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FX EVO Delta Profile: Liquidity Zones with Volume Delta Quadrants
November 12, 2026, 3:03 PM
Indicators
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Introduction
Liquidity pools sit above swing highs and below swing lows: that is where stops and breakout orders rest, and where price often goes hunting before turning. Knowing where those pools are is only half of the story. The other half is who traded inside them when price got there: were buyers or sellers in control, how much of the level has already been absorbed, and did the sweep find real participation or just thin air?
The FX EVO Delta Profile answers those questions on the price chart. It builds buy-side and sell-side liquidity zones from major swings, splits every zone into four quadrants, accumulates the estimated volume delta traded in each quadrant, shows how much “health” the zone has left, and flags four kinds of reversal patterns when price sweeps a zone. A small dashboard keeps score of how each signal type has performed on the chart you are looking at.
Theory Behind the Indicator
Liquidity zones. A swing high is a bar whose high is the highest of the 15 bars on each side (15 is the default pivot length). It creates a buy-side liquidity zone (BSL) from that high down to the top of the candle body. A swing low creates a sell-side liquidity zone (SSL) from the low up to the bottom of the body. If the body leaves a zone thinner than 0.1 ATR, the zone is widened to 0.1 ATR so it stays visible.
Overlap filter. With the filter on, a new zone that overlaps an active one only replaces it when it is more extreme (a higher high for BSL, a lower low for SSL); otherwise the new zone is ignored. Each side keeps the 10 most recent zones by default.
Estimated delta. There is no tick data in a candle, so the delta of each bar is estimated from its shape: volume multiplied by (close minus open) divided by the bar range. A strong bullish bar gives a large positive delta, a doji almost none. When a bar trades into a zone, its delta is shared out among the quadrants it overlaps, in proportion to how much of the bar’s range falls in each one.
Zone health. Every zone gets a capacity equal to the average volume of the last 15 bars multiplied by the capacity setting (5 by default). The volume traded inside the zone is subtracted from 100 %, so a zone that has absorbed five average bars of volume reaches 0 %.
Sweeps. A BSL zone is swept when a bar trades above its top, an SSL zone when a bar trades below its bottom. Swept zones stop updating and are shown with dashed outlines and faded colours.
Reversal signals. When price is testing or sweeping a zone, the delta of the outer quadrant (the top quadrant of a BSL zone, the bottom one of an SSL zone) is compared with the total delta of the zone. Only the first pattern found is reported, and each zone signals once:
- ABS (absorption at the extreme): price sweeps the zone but the outer quadrant holds delta against the move (sellers at the top of a BSL zone, buyers at the bottom of an SSL zone), and it carries more than 20 % of the zone’s activity. The sweep was absorbed.
- EXH (exhaustion): price sweeps the zone with less than 10 % of the activity in the outer quadrant. A dry sweep with nobody behind it.
- DIV (delta divergence): the close stays inside the zone while more than 60 % of the activity sits in the outer quadrant in the direction of the breakout. Volume got trapped and the breakout failed.
- REJ (snapback): price sweeps the zone and closes back beyond its midpoint, on a bar whose own delta is against the sweep and larger than 20 % of its volume.
The strength of the signal sets the size and opacity of its label.
Performance dashboard. Each signal opens a virtual trade at the close of the signal bar, short from BSL zones and long from SSL zones. It counts as a win when price closes in profit for 3 consecutive bars within the next 10 bars. The dashboard shows totals, wins and win rate per signal type, in green above 50 % and in red below.
Key Features at a Glance
- Buy-side and sell-side liquidity zones from major swing highs and lows, with an overlap filter.
- Four delta quadrants per zone, coloured by the side that dominates and shaded by intensity, with their values.
- Zone health from 100 % to 0 % as volume is absorbed.
- Swept zones kept on the chart with dashed outlines (optional).
- Four reversal signals on sweeps: absorption, exhaustion, divergence and snapback.
- Dashboard with the time-based win rate of each signal type, in three possible corners and five text sizes.
- Optional highlighting of the bars under evaluation (yellow while waiting, aqua while in profit).
How to Read the Indicator
- Red zones above price (BSL) and green zones below (SSL): the liquidity pools. The more transparent quadrants have not been traded yet.
- Green quadrant: buying delta dominates in that slice of the zone. Red quadrant: selling delta dominates. The darker the shade, the larger its delta compared with the other quadrants.
- Health percentage on the right: how much capacity is left. A zone near 0 % has already absorbed a lot of volume and is less likely to hold.
- Dashed zone: swept by price. It stays as a reference of what happened there.
- ABS / EXH / DIV / REJ labels: red labels above the bar come from BSL zones (bearish reversal idea), green labels below the bar from SSL zones (bullish idea). Larger and more opaque labels mean a stronger reading.
- Dashboard: a quick check of which signal type has worked on this instrument and timeframe. It is a short-term, time-based test, not a full backtest.
Delta is estimated from the candles, not read from real order flow: treat the quadrant values as a map of where the activity concentrated, not as exact buy and sell volumes.
Practical Applications
- Stop-hunt reversals: an ABS or REJ label after a sweep of a well-defined swing is the classic liquidity grab setup. Wait for structure to confirm on the next bars.
- Failed breakouts: a DIV label tells you that heavy activity at the edge did not produce a breakout, which often precedes a move back through the zone.
- Target selection: unswept zones with high health are natural targets, since the liquidity behind them is still there.
- Instrument choice: zones and delta need volume. On instruments without volume data the quadrants stay empty and only the outlines and the sweeps remain.
Indicator Configuration
- pivLen (default 15): pivot length, bars on each side of a swing.
- maxZones (default 10): maximum zones kept per type (1 to 40).
- showSwept (default 1): keep swept zones visible with dashed outlines.
- filterOverlaps (default 1): a new zone may not overlap an active one unless it is more extreme.
- showDecay (default 1): show the health of the active zones.
- zoneCapacity (default 5.0): multiple of the average volume a zone can absorb before reaching 0 %.
- enableReversals (default 1): detect the ABS, EXH, DIV and REJ signals.
- showDash (default 1): show the performance dashboard.
- dashPos (default 1): dashboard position, 1 top right, 2 bottom right, 3 bottom left.
- dashSize (default 1): dashboard text size, from 1 (tiny) to 5 (huge).
- evalWindow (default 10): maximum bars to wait for the reversal.
- holdBars (default 3): consecutive closes in profit needed to count a win.
- highlightBars (default 0): colour the bars under evaluation.
- Colours of the BSL and SSL outlines and of the buy and sell delta at the top of the code.
The Code
//---------------------------------------------------------------
// PRC_FX EVO Delta Profile
// version = 0
// 11.11.2026
// Iván González @ www.prorealcode.com
// Author: FX EVO (based on Liquidity Delta Profiler by LuxAlgo)
// Sharing ProRealTime knowledge
//--------------------------------------------------------------------//
DEFPARAM DRAWONLASTBARONLY = true
//----- Settings
pivLen = 15 // pivot length: bars to the left and to the right of a swing
maxZones = 10 // max zones per type (1 to 40)
showSwept = 1 // 1 = keep swept zones visible with dashed outlines
filterOverlaps = 1 // 1 = a new zone may not overlap an active one (the most extreme level wins)
showDecay = 1 // 1 = show the remaining health of each active zone
zoneCapacity = 5.0 // multiple of the average volume a zone can absorb before reaching 0 %
enableReversals = 1 // 1 = detect reversal signals (ABS, EXH, DIV, REJ) on sweeps
showDash = 1 // 1 = show the reversal performance dashboard
dashPos = 1 // dashboard position: 1 = top right, 2 = bottom right, 3 = bottom left
dashSize = 1 // dashboard text: 1 = tiny, 2 = small, 3 = normal, 4 = large, 5 = huge
evalWindow = 10 // max bars to wait for the reversal to happen
holdBars = 3 // consecutive closes in profit needed to count a win
highlightBars = 0 // 1 = colour the bars under evaluation (yellow = evaluating, aqua = in profit)
//----- Colours (BSL outline, SSL outline, buy delta, sell delta)
bslR = 242
bslG = 54
bslB = 69
sslR = 8
sslG = 153
sslB = 129
buyR = 8
buyG = 153
buyB = 129
sellR = 242
sellG = 54
sellB = 69
slotSize = 50 // array room per zone type (maxZones can be up to 40)
maxLabels = 480 // signal labels kept on the chart
//----- Bar data stored by bar number (read by index, never with a variable [offset] in a loop)
$bO[barindex] = open
$bH[barindex] = high
$bL[barindex] = low
$bC[barindex] = close
$bV[barindex] = volume
atrV = AverageTrueRange[14](close)
IF barindex >= 13 THEN
$bA[barindex] = atrV
$bAok[barindex] = 1
ELSE
$bA[barindex] = 0
$bAok[barindex] = 0
ENDIF
IF barindex >= pivLen - 1 THEN
$bAv[barindex] = average[pivLen](volume)
ELSE
$bAv[barindex] = 0
ENDIF
//----- State reset on (re)load. Every persistent value lives in an array:
// arrays are NOT rewound between ticks of the live bar, scalars are.
IF barindex = 0 THEN
$gs[0] = 0 - 1 // last processed bar
$gs[1] = 0 // number of BSL zones
$gs[2] = 0 // number of SSL zones
$gs[3] = 0 // number of signal labels
$gs[4] = 0 // number of trades under evaluation
FOR k = 1 TO 8 DO
$st[k] = 0 // totals and wins: ABS, EXH, DIV, REJ
NEXT
ENDIF
//----- Engine: runs once per CLOSED bar (historical bars on themselves, the live bar once it closes)
FOR pss = 1 DOWNTO 0 DO
ofs = pss
doIt = 0
IF ofs = 1 AND barindex >= 1 AND $gs[0] < barindex - 1 THEN
doIt = 1
ENDIF
IF ofs = 0 AND NOT islastbarupdate AND $gs[0] < barindex THEN
doIt = 1
ENDIF
IF doIt = 1 THEN
bb = barindex - ofs
$gs[0] = bb
hi = $bH[bb]
lo = $bL[bb]
cl = $bC[bb]
op = $bO[bb]
vol = $bV[bb]
//--- Confirmed swing high / low at bar pv (strict on the right, >= on the left)
pv = bb - pivLen
isPH = 0
isPL = 0
IF pv - pivLen >= 0 THEN
isPH = 1
isPL = 1
hP = $bH[pv]
lP = $bL[pv]
FOR k = pv + 1 TO bb DO
IF $bH[k] >= hP THEN
isPH = 0
ENDIF
IF $bL[k] <= lP THEN
isPL = 0
ENDIF
NEXT
FOR k = pv - pivLen TO pv - 1 DO
IF $bH[k] > hP THEN
isPH = 0
ENDIF
IF $bL[k] < lP THEN
isPL = 0
ENDIF
NEXT
ENDIF
avgVol = $bAv[bb]
IF avgVol = 0 THEN
avgVol = 1
ENDIF
capNow = avgVol * zoneCapacity
//--- New zones (s = 0: BSL from a swing high, s = 1: SSL from a swing low)
FOR s = 0 TO 1 DO
newZ = 0
IF s = 0 AND isPH = 1 THEN
newZ = 1
nTop = $bH[pv]
nBot = max($bC[pv], $bO[pv])
IF $bAok[pv] = 1 THEN
IF nTop - nBot < $bA[pv] * 0.1 THEN
nBot = nTop - $bA[pv] * 0.1
ENDIF
ENDIF
ENDIF
IF s = 1 AND isPL = 1 THEN
newZ = 1
nBot = $bL[pv]
nTop = min($bC[pv], $bO[pv])
IF $bAok[pv] = 1 THEN
IF nTop - nBot < $bA[pv] * 0.1 THEN
nTop = nBot + $bA[pv] * 0.1
ENDIF
ENDIF
ENDIF
IF newZ = 1 THEN
base = s * slotSize
nZ = $gs[1 + s]
skipZ = 0
IF filterOverlaps = 1 AND nZ > 0 THEN
i = nZ - 1
WHILE i >= 0 AND skipZ = 0 DO
zi = base + i
IF $zSw[zi] = 0 THEN
IF max(nBot, $zBot[zi]) <= min(nTop, $zTop[zi]) THEN
moreExtreme = 0
IF s = 0 AND nTop > $zTop[zi] THEN
moreExtreme = 1
ENDIF
IF s = 1 AND nBot < $zBot[zi] THEN
moreExtreme = 1
ENDIF
IF moreExtreme = 1 THEN
// the old zone is replaced: remove it from the list
IF i <= nZ - 2 THEN
FOR k = i TO nZ - 2 DO
dst = base + k
src = dst + 1
$zTop[dst] = $zTop[src]
$zBot[dst] = $zBot[src]
$zLft[dst] = $zLft[src]
$zRgt[dst] = $zRgt[src]
$zSw[dst] = $zSw[src]
$zSig[dst] = $zSig[src]
$zVT[dst] = $zVT[src]
$zCap[dst] = $zCap[src]
FOR q = 0 TO 3 DO
$zD[dst * 4 + q] = $zD[src * 4 + q]
NEXT
NEXT
ENDIF
nZ = nZ - 1
ELSE
skipZ = 1
ENDIF
ENDIF
ENDIF
i = i - 1
WEND
ENDIF
IF skipZ = 0 THEN
// newest zone goes first: shift the list one place
IF nZ > 0 THEN
FOR k = nZ DOWNTO 1 DO
dst = base + k
src = dst - 1
$zTop[dst] = $zTop[src]
$zBot[dst] = $zBot[src]
$zLft[dst] = $zLft[src]
$zRgt[dst] = $zRgt[src]
$zSw[dst] = $zSw[src]
$zSig[dst] = $zSig[src]
$zVT[dst] = $zVT[src]
$zCap[dst] = $zCap[src]
FOR q = 0 TO 3 DO
$zD[dst * 4 + q] = $zD[src * 4 + q]
NEXT
NEXT
ENDIF
$zTop[base] = nTop
$zBot[base] = nBot
$zLft[base] = pv
$zRgt[base] = pv
$zSw[base] = 0
$zSig[base] = 0
$zVT[base] = 0
$zCap[base] = capNow
FOR q = 0 TO 3 DO
$zD[base * 4 + q] = 0
NEXT
nZ = nZ + 1
IF nZ > maxZones THEN
nZ = maxZones
ENDIF
ENDIF
$gs[1 + s] = nZ
ENDIF
NEXT
//--- Estimated delta of this bar, split over the zone quadrants it overlaps
totR = hi - lo
IF totR = 0 THEN
barDelta = 0
ELSE
barDelta = vol * (cl - op) / totR
ENDIF
FOR s = 0 TO 1 DO
base = s * slotSize
nZ = $gs[1 + s]
IF nZ > 0 THEN
FOR i = nZ - 1 DOWNTO 0 DO
zi = base + i
IF $zSw[zi] = 0 THEN
$zRgt[zi] = bb
hit = 0
zStp = ($zTop[zi] - $zBot[zi]) / 4
FOR q = 0 TO 3 DO
qB = $zBot[zi] + q * zStp
qT = $zBot[zi] + (q + 1) * zStp
ovT = min(hi, qT)
ovB = max(lo, qB)
ov = 0
IF ovT > ovB THEN
ov = ovT - ovB
ENDIF
IF ov > 0 THEN
hit = 1
ovR = 0
IF totR > 0 THEN
ovR = ov / totR
ENDIF
$zD[zi * 4 + q] = $zD[zi * 4 + q] + barDelta * ovR
$zVT[zi] = $zVT[zi] + vol * ovR
ENDIF
NEXT
IF s = 0 AND hi > $zTop[zi] THEN
$zSw[zi] = 1
ENDIF
IF s = 1 AND lo < $zBot[zi] THEN
$zSw[zi] = 1
ENDIF
//--- Reversal detection on the zone being tested or swept
IF (hit = 1 OR $zSw[zi] = 1) AND enableReversals = 1 AND $zSig[zi] = 0 THEN
totD = 0
absD = 0
FOR q = 0 TO 3 DO
totD = totD + $zD[zi * 4 + q]
absD = absD + abs($zD[zi * 4 + q])
NEXT
IF absD > 0 THEN
zT = $zTop[zi]
zB = $zBot[zi]
zMid = (zT + zB) / 2
sweeping = 0
inside = 0
rejecting = 0
IF s = 0 THEN
outerD = $zD[zi * 4 + 3]
IF hi > zT THEN
sweeping = 1
ENDIF
IF cl < zMid THEN
rejecting = 1
ENDIF
ELSE
outerD = $zD[zi * 4]
IF lo < zB THEN
sweeping = 1
ENDIF
IF cl > zMid THEN
rejecting = 1
ENDIF
ENDIF
IF cl <= zT AND cl >= zB THEN
inside = 1
ENDIF
ratio = abs(outerD) / (absD + 0.0001)
sigK = 0
signif = 0
// 1. Absorption at the extreme: the outer quadrant is against the sweep
IF sweeping = 1 THEN
IF (s = 0 AND outerD < 0) OR (s = 1 AND outerD > 0) THEN
IF ratio > 0.2 THEN
sigK = 1
signif = ratio * 2
ENDIF
ENDIF
ENDIF
// 2. Exhaustion: dry sweep, almost no volume at the edge
IF sigK = 0 AND sweeping = 1 THEN
IF ratio < 0.1 THEN
sigK = 2
signif = 1.0 - ratio * 5
ENDIF
ENDIF
// 3. Delta divergence: heavy volume at the edge, but the close stays inside
IF sigK = 0 AND inside = 1 THEN
IF ratio > 0.6 THEN
IF (s = 0 AND outerD > 0) OR (s = 1 AND outerD < 0) THEN
sigK = 3
signif = ratio
ENDIF
ENDIF
ENDIF
// 4. Snapback: sweep and strong rejection in the same bar
IF sigK = 0 AND sweeping = 1 AND rejecting = 1 THEN
barRatio = abs(barDelta) / (vol + 0.0001)
IF ((s = 0 AND barDelta < 0) OR (s = 1 AND barDelta > 0)) AND barRatio > 0.2 THEN
sigK = 4
signif = barRatio * 2
ENDIF
ENDIF
IF sigK > 0 THEN
$zSig[zi] = 1
signif = min(max(signif, 0), 1)
sCls = 0
IF signif > 0.7 THEN
sCls = 2
ELSIF signif > 0.4 THEN
sCls = 1
ENDIF
nS = $gs[3]
$sgB[nS] = bb
$sgK[nS] = sigK
$sgS[nS] = s
$sgC[nS] = sCls
$sgA[nS] = $bA[bb]
IF s = 0 THEN
$sgY[nS] = hi
ELSE
$sgY[nS] = lo
ENDIF
$gs[3] = nS + 1
// the signal opens a virtual trade for the dashboard statistics
nT = $gs[4]
$tK[nT] = sigK
IF s = 0 THEN
$tDir[nT] = 0 - 1
ELSE
$tDir[nT] = 1
ENDIF
$tE[nT] = cl
$tB[nT] = bb
$tC[nT] = 0
$gs[4] = nT + 1
ENDIF
ENDIF
ENDIF
ENDIF
NEXT
ENDIF
NEXT
//--- Trades under evaluation (win = holdBars closes in profit within evalWindow bars)
hl = 0
nT = $gs[4]
IF nT > 0 THEN
FOR i = nT - 1 DOWNTO 0 DO
IF bb > $tB[i] THEN
inP = 0
IF $tDir[i] = 1 AND cl > $tE[i] THEN
inP = 1
ENDIF
IF $tDir[i] = -1 AND cl < $tE[i] THEN
inP = 1
ENDIF
IF inP = 1 THEN
$tC[i] = $tC[i] + 1
IF hl = 0 OR hl = 1 THEN
hl = 2
ENDIF
ELSE
$tC[i] = 0
IF hl = 0 THEN
hl = 1
ENDIF
ENDIF
ended = 0
won = 0
IF $tC[i] >= holdBars THEN
ended = 1
won = 1
ELSIF bb - $tB[i] >= evalWindow THEN
ended = 1
ENDIF
IF ended = 1 THEN
kk = $tK[i]
$st[2 * kk - 1] = $st[2 * kk - 1] + 1
IF won = 1 THEN
$st[2 * kk] = $st[2 * kk] + 1
ENDIF
IF i <= nT - 2 THEN
FOR k = i TO nT - 2 DO
$tK[k] = $tK[k + 1]
$tDir[k] = $tDir[k + 1]
$tE[k] = $tE[k + 1]
$tB[k] = $tB[k + 1]
$tC[k] = $tC[k + 1]
NEXT
ENDIF
nT = nT - 1
ENDIF
ENDIF
NEXT
$gs[4] = nT
ENDIF
$hl[bb] = hl
ENDIF
NEXT
//----- Drawing (full redraw of the current state on the last bar)
IF islastbarupdate AND $gs[0] >= 0 THEN
lastP = $gs[0]
//--- Zones: four quadrants with their delta, outline and health
FOR s = 0 TO 1 DO
base = s * slotSize
nZ = $gs[1 + s]
IF s = 0 THEN
sR = bslR
sG = bslG
sB = bslB
ELSE
sR = sslR
sG = sslG
sB = sslB
ENDIF
IF nZ > 0 THEN
FOR i = 0 TO nZ - 1 DO
zi = base + i
sw = $zSw[zi]
IF sw = 0 OR showSwept = 1 THEN
zT = $zTop[zi]
zB = $zBot[zi]
xL = $zLft[zi]
xR = $zRgt[zi]
zStp = (zT - zB) / 4
maxD = 0
FOR q = 0 TO 3 DO
maxD = max(maxD, abs($zD[zi * 4 + q]))
NEXT
IF xR - xL >= 6 THEN
xT = xR - 3
ELSE
xT = (xL + xR) / 2
ENDIF
FOR q = 0 TO 3 DO
d = $zD[zi * 4 + q]
qB = zB + q * zStp
qT = zB + (q + 1) * zStp
gap = zStp * 0.05
bTop = qT - gap
bBot = qB + gap
IF q = 0 THEN
bBot = qB
ENDIF
IF q = 3 THEN
bTop = qT
ENDIF
IF maxD > 0 AND abs(d) > 0.001 THEN
hasV = 1
IF d > 0 THEN
cR = buyR
cG = buyG
cB = buyB
ELSE
cR = sellR
cG = sellG
cB = sellB
ENDIF
IF sw = 1 THEN
trn = 90
txA = 128
ELSE
trn = 100 - floor(abs(d) / maxD * 60)
txA = 255
ENDIF
ELSE
hasV = 0
cR = sR
cG = sG
cB = sB
IF s = 0 THEN
dTr = 60 + (3 - q) * 10
ELSE
dTr = 60 + q * 10
ENDIF
IF sw = 1 THEN
trn = 90
txA = 51
ELSE
trn = dTr
txA = 128
ENDIF
ENDIF
fA = round(2.55 * (100 - trn))
IF sw = 1 THEN
DRAWRECTANGLE(xL, bTop, xR, bBot) COLOURED(sR, sG, sB, 51) STYLE(dottedline2, 1) FILLCOLOR(cR, cG, cB, fA)
ELSE
DRAWRECTANGLE(xL, bTop, xR, bBot) COLOURED(sR, sG, sB, 102) FILLCOLOR(cR, cG, cB, fA)
ENDIF
yT = (bTop + bBot) / 2
IF hasV = 1 THEN
IF abs(d) < 100 THEN
dv = round(abs(d) * 100) / 100
ELSE
dv = round(abs(d))
ENDIF
IF d > 0 THEN
DRAWTEXT("+#dv#", xT, yT, SansSerif, Standard, 8) COLOURED(cR, cG, cB, txA)
ELSE
DRAWTEXT("-#dv#", xT, yT, SansSerif, Standard, 8) COLOURED(cR, cG, cB, txA)
ENDIF
ELSE
DRAWTEXT("0", xT, yT, SansSerif, Standard, 8) COLOURED(cR, cG, cB, txA)
ENDIF
NEXT
IF sw = 1 THEN
DRAWRECTANGLE(xL, zT, xR, zB) COLOURED(sR, sG, sB, 51) STYLE(dottedline2, 1)
ELSE
DRAWRECTANGLE(xL, zT, xR, zB) COLOURED(sR, sG, sB, 51)
ENDIF
IF sw = 0 AND showDecay = 1 THEN
hp = floor(max(0, 100 - ($zVT[zi] / $zCap[zi] * 100)))
DRAWTEXT("#hp#%", lastP + 3, (zT + zB) / 2, SansSerif, Bold, 10) COLOURED(sR, sG, sB, 255)
ENDIF
ENDIF
NEXT
ENDIF
NEXT
//--- Reversal signal labels (the most recent ones)
nS = $gs[3]
IF nS > 0 THEN
k0 = max(0, nS - maxLabels)
FOR k = k0 TO nS - 1 DO
IF $sgS[k] = 0 THEN
lR = 242
lG = 54
lB = 69
yS = $sgY[k] + 0.6 * $sgA[k]
ELSE
lR = 76
lG = 175
lB = 80
yS = $sgY[k] - 0.6 * $sgA[k]
ENDIF
IF $sgC[k] = 2 THEN
lA = 230
lSz = 12
ELSIF $sgC[k] = 1 THEN
lA = 179
lSz = 10
ELSE
lA = 128
lSz = 8
ENDIF
xS = $sgB[k]
IF $sgK[k] = 1 THEN
DRAWTEXT("ABS", xS, yS, SansSerif, Bold, lSz) COLOURED(lR, lG, lB, lA)
ELSIF $sgK[k] = 2 THEN
DRAWTEXT("EXH", xS, yS, SansSerif, Bold, lSz) COLOURED(lR, lG, lB, lA)
ELSIF $sgK[k] = 3 THEN
DRAWTEXT("DIV", xS, yS, SansSerif, Bold, lSz) COLOURED(lR, lG, lB, lA)
ELSE
DRAWTEXT("REJ", xS, yS, SansSerif, Bold, lSz) COLOURED(lR, lG, lB, lA)
ENDIF
NEXT
ENDIF
//--- Bars under evaluation (drawn over the candles)
IF highlightBars = 1 THEN
FOR j = 0 TO lastP DO
IF $hl[j] > 0 THEN
IF $hl[j] = 2 THEN
hR = 0
hG = 188
hB = 212
ELSE
hR = 253
hG = 216
hB = 53
ENDIF
DRAWSEGMENT(j, $bH[j], j, $bL[j]) COLOURED(hR, hG, hB, 255)
DRAWRECTANGLE(j - 0.3, max($bO[j], $bC[j]), j + 0.3, min($bO[j], $bC[j])) COLOURED(hR, hG, hB, 255) FILLCOLOR(hR, hG, hB, 255)
ENDIF
NEXT
ENDIF
//--- Reversal performance dashboard
IF showDash = 1 THEN
IF dashSize = 1 THEN
fs = 8
ELSIF dashSize = 2 THEN
fs = 10
ELSIF dashSize = 3 THEN
fs = 12
ELSIF dashSize = 4 THEN
fs = 14
ELSE
fs = 18
ENDIF
cw = fs * 8
rh = fs * 2
dh = fs
pw = 4 * cw
ph = 6 * rh + 5 * dh
IF dashPos = 3 THEN
px = 10
ELSE
px = 0 - (pw + 90)
ENDIF
IF dashPos = 1 THEN
py = -10
ELSE
py = ph + 30
ENDIF
// column centres and row centres (rows: title, headers, ABS, EXH, DIV, REJ; a divider between rows)
c0 = px + cw / 2
c1 = px + cw * 1.5
c2 = px + cw * 2.5
c3 = px + cw * 3.5
cMid = px + pw / 2
yTitle = py - rh / 2
yHead = py - rh - dh - rh / 2
IF dashPos = 1 THEN
DRAWRECTANGLE(px, py, px + pw, py - ph) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(21, 25, 34, 255)
DRAWTEXT("FX EVO Delta Profile - Reversal Performance", cMid, yTitle, SansSerif, Bold, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(251, 189, 35, 255)
DRAWTEXT("Signal", c0, yHead, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Total", c1, yHead, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Wins", c2, yHead, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Win %", c3, yHead, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
ELSIF dashPos = 2 THEN
DRAWRECTANGLE(px, py, px + pw, py - ph) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(21, 25, 34, 255)
DRAWTEXT("FX EVO Delta Profile - Reversal Performance", cMid, yTitle, SansSerif, Bold, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(251, 189, 35, 255)
DRAWTEXT("Signal", c0, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Total", c1, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Wins", c2, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Win %", c3, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
ELSE
DRAWRECTANGLE(px, py, px + pw, py - ph) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(21, 25, 34, 255)
DRAWTEXT("FX EVO Delta Profile - Reversal Performance", cMid, yTitle, SansSerif, Bold, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(251, 189, 35, 255)
DRAWTEXT("Signal", c0, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Total", c1, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Wins", c2, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
DRAWTEXT("Win %", c3, yHead, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(128, 128, 128, 255)
ENDIF
FOR kk = 0 TO 4 DO
// divider under the title, the headers and each signal row
IF kk = 0 THEN
yDv = py - rh - dh / 2
ELSE
yDv = py - (kk + 1) * rh - kk * dh - dh / 2
ENDIF
IF dashPos = 1 THEN
DRAWRECTANGLE(px + 4, yDv, px + pw - 4, yDv - 1) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(92, 74, 26, 255)
ELSIF dashPos = 2 THEN
DRAWRECTANGLE(px + 4, yDv, px + pw - 4, yDv - 1) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(92, 74, 26, 255)
ELSE
DRAWRECTANGLE(px + 4, yDv, px + pw - 4, yDv - 1) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(92, 74, 26, 255) FILLCOLOR(92, 74, 26, 255)
ENDIF
NEXT
FOR kk = 1 TO 4 DO
totK = $st[2 * kk - 1]
winK = $st[2 * kk]
IF totK > 0 THEN
rateK = round(winK / totK * 10000) / 100
IF rateK >= 50 THEN
vR = 76
vG = 175
vB = 80
ELSE
vR = 242
vG = 54
vB = 69
ENDIF
ELSE
rateK = 0
vR = 219
vG = 219
vB = 219
ENDIF
yRw = py - (kk + 1) * rh - (kk + 1) * dh - rh / 2
IF dashPos = 1 THEN
IF kk = 1 THEN
DRAWTEXT("ABS", c0, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 2 THEN
DRAWTEXT("EXH", c0, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 3 THEN
DRAWTEXT("DIV", c0, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSE
DRAWTEXT("REJ", c0, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ENDIF
DRAWTEXT("#totK#", c1, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#winK#", c2, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#rateK#%", c3, yRw, SansSerif, Standard, fs) ANCHOR(TOPRIGHT, XSHIFT, YSHIFT) COLOURED(vR, vG, vB, 255)
ELSIF dashPos = 2 THEN
IF kk = 1 THEN
DRAWTEXT("ABS", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 2 THEN
DRAWTEXT("EXH", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 3 THEN
DRAWTEXT("DIV", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSE
DRAWTEXT("REJ", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ENDIF
DRAWTEXT("#totK#", c1, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#winK#", c2, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#rateK#%", c3, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMRIGHT, XSHIFT, YSHIFT) COLOURED(vR, vG, vB, 255)
ELSE
IF kk = 1 THEN
DRAWTEXT("ABS", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 2 THEN
DRAWTEXT("EXH", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSIF kk = 3 THEN
DRAWTEXT("DIV", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ELSE
DRAWTEXT("REJ", c0, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
ENDIF
DRAWTEXT("#totK#", c1, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#winK#", c2, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(219, 219, 219, 255)
DRAWTEXT("#rateK#%", c3, yRw, SansSerif, Standard, fs) ANCHOR(BOTTOMLEFT, XSHIFT, YSHIFT) COLOURED(vR, vG, vB, 255)
ENDIF
NEXT
ENDIF
ENDIF
RETURN
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PRC_FX-EVO-Delta-Profile.itf
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Currently debugging life, so my bio is on hold. Check back after the next commit for an update.
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