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 source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KioseffTrading
// @version = 5
indicator(
"Volume Delta | OI Delta [Kioseff Trading]" ,
precision = 12 ,
format = format.volume ,
explicit_plot_zorder = true ,
max_labels_count = 500 ,
max_boxes_count = 500 ,
max_lines_count = 500 ,
max_bars_back = 5000 ,
overlay = true
)
data = input.string(defval = "Vol. Delta", title = "Data", options = ["Volume", "Vol. Delta", "OI Delta (BINANCE PERP FUTURES ONLY)"])
[m, m1, m2, m3, m4, m5, m6, m7]
= request.security_lower_tf(syminfo.tickerid, "1", [close, close[1], volume, high, low, hlc3, open, volume[1]])
Recalculation = input.string(defval = "No Recalculation", title = "No Recalculation? Or Realculate?", options = ["No Recalculation", "Recalculate"], group = "Racalculation | No Recalculation")
sess = input.string(defval = "D", title = "If 'Recalculation' is Selected in the Above Setting: Recalculate After How Much Time?", group = "Racalculation | No Recalculation", tooltip = "from 1 to 1440 for minutes \nfrom 1D to 365D for days \nfrom 1W to 52W for weeks \nfrom 1M to 12M for months")
calcBy = input.string(defval = "Percentages (Recommended)", title = "Calculate Levels By Tick or Percentages?", options = ["Ticks", "Percentages (Recommended)"], group = "Select How Levels Are Plotted")
perc = input.float(defval = 0.25, step = 0.1, title = "Percentage Distance Between Levels (If Selected)", inline = "1", group = 'If "Percentages" is Selected') / 100
tickzz = input.float(defval = 50 ,title = "Ticks (If Selected)", inline = "1", group = 'If "Ticks" is Selected')
assume = input.bool(defval = true, title = "Use Volume Assumption?", tooltip = 'When This Setting Is Selected, the Script Will Not Record “0” Buy Volume or “0” Sell Volume at a Levels Where No Green Bars Formed and No Red Bars Formed, or Where Only Red Bars Formed and No Green Bars Formed. If a Levels Were Recorded With All “Buy Volume” - The Script Will Assume 40% Of the Buy Volume Was Sell Volume. Vice Versal for a Levels Where Only “Sell Volume” Was Recorded - The Script Will Assume 40% Of the “Sell Volume” Was “Buy Volume”. This Assumption May or May Not Help the Indicator Better Replicate Volume Delta Indicators on Other Charting Platforms. If You Do Not Want to Adhere to This Assumption - Simply Deselect This Setting')
hideAll = input.bool(defval = true, title = "Show End Lines and Labels?", group = "Show Summed Values at End of Chart (Deselect For Best Price Scaling)")
outline = input.bool(defval = true, title = "Show Label Color Outline ?", group = 'Show "Neon Effect"')
extend = input.bool(defval = false, title = "Extend End Lines Left ?", group = "Extend Summed Value Lines Left Across Price Data (Deselect For Best Price Scaling)")
eX = input.bool(defval = true, title = "Extend Highest Delta / Highest Volume Line ", group = "Extend 'POC' Left Across Price Data? (Deselect for Best Price Scaling)")
heat = input.bool(defval = true, title = "Show Heatmap ?", group = "Show Chart Heatmap (Deselect for Best Price Scaling)")
heatOnly = input.bool(defval = false, title = "Heat Map Only", group = "Show Heatmap Only (Deselect for Best Price Scaling)")
textSize = input.string(defval = "Small", options = ["Tiny", "Small", "Normal", "Large", "Huge"], group = "Aesthetics (Deselect All for Best Price Scaling)")
fnt = input.string(defval = "Default", title = "Font Type", options = ["Default", "Monospace"], group = "Aesthetics (Deselect All for Best Price Scaling)")
fonT = switch fnt
"Default" => font.family_default
"Monospace" => font.family_monospace
finTim = switch Recalculation
"No Recalculation" => heatOnly == false ? bar_index == last_bar_index - 500 : array.size(m)[1] == 0 and array.size(m) > 0
"Recalculate" => timeframe.change(sess) and last_bar_index - bar_index <= 500
sz = switch textSize
"Tiny" => size.tiny
"Small" => size.small
"Normal" => size.normal
"Large" => size.large
"Huge" => size.huge
var float tickz = 0.0
ticks2 = array.new_float()
if Recalculation == "No Recalculation"
tickz := tickzz
ticks = array.new_float()
var float max = 0.0
var float min = 10000000
var float [] track = array.new_float()
var float [] heatLevels = array.new_float()
letters = array.new_label()
lettersBox = array.new_label()
boxCo = array.new_float()
req() =>
switch data
"OI Delta (BINANCE PERP FUTURES ONLY)" => syminfo.ticker+"_OI"
=> string(na)
colorChange(x, y) =>
switch outline
false => label.set_textcolor(x, y)
=> label.set_color(x, y)
[clo, clo1, HIGH, LOW] = request.security_lower_tf(req(), "1", [close, close[1], high, low])
var int startHeat = 0
var float startHeat1 = 0
if array.size(m)[1] == 0 and array.size(m) > 0
startHeat := math.round(time)
startHeat1 := bar_index
timeCond = heatOnly == false ? last_bar_index - bar_index <= 500 : array.size(m) > 0
var float [] volCountUpFin = array.new_float(3000, initial_value = 0.0)
var float [] volCountDnFin = array.new_float(3000, initial_value = 0.0)
var int first = 0
var int firstBar = math.round(1e8)
levelsCount = array.new_float()
var string calcSince = ""
if last_bar_index - bar_index == 500 and Recalculation == "No Recalculation"
calcSince := "Calculating Since \n" + str.tostring(month(time)) + "/" + str.tostring(dayofmonth(time)) + " - " + str.tostring(hour(time)) + ":" + str.tostring(minute(time)) + ":" + str.tostring(second(time))
if timeCond
max := math.max(high, max)
min := math.min(low, min)
if finTim
if array.size(label.all) > 0
for i = 0 to array.size(label.all) - 1
label.delete(array.shift(label.all))
for i = 0 to array.size(volCountUpFin) - 1
array.set(volCountUpFin, i, 0)
array.set(volCountDnFin, i, 0)
if array.size(ticks) > 0
array.clear(ticks)
array.clear(ticks2)
if array.size(track) > 0
array.clear(track)
max := high
min := low
first := math.round(time)
firstBar := bar_index
array.push(track, low)
if bar_index >= firstBar
if array.size(track) > 0
array.push(ticks, array.get(track, array.size(track) - 1))
if calcBy == "Ticks"
for i = 1 to 500
array.push(ticks, array.get(ticks, i - 1) + (tickz * syminfo.mintick))
array.push(ticks2, array.get(track, array.size(track) - 1) - (tickz * syminfo.mintick))
for i = 1 to 500
array.push(ticks2, array.get(ticks2, i - 1) - (tickz * syminfo.mintick))
else
for i = 1 to 500
array.push(ticks, array.get(ticks, i - 1) * (1 + perc))
array.push(ticks2, array.get(track, array.size(track) - 1) * (1-perc))
for i = 1 to 500
array.push(ticks2, array.get(ticks2, i - 1) * (1-perc))
ticks3 = array.concat(ticks, ticks2)
array.sort(ticks3, order.ascending)
if array.size(ticks3) > 1
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(m2) > 0
for x = 0 to array.size(ticks3) - 1
if array.get(ticks3, x) <= high and array.get(ticks3, x) >= low and array.includes(levelsCount, array.get(ticks3, x)) == false
array.push(levelsCount, array.get(ticks3, x))
array.push(boxCo, 1)
array.push(heatLevels, array.get(ticks3, x))
else
if array.size(clo) > 0
for x = 0 to array.size(ticks3) - 1
if array.get(ticks3, x) <= high and array.get(ticks3, x) >= low and array.includes(levelsCount, array.get(ticks3, x)) == false
array.push(levelsCount, array.get(ticks3, x))
array.push(boxCo, 1)
array.push(heatLevels, array.get(ticks3, x))
if array.size(levelsCount) > 0
array.sort(levelsCount, order.ascending)
if array.size(levelsCount) > 1
if calcBy == "Ticks"
array.push(levelsCount, array.get(levelsCount, array.size(levelsCount) - 1) + (tickz * syminfo.mintick ))
else
array.push(levelsCount, array.get(levelsCount, array.size(levelsCount) - 1) * (1+perc))
array.push(boxCo, 1)
array.sort(levelsCount, order.ascending)
if array.size(levelsCount) > 0
for i = 0 to array.size(levelsCount) - 1
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, i),
color = color.new(color.white, 100), text = "",
size = sz,
textcolor = color.white, text_font_family = fonT,
style = outline == true ? label.style_text_outline : label.style_none))
volCountUp = array.new_float(array.size(levelsCount), 0)
volCountDn = array.new_float(array.size(levelsCount), 0)
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(boxCo) > 1
and array.sum(boxCo) == array.size(levelsCount)
boxTrack2 = array.new_float(array.size(m2), 0.0)
if array.size(m2) > 0
for nx = 0 to array.size(m2) - 1
for x = 0 to array.size(levelsCount) - 1
if array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
array.set(boxTrack2, nx, array.get(boxTrack2, nx) + 1)
if array.sum(boxTrack2) > 0
for x = 0 to array.size(levelsCount) - 1
for nx = 0 to array.size(m2) - 1
if array.get(boxTrack2, nx) != 0 and array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
if array.get(m, nx) >= array.get(m6, nx)
array.set(volCountUp, x, array.get(volCountUp, x) + (array.get(m2, nx) / array.get(boxTrack2, nx)))
SW = switch data
"Volume" => (str.tostring(array.get(volCountUp, x), format.volume) + " | " + str.tostring(array.get(volCountDn, x), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, x) - array.get(volCountDn, x)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00"))
if array.size(lettersBox) > 0
label.set_text(array.get(lettersBox, x), SW)
else
array.set(volCountDn, x, array.get(volCountDn, x) + (array.get(m2, nx) / array.get(boxTrack2, nx)))
SW = switch data
"Volume" => (str.tostring(array.get(volCountUp, x), format.volume) + " | " + str.tostring(array.get(volCountDn, x), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, x) - array.get(volCountDn, x)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, x) - array.get(volCountDn, x), "###,###,###.00"))
if array.size(lettersBox) > 0
label.set_text(array.get(lettersBox, x), SW)
for i = 1 to array.size(levelsCount) - 1
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, i) and array.get(m4, x) > array.get(levelsCount, i - 1)
if array.get(m, x) >= array.get(m6, x)
array.set(volCountUp, i - 1, array.get(volCountUp, i - 1) + array.get(m2, x))
if array.size(lettersBox) > 0
SW2 = switch data
"Volume" => (str.tostring(array.get(volCountUp, i - 1), format.volume) + " | " + str.tostring(array.get(volCountDn, i - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00"))
label.set_text(array.get(lettersBox, i - 1),SW2)
else
array.set(volCountDn, i - 1, array.get(volCountDn, i - 1) + array.get(m2, x))
if array.size(lettersBox) > 0
SW2 = switch data
"Volume" => (str.tostring(array.get(volCountUp, i - 1), format.volume) + " | " + str.tostring(array.get(volCountDn, i - 1), format.volume))
"Vol. Delta" => math.sign(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i - 1) - array.get(volCountDn, i - 1), "###,###,###.00"))
label.set_text(array.get(lettersBox, i - 1), SW2)
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, 0)
if array.get(m, x) >= array.get(m6, x)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, x))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, x))
volCountExUp = array.new_float(1), array.set(volCountExUp, 0, array.get(volCountUp, 0) + array.get(volCountUp, 1))
volCountExDn = array.new_float(1), array.set(volCountExDn, 0, array.get(volCountDn, 0) + array.get(volCountDn, 1))
array.shift(volCountUp), array.set(volCountUp, 0, array.sum(volCountExUp))
array.shift(volCountDn), array.set(volCountDn, 0, array.sum(volCountExDn))
SW3 = switch data
"Volume" => (str.tostring(array.sum(volCountExUp), format.volume) + " | " + str.tostring(array.sum(volCountExDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountExUp) - array.sum(volCountExDn)) == 1 ?
"+" + str.tostring(array.sum(volCountExUp) - array.sum(volCountExDn), "###,###,###.00") :
str.tostring(array.sum(volCountExUp) - array.sum(volCountExDn), "###,###,###.00")
label.set_text(array.get(lettersBox, 0), SW3)
if array.size(boxCo) == 1
for i = 0 to array.size(m2) - 1
if array.get(m, i) >= array.get(m6, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, i))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, i))
if array.size(lettersBox) > 0
SW4 = switch data
"Volume" => str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)
"Vol. Delta" => math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")
label.set_text(array.get(lettersBox, 0), SW4 + "*")
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) > array.sum(volCountDn) ? color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if array.size(boxCo) == 0
and array.size(m2) > 0 and bar_index >= firstBar and array.size(ticks3) > 1
for i = 1 to array.size(ticks3) - 1
if array.get(ticks3, i) > low and array.get(ticks3, i - 1) <= low
array.push(levelsCount, array.get(ticks3, i - 1))
break
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, 0), "", textcolor = color.white, style = outline == true ? label.style_text_outline : label.style_none, size = sz))
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for i = 0 to array.size(m2) - 1
if array.get(m, i) >= array.get(m6, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + array.get(m2, i))
SW5 = switch data
"Volume" => (str.tostring(array.sum(volCountUp), format.volume) + " | " + str.tostring(array.sum(volCountDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountUp) - array.sum(volCountDn)) == 1 ?
"+" + str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00") :
str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00")
label.set_text(array.get(lettersBox, 0 ), SW5 + "*")
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + array.get(m2, i))
SW5 = switch data
"Volume" => (str.tostring(array.sum(volCountUp), format.volume) + " | " + str.tostring(array.sum(volCountDn), format.volume))
"Vol. Delta" => math.sign(array.sum(volCountUp) - array.sum(volCountDn)) == 1 ?
"+" + str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00") :
str.tostring(array.sum(volCountUp) - array.sum(volCountDn), "###,###,###.00")
label.set_text(array.get(lettersBox, 0 ), SW5 + "*")
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) >= array.sum(volCountDn) ? color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if array.size(lettersBox) > 1
for i = 0 to array.size(lettersBox) - 1
switch data
"Volume" => colorChange(array.get(lettersBox, i) , array.get(volCountUp, i) < array.get(volCountDn, i) ?
color.new(color.red,outline == true ? 50 : 0) : color.new(color.lime,outline == true ? 50 : 0))
"Vol. Delta" => colorChange(array.get(lettersBox, i) , math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if label.get_text(array.get(lettersBox, i)) == ""
label.set_color(array.get(lettersBox, i), na)
maxUp = 0.0
for i = 0 to array.size(lettersBox) - 1
maxUp := data == "Volume" ? math.max(maxUp, array.get(volCountUp, i), array.get(volCountDn, i)):
math.max(maxUp, math.abs(array.get(volCountUp, i) - array.get(volCountDn, i)))
for i = 0 to array.size(lettersBox) - 1
if data == "Volume"
if array.get(volCountUp, i) == maxUp or array.get(volCountDn, i) == maxUp
colorChange(array.get(lettersBox, i), color.rgb(148, 139, 57))
break
else
if math.abs(array.get(volCountUp, i) - array.get(volCountDn, i)) == maxUp
colorChange(array.get(lettersBox, i), color.rgb(148, 139, 57))
break
for i = 0 to array.size(lettersBox) - 1
if assume == true
if data == "Volume" or data == "Vol. Delta"
if array.get(volCountUp, i) == 0 and array.get(volCountDn, i) != 0
array.set(volCountUp, i, array.get(volCountDn, i) * .40)
array.set(volCountDn, i, array.get(volCountDn, i) * .60)
if data == "Volume"
label.set_text(array.get(lettersBox, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
label.set_text(array.get(lettersBox, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
if array.get(volCountDn, i) == 0 and array.get(volCountUp, i) != 0
array.set(volCountDn, i, array.get(volCountUp, i) * .40)
array.set(volCountUp, i, array.get(volCountUp, i) * .60)
if data == "Volume"
label.set_text(array.get(lettersBox, i),
(str.tostring(array.get(volCountUp, i), format.volume) + " | " + str.tostring(array.get(volCountDn, i), format.volume)))
else
label.set_text(array.get(lettersBox, i),
math.sign(array.get(volCountUp, i) - array.get(volCountDn, i)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, i) - array.get(volCountDn, i), "###,###,###.00")))
else if array.size(lettersBox) == 1
if assume == true
if data == "Volume" or data == "Vol. Delta"
if array.get(volCountUp, 0) == 0 and array.get(volCountDn, 0) != 0
array.set(volCountUp, 0, array.get(volCountDn, 0) * .40)
array.set(volCountDn, 0, array.get(volCountDn, 0) * .60)
if data == "Volume"
label.set_text(array.get(lettersBox, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
label.set_text(array.get(lettersBox, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
if array.get(volCountDn, 0) == 0 and array.get(volCountUp, 0) != 0
array.set(volCountDn, 0, array.get(volCountUp, 0) * .40)
array.set(volCountUp, 0, array.get(volCountUp, 0) * .60)
if data == "Volume"
label.set_text(array.get(lettersBox, 0),
(str.tostring(array.get(volCountUp, 0), format.volume) + " | " + str.tostring(array.get(volCountDn, 0), format.volume)))
else
label.set_text(array.get(lettersBox, 0),
math.sign(array.get(volCountUp, 0) - array.get(volCountDn, 0)) == 1 ?
"+" + (str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")) :
(str.tostring(array.get(volCountUp, 0) - array.get(volCountDn, 0), "###,###,###.00")))
if array.size(levelsCount) > 0
var label [] finalBox = array.new_label()
SA = switch data
"Volume" => str.tostring(array.sum(volCountUp), "+###,###,###.00") + " | " + str.tostring(-array.sum(volCountDn), "###,###,###.00")
"Vol. Delta" => str.tostring(array.sum(volCountUp) - array.sum(volCountDn), array.sum(volCountUp) - array.sum(volCountDn) >= 0 ?
"+###,###,###.00" : "###,###,###.00")
array.push(finalBox, label.new(bar_index, low, yloc = yloc.belowbar, text = SA + "\nTotal",
size = sz, style = outline == true ? label.style_text_outline : label.style_none, textcolor = color.white, text_font_family = fonT))
colorChange(array.get(finalBox, array.size(finalBox) - 1), array.sum(volCountUp) - array.sum(volCountDn) >= 0 ?
color.new(color.lime, outline == true ? 50 : 0) : color.new(color.red, outline == true ? 50 : 0))
if array.size(levelsCount) > 0
for i = 0 to array.size(levelsCount) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(levelsCount, i) == array.get(ticks3, x)
array.set(volCountUpFin, x, array.get(volCountUpFin, x) + array.get(volCountUp, i))
array.set(volCountDnFin, x, array.get(volCountDnFin, x) + array.get(volCountDn, i))
if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if array.size(boxCo) > 1
and array.sum(boxCo) == array.size(levelsCount)
boxTrack2 = array.new_float(array.size(clo), 0.0)
if array.size(clo) > 0 and array.size(clo) == array.size(m2)
for nx = 0 to array.size(clo) - 1
for x = 0 to array.size(levelsCount) - 1
if array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
array.set(boxTrack2, nx, array.get(boxTrack2, nx) + 1)
if array.sum(boxTrack2) > 0
for x = 0 to array.size(levelsCount) - 1
for nx = 0 to array.size(clo) - 1
if array.get(boxTrack2, nx) != 0 and array.get(levelsCount, x) <= array.get(m3, nx) and array.get(levelsCount, x) >= array.get(m4, nx)
if array.get(clo, nx) >= array.get(clo1, nx)
array.set(volCountUp, x, array.get(volCountUp, x) + ((array.get(clo, nx) - array.get(clo1, nx)) / array.get(boxTrack2, nx)))
cache = math.sign(array.get(volCountUp, x) + array.get(volCountDn, x)) == 1 ?
"+" + str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00") :
str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00")
if array.size(lettersBox) > 0
label.set_text(array.get(lettersBox, x), cache)
else
array.set(volCountDn, x, array.get(volCountDn, x) + ((array.get(clo, nx) - array.get(clo1, nx)) / array.get(boxTrack2, nx)))
cache = math.sign(array.get(volCountUp, x) + array.get(volCountDn, x)) == 1 ?
"+" + str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00") :
str.tostring(array.get(volCountUp, x) + array.get(volCountDn, x), "###,###,###.00")
if array.size(lettersBox) > 0
label.set_text(array.get(lettersBox, x), cache)
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for x = 0 to array.size(m2) - 1
if array.get(m3, x) < array.get(levelsCount, 0)
if array.get(clo, x) >= array.get(clo1, x)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, x) - array.get(clo1, x)))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, x) - array.get(clo1, x)))
volCountExUp = array.new_float(1), array.set(volCountExUp, 0, array.get(volCountUp, 0) + array.get(volCountUp, 1))
volCountExDn = array.new_float(1), array.set(volCountExDn, 0, array.get(volCountDn, 0) + array.get(volCountDn, 1))
array.shift(volCountUp), array.set(volCountUp, 0, array.sum(volCountExUp))
array.shift(volCountDn), array.set(volCountDn, 0, array.sum(volCountExDn))
cache = math.sign(array.sum(volCountExUp) + array.sum(volCountExDn)) == 1 ?
"+" + str.tostring(array.sum(volCountExUp) + array.sum(volCountExDn), "###,###,###.00") :
str.tostring(array.sum(volCountExUp) + array.sum(volCountExDn), "###,###,###.00")
label.set_text(array.get(lettersBox, 0), cache)
if array.size(boxCo) == 1 and array.size(m2) == array.size(clo)
for i = 0 to array.size(clo) - 1
if array.get(clo, i) >= array.get(clo1, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, i) - array.get(clo1, i)))
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, i) - array.get(clo1, i)))
if array.size(lettersBox) > 0
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
label.set_text(array.get(lettersBox, 0), cache)
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if array.size(boxCo) == 0
and array.size(m2) > 0 and array.size(m2) == array.size(clo) and bar_index >= firstBar and array.size(ticks3) > 1
for i = 1 to array.size(ticks3) - 1
if array.get(ticks3, i) > low and array.get(ticks3, i - 1) <= low
array.push(levelsCount, array.get(ticks3, i - 1))
break
array.push(lettersBox, label.new(bar_index, array.get(levelsCount, 0), "", textcolor = color.white, style = outline == true ? label.style_text_outline : label.style_none, size = sz))
array.unshift(volCountUp, 0)
array.unshift(volCountDn, 0)
for i = 0 to array.size(clo) - 1
if array.get(clo, i) >= array.get(clo1, i)
array.set(volCountUp, 0, array.get(volCountUp, 0) + (array.get(clo, i) - array.get(clo1, i)))
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
label.set_text(array.get(lettersBox, 0 ), cache)
label.set_tooltip(array.get(lettersBox, 0), "Data Not Counted Towards Sum")
else
array.set(volCountDn, 0, array.get(volCountDn, 0) + (array.get(clo, i) - array.get(clo1, i)))
cache = math.sign(array.get(volCountUp, 0) + array.get(volCountDn, 0)) == 1 ?
"+" + str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00") :
str.tostring(array.get(volCountUp, 0) + array.get(volCountDn, 0), "###,###,###.00")
label.set_text(array.get(lettersBox, 0 ), cache)
colorChange(array.get(lettersBox, 0), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ? color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if array.size(lettersBox) > 0
for i = 0 to array.size(lettersBox) - 1
colorChange(array.get(lettersBox, i) , math.sign(array.get(volCountUp, i) + array.get(volCountDn, i)) == 1 ?
color.new(color.lime,outline == true ? 50 : 0) : color.new(color.red,outline == true ? 50 : 0))
if label.get_text(array.get(lettersBox, i)) == ""
label.set_color(array.get(lettersBox, i), na)
maxUp = 0.0
for i = 0 to array.size(lettersBox) - 1
maxUp :=
math.max(maxUp, math.abs(array.get(volCountUp, i) + array.get(volCountDn, i)))
for i = 0 to array.size(lettersBox) - 1
if math.abs(array.get(volCountUp, i) + array.get(volCountDn, i)) == maxUp
label.set_color(array.get(lettersBox, i), color.rgb(98, 95, 66))
break
for i = 0 to array.size(levelsCount) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(levelsCount, i) == array.get(ticks3, x)
array.set(volCountUpFin, x, array.get(volCountUpFin, x) + array.get(volCountUp, i))
array.set(volCountDnFin, x, array.get(volCountDnFin, x) + array.get(volCountDn, i))
var label [] finalBox = array.new_label()
SA = str.tostring(array.sum(volCountUp) + array.sum(volCountDn), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ?
"+###,###,###.00" : "###,###,###.00")
array.push(finalBox, label.new(bar_index, low, yloc = yloc.belowbar, text = SA + "\nTotal",
size = sz, style = outline == true ? label.style_text_outline : label.style_none, textcolor = color.white))
colorChange(array.get(finalBox, array.size(finalBox) - 1), array.sum(volCountUp) + array.sum(volCountDn) >= 0 ?
color.new(color.lime, outline == true ? 50 : 0) : color.new(color.red, outline == true ? 50 : 0))
if barstate.islast and array.size(label.all) > 0
and heatOnly == false or barstate.islast and array.size(volCountUpFin) > 0
and heatOnly == true
mX = 0.0
mX1 = 1e8
if heatOnly == false
for i = 0 to array.size(label.all) - 1
mX := math.max(label.get_y(array.get(label.all, i)), mX)
mX1 := math.min(label.get_y(array.get(label.all, i)), mX1)
else
for i = 0 to array.size(heatLevels) - 1
mX := math.max(array.get(heatLevels, i), mX)
mX1 := math.min(array.get(heatLevels, i), mX1)
var line endLine = na
var label cs = na
if na(endLine) and heatOnly == false
endLine := line.new(bar_index + 7, mX, bar_index + 7, mX1, color = color.lime, width = 3)
if Recalculation == "No Recalculation" and hideAll == true
cs := label.new(bar_index + 4, mX, text = calcSince, color = color.new(color.white, 100), textcolor = color.white, size = sz)
var float [] set = array.new_float()
var line [] finBox = array.new_line()
var box [] finBox2 = array.new_box()
if heatOnly == false
if array.size(finBox) == 0 and array.size(finBox2) == 0
for i = 0 to array.size(label.all) - 1
if array.includes(set, label.get_y(array.get(label.all, i))) == false and label.get_text(array.get(label.all, i)) != ""
array.push(set, label.get_y(array.get(label.all, i)))
array.push(finBox, line.new(extend ? bar_index - 100 : bar_index + 2, label.get_y(array.get(label.all, i)), bar_index + 3, label.get_y(array.get(label.all, i)),
color = na))
array.push(finBox2, box.new(bar_index + 3, label.get_y(array.get(label.all, i)) + syminfo.mintick, bar_index + 5, label.get_y(array.get(label.all, i)),
bgcolor =na, border_color = color.new(color.white, 100), text = "", text_color = color.white, text_size = sz, text_font_family = fonT))
else
for i = 0 to array.size(finBox) - 1
line.set_x1(array.get(finBox, i), extend ? bar_index - 100 : bar_index + 2)
line.set_x2(array.get(finBox, i), bar_index + 3)
box.set_left(array.get(finBox2, i), bar_index + 3)
box.set_right(array.get(finBox2, i), bar_index + 5)
else
if array.size(finBox) == 0
for i = 0 to array.size(heatLevels) - 1
if array.includes(set, array.get(heatLevels, i)) == false
array.push(set, array.get(heatLevels, i))
array.push(finBox, line.new(startHeat, array.get(heatLevels, i), time + (time - time[3]), array.get(heatLevels, i),
color = color.new(color.white, 100 ), xloc = xloc.bar_time))
array.push(finBox2, box.new(bar_index + 3, array.get(heatLevels, i) + syminfo.mintick, bar_index + 5, array.get(heatLevels, i),
bgcolor =na, border_color = color.new(color.white, 100), text = "", text_color = color.white, text_size = sz, text_font_family = fonT))
else
for i = 0 to array.size(finBox) - 1
line.set_x2(array.get(finBox, i), time)
box.set_left(array.get(finBox2, i), bar_index + 3)
box.set_right(array.get(finBox2, i), bar_index + 5)
fX = 0.0
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
if data == "Volume"
if heatOnly == false
fX := math.max(array.get(volCountUpFin, x), array.get(volCountDnFin, x), fX)
box.set_text(array.get(finBox2, i), "+" + str.tostring(array.get(volCountUpFin, x),format.volume)
+ " | -" + str.tostring(array.get(volCountDnFin, x), format.volume))
else if data == "Vol. Delta"
if heatOnly == false
fX := math.max(math.abs(array.get(volCountUpFin, x) - array.get(volCountDnFin, x)), fX)
box.set_text(array.get(finBox2, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
"+" + str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume) :
str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume))
else if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if heatOnly == false
fX := math.max(math.abs(array.get(volCountUpFin, x) + array.get(volCountDnFin, x)), fX)
box.set_text(array.get(finBox2, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
"+" + str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume) :
str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume))
if heatOnly == false
if data != "OI Delta (BINANCE PERP FUTURES ONLY)"
box.set_text_color(array.get(finBox2, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 ? color.red : color.lime)
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 ? color.new(color.red, 85) : color.new(color.lime, 85))
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? color.red :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? color.lime :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(color.lime, 85) :
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(color.red, 85) :
na
)
else
box.set_text_color(array.get(finBox2, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 ? color.red : color.lime)
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 ? color.new(color.red, 85) : color.new(color.lime, 85))
line.set_color(array.get(finBox, i), array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? color.red :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0
and line.get_y1(array.get(finBox, i)) >= low and line.get_y1(array.get(finBox, i)) <= high ? color.lime :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(color.lime, 85) :
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) > high or
array.get(volCountUpFin, x) + array.get(volCountDnFin, x) < 0 and line.get_y1(array.get(finBox, i)) < low ?
color.new(color.red, 85) :
na
)
var line [] connectOr = array.new_line()
if heat == true and heatOnly == false
if array.size(finBox) > 0
for i = 0 to array.size(finBox) - 1
array.push(connectOr, line.new(bar_index - 200, line.get_y1(array.get(finBox, i)), bar_index + 7, line.get_y1(array.get(finBox, i)), color = na))
if array.size(set) > 3
for i = 2 to array.size(set) - 3
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
linefill.new(array.get(connectOr, i - 2), array.get(connectOr, i + 2), color =
data != "OI Delta (BINANCE PERP FUTURES ONLY)" ? array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
color.new(color.lime, 95) : color.new(color.red, 95) : array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
color.new(color.lime, 95) : color.new(color.red, 95))
if heatOnly == true
and array.size(finBox) > 0
and array.size(set) > 3
for i = 2 to array.size(set) - 3
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
linefill.new(array.get(finBox, i - 2), array.get(finBox, i + 2), color =
data != "OI Delta (BINANCE PERP FUTURES ONLY)" ? array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 ?
color.new(color.lime, 95) : color.new(color.red, 95) : array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 ?
color.new(color.lime, 95) : color.new(color.red, 95))
if array.size(finBox2) > 0
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if array.get(set, i) == array.get(ticks3, x)
finSW = switch data
"Volume" => "+" + str.tostring(array.get(volCountUpFin, x), format.volume) + " | -" + str.tostring(array.get(volCountDnFin, x), format.volume)
"Vol. Delta" => str.tostring(array.get(volCountUpFin, x) - array.get(volCountDnFin, x), format.volume)
"OI Delta (BINANCE PERP FUTURES ONLY)" => str.tostring(array.get(volCountUpFin, x) + array.get(volCountDnFin, x), format.volume)
color
finCol = na
switch
data != "OI Delta (BINANCE PERP FUTURES ONLY)" and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 => finCol := color.lime
data != "OI Delta (BINANCE PERP FUTURES ONLY)" and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) < 0 => finCol := color.red
data == "OI Delta (BINANCE PERP FUTURES ONLY)" and array.get(volCountUpFin, x) + array.get(volCountDnFin, x) >= 0 => finCol := color.lime
data == "OI Delta (BINANCE PERP FUTURES ONLY)" and array.get(volCountUpFin, x) - array.get(volCountDnFin, x) >= 0 => finCol := color.red
box.set_text(array.get(finBox2, i), finSW)
box.set_text_color(array.get(finBox2, i), finCol)
for i = 0 to array.size(set) - 1
for x = 0 to array.size(ticks3) - 1
if heatOnly == false
if array.get(set, i) == array.get(ticks3, x)
if data == "Vol. Delta"
if math.abs(array.get(volCountUpFin, x) - array.get(volCountDnFin, x)) == fX
line.set_color(array.get(finBox, i), color.yellow)
box.set_text_color(array.get(finBox2, i), color.yellow)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
else if data == "Volume"
if array.get(volCountUpFin, x) == fX or array.get(volCountDnFin, x) == fX
line.set_color(array.get(finBox, i), color.yellow)
box.set_text_color(array.get(finBox2, i), color.yellow)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
else if data == "OI Delta (BINANCE PERP FUTURES ONLY)"
if math.abs(array.get(volCountUpFin, x) + array.get(volCountDnFin, x)) == fX
line.set_color(array.get(finBox, i), color.yellow)
box.set_text_color(array.get(finBox2, i), color.yellow)
if eX == true
line.set_x1(array.get(finBox, i), bar_index - 100)
break
if hideAll == false
line.delete(endLine)
if heatOnly == false
line.delete(array.get(finBox, i))
box.delete(array.get(finBox2, i))
if heatOnly == true
if array.size(label.all) > 0
for i = 0 to array.size(label.all) - 1
label.delete(array.shift(label.all))
if array.size(lettersBox) == 1
label.set_y(array.get(lettersBox, 0), ohlc4)