本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
//@version=6
indicator("Liquidity Entry Zones", shorttitle="Liquidity Entry Zones", overlay=true, max_labels_count=500, max_lines_count=500, max_boxes_count=500)
// ============================================================================
// OVERVIEW
// This script is a liquidity-sweep entry framework.
// Core workflow:
// 1) Store recent pivot highs and lows as liquidity levels
// 2) Detect sweeps through those levels
// 3) Validate reclaim behavior and candle quality
// 4) Confirm entries within a limited confirmation window
// 5) Optionally simulate fixed TP / SL projections
// 6) Summarize state and projected results in a status panel
//
// Notes:
// - Signals are confirmed on bar close.
// - If both TP and SL appear on the same bar after entry, SL is prioritized.
// - The simulation is a chart review tool, not an execution engine.
// ============================================================================
// ============================================================================
// COLORS
// ============================================================================
color CLR_BG = color.rgb(7, 10, 16)
color CLR_PANEL = color.rgb(13, 18, 27)
color CLR_PANEL_ALT = color.rgb(18, 25, 36)
color CLR_BORDER = color.rgb(44, 57, 76)
color CLR_TEXT = color.rgb(245, 247, 250)
color CLR_MUTED = color.rgb(148, 163, 184)
color CLR_CYAN = color.rgb(34, 211, 238)
color CLR_CYAN_SOFT = color.rgb(8, 145, 178)
color CLR_GREEN = color.rgb(16, 185, 129)
color CLR_GREEN_SOFT = color.rgb(5, 150, 105)
color CLR_RED = color.rgb(239, 68, 68)
color CLR_RED_SOFT = color.rgb(220, 38, 38)
color CLR_SILVER = color.rgb(203, 213, 225)
color CLR_GOLD = color.rgb(250, 204, 21)
color CLR_TRACE_BULL = color.rgb(74, 222, 128)
color CLR_TRACE_BEAR = color.rgb(248, 113, 113)
// ============================================================================
// INTERNAL SETTINGS
// ============================================================================
int BOX_TRANSPARENCY = 86
// ============================================================================
// INPUTS
// ============================================================================
groupTrend = "Trend Filter"
groupPip = "Pip Settings"
groupSweep = "Liquidity Sweep Detection"
groupQuality = "Candle Quality Filters"
groupConfirm = "Entry Confirmation"
groupSim = "Trade Projection"
groupVisual = "Visual Settings"
localEmaLength = input.int(50, "EMA Length", minval=1, group=groupTrend)
useLocalEmaFilter = input.bool(true, "Use EMA Trend Filter", group=groupTrend)
pipPreset = input.string("Auto Detect", "Pip Mode", options=["Auto Detect", "FX 5-Digit", "FX JPY", "XAUUSD / Gold", "Indices / CFD"], group=groupPip)
pivotLength = input.int(5, "Swing Pivot Length", minval=1, group=groupSweep)
storedLevels = input.int(20, "Stored Liquidity Levels", minval=5, maxval=100, group=groupSweep)
minSweepDistance = input.int(30, "Minimum Sweep Distance (Pips)", minval=1, group=groupSweep)
reclaimRule = input.string("Close Back Inside", "Reclaim Rule", options=["Close Back Inside", "Strong Reclaim"], group=groupSweep)
minWickPercent = input.float(0.35, "Minimum Sweep Wick %", minval=0.0, maxval=1.0, step=0.01, group=groupQuality)
maxBodyPercent = input.float(0.65, "Maximum Body %", minval=0.05, maxval=1.0, step=0.01, group=groupQuality)
minCandleRangePips = input.int(20, "Minimum Candle Range (Pips)", minval=1, group=groupQuality)
requireBullishBody = input.bool(true, "Long Confirmation Must Be Bullish", group=groupQuality)
requireBearishBody = input.bool(true, "Short Confirmation Must Be Bearish", group=groupQuality)
confirmationWindow = input.int(2, "Max Bars After Sweep For Confirmation", minval=0, maxval=10, group=groupConfirm)
requireMidlineBreak = input.bool(true, "Require Sweep Candle Midline Break", group=groupConfirm)
signalCooldownBars = input.int(10, "Cooldown Bars Between Signals", minval=0, group=groupConfirm)
enableSimulation = input.bool(true, "Enable Internal Trade Simulation", group=groupSim)
takeProfitPips = input.int(2000, "Take Profit (Pips)", minval=1, group=groupSim)
stopLossPips = input.int(500, "Stop Loss (Pips)", minval=1, group=groupSim)
blockSignalsInTrade = input.bool(true, "Block New Signals While Trade Is Active", group=groupSim)
showStoppedTrades = input.bool(false, "Show Stopped Trades", group=groupSim)
showSignalLabels = input.bool(true, "Show Signal Labels", group=groupVisual)
showEntryLine = input.bool(true, "Show Entry Line", group=groupVisual)
showStatusPanel = input.bool(true, "Show Status Panel", group=groupVisual)
showSignalBarColors = input.bool(true, "Color Signal Bars", group=groupVisual)
showSweepGuides = input.bool(true, "Show Sweep Guides", group=groupVisual)
guideExtendBars = input.int(20, "Guide Extension Bars", minval=5, maxval=100, group=groupVisual)
signalLabelSize = input.string("Normal", "Signal Label Size", options=["Tiny", "Small", "Normal", "Large"], group=groupVisual)
panelPosition = input.string("Bottom Right", "Panel Position", options=["Top Right", "Top Left", "Bottom Right", "Bottom Left"], group=groupVisual)
// ============================================================================
// HELPERS
// ============================================================================
f_table_position(_pos) =>
_pos == "Top Left" ? position.top_left :
_pos == "Bottom Right" ? position.bottom_right :
_pos == "Bottom Left" ? position.bottom_left :
position.top_right
f_fmt(_value) =>
str.tostring(_value, "#.##")
f_label_size(_size) =>
_size == "Tiny" ? size.tiny :
_size == "Small" ? size.small :
_size == "Large" ? size.large :
size.normal
f_is_jpy_pair() =>
str.contains(str.upper(syminfo.ticker), "JPY")
f_is_xau_symbol() =>
str.contains(str.upper(syminfo.ticker), "XAU")
f_get_pip_size(_preset) =>
float _pip = na
if _preset == "FX 5-Digit"
_pip := 0.000001
else if _preset == "FX JPY"
_pip := 0.0001
else if _preset == "XAUUSD / Gold"
_pip := 0.01
else if _preset == "Indices / CFD"
_pip := syminfo.mintick
else
_pip := f_is_xau_symbol() ? 0.01 : syminfo.type == "forex" ? (f_is_jpy_pair() ? 0.01 : 0.0001) : syminfo.mintick
_pip
f_clamp(_value, _min, _max) =>
math.max(_min, math.min(_max, _value))
f_score_color(_score) =>
_score >= 75 ? CLR_GREEN : _score >= 55 ? CLR_CYAN : CLR_RED
f_push_line_prune(_arr, _line, _max) =>
array.push(_arr, _line)
if array.size(_arr) > _max
line _old = array.shift(_arr)
line.delete(_old)
f_push_label_prune(_arr, _label, _max) =>
array.push(_arr, _label)
if array.size(_arr) > _max
label _old = array.shift(_arr)
label.delete(_old)
f_push_box_prune(_arr, _box, _max) =>
array.push(_arr, _box)
if array.size(_arr) > _max
box _old = array.shift(_arr)
box.delete(_old)
f_panel_clear(_t) =>
for col = 0 to 1
for row = 0 to 12
table.cell(_t, col, row, "", bgcolor=CLR_BG, text_color=CLR_BG)
f_quality_score(_wickPct, _bodyPct, _rangePips, _minWick, _maxBody, _minRange, _emaOk, _reclaimOk, _midBreakOk) =>
float wickScore = _minWick > 0 ? f_clamp((_wickPct / _minWick) * 32.0, 0.0, 32.0) : 32.0
float bodyScore = _maxBody > 0 ? f_clamp(((_maxBody - _bodyPct) / _maxBody) * 24.0, 0.0, 24.0) : 24.0
float rangeScore = _minRange > 0 ? f_clamp((_rangePips / _minRange) * 18.0, 0.0, 18.0) : 18.0
float emaScore = _emaOk ? 10.0 : 0.0
float reclaimScore = _reclaimOk ? 10.0 : 0.0
float midScore = _midBreakOk ? 6.0 : 0.0
f_clamp(wickScore + bodyScore + rangeScore + emaScore + reclaimScore + midScore, 0.0, 100.0)
f_draw_signal_brackets(_bar, _high, _low, _buffer, _color, _arr) =>
int leftX = _bar - 1
int midX = _bar
int rightX = _bar + 1
float topY = _high + _buffer
float botY = _low - _buffer
float topIn = _high + (_buffer * 0.35)
float botIn = _low - (_buffer * 0.35)
line l1 = line.new(x1=leftX, y1=topY, x2=midX, y2=topY, xloc=xloc.bar_index, color=_color, width=1)
line l2 = line.new(x1=leftX, y1=topY, x2=leftX, y2=topIn, xloc=xloc.bar_index, color=_color, width=1)
line l3 = line.new(x1=leftX, y1=botY, x2=midX, y2=botY, xloc=xloc.bar_index, color=_color, width=1)
line l4 = line.new(x1=leftX, y1=botY, x2=leftX, y2=botIn, xloc=xloc.bar_index, color=_color, width=1)
line l5 = line.new(x1=midX, y1=topY, x2=rightX, y2=topY, xloc=xloc.bar_index, color=_color, width=1)
line l6 = line.new(x1=rightX, y1=topY, x2=rightX, y2=topIn, xloc=xloc.bar_index, color=_color, width=1)
line l7 = line.new(x1=midX, y1=botY, x2=rightX, y2=botY, xloc=xloc.bar_index, color=_color, width=1)
line l8 = line.new(x1=rightX, y1=botY, x2=rightX, y2=botIn, xloc=xloc.bar_index, color=_color, width=1)
f_push_line_prune(_arr, l1, 160)
f_push_line_prune(_arr, l2, 160)
f_push_line_prune(_arr, l3, 160)
f_push_line_prune(_arr, l4, 160)
f_push_line_prune(_arr, l5, 160)
f_push_line_prune(_arr, l6, 160)
f_push_line_prune(_arr, l7, 160)
f_push_line_prune(_arr, l8, 160)
f_add_sweep_trace(_price, _bull, _extendBars, _lineArr, _ghostArr, _labelArr) =>
color traceColor = _bull ? color.new(CLR_TRACE_BULL, 0) : color.new(CLR_TRACE_BEAR, 0)
color ghostColor = _bull ? color.new(CLR_TRACE_BULL, 82) : color.new(CLR_TRACE_BEAR, 82)
line traceLine = line.new(x1=bar_index, y1=_price, x2=bar_index + _extendBars, y2=_price, xloc=xloc.bar_index, extend=extend.none, color=traceColor, width=1, style=line.style_dotted)
line ghostLine = line.new(x1=bar_index, y1=_price, x2=bar_index + (_extendBars * 2), y2=_price, xloc=xloc.bar_index, extend=extend.none, color=ghostColor, width=1, style=line.style_solid)
label traceLab = label.new(bar_index + _extendBars, _price, "SWEEP TRACE", xloc=xloc.bar_index, style=_bull ? label.style_label_up : label.style_label_down, color=_bull ? CLR_GREEN_SOFT : CLR_RED_SOFT, textcolor=CLR_TEXT, size=size.tiny)
f_push_line_prune(_lineArr, traceLine, 80)
f_push_line_prune(_ghostArr, ghostLine, 20)
f_push_label_prune(_labelArr, traceLab, 40)
f_session_name(_hour) =>
_hour >= 0 and _hour < 8 ? "ASIA" :
_hour >= 8 and _hour < 16 ? "LONDON" :
_hour >= 16 and _hour < 24 ? "NEW YORK" :
"UNKNOWN"
// ============================================================================
// CORE SERIES
// ============================================================================
localEma = ta.ema(close, localEmaLength)
pipSize = f_get_pip_size(pipPreset)
atrValue = ta.atr(14)
candleRange = high - low
candleBody = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
bodyPercent = candleRange > 0 ? candleBody / candleRange : 0.0
upperWickPercent = candleRange > 0 ? upperWick / candleRange : 0.0
lowerWickPercent = candleRange > 0 ? lowerWick / candleRange : 0.0
candleRangePips = pipSize > 0 ? candleRange / pipSize : 0.0
takeProfitDistance = takeProfitPips * pipSize
stopLossDistance = stopLossPips * pipSize
minSweepDistancePx = minSweepDistance * pipSize
minRangeDistancePx = minCandleRangePips * pipSize
float visualBuffer = math.max(pipSize * 8.0, candleRange * 0.08)
float entryZoneHalf = math.max(pipSize * 6.0, atrValue * 0.04)
// ============================================================================
// VOLATILITY / SESSION STATE
// ============================================================================
float atrPct = close != 0 ? (atrValue / close) * 100.0 : 0.0
string volatilityState = atrPct >= 0.80 ? "HIGH" : atrPct >= 0.35 ? "NORMAL" : "LOW"
color volatilityColor = atrPct >= 0.80 ? CLR_RED : atrPct >= 0.35 ? CLR_CYAN : CLR_GREEN
int gmt3Hour = hour(time, "GMT+3")
string sessionState = f_session_name(gmt3Hour)
color sessionColor = sessionState == "LONDON" ? CLR_CYAN : sessionState == "NEW YORK" ? CLR_GOLD : CLR_SILVER
// ============================================================================
// PIVOTS AND LIQUIDITY STORAGE
// ============================================================================
pivotHigh = ta.pivothigh(high, pivotLength, pivotLength)
pivotLow = ta.pivotlow(low, pivotLength, pivotLength)
var float[] storedHighLevels = array.new_float()
var int[] storedHighBars = array.new_int()
var float[] storedLowLevels = array.new_float()
var int[] storedLowBars = array.new_int()
if not na(pivotHigh)
array.push(storedHighLevels, pivotHigh)
array.push(storedHighBars, bar_index - pivotLength)
if array.size(storedHighLevels) > storedLevels
array.shift(storedHighLevels)
array.shift(storedHighBars)
if not na(pivotLow)
array.push(storedLowLevels, pivotLow)
array.push(storedLowBars, bar_index - pivotLength)
if array.size(storedLowLevels) > storedLevels
array.shift(storedLowLevels)
array.shift(storedLowBars)
// ============================================================================
// FIND MOST RECENT SWEPT LEVEL
// ============================================================================
float sweptHighLevel = na
int sweptHighBar = na
float sweptLowLevel = na
int sweptLowBar = na
int highLevelCount = array.size(storedHighLevels)
if highLevelCount > 0
for i = highLevelCount - 1 to 0
float highLevel = array.get(storedHighLevels, i)
int highBar = array.get(storedHighBars, i)
if highBar < bar_index and high > highLevel and (high - highLevel) >= minSweepDistancePx
sweptHighLevel := highLevel
sweptHighBar := highBar
break
int lowLevelCount = array.size(storedLowLevels)
if lowLevelCount > 0
for i = lowLevelCount - 1 to 0
float lowLevel = array.get(storedLowLevels, i)
int lowBar = array.get(storedLowBars, i)
if lowBar < bar_index and low < lowLevel and (lowLevel - low) >= minSweepDistancePx
sweptLowLevel := lowLevel
sweptLowBar := lowBar
break
// ============================================================================
// SWEEP VALIDATION
// ============================================================================
bearishReclaim =
not na(sweptHighLevel) and
(
reclaimRule == "Close Back Inside" ?
close < sweptHighLevel :
close < sweptHighLevel and close < (high + low) / 2.0
)
bullishReclaim =
not na(sweptLowLevel) and
(
reclaimRule == "Close Back Inside" ?
close > sweptLowLevel :
close > sweptLowLevel and close > (high + low) / 2.0
)
validSellSweep =
not na(sweptHighLevel) and
bearishReclaim and
upperWickPercent >= minWickPercent and
bodyPercent <= maxBodyPercent and
candleRange >= minRangeDistancePx
validBuySweep =
not na(sweptLowLevel) and
bullishReclaim and
lowerWickPercent >= minWickPercent and
bodyPercent <= maxBodyPercent and
candleRange >= minRangeDistancePx
// ============================================================================
// SWEEP TRACE / REFERENCE MEMORY
// ============================================================================
var line[] sweepTraceLines = array.new_line()
var line[] referenceLines = array.new_line()
var label[] sweepTraceLabels = array.new_label()
if showSweepGuides and validBuySweep and not na(sweptLowLevel)
f_add_sweep_trace(sweptLowLevel, true, guideExtendBars, sweepTraceLines, referenceLines, sweepTraceLabels)
if showSweepGuides and validSellSweep and not na(sweptHighLevel)
f_add_sweep_trace(sweptHighLevel, false, guideExtendBars, sweepTraceLines, referenceLines, sweepTraceLabels)
// ============================================================================
// STORE PENDING SWEEP EVENTS
// ============================================================================
var int pendingBullSweepBar = na
var float pendingBullHigh = na
var float pendingBullLow = na
var float pendingBullMid = na
var float pendingBullLevel = na
var float pendingBullScore = na
var int pendingBearSweepBar = na
var float pendingBearHigh = na
var float pendingBearLow = na
var float pendingBearMid = na
var float pendingBearLevel = na
var float pendingBearScore = na
bullEmaOkForSweep = not useLocalEmaFilter or close > localEma
bearEmaOkForSweep = not useLocalEmaFilter or close < localEma
bullMidOkNow = not requireMidlineBreak or close > (high + low) / 2.0
bearMidOkNow = not requireMidlineBreak or close < (high + low) / 2.0
bullSweepScoreNow = f_quality_score(lowerWickPercent, bodyPercent, candleRangePips, minWickPercent, maxBodyPercent, minCandleRangePips, bullEmaOkForSweep, bullishReclaim, bullMidOkNow)
bearSweepScoreNow = f_quality_score(upperWickPercent, bodyPercent, candleRangePips, minWickPercent, maxBodyPercent, minCandleRangePips, bearEmaOkForSweep, bearishReclaim, bearMidOkNow)
if validBuySweep
pendingBullSweepBar := bar_index
pendingBullHigh := high
pendingBullLow := low
pendingBullMid := (high + low) / 2.0
pendingBullLevel := sweptLowLevel
pendingBullScore := bullSweepScoreNow
if validSellSweep
pendingBearSweepBar := bar_index
pendingBearHigh := high
pendingBearLow := low
pendingBearMid := (high + low) / 2.0
pendingBearLevel := sweptHighLevel
pendingBearScore := bearSweepScoreNow
bullWindowOpen = not na(pendingBullSweepBar) and (bar_index - pendingBullSweepBar <= confirmationWindow)
bearWindowOpen = not na(pendingBearSweepBar) and (bar_index - pendingBearSweepBar <= confirmationWindow)
// ============================================================================
// CONFIRMATION LOGIC
// ============================================================================
localLongOk = not useLocalEmaFilter or close > localEma
localShortOk = not useLocalEmaFilter or close < localEma
bullBodyOk = not requireBullishBody or close > open
bearBodyOk = not requireBearishBody or close < open
bullMidOk = not requireMidlineBreak or close > pendingBullMid
bearMidOk = not requireMidlineBreak or close < pendingBearMid
buyConfirmed =
bullWindowOpen and
bullBodyOk and
localLongOk and
bullMidOk
sellConfirmed =
bearWindowOpen and
bearBodyOk and
localShortOk and
bearMidOk
// ============================================================================
// SIGNAL COOLDOWN
// ============================================================================
var int lastSignalBar = na
cooldownPassed = na(lastSignalBar) or (bar_index - lastSignalBar > signalCooldownBars)
rawBuySignal = buyConfirmed
rawSellSignal = sellConfirmed
buySignal = rawBuySignal and cooldownPassed
sellSignal = rawSellSignal and cooldownPassed and not buySignal
var float lastSignalScore = na
var int lastSignalDir = 0
if buySignal
lastSignalScore := nz(pendingBullScore, bullSweepScoreNow)
lastSignalDir := 1
if sellSignal
lastSignalScore := nz(pendingBearScore, bearSweepScoreNow)
lastSignalDir := -1
if buySignal or sellSignal
lastSignalBar := bar_index
if buySignal or (not na(pendingBullSweepBar) and bar_index - pendingBullSweepBar > confirmationWindow)
pendingBullSweepBar := na
pendingBullHigh := na
pendingBullLow := na
pendingBullMid := na
pendingBullLevel := na
pendingBullScore := na
if sellSignal or (not na(pendingBearSweepBar) and bar_index - pendingBearSweepBar > confirmationWindow)
pendingBearSweepBar := na
pendingBearHigh := na
pendingBearLow := na
pendingBearMid := na
pendingBearLevel := na
pendingBearScore := na
// ============================================================================
// INTERNAL TRADE SIMULATION
// ============================================================================
var int positionDirection = 0
var float simulatedEntry = na
var float simulatedTP = na
var float simulatedSL = na
var int simulatedEntryBar = na
var int totalTrades = 0
var int totalWins = 0
var int totalLosses = 0
var float grossWinPips = 0.0
var float grossLossPips = 0.0
var float netPips = 0.0
tradeIsActive = positionDirection != 0
allowLongSignal = enableSimulation ? (blockSignalsInTrade ? not tradeIsActive : true) : true
allowShortSignal = enableSimulation ? (blockSignalsInTrade ? not tradeIsActive : true) : true
plotLongSignal = buySignal and allowLongSignal
plotShortSignal = sellSignal and allowShortSignal
// ============================================================================
// VISUAL MEMORY ARRAYS
// ============================================================================
var line[] bracketLines = array.new_line()
var label[] scoreLabels = array.new_label()
var box[] signalBoxes = array.new_box()
var line[] pathLines = array.new_line()
// ============================================================================
// TRADE OBJECTS
// ============================================================================
var box activeTpBox = na
var box activeSlBox = na
var box activeEntryZone = na
var line activeEntryLine1 = na
var line activeEntryLine2 = na
var line activeInvalidationLine = na
var line activeProjectionLine = na
var label activeEntryTag = na
var label activeTpTag = na
var label activeSlTag = na
var label activeInvalidationTag = na
// ============================================================================
// SIGNAL VISUAL BUILD
// ============================================================================
if plotLongSignal
f_draw_signal_brackets(bar_index, high, low, visualBuffer, CLR_CYAN, bracketLines)
float sigTop = math.max(open, close)
float sigBot = math.min(open, close)
box signalBodyBox = box.new(left=bar_index, top=sigTop, right=bar_index + 1, bottom=sigBot, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 0), bgcolor=color.new(CLR_GREEN, 82), border_width=1)
f_push_box_prune(signalBoxes, signalBodyBox, 50)
label scoreTag = label.new(bar_index, low - (visualBuffer * 1.2), "Q:" + str.tostring(math.round(nz(lastSignalScore, 0))), xloc=xloc.bar_index, style=label.style_label_up, color=CLR_CYAN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
f_push_label_prune(scoreLabels, scoreTag, 50)
if plotShortSignal
f_draw_signal_brackets(bar_index, high, low, visualBuffer, CLR_CYAN, bracketLines)
float sigTop = math.max(open, close)
float sigBot = math.min(open, close)
box signalBodyBox = box.new(left=bar_index, top=sigTop, right=bar_index + 1, bottom=sigBot, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 0), bgcolor=color.new(CLR_RED, 82), border_width=1)
f_push_box_prune(signalBoxes, signalBodyBox, 50)
label scoreTag = label.new(bar_index, high + (visualBuffer * 1.2), "Q:" + str.tostring(math.round(nz(lastSignalScore, 0))), xloc=xloc.bar_index, style=label.style_label_down, color=CLR_CYAN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
f_push_label_prune(scoreLabels, scoreTag, 50)
// ============================================================================
// TRADE CREATION
// ============================================================================
if enableSimulation and plotLongSignal
positionDirection := 1
simulatedEntry := close
simulatedTP := simulatedEntry + takeProfitDistance
simulatedSL := simulatedEntry - stopLossDistance
simulatedEntryBar := bar_index
totalTrades += 1
activeTpBox := box.new(left=bar_index, top=simulatedTP, right=bar_index, bottom=simulatedEntry, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 0), bgcolor=color.new(CLR_CYAN, BOX_TRANSPARENCY), border_width=1)
activeSlBox := box.new(left=bar_index, top=simulatedEntry, right=bar_index, bottom=simulatedSL, xloc=xloc.bar_index, border_color=color.new(CLR_RED, 0), bgcolor=color.new(CLR_RED, BOX_TRANSPARENCY), border_width=1)
activeEntryZone := box.new(left=bar_index, top=simulatedEntry + entryZoneHalf, right=bar_index, bottom=simulatedEntry - entryZoneHalf, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 40), bgcolor=color.new(CLR_CYAN, 92), border_width=1)
if showEntryLine
activeEntryLine1 := line.new(x1=bar_index, y1=simulatedEntry, x2=bar_index, y2=simulatedEntry, xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_CYAN, 0), width=1, style=line.style_solid)
activeEntryLine2 := line.new(x1=bar_index, y1=simulatedEntry + (pipSize * 1.5), x2=bar_index, y2=simulatedEntry + (pipSize * 1.5), xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_CYAN, 70), width=1, style=line.style_dotted)
activeInvalidationLine := line.new(x1=bar_index, y1=simulatedSL, x2=bar_index, y2=simulatedSL, xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_RED, 0), width=1, style=line.style_dashed)
activeProjectionLine := line.new(x1=bar_index, y1=simulatedEntry, x2=bar_index + 6, y2=simulatedEntry + ((simulatedTP - simulatedEntry) * 0.22), xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_GREEN, 15), width=1, style=line.style_dotted)
f_push_line_prune(pathLines, activeProjectionLine, 60)
activeEntryTag := label.new(bar_index, simulatedEntry, "ENTRY", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_CYAN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeTpTag := label.new(bar_index, simulatedTP, "TARGET", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_GREEN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeSlTag := label.new(bar_index, simulatedSL, "STOP", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_RED_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeInvalidationTag := label.new(bar_index, simulatedSL, "INVALIDATION", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_RED_SOFT, textcolor=CLR_TEXT, size=size.tiny)
if enableSimulation and plotShortSignal
positionDirection := -1
simulatedEntry := close
simulatedTP := simulatedEntry - takeProfitDistance
simulatedSL := simulatedEntry + stopLossDistance
simulatedEntryBar := bar_index
totalTrades += 1
activeTpBox := box.new(left=bar_index, top=simulatedEntry, right=bar_index, bottom=simulatedTP, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 0), bgcolor=color.new(CLR_CYAN, BOX_TRANSPARENCY), border_width=1)
activeSlBox := box.new(left=bar_index, top=simulatedSL, right=bar_index, bottom=simulatedEntry, xloc=xloc.bar_index, border_color=color.new(CLR_RED, 0), bgcolor=color.new(CLR_RED, BOX_TRANSPARENCY), border_width=1)
activeEntryZone := box.new(left=bar_index, top=simulatedEntry + entryZoneHalf, right=bar_index, bottom=simulatedEntry - entryZoneHalf, xloc=xloc.bar_index, border_color=color.new(CLR_CYAN, 40), bgcolor=color.new(CLR_CYAN, 92), border_width=1)
if showEntryLine
activeEntryLine1 := line.new(x1=bar_index, y1=simulatedEntry, x2=bar_index, y2=simulatedEntry, xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_CYAN, 0), width=1, style=line.style_solid)
activeEntryLine2 := line.new(x1=bar_index, y1=simulatedEntry - (pipSize * 1.5), x2=bar_index, y2=simulatedEntry - (pipSize * 1.5), xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_CYAN, 70), width=1, style=line.style_dotted)
activeInvalidationLine := line.new(x1=bar_index, y1=simulatedSL, x2=bar_index, y2=simulatedSL, xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_RED, 0), width=1, style=line.style_dashed)
activeProjectionLine := line.new(x1=bar_index, y1=simulatedEntry, x2=bar_index + 6, y2=simulatedEntry - ((simulatedEntry - simulatedTP) * 0.22), xloc=xloc.bar_index, extend=extend.none, color=color.new(CLR_RED, 15), width=1, style=line.style_dotted)
f_push_line_prune(pathLines, activeProjectionLine, 60)
activeEntryTag := label.new(bar_index, simulatedEntry, "ENTRY", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_CYAN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeTpTag := label.new(bar_index, simulatedTP, "TARGET", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_GREEN_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeSlTag := label.new(bar_index, simulatedSL, "STOP", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_RED_SOFT, textcolor=CLR_TEXT, size=size.tiny)
activeInvalidationTag := label.new(bar_index, simulatedSL, "INVALIDATION", xloc=xloc.bar_index, style=label.style_label_left, color=CLR_RED_SOFT, textcolor=CLR_TEXT, size=size.tiny)
// ============================================================================
// ACTIVE TRADE VISUAL UPDATE
// ============================================================================
if enableSimulation and tradeIsActive
if not na(activeTpBox)
box.set_right(activeTpBox, bar_index)
if not na(activeSlBox)
box.set_right(activeSlBox, bar_index)
if not na(activeEntryZone)
box.set_right(activeEntryZone, bar_index)
if not na(activeEntryLine1)
line.set_x2(activeEntryLine1, bar_index)
line.set_y2(activeEntryLine1, simulatedEntry)
if not na(activeEntryLine2)
line.set_x2(activeEntryLine2, bar_index)
line.set_y2(activeEntryLine2, positionDirection == 1 ? simulatedEntry + (pipSize * 1.5) : simulatedEntry - (pipSize * 1.5))
if not na(activeInvalidationLine)
line.set_x2(activeInvalidationLine, bar_index)
line.set_y2(activeInvalidationLine, simulatedSL)
if not na(activeEntryTag)
label.set_x(activeEntryTag, bar_index)
label.set_y(activeEntryTag, simulatedEntry)
if not na(activeTpTag)
label.set_x(activeTpTag, bar_index)
label.set_y(activeTpTag, simulatedTP)
if not na(activeSlTag)
label.set_x(activeSlTag, bar_index)
label.set_y(activeSlTag, simulatedSL)
if not na(activeInvalidationTag)
label.set_x(activeInvalidationTag, bar_index)
label.set_y(activeInvalidationTag, simulatedSL)
// ============================================================================
// EXIT LOGIC
// ============================================================================
bool exitWin = false
bool exitLoss = false
int exitDirection = positionDirection
if enableSimulation and tradeIsActive and bar_index > simulatedEntryBar
if positionDirection == 1
bool longSlHit = low <= simulatedSL
bool longTpHit = high >= simulatedTP
if longSlHit and longTpHit
exitLoss := true
else if longSlHit
exitLoss := true
else if longTpHit
exitWin := true
if positionDirection == -1
bool shortSlHit = high >= simulatedSL
bool shortTpHit = low <= simulatedTP
if shortSlHit and shortTpHit
exitLoss := true
else if shortSlHit
exitLoss := true
else if shortTpHit
exitWin := true
if exitWin
totalWins += 1
grossWinPips += takeProfitPips
netPips += takeProfitPips
label.new(bar_index, exitDirection == 1 ? high : low, "TP HIT", xloc=xloc.bar_index, style=exitDirection == 1 ? label.style_label_down : label.style_label_up, color=CLR_GREEN, textcolor=CLR_TEXT, size=f_label_size(signalLabelSize))
positionDirection := 0
simulatedEntry := na
simulatedTP := na
simulatedSL := na
simulatedEntryBar := na
activeTpBox := na
activeSlBox := na
activeEntryZone := na
activeEntryLine1 := na
activeEntryLine2 := na
activeInvalidationLine := na
activeProjectionLine := na
activeEntryTag := na
activeTpTag := na
activeSlTag := na
activeInvalidationTag := na
if exitLoss
totalLosses += 1
grossLossPips += stopLossPips
netPips -= stopLossPips
if showStoppedTrades
label.new(bar_index, exitDirection == 1 ? low : high, "SL HIT", xloc=xloc.bar_index, style=exitDirection == 1 ? label.style_label_up : label.style_label_down, color=CLR_RED, textcolor=CLR_TEXT, size=f_label_size(signalLabelSize))
else
if not na(activeTpBox)
box.delete(activeTpBox)
if not na(activeSlBox)
box.delete(activeSlBox)
if not na(activeEntryZone)
box.delete(activeEntryZone)
if not na(activeEntryLine1)
line.delete(activeEntryLine1)
if not na(activeEntryLine2)
line.delete(activeEntryLine2)
if not na(activeInvalidationLine)
line.delete(activeInvalidationLine)
if not na(activeProjectionLine)
line.delete(activeProjectionLine)
if not na(activeEntryTag)
label.delete(activeEntryTag)
if not na(activeTpTag)
label.delete(activeTpTag)
if not na(activeSlTag)
label.delete(activeSlTag)
if not na(activeInvalidationTag)
label.delete(activeInvalidationTag)
positionDirection := 0
simulatedEntry := na
simulatedTP := na
simulatedSL := na
simulatedEntryBar := na
activeTpBox := na
activeSlBox := na
activeEntryZone := na
activeEntryLine1 := na
activeEntryLine2 := na
activeInvalidationLine := na
activeProjectionLine := na
activeEntryTag := na
activeTpTag := na
activeSlTag := na
activeInvalidationTag := na
// ============================================================================
// PERFORMANCE METRICS
// ============================================================================
closedTrades = totalWins + totalLosses
winRate = closedTrades > 0 ? (totalWins * 100.0 / closedTrades) : 0.0
avgPips = closedTrades > 0 ? (netPips / closedTrades) : 0.0
profitFactor = grossLossPips > 0 ? grossWinPips / grossLossPips : na
// ============================================================================
// DRAWDOWN ENGINE
// ============================================================================
var float equityPeakPips = 0.0
var float maxDrawdownPips = 0.0
equityPeakPips := math.max(equityPeakPips, netPips)
currentDDPips = equityPeakPips - netPips
maxDrawdownPips := math.max(maxDrawdownPips, currentDDPips)
newDay = ta.change(time("D")) != 0
var float dayEquityPeakPips = 0.0
var float dayMaxDrawdownPips = 0.0
var float worstDailyDDPips = 0.0
if barstate.isfirst
dayEquityPeakPips := netPips
dayMaxDrawdownPips := 0.0
worstDailyDDPips := 0.0
if newDay
worstDailyDDPips := math.max(worstDailyDDPips, dayMaxDrawdownPips)
dayEquityPeakPips := netPips
dayMaxDrawdownPips := 0.0
dayEquityPeakPips := math.max(dayEquityPeakPips, netPips)
currentDailyDDPips = dayEquityPeakPips - netPips
dayMaxDrawdownPips := math.max(dayMaxDrawdownPips, currentDailyDDPips)
worstDailyDDPips := math.max(worstDailyDDPips, dayMaxDrawdownPips)
// ============================================================================
// PANEL STATES
// ============================================================================
string simulationState = enableSimulation ? "ON" : "OFF"
string biasText =
useLocalEmaFilter ?
close > localEma ? "BULLISH" :
close < localEma ? "BEARISH" :
"NEUTRAL"
: "FILTER OFF"
color biasColor =
useLocalEmaFilter ?
close > localEma ? CLR_GREEN :
close < localEma ? CLR_RED :
CLR_SILVER
: CLR_MUTED
string sweepStateText =
validBuySweep ? "BULL SWEEP DETECTED" :
validSellSweep ? "BEAR SWEEP DETECTED" :
bullWindowOpen ? "BULL SWEEP PENDING" :
bearWindowOpen ? "BEAR SWEEP PENDING" :
"IDLE"
color sweepStateColor =
validBuySweep ? CLR_GREEN :
validSellSweep ? CLR_RED :
bullWindowOpen or bearWindowOpen ? CLR_CYAN :
CLR_MUTED
string signalStateText =
plotLongSignal ? "BUY CONFIRMED" :
plotShortSignal ? "SELL CONFIRMED" :
tradeIsActive ? "TRADE ACTIVE" :
"WAITING"
color signalStateColor =
plotLongSignal ? CLR_GREEN :
plotShortSignal ? CLR_RED :
tradeIsActive ? CLR_CYAN :
CLR_MUTED
float panelScore =
bullWindowOpen ? nz(pendingBullScore, 0.0) :
bearWindowOpen ? nz(pendingBearScore, 0.0) :
nz(lastSignalScore, 0.0)
color panelScoreColor = f_score_color(panelScore)
float ddPressure = maxDrawdownPips > 0 ? (currentDDPips / maxDrawdownPips) * 100.0 : 0.0
string riskStateText =
ddPressure < 35 ? "CONTROLLED" :
ddPressure < 70 ? "ELEVATED" :
"DEFENSIVE"
color riskStateColor =
ddPressure < 35 ? CLR_GREEN :
ddPressure < 70 ? CLR_CYAN :
CLR_RED
// ============================================================================
// SIGNAL VISUALS
// ============================================================================
plotshape(validBuySweep, title="Bull Sweep", style=shape.circle, location=location.belowbar, color=color.new(CLR_CYAN, 0), size=size.tiny)
plotshape(validSellSweep, title="Bear Sweep", style=shape.circle, location=location.abovebar, color=color.new(CLR_CYAN, 0), size=size.tiny)
plotshape(plotLongSignal, title="Buy Signal Ring", style=shape.circle, location=location.belowbar, color=color.new(CLR_CYAN, 0), size=size.small)
plotshape(plotShortSignal, title="Sell Signal Ring", style=shape.circle, location=location.abovebar, color=color.new(CLR_CYAN, 0), size=size.small)
plotshape(plotLongSignal, title="Buy Signal Marker", style=shape.triangleup, location=location.belowbar, color=color.new(CLR_GREEN, 0), size=size.tiny)
plotshape(plotShortSignal, title="Sell Signal Marker", style=shape.triangledown, location=location.abovebar, color=color.new(CLR_RED, 0), size=size.tiny)
if showSignalLabels and plotLongSignal
label.new(bar_index, low, "BUY", xloc=xloc.bar_index, style=label.style_label_up, color=CLR_GREEN_SOFT, textcolor=CLR_TEXT, size=f_label_size(signalLabelSize))
if showSignalLabels and plotShortSignal
label.new(bar_index, high, "SELL", xloc=xloc.bar_index, style=label.style_label_down, color=CLR_RED_SOFT, textcolor=CLR_TEXT, size=f_label_size(signalLabelSize))
barcolor(
showSignalBarColors ?
plotLongSignal ? color.new(CLR_GREEN, 0) :
plotShortSignal ? color.new(CLR_RED, 0) :
na
: na
)
// ============================================================================
// STATUS PANEL
// ============================================================================
var table panel = table.new(f_table_position(panelPosition), 2, 13, border_width=1, border_color=CLR_BORDER)
if barstate.islast
if showStatusPanel
table.cell(panel, 0, 0, "LIQUIDITY ENTRY", bgcolor=CLR_PANEL_ALT, text_color=CLR_TEXT)
table.cell(panel, 1, 0, "STATUS PANEL", bgcolor=CLR_PANEL_ALT, text_color=CLR_GOLD)
table.cell(panel, 0, 1, "Simulation", bgcolor=CLR_PANEL, text_color=CLR_MUTED)
table.cell(panel, 1, 1, simulationState, bgcolor=CLR_PANEL, text_color=CLR_CYAN)
table.cell(panel, 0, 2, "Bias", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 2, biasText, bgcolor=CLR_BG, text_color=biasColor)
table.cell(panel, 0, 3, "Sweep State", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 3, sweepStateText, bgcolor=CLR_BG, text_color=sweepStateColor)
table.cell(panel, 0, 4, "Signal State", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 4, signalStateText, bgcolor=CLR_BG, text_color=signalStateColor)
table.cell(panel, 0, 5, "Quality Score", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 5, f_fmt(panelScore), bgcolor=CLR_BG, text_color=panelScoreColor)
table.cell(panel, 0, 6, "Volatility", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 6, volatilityState, bgcolor=CLR_BG, text_color=volatilityColor)
table.cell(panel, 0, 7, "Session", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 7, sessionState, bgcolor=CLR_BG, text_color=sessionColor)
table.cell(panel, 0, 8, "Risk State", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 8, riskStateText, bgcolor=CLR_BG, text_color=riskStateColor)
table.cell(panel, 0, 9, "Trades", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 9, str.tostring(totalTrades), bgcolor=CLR_BG, text_color=CLR_SILVER)
table.cell(panel, 0, 10, "Win Rate %", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 10, f_fmt(winRate), bgcolor=CLR_BG, text_color=winRate >= 50 ? CLR_GREEN : CLR_RED)
table.cell(panel, 0, 11, "Net Pips", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 11, f_fmt(netPips), bgcolor=CLR_BG, text_color=netPips >= 0 ? CLR_GREEN : CLR_RED)
table.cell(panel, 0, 12, "Max DD (Pips)", bgcolor=CLR_BG, text_color=CLR_TEXT)
table.cell(panel, 1, 12, f_fmt(maxDrawdownPips), bgcolor=CLR_BG, text_color=CLR_RED)
else
f_panel_clear(panel)
// ============================================================================
// ALERTS
// ============================================================================
alertcondition(plotLongSignal, title="Bullish Liquidity Reclaim", message="Bullish liquidity reclaim confirmed")
alertcondition(plotShortSignal, title="Bearish Liquidity Reclaim", message="Bearish liquidity reclaim confirmed")