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// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=6
indicator("EQH/EQL Liquidity Zones [LuxAlgo]", overlay = true, max_lines_count = 500, max_labels_count = 500, max_boxes_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
// Constants
//---------------------------------------------------------------------------------------------------------------------{
const string G1 = "Liquidity Detection"
const string G2 = "Visuals"
const color BULL_COLOR = #089981
const color BEAR_COLOR = #f23645
//---------------------------------------------------------------------------------------------------------------------}
// Inputs
//---------------------------------------------------------------------------------------------------------------------{
int leftLenInput = input.int(10, "Pivot Left Length", minval = 1, group = G1, tooltip = "Number of bars to the left required for a pivot.")
int rightLenInput = input.int(2, "Pivot Right Length", minval = 1, group = G1, tooltip = "Number of bars to the right required for a pivot.")
float thresholdPct = input.float(0.03, "Equality Threshold (%)", minval = 0, step = 0.01, group = G1, tooltip = "Maximum percentage difference to consider two highs/lows 'equal'.")
int maxZones = input.int(60, "Max Active Zones", minval = 1, maxval = 100, group = G1, tooltip = "Maximum number of active (unswept) liquidity lines to track. Increase for 1m charts.")
color bullColor = input.color(BULL_COLOR, "Bullish Zone Color", group = G2)
color bearColor = input.color(BEAR_COLOR, "Bearish Zone Color", group = G2)
int zoneTransp = input.int(85, "Zone Transparency", minval = 0, maxval = 100, group = G2)
bool showMidline = input.bool(false, "Show Midline", group = G2)
color midlineColor = input.color(#787b86, "Midline Color", group = G2)
bool showVolume = input.bool(true, "Show Volume", group = G2)
bool deleteOnSweep = input.bool(false, "Delete on Sweep", group = G2)
//---------------------------------------------------------------------------------------------------------------------}
// Types
//---------------------------------------------------------------------------------------------------------------------{
type LiquidityZone
box id
line midline
label lbl
label b1
label b2
label v1
label v2
float sweepLevel
float totalVol
int createdIdx
bool isHigh
bool isSwept
type PivotPoint
float price
int idx
float vol
//---------------------------------------------------------------------------------------------------------------------}
// Storage
//---------------------------------------------------------------------------------------------------------------------{
var activeZones = array.new<LiquidityZone>()
var historicalHighs = array.new<PivotPoint>()
var historicalLows = array.new<PivotPoint>()
//---------------------------------------------------------------------------------------------------------------------}
// Functions
//---------------------------------------------------------------------------------------------------------------------{
f_formatVol(float v) =>
string res = ""
if v >= 1000000
res := str.format("{0,number,#.#}M", v / 1000000)
else if v >= 1000
res := str.format("{0,number,#.#}K", v / 1000)
else
res := str.tostring(v, "#")
res
method update(LiquidityZone zone, bool deleteOnSweep) =>
bool shouldRemove = false
if not zone.isSwept
// Extend to current bar
box.set_right(zone.id, bar_index)
if not na(zone.midline)
line.set_x2(zone.midline, bar_index)
label.set_x(zone.lbl, bar_index)
// Sweep check starts the bar AFTER confirmation to handle 1m volatility
if bar_index > zone.createdIdx
bool sweepOccurred = zone.isHigh ? high > zone.sweepLevel : low < zone.sweepLevel
if sweepOccurred
zone.isSwept := true
shouldRemove := true
if deleteOnSweep
box.delete(zone.id)
line.delete(zone.midline)
label.delete(zone.lbl)
label.delete(zone.b1)
label.delete(zone.b2)
label.delete(zone.v1)
label.delete(zone.v2)
else
box.set_bgcolor(zone.id, color.new(chart.fg_color, 95))
box.set_border_color(zone.id, color.new(chart.fg_color, 80))
if not na(zone.midline)
line.set_color(zone.midline, color.new(chart.fg_color, 80))
label.set_textcolor(zone.lbl, color.new(chart.fg_color, 75))
string volStr = showVolume ? str.format(" ({0})", f_formatVol(zone.totalVol)) : ""
label.set_text(zone.lbl, "Swept " + (zone.isHigh ? "EQH" : "EQL") + volStr)
label.set_color(zone.b1, color.new(chart.fg_color, 85))
label.set_color(zone.b2, color.new(chart.fg_color, 85))
label.set_text(zone.v1, "")
label.set_text(zone.v2, "")
shouldRemove
f_consolidateLabels(array<LiquidityZone> zones) =>
int sz = zones.size()
if sz > 0
for i = 0 to sz - 1
LiquidityZone z = zones.get(i)
if not z.isSwept
label.set_text(z.lbl, "")
array<int> processed = array.new<int>()
for i = 0 to sz - 1
if processed.includes(i) or zones.get(i).isSwept
continue
LiquidityZone base = zones.get(i)
processed.push(i)
float clusterVol = base.totalVol
int clusterCount = 1
if i < sz - 1
for j = i + 1 to sz - 1
if processed.includes(j)
continue
LiquidityZone comp = zones.get(j)
if comp.isSwept
continue
if base.isHigh == comp.isHigh and math.abs(base.sweepLevel - comp.sweepLevel) / base.sweepLevel * 100 <= thresholdPct * 3
clusterVol += comp.totalVol
clusterCount += 1
processed.push(j)
string typeStr = base.isHigh ? "EQH" : "EQL"
string countStr = clusterCount > 1 ? str.format("{0}x ", clusterCount) : ""
string volStr = showVolume ? str.format(" ({0})", f_formatVol(clusterVol)) : ""
label.set_text(base.lbl, countStr + typeStr + volStr)
//---------------------------------------------------------------------------------------------------------------------}
// Core Logic
//---------------------------------------------------------------------------------------------------------------------{
float pH = ta.pivothigh(leftLenInput, rightLenInput)
float pL = ta.pivotlow(leftLenInput, rightLenInput)
// Handle Highs (EQH)
if not na(pH)
int currentPivotIdx = bar_index - rightLenInput
float currentVol = volume[rightLenInput]
if historicalHighs.size() > 0
for i = 0 to historicalHighs.size() - 1
PivotPoint prev = historicalHighs.get(i)
float diff = math.abs(pH - prev.price) / prev.price * 100
if diff <= thresholdPct
float top = math.max(pH, prev.price)
float bottom = math.min(pH, prev.price)
float mid = (top + bottom) / 2
float totalVol = prev.vol + currentVol
box b = box.new(prev.idx, top, bar_index, bottom, border_color = bearColor, bgcolor = color.new(bearColor, zoneTransp))
line ml = showMidline ? line.new(prev.idx, mid, bar_index, mid, color = midlineColor, style = line.style_dashed) : na
label lb = label.new(bar_index, mid, "", color = #00000000, textcolor = bearColor, style = label.style_label_left, size = size.small)
label b1 = label.new(prev.idx, prev.price, "", color = bearColor, style = label.style_circle, size = size.small)
label b2 = label.new(currentPivotIdx, pH, "", color = bearColor, style = label.style_circle, size = size.small)
label v1 = showVolume ? label.new(prev.idx, prev.price, f_formatVol(prev.vol), color = #00000000, textcolor = bearColor, style = label.style_label_down, size = size.small) : na
label v2 = showVolume ? label.new(currentPivotIdx, pH, f_formatVol(currentVol), color = #00000000, textcolor = bearColor, style = label.style_label_down, size = size.small) : na
activeZones.push(LiquidityZone.new(b, ml, lb, b1, b2, v1, v2, top, totalVol, bar_index, true, false))
break
historicalHighs.unshift(PivotPoint.new(pH, currentPivotIdx, currentVol))
if historicalHighs.size() > 50
historicalHighs.pop()
// Handle Lows (EQL)
if not na(pL)
int currentPivotIdx = bar_index - rightLenInput
float currentVol = volume[rightLenInput]
if historicalLows.size() > 0
for i = 0 to historicalLows.size() - 1
PivotPoint prev = historicalLows.get(i)
float diff = math.abs(pL - prev.price) / prev.price * 100
if diff <= thresholdPct
float top = math.max(pL, prev.price)
float bottom = math.min(pL, prev.price)
float mid = (top + bottom) / 2
float totalVol = prev.vol + currentVol
box b = box.new(prev.idx, top, bar_index, bottom, border_color = bullColor, bgcolor = color.new(bullColor, zoneTransp))
line ml = showMidline ? line.new(prev.idx, mid, bar_index, mid, color = midlineColor, style = line.style_dashed) : na
label lb = label.new(bar_index, mid, "", color = #00000000, textcolor = bullColor, style = label.style_label_left, size = size.small)
label b1 = label.new(prev.idx, prev.price, "", color = bullColor, style = label.style_circle, size = size.small)
label b2 = label.new(currentPivotIdx, pL, "", color = bullColor, style = label.style_circle, size = size.small)
label v1 = showVolume ? label.new(prev.idx, prev.price, f_formatVol(prev.vol), color = #00000000, textcolor = bullColor, style = label.style_label_up, size = size.small) : na
label v2 = showVolume ? label.new(currentPivotIdx, pL, f_formatVol(currentVol), color = #00000000, textcolor = bullColor, style = label.style_label_up, size = size.small) : na
activeZones.push(LiquidityZone.new(b, ml, lb, b1, b2, v1, v2, bottom, totalVol, bar_index, false, false))
break
historicalLows.unshift(PivotPoint.new(pL, currentPivotIdx, currentVol))
if historicalLows.size() > 50
historicalLows.pop()
//---------------------------------------------------------------------------------------------------------------------}
// Manage Active Zones
//---------------------------------------------------------------------------------------------------------------------{
if activeZones.size() > 0
// 1. Process active updates and identify swept zones
for i = activeZones.size() - 1 to 0
LiquidityZone zone = activeZones.get(i)
bool swept = zone.update(deleteOnSweep)
if swept
activeZones.remove(i)
// 2. Enforce limit by removing OLDEST zones only if still over capacity
while activeZones.size() > maxZones
activeZones.remove(0)
// 3. Consolidate labels for remaining live zones
if activeZones.size() > 0
f_consolidateLabels(activeZones)
//---------------------------------------------------------------------------------------------------------------------}