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// © Infinity_Trading_
// Last Modified: 12/15/2022
//@version=5
indicator(title="Session Liquidity", shorttitle="Session Liquidity", overlay=true)
// Description:
//
// The “Session Liquidity” TradingView indicator by Infinity Trading creates dynamic horizontal lines at the high and low points of a specified time span within the trading day.
// This indicator gives the user control of three separate time spans so the user can dynamically see the highs and lows of their favorite daily time spans.
// Purpose:
//
// This indicator is similar to my TradingView indicator “Futures Exchange Sessions 3.0”.
// In that indicator the user gets control of dynamic price boxes. For me, these boxes made it difficult to spot ICT’s Orderblocks.
// So instead of boxes I made independently controllable lines and now I can spot ICT Orderblocks and easily identify Liquidity Pools.
// Special Notes:
//
// If the Line Start Time is within one candle of the Start Day Timezone in the Settings, then the line/box won’t display. So choose the previous timezone
// Lines only display when the timeframe is <= 30 minute
///////////////////////////////////////////////////////////////////////////////// CONSTANTS
c_milliseconds_in_day = 24 * 60 * 60 * 1000
c_tooltip_1 = "If the user increments/decrements this integer field and nothing happens, that is because the user is moving throught a weekend or holiday. Please continue incrementing/decrementing and after 2-3 clicks the user will see backgrounds/labels appear or disappear. The algorithm for Days Back is counting every 24-hour period which is why this behavior occurs."
c_tooltip_2 = "To make the lines start over each day the code must know when to start the day. Since the user is entering times, a static start time won't work. Use midnight EST in the three timezone options as the starting point. If the users lines fits in the Asian Session then choose Asia/Shanghai. If the lines are within the London Session then choose Europe/London. And the same goes for the New York Session."
c_tooltip_3 = "Please specify a start & end time within the same 'day' where the 'day' starts at midnight of the timezone selected by the user in the dropdown Start Day Timezone"
///////////////////////////////////////////////////////////////////////////////// INPUTS
var string GDTB = "Limit Past Lines"
i_display_days_back = input.int(defval=15, minval=1, maxval=80, title="Display Only 🔢 Days Back", group=GDTB, tooltip=c_tooltip_1)
var string L0 = "First Session Lines"
i_1st_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off ", group=L0, inline="high-1")
i_1st_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L0, inline="high-1")
i_1st_session_low_line_toggle = input.bool(defval=true, title="Low Line On/Off ", group=L0, inline="low-1")
i_1st_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L0, inline="low-1")
i_1st_session_start_day = input.string(defval="Asia/Shanghai", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L0, tooltip=c_tooltip_2)
i_1st_session_time = input.session(defval='1900-0259', title="Line Start & End Times", group=L0, tooltip=c_tooltip_3)
i_1st_session_text_char = input.string(defval="First Session", title="Text Style ", group=L0, inline="text1")
i_1st_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L0, inline="text1")
i_1st_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L0, inline="text1")
i_1st_session_line_high_color = input.color(defval=color.new(#00bcd4, 0), title="Line Style - High ", group=L0, inline="line-high1")
i_1st_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-high1")
i_1st_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-high1")
i_1st_session_line_low_color = input.color(defval=color.new(#00bcd4, 0), title="Line Style - Low ", group=L0, inline="line-low1")
i_1st_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-low1")
i_1st_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-low1")
var string L2 = "Second Session Lines"
i_2nd_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off ", group=L2, inline="high-2")
i_2nd_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L2, inline="high-2")
i_2nd_session_low_line_toggle = input.bool(defval=true, title="Low Line On/Off ", group=L2, inline="low-2")
i_2nd_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L2, inline="low-2")
i_2nd_session_start_day = input.string(defval="Europe/London", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L2, tooltip=c_tooltip_2)
i_2nd_session_time = input.session(defval='0300-0929', title="Line Start & End Times", group=L2, tooltip=c_tooltip_3)
i_2nd_session_text_char = input.string(defval="Second Session", title="Text Style ", group=L2, inline="text2")
i_2nd_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L2, inline="text2")
i_2nd_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L2, inline="text2")
i_2nd_session_line_high_color = input.color(defval=color.new(#f2a03a, 0), title="Line Style - High ", group=L2, inline="line-high2")
i_2nd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-high2")
i_2nd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-high2")
i_2nd_session_line_low_color = input.color(defval=color.new(#f2a03a, 0), title="Line Style - Low ", group=L2, inline="line-low2")
i_2nd_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-low2")
i_2nd_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-low2")
var string L3 = "Third Session Lines"
i_3rd_session_high_line_toggle = input.bool(defval=false, title="High Line On/Off ", group=L3, inline="high-3")
i_3rd_session_high_label_toggle = input.bool(defval=false, title="High Label On/Off", group=L3, inline="high-3")
i_3rd_session_low_line_toggle = input.bool(defval=false, title="Low Line On/Off ", group=L3, inline="low-3")
i_3rd_session_low_label_toggle = input.bool(defval=false, title="Low Label On/Off", group=L3, inline="low-3")
i_3rd_session_start_day = input.string(defval="America/New_York", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L3, tooltip=c_tooltip_2)
i_3rd_session_time = input.session(defval='0930-1559', title="Line Start & End Times", group=L3, tooltip=c_tooltip_3)
i_3rd_session_text_char = input.string(defval="Third Session", title="Text Style ", group=L3, inline="text3")
i_3rd_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L3, inline="text3")
i_3rd_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L3, inline="text3")
i_3rd_session_line_high_color = input.color(defval=color.new(#467deb, 0), title="Line Style - High ", group=L3, inline="line-high3")
i_3rd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-high3")
i_3rd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-high3")
i_3rd_session_line_low_color = input.color(defval=color.new(#467deb, 0), title="Line Style - Low ", group=L3, inline="line-low3")
i_3rd_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-low3")
i_3rd_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-low3")
//------------------------------------
// VARIABLES
//------------------------------------
// See if a new calendar day started on the intra-day time frame
// with variable timezone
newDayFirstStartLine = dayofmonth(time, i_1st_session_start_day) != dayofmonth(time, i_1st_session_start_day)[1] and timeframe.isintraday
newDaySecondStartLine = dayofmonth(time, i_2nd_session_start_day) != dayofmonth(time, i_2nd_session_start_day)[1] and timeframe.isintraday
newDayThirdStartLine = dayofmonth(time, i_3rd_session_start_day) != dayofmonth(time, i_3rd_session_start_day)[1] and timeframe.isintraday
///////////////////////////////////////////////////////////////////////////////// DAYS BACK
// Find the last bar on the chart
lastBarDate = timestamp(year(timenow), month(timenow), dayofmonth(timenow), hour(timenow), minute(timenow), second(timenow))
// Find the current bar that is being processed
thisBarDate = timestamp(year, month, dayofmonth, hour, minute, second)
// Find the number of days between these two bars
daysLeft = math.floor((lastBarDate - thisBarDate) / c_milliseconds_in_day)
// Only display the number of days specified in Input Settings
in_days_back_range = daysLeft < i_display_days_back
///////////////////////////////////////////////////////////////////////////////// HELPER FUNCTIONS
// Function the converts string inputs to line style code
line_style_function(input_var) =>
switch input_var
"dotted (┈)" => line.style_dotted
"dashed (╌)" => line.style_dashed
=> line.style_solid
// Function that converts string inputs to text size code
text_size_function(string_size) =>
switch string_size
"Tiny" => size.tiny
"Small" => size.small
"Normal" => size.normal
"Large" => size.large
"Huge" => size.huge
"Auto" => size.auto
///////////////////////////////////////////////////////////////////////////////// MAIN FUNCTION
// Creates lines and labels accoriding to settings
session_liquidity_lines_function(HIGH_LINE_TOGGLE, LOW_LINE_TOGGLE, HIGH_LABEL_TOGGLE, LOW_LABEL_TOGGLE, SESSION_TIME, DAYS_BACK, NEW_DAY, LINE_HIGH_COLOR, LINE_HIGH_STYLE, LINE_HIGH_WIDTH, LINE_LOW_COLOR, LINE_LOW_STYLE, LINE_LOW_WIDTH, TEXT_COLOR, TEXT_CHAR, TEXT_SIZE) =>
// Time period variables
session_est_window = time(timeframe.period, SESSION_TIME, "America/New_York")
// Parse start hour and start minutes from session string
session_start_hour = str.substring(SESSION_TIME, 0, 2)
session_start_minutes = str.substring(SESSION_TIME, 2, 4)
// Use time hour and minute to create boolean for time
session_start_time = (hour(time, "America/New_York") == str.tonumber(session_start_hour)) and (minute(time) == str.tonumber(session_start_minutes))
// Line Style functions
session_line_high_style = line_style_function(LINE_HIGH_STYLE)
session_line_low_style = line_style_function(LINE_LOW_STYLE)
// Text size function
label_text_size = text_size_function(TEXT_SIZE)
// Instantiate variables
var float session_high = 0.0
var float session_low = 0.0
var line session_line_low = na
var line session_line_high = na
var label session_label_low = na
var label session_label_high = na
var float price_session_line_low = na
var float price_session_line_high = na
standardized_calc = ta.stdev(close, 10) / 2
// Only display the specified number of days back
if DAYS_BACK
// Toggle NY Session box on/off
// Only display when timeframe is 30 minutes or less
if timeframe.isminutes and timeframe.multiplier < 60
// If a new day starts, create initial lines
if NEW_DAY
if HIGH_LINE_TOGGLE
session_line_high := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_HIGH_COLOR, style=session_line_high_style, width=LINE_HIGH_WIDTH)
if LOW_LINE_TOGGLE
session_line_low := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_LOW_COLOR, style=session_line_low_style, width=LINE_LOW_WIDTH)
// Dummy variable to trick pine script. Both sides of the conditional must return the same object type
pine_script = 5
// If not new day, then update the highest high and lowest low values and update the lines
else
// When time cross the start time, create the line with updated highs and lows for the first time
if session_start_time
session_high := high
session_low := low
if HIGH_LINE_TOGGLE
// Update high line with initial x's and y's
line.set_x1(session_line_high, bar_index)
line.set_y1(session_line_high, session_high)
line.set_x2(session_line_high, bar_index + 1)
line.set_y2(session_line_high, session_high)
if LOW_LINE_TOGGLE
// Update low line with initial x's and y's
line.set_x1(session_line_low, bar_index)
line.set_y1(session_line_low, session_low)
line.set_x2(session_line_low, bar_index + 1)
line.set_y2(session_line_low, session_low)
// At every new candle during specified time span, update y1, x2, y2 values to move the lines up or down and to the right
if session_est_window
session_high := math.max(session_high, high)
session_low := math.min(session_low, low)
if HIGH_LINE_TOGGLE
// Don't need to update x1
line.set_y1(session_line_high, session_high)
line.set_x2(session_line_high, bar_index + 1)
line.set_y2(session_line_high, session_high)
if LOW_LINE_TOGGLE
// Don't need to update x1
line.set_y1(session_line_low, session_low)
line.set_x2(session_line_low, bar_index + 1)
line.set_y2(session_line_low, session_low)
// Draw label only for most recent line
// Calculation to center label on line
x_middle = (line.get_x2(session_line_low) - line.get_x1(session_line_low)) / 2
if HIGH_LABEL_TOGGLE
price_session_line_high := line.get_price(session_line_high, bar_index)
session_label_high := label.new(x=bar_index - x_middle, y=price_session_line_high, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_high), size = label_text_size)
// Delete all pasts labels except the most recent one
label.delete(session_label_high[1])
if LOW_LABEL_TOGGLE
// Get y value (price) of midnight open line
price_session_line_low := line.get_price(session_line_low, bar_index)
session_label_low := label.new(x=bar_index - x_middle, y=price_session_line_low - standardized_calc, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_low), size = label_text_size)
// Delete all pasts labels except the most recent one
label.delete(session_label_low[1])
// Dummy variable to trick pine script. Both sides of the conditional must return the same object type
pine_script = 6
//------------------------------------
// 1st SESSION LIQUIDITY
//------------------------------------
session_liquidity_lines_function(i_1st_session_high_line_toggle, i_1st_session_low_line_toggle, i_1st_session_high_label_toggle, i_1st_session_low_label_toggle, i_1st_session_time, in_days_back_range, newDayFirstStartLine, i_1st_session_line_high_color, i_1st_session_line_high_style, i_1st_session_line_high_width, i_1st_session_line_low_color, i_1st_session_line_low_style, i_1st_session_line_low_width, i_1st_session_text_color, i_1st_session_text_char, i_1st_session_text_size)
//------------------------------------
// 2nd SESSION LIQUIDITY
//------------------------------------
session_liquidity_lines_function(i_2nd_session_high_line_toggle, i_2nd_session_low_line_toggle, i_2nd_session_high_label_toggle, i_2nd_session_low_label_toggle, i_2nd_session_time, in_days_back_range, newDaySecondStartLine, i_2nd_session_line_high_color, i_2nd_session_line_high_style, i_2nd_session_line_high_width, i_2nd_session_line_low_color, i_2nd_session_line_low_style, i_2nd_session_line_low_width, i_2nd_session_text_color, i_2nd_session_text_char, i_2nd_session_text_size)
//------------------------------------
// 3rd SESSION LIQUIDITY
//------------------------------------
session_liquidity_lines_function(i_3rd_session_high_line_toggle, i_3rd_session_low_line_toggle, i_3rd_session_high_label_toggle, i_3rd_session_low_label_toggle, i_3rd_session_time, in_days_back_range, newDayThirdStartLine, i_3rd_session_line_high_color, i_3rd_session_line_high_style, i_3rd_session_line_high_width, i_3rd_session_line_low_color, i_3rd_session_line_low_style, i_3rd_session_line_low_width, i_3rd_session_text_color, i_3rd_session_text_char, i_3rd_session_text_size)
/////////////////////////////////////////////////////////////////////////////////