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/
// © fluxchart
//@version=6
indicator("Order Blocks Volume Delta 3D | Flux Charts", overlay = true,
max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500, max_polylines_count = 100, max_bars_back = 5000)
//#region CONSTANTS
// Core constants that control stored OB capacity and label size.
const int MAX_STORED_OBS = 50
const int retestSize = 4
//#endregion
//#region INPUTS
// Core user controls for OB behavior, volume delta, 3D style and alerts.
grpOB = "ORDER BLOCKS"
swingLen = input.int(5, "Swing Length", minval = 1, group = grpOB, inline = "sw", display = display.none)
bullObColor = input.color(color.new(color.teal, 55), "", group = grpOB, inline = "sw")
bearObColor = input.color(color.new(color.red, 55), "", group = grpOB, inline = "sw")
invMethod = input.string("Wick", "Invalidation", options = ["Wick", "Close"], group = grpOB, display = display.none)
showNearestX = input.int(3, "Show Nearest", minval = 1, maxval = 20, group = grpOB, display = display.none)
extendZones = input.int(10, "Extend Zones", minval = 0, group = grpOB,
tooltip = "This will extend the zones by X candles.", display = display.none)
showRetestLbl = input.bool(true, "Retest Labels", group = grpOB, inline = "tog")
hideInvalid = input.bool(true, "Hide Invalidated Zones", group = grpOB, inline = "tog")
grpVD = "VOLUME DELTA"
vdEnable = input.bool(true, "Enable", group = grpVD, inline = "vd")
vdBullColor = input.color(color.new(color.teal, 65), "", group = grpVD, inline = "vd")
vdBearColor = input.color(color.new(color.red, 65), "", group = grpVD, inline = "vd")
vd3D = input.bool(true, "3D", group = grpVD, inline = "3d", tooltip = "Adds 3D-style depth faces.") and vdEnable
vd3DDepth = input.int(5, "", group = grpVD, inline = "3d", minval = 1, maxval = 5, display = display.none)
displayStyle = input.string("Vertical", "Display Style", options = ["Vertical", "Horizontal"], group = grpVD,
tooltip = "Horizontal: split shown top/bottom.\nVertical: split shown left/right across the zone.", display = display.none)
vdTfIn = input.timeframe("", "Volume Delta Timeframe", group = grpVD,
tooltip = "Lower timeframe used to estimate delta")
showTotalVol = input.bool(true, "Display Total Volume", group = grpVD,
tooltip = "Displays total volume (Bull+Bear) from the active delta source.", inline = "vd2") and vdEnable
showDeltaPct = input.bool(true, "Show Delta %", group = grpVD, inline = "vd2",
tooltip = "Shows bullish vs bearish volume split.\nIf selected TF is lower than chart TF, uses LTF data; otherwise uses chart TF.") and vdEnable
vdTextColor = input.color(color.white, "", group = grpVD, inline = "vd2")
grpAL = "ALERTS"
alBullOB = input.bool(true, "Bullish Order Block", group = grpAL, inline = "oba")
alBearOB = input.bool(true, "Bearish Order Block", group = grpAL, inline = "oba")
alBullRetest = input.bool(true, "Bullish OB Retest", group = grpAL, inline = "obr")
alBearRetest = input.bool(true, "Bearish OB Retest", group = grpAL, inline = "obr")
//#endregion
//#region TYPES
// Custom structs for order blocks and 3D poly drawing.
type PolyParams
array<chart.point> points
color lineColor
color fillColor
int lineWidth
type ObRec
int leftIndex
int leftTime
int createdIndex
int createdTime
float top
float bottom
bool isBull
bool active
bool retested
int retestIndex
int retestTime
int invalidIndex
int invalidTime
float bullVol
float bearVol
float totalVol
float bullPct
float bearPct
bool hasDelta
type RetestRec
int barIndex
bool isBull
int obLeftIndex
int obCreatedIndex
//#endregion
//#region GENERIC HELPERS
// Small utilities: clearing drawings, geometry helpers, nearest-OB picking.
method clearAll(array<box> bx, array<polyline> pl, array<label> lb) =>
if bx.size() > 0
for i = 0 to bx.size() - 1
bx.get(i).delete()
bx.clear()
if pl.size() > 0
for i = 0 to pl.size() - 1
pl.get(i).delete()
pl.clear()
if lb.size() > 0
for i = 0 to lb.size() - 1
lb.get(i).delete()
lb.clear()
// Builds a simple side face for 3D-style boxes using chart points.
method sideBox(array<chart.point> pts, int x, float btm, float top, float depthY, int widthX) =>
pts.unshift(chart.point.from_index(x, btm))
pts.unshift(chart.point.from_index(x + widthX, btm + depthY))
pts.unshift(chart.point.from_index(x + widthX, top + depthY))
pts.unshift(chart.point.from_index(x, top))
pts.unshift(chart.point.from_index(x, btm))
// Returns true if a candle's high/low intersects the OB zone.
touchesZone(float zTop, float zBot, float cHigh, float cLow) =>
cHigh >= zBot and cLow <= zTop
// Distance from price to zone in price units, used to rank nearest zones.
zoneDistance(float px, float zTop, float zBot) =>
px > zTop ? px - zTop : px < zBot ? zBot - px : 0.0
// Inserts a distance+index pair into a sorted list, capped at kMax.
method insertBest(array<float> dists, array<int> idxs, float dist, int idx, int kMax) =>
if dists.size() == 0
dists.push(dist)
idxs.push(idx)
else
int pos = dists.size()
if dists.size() > 0
for j = 0 to dists.size() - 1
if dist < dists.get(j)
pos := j
break
dists.insert(pos, dist)
idxs.insert(pos, idx)
while dists.size() > kMax
dists.pop()
idxs.pop()
// Picks the k nearest bull/bear OBs to current price (optionally including invalid).
pickNearest(array<ObRec> store, bool wantBull, int kMax, bool includeInvalid) =>
array<float> dists = array.new_float()
array<int> idxs = array.new_int()
if store.size() > 0
for i = 0 to store.size() - 1
ObRec ob = store.get(i)
if ob.isBull == wantBull
bool ok = includeInvalid ? true : ob.active
if ok
float dist = zoneDistance(close, ob.top, ob.bottom)
dists.insertBest(idxs, dist, i, kMax)
idxs
formatVol(float v) =>
str.tostring(v, format.volume)
//#endregion
//#region VOLUME ENGINE (CHART OR LOWER TF)
// Per-bar total / bull / bear volume
tfSec(string tf) =>
timeframe.in_seconds(tf)
int chartSec = tfSec(timeframe.period)
int srcSec = tfSec(vdTfIn)
bool useLtf = not na(chartSec) and not na(srcSec) and srcSec < chartSec
getBarVols() =>
float tot = na
float bull = na
float bear = na
if not useLtf or vdTfIn == ""
float v = volume
bool up = close > open
bool dn = close < open
tot := v
bull := up ? v : 0.0
bear := dn ? v : 0.0
else
array<float> oArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, open)
array<float> cArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, close)
array<float> vArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, volume)
float tSum = 0.0
float bSum = 0.0
float sSum = 0.0
int n = array.size(vArr)
if n > 0
for i = 0 to n - 1
float v2 = array.get(vArr, i)
float o2 = array.get(oArr, i)
float c2 = array.get(cArr, i)
tSum += v2
if c2 > o2
bSum += v2
else if c2 < o2
sSum += v2
tot := tSum
bull := bSum
bear := sSum
[tot, bull, bear]
[barTotVol, barBullVol, barBearVol] = getBarVols()
//#endregion
//#region POC ENGINE (MOST-TOUCHED PRICE + VOLUME)
// Finds a POC between swing and BOS, then aggregates volume.
findMostTouchedPrice(int fromIdx, int toIdx, int nBins) =>
int span = toIdx - fromIdx
if span <= 0 or na(fromIdx) or na(toIdx)
[na, 0]
else
float minP = 1e10
float maxP = -1e10
for idx = fromIdx to toIdx
int rel = bar_index - idx
if rel >= 0
float lo = low[rel]
float hi = high[rel]
if not na(lo) and not na(hi)
if lo < minP
minP := lo
if hi > maxP
maxP := hi
if not (minP < maxP)
[na, 0]
else
float step = (maxP - minP) / nBins
step := step <= 0 ? syminfo.mintick : step
array<float> diffCnt = array.new_float(nBins, 0.0)
for idx = fromIdx to toIdx
int rel2 = bar_index - idx
if rel2 >= 0
float lo2 = low[rel2]
float hi2 = high[rel2]
if not na(lo2) and not na(hi2)
int sBin = int(math.floor((lo2 - minP) / step))
int eBin = int(math.floor((hi2 - minP) / step))
sBin := sBin < 0 ? 0 : sBin > nBins - 1 ? nBins - 1 : sBin
eBin := eBin < 0 ? 0 : eBin > nBins - 1 ? nBins - 1 : eBin
float cStart = diffCnt.get(sBin)
diffCnt.set(sBin, cStart + 1.0)
if eBin + 1 < nBins
float cEnd = diffCnt.get(eBin + 1)
diffCnt.set(eBin + 1, cEnd - 1.0)
int bestBin = 0
float bestCnt = 0.0
float runCnt = 0.0
for i = 0 to nBins - 1
runCnt += diffCnt.get(i)
if runCnt > bestCnt
bestCnt := runCnt
bestBin := i
float poc = minP + (bestBin + 0.5) * step
[poc, int(bestCnt)]
// Aggregates total / bull / bear volume at a single price level (POC) for a range.
volumeAtPrice(int fromIdx, int toIdx, float poc) =>
int touches = 0
float totVol = 0.0
float bullVol = 0.0
float bearVol = 0.0
int span = toIdx - fromIdx
if not na(poc) and span >= 0
for step = 0 to span
int idx = toIdx - step
int rel = bar_index - idx
if rel >= 0
float lo = low[rel]
float hi = high[rel]
if not na(lo) and not na(hi) and lo <= poc and hi >= poc
touches += 1
float vTot = barTotVol[rel]
float vBull = barBullVol[rel]
float vBear = barBearVol[rel]
if not na(vTot)
totVol += vTot
if not na(vBull)
bullVol += vBull
if not na(vBear)
bearVol += vBear
[touches, totVol, bullVol, bearVol]
// Wrapper: find POC first, then compute volume at that POC for the BOS range.
calcMostTouchedPriceVol(int fromIdx, int toIdx, int nBins) =>
[poc, _approxTouches] = findMostTouchedPrice(fromIdx, toIdx, nBins)
[touches, totVol, bullVol, bearVol] = volumeAtPrice(fromIdx, toIdx, poc)
[poc, touches, totVol, bullVol, bearVol]
//#endregion
//#region ORDER BLOCK ENGINE (POC-BASED)
// Detects swing highs/lows, confirms BOS, anchors OB at first POC touch.
var array<ObRec> obs = array.new<ObRec>()
var array<RetestRec> obRetests = array.new<RetestRec>()
var int lastBullRetestBar = na
var int lastBearRetestBar = na
var float shPrice = na
var int shIdx = na
var float slPrice = na
var int slIdx = na
bool evNewBullOB = false
bool evNewBearOB = false
bool evBullRetest = false
bool evBearRetest = false
float ph = ta.pivothigh(high, swingLen, swingLen)
float pl = ta.pivotlow(low, swingLen, swingLen)
if not na(ph)
shPrice := ph
shIdx := bar_index - swingLen
if not na(pl)
slPrice := pl
slIdx := bar_index - swingLen
bool bosBearNow = not na(slPrice) and bar_index > slIdx and close < slPrice and close[1] >= slPrice
bool bosBullNow = not na(shPrice) and bar_index > shIdx and close > shPrice and close[1] <= shPrice
bool bosBear = bosBearNow[1]
bool bosBull = bosBullNow[1]
// Precompute BOS ranges and POC stats in global scope
int bosIdxBear = bar_index - 1
int fromIdxBear = slIdx[1]
int toIdxBear = bosIdxBear
[pocB, touchesB, totVolB, bullVolB, bearVolB] = calcMostTouchedPriceVol(fromIdxBear, toIdxBear, 40)
int bosIdxBull = bar_index - 1
int fromIdxBull = shIdx[1]
int toIdxBull = bosIdxBull
[pocH, touchesH, totVolH, bullVolH, bearVolH] = calcMostTouchedPriceVol(fromIdxBull, toIdxBull, 40)
// Keeps OB array trimmed to recent history and limits max stored OBs.
pruneObs() =>
int minLeft = math.max(0, bar_index - 4999)
if obs.size() > 0
for i = obs.size() - 1 to 0
ObRec ob = obs.get(i)
if ob.leftIndex < minLeft
obs.remove(i)
while obs.size() > MAX_STORED_OBS
bool removed = false
if obs.size() > 0
for j = obs.size() - 1 to 0
ObRec ob2 = obs.get(j)
if not ob2.active
obs.remove(j)
removed := true
break
if not removed and obs.size() > 0
obs.pop()
// Creates and seeds an OB record using a POC-anchored candle and BOS volumes.
addObFromPoc(int baseIdx, float top, float bottom, bool isBull, float totSeed, float bullSeed, float bearSeed, int createdIdx) =>
int offLeft = bar_index - baseIdx
int offCreated = bar_index - createdIdx
int leftTime = time[offLeft]
int createdTm = time[offCreated]
float tot = totSeed
float bVol = bullSeed
float sVol = bearSeed
bool hasDelta = tot > 0.0
float bullPct = hasDelta ? math.round((bVol / tot) * 100.0) : 50.0
float bearPct = hasDelta ? 100.0 - bullPct : 50.0
obs.unshift(ObRec.new(baseIdx, leftTime, createdIdx, createdTm, top, bottom, isBull,
true, false, na, na, na, na, bVol, sVol, tot, bullPct, bearPct, hasDelta))
pruneObs()
// Returns true if a proposed zone overlaps any active OB
obOverlapsActive(float zoneTop, float zoneBottom) =>
float zTop = math.max(zoneTop, zoneBottom)
float zBot = math.min(zoneTop, zoneBottom)
bool overlaps = false
if obs.size() > 0
for i = 0 to obs.size() - 1
ObRec ob = obs.get(i)
if ob.active
float oTop = math.max(ob.top, ob.bottom)
float oBot = math.min(ob.top, ob.bottom)
bool rangeOverlap = zTop >= oBot and zBot <= oTop
if rangeOverlap
overlaps := true
break
overlaps
// Returns true if there is a price gap between anchorIdx and bosIdx.
hasGapBetween(int anchorIdx, int bosIdx, bool isBull) =>
bool gap = false
int fromIdx = math.min(anchorIdx, bosIdx)
int toIdx = math.max(anchorIdx, bosIdx)
if toIdx - fromIdx >= 1
for absIdx = fromIdx + 1 to toIdx
int relNow = bar_index - absIdx
int relPrev = relNow + 1
if relNow >= 0 and relPrev >= 0
float hiPrev = high[relPrev]
float loPrev = low[relPrev]
float hiNow = high[relNow]
float loNow = low[relNow]
if not na(hiPrev) and not na(loPrev) and not na(hiNow) and not na(loNow)
if isBull
if loNow > hiPrev
gap := true
break
else
if hiNow < loPrev
gap := true
break
gap
// Bearish BOS → Bearish OB
if bosBear
int bosIdx = bosIdxBear
int fromIdx = fromIdxBear
int toIdx = toIdxBear
if not na(pocB) and touchesB > 0 and not na(fromIdx) and not na(toIdx)
int spanB = toIdx - fromIdx
int bestIdx = na
float runMaxHigh = na
if spanB >= 0
for step = 0 to spanB
int idx = toIdx - step
int rel = bar_index - idx
if rel >= 0
float lo = low[rel]
float hi = high[rel]
if not na(lo) and not na(hi)
runMaxHigh := na(runMaxHigh) ? hi : math.max(runMaxHigh, hi)
bool touches = lo <= pocB and hi >= pocB
if touches and hi == runMaxHigh
bestIdx := idx
bool gapLeg = not na(bestIdx) ? hasGapBetween(bestIdx, bosIdx, false) : false
if not na(bestIdx) and not gapLeg
int relBest = bar_index - bestIdx
float top = high[relBest]
float bottom = low[relBest]
if not obOverlapsActive(top, bottom)
addObFromPoc(bestIdx, top, bottom, false, totVolB, bullVolB, bearVolB, bosIdx)
evNewBearOB := true
slPrice := na
slIdx := na
// Bullish BOS → Bullish OB
if bosBull
int bosIdx2 = bosIdxBull
int fromIdx2 = fromIdxBull
int toIdx2 = toIdxBull
if not na(pocH) and touchesH > 0 and not na(fromIdx2) and not na(toIdx2)
int spanH = toIdx2 - fromIdx2
int bestIdx2 = na
float runMinLow = na
if spanH >= 0
for step = 0 to spanH
int idx2 = toIdx2 - step
int rel2 = bar_index - idx2
if rel2 >= 0
float lo2 = low[rel2]
float hi2 = high[rel2]
if not na(lo2) and not na(hi2)
runMinLow := na(runMinLow) ? lo2 : math.min(runMinLow, lo2)
bool touches = lo2 <= pocH and hi2 >= pocH
if touches and lo2 == runMinLow
bestIdx2 := idx2
bool gapLeg2 = not na(bestIdx2) ? hasGapBetween(bestIdx2, bosIdx2, true) : false
if not na(bestIdx2) and not gapLeg2
int relBest2 = bar_index - bestIdx2
float top2 = high[relBest2]
float bottom2 = low[relBest2]
if not obOverlapsActive(top2, bottom2)
addObFromPoc(bestIdx2, top2, bottom2, true, totVolH, bullVolH, bearVolH, bosIdx2)
evNewBullOB := true
shPrice := na
shIdx := na
// Invalidation and retest detection for existing OBs.
if obs.size() > 0
for i = 0 to obs.size() - 1
ObRec ob = obs.get(i)
if ob.active
bool invalid = false
int invIdx = na
int invTime = na
if ob.isBull
if invMethod == "Wick"
invalid := low < ob.bottom
invIdx := bar_index
invTime := time
else
if bar_index > 0
invalid := close[1] < ob.bottom
invIdx := bar_index - 1
invTime := time[1]
else
if invMethod == "Wick"
invalid := high > ob.top
invIdx := bar_index
invTime := time
else
if bar_index > 0
invalid := close[1] > ob.top
invIdx := bar_index - 1
invTime := time[1]
if invalid
ob.active := false
ob.invalidIndex := invIdx
ob.invalidTime := invTime
bool retestPrev = false
int retestBar = na
int retestTm = na
if bar_index > 0
if ob.isBull
bool opensAbovePrev = open[1] > ob.top
bool closesAbovePrev = close[1] > ob.top
bool wickTouchesPrev = low[1] <= ob.top and low[1] >= ob.bottom
retestPrev := opensAbovePrev and closesAbovePrev and wickTouchesPrev
else
bool opensBelowPrev = open[1] < ob.bottom
bool closesBelowPrev = close[1] < ob.bottom
bool wickTouchesPrev = high[1] >= ob.bottom and high[1] <= ob.top
retestPrev := opensBelowPrev and closesBelowPrev and wickTouchesPrev
if retestPrev
retestBar := bar_index - 1
retestTm := time[1]
if retestPrev and not na(retestBar) and retestBar > ob.createdIndex
ob.retested := true
ob.retestIndex := retestBar
ob.retestTime := retestTm
int lastSideBar = ob.isBull ? lastBullRetestBar : lastBearRetestBar
bool canLog = na(lastSideBar) or retestBar - lastSideBar >= 4
if canLog
obRetests.unshift(RetestRec.new(retestBar, ob.isBull, ob.leftIndex, ob.createdIndex))
if ob.isBull
evBullRetest := true
lastBullRetestBar := retestBar
else
evBearRetest := true
lastBearRetestBar := retestBar
obs.set(i, ob)
//#endregion
//#region DRAW ENGINE (ZONES + VOLUME + 3D)
// Handles all boxes, polylines and labels for OBs and 3D faces.
bool showVD = vdEnable
bool isVert = displayStyle == "Vertical"
bool isHorz = not isVert
float dayAtr = ta.atr(14)
var array<box> allBoxes = array.new<box>()
var array<polyline> allPolys = array.new<polyline>()
var array<label> allLabels = array.new<label>()
drawPoly(PolyParams pp) =>
if not na(pp) and not na(pp.points) and pp.points.size() > 0
allPolys.unshift(polyline.new(points = pp.points, line_color = pp.lineColor, fill_color = pp.fillColor))
method pushBox(array<box> store, box b) =>
store.unshift(b)
method pushLabel(array<label> store, label l) =>
store.unshift(l)
// Chooses base colors for OB zones depending on vdEnable and bull/bear type.
obColors(ObRec ob) =>
color bullCol = vdEnable ? vdBullColor : bullObColor
color bearCol = vdEnable ? vdBearColor : bearObColor
color baseCol = ob.isBull ? bullCol : bearCol
color faded = ob.active ? baseCol : color.new(baseCol, 85)
[baseCol, faded]
// Computes right-most bar index for drawing an OB, considering extension and invalidation.
obRightIndex(ObRec ob) =>
int activeRight = bar_index + extendZones
if ob.active
activeRight
else
na(ob.invalidIndex) ? activeRight : ob.invalidIndex
// Draws the main OB zone box on the chart.
drawObZoneBox(ObRec ob, color faded) =>
int xR = obRightIndex(ob)
int xL = ob.leftIndex
int minBar = bar_index - 4999
if xL < minBar
xL := minBar
xR := math.max(xR, xL)
box bx = box.new(left = xL, right = xR, top = ob.top, bottom = ob.bottom, xloc = xloc.bar_index, bgcolor = faded, border_color = na, border_width = 0)
allBoxes.pushBox(bx)
// Draws a retest marker (triangle) when price revisits an OB.
drawRetestLabels(array<int> bullAct, array<int> bearAct, array<int> bullInv, array<int> bearInv) =>
int ret = 0
if showRetestLbl and obRetests.size() > 0
int minBar = bar_index - 4999
int lastBullLbl = na
int lastBearLbl = na
for i = obRetests.size() - 1 to 0
RetestRec r = obRetests.get(i)
if r.barIndex < minBar or r.barIndex > bar_index
RetestRec _trash = obRetests.remove(i)
else
bool hasDisplayedParent = false
if r.isBull
if bullAct.size() > 0
for j = 0 to bullAct.size() - 1
ObRec ob = obs.get(bullAct.get(j))
if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex
hasDisplayedParent := true
break
if not hasDisplayedParent and not hideInvalid and bullInv.size() > 0
for j = 0 to bullInv.size() - 1
ObRec ob = obs.get(bullInv.get(j))
if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex
hasDisplayedParent := true
break
else
if bearAct.size() > 0
for j = 0 to bearAct.size() - 1
ObRec ob = obs.get(bearAct.get(j))
if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex
hasDisplayedParent := true
break
if not hasDisplayedParent and not hideInvalid and bearInv.size() > 0
for j = 0 to bearInv.size() - 1
ObRec ob = obs.get(bearInv.get(j))
if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex
hasDisplayedParent := true
break
if not hasDisplayedParent
continue
int age = bar_index - r.barIndex
if age >= 0 and age <= 4999
if r.isBull
if not na(lastBullLbl) and r.barIndex - lastBullLbl < 3
continue
lastBullLbl := r.barIndex
else
if not na(lastBearLbl) and r.barIndex - lastBearLbl < 3
continue
lastBearLbl := r.barIndex
float yPrice = close[age]
color baseCol = r.isBull ? bullObColor : bearObColor
st = r.isBull ? label.style_triangleup : label.style_triangledown
yl = r.isBull ? yloc.belowbar : yloc.abovebar
label newLbl = label.new(r.barIndex, yPrice, "", xloc = xloc.bar_index, yloc = yl, style = st,
color = color.new(baseCol, 0), textcolor = color.new(baseCol, 0), size = retestSize, force_overlay = true)
allLabels.pushLabel(newLbl)
ret
// Returns geometry used for volume overlay and 3D top view.
obGeom(ObRec ob) =>
int rawL = ob.leftIndex
int rawR = obRightIndex(ob)
int minBar = bar_index - 4999
int xL = math.max(rawL, minBar)
int xR = math.max(rawR, xL)
int widthX = vd3DDepth
int xR2 = xR + widthX
float yT = ob.top
float yB = ob.bottom
float h = yT - yB
[xL, xR, widthX, xR2, yT, yB, h]
// Converts bull/bear percentages into display strings (if enabled).
deltaTexts(float bullPct, float bearPct) =>
string bullTxt = showDeltaPct ? str.tostring(bullPct) + "%" : ""
string bearTxt = showDeltaPct ? str.tostring(bearPct) + "%" : ""
[bullTxt, bearTxt]
// Draws a text label with total volume on the right-bottom corner of the OB.
drawTotalVolLabel(int xL, int xR, float yT, float yB, float h, float total) =>
if showTotalVol
int cx = xR - 1
if cx < xL
cx := xL
float cy = yB + h * 0.25
string txt = formatVol(total)
label lb = label.new(cx, cy, txt, xloc = xloc.bar_index, style = label.style_label_right,
textcolor = vdTextColor, color = #ffffff00, size = size.small, force_overlay = true)
allLabels.pushLabel(lb)
// Fills the OB with bull/bear split either vertically or horizontally.
drawDeltaFills(int xL, int xR, float yT, float yB, float h, float bullPct, string bullTxt, string bearTxt) =>
color bullCol = vdEnable ? vdBullColor : bullObColor
color bearCol = vdEnable ? vdBearColor : bearObColor
if isVert
int splitX = xL + int((xR - xL) * (bullPct / 100.0))
splitX := xR - xL >= 2 ? math.max(xL + 1, math.min(xR - 1, splitX)) : xL
box bBull = box.new(xL, yT, splitX, yB, xloc = xloc.bar_index, bgcolor = bullCol, border_width = 0, text = bullTxt, text_color = vdTextColor, text_size = size.small)
box bBear = box.new(splitX, yT, xR, yB, xloc = xloc.bar_index, bgcolor = bearCol, border_width = 0, text = bearTxt, text_color = vdTextColor, text_size = size.small)
allBoxes.pushBox(bBull)
allBoxes.pushBox(bBear)
else
float midY = yB + h * (bullPct / 100.0)
box bBull = box.new(xL, midY, xR, yB, xloc = xloc.bar_index, bgcolor = bullCol, border_width = 0, text = bullTxt, text_color = vdTextColor, text_size = size.small)
box bBear = box.new(xL, yT, xR, midY, xloc = xloc.bar_index, bgcolor = bearCol, border_width = 0, text = bearTxt, text_color = vdTextColor, text_size = size.small)
allBoxes.pushBox(bBull)
allBoxes.pushBox(bBear)
// Track first visible bar index for 3D top face clipping.
var int leftVisIdx = na
if na(leftVisIdx) and time >= chart.left_visible_bar_time
leftVisIdx := bar_index
// Draws the 3D front faces and top faces based on bull/bear split and style.
drawDelta3D(int xL, int xR, int widthX, int xR2, float yT, float yB, float h, float bullPct) =>
color bullCol = vdEnable ? vdBullColor : bullObColor
color bearCol = vdEnable ? vdBearColor : bearObColor
float depthY = dayAtr * (0.1 * vd3DDepth)
int visibleLeft = na(leftVisIdx) ? xL : math.max(xL, leftVisIdx)
int visibleRight = xR
if isHorz
float midY = yB + h * (bullPct / 100.0)
if bullPct > 0
array<chart.point> ptsFrontBull = array.new<chart.point>()
ptsFrontBull.sideBox(xR, yB, midY, depthY, widthX)
drawPoly(PolyParams.new(ptsFrontBull, color.new(chart.fg_color, 90), color.new(bullCol, 70), 1))
if bullPct < 100
array<chart.point> ptsFrontBear = array.new<chart.point>()
ptsFrontBear.sideBox(xR, midY, yT, depthY, widthX)
drawPoly(PolyParams.new(ptsFrontBear, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1))
if visibleRight > visibleLeft
array<chart.point> ptsTop = array.new<chart.point>()
ptsTop.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY))
ptsTop.unshift(chart.point.from_index(visibleLeft + widthX, yT + depthY))
ptsTop.unshift(chart.point.from_index(visibleLeft, yT))
ptsTop.unshift(chart.point.from_index(visibleRight, yT))
ptsTop.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY))
drawPoly(PolyParams.new(ptsTop, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1))
else
array<chart.point> ptsFront = array.new<chart.point>()
ptsFront.sideBox(xR, yB, yT, depthY, widthX)
drawPoly(PolyParams.new(ptsFront, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1))
if visibleRight > visibleLeft
float frac = bullPct / 100.0
int bullRight = visibleLeft + int((visibleRight - visibleLeft) * frac)
bullRight := math.max(visibleLeft, math.min(visibleRight, bullRight))
if bullPct > 0 and bullRight > visibleLeft
array<chart.point> ptsTopBull = array.new<chart.point>()
ptsTopBull.unshift(chart.point.from_index(bullRight + widthX, yT + depthY))
ptsTopBull.unshift(chart.point.from_index(visibleLeft + widthX, yT + depthY))
ptsTopBull.unshift(chart.point.from_index(visibleLeft, yT))
ptsTopBull.unshift(chart.point.from_index(bullRight, yT))
ptsTopBull.unshift(chart.point.from_index(bullRight + widthX, yT + depthY))
drawPoly(PolyParams.new(ptsTopBull, color.new(chart.fg_color, 90), color.new(bullCol, 70), 1))
if bullPct < 100 and visibleRight > bullRight
array<chart.point> ptsTopBear = array.new<chart.point>()
ptsTopBear.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY))
ptsTopBear.unshift(chart.point.from_index(bullRight + widthX, yT + depthY))
ptsTopBear.unshift(chart.point.from_index(bullRight, yT))
ptsTopBear.unshift(chart.point.from_index(visibleRight, yT))
ptsTopBear.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY))
drawPoly(PolyParams.new(ptsTopBear, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1))
// Draws a full OB: zone, retest label, volume fill and 3D faces.
drawZoneAndVolume(ObRec ob) =>
[baseCol, faded] = obColors(ob)
drawObZoneBox(ob, faded)
if showVD and ob.hasDelta
[xL, xR, widthX, xR2, yT, yB, h] = obGeom(ob)
[bullTxt, bearTxt] = deltaTexts(ob.bullPct, ob.bearPct)
drawTotalVolLabel(xL, xR, yT, yB, h, ob.totalVol)
drawDeltaFills(xL, xR, yT, yB, h, ob.bullPct, bullTxt, bearTxt)
if vd3D
drawDelta3D(xL, xR, widthX, xR2, yT, yB, h, ob.bullPct)
true
// Clear all previous drawings each bar before re-rendering current selection.
allBoxes.clearAll(allPolys, allLabels)
// Pick active and invalid OBs based on hideInvalid + showNearestX.
array<int> bullActive = array.new_int()
array<int> bearActive = array.new_int()
array<int> bullInvalid = array.new_int()
array<int> bearInvalid = array.new_int()
if hideInvalid
bullActive := pickNearest(obs, true, showNearestX, false)
bearActive := pickNearest(obs, false, showNearestX, false)
else
bullActive := pickNearest(obs, true, showNearestX, false)
bearActive := pickNearest(obs, false, showNearestX, false)
if obs.size() > 0
for i = 0 to obs.size() - 1
ObRec o = obs.get(i)
if not o.active
if o.isBull
bullInvalid.push(i)
else
bearInvalid.push(i)
if bearInvalid.size() > 0 and not hideInvalid
for i = 0 to bearInvalid.size() - 1
ObRec ob = obs.get(bearInvalid.get(i))
drawZoneAndVolume(ob)
if bearActive.size() > 0
for i = 0 to bearActive.size() - 1
ObRec ob = obs.get(bearActive.get(i))
drawZoneAndVolume(ob)
if bullInvalid.size() > 0 and not hideInvalid
for i = 0 to bullInvalid.size() - 1
ObRec ob = obs.get(bullInvalid.get(i))
drawZoneAndVolume(ob)
if bullActive.size() > 0
for i = 0 to bullActive.size() - 1
ObRec ob = obs.get(bullActive.get(i))
drawZoneAndVolume(ob)
// Draw all stored retest events on top of zones
drawRetestLabels(bullActive, bearActive, bullInvalid, bearInvalid)
//#endregion
//#region ALERTS
alertcondition(alBullOB and evNewBullOB, "Bullish Order Block", "New Bullish Order Block detected.")
alertcondition(alBearOB and evNewBearOB, "Bearish Order Block", "Bearish Order Block detected.")
alertcondition(alBullRetest and evBullRetest, "Bullish OB Retest", "Bullish Order Block retest.")
alertcondition(alBearRetest and evBearRetest, "Bearish OB Retest", "Bearish Order Block retest.")
if alBullOB and evNewBullOB
alert("Bullish Order Block detected.", alert.freq_once_per_bar)
if alBearOB and evNewBearOB
alert("Bearish Order Block detected.", alert.freq_once_per_bar)
if alBullRetest and evBullRetest
alert("Bullish Order Block retest.", alert.freq_once_per_bar)
if alBearRetest and evBearRetest
alert("Bearish Order Block retest.", alert.freq_once_per_bar)
//#endregion