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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/
// © geneclash
//@version=5
indicator("Fractal Break Imbalance / Fair Value Gap (FVG) / Liquidity Void", format=format.price, precision=0, overlay=true)
showFractals = input(false,title="Show Fractals?",group="Fractals")
showBrekout = input(false,title="Show Market Structure Breakouts?",group="Fractals")
breakType = input.string("Body",title="Fractal Break Type:",options=["Wick+Body","Body"],group="Fractals")
n = input.int(title="Periods", defval=2, minval=2,group="Fractals")
showImbalance = input(true,title="Show Breakout Imbalances",group="Imbalance")
showOtherImbalance = input(true,title="Show Other Imbalances",group="Imbalance")
imbGreenClr = input.color(color.new(color.green,65),title="Up:",inline="i_1",group="Imbalance")
imbRedClr = input.color(color.new(color.red,65),title="Down:",inline="i_1",group="Imbalance")
imbRestClr = input.color(color.new(color.yellow,65), title="Other:",inline="i_1",group="Imbalance")
showBoxes = input(false,title="Show OrderBlocks?",group="OrderBlock")
changeColor = input(false,title="Change OrderBlock Colors?",group="OrderBlock")
transGreenClr = input.color(color.new(color.green,80),title="Bg:",inline="a_1",group="OrderBlock")
greenClr = input.color(color.new(color.green,0),title="Border:",inline="a_1",group="OrderBlock")
transRedClr = input.color(color.new(color.red,80),title="Bg:",inline="b_1",group="OrderBlock")
redClr = input.color(color.new(color.red,0),title="Border:",inline="b_1",group="OrderBlock")
//Fractals{
// UpFractal
bool upflagDownFrontier = true
bool upflagUpFrontier0 = true
bool upflagUpFrontier1 = true
bool upflagUpFrontier2 = true
bool upflagUpFrontier3 = true
bool upflagUpFrontier4 = true
for i = 1 to n
upflagDownFrontier := upflagDownFrontier and (high[n-i] < high[n])
upflagUpFrontier0 := upflagUpFrontier0 and (high[n+i] < high[n])
upflagUpFrontier1 := upflagUpFrontier1 and (high[n+1] <= high[n] and high[n+i + 1] < high[n])
upflagUpFrontier2 := upflagUpFrontier2 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+i + 2] < high[n])
upflagUpFrontier3 := upflagUpFrontier3 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+i + 3] < high[n])
upflagUpFrontier4 := upflagUpFrontier4 and (high[n+1] <= high[n] and high[n+2] <= high[n] and high[n+3] <= high[n] and high[n+4] <= high[n] and high[n+i + 4] < high[n])
flagUpFrontier = upflagUpFrontier0 or upflagUpFrontier1 or upflagUpFrontier2 or upflagUpFrontier3 or upflagUpFrontier4
upFractal = (upflagDownFrontier and flagUpFrontier)
//DownFractal
bool downflagDownFrontier = true
bool downflagUpFrontier0 = true
bool downflagUpFrontier1 = true
bool downflagUpFrontier2 = true
bool downflagUpFrontier3 = true
bool downflagUpFrontier4 = true
for i = 1 to n
downflagDownFrontier := downflagDownFrontier and (low[n-i] > low[n])
downflagUpFrontier0 := downflagUpFrontier0 and (low[n+i] > low[n])
downflagUpFrontier1 := downflagUpFrontier1 and (low[n+1] >= low[n] and low[n+i + 1] > low[n])
downflagUpFrontier2 := downflagUpFrontier2 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+i + 2] > low[n])
downflagUpFrontier3 := downflagUpFrontier3 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+i + 3] > low[n])
downflagUpFrontier4 := downflagUpFrontier4 and (low[n+1] >= low[n] and low[n+2] >= low[n] and low[n+3] >= low[n] and low[n+4] >= low[n] and low[n+i + 4] > low[n])
flagDownFrontier = downflagUpFrontier0 or downflagUpFrontier1 or downflagUpFrontier2 or downflagUpFrontier3 or downflagUpFrontier4
downFractal = (downflagDownFrontier and flagDownFrontier)
//}
var float topValue = na, var float bottomValue = na
var int lastRedIndex = na, var float lastRedLow = na, var float lastRedHigh = na
var int lastGreenIndex = na, var float lastGreenLow = na, var float lastGreenHigh = na
var line topLine = na, var line bottomLine = na
var box demandBox = na, var box supplyBox = na
var box imbalanceBox = na
var bool checkUpImbalance = false
var bool checkDownImbalance = false
var topBreakBlock = false, var bottomBreakBlock = false
var isLongBreak = false, var isShortBreak = false
var arrBoxes = array.new_box(0)
topBreakCheckSource = breakType == "Wick+Body" ? high : close
bottomBreakCheckSource = breakType == "Wick+Body" ? low : close
//IMBALANCE
//Data
L1 = low
H3 = high[2]
H1 = high
L3 = low[2]
FVGUp = H3 < L1 ? 1 : 0
plotFVGU = FVGUp ? H3 : na
plotFVGUL = FVGUp ? L1 : na
FVGDown = L3 > H1 ? 1 : 0
plotFVGD = FVGDown ? L3 : na
plotFVGH = FVGDown ? H1 : na
if FVGUp and showOtherImbalance and checkUpImbalance == false
imbalanceBox := box.new(bar_index-2, plotFVGU,bar_index,plotFVGUL, bgcolor=imbRestClr, border_color=imbRestClr)
if FVGDown and showOtherImbalance and checkDownImbalance == false
imbalanceBox := box.new(bar_index-2, plotFVGH,bar_index,plotFVGD, bgcolor=imbRestClr, border_color=imbRestClr)
//Last red check
if close < open
lastRedIndex := bar_index
lastRedLow := low
lastRedHigh := high
//Last green check
if close > open
lastGreenIndex := bar_index
lastGreenLow := low
lastGreenHigh := high
//Check Imbalance
if checkUpImbalance
checkUpImbalance := false
imbTop = low
imbBottom = high[2]
if imbTop > imbBottom and showImbalance
imbalanceBox := box.new(bar_index-2, imbTop,bar_index,imbBottom, bgcolor=imbGreenClr, border_color=imbGreenClr)
if checkDownImbalance
checkDownImbalance := false
imbTop = low[2]
imbBottom = high
if imbTop > imbBottom and showImbalance
imbalanceBox := box.new(bar_index-2, imbTop,bar_index,imbBottom, bgcolor=imbRedClr, border_color=imbRedClr)
//Top break
if ta.crossover(topBreakCheckSource,topValue) and topBreakBlock == false
topBreakBlock := true
isLongBreak := true
checkUpImbalance := true
if showBrekout
line.set_x2(topLine,bar_index)
if showBoxes
demandBox := box.new(lastRedIndex-1, lastRedHigh,lastRedIndex+1,lastRedLow, bgcolor=transGreenClr, border_color=greenClr)
array.push(arrBoxes,demandBox)
//Bottom break
if ta.crossunder(bottomBreakCheckSource,bottomValue) and bottomBreakBlock == false
bottomBreakBlock := true
isShortBreak := true
checkDownImbalance := true
if showBrekout
line.set_x2(bottomLine,bar_index)
if showBoxes
supplyBox := box.new(lastGreenIndex-1, lastGreenHigh,lastGreenIndex+1,lastGreenLow, bgcolor=transRedClr, border_color=redClr)
array.push(arrBoxes,supplyBox)
//New up fractal
if upFractal
topBreakBlock := false
isLongBreak := false
topValue := high[n]
if showBrekout
topLine := line.new(bar_index[n],topValue,bar_index,topValue, color=color.teal, style=line.style_dotted, width=2)
if isLongBreak[1] == false
line.delete(topLine[1])
//New down fractal
if downFractal
bottomBreakBlock := false
isShortBreak := false
bottomValue := low[n]
if showBrekout
bottomLine := line.new(bar_index[n],bottomValue,bar_index,bottomValue, color=color.maroon, style=line.style_dotted, width=2)
if isShortBreak[1] == false
line.delete(bottomLine[1])
//Box state update
//activeBoxes = box.all
activeBoxes = arrBoxes
if array.size(activeBoxes) > 0 and changeColor
for i = 0 to array.size(activeBoxes) - 1
bVal = box.get_bottom(array.get(activeBoxes, i))
tVal = box.get_top(array.get(activeBoxes, i))
if close < bVal
box.set_bgcolor(array.get(activeBoxes, i),transRedClr)
box.set_border_color(array.get(activeBoxes, i),redClr)
if close > tVal
box.set_bgcolor(array.get(activeBoxes, i),transGreenClr)
box.set_border_color(array.get(activeBoxes, i),greenClr)
//PLOTS
plotshape(showFractals ? downFractal : na,style=shape.triangleup, location=location.belowbar, offset=-n, color=color.new(color.gray,80), size = size.tiny)
plotshape(showFractals ? upFractal : na, style=shape.triangledown, location=location.abovebar, offset=-n, color=color.new(color.gray,80), size = size.tiny)