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//@version=3
study("Volume Profile Free Pro by RRB", shorttitle="VolumeProfileFree_Pro_RRB", overlay=true, max_bars_back=5000)
// Volume Profile Free Pro by RagingRocketBull 2019
// Version 1.0
//
// All available Volume Profile Free Pro versions are listed below (They are very similar and I don't want to publish them as separate indicators):
// ver 1.0: style columns implementation
// ver 2.0: style histogram implementation
// ver 3.0: style line implementation
//
//
// This indicator calculates Volume Profile for a given range and shows it as a histogram consisting of 25 horizontal bars.
// It can also show Point of Control (POC), Developing POC, Value Area/VWAP StdDev High/Low as dynamically moving levels.
// Free accounts can't access Standard TradingView Volume Profile, hence this indicator.
//
// There are 3 basic methods to calculate the Value Area for a session.
// - original method developed by Steidlmayr (calculated around POC)
// - classical method using StdDev (calculated around the mean VWAP)
// - another method based on the mean absolute deviation (calculated around the median)
// POC is a high volume node and can be used as support/resistance. But when far from the day's average price it may not be as good a trend filter as the other methods.
//
// The 80% Rule: When the market opens above/below the Value Area and then returns/stays back inside for 2 consecutive 30min periods it has 80% chance of filling VA (like a gap).
//
// There are several versions: Free, Free Pro, Free MAX. This is the Free Pro version. The Differences are listed below:
// - Free: 30 levels, Buy/Sell/Total Volume Profile views, POC
// - Free Pro: 25 levels, +Developing POC, Value Area/VWAP High/Low Levels, Above/Below Area Dimming
// - Free MAX: 50 levels, packed to the limit
//
// Features:
// - Volume Profile with up to 25 levels (3 implementations)
// - POC, Developing POC Levels
// - Buy/Sell/Total/Side by Side View modes
// - Side Cover
// - Value Area, VAH/VAL dynamic levels
// - VWAP High/Low dynamic levels with Source, Length, StdDev as params
// - Show/Hide all levels
// - Dim Non Value Area Zones
// - Custom Range with Highlighting
// - 3 Anchor points for Volume Profile
// - Flip Levels Horizontally
// - Adjustable width, offset and spacing of levels
// - Custom Color for POC/VA/VWAP levels and Transparency for buy/sell levels
//
// Usage:
// - specify max_level/min_level for a range (required in ver 1.0/2.0, auto/optional in ver 3.0 = set to highest/lowest)
// - select range (start_bar, range length), confirm with range highlighting
// - select mode Value Area or VWAP to show corresponding levels.
// - flip/select anchor point to position the buy/sell levels, adjust width and spacing as needed
// - select Buy/Sell/Total/Side by Side view mode
// - use POC/Developing POC/VA/VWAP High/Low as S/R levels. Usually daily values from 1-3 days back are used as levels for the current day.
// - Green - buy volume of a specific price level in a range, Red - sell volume. Green + Red = Total volume of a price level in a range
//
//
// There's no native support for vertical histograms in Pinescript (with price axis as base)
// Basically, there are 4 ways to plot a series of horizontal bars stacked on top of each other:
// 1. plotshape style labeldown (ver 0 prototype discarded)
// - you can have a set of fixed width/height text labels consisting of a series of underscores and moving dynamically as levels. Level offset controls visible length.
// - you can move levels and scale the base width of the volume profile histogram dynamically
// - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional
// - you can't fill the gaps between levels/adjust/extend width, height - this results in a half baked volume profile and looks ugly
// - fixed text level height doesn't adjust and looks bad on a log scale
// - fixed font width also doesn't scale and can't be properly aligned with bars when zooming
// 2. plot style columns + hist_base (ver 1.0)
// - you can plot long horizontal bars using a series of small adjacent vertical columns with level offsets controlling visible length.
// - you can't hide/move levels of the volume profile histogram dynamically on each bar, they must be plotted at all times regardless - you can't delete the history of a plot.
// - you can't scale the base width of the volume profile histogram dynamically, can't set show_last from input, must use a preset fixed width for each level
// - hist_base can only be a static const expression, can't be assigned highest/lowest range values automatically - you have to specify max_level/min_level manually from input
// - you can't control spacing between columns - there's an equalizer bar effect when you zoom in, and solid bars when you zoom out
// - using hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change
// - level top can be properly aligned with another level's bottom producing a clean good looking histogram
// - columns are properly aligned with bars automatically
// 3. plot style histogram + hist_base (ver 2.0)
// - you can plot long horizontal bars using a series of small vertical bars (horizontal histogram) instead of columns.
// - you can control the width of each histogram bar comprising a level (spacing/horiz density). Large enough width will cause bar overlapping and give level a "solid" look regardless of zoom
// - you can only set width <= 4 in UI Style - custom textbox input is provided for larger values. You can set width and plot transparency from input
// - this method still uses hist_base and inherits other limitations of ver 2.0
// 4. plot style lines (ver 3.0)
// - you can also plot long horizontal bars using lines with level offsets controlling visible length.
// - lines don't need hist_base - fast and smooth redraw times
// - you can calculate the highest/lowest range values automatically. max_level/min_level inputs are optional
// - level top can't be properly aligned with another level's bottom and have a proper spacing because line width uses its own units and doesn't scale
// - fixed line width of a level (vertical thickness) doesn't scale and looks bad on log (level overlapping)
// - you can only set width <= 4 in UI Style, a custom textbox input is provided for larger values. You can set width and plot transparency from input
//
//
// Notes:
// - hist_base for levels results in ugly load/redraw times - give it 3-5 sec to finalize its shape after each UI param change
// - indicator is slow on TFs with long history 10000+ bars
// - Volume Profile/Value Area are calculated for a given range and updated on each bar. Each level has a fixed width. Offsets control visible level parts. Side Cover hides the invisible parts.
// - Custom Color for POC/VA/VWAP levels - UI Style color/transparency can only change shape's color and doesn't affect textcolor, hence this additional option
// - Custom Widh for levels - UI Style supports only width <= 4, hence this additional option
// - POC is visible in both modes. In VWAP mode Developing POC becomes VWAP, VA High and Low => VWAP High and Low correspondingly to minimize the number of plot outputs
// - You can't change buy/sell level colors (only plot transparency) - this requires 2x plot outputs exceeding max 64 limit. That's why 2 additional plots are used to dim the non Value Area zones
// - Use Side by Side view to compare buy and sell volumes between each other: base width = max(total_buy_vol, total_sell_vol)
// - All buy/sell volume lengths are calculated as % of a fixed base width = 100 bars (100%). You can't set show_last from input
// - Sell Offset is calculated relative to Buy Offset to stack/extend sell on top of buy. Buy Offset = Zero - Buy Length. Sell Offset = Buy Offset - Sell Length = Zero - Buy Length - Sell Length
// - If you see "loop too long error" - change some values in UI and it will recalculate - no need to refresh the chart
// - There's no such thing as buy/sell volume, there's just volume, but for the purposes of the Volume Profile method, assume: bull candle = buy volume, bear candle = sell volume
// - Volume Profile Range is limited to 5000 bars for free accounts
//
// P.S. Cantaloupia Will be Free!
//
// Links on Volume Profile and Value Area calculation and usage:
// https://www.tradingview.com/wiki/Volume_Profile
// https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:volume_by_price
// https://onlinelibrary.wiley.com/doi/pdf/10.1002/9781118659724.app1
//
// More Scripts:
// https://www.tradingview.com/u/RagingRocketBull/
//
// ================================================================================================================
// Inputs
// ================================================================================================================
// Show/Hide Flags
show_buy_levels = input(true, type=bool, title="Show Buy Levels")
show_sell_levels = input(true, type=bool, title="Show Sell Levels")
show_zero = input(true, type=bool, title="Show Zero Line")
show_poc = input(true, type=bool, title="Show POC Level")
show_poc2 = input(true, type=bool, title="Show Developing POC/VWAP Level")
show_va = input(true, type=bool, title="Show Value Area/VWAP High/Low Levels")
show_cover = input(true, type=bool, title="Show Side Cover")
dim_nva_zones = input(false, type=bool, title="Dim Non Value Area Zones")
side_view = input(false, type=bool, title="Side By Side View")
total_volume_mode = input(false, type=bool, title="Show Total Volume")
flip_levels = input(false, type=bool, title="Flip Levels Horizontally")
// highlight_bars = input(false, type=bool, title="Highlight Range Bars")
highlight_background = input(false, type=bool, title="Highlight Range Background")
// Levels, Range
num_levels = input(25, type=integer, minval=0, maxval=25, title="Num Levels [0..25]")
max_level = input(1000, type=float, minval=0, title="Max Price Level")
min_level = input(0, type=float, minval=0, title="Min Price Level")
spacing = input(10, type=float, minval=0, title="Vertical Spacing")
range = input(1000, type=integer, minval=0, title="VP Range Length (Bars)")
start_bar = input(0, type=integer, minval=0, title="VP Range Start Bar (0-Based)")
// Value Area & VWAP
levels_mode = input("va", type=string, title="Value Area/VWAP Mode", options=["va", "vwap"])
src = input(hlc3, type=source, title="VWAP Source")
vwap_len = input(100, type=integer, minval=1, title="VWAP Length")
stddev = input(2, type=float, minval=0.1, title="VWAP Standard Deviation")
va_percent = input(70, type=float, minval=0, maxval=100, title="Value Area % Of Total Volume")
// Offset & Width
anchor = input("cur bar", type=string, title="Zero Line Anchor Point", options=["cur bar", "range start", "range end"])
zero_offset = input(80, type=integer, title="Zero Line Offset")
poc_offset = input(-40, type=integer, title="POC Line Offset (Relative to Zero Line)")
va_offset = input(-40, type=integer, title="VA High/Low Lines Offset (Relative to Zero Line)")
// you can only set width <= 4 in UI, hence these boxes allowing for larger values
zero_width = input(2, type=integer, title="Zero Line Width")
line_width = input(15, type=integer, title="Level Width")
cover_width = input(15, type=integer, title="Side Cover Density")
// Colors & Transparency for all levels
buy_transp = input(30, type=integer, minval=0, maxval=100, title="Buy Level Transparency")
sell_transp = input(40, type=integer, minval=0, maxval=100, title="Sell Level Transparency")
non_va_transp = input(70, type=integer, minval=0, maxval=100, title="Non Value Area Level Transparency")
poc_col_str = input("", type=string, title="POC Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
poc2_col_str = input("", type=string, title="Developing POC Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
va_high_col_str = input("", type=string, title="VA High Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
va_low_col_str = input("", type=string, title="VA Low Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
vwap_col_str = input("", type=string, title="VWAP Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
vwap_high_col_str = input("", type=string, title="VWAP High Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
vwap_low_col_str = input("", type=string, title="VWAP Low Level Color", options=["", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"])
// Const
// Colors
buy_color = green // color(green,90)
sell_color = red // color(red,90)
range_bg_color = color(aqua,80)
range_bar_color = yellow
poc_color = black
poc2_color = silver
va_high_color = red
va_low_color = green
vwap_color = orange
vwap_high_color = fuchsia
vwap_low_color = lime
zero_color = black
// color(white,80) transparency doesn't affect textcolor, plotshape transp=20 does
nva_zone_color = white
cover_color = white
// base width for buy/sell level length calculation: 100% length = 100 bars
// can't set plot show_last from input or dynamically from script - must be constant. Change/recompile if needed.
length = 100
// you can't set style from input
// you can assign style from input using cond but it will not affect output - the false part of the cond will always be used
// level_style == "histogram" ? histogram : columns
level_style = columns
// POC/VWAP Level Strings
poc_text = "_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _" // monospaced font - occupies less width
text_under = "____________________________________________________________________________________________"
text_upper = "‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾‾" // same width as text under
// 26 lines = num_levels - will cover all 26 levels in a given dir (depends on scale)
line_block = "\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n"
// VA mode 1 - lines
va_high1_text = text_under
va_low1_text = text_under
// VA mode 2 - zones
va_high2_text = line_block + text_under
va_low2_text = text_upper + line_block
// level_text1 = "____________________________________________________________________________________________"
// level_text2 = "___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ _ ___ "
// level_text3 = "__ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ ι ___ " // uses unicode char
// Mode Switches
// disable sell volume levels, use buy volume levels to show the total volume regardless of a sign
if total_volume_mode
show_sell_levels := false
// ================================================================================================================
// Functions
// ================================================================================================================
// convert string to color
// - you can set color from input if you cast str to color first
// - str can't be a color literal (i.e. #CC0000) - can't cast string to a # color literal
// - you can't set color_transp color(red, color_transp) from input (must be const), but you can set plot(... transp=plot_transp ...) (can be var)
// - this increases plot outputs 1x color => 2x color because color is the result of a cond
get_color(str, def) =>
// "", "black", "silver", "gray", "white", "maroon", "red", "purple", "fuchsia", "green", "lime", "olive", "yellow", "navy", "blue", "teal", "aqua", "orange"
get_color = str == "black" ? black : str == "silver" ? silver : str == "gray" ? gray : str == "white" ? white : str == "maroon" ? maroon : str == "red" ? red :
str == "purple" ? purple : str == "fuchsia" ? fuchsia : str == "green" ? green : str == "lime" ? lime : str == "olive" ? olive : str == "yellow" ? yellow :
str == "navy" ? navy : str == "blue" ? blue : str == "teal" ? teal : str == "aqua" ? aqua : str == "orange" ? orange : def
// Converts TF to mins - Respect the 40 Security Calls Limit
// 1. you can't convert timeframe to minutes directly! period returns string, interval - int TF multiplier. You don't have any string processing.
// - you can't use change(time(tf)) because it fails on gaps
// - you must use isdaily, isweekly... etc functions, but they don't have tf arg and only work for current TF, so you must use security on them
// 2. you can only have 40 security calls per script/computation cycle - does not compile, weird errors if exceeded: node from line undefined UP -1
// - you can't have a set of separate is_daily(tf) => security(tickerid, tf, isdaily) ... functions to call from tf_to_mins - does not compile, function has too many arguments 158 (max limit 100)
// - you can't have a set of direct security calls from from tf_to_mins: is_daily = security(tickerid, tf, isdaily) - does not compile
// - in general, you can't have 2-3 levels deep nested function calls with security. Instead, call security from the global scope cycle or from 1-2 level functions, keep track of all those calls <= 40
// - you must wrap all isdaily functions for current TF in tf_to_mins and then call one function using a single security call from global scope
tf_to_mins() =>
// time_range = 60 * 24 * 30 * 12 // min * hours * days * months
// isintraday, isdaily, isweekly, ismonthly are mutually exclusive. Only one returns true. isdaily, isweekly, ismonthly return:
// - true for "D", "2D", "4D" etc - their respective TFs with/without multipliers and
// - false for 1440 (D), 7D (W), 4W (M) (don't see 1440 as daily, 7D as weekly)
mins = isintraday ? interval * 1 : 1
days = isdaily ? interval * 1 * 24 * 60: 1
weeks = isweekly ? interval * 7 * 24 * 60: 1
months = ismonthly ? interval * 30 * 24 * 60: 1
result = mins * days * weeks * months
// check if price is within bounds
is_valid(price) =>
min_cond = (min_level == 0) or ((min_level > 0) and (min_level <= price))
max_cond = (max_level == 0) or ((max_level > 0) and (price <= max_level))
res = min_cond and max_cond
// ================================================================================================================
// Processing
// ================================================================================================================
// Range
bar_range = 1000 * 60 * tf_to_mins() // cur period bar time in millisecs
first_bar = start_bar + range // must not use -1 to include the first bar (start_bar is 0-based)!
first_time = first_bar * bar_range
last_time = start_bar * bar_range
time_range = timenow - time
// time is in range
is_in_range = (time_range <= first_time) and (time_range > last_time)
// first bar of the visible time based range - num_bars back
// range_start = is_in_range and not is_in_range[1]
// Range
// ph = highest(range)
// pl = lowest(range)
// user defined price range
// doesn't work - plot histbase must be a const expression, can be set from input, can't be var, mutable or function
// ph = max_level > 0 ? min(max_level, ph) : ph
// pl = min_level > 0 ? max(min_level, pl) : pl
ph = max_level
pl = min_level
p_range = ph - pl
h = p_range/num_levels
// Buy/Sell Volume Totals
// you can only have 25 levels in this version
buy_vol1 = 0.0
buy_vol2 = 0.0
buy_vol3 = 0.0
buy_vol4 = 0.0
buy_vol5 = 0.0
buy_vol6 = 0.0
buy_vol7 = 0.0
buy_vol8 = 0.0
buy_vol9 = 0.0
buy_vol10 = 0.0
buy_vol11 = 0.0
buy_vol12 = 0.0
buy_vol13 = 0.0
buy_vol14 = 0.0
buy_vol15 = 0.0
buy_vol16 = 0.0
buy_vol17 = 0.0
buy_vol18 = 0.0
buy_vol19 = 0.0
buy_vol20 = 0.0
buy_vol21 = 0.0
buy_vol22 = 0.0
buy_vol23 = 0.0
buy_vol24 = 0.0
buy_vol25 = 0.0
// buy_vol26 = 0.0
// buy_vol27 = 0.0
// buy_vol28 = 0.0
// buy_vol29 = 0.0
// buy_vol30 = 0.0
sell_vol1 = 0.0
sell_vol2 = 0.0
sell_vol3 = 0.0
sell_vol4 = 0.0
sell_vol5 = 0.0
sell_vol6 = 0.0
sell_vol7 = 0.0
sell_vol8 = 0.0
sell_vol9 = 0.0
sell_vol10 = 0.0
sell_vol11 = 0.0
sell_vol12 = 0.0
sell_vol13 = 0.0
sell_vol14 = 0.0
sell_vol15 = 0.0
sell_vol16 = 0.0
sell_vol17 = 0.0
sell_vol18 = 0.0
sell_vol19 = 0.0
sell_vol20 = 0.0
sell_vol21 = 0.0
sell_vol22 = 0.0
sell_vol23 = 0.0
sell_vol24 = 0.0
sell_vol25 = 0.0
// sell_vol26 = 0.0
// sell_vol27 = 0.0
// sell_vol28 = 0.0
// sell_vol29 = 0.0
// sell_vol30 = 0.0
// Price Volume Profile
//
// 1. Determine the highest/lowest range for the entire period.
// 2. Divide this range by the number of levels (profile resolution) to create a set of vertically distributed price zones.
// 3. Total the buy/sell volume traded within each price zone (based on price close and candle dir)
// process range
k = na
for i = start_bar to start_bar + range - 1
price = close[i]
k := na
// check if price is within bounds
if is_valid(price)
// find volume profile level matching cur bar's price
for j = 1 to num_levels
if (price < pl + h*j)
k := j
break
if not na(k)
// in total_volume_mode total_vol = buy vol + sell vol - all vol is considered buy vol regardless of the dir sign
dir = total_volume_mode ? 1 : sign(close[i] - open[i])
// sum buy/sell volumes for matching price level
// redundant code is required - you don't have arrays
if k == 1
buy_vol1 := dir >= 0 ? buy_vol1 + volume[i] : buy_vol1
sell_vol1 := dir < 0 ? sell_vol1 + volume[i] : sell_vol1
if k == 2
buy_vol2 := dir >= 0 ? buy_vol2 + volume[i] : buy_vol2
sell_vol2 := dir < 0 ? sell_vol2 + volume[i] : sell_vol2
if k == 3
buy_vol3 := dir >= 0 ? buy_vol3 + volume[i] : buy_vol3
sell_vol3 := dir < 0 ? sell_vol3 + volume[i] : sell_vol3
if k == 4
buy_vol4 := dir >= 0 ? buy_vol4 + volume[i] : buy_vol4
sell_vol4 := dir < 0 ? sell_vol4 + volume[i] : sell_vol4
if k == 5
buy_vol5 := dir >= 0 ? buy_vol5 + volume[i] : buy_vol5
sell_vol5 := dir < 0 ? sell_vol5 + volume[i] : sell_vol5
if k == 6
buy_vol6 := dir >= 0 ? buy_vol6 + volume[i] : buy_vol6
sell_vol6 := dir < 0 ? sell_vol6 + volume[i] : sell_vol6
if k == 7
buy_vol7 := dir >= 0 ? buy_vol7 + volume[i] : buy_vol7
sell_vol7 := dir < 0 ? sell_vol7 + volume[i] : sell_vol7
if k == 8
buy_vol8 := dir >= 0 ? buy_vol8 + volume[i] : buy_vol8
sell_vol8 := dir < 0 ? sell_vol8 + volume[i] : sell_vol8
if k == 9
buy_vol9 := dir >= 0 ? buy_vol9 + volume[i] : buy_vol9
sell_vol9 := dir < 0 ? sell_vol9 + volume[i] : sell_vol9
if k == 10
buy_vol10 := dir >= 0 ? buy_vol10 + volume[i] : buy_vol10
sell_vol10 := dir < 0 ? sell_vol10 + volume[i] : sell_vol10
if k == 11
buy_vol11 := dir >= 0 ? buy_vol11 + volume[i] : buy_vol11
sell_vol11 := dir < 0 ? sell_vol11 + volume[i] : sell_vol11
if k == 12
buy_vol12 := dir >= 0 ? buy_vol12 + volume[i] : buy_vol12
sell_vol12 := dir < 0 ? sell_vol12 + volume[i] : sell_vol12
if k == 13
buy_vol13 := dir >= 0 ? buy_vol13 + volume[i] : buy_vol13
sell_vol13 := dir < 0 ? sell_vol13 + volume[i] : sell_vol13
if k == 14
buy_vol14 := dir >= 0 ? buy_vol14 + volume[i] : buy_vol14
sell_vol14 := dir < 0 ? sell_vol14 + volume[i] : sell_vol14
if k == 15
buy_vol15 := dir >= 0 ? buy_vol15 + volume[i] : buy_vol15
sell_vol15 := dir < 0 ? sell_vol15 + volume[i] : sell_vol15
if k == 16
buy_vol16 := dir >= 0 ? buy_vol16 + volume[i] : buy_vol16
sell_vol16 := dir < 0 ? sell_vol16 + volume[i] : sell_vol16
if k == 17
buy_vol17 := dir >= 0 ? buy_vol17 + volume[i] : buy_vol17
sell_vol17 := dir < 0 ? sell_vol17 + volume[i] : sell_vol17
if k == 18
buy_vol18 := dir >= 0 ? buy_vol18 + volume[i] : buy_vol18
sell_vol18 := dir < 0 ? sell_vol18 + volume[i] : sell_vol18
if k == 19
buy_vol19 := dir >= 0 ? buy_vol19 + volume[i] : buy_vol19
sell_vol19 := dir < 0 ? sell_vol19 + volume[i] : sell_vol19
if k == 20
buy_vol20 := dir >= 0 ? buy_vol20 + volume[i] : buy_vol20
sell_vol20 := dir < 0 ? sell_vol20 + volume[i] : sell_vol20
if k == 21
buy_vol21 := dir >= 0 ? buy_vol21 + volume[i] : buy_vol21
sell_vol21 := dir < 0 ? sell_vol21 + volume[i] : sell_vol21
if k == 22
buy_vol22 := dir >= 0 ? buy_vol22 + volume[i] : buy_vol22
sell_vol22 := dir < 0 ? sell_vol22 + volume[i] : sell_vol22
if k == 23
buy_vol23 := dir >= 0 ? buy_vol23 + volume[i] : buy_vol23
sell_vol23 := dir < 0 ? sell_vol23 + volume[i] : sell_vol23
if k == 24
buy_vol24 := dir >= 0 ? buy_vol24 + volume[i] : buy_vol24
sell_vol24 := dir < 0 ? sell_vol24 + volume[i] : sell_vol24
if k == 25
buy_vol25 := dir >= 0 ? buy_vol25 + volume[i] : buy_vol25
sell_vol25 := dir < 0 ? sell_vol25 + volume[i] : sell_vol25
// if k == 26
// buy_vol26 := dir >= 0 ? buy_vol26 + volume[i] : buy_vol26
// sell_vol26 := dir < 0 ? sell_vol26 + volume[i] : sell_vol26
// if k == 27
// buy_vol27 := dir >= 0 ? buy_vol27 + volume[i] : buy_vol27
// sell_vol27 := dir < 0 ? sell_vol27 + volume[i] : sell_vol27
// if k == 28
// buy_vol28 := dir >= 0 ? buy_vol28 + volume[i] : buy_vol28
// sell_vol28 := dir < 0 ? sell_vol28 + volume[i] : sell_vol28
// if k == 29
// buy_vol29 := dir >= 0 ? buy_vol29 + volume[i] : buy_vol29
// sell_vol29 := dir < 0 ? sell_vol29 + volume[i] : sell_vol29
// if k == 30
// buy_vol30 := dir >= 0 ? buy_vol30 + volume[i] : buy_vol30
// sell_vol30 := dir < 0 ? sell_vol30 + volume[i] : sell_vol30
// use calculated buy/sell volumes - must remain after
// volumes array (read only)
buy_volumes(group) =>
result = group == 1 ? buy_vol1 : group == 2 ? buy_vol2 : group == 3 ? buy_vol3 : group == 4 ? buy_vol4 : group == 5 ? buy_vol5 : group == 6 ? buy_vol6 :
group == 7 ? buy_vol7 : group == 8 ? buy_vol8 : group == 9 ? buy_vol9 : group == 10 ? buy_vol10 : group == 11 ? buy_vol11 : group == 12 ? buy_vol12 :
group == 13 ? buy_vol13 : group == 14 ? buy_vol14 : group == 15 ? buy_vol15 : group == 16 ? buy_vol16 : group == 17 ? buy_vol17 : group == 18 ? buy_vol18 :
group == 19 ? buy_vol19 : group == 20 ? buy_vol20 : group == 21 ? buy_vol21 : group == 22 ? buy_vol22 : group == 23 ? buy_vol23 : group == 24 ? buy_vol24 :
group == 25 ? buy_vol25 : na // group == 26 ? buy_vol26 : group == 27 ? buy_vol27 : group == 28 ? buy_vol28 : group == 29 ? buy_vol29 : group == 30 ? buy_vol30 : na
sell_volumes(group) =>
result = group == 1 ? sell_vol1 : group == 2 ? sell_vol2 : group == 3 ? sell_vol3 : group == 4 ? sell_vol4 : group == 5 ? sell_vol5 : group == 6 ? sell_vol6 :
group == 7 ? sell_vol7 : group == 8 ? sell_vol8 : group == 9 ? sell_vol9 : group == 10 ? sell_vol10 : group == 11 ? sell_vol11 : group == 12 ? sell_vol12 :
group == 13 ? sell_vol13 : group == 14 ? sell_vol14 : group == 15 ? sell_vol15 : group == 16 ? sell_vol16 : group == 17 ? sell_vol17 : group == 18 ? sell_vol18 :
group == 19 ? sell_vol19 : group == 20 ? sell_vol20 : group == 21 ? sell_vol21 : group == 22 ? sell_vol22 : group == 23 ? sell_vol23 : group == 24 ? sell_vol24 :
group == 25 ? sell_vol25 : na // group == 26 ? sell_vol26 : group == 27 ? sell_vol27 : group == 28 ? sell_vol28 : group == 29 ? sell_vol29 : group == 30 ? sell_vol30 : na
total_volumes(group) =>
res = 0.0
if (group >= 1) and (group <= num_levels)
bv = buy_volumes(group)
sv = sell_volumes(group)
res := bv + sv
res
// Max/Total Volumes
max_buy_vol = 0.0
max_sell_vol = 0.0
max_vol = 0.0
max_vol2 = 0.0
total_vol = 0.0
poc_index = 0
poc2_index = 0
for i = 1 to num_levels
// max buy/sell volumes for side by side view with overlapping
bv = buy_volumes(i)
if max_buy_vol < bv
max_buy_vol := bv
sv = sell_volumes(i)
if max_sell_vol < sv
max_sell_vol := sv
total_vol := total_vol + bv + sv
// max total volume for a given price level in a range - POC level
// nested structure enables further search for the 2nd largest Developing POC till the end of range even after the main POC is found
// check for Developing POC
if max_vol2 < bv + sv
// check for POC
// in 1,2,3 sequence will assign POC=3, POC2=2
if max_vol < bv + sv
// save cur max_vol and poc_index as Developing POC
max_vol2 := max_vol
poc2_index := poc_index
// save new max_vol and poc_index as POC
max_vol := bv + sv
poc_index := i
else
// in 1,3,2 sequence will still assign POC=3, POC2=2 properly instead of POC=3, POC2=1 which is incorrect
// in 1,4,2,3,5 sequence will correctly assign POC=5, POC2=4
// save new max_vol and poc_index as Developing POC only if further POC check failed
max_vol2 := bv + sv
poc2_index := i
// in the side by side view we use either max buy or max sell vol as base width instead of max_vol total
if side_view
max_vol := max(max_buy_vol, max_sell_vol)
// POC, Developing POC Levels
poc_level = pl + (poc_index - 1) * h + h/2
poc2_level = poc2_index > 0 ? pl + (poc2_index - 1) * h + h/2 : 0
// Value Area VAH/VAL
// Point of Control (POC) – price level with the highest traded volume for the time period
// Value Area (VA) – range of price levels with the sum of traded volumes = 70% of the total traded volume during the time period
// Value Area High (VAH) – highest price level within the value area
// Value Area Low (VAL) – lowest price level within the value area
//
// 1. Calculate the total volume (buy and sell) traded in the profile.
// 2. VA % target = 70% of total volume
// 3. Start with POC
// - VA Volume0 = POC Total Volume
// - VA Area0/VAH0/VAL0 = POC
// 4. Get the sums of total volumes:
// - of the 2 rows above the current VAH (VAH0 = POC) => sum above
// - of the 2 rows below the current VAL (VAL0 = POC) => sum below
// 5. Increase VA Volume with the largest of the 2 sums: VA Volume1 = VA Volume0 + max(sum above, sum below)
// 6. Increase VA Area above or below with 2 rows (+2 rows in the dir of the largest of the 2 sums):
// - if sum above > sum below VAH1 = VAH0 + 2 else VAL1 = VAL0 - 2
// - if sum above = sum below choose the level closest to the middle of the range
// - VA Area1 = [VAL1..VAH1] range of rows
// 7. Repeat steps 4-6 until VA Volume matches or exceeds the 70% target: VA Volume_i >= VA % Target
// 8. final VAH = VAH i - highest row of VA Area i, final VAL = VAL i - lowest row of VA Area i
va_limit = total_vol * va_percent / 100
mid_index = num_levels/2
// POC - starting point for Value Area Calculation
va_vol = total_volumes(poc_index)
va_high = poc_index
va_low = poc_index
// using num_levels but there are max num_levels/2 estimated total iterations where 2 is the number of adj levels in each dir
for i = 1 to num_levels
// calculate and compare the sum of volumes for 2 rows above and below to expand Value Area in either dir
above_vol = total_volumes(va_high + 1) + total_volumes(va_high + 2)
below_vol = total_volumes(va_low - 1) + total_volumes(va_low - 2)
// increase value area volume with the max sum of volumes
// va_vol := va_vol + max(above_vol, below_vol)
// when above_vol > below_vol include the 2 rows above into the value area
// when above_vol = below_vol the area closest to the middle of the range is included in the Value Area
// and when they have the same volume and are also equidistant from the middle of the range - the above area is included
if (va_high <= num_levels)
if (above_vol > below_vol) or ( (above_vol == below_vol) and (abs(va_high + 2 - mid_index) <= abs(va_low - 2 - mid_index)) )
va_high := va_high + 2
va_vol := va_vol + above_vol
// when above_vol < below_vol include the 2 rows below into the value area
if (va_low > 0)
if (above_vol < below_vol) or ( (above_vol == below_vol) and (abs(va_high + 2 - mid_index) > abs(va_low - 2 - mid_index)) )
va_low := va_low - 2
va_vol := va_vol + below_vol
// value area limit target reached or the whole range is processed
if (va_vol >= va_limit) or ((va_low <= 0) and (va_high > num_levels))
break
va_high := (va_high > num_levels) ? num_levels : va_high
va_low := (va_low <= 0) ? 1 : va_low
// both va low / va high include their underlying levels
// low boundary of a level = level, high boundary of a level = level_top
va_high_level = pl + va_high * h - spacing // h/2
// lower boundary of a level
va_low_level = pl + (va_low - 1) * h // h/2
// VWAP
vwap_level = vwap(src)
vwap_stdev = stdev(src, vwap_len) * stddev
vwap_up = vwap_level + vwap_stdev
vwap_down = vwap_level - vwap_stdev
// in VWAP mode POC2, VAH/VAL are reused and become => VWAP, VWAP High/Low to minimize plot outputs
if levels_mode == "vwap"
poc2_level := vwap_level
va_high_level := vwap_up
va_low_level := vwap_down
// Buy/Sell Lengths as % of Base Width
buy_len1 = floor(buy_vol1/max_vol * length)
buy_len2 = floor(buy_vol2/max_vol * length)
buy_len3 = floor(buy_vol3/max_vol * length)
buy_len4 = floor(buy_vol4/max_vol * length)
buy_len5 = floor(buy_vol5/max_vol * length)
buy_len6 = floor(buy_vol6/max_vol * length)
buy_len7 = floor(buy_vol7/max_vol * length)
buy_len8 = floor(buy_vol8/max_vol * length)
buy_len9 = floor(buy_vol9/max_vol * length)
buy_len10 = floor(buy_vol10/max_vol * length)
buy_len11 = floor(buy_vol11/max_vol * length)
buy_len12 = floor(buy_vol12/max_vol * length)
buy_len13 = floor(buy_vol13/max_vol * length)
buy_len14 = floor(buy_vol14/max_vol * length)
buy_len15 = floor(buy_vol15/max_vol * length)
buy_len16 = floor(buy_vol16/max_vol * length)
buy_len17 = floor(buy_vol17/max_vol * length)
buy_len18 = floor(buy_vol18/max_vol * length)
buy_len19 = floor(buy_vol19/max_vol * length)
buy_len20 = floor(buy_vol20/max_vol * length)
buy_len21 = floor(buy_vol21/max_vol * length)
buy_len22 = floor(buy_vol22/max_vol * length)
buy_len23 = floor(buy_vol23/max_vol * length)
buy_len24 = floor(buy_vol24/max_vol * length)
buy_len25 = floor(buy_vol25/max_vol * length)
// buy_len26 = floor(buy_vol26/max_vol * length)
// buy_len27 = floor(buy_vol27/max_vol * length)
// buy_len28 = floor(buy_vol28/max_vol * length)
// buy_len29 = floor(buy_vol29/max_vol * length)
// buy_len30 = floor(buy_vol30/max_vol * length)
// in side by side view we calculate both offsets from zero and don't need to extend the offset for sell levels with buy levels
flag = side_view ? 0 : 1
// sell offset is calculated relative to buy offset to stack/extend sell on top of buy.
// buy offset = zero - buy length. sell offset = buy offset - sell length = zero - buy length - sell length
sell_len1 = floor((sell_vol1 + flag * buy_vol1)/max_vol * length)
sell_len2 = floor((sell_vol2 + flag * buy_vol2)/max_vol * length)
sell_len3 = floor((sell_vol3 + flag * buy_vol3)/max_vol * length)
sell_len4 = floor((sell_vol4 + flag * buy_vol4)/max_vol * length)
sell_len5 = floor((sell_vol5 + flag * buy_vol5)/max_vol * length)
sell_len6 = floor((sell_vol6 + flag * buy_vol6)/max_vol * length)
sell_len7 = floor((sell_vol7 + flag * buy_vol7)/max_vol * length)
sell_len8 = floor((sell_vol8 + flag * buy_vol8)/max_vol * length)
sell_len9 = floor((sell_vol9 + flag * buy_vol9)/max_vol * length)
sell_len10 = floor((sell_vol10 + flag * buy_vol10)/max_vol * length)
sell_len11 = floor((sell_vol11 + flag * buy_vol11)/max_vol * length)
sell_len12 = floor((sell_vol12 + flag * buy_vol12)/max_vol * length)
sell_len13 = floor((sell_vol13 + flag * buy_vol13)/max_vol * length)
sell_len14 = floor((sell_vol14 + flag * buy_vol14)/max_vol * length)
sell_len15 = floor((sell_vol15 + flag * buy_vol15)/max_vol * length)
sell_len16 = floor((sell_vol16 + flag * buy_vol16)/max_vol * length)
sell_len17 = floor((sell_vol17 + flag * buy_vol17)/max_vol * length)
sell_len18 = floor((sell_vol18 + flag * buy_vol18)/max_vol * length)
sell_len19 = floor((sell_vol19 + flag * buy_vol19)/max_vol * length)
sell_len20 = floor((sell_vol20 + flag * buy_vol20)/max_vol * length)
sell_len21 = floor((sell_vol21 + flag * buy_vol21)/max_vol * length)
sell_len22 = floor((sell_vol22 + flag * buy_vol22)/max_vol * length)
sell_len23 = floor((sell_vol23 + flag * buy_vol23)/max_vol * length)
sell_len24 = floor((sell_vol24 + flag * buy_vol24)/max_vol * length)
sell_len25 = floor((sell_vol25 + flag * buy_vol25)/max_vol * length)
// sell_len26 = floor((sell_vol26 + flag * buy_vol26)/max_vol * length)
// sell_len27 = floor((sell_vol27 + flag * buy_vol27)/max_vol * length)
// sell_len28 = floor((sell_vol28 + flag * buy_vol28)/max_vol * length)
// sell_len29 = floor((sell_vol29 + flag * buy_vol29)/max_vol * length)
// sell_len30 = floor((sell_vol30 + flag * buy_vol30)/max_vol * length)
// Buy/Sell Levels
// levels are relative to pl with step h
level1 = pl + 0 * h
level2 = pl + 1 * h
level3 = pl + 2 * h
level4 = pl + 3 * h
level5 = pl + 4 * h
level6 = pl + 5 * h
level7 = pl + 6 * h
level8 = pl + 7 * h
level9 = pl + 8 * h
level10 = pl + 9 * h
level11 = pl + 10 * h
level12 = pl + 11 * h
level13 = pl + 12 * h
level14 = pl + 13 * h
level15 = pl + 14 * h
level16 = pl + 15 * h
level17 = pl + 16 * h
level18 = pl + 17 * h
level19 = pl + 18 * h
level20 = pl + 19 * h
level21 = pl + 20 * h
level22 = pl + 21 * h
level23 = pl + 22 * h
level24 = pl + 23 * h
level25 = pl + 24 * h
// level26 = pl + 25 * h
// level27 = pl + 26 * h
// level28 = pl + 27 * h
// level29 = pl + 28 * h
// level30 = pl + 29 * h
level1_top = level1 + h - spacing
level2_top = level2 + h - spacing
level3_top = level3 + h - spacing
level4_top = level4 + h - spacing
level5_top = level5 + h - spacing
level6_top = level6 + h - spacing
level7_top = level7 + h - spacing
level8_top = level8 + h - spacing
level9_top = level9 + h - spacing
level10_top = level10 + h - spacing
level11_top = level11 + h - spacing
level12_top = level12 + h - spacing
level13_top = level13 + h - spacing
level14_top = level14 + h - spacing
level15_top = level15 + h - spacing
level16_top = level16 + h - spacing
level17_top = level17 + h - spacing
level18_top = level18 + h - spacing
level19_top = level19 + h - spacing
level20_top = level20 + h - spacing
level21_top = level21 + h - spacing
level22_top = level22 + h - spacing
level23_top = level23 + h - spacing
level24_top = level24 + h - spacing
level25_top = level25 + h - spacing
// level26_top = level26 + h - spacing
// level27_top = level27 + h - spacing
// level28_top = level28 + h - spacing
// level29_top = level29 + h - spacing
// level30_top = level30 + h - spacing
// Level Offsets
dir = flip_levels ? 1 : -1
range_offset = anchor == "cur bar" ? 0 : anchor == "range start" ? start_bar : start_bar + range - 1
// zero line offset
// zero offset is added to the anchor point
z_offset = zero_offset - range_offset
// for levels facing left from zero (default) - apply offset to the last bar, for flipped levels facing right from zero - apply offset to the first bar
l_offset = dir == 1 ? z_offset : z_offset + length
// for plotshape you need z_offset, for plot columns - l_offset with length
// relative to zero = inverse dir
poc_offset := z_offset - dir * poc_offset
va_offset := z_offset - dir * va_offset
buy_offset1 = l_offset + dir * buy_len1
buy_offset2 = l_offset + dir * buy_len2
buy_offset3 = l_offset + dir * buy_len3
buy_offset4 = l_offset + dir * buy_len4
buy_offset5 = l_offset + dir * buy_len5
buy_offset6 = l_offset + dir * buy_len6
buy_offset7 = l_offset + dir * buy_len7
buy_offset8 = l_offset + dir * buy_len8
buy_offset9 = l_offset + dir * buy_len9
buy_offset10 = l_offset + dir * buy_len10
buy_offset11 = l_offset + dir * buy_len11
buy_offset12 = l_offset + dir * buy_len12
buy_offset13 = l_offset + dir * buy_len13
buy_offset14 = l_offset + dir * buy_len14
buy_offset15 = l_offset + dir * buy_len15
buy_offset16 = l_offset + dir * buy_len16
buy_offset17 = l_offset + dir * buy_len17
buy_offset18 = l_offset + dir * buy_len18
buy_offset19 = l_offset + dir * buy_len19
buy_offset20 = l_offset + dir * buy_len20
buy_offset21 = l_offset + dir * buy_len21
buy_offset22 = l_offset + dir * buy_len22
buy_offset23 = l_offset + dir * buy_len23
buy_offset24 = l_offset + dir * buy_len24
buy_offset25 = l_offset + dir * buy_len25
// buy_offset26 = l_offset + dir * buy_len26
// buy_offset27 = l_offset + dir * buy_len27
// buy_offset28 = l_offset + dir * buy_len28
// buy_offset29 = l_offset + dir * buy_len29
// buy_offset30 = l_offset + dir * buy_len30
// offset for sell levels is always the same
sell_offset1 = l_offset + dir * sell_len1
sell_offset2 = l_offset + dir * sell_len2
sell_offset3 = l_offset + dir * sell_len3
sell_offset4 = l_offset + dir * sell_len4
sell_offset5 = l_offset + dir * sell_len5
sell_offset6 = l_offset + dir * sell_len6
sell_offset7 = l_offset + dir * sell_len7
sell_offset8 = l_offset + dir * sell_len8
sell_offset9 = l_offset + dir * sell_len9
sell_offset10 = l_offset + dir * sell_len10
sell_offset11 = l_offset + dir * sell_len11
sell_offset12 = l_offset + dir * sell_len12
sell_offset13 = l_offset + dir * sell_len13
sell_offset14 = l_offset + dir * sell_len14
sell_offset15 = l_offset + dir * sell_len15
sell_offset16 = l_offset + dir * sell_len16
sell_offset17 = l_offset + dir * sell_len17
sell_offset18 = l_offset + dir * sell_len18
sell_offset19 = l_offset + dir * sell_len19
sell_offset20 = l_offset + dir * sell_len20
sell_offset21 = l_offset + dir * sell_len21
sell_offset22 = l_offset + dir * sell_len22
sell_offset23 = l_offset + dir * sell_len23
sell_offset24 = l_offset + dir * sell_len24
sell_offset25 = l_offset + dir * sell_len25
// sell_offset26 = l_offset + dir * sell_len26
// sell_offset27 = l_offset + dir * sell_len27
// sell_offset28 = l_offset + dir * sell_len28
// sell_offset29 = l_offset + dir * sell_len29
// sell_offset30 = l_offset + dir * sell_len30
// Sell Levels
// this script uses max 64 plot outputs:
// - 25 * 2 * 1x color plots (levels) = 50
// - 2 * 1x color plots (zero + cover) = 2
// - 2 * 2x color plots (poc levels) = 4
// - 2 * 2x color plots (va lines) + 2 * 1x color plots (va zones) = 6
// - 1 * 2x color plot (bgcolor) = 2
//
// - can't plot dynamic profile levels using plotchar because you can't modify show_last in script - can ony hide using is_in_range na cond, but can't delete history
// - can only plot dynamic levels using text labels
// - histbase can't be var/function/mutable (doesn't affect the output), can only be const expression, can be set from input
// - line_width affects only line and histogram styles, not columns
//
// Pro Tip:
// - you can use Atom/VS Code multi-caret editing, auto numbering and pine snippets to speed up code generation and even debug it in some cases (FF60+ also supports multi-caret editing)
// - the following set of 30 lines is auto generated by these 2 Emmet lines (Ctrl-E to expand in Atom):
// {plot(show_sell_levels and (num_levels >= $) ? level$ : na, title="Sell Volume $", style=level_style, linewidth=line_width, histbase=level$_top, color=sell_color, transp=sell_transp, offset=sell_offset$, show_last=length)
// }*30
// you can only have 25 levels
plot(show_sell_levels and (num_levels >= 1) ? level1 : na, title="Sell Volume 1", style=level_style, linewidth=line_width, histbase=level1_top, color=sell_color, transp=sell_transp, offset=sell_offset1, show_last=length)
plot(show_sell_levels and (num_levels >= 2) ? level2 : na, title="Sell Volume 2", style=level_style, linewidth=line_width, histbase=level2_top, color=sell_color, transp=sell_transp, offset=sell_offset2, show_last=length)
plot(show_sell_levels and (num_levels >= 3) ? level3 : na, title="Sell Volume 3", style=level_style, linewidth=line_width, histbase=level3_top, color=sell_color, transp=sell_transp, offset=sell_offset3, show_last=length)
plot(show_sell_levels and (num_levels >= 4) ? level4 : na, title="Sell Volume 4", style=level_style, linewidth=line_width, histbase=level4_top, color=sell_color, transp=sell_transp, offset=sell_offset4, show_last=length)
plot(show_sell_levels and (num_levels >= 5) ? level5 : na, title="Sell Volume 5", style=level_style, linewidth=line_width, histbase=level5_top, color=sell_color, transp=sell_transp, offset=sell_offset5, show_last=length)
plot(show_sell_levels and (num_levels >= 6) ? level6 : na, title="Sell Volume 6", style=level_style, linewidth=line_width, histbase=level6_top, color=sell_color, transp=sell_transp, offset=sell_offset6, show_last=length)
plot(show_sell_levels and (num_levels >= 7) ? level7 : na, title="Sell Volume 7", style=level_style, linewidth=line_width, histbase=level7_top, color=sell_color, transp=sell_transp, offset=sell_offset7, show_last=length)
plot(show_sell_levels and (num_levels >= 8) ? level8 : na, title="Sell Volume 8", style=level_style, linewidth=line_width, histbase=level8_top, color=sell_color, transp=sell_transp, offset=sell_offset8, show_last=length)
plot(show_sell_levels and (num_levels >= 9) ? level9 : na, title="Sell Volume 9", style=level_style, linewidth=line_width, histbase=level9_top, color=sell_color, transp=sell_transp, offset=sell_offset9, show_last=length)
plot(show_sell_levels and (num_levels >= 10) ? level10 : na, title="Sell Volume 10", style=level_style, linewidth=line_width, histbase=level10_top, color=sell_color, transp=sell_transp, offset=sell_offset10, show_last=length)
plot(show_sell_levels and (num_levels >= 11) ? level11 : na, title="Sell Volume 11", style=level_style, linewidth=line_width, histbase=level11_top, color=sell_color, transp=sell_transp, offset=sell_offset11, show_last=length)
plot(show_sell_levels and (num_levels >= 12) ? level12 : na, title="Sell Volume 12", style=level_style, linewidth=line_width, histbase=level12_top, color=sell_color, transp=sell_transp, offset=sell_offset12, show_last=length)
plot(show_sell_levels and (num_levels >= 13) ? level13 : na, title="Sell Volume 13", style=level_style, linewidth=line_width, histbase=level13_top, color=sell_color, transp=sell_transp, offset=sell_offset13, show_last=length)
plot(show_sell_levels and (num_levels >= 14) ? level14 : na, title="Sell Volume 14", style=level_style, linewidth=line_width, histbase=level14_top, color=sell_color, transp=sell_transp, offset=sell_offset14, show_last=length)
plot(show_sell_levels and (num_levels >= 15) ? level15 : na, title="Sell Volume 15", style=level_style, linewidth=line_width, histbase=level15_top, color=sell_color, transp=sell_transp, offset=sell_offset15, show_last=length)
plot(show_sell_levels and (num_levels >= 16) ? level16 : na, title="Sell Volume 16", style=level_style, linewidth=line_width, histbase=level16_top, color=sell_color, transp=sell_transp, offset=sell_offset16, show_last=length)
plot(show_sell_levels and (num_levels >= 17) ? level17 : na, title="Sell Volume 17", style=level_style, linewidth=line_width, histbase=level17_top, color=sell_color, transp=sell_transp, offset=sell_offset17, show_last=length)
plot(show_sell_levels and (num_levels >= 18) ? level18 : na, title="Sell Volume 18", style=level_style, linewidth=line_width, histbase=level18_top, color=sell_color, transp=sell_transp, offset=sell_offset18, show_last=length)
plot(show_sell_levels and (num_levels >= 19) ? level19 : na, title="Sell Volume 19", style=level_style, linewidth=line_width, histbase=level19_top, color=sell_color, transp=sell_transp, offset=sell_offset19, show_last=length)
plot(show_sell_levels and (num_levels >= 20) ? level20 : na, title="Sell Volume 20", style=level_style, linewidth=line_width, histbase=level20_top, color=sell_color, transp=sell_transp, offset=sell_offset20, show_last=length)
plot(show_sell_levels and (num_levels >= 21) ? level21 : na, title="Sell Volume 21", style=level_style, linewidth=line_width, histbase=level21_top, color=sell_color, transp=sell_transp, offset=sell_offset21, show_last=length)
plot(show_sell_levels and (num_levels >= 22) ? level22 : na, title="Sell Volume 22", style=level_style, linewidth=line_width, histbase=level22_top, color=sell_color, transp=sell_transp, offset=sell_offset22, show_last=length)
plot(show_sell_levels and (num_levels >= 23) ? level23 : na, title="Sell Volume 23", style=level_style, linewidth=line_width, histbase=level23_top, color=sell_color, transp=sell_transp, offset=sell_offset23, show_last=length)
plot(show_sell_levels and (num_levels >= 24) ? level24 : na, title="Sell Volume 24", style=level_style, linewidth=line_width, histbase=level24_top, color=sell_color, transp=sell_transp, offset=sell_offset24, show_last=length)
plot(show_sell_levels and (num_levels >= 25) ? level25 : na, title="Sell Volume 25", style=level_style, linewidth=line_width, histbase=level25_top, color=sell_color, transp=sell_transp, offset=sell_offset25, show_last=length)
// plot(show_sell_levels and (num_levels >= 26) ? level26 : na, title="Sell Volume 26", style=level_style, linewidth=line_width, histbase=level26_top, color=sell_color, transp=sell_transp, offset=sell_offset26, show_last=length)
// plot(show_sell_levels and (num_levels >= 27) ? level27 : na, title="Sell Volume 27", style=level_style, linewidth=line_width, histbase=level27_top, color=sell_color, transp=sell_transp, offset=sell_offset27, show_last=length)
// plot(show_sell_levels and (num_levels >= 28) ? level28 : na, title="Sell Volume 28", style=level_style, linewidth=line_width, histbase=level28_top, color=sell_color, transp=sell_transp, offset=sell_offset28, show_last=length)
// plot(show_sell_levels and (num_levels >= 29) ? level29 : na, title="Sell Volume 29", style=level_style, linewidth=line_width, histbase=level29_top, color=sell_color, transp=sell_transp, offset=sell_offset29, show_last=length)
// plot(show_sell_levels and (num_levels >= 30) ? level30 : na, title="Sell Volume 30", style=level_style, linewidth=line_width, histbase=level30_top, color=sell_color, transp=sell_transp, offset=sell_offset30, show_last=length)
// Buy Levels
// objects further down are plotted above prev ones - lines must remain after sell levels
plot(show_buy_levels and (num_levels >= 1) ? level1 : na, title="Buy Volume 1", style=level_style, linewidth=line_width, histbase=level1_top, color=buy_color, transp=buy_transp, offset=buy_offset1, show_last=length)
plot(show_buy_levels and (num_levels >= 2) ? level2 : na, title="Buy Volume 2", style=level_style, linewidth=line_width, histbase=level2_top, color=buy_color, transp=buy_transp, offset=buy_offset2, show_last=length)
plot(show_buy_levels and (num_levels >= 3) ? level3 : na, title="Buy Volume 3", style=level_style, linewidth=line_width, histbase=level3_top, color=buy_color, transp=buy_transp, offset=buy_offset3, show_last=length)
plot(show_buy_levels and (num_levels >= 4) ? level4 : na, title="Buy Volume 4", style=level_style, linewidth=line_width, histbase=level4_top, color=buy_color, transp=buy_transp, offset=buy_offset4, show_last=length)
plot(show_buy_levels and (num_levels >= 5) ? level5 : na, title="Buy Volume 5", style=level_style, linewidth=line_width, histbase=level5_top, color=buy_color, transp=buy_transp, offset=buy_offset5, show_last=length)
plot(show_buy_levels and (num_levels >= 6) ? level6 : na, title="Buy Volume 6", style=level_style, linewidth=line_width, histbase=level6_top, color=buy_color, transp=buy_transp, offset=buy_offset6, show_last=length)
plot(show_buy_levels and (num_levels >= 7) ? level7 : na, title="Buy Volume 7", style=level_style, linewidth=line_width, histbase=level7_top, color=buy_color, transp=buy_transp, offset=buy_offset7, show_last=length)
plot(show_buy_levels and (num_levels >= 8) ? level8 : na, title="Buy Volume 8", style=level_style, linewidth=line_width, histbase=level8_top, color=buy_color, transp=buy_transp, offset=buy_offset8, show_last=length)
plot(show_buy_levels and (num_levels >= 9) ? level9 : na, title="Buy Volume 9", style=level_style, linewidth=line_width, histbase=level9_top, color=buy_color, transp=buy_transp, offset=buy_offset9, show_last=length)
plot(show_buy_levels and (num_levels >= 10) ? level10 : na, title="Buy Volume 10", style=level_style, linewidth=line_width, histbase=level10_top, color=buy_color, transp=buy_transp, offset=buy_offset10, show_last=length)
plot(show_buy_levels and (num_levels >= 11) ? level11 : na, title="Buy Volume 11", style=level_style, linewidth=line_width, histbase=level11_top, color=buy_color, transp=buy_transp, offset=buy_offset11, show_last=length)
plot(show_buy_levels and (num_levels >= 12) ? level12 : na, title="Buy Volume 12", style=level_style, linewidth=line_width, histbase=level12_top, color=buy_color, transp=buy_transp, offset=buy_offset12, show_last=length)
plot(show_buy_levels and (num_levels >= 13) ? level13 : na, title="Buy Volume 13", style=level_style, linewidth=line_width, histbase=level13_top, color=buy_color, transp=buy_transp, offset=buy_offset13, show_last=length)
plot(show_buy_levels and (num_levels >= 14) ? level14 : na, title="Buy Volume 14", style=level_style, linewidth=line_width, histbase=level14_top, color=buy_color, transp=buy_transp, offset=buy_offset14, show_last=length)
plot(show_buy_levels and (num_levels >= 15) ? level15 : na, title="Buy Volume 15", style=level_style, linewidth=line_width, histbase=level15_top, color=buy_color, transp=buy_transp, offset=buy_offset15, show_last=length)
plot(show_buy_levels and (num_levels >= 16) ? level16 : na, title="Buy Volume 16", style=level_style, linewidth=line_width, histbase=level16_top, color=buy_color, transp=buy_transp, offset=buy_offset16, show_last=length)
plot(show_buy_levels and (num_levels >= 17) ? level17 : na, title="Buy Volume 17", style=level_style, linewidth=line_width, histbase=level17_top, color=buy_color, transp=buy_transp, offset=buy_offset17, show_last=length)
plot(show_buy_levels and (num_levels >= 18) ? level18 : na, title="Buy Volume 18", style=level_style, linewidth=line_width, histbase=level18_top, color=buy_color, transp=buy_transp, offset=buy_offset18, show_last=length)
plot(show_buy_levels and (num_levels >= 19) ? level19 : na, title="Buy Volume 19", style=level_style, linewidth=line_width, histbase=level19_top, color=buy_color, transp=buy_transp, offset=buy_offset19, show_last=length)
plot(show_buy_levels and (num_levels >= 20) ? level20 : na, title="Buy Volume 20", style=level_style, linewidth=line_width, histbase=level20_top, color=buy_color, transp=buy_transp, offset=buy_offset20, show_last=length)
plot(show_buy_levels and (num_levels >= 21) ? level21 : na, title="Buy Volume 21", style=level_style, linewidth=line_width, histbase=level21_top, color=buy_color, transp=buy_transp, offset=buy_offset21, show_last=length)
plot(show_buy_levels and (num_levels >= 22) ? level22 : na, title="Buy Volume 22", style=level_style, linewidth=line_width, histbase=level22_top, color=buy_color, transp=buy_transp, offset=buy_offset22, show_last=length)
plot(show_buy_levels and (num_levels >= 23) ? level23 : na, title="Buy Volume 23", style=level_style, linewidth=line_width, histbase=level23_top, color=buy_color, transp=buy_transp, offset=buy_offset23, show_last=length)
plot(show_buy_levels and (num_levels >= 24) ? level24 : na, title="Buy Volume 24", style=level_style, linewidth=line_width, histbase=level24_top, color=buy_color, transp=buy_transp, offset=buy_offset24, show_last=length)
plot(show_buy_levels and (num_levels >= 25) ? level25 : na, title="Buy Volume 25", style=level_style, linewidth=line_width, histbase=level25_top, color=buy_color, transp=buy_transp, offset=buy_offset25, show_last=length)
// plot(show_buy_levels and (num_levels >= 26) ? level26 : na, title="Buy Volume 26", style=level_style, linewidth=line_width, histbase=level26_top, color=buy_color, transp=buy_transp, offset=buy_offset26, show_last=length)
// plot(show_buy_levels and (num_levels >= 27) ? level27 : na, title="Buy Volume 27", style=level_style, linewidth=line_width, histbase=level27_top, color=buy_color, transp=buy_transp, offset=buy_offset27, show_last=length)
// plot(show_buy_levels and (num_levels >= 28) ? level28 : na, title="Buy Volume 28", style=level_style, linewidth=line_width, histbase=level28_top, color=buy_color, transp=buy_transp, offset=buy_offset28, show_last=length)
// plot(show_buy_levels and (num_levels >= 29) ? level29 : na, title="Buy Volume 29", style=level_style, linewidth=line_width, histbase=level29_top, color=buy_color, transp=buy_transp, offset=buy_offset29, show_last=length)
// plot(show_buy_levels and (num_levels >= 30) ? level30 : na, title="Buy Volume 30", style=level_style, linewidth=line_width, histbase=level30_top, color=buy_color, transp=buy_transp, offset=buy_offset30, show_last=length)
// Zero line
// can't assign show_last dynamically must use a set of 2 plots
plot(show_cover ? ph : na, title="Side Cover", style=histogram, histbase=min_level, color=cover_color, linewidth=cover_width, transp=0, offset=l_offset, show_last=length)
plot(show_zero ? ph : na, title="Zero Line", style=histogram, histbase=min_level, color=zero_color, linewidth=zero_width, offset=z_offset, show_last=1)
// POC Lines
// - POC line is a dynamic level and can't be a plot because you can't delete history. Dynamic levels can only be implemented with plotshape/plotchar fixed str text labels
// - you can't set textcolor from TradingView Style UI, its color option only affects plot color, not textcolor => custom textbox input for textcolor and str to color casting is necessary
// - setting only textcolor from input: 1x color => 2x color outputs
// - setting both color and textcolor from input: 1x color => 3x color outputs - would reduce the number of levels even more - you can manually set shape (dot) color from Style UI instead
poc_col = get_color(poc_col_str, poc_color)
poc2_col = get_color(poc2_col_str, poc2_color)
// in VWAP mode Developing POC => VWAP Level
if levels_mode == "vwap"
poc2_col := get_color(vwap_col_str, vwap_color)
// POC and developing POC (2nd largest traded volume)
// don' confuse poc_color (1x outputs) with poc_col (2x outputs)
plotshape(show_poc ? poc_level : na, title="POC Level", style=shape.circle, color=poc_color, text=poc_text, textcolor=poc_col, transp=0, location=location.absolute, size=size.auto, offset=poc_offset, show_last=1)
plotshape(show_poc2 and (poc2_level > 0) ? poc2_level : na, title="Developing POC/VWAP Level", style=shape.circle, color=poc2_color, text=poc_text, textcolor=poc2_col, transp=0, location=location.absolute, size=size.auto, offset=poc_offset, show_last=1)
// Value Area/VWAP High/Low
va_high_col = get_color(va_high_col_str, va_high_color)
va_low_col = get_color(va_low_col_str, va_low_color)
// in VWAP mode VAH/VAL => VWAP High/Low
if levels_mode == "vwap"
va_high_col := get_color(vwap_high_col_str, vwap_high_color)
va_low_col := get_color(vwap_low_col_str, vwap_low_color)
// VA mode 2 - zones
// textcolor = na => 2x plot outputs
plotshape(show_va and dim_nva_zones and (va_high_level > 0) ? va_high_level : na, title="Zone Above VA/VWAP High", style=shape.labeldown, color=nva_zone_color, text=va_high2_text, textcolor=nva_zone_color, transp=20, location=location.absolute, size=size.auto, offset=va_offset, show_last=1)
plotshape(show_va and dim_nva_zones and (va_low_level > 0) ? va_low_level : na, title="Zone Below VA/VWAP Low", style=shape.labelup, color=nva_zone_color, text=va_low2_text, textcolor=va_low_col, transp=20, location=location.absolute, size=size.auto, offset=va_offset, show_last=1)
// VA mode 1 - lines
// objects further down are plotted above prev ones - lines must remain after zones
// va_low_level is hidden in dim nva mode because it shows the dot below the text label line contradicting the above dot of shape.labelup
// don' confuse va_high_color (1x outputs) with va_high_col (2x outputs)
plotshape(show_va and (va_high_level > 0) ? va_high_level : na, title="VA/VWAP High", style=shape.circle, color=va_high_color, text=va_high1_text, textcolor=va_high_col, transp=0, location=location.absolute, size=size.auto, offset=va_offset, show_last=1)
plotshape(show_va and (va_low_level > 0) and not dim_nva_zones ? va_low_level : na, title="VA/VWAP Low", style=shape.circle, color=va_low_color, text=va_low1_text, textcolor=va_low_col, transp=0, location=location.absolute, size=size.auto, offset=va_offset, show_last=1)
// Highlight Range
bgcolor_cond = highlight_background and is_in_range ? range_bg_color : na
bgcolor(bgcolor_cond, title="Range Background Highlight Color")
// not enough plot outputs for this
// barcolor_cond = highlight_bars and is_in_range ? range_bar_color : na
// barcolor(barcolor_cond, title="Range Bar Highlight Color")
// plot(n, color=red)