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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ClayeWeight
// ps. we love you
//@version=5
indicator("Sonarlab - Liquidity Levels", overlay=true)
_tfSettings = "TimeFrame Settings"
currentTF = input.bool(true, title = "Liquidity Levels", group=_tfSettings)
htfBool = input.bool(false, title = "Higher Timeframe",inline="1", group=_tfSettings)
htfTF = input.timeframe("", title = "", inline="1",group=_tfSettings, tooltip="Display Liquidity Levels for a Higher Timeframe")
// --
_lvlsGrp = "Liquidity Levels"
leftBars = input.int(15, title = "Left Bars", group=_lvlsGrp, tooltip="Set the lookback point for what determines a Liquidity Level")
rightBars = input.int(5, title = "Right Bars", group=_lvlsGrp, tooltip="Set the number of bars to confirm a Liquidity Level")
// --
_removeGrp = "Mitigation Settings"
removeMitigated = input.bool(true, title = "Mitigated", inline="1", group=_removeGrp)
mitiOptions = input.string("Show", title = " ", inline="1", options=["Remove", "Show"], group=_removeGrp, tooltip="Show: Liquidity Levels will stop printing when mitigated and remain on the chart.\nRemove: Liquidity Levels will be removed from the chart when mitigated.")
_candleType = input.string("Close", title = "Candle type", options=["Close", "Wick"], group=_removeGrp, tooltip="Choose whether a candle close or a candles high/low is needed to determine a mitigated Liquidity Level")
// --
_displayStyleGrp = "Display Styles"
displayStyle = input.string("Lines", title = "Display Style", options=["Lines", "Boxes"], group=_displayStyleGrp, tooltip="Choose how Liquidity Levels are displayed on the chart")
extentionOptions = input.string("Current", title = "Extention Options", options=["Short", "Current", "Max"], group=_displayStyleGrp, tooltip="Choose how Liquidity Levels are extended on the chart")
extentionMax = extentionOptions=="Max" ? true : false
extentionCurrent = extentionOptions=="Current" ? true : false
displayLimit = input.int(5, title = "Display Limit", group=_displayStyleGrp, tooltip="")
// --
_styleGrp = "Line Styles and Colors"
_highLineStyle = input.string("Solid", title = "High Line Style", options=["Solid", "Dashed", "Dotted"], group=_styleGrp)
highLineStyle = _highLineStyle=="Solid" ? line.style_solid : _highLineStyle=="Dashed" ? line.style_dashed : line.style_dotted
_lowLineStyle = input.string("Solid", title = "Low Line Style", options=["Solid", "Dashed", "Dotted"], group=_styleGrp)
lowLineStyle = _lowLineStyle=="Solid" ? line.style_solid : _lowLineStyle=="Dashed" ? line.style_dashed : line.style_dotted
// --
highLineColor = input.color(#1f4ef5, "High Line ", group = _styleGrp, inline = "1")
lowLineColor = input.color(#fd441c, "Low Line", group = _styleGrp, inline = "1")
highBoxBgColor = input.color(color.new(#1f4ef5, 80), "High Box Bg ", group = _styleGrp, inline = "2")
highBoxBorderColor = input.color(color.new(#1f4ef5, 80), "Box Border", group = _styleGrp, inline = "2")
lowBoxBgColor = input.color(color.new(#fd441c, 80), "Low Box Bg ", group = _styleGrp, inline = "3")
lowBoxBorderColor = input.color(color.new(#fd441c, 80), "Box Border", group = _styleGrp, inline = "3")
// --
// ----------------------------------------------------
// Functions
// ----------------------------------------------------
tf_multi(tf) =>
ts = timeframe.in_seconds("")
htfs = timeframe.in_seconds(tf)
htfs/ts
display_limit_line(_array) =>
if array.size(_array) > displayLimit/2
a = array.shift(_array)
line.delete(a)
display_limit_box(_array) =>
if array.size(_array) > displayLimit/2
a = array.shift(_array)
box.delete(a)
remove_mitigated_lines(_array, _hl) =>
if array.size(_array) > 0 and removeMitigated
for i = array.size(_array) - 1 to 0 by 1
l = array.get(_array, i)
hh = _candleType == "Close" ? close[1] : high
ll = _candleType == "Close" ? close[1] : low
if _hl == "High" and hh > line.get_y1(l)
array.remove(_array, i)
if mitiOptions == "Show"
line.new(line.get_x1(l),line.get_y1(l),time,line.get_y1(l), xloc=xloc.bar_time, color = color.new(highLineColor, 70))
line.delete(l)
if _hl == "Low" and ll < line.get_y1(l)
array.remove(_array, i)
if mitiOptions == "Show"
line.new(line.get_x1(l),line.get_y1(l),time,line.get_y1(l), xloc=xloc.bar_time, color = color.new(lowLineColor, 70))
line.delete(l)
display_limit_line(_array)
remove_mitigated_boxes(_array, _hl) =>
if array.size(_array) > 0 and removeMitigated
for i = array.size(_array) - 1 to 0 by 1
l = array.get(_array, i)
hh = _candleType == "Close" ? close[1] : high
ll = _candleType == "Close" ? close[1] : low
if _hl == "High" and hh > box.get_top(l)
array.remove(_array, i)
if mitiOptions == "Show"
box.new(box.get_left(l),box.get_top(l),time,box.get_bottom(l), xloc=xloc.bar_time, bgcolor = color.new(highBoxBgColor, 90), border_color = color.new(highBoxBorderColor, 90), border_style = highLineStyle)
box.delete(l)
if _hl == "Low" and ll < box.get_top(l)
array.remove(_array, i)
if mitiOptions == "Show"
box.new(box.get_left(l),box.get_top(l),time,box.get_bottom(l), xloc=xloc.bar_time, bgcolor = color.new(lowBoxBgColor, 90), border_color = color.new(lowBoxBorderColor, 90), border_style = lowLineStyle)
box.delete(l)
display_limit_box(_array)
extend_line_to_current(lineArray) =>
if array.size(lineArray) > 0
for i = array.size(lineArray) - 1 to 0 by 1
l = array.get(lineArray, i)
timeExt = time + ((time[1]-time[2])*20)
line.set_x2(l, timeExt)
extend_box_to_current(boxArray) =>
if array.size(boxArray) > 0
for i = array.size(boxArray) - 1 to 0 by 1
b = array.get(boxArray, i)
timeExt = time + ((time[1]-time[2])*20)
box.set_right(b, timeExt)
// ----------------------------------------------------
// Current TimeFrame
// ----------------------------------------------------
// Varibles
// Lines
var highLineArray = array.new_line()
var lowLineArray = array.new_line()
// Boxes
var highBoxArray = array.new_box()
var lowBoxArray = array.new_box()
// Pivots
pivotHigh = ta.pivothigh(leftBars, rightBars)[1]
pivotLow = ta.pivotlow(leftBars, rightBars)[1]
// Run Calculations
if currentTF
if pivotHigh
if displayStyle == "Lines"
array.push(highLineArray, line.new(time[rightBars+1],high[rightBars+1],time[+1],high[rightBars+1],color = highLineColor, style=highLineStyle, xloc=xloc.bar_time, extend=extentionMax?extend.right:extend.none))
else
y1 = math.max(open[rightBars+1], close[rightBars+1])
array.push(highBoxArray, box.new(time[rightBars+1],high[rightBars+1],time[+1],y1,bgcolor = highBoxBgColor, border_color=highBoxBorderColor, xloc=xloc.bar_time, border_style = highLineStyle, extend=extentionMax?extend.right:extend.none))
if pivotLow
if displayStyle == "Lines"
array.push(lowLineArray, line.new(time[rightBars+1],low[rightBars+1],time[+1],low[rightBars+1],color = lowLineColor, style=lowLineStyle, xloc=xloc.bar_time, extend=extentionMax?extend.right:extend.none))
else
y1 = math.min(open[rightBars+1], close[rightBars+1])
array.push(lowBoxArray, box.new(time[rightBars+1],low[rightBars+1],time[+1],y1,bgcolor = lowBoxBgColor, border_color=lowBoxBorderColor, xloc=xloc.bar_time, border_style = lowLineStyle, extend=extentionMax?extend.right:extend.none))
// ----------------------------------------------------
// Run Functions
// ----------------------------------------------------
remove_mitigated_lines(highLineArray, "High")
remove_mitigated_lines(lowLineArray, "Low")
remove_mitigated_boxes(highBoxArray, "High")
remove_mitigated_boxes(lowBoxArray, "Low")
if extentionCurrent
extend_line_to_current(highLineArray)
extend_line_to_current(lowLineArray)
extend_box_to_current(highBoxArray)
extend_box_to_current(lowBoxArray)
// ----------------------------------------------------
// Current TimeFrame
// ----------------------------------------------------
// Varibles
// Lines
var highLineArrayHTF = array.new_line()
var lowLineArrayHTF = array.new_line()
// Boxes
var highBoxArrayHTF = array.new_box()
var lowBoxArrayHTF = array.new_box()
// Get HTF
[_time, _open, _high, _low, _close] = request.security(syminfo.tickerid, htfTF, [time, open, high, low, close])
// Pivots
pivotHighHTF = ta.pivothigh(_high, leftBars*tf_multi(htfTF), rightBars+tf_multi(htfTF))
pivotLowHTF = ta.pivotlow(_low, leftBars*tf_multi(htfTF), rightBars+tf_multi(htfTF))
if htfBool
timeExt = time+((time[1]-time[2])*10)
dis = rightBars+tf_multi(htfTF)
if pivotHighHTF
if displayStyle == "Lines"
array.push(highLineArrayHTF, line.new(_time[dis],_high[dis],_time[+1],_high[dis],color = highLineColor, style=highLineStyle, xloc=xloc.bar_time, extend=extentionMax?extend.right:extend.none))
else
y1 = math.max(_open[dis], _close[dis])
array.push(highBoxArrayHTF, box.new(_time[dis],_high[dis],_time[+1],y1,bgcolor = highBoxBgColor, border_color=highBoxBorderColor, xloc=xloc.bar_time, border_style = highLineStyle, extend=extentionMax?extend.right:extend.none))
if pivotLowHTF
if displayStyle == "Lines"
array.push(lowLineArrayHTF, line.new(_time[dis],_low[dis],_time[+1],_low[dis],color = lowLineColor, style=lowLineStyle, xloc=xloc.bar_time, extend=extentionMax?extend.right:extend.none))
else
y1 = math.min(_open[dis], _close[dis])
array.push(lowBoxArrayHTF, box.new(_time[dis],_low[dis],_time[+1],y1,bgcolor = lowBoxBgColor, border_color=lowBoxBorderColor, xloc=xloc.bar_time, border_style = lowLineStyle, extend=extentionMax?extend.right:extend.none))
// ----------------------------------------------------
// Run Functions
// ----------------------------------------------------
remove_mitigated_lines(highLineArrayHTF, "High")
remove_mitigated_lines(lowLineArrayHTF, "Low")
remove_mitigated_boxes(highBoxArrayHTF, "High")
remove_mitigated_boxes(lowBoxArrayHTF, "Low")
if extentionCurrent
extend_line_to_current(highLineArrayHTF)
extend_line_to_current(lowLineArrayHTF)
extend_box_to_current(highBoxArrayHTF)
extend_box_to_current(lowBoxArrayHTF)