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//@version=4
study("Order Block Finder", overlay = true)
tip1 = "Indicator to help identify instituational Order Blocks (OB). OBs often signal the beginning of a strong move. There is a high probability that OB price levels will be revisited in the future and are interesting levels to place limit orders. Bullish Order block is the last down candle before a sequence of up candles. Bearish Order Block is the last up candle before a sequence of down candles."
tip2 = "!Experimental!\nFind Order Blocks from different timeframes. Channels prices are accurate, but arrow position is not. Most useful when selecting a timeframe higher than the chart."
tip3 = "Required number of subsequent candles in the same direction to identify Order Block"
tip4 = "Measured from from potential OB close to close of first candle in sequence"
dummy = input(true,"Hover over ( ! ) for documentation", tooltip = tip1)
colors = input("LIGHT","Color Scheme", options=["DARK", "LIGHT"])
//res = input("","Order Block Timeframe",input.resolution,tooltip=tip2)
periods = input(7, "Relevant Periods to identify OB",tooltip=tip3) // Required number of subsequent candles in the same direction to identify Order Block
threshold = input(0.0, "Min. Percent move for valid OB", step = 0.1, tooltip=tip4) // Required minimum % move (from potential OB close to last subsequent candle to identify Order Block)
bull_channels = input(2, "Number of Bullish Channels to show") // Num of channels
bear_channels = input(2, "Number of Bearish Channels to show") // Num of channels
//Data Curation
res = ""
[copen,chigh,clow,cclose] = security(syminfo.tickerid,res,[open,high,low,close],barmerge.gaps_on, barmerge.lookahead_off)
ob_period = periods + 1 // Identify location of relevant Order Block candle
absmove = ((abs(cclose[ob_period] - cclose[1]))/cclose[ob_period]) * 100 // Calculate absolute percent move from potential OB to last candle of subsequent candles
relmove = absmove >= threshold // Identify "Relevant move" by comparing the absolute move to the threshold
// Color Scheme
bullcolor = colors == "DARK"? color.white : color.green
bearcolor = colors == "DARK"? color.blue : color.red
// Bullish Order Block Identification
bullishOB = cclose[ob_period] < copen[ob_period] // Determine potential Bullish OB candle (red candle)
int upcandles = 0
for i = 1 to periods
upcandles := upcandles + (cclose[i] > copen[i]? 1 : 0) // Determine color of subsequent candles (must all be green to identify a valid Bearish OB)
OB_bull = bullishOB and (upcandles == (periods)) and relmove // Identification logic (red OB candle & subsequent green candles)
OB_bull_chigh = OB_bull? chigh[ob_period] : na // Determine OB upper limit (Open or High depending on input)
OB_bull_clow = OB_bull? clow[ob_period] : na // Determine OB clower limit (Low)
OB_bull_avg = (OB_bull_chigh + OB_bull_clow)/2 // Determine OB middle line
// Bearish Order Block Identification
bearishOB = cclose[ob_period] > copen[ob_period] // Determine potential Bearish OB candle (green candle)
int downcandles = 0
for i = 1 to periods
downcandles := downcandles + (cclose[i] < copen[i]? 1 : 0) // Determine color of subsequent candles (must all be red to identify a valid Bearish OB)
OB_bear = bearishOB and (downcandles == (periods)) and relmove // Identification logic (green OB candle & subsequent green candles)
OB_bear_chigh = OB_bear? chigh[ob_period] : na // Determine OB upper limit (High)
OB_bear_clow = OB_bear? clow[ob_period] : na // Determine OB clower limit (Open or Low depending on input)
OB_bear_avg = (OB_bear_clow + OB_bear_chigh)/2 // Determine OB middle line
// Plotting
plotshape(OB_bull, title="Bullish OB", style = shape.triangleup, color = bullcolor, textcolor = bullcolor, size = size.tiny, location = location.belowbar, offset = -ob_period, text = "Bull") // Bullish OB Indicator
bull1 = plot(OB_bull_chigh, title="Bullish OB High", style = plot.style_linebr, color = bullcolor, offset = -ob_period, linewidth = 2) // Bullish OB Upper Limit
bull2 = plot(OB_bull_clow, title="Bullish OB Low", style = plot.style_linebr, color = bullcolor, offset = -ob_period, linewidth = 2) // Bullish OB Lower Limit
fill(bull1, bull2, color=bullcolor, transp = 50, title = "Bullish OB fill") // Fill Bullish OB
plotshape(OB_bull_avg, title="Bullish OB Average", style = shape.cross, color = bullcolor, size = size.small, location = location.absolute, offset = -ob_period) // Bullish OB Average
plotshape(OB_bear, title="Bearish OB", style = shape.triangledown, color = bearcolor, textcolor = bearcolor, size = size.tiny, location = location.abovebar, offset = -ob_period, text = "Bear") // Bearish OB Indicator
bear1 = plot(OB_bear_clow, title="Bearish OB Low", style = plot.style_linebr, color = bearcolor, offset = -ob_period, linewidth = 2) // Bearish OB Lower Limit
bear2 = plot(OB_bear_chigh, title="Bearish OB High", style = plot.style_linebr, color = bearcolor, offset = -ob_period, linewidth = 2) // Bearish OB Upper Limit
fill(bear1, bear2, color=bearcolor, transp = 50, title = "Bearish OB fill") // Fill Bearish OB
plotshape(OB_bear_avg, title="Bearish OB Average", style = shape.cross, color = bearcolor, size = size.small, location = location.absolute, offset = -ob_period) // Bullish OB Average
var LineBullAvg = array.new_line()
var LineBullHigh = array.new_line()
var LineBullLow = array.new_line()
var LineBearAvg = array.new_line()
var LineBearHigh = array.new_line()
var LineBearLow = array.new_line()
sync = time_close(res)
if OB_bull and bull_channels>0
if array.size(LineBullAvg) == bull_channels
line.delete(array.get(LineBullAvg,0))
array.remove(LineBullAvg,0)
line.delete(array.get(LineBullHigh,0))
array.remove(LineBullHigh,0)
line.delete(array.get(LineBullLow,0))
array.remove(LineBullLow,0)
array.push(LineBullAvg,line.new(x1 = sync, xloc=xloc.bar_time, y1 = OB_bull_avg, x2 = sync[1], y2 = OB_bull_avg, extend = extend.left, color = bullcolor, style = line.style_solid, width = 1))
array.push(LineBullHigh,line.new(x1 = sync, xloc=xloc.bar_time,y1 = OB_bull_chigh, x2 = sync[1], y2 = OB_bull_chigh, extend = extend.left, color = bullcolor, style = line.style_dashed, width = 1))
array.push(LineBullLow,line.new(x1 = sync, xloc=xloc.bar_time, y1 = OB_bull_clow, x2 = sync[1], y2 = OB_bull_clow, extend = extend.left, color = bullcolor, style = line.style_dashed, width = 1))
if OB_bear and bear_channels>0
if array.size(LineBearAvg) == bear_channels
line.delete(array.get(LineBearAvg,0))
array.remove(LineBearAvg,0)
line.delete(array.get(LineBearHigh,0))
array.remove(LineBearHigh,0)
line.delete(array.get(LineBearLow,0))
array.remove(LineBearLow,0)
array.push(LineBearAvg,line.new(x1 = sync, xloc=xloc.bar_time, y1 = OB_bear_avg, x2 = sync[1], y2 = OB_bear_avg, extend = extend.left, color = bearcolor, style = line.style_solid, width = 1))
array.push(LineBearHigh,line.new(x1 = sync, xloc=xloc.bar_time, y1 = OB_bear_chigh, x2 = sync[1], y2 = OB_bear_chigh, extend = extend.left, color = bearcolor, style = line.style_dashed, width = 1))
array.push(LineBearLow,line.new(x1 = sync, xloc=xloc.bar_time, y1 = OB_bear_clow, x2 = sync[1], y2 = OB_bear_clow, extend = extend.left, color = bearcolor, style = line.style_dashed, width = 1))
// Alerts for Order Blocks Detection
alertcondition(OB_bull, title='New Bullish OB detected', message='New Bullish OB detected - This is NOT a BUY signal!')
alertcondition(OB_bear, title='New Bearish OB detected', message='New Bearish OB detected - This is NOT a SELL signal!')