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。
// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AlgoAlpha
//@version=6
indicator("Liquidity Sweep Hunter Algo [AlgoAlpha]", "AlgoAlpha - Liquidity Sweep Hunter", overlay = true, max_boxes_count = 500, max_lines_count = 500, behind_chart = false)
settingsGroup = "Levels"
signalsGroup = "Signals"
appearanceGroup = "Appearance"
shortBars = input.int(14, "Fast", minval = 1, group = settingsGroup, inline = "lookbacks")
mediumBars = input.int(42, "Mid", minval = 1, group = settingsGroup, inline = "lookbacks")
longBars = input.int(40, "Slow", minval = 1, group = settingsGroup, inline = "lookbacks", tooltip = "Fast, Mid, and Slow set the lookbacks used to detect short-term, medium-term, and major liquidity highs and lows. Higher values require broader price extremes before a new level is created.")
keepLevelsForBars = input.int(1000, "Max Age", minval = 50, maxval = 5000, group = settingsGroup, tooltip = "Maximum number of bars a stored liquidity level can remain active before it is removed from memory.")
removeLevelWhen = input.string("Wick", "Remove On", options = ["Wick", "Close"], group = settingsGroup, tooltip = "Choose whether a level is mitigated as soon as price wicks through it or only after a candle closes beyond it.")
heatmapLookback = input.int(777, "Price Range Lookback", minval = 20, maxval = 5000, group = settingsGroup, tooltip = "Number of recent bars used to measure the price range that determines each heatmap box height. Higher values produce a more slowly changing vertical scale.")
heatmapResolution = input.int(200, "Price Resolution", minval = 2, maxval = 300, group = settingsGroup, tooltip = "Number of vertical divisions across the measured price range. Higher values make each liquidity heatmap band thinner.")
heatmapCellBars = input.int(5, "Cell Width", minval = 1, maxval = 50, group = settingsGroup, tooltip = "Horizontal width of each historical heatmap box, measured in chart bars. Higher values create longer cells and fewer colour updates.")
filterSweepsByStrength = input.bool(true, "Filter Sweeps by Strength", group = signalsGroup, inline = "sweepStrength")
minimumSweepStrength = input.int(33, "Strength", minval = 1, maxval = 90, group = signalsGroup, inline = "sweepStrength", tooltip = "Filter Sweeps by Strength enables or disables the signal filter. Strength sets the minimum average normalized strength, from 1% to 90%, required across the visibly distinct levels swept by the same candle. The value uses the same shared bull/bear scale that determines the box colours.")
showTradeDrawings = input.bool(true, "Show TP/SL", group = signalsGroup, inline = "tradeDrawings")
tradeRiskReward = input.float(3.0, "RR", minval = 0.1, maxval = 20.0, step = 0.1, group = signalsGroup, inline = "tradeDrawings")
tradeExpiryBars = input.int(40, "Signal Expiry", minval = 1, maxval = 500, group = signalsGroup, inline = "tradeDrawings", tooltip = "Show TP/SL enables the post-signal trade drawing. RR sets the final reward distance as a multiple of the four-bar stop distance. Signal Expiry sets how many bars the stop, target, and three milestone lines extend from the next bar's entry open.")
heatmapWeakColor = input.color(color.rgb(140, 0, 255), "Weak", group = appearanceGroup, inline = "boxColors")
heatmapMidColor = input.color(#00ffbb, "Mid", group = appearanceGroup, inline = "boxColors")
heatmapStrongColor = input.color(color.rgb(255, 230, 0), "Strong", group = appearanceGroup, inline = "boxColors", tooltip = "Weak, Mid, and Strong set the low, midpoint, and high colours of the shared strength gradient used for both upper and lower liquidity boxes.")
bullishSignalColor = input.color(#00ffbb, "Bullish Signal", group = appearanceGroup, inline = "signalColors")
bearishSignalColor = input.color(#ff1100, "Bearish Signal", group = appearanceGroup, inline = "signalColors", tooltip = "Bullish Signal and Bearish Signal set the colours of the reversal labels. The bullish colour is also used for both target boxes and all three target lines, while the bearish colour is used for the stop box.")
const int SHIFT_COMPARISON_BARS = 3
const int LEVEL_MERGE_TICKS = 2
const int CLEANUP_BARS = 10
const int VOLUME_AVERAGE_BARS = 100
const float MAX_VOLUME_SCORE_PER_BAR = 3.0
const float FULL_HEATMAP_STRENGTH = 50.0
const float CLOSEST_LEVEL_WEIGHT = 1.0
const float SECOND_LEVEL_WEIGHT = 0.25
const float THIRD_LEVEL_WEIGHT = 0.05
const int MIN_LEVELS_FOR_SIGNAL = 2
const int SIGNAL_RECLAIM_BARS = 2
const int SIGNAL_ATR_LENGTH = 14
const float SIGNAL_OFFSET_MULTIPLIER = 0.15
const int TRADE_STOP_LOOKBACK_BARS = 4
const int TRADE_MILESTONE_COUNT = 3
const int TRADE_STOP_BOX_TRANSPARENCY = 82
const int TRADE_TARGET_BOX_TRANSPARENCY = 90
const int TRADE_PROGRESS_BOX_TRANSPARENCY = 68
const int TRADE_BOX_BORDER_TRANSPARENCY = 100
const int TRADE_TARGET_LINE_TRANSPARENCY = 20
// Level source
h1_ = ta.highest(high, shortBars)
h2_ = ta.highest(high, mediumBars)
h3_ = ta.highest(high, longBars)
l1_ = ta.lowest(low, shortBars)
l2_ = ta.lowest(low, mediumBars)
l3_ = ta.lowest(low, longBars)
var float h1 = na
var float h2 = na
var float h3 = na
var float l1 = na
var float l2 = na
var float l3 = na
h1Shift = not na(h1_) and (na(h1) or (not na(h1_[SHIFT_COMPARISON_BARS]) and h1_ > h1_[SHIFT_COMPARISON_BARS] and h1_ != h1_[SHIFT_COMPARISON_BARS] and h1_ == h1_[1]))
h2Shift = not na(h2_) and (na(h2) or (not na(h2_[SHIFT_COMPARISON_BARS]) and h2_ > h2_[SHIFT_COMPARISON_BARS] and h2_ != h2_[SHIFT_COMPARISON_BARS] and h2_ == h2_[1]))
h3Shift = not na(h3_) and (na(h3) or (not na(h3_[SHIFT_COMPARISON_BARS]) and h3_ > h3_[SHIFT_COMPARISON_BARS] and h3_ != h3_[SHIFT_COMPARISON_BARS] and h3_ == h3_[1]))
l1Shift = not na(l1_) and (na(l1) or (not na(l1_[SHIFT_COMPARISON_BARS]) and l1_ < l1_[SHIFT_COMPARISON_BARS] and l1_ != l1_[SHIFT_COMPARISON_BARS] and l1_ == l1_[1]))
l2Shift = not na(l2_) and (na(l2) or (not na(l2_[SHIFT_COMPARISON_BARS]) and l2_ < l2_[SHIFT_COMPARISON_BARS] and l2_ != l2_[SHIFT_COMPARISON_BARS] and l2_ == l2_[1]))
l3Shift = not na(l3_) and (na(l3) or (not na(l3_[SHIFT_COMPARISON_BARS]) and l3_ < l3_[SHIFT_COMPARISON_BARS] and l3_ != l3_[SHIFT_COMPARISON_BARS] and l3_ == l3_[1]))
if h1Shift
h1 := h1_
if h2Shift
h2 := h2_
if h3Shift
h3 := h3_
if l1Shift
l1 := l1_
if l2Shift
l2 := l2_
if l3Shift
l3 := l3_
// Level memory
var array<float> upperPrices = array.new<float>()
var array<int> upperBirths = array.new<int>()
var array<float> upperStrengths = array.new<float>()
var array<box> upperLastBoxes = array.new<box>()
var array<float> upperLastNorms = array.new<float>()
var array<float> upperLastCellHeights = array.new<float>()
var array<int> upperLastDrawBars = array.new<int>()
var array<float> lowerPrices = array.new<float>()
var array<int> lowerBirths = array.new<int>()
var array<float> lowerStrengths = array.new<float>()
var array<box> lowerLastBoxes = array.new<box>()
var array<float> lowerLastNorms = array.new<float>()
var array<float> lowerLastCellHeights = array.new<float>()
var array<int> lowerLastDrawBars = array.new<int>()
var array<int> pendingUpperSweepBars = array.new<int>()
var array<float> pendingUpperReclaimLevels = array.new<float>()
var array<int> pendingLowerSweepBars = array.new<int>()
var array<float> pendingLowerReclaimLevels = array.new<float>()
var array<int> tradeDirections = array.new<int>()
var array<int> tradeExpiryBarValues = array.new<int>()
var array<float> tradeEntryPrices = array.new<float>()
var array<float> tradeStopPrices = array.new<float>()
var array<float> tradeTargetLevel1Values = array.new<float>()
var array<float> tradeTargetLevel2Values = array.new<float>()
var array<float> tradeTargetLevel3Values = array.new<float>()
var array<int> tradeReachedMilestones = array.new<int>()
var array<box> tradeStopBoxes = array.new<box>()
var array<box> tradeTargetBoxes = array.new<box>()
var array<box> tradeProgressBoxes = array.new<box>()
var array<line> tradeTargetLine1Values = array.new<line>()
var array<line> tradeTargetLine2Values = array.new<line>()
var array<line> tradeTargetLine3Values = array.new<line>()
// Helpers
f_roundToTick(float value) =>
math.round(value / syminfo.mintick) * syminfo.mintick
f_findInsertIndex(array<float> prices, float price, bool descending) =>
int lo = 0
int hi = array.size(prices)
while lo < hi
int mid = int(math.floor((lo + hi) * 0.5))
float midPrice = array.get(prices, mid)
if descending
if midPrice > price
lo := mid + 1
else
hi := mid
else
if midPrice < price
lo := mid + 1
else
hi := mid
lo
f_addLevel(array<float> prices, array<int> births, array<float> strengths, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, float rawPrice, float tolerance, bool descending) =>
if not na(rawPrice)
float price = f_roundToTick(rawPrice)
int size = array.size(prices)
int insertIndex = f_findInsertIndex(prices, price, descending)
int matchIndex = na
float bestDistance = na
if insertIndex < size
float distance = math.abs(array.get(prices, insertIndex) - price)
if distance <= tolerance
matchIndex := insertIndex
bestDistance := distance
if insertIndex > 0
float distance = math.abs(array.get(prices, insertIndex - 1) - price)
if distance <= tolerance and (na(bestDistance) or distance < bestDistance)
matchIndex := insertIndex - 1
if na(matchIndex)
array.insert(prices, insertIndex, price)
array.insert(births, insertIndex, bar_index)
array.insert(strengths, insertIndex, 0.0)
array.insert(lastBoxes, insertIndex, na)
array.insert(lastNorms, insertIndex, na)
array.insert(lastCellHeights, insertIndex, na)
array.insert(lastDrawBars, insertIndex, na)
else
array.set(births, matchIndex, bar_index)
f_pruneExpired(array<float> prices, array<int> births, array<float> strengths, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, int maxAge) =>
if array.size(prices) > 0
for i = array.size(prices) - 1 to 0
if bar_index - array.get(births, i) > maxAge
array.remove(prices, i)
array.remove(births, i)
array.remove(strengths, i)
array.remove(lastBoxes, i)
array.remove(lastNorms, i)
array.remove(lastCellHeights, i)
array.remove(lastDrawBars, i)
f_extendWickSweptUppers(array<float> prices, array<box> lastBoxes, float wickHigh) =>
if array.size(prices) > 0
for i = array.size(prices) - 1 to 0
float levelPrice = array.get(prices, i)
if levelPrice <= wickHigh
box lastBox = array.get(lastBoxes, i)
if not na(lastBox)
box.set_right(lastBox, bar_index)
else
break
f_mitigateUppers(array<float> prices, array<int> births, array<float> strengths, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, float mitigationPrice) =>
int removed = 0
while array.size(prices) > 0
int lastIndex = array.size(prices) - 1
float levelPrice = array.get(prices, lastIndex)
if levelPrice <= mitigationPrice
array.pop(prices)
array.pop(births)
array.pop(strengths)
array.pop(lastBoxes)
array.pop(lastNorms)
array.pop(lastCellHeights)
array.pop(lastDrawBars)
removed += 1
else
break
removed
f_extendWickSweptLowers(array<float> prices, array<box> lastBoxes, float wickLow) =>
if array.size(prices) > 0
for i = array.size(prices) - 1 to 0
float levelPrice = array.get(prices, i)
if levelPrice >= wickLow
box lastBox = array.get(lastBoxes, i)
if not na(lastBox)
box.set_right(lastBox, bar_index)
else
break
f_mitigateLowers(array<float> prices, array<int> births, array<float> strengths, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, float mitigationPrice) =>
int removed = 0
while array.size(prices) > 0
int lastIndex = array.size(prices) - 1
float levelPrice = array.get(prices, lastIndex)
if levelPrice >= mitigationPrice
array.pop(prices)
array.pop(births)
array.pop(strengths)
array.pop(lastBoxes)
array.pop(lastNorms)
array.pop(lastCellHeights)
array.pop(lastDrawBars)
removed += 1
else
break
removed
f_upperVisibleSweepStats(array<float> prices, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, float wickHigh, int maxVisibleAge) =>
int bandCount = 0
float reclaimLevel = na
float strengthSum = 0.0
bool bandOpen = false
float bandTop = na
float bandStrength = 0.0
if array.size(prices) > 0
for i = array.size(prices) - 1 to 0
float levelPrice = array.get(prices, i)
if levelPrice <= wickHigh
box lastBox = array.get(lastBoxes, i)
float lastNorm = array.get(lastNorms, i)
float lastCellHeight = array.get(lastCellHeights, i)
int lastDrawBar = array.get(lastDrawBars, i)
bool recentlyDrawn = not na(lastDrawBar) and bar_index - lastDrawBar <= maxVisibleAge
bool visibleLevel = recentlyDrawn and not na(lastBox) and not na(lastNorm) and not na(lastCellHeight) and lastCellHeight > 0.0
if visibleLevel
float levelBottom = levelPrice - lastCellHeight * 0.5
float levelTop = levelPrice + lastCellHeight * 0.5
reclaimLevel := na(reclaimLevel) ? levelPrice : math.min(reclaimLevel, levelPrice)
if not bandOpen
bandOpen := true
bandTop := levelTop
bandStrength := lastNorm
else if levelBottom <= bandTop
bandTop := math.max(bandTop, levelTop)
bandStrength := math.max(bandStrength, lastNorm)
else
bandCount += 1
strengthSum += bandStrength
bandTop := levelTop
bandStrength := lastNorm
else
break
if bandOpen
bandCount += 1
strengthSum += bandStrength
float averageStrength = bandCount > 0 ? strengthSum / bandCount : 0.0
[bandCount, reclaimLevel, averageStrength]
f_lowerVisibleSweepStats(array<float> prices, array<box> lastBoxes, array<float> lastNorms, array<float> lastCellHeights, array<int> lastDrawBars, float wickLow, int maxVisibleAge) =>
int bandCount = 0
float reclaimLevel = na
float strengthSum = 0.0
bool bandOpen = false
float bandBottom = na
float bandStrength = 0.0
if array.size(prices) > 0
for i = array.size(prices) - 1 to 0
float levelPrice = array.get(prices, i)
if levelPrice >= wickLow
box lastBox = array.get(lastBoxes, i)
float lastNorm = array.get(lastNorms, i)
float lastCellHeight = array.get(lastCellHeights, i)
int lastDrawBar = array.get(lastDrawBars, i)
bool recentlyDrawn = not na(lastDrawBar) and bar_index - lastDrawBar <= maxVisibleAge
bool visibleLevel = recentlyDrawn and not na(lastBox) and not na(lastNorm) and not na(lastCellHeight) and lastCellHeight > 0.0
if visibleLevel
float levelBottom = levelPrice - lastCellHeight * 0.5
float levelTop = levelPrice + lastCellHeight * 0.5
reclaimLevel := na(reclaimLevel) ? levelPrice : math.max(reclaimLevel, levelPrice)
if not bandOpen
bandOpen := true
bandBottom := levelBottom
bandStrength := lastNorm
else if levelTop >= bandBottom
bandBottom := math.min(bandBottom, levelBottom)
bandStrength := math.max(bandStrength, lastNorm)
else
bandCount += 1
strengthSum += bandStrength
bandBottom := levelBottom
bandStrength := lastNorm
else
break
if bandOpen
bandCount += 1
strengthSum += bandStrength
float averageStrength = bandCount > 0 ? strengthSum / bandCount : 0.0
[bandCount, reclaimLevel, averageStrength]
f_addStrength(array<float> strengths, int levelIndex, float amount, float cap) =>
if not na(levelIndex)
if levelIndex >= 0 and levelIndex < array.size(strengths) and amount > 0.0
float currentStrength = array.get(strengths, levelIndex)
array.set(strengths, levelIndex, math.min(currentStrength + amount, cap))
f_getFloat(array<float> values, int index) =>
float result = na
if not na(index)
if index >= 0 and index < array.size(values)
result := array.get(values, index)
result
f_resolveUpperSweeps(array<int> sweepBars, array<float> reclaimLevels, float closePrice, int maxBars) =>
bool signal = false
if array.size(sweepBars) > 0
for i = array.size(sweepBars) - 1 to 0
int age = bar_index - array.get(sweepBars, i)
float reclaimLevel = array.get(reclaimLevels, i)
if age > maxBars
array.remove(sweepBars, i)
array.remove(reclaimLevels, i)
else if closePrice < reclaimLevel
signal := true
array.remove(sweepBars, i)
array.remove(reclaimLevels, i)
signal
f_resolveLowerSweeps(array<int> sweepBars, array<float> reclaimLevels, float closePrice, int maxBars) =>
bool signal = false
if array.size(sweepBars) > 0
for i = array.size(sweepBars) - 1 to 0
int age = bar_index - array.get(sweepBars, i)
float reclaimLevel = array.get(reclaimLevels, i)
if age > maxBars
array.remove(sweepBars, i)
array.remove(reclaimLevels, i)
else if closePrice > reclaimLevel
signal := true
array.remove(sweepBars, i)
array.remove(reclaimLevels, i)
signal
f_heatmapColor(norm) =>
clippedNorm = math.max(0.0, math.min(1.0, norm))
clippedNorm <= 0.5 ? color.from_gradient(clippedNorm, 0.0, 0.5, heatmapWeakColor, heatmapMidColor) : color.from_gradient(clippedNorm, 0.5, 1.0, heatmapMidColor, heatmapStrongColor)
f_heatmapNorm(float levelStrength, float maxStrength) =>
maxStrength > 0.0 ? math.max(0.0, math.min(1.0, nz(levelStrength, 0.0) / maxStrength)) : 0.0
f_drawHeatmapCell(float levelPrice, float norm, int leftX, int rightX, float cellHeight) =>
float halfHeight = cellHeight * 0.5
box.new(left = leftX, top = levelPrice + halfHeight, right = rightX, bottom = levelPrice - halfHeight, border_color = na, bgcolor = color.new(f_heatmapColor(norm), 33))
// Level memory update
mergeTolerance = syminfo.mintick * LEVEL_MERGE_TICKS
removeOnWick = removeLevelWhen == "Wick"
upperMitigationPrice = removeOnWick ? high : close
lowerMitigationPrice = removeOnWick ? low : close
bool upperMitigated = false
bool lowerMitigated = false
bool bearishSweepSignal = false
bool bullishSweepSignal = false
if removeOnWick
f_extendWickSweptUppers(upperPrices, upperLastBoxes, high)
f_extendWickSweptLowers(lowerPrices, lowerLastBoxes, low)
if barstate.isconfirmed
[upperVisibleBandCount, upperReclaimLevel, upperAverageStrength] = f_upperVisibleSweepStats(upperPrices, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, high, heatmapCellBars)
[lowerVisibleBandCount, lowerReclaimLevel, lowerAverageStrength] = f_lowerVisibleSweepStats(lowerPrices, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, low, heatmapCellBars)
int upperRemovedCount = f_mitigateUppers(upperPrices, upperBirths, upperStrengths, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, upperMitigationPrice)
int lowerRemovedCount = f_mitigateLowers(lowerPrices, lowerBirths, lowerStrengths, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, lowerMitigationPrice)
upperMitigated := upperRemovedCount > 0
lowerMitigated := lowerRemovedCount > 0
float minimumSweepStrengthNormalized = minimumSweepStrength / 100.0
bool upperStrengthQualified = not filterSweepsByStrength or upperAverageStrength >= minimumSweepStrengthNormalized
bool lowerStrengthQualified = not filterSweepsByStrength or lowerAverageStrength >= minimumSweepStrengthNormalized
if removeOnWick and upperVisibleBandCount >= MIN_LEVELS_FOR_SIGNAL and upperStrengthQualified and not na(upperReclaimLevel)
array.push(pendingUpperSweepBars, bar_index)
array.push(pendingUpperReclaimLevels, upperReclaimLevel)
if removeOnWick and lowerVisibleBandCount >= MIN_LEVELS_FOR_SIGNAL and lowerStrengthQualified and not na(lowerReclaimLevel)
array.push(pendingLowerSweepBars, bar_index)
array.push(pendingLowerReclaimLevels, lowerReclaimLevel)
bearishSweepSignal := f_resolveUpperSweeps(pendingUpperSweepBars, pendingUpperReclaimLevels, close, SIGNAL_RECLAIM_BARS)
bullishSweepSignal := f_resolveLowerSweeps(pendingLowerSweepBars, pendingLowerReclaimLevels, close, SIGNAL_RECLAIM_BARS)
if bar_index % CLEANUP_BARS == 0
f_pruneExpired(upperPrices, upperBirths, upperStrengths, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, keepLevelsForBars)
f_pruneExpired(lowerPrices, lowerBirths, lowerStrengths, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, keepLevelsForBars)
if h1Shift
f_addLevel(upperPrices, upperBirths, upperStrengths, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, h1, mergeTolerance, true)
if h2Shift
f_addLevel(upperPrices, upperBirths, upperStrengths, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, h2, mergeTolerance, true)
if h3Shift
f_addLevel(upperPrices, upperBirths, upperStrengths, upperLastBoxes, upperLastNorms, upperLastCellHeights, upperLastDrawBars, h3, mergeTolerance, true)
if l1Shift
f_addLevel(lowerPrices, lowerBirths, lowerStrengths, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, l1, mergeTolerance, false)
if l2Shift
f_addLevel(lowerPrices, lowerBirths, lowerStrengths, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, l2, mergeTolerance, false)
if l3Shift
f_addLevel(lowerPrices, lowerBirths, lowerStrengths, lowerLastBoxes, lowerLastNorms, lowerLastCellHeights, lowerLastDrawBars, l3, mergeTolerance, false)
// Nearest active levels
float activeUpper1 = na
float activeUpper2 = na
float activeUpper3 = na
float activeLower1 = na
float activeLower2 = na
float activeLower3 = na
int activeUpperIndex1 = na
int activeUpperIndex2 = na
int activeUpperIndex3 = na
int activeLowerIndex1 = na
int activeLowerIndex2 = na
int activeLowerIndex3 = na
int upperFound = 0
if array.size(upperPrices) > 0
int i = array.size(upperPrices) - 1
while i >= 0 and upperFound < 3
float levelPrice = array.get(upperPrices, i)
int levelBirth = array.get(upperBirths, i)
bool validLevel = levelPrice > close and bar_index - levelBirth <= keepLevelsForBars
if validLevel
upperFound += 1
if upperFound == 1
activeUpper1 := levelPrice
activeUpperIndex1 := i
else if upperFound == 2
activeUpper2 := levelPrice
activeUpperIndex2 := i
else if upperFound == 3
activeUpper3 := levelPrice
activeUpperIndex3 := i
i -= 1
int lowerFound = 0
if array.size(lowerPrices) > 0
int i = array.size(lowerPrices) - 1
while i >= 0 and lowerFound < 3
float levelPrice = array.get(lowerPrices, i)
int levelBirth = array.get(lowerBirths, i)
bool validLevel = levelPrice < close and bar_index - levelBirth <= keepLevelsForBars
if validLevel
lowerFound += 1
if lowerFound == 1
activeLower1 := levelPrice
activeLowerIndex1 := i
else if lowerFound == 2
activeLower2 := levelPrice
activeLowerIndex2 := i
else if lowerFound == 3
activeLower3 := levelPrice
activeLowerIndex3 := i
i -= 1
// Directional volume strength
barVolume = na(volume) ? 0.0 : volume
volumeAverage = ta.sma(barVolume, VOLUME_AVERAGE_BARS)
safeVolumeAverage = na(volumeAverage) or volumeAverage <= 0.0 ? barVolume : volumeAverage
rawNormalizedVolume = safeVolumeAverage > 0.0 ? barVolume / safeVolumeAverage : 0.0
normalizedVolume = math.min(rawNormalizedVolume, MAX_VOLUME_SCORE_PER_BAR)
barDirection = close > open ? 1.0 : close < open ? -1.0 : 0.0
signedNormalizedVolume = normalizedVolume * barDirection
if barstate.isconfirmed
if signedNormalizedVolume < 0.0
float upperVolumeContribution = math.abs(signedNormalizedVolume)
f_addStrength(upperStrengths, activeUpperIndex1, upperVolumeContribution * CLOSEST_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
f_addStrength(upperStrengths, activeUpperIndex2, upperVolumeContribution * SECOND_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
f_addStrength(upperStrengths, activeUpperIndex3, upperVolumeContribution * THIRD_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
else if signedNormalizedVolume > 0.0
float lowerVolumeContribution = signedNormalizedVolume
f_addStrength(lowerStrengths, activeLowerIndex1, lowerVolumeContribution * CLOSEST_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
f_addStrength(lowerStrengths, activeLowerIndex2, lowerVolumeContribution * SECOND_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
f_addStrength(lowerStrengths, activeLowerIndex3, lowerVolumeContribution * THIRD_LEVEL_WEIGHT, FULL_HEATMAP_STRENGTH)
activeUpperStrength1 = f_getFloat(upperStrengths, activeUpperIndex1)
activeUpperStrength2 = f_getFloat(upperStrengths, activeUpperIndex2)
activeUpperStrength3 = f_getFloat(upperStrengths, activeUpperIndex3)
activeLowerStrength1 = f_getFloat(lowerStrengths, activeLowerIndex1)
activeLowerStrength2 = f_getFloat(lowerStrengths, activeLowerIndex2)
activeLowerStrength3 = f_getFloat(lowerStrengths, activeLowerIndex3)
activeHeatmapMaxStrength = math.max(math.max(math.max(nz(activeUpperStrength1, 0.0), nz(activeUpperStrength2, 0.0)), nz(activeUpperStrength3, 0.0)), math.max(math.max(nz(activeLowerStrength1, 0.0), nz(activeLowerStrength2, 0.0)), nz(activeLowerStrength3, 0.0)))
// Persistent box heatmap cells
heatmapHighRaw = ta.highest(high, heatmapLookback)
heatmapLowRaw = ta.lowest(low, heatmapLookback)
heatmapHigh = nz(heatmapHighRaw, high)
heatmapLow = nz(heatmapLowRaw, low)
heatmapPriceRange = math.max(heatmapHigh - heatmapLow, syminfo.mintick * heatmapResolution)
heatmapCellHeight = heatmapPriceRange / heatmapResolution
newHeatmapCell = barstate.isconfirmed and (bar_index + 1) % heatmapCellBars == 0
if newHeatmapCell
int cellLeft = int(math.max(0, bar_index - heatmapCellBars + 1))
int cellRight = bar_index + 1
if not na(activeUpper1)
float upperNorm1 = f_heatmapNorm(activeUpperStrength1, activeHeatmapMaxStrength)
box upperBox1 = f_drawHeatmapCell(activeUpper1, upperNorm1, cellLeft, cellRight, heatmapCellHeight)
array.set(upperLastBoxes, activeUpperIndex1, upperBox1)
array.set(upperLastNorms, activeUpperIndex1, upperNorm1)
array.set(upperLastCellHeights, activeUpperIndex1, heatmapCellHeight)
array.set(upperLastDrawBars, activeUpperIndex1, bar_index)
if not na(activeUpper2)
float upperNorm2 = f_heatmapNorm(activeUpperStrength2, activeHeatmapMaxStrength)
box upperBox2 = f_drawHeatmapCell(activeUpper2, upperNorm2, cellLeft, cellRight, heatmapCellHeight)
array.set(upperLastBoxes, activeUpperIndex2, upperBox2)
array.set(upperLastNorms, activeUpperIndex2, upperNorm2)
array.set(upperLastCellHeights, activeUpperIndex2, heatmapCellHeight)
array.set(upperLastDrawBars, activeUpperIndex2, bar_index)
if not na(activeUpper3)
float upperNorm3 = f_heatmapNorm(activeUpperStrength3, activeHeatmapMaxStrength)
box upperBox3 = f_drawHeatmapCell(activeUpper3, upperNorm3, cellLeft, cellRight, heatmapCellHeight)
array.set(upperLastBoxes, activeUpperIndex3, upperBox3)
array.set(upperLastNorms, activeUpperIndex3, upperNorm3)
array.set(upperLastCellHeights, activeUpperIndex3, heatmapCellHeight)
array.set(upperLastDrawBars, activeUpperIndex3, bar_index)
if not na(activeLower1)
float lowerNorm1 = f_heatmapNorm(activeLowerStrength1, activeHeatmapMaxStrength)
box lowerBox1 = f_drawHeatmapCell(activeLower1, lowerNorm1, cellLeft, cellRight, heatmapCellHeight)
array.set(lowerLastBoxes, activeLowerIndex1, lowerBox1)
array.set(lowerLastNorms, activeLowerIndex1, lowerNorm1)
array.set(lowerLastCellHeights, activeLowerIndex1, heatmapCellHeight)
array.set(lowerLastDrawBars, activeLowerIndex1, bar_index)
if not na(activeLower2)
float lowerNorm2 = f_heatmapNorm(activeLowerStrength2, activeHeatmapMaxStrength)
box lowerBox2 = f_drawHeatmapCell(activeLower2, lowerNorm2, cellLeft, cellRight, heatmapCellHeight)
array.set(lowerLastBoxes, activeLowerIndex2, lowerBox2)
array.set(lowerLastNorms, activeLowerIndex2, lowerNorm2)
array.set(lowerLastCellHeights, activeLowerIndex2, heatmapCellHeight)
array.set(lowerLastDrawBars, activeLowerIndex2, bar_index)
if not na(activeLower3)
float lowerNorm3 = f_heatmapNorm(activeLowerStrength3, activeHeatmapMaxStrength)
box lowerBox3 = f_drawHeatmapCell(activeLower3, lowerNorm3, cellLeft, cellRight, heatmapCellHeight)
array.set(lowerLastBoxes, activeLowerIndex3, lowerBox3)
array.set(lowerLastNorms, activeLowerIndex3, lowerNorm3)
array.set(lowerLastCellHeights, activeLowerIndex3, heatmapCellHeight)
array.set(lowerLastDrawBars, activeLowerIndex3, bar_index)
// Signals and alerts
signalAtr = ta.atr(SIGNAL_ATR_LENGTH)
signalOffset = nz(signalAtr, high - low) * SIGNAL_OFFSET_MULTIPLIER
plotshape(bullishSweepSignal ? low - signalOffset : na, title = "Bullish Multi-Level Sweep Reversal", style = shape.labelup, location = location.absolute, color = bullishSignalColor, text = "▲", textcolor = color.white, size = size.small)
plotshape(bearishSweepSignal ? high + signalOffset : na, title = "Bearish Multi-Level Sweep Reversal", style = shape.labeldown, location = location.absolute, color = bearishSignalColor, text = "▼", textcolor = color.white, size = size.small)
// Trade drawings
bullishStopCandidate = ta.lowest(low[1], TRADE_STOP_LOOKBACK_BARS)
bearishStopCandidate = ta.highest(high[1], TRADE_STOP_LOOKBACK_BARS)
bool createBullishTradeDrawing = showTradeDrawings and bullishSweepSignal[1]
bool createBearishTradeDrawing = showTradeDrawings and bearishSweepSignal[1]
if createBullishTradeDrawing and not na(bullishStopCandidate)
float bullishEntryPrice = open
float bullishStopPrice = bullishStopCandidate
float bullishRiskDistance = bullishEntryPrice - bullishStopPrice
if bullishRiskDistance > syminfo.mintick
float bullishMilestoneStep = bullishRiskDistance * tradeRiskReward / TRADE_MILESTONE_COUNT
float bullishTargetLevel1 = bullishEntryPrice + bullishMilestoneStep
float bullishTargetLevel2 = bullishEntryPrice + bullishMilestoneStep * 2.0
float bullishTargetLevel3 = bullishEntryPrice + bullishMilestoneStep * 3.0
int bullishExpiryBar = bar_index + tradeExpiryBars
box bullishStopBox = box.new(left = bar_index, top = bullishEntryPrice, right = bullishExpiryBar, bottom = bullishStopPrice, xloc = xloc.bar_index, border_color = color.new(bearishSignalColor, TRADE_BOX_BORDER_TRANSPARENCY), bgcolor = color.new(bearishSignalColor, TRADE_STOP_BOX_TRANSPARENCY))
box bullishTargetBox = box.new(left = bar_index, top = bullishTargetLevel3, right = bullishExpiryBar, bottom = bullishEntryPrice, xloc = xloc.bar_index, border_color = color.new(bullishSignalColor, TRADE_BOX_BORDER_TRANSPARENCY), bgcolor = color.new(bullishSignalColor, TRADE_TARGET_BOX_TRANSPARENCY))
box bullishProgressBox = box.new(left = bar_index, top = bullishEntryPrice, right = bar_index, bottom = bullishEntryPrice, xloc = xloc.bar_index, border_color = color.new(bullishSignalColor, 100), bgcolor = color.new(bullishSignalColor, 100))
line bullishTargetLine1 = line.new(x1 = bar_index, y1 = bullishTargetLevel1, x2 = bullishExpiryBar, y2 = bullishTargetLevel1, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
line bullishTargetLine2 = line.new(x1 = bar_index, y1 = bullishTargetLevel2, x2 = bullishExpiryBar, y2 = bullishTargetLevel2, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
line bullishTargetLine3 = line.new(x1 = bar_index, y1 = bullishTargetLevel3, x2 = bullishExpiryBar, y2 = bullishTargetLevel3, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
array.push(tradeDirections, 1)
array.push(tradeExpiryBarValues, bullishExpiryBar)
array.push(tradeEntryPrices, bullishEntryPrice)
array.push(tradeStopPrices, bullishStopPrice)
array.push(tradeTargetLevel1Values, bullishTargetLevel1)
array.push(tradeTargetLevel2Values, bullishTargetLevel2)
array.push(tradeTargetLevel3Values, bullishTargetLevel3)
array.push(tradeReachedMilestones, 0)
array.push(tradeStopBoxes, bullishStopBox)
array.push(tradeTargetBoxes, bullishTargetBox)
array.push(tradeProgressBoxes, bullishProgressBox)
array.push(tradeTargetLine1Values, bullishTargetLine1)
array.push(tradeTargetLine2Values, bullishTargetLine2)
array.push(tradeTargetLine3Values, bullishTargetLine3)
if createBearishTradeDrawing and not na(bearishStopCandidate)
float bearishEntryPrice = open
float bearishStopPrice = bearishStopCandidate
float bearishRiskDistance = bearishStopPrice - bearishEntryPrice
if bearishRiskDistance > syminfo.mintick
float bearishMilestoneStep = bearishRiskDistance * tradeRiskReward / TRADE_MILESTONE_COUNT
float bearishTargetLevel1 = bearishEntryPrice - bearishMilestoneStep
float bearishTargetLevel2 = bearishEntryPrice - bearishMilestoneStep * 2.0
float bearishTargetLevel3 = bearishEntryPrice - bearishMilestoneStep * 3.0
int bearishExpiryBar = bar_index + tradeExpiryBars
box bearishStopBox = box.new(left = bar_index, top = bearishStopPrice, right = bearishExpiryBar, bottom = bearishEntryPrice, xloc = xloc.bar_index, border_color = color.new(bearishSignalColor, TRADE_BOX_BORDER_TRANSPARENCY), bgcolor = color.new(bearishSignalColor, TRADE_STOP_BOX_TRANSPARENCY))
box bearishTargetBox = box.new(left = bar_index, top = bearishEntryPrice, right = bearishExpiryBar, bottom = bearishTargetLevel3, xloc = xloc.bar_index, border_color = color.new(bullishSignalColor, TRADE_BOX_BORDER_TRANSPARENCY), bgcolor = color.new(bullishSignalColor, TRADE_TARGET_BOX_TRANSPARENCY))
box bearishProgressBox = box.new(left = bar_index, top = bearishEntryPrice, right = bar_index, bottom = bearishEntryPrice, xloc = xloc.bar_index, border_color = color.new(bullishSignalColor, 100), bgcolor = color.new(bullishSignalColor, 100))
line bearishTargetLine1 = line.new(x1 = bar_index, y1 = bearishTargetLevel1, x2 = bearishExpiryBar, y2 = bearishTargetLevel1, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
line bearishTargetLine2 = line.new(x1 = bar_index, y1 = bearishTargetLevel2, x2 = bearishExpiryBar, y2 = bearishTargetLevel2, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
line bearishTargetLine3 = line.new(x1 = bar_index, y1 = bearishTargetLevel3, x2 = bearishExpiryBar, y2 = bearishTargetLevel3, xloc = xloc.bar_index, extend = extend.none, color = color.new(bullishSignalColor, TRADE_TARGET_LINE_TRANSPARENCY), style = line.style_dashed, width = 1)
array.push(tradeDirections, -1)
array.push(tradeExpiryBarValues, bearishExpiryBar)
array.push(tradeEntryPrices, bearishEntryPrice)
array.push(tradeStopPrices, bearishStopPrice)
array.push(tradeTargetLevel1Values, bearishTargetLevel1)
array.push(tradeTargetLevel2Values, bearishTargetLevel2)
array.push(tradeTargetLevel3Values, bearishTargetLevel3)
array.push(tradeReachedMilestones, 0)
array.push(tradeStopBoxes, bearishStopBox)
array.push(tradeTargetBoxes, bearishTargetBox)
array.push(tradeProgressBoxes, bearishProgressBox)
array.push(tradeTargetLine1Values, bearishTargetLine1)
array.push(tradeTargetLine2Values, bearishTargetLine2)
array.push(tradeTargetLine3Values, bearishTargetLine3)
bool bullishThirdTargetWick = false
bool bearishThirdTargetWick = false
if array.size(tradeDirections) > 0
for i = array.size(tradeDirections) - 1 to 0
int tradeDirection = array.get(tradeDirections, i)
int tradeExpiryBar = array.get(tradeExpiryBarValues, i)
float tradeEntryPrice = array.get(tradeEntryPrices, i)
float tradeStopPrice = array.get(tradeStopPrices, i)
float tradeTargetLevel1 = array.get(tradeTargetLevel1Values, i)
float tradeTargetLevel2 = array.get(tradeTargetLevel2Values, i)
float tradeTargetLevel3 = array.get(tradeTargetLevel3Values, i)
int reachedMilestone = array.get(tradeReachedMilestones, i)
bool pastExpiry = bar_index > tradeExpiryBar
bool stopHit = tradeDirection > 0 ? low <= tradeStopPrice : high >= tradeStopPrice
int newestMilestone = reachedMilestone
if not pastExpiry
if tradeDirection > 0
newestMilestone := high >= tradeTargetLevel3 ? 3 : high >= tradeTargetLevel2 ? 2 : high >= tradeTargetLevel1 ? 1 : reachedMilestone
else
newestMilestone := low <= tradeTargetLevel3 ? 3 : low <= tradeTargetLevel2 ? 2 : low <= tradeTargetLevel1 ? 1 : reachedMilestone
if newestMilestone > reachedMilestone
if newestMilestone >= TRADE_MILESTONE_COUNT and reachedMilestone < TRADE_MILESTONE_COUNT
if tradeDirection > 0
bullishThirdTargetWick := true
else
bearishThirdTargetWick := true
float reachedPrice = newestMilestone == 3 ? tradeTargetLevel3 : newestMilestone == 2 ? tradeTargetLevel2 : tradeTargetLevel1
box progressBox = array.get(tradeProgressBoxes, i)
if tradeDirection > 0
box.set_top(progressBox, reachedPrice)
box.set_bottom(progressBox, tradeEntryPrice)
else
box.set_top(progressBox, tradeEntryPrice)
box.set_bottom(progressBox, reachedPrice)
box.set_right(progressBox, bar_index)
box.set_border_color(progressBox, color.new(bullishSignalColor, TRADE_BOX_BORDER_TRANSPARENCY))
box.set_bgcolor(progressBox, color.new(bullishSignalColor, TRADE_PROGRESS_BOX_TRANSPARENCY))
array.set(tradeReachedMilestones, i, newestMilestone)
bool finalTargetHit = newestMilestone >= TRADE_MILESTONE_COUNT
if pastExpiry or stopHit or finalTargetHit
array.remove(tradeDirections, i)
array.remove(tradeExpiryBarValues, i)
array.remove(tradeEntryPrices, i)
array.remove(tradeStopPrices, i)
array.remove(tradeTargetLevel1Values, i)
array.remove(tradeTargetLevel2Values, i)
array.remove(tradeTargetLevel3Values, i)
array.remove(tradeReachedMilestones, i)
array.remove(tradeStopBoxes, i)
array.remove(tradeTargetBoxes, i)
array.remove(tradeProgressBoxes, i)
array.remove(tradeTargetLine1Values, i)
array.remove(tradeTargetLine2Values, i)
array.remove(tradeTargetLine3Values, i)
plotchar(bullishThirdTargetWick, title = "Bullish Third Target Wick", char = "✅", location = location.abovebar, color = bullishSignalColor, size = size.tiny)
plotchar(bearishThirdTargetWick, title = "Bearish Third Target Wick", char = "✅", location = location.belowbar, color = bearishSignalColor, size = size.tiny)
upperLevelDetected = barstate.isconfirmed and (h1Shift or h2Shift or h3Shift)
lowerLevelDetected = barstate.isconfirmed and (l1Shift or l2Shift or l3Shift)
anyLevelDetected = upperLevelDetected or lowerLevelDetected
anyLevelRemoved = upperMitigated or lowerMitigated
alertcondition(upperLevelDetected, "Upper Liquidity Detected", "A new upper liquidity level was detected.")
alertcondition(lowerLevelDetected, "Lower Liquidity Detected", "A new lower liquidity level was detected.")
alertcondition(anyLevelDetected, "Any Liquidity Detected", "A new liquidity level was detected.")
alertcondition(upperMitigated, "Upper Level Removed", "An upper liquidity level was removed.")
alertcondition(lowerMitigated, "Lower Level Removed", "A lower liquidity level was removed.")
alertcondition(anyLevelRemoved, "Any Level Removed", "A liquidity level was removed.")
alertcondition(bullishSweepSignal, "Bullish Multi-Level Sweep Reversal", "Price cleared at least two visibly distinct lower liquidity bands in one bar, passed the optional user-defined average-strength filter, and closed back above all swept bands within two bars.")
alertcondition(bearishSweepSignal, "Bearish Multi-Level Sweep Reversal", "Price cleared at least two visibly distinct upper liquidity bands in one bar, passed the optional user-defined average-strength filter, and closed back below all swept bands within two bars.")