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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © rumpypumpydumpy
//@version=4
study("Intraday Volume Swings", overlay = true)
mark_swings = input(true, title = "Mark all volume swings?")
mark_new_day = input(true, title = "Mark first bar of a new day?")
mark_greater_swings = input(true, title = "Mark daily lower/higher swings?")
plot_current = input(false, title = "Display levels as they form?")
region_must_close = input(true, title = "Must close in region to trigger alert?")
// Necessary variables to construct conditions
// -----------------------------------------------------------------------------
new_day = change(time("D")) != 0
increasing_volume = volume > volume[1]
lower_low = low < low[1]
higher_high = high > high[1]
high_bar = increasing_volume and higher_high // Base conditions of increasing volume and a higher high / lower low
low_bar = increasing_volume and lower_low
swing_low = low_bar and low_bar[1] and low_bar[2] // Minimum Swing Conditions of three bars of increasing volume and higher high / lower low
swing_high = high_bar and high_bar[1] and high_bar[2]
confirmed_swing_low = not swing_low and swing_low[1] // Condition to indicate the end of a swing
confirmed_swing_high = not swing_high and swing_high[1]
hh3 = highest(high, 3)
ll3 = lowest(low, 3)
// -----------------------------------------------------------------------------
// Variables to track the top and bottom of the swing region for the duration of the swing
// -----------------------------------------------------------------------------
float swing_low_top = na
float swing_low_bottom = na
float swing_high_top = na
float swing_high_bottom = na
// -----------------------------------------------------------------------------
// Initial Swing conditions
// -----------------------------------------------------------------------------
if swing_low and not swing_low[1] // Indicates a new 3 bar swing low
swing_low_top := hh3 // Sets the top and bottom to the highest high / lowest low of the three bars
swing_low_bottom := ll3
else if swing_low and swing_low[1] // Indicates both the current bar and the previous bar are both volume swings. This condition will remain true until the swing is complete
swing_low_top := max(swing_low_top[1], high) // Modify the top and bottom swing levels if they are higher/lower on the new bar
swing_low_bottom := min(swing_low_bottom[1], low)
if swing_high and not swing_high[1]
swing_high_top := hh3
swing_high_bottom := ll3
else if swing_high and swing_high[1]
swing_high_top := max(swing_high_top[1], high)
swing_high_bottom := min(swing_high_bottom[1], low)
// -----------------------------------------------------------------------------
// Variables to determine the lowest swing low and highest swing high for the day
// -----------------------------------------------------------------------------
var float daily_swing_low_top = na
var float daily_swing_low_bottom = na
var float daily_swing_high_top = na
var float daily_swing_high_bottom = na
// -----------------------------------------------------------------------------
// Conditional statements to determine the lowest swing low for the day
// -----------------------------------------------------------------------------
// Daily Lowest Swing Low
// -----------------------------------------------------------------------------
if new_day and not swing_low and not confirmed_swing_low // If the first bar of the day is not part of an existing swing or the last bar of the previous day is not part of a completed swing then reset for the day
daily_swing_low_top := na
daily_swing_low_bottom := na
if new_day and swing_low // If the first bar is part of an unfinished swing, continue tracking levels established the previous day
daily_swing_low_top := swing_low_top
daily_swing_low_bottom := swing_low_bottom
if new_day and confirmed_swing_low // Returns true if the first bar of the day is not part of a volume swing, but the last bar of the previous day is. Rolls over the swing levels to the current day
daily_swing_low_top := swing_low_top[1]
daily_swing_low_bottom := swing_low_bottom[1]
if not new_day and confirmed_swing_low and na(daily_swing_low_bottom) // If it isn't the first bar of the day AND the current bar indicates a swing low is finished AND it is the FIRST swing low of the day. Store levels
daily_swing_low_top := swing_low_top[1]
daily_swing_low_bottom := swing_low_bottom[1]
if not new_day and confirmed_swing_low and not na(daily_swing_low_bottom) and swing_low_bottom[1] < daily_swing_low_bottom
daily_swing_low_top := swing_low_top[1] // If it isn't the first bar of the day AND the current bar indicates a swing low is finished AND it is NOT the FIRST swing of the day AND ...
daily_swing_low_bottom := swing_low_bottom[1] // the current swing is LOWER than the previous then store the new swing's levels (otherwise the previous and lower swing's levels remain)
// -----------------------------------------------------------------------------
// Daily Highest Swing High
// -----------------------------------------------------------------------------
if new_day and not swing_high and not confirmed_swing_high
daily_swing_high_top := na
daily_swing_high_bottom := na
if new_day and swing_high
daily_swing_high_top := swing_high_top
daily_swing_high_bottom := swing_high_bottom
if new_day and confirmed_swing_high
daily_swing_high_top := swing_high_top[1]
daily_swing_high_bottom := swing_high_bottom[1]
if not new_day and confirmed_swing_high and na(daily_swing_high_bottom)
daily_swing_high_top := swing_high_top[1]
daily_swing_high_bottom := swing_high_bottom[1]
if not new_day and confirmed_swing_high and not na(daily_swing_high_top) and swing_high_top[1] > daily_swing_high_top
daily_swing_high_top := swing_high_top[1]
daily_swing_high_bottom := swing_high_bottom[1]
// -----------------------------------------------------------------------------
// Final Calculations
// -----------------------------------------------------------------------------
valid_chart = timeframe.isintraday and not na(volume) // Is the chart intraday and have volume (eg non index)?
// Variables for yesterday's levels
float prev_swing_low_top = na
float prev_swing_low_bottom = na
float prev_swing_high_top = na
float prev_swing_high_bottom = na
// Variables for the day before yesterday's levels
float prev_swing_low_top2 = na
float prev_swing_low_bottom2 = na
float prev_swing_high_top2 = na
float prev_swing_high_bottom2 = na
// Retrieve yesterday's Lowest Swing Low and Highest Swing High
prev_swing_low_top := valuewhen(new_day, daily_swing_low_top[1], 0) // This is also equivalent to :
prev_swing_low_bottom := valuewhen(new_day, daily_swing_low_bottom[1], 0) // prev_swing_low_top := new_day ? daily_swing_low_top[1] : prev_swing_low_top[1]
prev_swing_high_top := valuewhen(new_day, daily_swing_high_top[1], 0)
prev_swing_high_bottom := valuewhen(new_day, daily_swing_high_bottom[1], 0)
prev_swing_low_bottom2 := valuewhen(new_day, daily_swing_low_bottom[1], 1) // However to obtain older values from previous days it is easier to use valuewhen
prev_swing_high_top2 := valuewhen(new_day, daily_swing_high_top[1], 1)
lower_swing_low = prev_swing_low_bottom < prev_swing_low_bottom2 // Check if we have a higher daily swing high / lower daily swing low
higher_swing_high = prev_swing_high_top > prev_swing_high_top2
// -----------------------------------------------------------------------------
// Plots and labels
// -----------------------------------------------------------------------------
current_swing_low_top_plot = plot(valid_chart and plot_current ? daily_swing_low_top : na, style = plot.style_circles, color = color.maroon, transp = 50, linewidth = 1)
current_swing_low_bottom_plot = plot(valid_chart and plot_current ? daily_swing_low_bottom : na, style = plot.style_circles, color = color.maroon, transp = 50, linewidth = 1)
current_swing_high_top_plot = plot(valid_chart and plot_current ? daily_swing_high_top : na, style = plot.style_circles, color = color.green, transp = 50, linewidth = 1)
current_swing_high_bottom_plot = plot(valid_chart and plot_current ? daily_swing_high_bottom : na, style = plot.style_circles, color = color.green, transp = 50, linewidth = 1)
swing_low_top_plot = plot(valid_chart ? prev_swing_low_top : na, color = #00000000, title = "Swing Low Upper Plot")
swing_low_bottom_plot = plot(valid_chart ? prev_swing_low_bottom : na, color = #00000000, title = "Swing Low Lower Plot")
swing_high_top_plot = plot(valid_chart ? prev_swing_high_top : na, color = #00000000, title = "Swing High Upper Plot")
swing_high_bottom_plot = plot(valid_chart ? prev_swing_high_bottom : na, color = #00000000, title = "Swing High Lower Plot")
fill(swing_low_top_plot, swing_low_bottom_plot, color = color.red, transp = 70)
fill(swing_high_top_plot, swing_high_bottom_plot, color = color.lime, transp = 70)
plotshape(mark_swings ? confirmed_swing_low : na, style = shape.triangleup, location = location.belowbar, size = size.tiny, color = color.red, title = "Swing Low")
plotshape(mark_swings ? confirmed_swing_high : na, style = shape.triangledown, location = location.abovebar, size = size.tiny, color = color.lime, title = "Swing High")
higher_swing_label = mark_greater_swings and higher_swing_high ? label.new(x = time, y = avg(prev_swing_high_bottom, prev_swing_high_top), xloc = xloc.bar_time, color = color.green, textcolor = color.white, style = label.style_label_left, size = size.small, text = "Higher Swing High") : na
lower_swing_label = mark_greater_swings and lower_swing_low ? label.new(x = time, y = avg(prev_swing_low_bottom, prev_swing_low_top), xloc = xloc.bar_time, color = color.red, textcolor = color.white, style = label.style_label_left, size = size.small, text = "Lower Swing Low") : na
label.delete(higher_swing_label[1])
label.delete(lower_swing_label[1])
bgcolor(new_day and mark_new_day ? color.yellow : #00000000)
warning_label = not valid_chart ? label.new(x = time, y = close, xloc = xloc.bar_time, color = color.red, textcolor = color.white, style = label.style_label_left, size = size.normal, text = "Warning!!!\nIntraday Timeframes with Volume Only") : na
label.delete(warning_label[1])
// -----------------------------------------------------------------------------
// Alerts
// -----------------------------------------------------------------------------
// Alerts for the previous day's highest/lowest swings
if region_must_close ? open[1] < prev_swing_high_bottom and close[1] >= prev_swing_high_bottom : open < prev_swing_high_bottom and high >= prev_swing_high_bottom
alert("Pushing up into yesterday's swing high region", alert.freq_once_per_bar)
if region_must_close ? open[1] > prev_swing_low_top and close[1] <= prev_swing_low_top : open > prev_swing_low_top and low <= prev_swing_low_top
alert("Pushing down into yesterday's swing low region", alert.freq_once_per_bar)
// Alerts for the current day's highest/lowest swings
if region_must_close ? open[1] < daily_swing_high_bottom and close[1] >= daily_swing_high_bottom : open < daily_swing_high_bottom and high >= daily_swing_high_bottom
alert("Pushing up into current swing high region", alert.freq_once_per_bar)
if region_must_close ? open[1] > daily_swing_low_top and close[1] <= daily_swing_low_top : open > daily_swing_low_top and low <= daily_swing_low_top
alert("Pushing down into current swing low region", alert.freq_once_per_bar)
// -----------------------------------------------------------------------------
// -----------------------------------------------------------------------------