안녕하세요 예스스탁입니다. 올리신 내용은 변환해 드릴 수 없습니다. 작성해 보는데 시간이 많이 걸리게 됩니다. 업무상 일정시간 이상 요구되는 내용인 작성해 드리기 어렵습니다. 도움을 드리지 못해 죄송합니다. 즐거운 하루되세요 > 파생돌이 님이 쓴 글입니다. > 제목 : 부탁드립니다 > 수고하십니다 아래수식을 예스로 부탁드립니다 / This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/ // &#169; LuxAlgo //@version=5 indicator("Pure Price Action ICT Tools [LuxAlgo]", 'LuxAlgo - Pure Price Action ICT Tools', true, calc_bars_count = 2000, max_labels_count = 500, max_boxes_count = 500, max_lines_count = 500) //--------------------------------------------------------------------------------------------------------------------- // Settings //---------------------------------------------------------------------------------------------------------------------{ display = display.all - display.status_line msGroup = 'Market Structures' msShow = input.bool (true, 'Market Structures', group = msGroup) msTerm = input.string('Intermediate Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = msGroup) msTextT = input.string('Enabled', '&#8195;&#8195;Market Structure Labels', options = ['Enabled', 'Disabled'], group = msGroup, display = display), msText = msTextT == 'Enabled' msLineStyle = input.string('Solid', '&#8195;&#8195;Line Style', options = ['Solid', 'Dashed', 'Dotted'], group = msGroup, display = display) msBullColor = input.color(#089981, '&#8195;&#8195;Line Colors, Bullish', group = msGroup, inline = 'MS') msBearColor = input.color(#f23645, 'Bearish', group = msGroup, inline = 'MS') obbGroup = 'Order & Breaker Blocks' obbShow = input.bool (true, 'Order & Breaker Blocks', group = obbGroup) obbTerm = input.string('Long Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = obbGroup, display = display) obbBullLast = input.int(3, '&#8195;&#8195;Last Bullish Blocks', minval = 0, group = obbGroup, display = display) obbBearLast = input.int(3, '&#8195;&#8195;Last Bearish Blocks', minval = 0, group = obbGroup, display = display) obbUseBodyT = input.string('Enabled', '&#8195;&#8195;Use Candle Body', options = ['Enabled', 'Disabled'], group = obbGroup, display = display), obbUseBody = obbUseBodyT == 'Enabled' obbBullColor = input(color.new(#089981, 73), '&#8195;&#8195;Bullish OB&#160;' , inline = 'bullC', group = obbGroup) obbBullBreakColor = input(color.new(#f23645, 41), 'Bullish Break&#160;', inline = 'bullC', group = obbGroup) obbBearColor = input(color.new(#f23645, 73), '&#8195;&#8195;Bearish OB' , inline = 'bearC', group = obbGroup) obbBearBreakColor = input(color.new(#089981, 41), 'Bearish Break', inline = 'bearC', group = obbGroup) liqGroup = 'Buyside & Sellside Liquidity' liqBuySell = input.bool (true, 'Buyside & Sellside Liquidity', group = liqGroup) liqTerm = input.string('Intermediate Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = liqGroup) liqMar = 10 / input.float (6.9, '&#8195;&#8195;Margin', minval = 4, maxval = 9, step = 0.1, group = liqGroup, display = display) cLIQ_B = input.color (#089981, '&#8195;&#8195;Line Colors, Buyside', inline = 'LIQ', group = liqGroup) cLIQ_S = input.color (#f23645, 'Sellside', inline = 'LIQ', group = liqGroup) visLiq = input.int (3, '&#8195;&#8195;Visible Levels', minval = 1, maxval = 50, group = liqGroup, display = display) liqGrp = 'Liquidity Voids' lqVoid = input.bool (true, 'Liquidity Voids', group = liqGrp) lqThresh = input.float(.75, '&#8195;&#8195;Threshold Multiplier', minval = .05, step = .05, group = liqGrp, display = display) lqMode = input.string('Present', '&#8195;&#8195;Mode', options =['Present', 'Historical'], inline = 'MD', group = liqGrp, display = display) lqPeriod = input.int(360, '&#8195;', inline = 'MD', group = liqGrp, display = display) cLQV_B = input.color (#B2B5BE41, '&#8195;&#8195;Bullish Zones', inline = 'void', group = liqGrp) cLQV_S = input.color (#5D606B41, '&#8195;Bearish Zones', inline = 'void', group = liqGrp) lqTextT = input.string('Disabled', '&#8195;&#8195;Liquidity Void Labels', options = ['Enabled', 'Disabled'], group = liqGrp, display = display), lqText = lqTextT == 'Enabled' swGroup = 'Swing Highs/Lows' swShow = input.bool (true, 'Swing Highs/Lows', group = swGroup) swTerm = input.string('Long Term', '&#8195;&#8195;Detection', options = ['Short Term', 'Intermediate Term', 'Long Term'], group = swGroup) swSwingsSZ = input.string('Tiny', '&#8195;&#8195;Label Size', options = ['Tiny', 'Small', 'Normal'], group = swGroup, display = display) swBullColor = input.color(#089981, '&#8195;&#8195;Label Colors, Bullish', group = swGroup, inline = 'MS') swBearColor = input.color(#f23645, 'Bearish', group = swGroup, inline = 'MS') //---------------------------------------------------------------------------------------------------------------------} // User Defined Types //---------------------------------------------------------------------------------------------------------------------{ type BAR float open = open float high = high float low = low float close = close int index = bar_index type ICTMS float lastPrice float midPrice float prevPrice int lastIndex int midIndex int prevIndex label lastLabel label midLabel label prevLabel bool isCrossed bool isConfirmed int marketStructure line msLine box msLabel box swpBox type MS int type = 0 type ZZ int [] d int [] x float [] y type liq box bx box bxz box bxt bool brZ bool brL line ln line lne type ob float top = na float btm = na int loc = bar_indexa bool breaker = false int break_loc = na type SWING float y = na int x = na bool crossed = false type vector array<SWING> v type htfBar float price = na int index = na //---------------------------------------------------------------------------------------------------------------------} // Generic Variables //---------------------------------------------------------------------------------------------------------------------{ BAR bar = BAR.new() var bxOBB = array.new_box() var lnOBB = array.new_line() //---------------------------------------------------------------------------------------------------------------------} // Functions / Methods //---------------------------------------------------------------------------------------------------------------------{ textSize(sizeInText) => switch sizeInText 'Tiny' => size.tiny 'Small' => size.small 'Normal' => size.normal => size.large lineStyle(styleInText) => switch styleInText 'Solid' => line.style_solid 'Dotted' => line.style_dotted 'Dashed' => line.style_dashed timeframe(userTimeframe) => float chartTFinM = timeframe.in_seconds() / 60 switch userTimeframe == "Auto" and chartTFinM <= 60 => 'D' userTimeframe == "Auto" and chartTFinM <= 1440 => 'W' userTimeframe == "5 Minutes" and chartTFinM <= 5 => '5' userTimeframe == "15 Minutes" and chartTFinM <= 15 => '15' userTimeframe == "1 Hour" and chartTFinM <= 60 => '60' userTimeframe == "4 Hours" and chartTFinM <= 240 => '240' userTimeframe == "1 Day" and timeframe.isintraday => 'D' (userTimeframe == "Auto" or userTimeframe == "1 Week") and (timeframe.isdaily or timeframe.isintraday) => 'W' (userTimeframe == "Auto" or userTimeframe == "1 Month") and (timeframe.isweekly or timeframe.isdaily or timeframe.isintraday) => 'M' => timeframe.period queryPatterns(lastPrice, midPrice, prevPrice, isSwingHigh) => if isSwingHigh prevPrice < midPrice and midPrice >= lastPrice else prevPrice > midPrice and midPrice <= lastPrice method queryPatterns(ICTMS this, isSwingHigh) => if isSwingHigh this.prevPrice < this.midPrice and this.midPrice >= this.lastPrice else this.prevPrice > this.midPrice and this.midPrice <= this.lastPrice method UP DATRPattern(ICTMS this, price, index) => this.isCrossed := false this.prevPrice := this.midPrice, this.midPrice := this.lastPrice, this.lastPrice := price this.prevIndex := this.midIndex, this.midIndex := this.lastIndex, this.lastIndex := index this.prevLabel := this.midLabel, this.midLabel := this.lastLabel method setType(MS this, value) => this.type := value method renderStructures(ICTMS this, isBullish, marketStructure, color, style, labelEnabled) => condition = isBullish ? bar.close > this.lastPrice : bar.close < this.lastPrice if condition and not this.isCrossed this.isCrossed := true this.isConfirmed := false this.msLine := line.new(this.lastIndex, this.lastPrice, bar.index, this.lastPrice, color = color, style = lineStyle(style)) this.swpBox := box.new(bar.index, this.lastPrice, bar.index, this.lastPrice, color.new(color, 73), bgcolor = color.new(color, 73)) if labelEnabled this.msLabel := box.new(this.lastIndex, this.lastPrice, bar.index, this.lastPrice, color(na), bgcolor = color(na), text = marketStructure.type == (isBullish ? -1 : 1) ? 'MSS' : 'BOS', text_size = size.tiny, text_halign = text.align_left, text_valign = isBullish ? text.align_bottom : text.align_top, text_color = color.new(color, 17)) marketStructure.setType(isBullish ? 1 : -1) method in_out(ZZ aZZ, int _d, int _x, float _y) => aZZ.d.unshift(_d), aZZ.x.unshift(_x), aZZ.y.unshift(_y), aZZ.d.pop(), aZZ.x.pop(), aZZ.y.pop() method detectSwings(array<vector> id, mode, depth)=> var SWING swingLevel = SWING.new(na, na) for i = 0 to depth - 1 get_v = id.get(i).v if get_v.size() == 3 pivot = switch mode 'bull' => math.max(get_v.get(0).y, get_v.get(1).y, get_v.get(2).y) 'bear' => math.min(get_v.get(0).y, get_v.get(1).y, get_v.get(2).y) if pivot == get_v.get(1).y if i < depth - 1 id.get(i+1).v.unshift(get_v.get(1)) if id.get(i+1).v.size() > 3 id.get(i+1).v.pop() else swingLevel := SWING.new(get_v.get(1).y, get_v.get(1).x) get_v.pop() get_v.pop() swingLevel method renderBlocks(ob id, color, breakColor)=> avg = math.avg(id.top, id.btm) if id.breaker bxOBB.push(box.new(id.loc, id.top, id.break_loc, id.btm, color, bgcolor = color, xloc = xloc.bar_time)) lnOBB.push(line.new(id.break_loc, id.top, timenow, id.top, xloc.bar_time, extend.none, breakColor)) lnOBB.push(line.new(id.break_loc, id.btm, timenow, id.btm, xloc.bar_time, extend.none, breakColor)) lnOBB.push(line.new(id.loc, avg, timenow, avg, xloc.bar_time, extend.none, breakColor, style = line.style_dotted)) if not id.breaker bxOBB.push(box.new(id.loc, id.top, timenow, id.btm, na, bgcolor = color, extend = extend.none, xloc = xloc.bar_time)) lnOBB.push(line.new(id.loc, id.top, timenow, id.top, xloc.bar_time, extend.none, color)) lnOBB.push(line.new(id.loc, id.btm, timenow, id.btm, xloc.bar_time, extend.none, color)) lnOBB.push(line.new(id.loc, avg, timenow, avg, xloc.bar_time, extend.none, breakColor, style = line.style_dotted)) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Swings //---------------------------------------------------------------------------------------------------------------------{ var ICTMS stLow = ICTMS.new() var ICTMS stHigh = ICTMS.new() var MS stMS = MS.new() if queryPatterns(bar.low, bar.low[1], bar.low[2], false) stLow.UP DATRPattern(bar.low[1], bar.index[1]) stLow.lastLabel := label.new(stLow.lastIndex, stLow.lastPrice, '&#10625;', color = color(na), textcolor = swShow and swTerm == 'Short Term' ? swBearColor : color(na), style = label.style_label_up, size = textSize(swSwingsSZ), tooltip = str.tostring(stLow.lastPrice, format.mintick)) if queryPatterns(bar.high, bar.high[1], bar.high[2], true) stHigh.UP DATRPattern(bar.high[1], bar.index[1]) stHigh.lastLabel := label.new(bar.index[1], bar.high[1], '&#10625;', color = color(na), textcolor = swShow and swTerm == 'Short Term' ? swBullColor : color(na), style = label.style_label_down, size = textSize(swSwingsSZ), tooltip = str.tostring(bar.high[1], format.mintick)) var ICTMS itLow = ICTMS.new() var ICTMS itHigh = ICTMS.new() var MS itMS = MS.new() cITL = stLow.queryPatterns(false) if cITL and cITL != cITL[1] itLow.UP DATRPattern(stLow.midPrice, stLow.midIndex) itLow.lastLabel := stLow.midLabel if swShow and swTerm == 'Intermediate Term' stLow.midLabel.set_size(textSize(swSwingsSZ)) stLow.midLabel.set_textcolor(swBearColor) cITH = stHigh.queryPatterns(true) if cITH and cITH != cITH[1] itHigh.UP DATRPattern(stHigh.midPrice, stHigh.midIndex) itHigh.lastLabel := stHigh.midLabel if swShow and swTerm == 'Intermediate Term' stHigh.midLabel.set_size(textSize(swSwingsSZ)) stHigh.midLabel.set_textcolor(swBullColor) var ICTMS ltLow = ICTMS.new() var ICTMS ltHigh = ICTMS.new() var MS ltMS = MS.new() cLTL = itLow.queryPatterns(false) if cLTL and cLTL != cLTL[1] ltLow.isCrossed := false ltLow.lastPrice := itLow.midPrice ltLow.lastIndex := itLow.midIndex if swShow and swTerm == 'Long Term' itLow.midLabel.set_size(textSize(swSwingsSZ)) itLow.midLabel.set_textcolor(swBearColor) cLTH = itHigh.queryPatterns(true) if cLTH and cLTH != cLTH[1] ltHigh.isCrossed := false ltHigh.lastPrice := itHigh.midPrice ltHigh.lastIndex := itHigh.midIndex if swShow and swTerm == 'Long Term' itHigh.midLabel.set_size(textSize(swSwingsSZ)) itHigh.midLabel.set_textcolor(swBullColor) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Market Structures //---------------------------------------------------------------------------------------------------------------------{ if msShow if msTerm == 'Short Term' stLow.renderStructures(false, stMS, msBearColor, msLineStyle, msText) stHigh.renderStructures(true, stMS, msBullColor, msLineStyle, msText) if msTerm == 'Intermediate Term' itLow.renderStructures(false, itMS, msBearColor, msLineStyle, msText) itHigh.renderStructures(true, itMS, msBullColor, msLineStyle, msText) if msTerm == 'Long Term' ltLow.renderStructures(false, ltMS, msBearColor, msLineStyle, msText) ltHigh.renderStructures(true, ltMS, msBullColor, msLineStyle, msText) //---------------------------------------------------------------------------------------------------------------------} // Calculations - Buyside & Sellside Liquidity //---------------------------------------------------------------------------------------------------------------------{ maxSize = 50 atr = ta.atr(10) var ZZ aZZ = ZZ.new( array.new <int> (maxSize, 0), array.new <int> (maxSize, 0), array.new <float>(maxSize, na) ) var liq[] b_liq_B = array.new<liq> (1, liq.new(box(na), box(na), box(na), false, false, line(na), line(na))) var liq[] b_liq_S = array.new<liq> (1, liq.new(box(na), box(na), box(na), false, false, line(na), line(na))) var b_liq_V = array.new_box() var int dir = na, var int x1 = na, var float y1 = na, var int x2 = na, var float y2 = na [topLQ, btmLQ] = switch liqTerm 'Short Term' => [SWING.new(stHigh.lastPrice, stHigh.lastIndex), SWING.new(stLow.lastPrice, stLow.lastIndex)] 'Intermediate Term' => [SWING.new(itHigh.lastPrice, itHigh.lastIndex), SWING.new(itLow.lastPrice, itLow.lastIndex)] 'Long Term' => [SWING.new(ltHigh.lastPrice, ltHigh.lastIndex), SWING.new(ltLow.lastPrice, ltLow.lastIndex)] if not liqBuySell topLQ := SWING.new(0, 0) btmLQ := SWING.new(0, 0) swingHigh = topLQ.y swingLow = btmLQ.y x2 := bar.index - 1 if swingHigh > 0 and swingHigh != swingHigh[1] dir := aZZ.d.get(0) x1 := aZZ.x.get(0) x2 := topLQ.x y1 := aZZ.y.get(0) y2 := swingHigh//nz(bar.high[1]) if dir < 1 aZZ.in_out(1, x2, y2) else if dir == 1 and swingHigh > y1 aZZ.x.set(0, x2), aZZ.y.set(0, y2) if true count = 0 st_P = 0. st_B = 0 minP = 0. maxP = 10e6 for i = 0 to maxSize - 1 if aZZ.d.get(i) == 1 if aZZ.y.get(i) > swingHigh + (atr / liqMar) break else if aZZ.y.get(i) > swingHigh - (atr / liqMar) and aZZ.y.get(i) < swingHigh + (atr / liqMar) count += 1 st_B := aZZ.x.get(i) st_P := aZZ.y.get(i) if aZZ.y.get(i) > minP minP := aZZ.y.get(i) if aZZ.y.get(i) < maxP maxP := aZZ.y.get(i) if count > 2 getB = b_liq_B.get(0) if st_B == getB.bx.get_left() getB.bx.set_top(math.avg(minP, maxP) + (atr / liqMar)) getB.bx.set_rightbottom(bar.index + 10, math.avg(minP, maxP) - (atr / liqMar)) else b_liq_B.unshift( liq.new( box.new(st_B, math.avg(minP, maxP) + (atr / liqMar), bar.index + 10, math.avg(minP, maxP) - (atr / liqMar), bgcolor=color(na), border_color=color(na)), box.new(na, na, na, na, bgcolor = color(na), border_color = color(na)), box.new(st_B, st_P, bar.index + 10, st_P, text = 'Buyside liquidity', text_size = size.tiny, text_halign = text.align_left, text_valign = text.align_bottom, text_color = color.new(cLIQ_B, 25), bgcolor = color(na), border_color = color(na)), false, false, line.new(st_B , st_P, bar.index - 1, st_P, color = color.new(cLIQ_B, 0)), line.new(bar.index - 1, st_P, na , st_P, color = color.new(cLIQ_B, 0), style = line.style_dotted)) ) if b_liq_B.size() > visLiq getLast = b_liq_B.pop() getLast.bx.delete() getLast.bxz.delete() getLast.bxt.delete() getLast.ln.delete() getLast.lne.delete() if swingLow > 0 and swingLow != swingLow[1] dir := aZZ.d.get (0) x1 := aZZ.x.get (0) x2 := btmLQ.x y1 := aZZ.y.get (0) y2 := swingLow//nz(bar.low[1]) if dir > -1 aZZ.in_out(-1, x2, y2) else if dir == -1 and swingLow < y1 aZZ.x.set(0, x2), aZZ.y.set(0, y2) if true count = 0 st_P = 0. st_B = 0 minP = 0. maxP = 10e6 for i = 0 to maxSize - 1 if aZZ.d.get(i) == -1 if aZZ.y.get(i) < swingLow - (atr / liqMar) break else if aZZ.y.get(i) > swingLow - (atr / liqMar) and aZZ.y.get(i) < swingLow + (atr / liqMar) count += 1 st_B := aZZ.x.get(i) st_P := aZZ.y.get(i) if aZZ.y.get(i) > minP minP := aZZ.y.get(i) if aZZ.y.get(i) < maxP maxP := aZZ.y.get(i) if count > 2 getB = b_liq_S.get(0) if st_B == getB.bx.get_left() getB.bx.set_top(math.avg(minP, maxP) + (atr / liqMar)) getB.bx.set_rightbottom(bar.index + 10, math.avg(minP, maxP) - (atr / liqMar)) else b_liq_S.unshift( liq.new( box.new(st_B, math.avg(minP, maxP) + (atr / liqMar), bar.index + 10, math.avg(minP, maxP) - (atr / liqMar), bgcolor=color(na), border_color=color(na)), box.new(na, na, na, na, bgcolor=color(na), border_color=color(na)), box.new(st_B, st_P, bar.index + 10, st_P, text = 'Sellside liquidity', text_size = size.tiny, text_halign = text.align_left, text_valign = text.align_top, text_color = color.new(cLIQ_S, 25), bgcolor=color(na), border_color=color(na)), false, false, line.new(st_B , st_P, bar.index - 1, st_P, color = color.new(cLIQ_S, 0)), line.new(bar.index - 1, st_P, na , st_P, color = color.new(cLIQ_S, 0), style = line.style_dotted)) ) if b_liq_S.size() > visLiq getLast = b_liq_S.pop() getLast.bx.delete() getLast.bxz.delete() getLast.bxt.delete() getLast.ln.delete() getLast.lne.delete() for i = 0 to b_liq_B.size() - 1 x = b_liq_B.get(i) if not x.brL x.lne.set_x2(bar.index) if bar.high > x.bx.get_top() x.brL := true for i = 0 to b_liq_S.size() - 1 x = b_liq_S.get(i) if not x.brL x.lne.set_x2(bar.index) if bar.low < x.bx.get_bottom() x.brL := true //---------------------------------------------------------------------------------------------------------------------} // Calculations - Liquidity Voids //---------------------------------------------------------------------------------------------------------------------{ atr200 = ta.atr(200) * lqThresh dispPeriod = lqMode == 'Present' ? last_bar_index - bar_index <= lqPeriod : true if lqVoid and dispPeriod bull = bar.low - bar.high[2] > atr200 and bar.low > bar.high[2] and bar.close[1] > bar.high[2] bear = bar.low[2] - bar.high > atr200 and bar.high < bar.low[2] and bar.close[1] < bar.low[2] if bull l = 13 if bull[1] st = math.abs(bar.low - bar.low[1]) / l for i = 0 to l - 1 b_liq_V.push(box.new(bar.index - 2, bar.low[1] + i * st, bar.index, bar.low[1] + (i + 1) * st, border_color = na, bgcolor = cLQV_B )) else st = math.abs(bar.low - bar.high[2]) / l for i = 0 to l - 1 if lqText and i == 0 array.push(b_liq_V, box.new(bar.index - 2, bar.high[2] + i * st, bar.index, bar.high[2] + (i + 1) * st, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_bottom, text_color = na, border_color = na, bgcolor = cLQV_B )) else array.push(b_liq_V, box.new(bar.index - 2, bar.high[2] + i * st, bar.index, bar.high[2] + (i + 1) * st, border_color = na, bgcolor = cLQV_B )) if bear l = 13 if bear[1] st = math.abs(bar.high[1] - bar.high) / l for i = 0 to l - 1 array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, border_color = na, bgcolor = cLQV_S )) else st = math.abs(bar.low[2] - bar.high) / l for i = 0 to l - 1 if lqText and i == l - 1 array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, text = 'Liquidity Void ', text_size = size.tiny, text_halign = text.align_right, text_valign = text.align_top, text_color = na, border_color = na, bgcolor = cLQV_S )) else array.push(b_liq_V, box.new(bar.index - 2, bar.high + i * st, bar.index, bar.high + (i + 1) * st, border_color = na, bgcolor = cLQV_S )) if b_liq_V.size() > 0 qt = b_liq_V.size() for bn = qt - 1 to 0 if bn < b_liq_V.size() cb = b_liq_V.get(bn) ba = math.avg(cb.get_bottom(), cb.get_top()) if math.sign(bar.close[1] - ba) != math.sign(bar.close - ba) or math.sign(bar.close[1] - ba) != math.sign(bar.low - ba) or math.sign(bar.close[1] - ba) != math.sign(bar.high - ba) b_liq_V.remove(bn) else cb.set_right(bar.index + 1) if bar.index - cb.get_left() > 21 cb.set_text_color(color.new(chart.fg_color, 25)) //---------------------------------------------------------------------------------------------------------------------} // Order & Breaker Blocks //---------------------------------------------------------------------------------------------------------------------{ depth = switch obbTerm 'Short Term' => 1 'Intermediate Term' => 2 'Long Term' => 3 var fractalHigh = array.new<vector>(0) var fractalLow = array.new<vector>(0) if barstate.isfirst for i = 0 to depth - 1 fractalHigh.push(vector.new(array.new<SWING>(0))) fractalLow.push(vector.new(array.new<SWING>(0))) fractalHigh.get(0).v.unshift(SWING.new(bar.high, bar.index)) fractalLow.get(0).v.unshift(SWING.new(bar.low, bar.index)) if fractalHigh.get(0).v.size() > 3 fractalHigh.get(0).v.pop() if fractalLow.get(0).v.size() > 3 fractalLow.get(0).v.pop() top = fractalHigh.detectSwings('bull', depth) btm = fractalLow.detectSwings('bear', depth) if obbShow max = obbUseBody ? math.max(bar.close, bar.open) : bar.high min = obbUseBody ? math.min(bar.close, bar.open) : bar.low var bullish_ob = array.new<ob>(0) if bar.close > top.y and not top.crossed top.crossed := true minima = max[1] maxima = min[1] loc = time[1] for i = 1 to (bar.index - top.x) - 1 minima := math.min(min[i], minima) maxima := minima == min[i] ? max[i] : maxima loc := minima == min[i] ? time[i] : loc bullish_ob.unshift(ob.new(maxima, minima, loc)) if bullish_ob.size() > 100//obbBullLast bullish_ob.pop() if bullish_ob.size() > 0 for i = bullish_ob.size() - 1 to 0 element = bullish_ob.get(i) if not element.breaker if math.min(bar.close, bar.open) < element.btm element.breaker := true element.break_loc := time else if bar.close > element.top bullish_ob.remove(i) var bearish_ob = array.new<ob>(0) if bar.close < btm.y and not btm.crossed btm.crossed := true minima = min[1] maxima = max[1] loc = time[1] for i = 1 to (bar.index - btm.x) - 1 maxima := math.max(max[i], maxima) minima := maxima == max[i] ? min[i] : minima loc := maxima == max[i] ? time[i] : loc bearish_ob.unshift(ob.new(maxima, minima, loc)) if bearish_ob.size() > 100//obbBearLast bearish_ob.pop() if bearish_ob.size() > 0 for i = bearish_ob.size() - 1 to 0 element = bearish_ob.get(i) if not element.breaker if math.max(bar.close, bar.open) > element.top element.breaker := true element.break_loc := time else if bar.close < element.btm bearish_ob.remove(i) if bxOBB.size() > 0 for i = 0 to bxOBB.size() - 1 box.delete(bxOBB.shift()) if lnOBB.size() > 0 for i = 0 to lnOBB.size() - 1 line.delete(lnOBB.shift()) if barstate.islast if obbBullLast > 0 and bullish_ob.size() > 0 for i = 0 to math.min(obbBullLast - 1, bullish_ob.size() - 1) get_ob = bullish_ob.get(i) get_ob.renderBlocks(obbBullColor, obbBullBreakColor) if obbBearLast > 0 and bearish_ob.size() > 0 for i = 0 to math.min(obbBearLast - 1, bearish_ob.size() - 1) get_ob = bearish_ob.get(i) get_ob.renderBlocks(obbBearColor, obbBearBreakColor) //---------------------------------------------------------------------------------------------------------------------}