = 'va', group = othGR)

spTT   = 'displays the price zone of the highest bullish or bearish sentiment zone'
spPC   = input.bool(false, 'Highest Sentiment Zone', inline = 'spP', group = othGR, tooltip = spTT)

rpPL   = input.bool(false, 'Profile Price Levels', inline = 'BBe', group = othGR)
rpPLC  = input.color(color.new(#00bcd4, 0), '', inline = 'BBe', group = othGR)
rpLS   = input.string('Small', "", options=['Tiny', 'Small', 'Normal'], inline = 'BBe', group = othGR, display = disp)

rpBG   = input.bool(false, 'Profile Range Background Fill', inline = 'BG', group = othGR)
rpBGC  = input.color(color.new(#00bcd4, 95), '', inline = 'BG', group = othGR)

otGR   = 'Other Profile Settings'

rpNR   = input.int(25, '  Number of Rows' , minval = 10, maxval = 100 ,step = 5, group = otGR, tooltip = 'option range [10-100]', display = disp)
rpW    = input.int(13, '  Profile Width %', minval = 10, maxval = 50, group = otGR, tooltip = 'option range [10-50]', display = disp) / 100
vpLS   = input.string('Auto', "  Profile Text Size", options=['Auto', 'Tiny', 'Small'], group = otGR, display = disp)
vpHO   = input.int(13, '  Profile Horizontal Offset', group = otGR, tooltip = 'option allows negative numbers as well, in case of a use the profiles will overlap with the price chart', display = disp)

type bar
    float o = open
    float h = high
    float l = low
    float c = close
    float v = volume
    int   i = bar_index

type pivotPoint
    int    x  = 0
    float  h  = na
    float  h1 = na
    float  l  = na
    float  l1 = na

bar b = bar.new()

var pivotPoint pp = pivotPoint.new()

rpVST = array.new_float(rpNR, 0.)
rpVSB = array.new_float(rpNR, 0.)
rpVSD = array.new_float(rpNR, 0.)

var dRP = array.new_box()
var pocPoints = array.new<chart.point>()  
var polyline pocPolyline = na
var polyline spPolyline = na

var color llC = na
var color lsC = na

var int   x2   = 0
var int   pp_x = 0
var float pp_y = na
var bool  pivotFound = false

f_drawLabelX(_x, _y, _text, _style, _textcolor, _size, _tooltip) =>
    var lb = label.new(_x, _y, _text, xloc.bar_index, yloc.price, color(na), _style, _textcolor, _size, text.align_left, _tooltip)
    lb.set_xy(_x, _y)
    lb.set_text(_text)
    lb.set_tooltip(_tooltip)
    lb.set_textcolor(_textcolor)

f_drawLabelX2(_x, _y, _text, _style, _textcolor, _size, _textalign, _tooltip) =>
    var lb = label.new(_x, _y, _text, xloc.bar_index, yloc.price, color(na), _style, _textcolor, _size, _textalign, _tooltip)
    lb.set_xy(_x, _y)
    lb.set_text(_text)
    lb.set_tooltip(_tooltip)
    lb.set_textcolor(_textcolor)

f_gTS(_t) =>
    switch _t
        'Tiny'   => size.tiny
        'Small'  => size.small 
        'Normal' => size.normal
        'Auto'   => size.auto

bull = spPTY == spPT1 ? b.c > b.o : (b.c - b.l) > (b.h - b.c)
nzV  = nz(b.v)
rpS  = f_gTS(rpLS)
vpS  = f_gTS(vpLS)

tfOT = tfIN == 'Session' or tfIN == 'Day' ? 'D' : tfIN == 'Week' ? 'W' : tfIN == 'Month' ? 'M' : tfIN == 'Quarter' ? '3M' : tfIN == 'Year' ? '12M' : timeframe.isintraday and timeframe.multiplier < 240 ? 'D' : timeframe.multiplier == 240 ? 'W' : timeframe.isdaily ? 'M' : timeframe.isweekly ? '3M' : '12M'

pp_h = ta.pivothigh(ppLen, ppLen)
pp_l = ta.pivotlow (ppLen, ppLen)

if not na(pp_h) and tfIN == 'Swing High'
    pp.h1 := pp.h
    pp.h  := pp_h
    pp_y  := pp_h
    pp_x  := b.i - ppLen
    pp.x  := b.i - ppLen
    pivotFound := true

if not na(pp_l) and tfIN == 'Swing Low'
    pp.l1 := pp.l
    pp.l  := pp_l
    pp_y  := pp_l
    pp_x  := b.i - ppLen
    pp.x  := b.i - ppLen
    pivotFound := true

if tfIN == 'Day'
    if dayofweek != dayofweek[1]
        x2 := b.i
else if tfIN == 'Session' or tfIN == 'Auto'
    if ta.change(time('D'))
        x2 := b.i
else if tfIN == 'Week'
    if ta.change(time('W'))
        x2 := b.i
else if tfIN == 'Month'
    if ta.change(time('M'))
        x2 := b.i
else if tfIN == 'Quarter'
    if ta.change(time('3M'))
        x2 := b.i
else if tfIN == 'Year'
    if ta.change(time('12M'))
        x2 := b.i

calcLookback() =>
    int result = drpLN
    if tfIN == 'Fixed Range'
        result := drpLN
    else if tfIN 

Показано первые 50% кода (символов: 15065)