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// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
// © FX Eagles Global
// Display licensing info
var string license_info = "Licensed to: " + "fxeaglesglobal" + " | Key: " + "FXE-4G2K-PQL9-ZXY7"
//@version=5
indicator("FXE Volumetric Orders & Price Heatmaps ", "FXE - VOP Heatmaps", true, max_bars_back = 5000, max_boxes_count = 500, max_lines_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
// Settings
//---------------------------------------------------------------------------------------------------------------------{
disp = display.all - display.status_line
rpGR = 'Profile Generic Settings'
rpLN = input.int(200, ' Lookback Length / Fixed Range', minval = 10, maxval = 1500, step = 10 , group = rpGR, display = disp)
rpLN := last_bar_index > rpLN ? rpLN - 1 : last_bar_index
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)
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)
//---------------------------------------------------------------------------------------------------------------------}
// User Defined Types
//---------------------------------------------------------------------------------------------------------------------{
// @type bar properties with their values
//
// @field o (float) open price of the bar
// @field h (float) high price of the bar
// @field l (float) low price of the bar
// @field c (float) close price of the bar
// @field v (float) volume of the bar
// @field i (int) index of the bar
type bar
float o = open
float h = high
float l = low
float c = close
float v = volume
int i = bar_index
//---------------------------------------------------------------------------------------------------------------------}
// Variables
//---------------------------------------------------------------------------------------------------------------------{
bar b = bar.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
//---------------------------------------------------------------------------------------------------------------------}
// Functions/Methods
//---------------------------------------------------------------------------------------------------------------------{
// @function creates new label object and updates existing label objects
//
// @param details in Pine Script™ language reference manual
//
// @returns none, updated visual objects (labels)
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)
// @function This function converts string to enumerated size
//
// @param _t [string] custom string
//
// @returns [string] enumerated size
f_gTS(_t) =>
switch _t
'Tiny' => size.tiny
'Small' => size.small
'Normal' => size.normal
'Auto' => size.auto
//---------------------------------------------------------------------------------------------------------------------}
// Calculations
//---------------------------------------------------------------------------------------------------------------------{
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)
var float pLST = na
var float pHST = na
if b.i == last_bar_index - rpLN
pLST := b.l
pHST := b.h
else if b.i > last_bar_index - rpLN
pLST := math.min(b.l, pLST)
pHST := math.max(b.h, pHST)
pSTP = (pHST - pLST) / rpNR
if barstate.islast and not na(nzV) and not timeframe.isseconds and rpLN > 0 and pSTP > 0 and nzV > 0
if dRP.size() > 0
for i = 0 to dRP.size() - 1
box.delete(dRP.shift())
if pocPoints.size() > 0
pocPoints.clear()
a_allPolylines = polyline.all
if array.size(a_allPolylines) > 0
for i = 0 to array.size(a_allPolylines) - 1
polyline.delete(a_allPolylines.get(i))
for bI = rpLN to 0
l = 0
for pLL = pLST to pHST - pSTP by pSTP
if b.h[bI] >= pLL and b.l[bI] < pLL + pSTP
vPOR = if b.l[bI] >= pLL and b.h[bI] > pLL + pSTP
(pLL + pSTP - b.l[bI]) / (b.h[bI] - b.l[bI])
else if b.h[bI] <= pLL + pSTP and b.l[bI] < pLL
(b.h[bI] - pLL) / (b.h[bI] - b.l[bI])
else if (b.l[bI] >= pLL and b.h[bI] <= pLL + pSTP)
1
else
pSTP / (b.h[bI] - b.l[bI])
if vpSRC == 'Money Flow'
rpVST.set(l, rpVST.get(l) + nzV[bI] * vPOR * (pLST + (l + .5) * pSTP) )
else
rpVST.set(l, rpVST.get(l) + nzV[bI] * vPOR )
if bull[bI] and spSH
if vpSRC == 'Money Flow'
rpVSB.set(l, rpVSB.get(l) + nzV[bI] * vPOR * (pLST + (l + .5) * pSTP))
else
rpVSB.set(l, rpVSB.get(l) + nzV[bI] * vPOR )
l += 1
if rpPC == 'Developing'
if bI == rpLN
pocPoints.push(chart.point.from_index(b.i[bI], pLST + (rpVST.indexof(rpVST.max()) + .5) * pSTP))
else
pocPoints.push(chart.point.from_index(b.i[bI], pLST + (rpVST.indexof(rpVST.max()) + .5) * pSTP))
if rpPC == 'Developing'
pocPolyline := polyline.new(pocPoints, false, false, xloc.bar_index, vpHVC, color(na), line.style_solid, 2)
if rpPC == 'Last(Zone)' or rpPC == 'Last(Line)'
pocPoints.push(chart.point.from_index(b.i[rpLN], pLST + (rpVST.indexof(rpVST.max()) + .5) * pSTP))
pocPoints.push(chart.point.from_index(b.i, pLST + (rpVST.indexof(rpVST.max()) + .5) * pSTP))
pocPolyline := polyline.new(pocPoints, false, false, xloc.bar_index, vpHVC, color(na), rpPC == 'Last(Line)' ? line.style_solid : line.style_dotted, rpPC == 'Last(Line)' ? 2 : 1)
for l = 0 to rpNR - 1
bbp = 2 * rpVSB.get(l) - rpVST.get(l)
rpVSD.set(l, rpVSD.get(l) + bbp * (bbp > 0 ? 1 : -1) )
if vpSH or spSH
sBI = b.i + (spSH ? rpLN * rpW : 7) + int(rpLN * rpW / 3)
dRP.push(box.new(sBI - 1 + vpHO, pLST + (l + .1) * pSTP, sBI - int(rpLN * rpW / 3) + 1 + vpHO, pLST + (l + .9) * pSTP, #2962ff80, bgcolor = #2962ff10,
text = str.tostring(pLST + (l + .5) * pSTP, format.mintick), text_color = chart.fg_color, text_size = vpS ))
if rpBG
dRP.push(box.new(b.i - rpLN, pLST, b.i, pHST, rpBGC, bgcolor = rpBGC ))
if rpPL
f_drawLabelX(b.i, pHST, str.tostring(pHST, format.mintick), label.style_label_down, rpPLC, rpS,
'Profile High - ' + str.tostring(pHST, format.mintick) + '\n %' + str.tostring((pHST - pLST) / pLST * 100, '#.##') + ' higher than the Profile Low\n\n' +
'Total ' + (vpSRC == 'Volume' ? 'Volume : ' : 'Money Flow (' + syminfo.currency + ') : ') + str.tostring(rpVST.sum(), format.volume) +
'\nNumber of bars : ' + str.tostring(rpLN + 1))
f_drawLabelX(b.i, pLST, str.tostring(pLST, format.mintick), label.style_label_up , rpPLC, rpS,
'Profile Low - ' + str.tostring(pLST, format.mintick) + '\n %' + str.tostring((pHST - pLST) / pHST * 100, '#.##') + ' lower than the Profile High\n\n' +
'Total ' + (vpSRC == 'Volume' ? 'Volume : ' : 'Money Flow (' + syminfo.currency + ') : ') + str.tostring(rpVST.sum(), format.volume) +
'\nNumber of bars : ' + str.tostring(rpLN + 1))
for l = 0 to rpNR - 1
if dRP.size() < 500
vtLV = rpVST.get(l)
vtMX = rpVST.max()
LpM = vtLV / vtMX
vdMX = rpVSD.max()
DpM = rpVSD.get(l) / vdMX
llC := LpM > vpHVT ? color.from_gradient(LpM, vpHVT, 1, vpAVC, vpHVC) : color.from_gradient(LpM, 0, vpLVT, vpLVC, vpAVC)
bbp = 2 * rpVSB.get(l) - vtLV
lsC := bbp > 0 ? color.from_gradient(DpM, 0, .7, color.new(spBLC, 70 + int(hmTR / 4)), color.new(spBLC, 30 + int(hmTR / 4))) :
color.from_gradient(DpM, 0, .7, color.new(spBRC, 70 + int(hmTR / 4)), color.new(spBRC, 30 + int(hmTR / 4)))
if rpPC == 'Last(Zone)' and LpM == 1
dRP.push(box.new(b.i[rpLN], pLST + (rpVST.indexof(vtMX) + .0) * pSTP, b.i, pLST + (rpVST.indexof(vtMX) + 1.) * pSTP, vpHVC, bgcolor = color.new(vpHVC, 73) ))
if vaSH and LpM > vaTH and LpM < 1
dRP.push(box.new(b.i[rpLN], pLST + (l + .0) * pSTP, b.i, pLST + (l + 1.) * pSTP, color(na), bgcolor = vaC ))
if vaSH and rpPC != 'Last(Zone)' and LpM == 1
dRP.push(box.new(b.i[rpLN], pLST + (l + .0) * pSTP, b.i, pLST + (l + 1.) * pSTP, color(na), bgcolor = vaC ))
if spPC and DpM == 1
spPolyline := polyline.new(array.from(chart.point.from_index(b.i[rpLN], pLST + (rpVSD.indexof(vdMX) + .5) * pSTP), chart.point.from_index(b.i, pLST + (rpVSD.indexof(vdMX) + .5) * pSTP)), false, false, xloc.bar_index, lsC, color(na), line.style_dotted, 1)
dRP.push(box.new(b.i[rpLN], pLST + (rpVSD.indexof(vdMX) + .0) * pSTP, b.i, pLST + (rpVSD.indexof(vdMX) + 1.) * pSTP, lsC, bgcolor = color.new(lsC, 73) ))
if vpSH
sBI = b.i + (spSH ? rpLN * rpW : 7) + int(rpLN * rpW / 3)
eBI = sBI + int(LpM * rpLN * rpW)
dRP.push(box.new(sBI + vpHO, pLST + (l + .1) * pSTP, eBI + vpHO, pLST + (l + .9) * pSTP, llC, bgcolor = llC,
text = str.tostring(vpSRC == 'Money Flow' ? array.get(rpVST, l) : array.get(rpVST, l) * (pLST + (l + .5) * pSTP), format.volume) + ' ' +
syminfo.currency + ' (' + str.tostring(math.abs(vtLV / rpVST.sum() * 100), '#.##') + '%)',
text_halign = text.align_left, text_color = chart.fg_color, text_size = vpS ))
if spSH
sBI = b.i + rpLN * rpW
eBI = sBI - int(DpM * rpLN * rpW)
dRP.push(box.new(sBI + vpHO, pLST + (l + .1) * pSTP, eBI + vpHO, pLST + (l + .9) * pSTP, lsC, bgcolor = lsC,
text = str.tostring(bbp, format.volume ) + (vpSRC == 'Money Flow' ? ' ' + syminfo.currency : '') +
' (' + str.tostring(math.abs(bbp / vtLV * 100), '#.##') + '%)',
text_halign = text.align_right, text_color = chart.fg_color, text_size = vpS ))
if hmSH
dRP.push(box.new(b.i[rpLN], pLST + (l + .0) * pSTP, b.i, pLST + (l + 1.) * pSTP, hmSRC == hmSO1 ? color.new(llC, hmTR) : lsC, bgcolor = hmSRC == hmSO1 ? color.new(llC, hmTR) : lsC))
//---------------------------------------------------------------------------------------------------------------------}Editor is loading...
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