// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LonesomeTheBlue
//@version=4
study("Market Profile", "MP/TPO", overlay = true, max_lines_count = 500, max_bars_back = 1000)
TimeframeU = input(defval = 'Auto', title ="Higher Time Frame", options = ['Auto', '1', '5', '10', '15', '30', '60', '120', '180', '240', '360', '480', '720', 'D', 'W', '2W', 'M', '3M', '6M', '12M'])
percent = input(70.0, title="Percent for Value Area %", type = input.float, minval = 1, maxval = 100) / 100
showpocline = input(true, title="Show POC Line")
keepoldmp = input(true, title="Keep Old MPs")
showwhat = input(defval = "Show All Channels", title="Show", options = ["Don't Show Value Area", "Show Value Area High", "Show All Channels"])
linewdth = input(defval = 2, title = "Line Width", minval = 1, maxval = 4)
srate = input(defval = 100., title = "Sizing Rate %", minval = 10, maxval = 500) / 100
poc_col = input(defval = color.yellow, title = "POC Line Color", type = input.color)
vah_col = input(defval = color.blue, title = "Value Area Color", type = input.color)
nonva_col = input(defval = color.gray, title = "Non-Value Area Color", type = input.color)
Timeframe = timeframe.period
if TimeframeU == 'Auto'
Timeframe := timeframe.period == '1' ? '120' :
timeframe.period == '2' ? '180' :
timeframe.period == '3' ? '240' :
timeframe.period == '5' ? 'D' :
timeframe.period == '10' ? 'W' :
timeframe.period == '15' ? 'W' :
timeframe.period == '30' ? 'W' :
timeframe.period == '45' ? 'W' :
timeframe.period == '60' ? 'W' :
timeframe.period == '120' ? 'M' :
timeframe.period == '180' ? 'M' :
timeframe.period == '240' ? 'M' :
timeframe.period == 'D' ? '12M' :
timeframe.period == 'W' ? '12M' :
'D'
else
Timeframe := TimeframeU
var float highesthtf = na
var float lowesthtf = na
var float highest = high
var float lowest = low
var int barnum = 0
var int len = 0
bool newbar = change(time(Timeframe)) != 0
if newbar // new bar in htf
highesthtf := high
lowesthtf := low
barnum := 0
else
highesthtf := max(highesthtf, high)
lowesthtf := min(lowesthtf, low)
barnum := barnum + 1
if newbar // new bar in htf
highest := highesthtf[1]
lowest := lowesthtf[1]
len := barnum[1]
float channel = (highest - lowest) / 20
included(t1, t2, t3, t4)=>
_ret = t3 >= t1 and t3 <= t2 or t4 >= t1 and t4 <= t2 or t3 <= t1 and t4 >= t2
get_tpo(lower, upper)=>
float ret = 0.
for x = 1 to len
if included(lower, upper, low[x], high[x])
ret := ret + 1
ret
ch = array.new_float(22, 0.)
if newbar
for x = 1 to 20
array.set(ch, x, get_tpo(lowest + (x - 1) * channel, lowest + x * channel))
get_index(up, down)=>
float upval = array.get(ch, up)
float downval = array.get(ch, down)
[iff(upval >= downval, up, down), max(upval, downval)]
float total = 0.
int poc_loc = 0
float poc_val = 0.
var int gl_poc_loc = 0
if newbar
for x = 1 to 20
cval = array.get(ch, x)
total := total + cval
if cval >= poc_val
poc_val := cval
poc_loc := x
gl_poc_loc := poc_loc
float va_val = poc_val
int vahind = poc_loc
int valind = poc_loc
if newbar
for x = 1 to 20
if va_val >= total * percent
break
[ind, chval] = get_index(vahind + 1, valind - 1)
if chval == 0
break
if ind == vahind + 1
vahind := ind
va_val := va_val + chval
else
valind := ind
va_val := va_val + chval
get_middle(x)=>
float ret = (lowest + (x-1) * channel + lowest + x * channel) / 2
get_base(x)=>
float ret = (lowest + (x-1) * channel)
var int bartime = na
bartime := na(bartime) ? time - time[1] : min(bartime, time - time[1])
draw_mp(y, chval, is_va)=>
rchval = round(srate * chval)
linecol = is_va ? vah_col : nonva_col
ret = line.new(x1 = bar_index, y1 = y, x2 = bar_index + rchval, y2 = y, color = linecol, width = linewdth)
draw_mpd(y1_, y2_, chval, is_va)=>
rchval = round(srate * chval)
linecol = is_va ? vah_col : nonva_col
ret = line.new(x1 = bar_index + rchval, y1 = y1_, x2 = bar_index + rchval, y2 = y2_, color = linecol, width = linewdth)
var float midpoc = na
var all_lines = array.new_line(0)
if newbar
if keepoldmp and array.size(all_lines) > 0
line.set_x2(array.get(all_lines, array.size(all_lines) - 1), bar_index - 1)
line.set_extend(array.get(all_lines, array.size(all_lines) - 1), extend = extend.none)
array.clear(all_lines)
if not keepoldmp
for x = 0 to (array.size(all_lines) > 0 ? array.size(all_lines) - 1 : na)
line.delete(array.pop(all_lines))
if showwhat == "Show Value Area High" or showwhat == "Show All Channels"
str = showwhat == "Show All Channels" ? 1 : valind
end = showwhat == "Show All Channels" ? 20 : vahind
for x = str to end
is_va = x >= valind and x <= vahind
is_poc = x == poc_loc
int lwdhm = int(array.get(ch, x))
int lwdh = lwdhm
if x > str
int mytmp = int(array.get(ch, x - 1))
if mytmp > lwdh
lwdh := mytmp
is_va := x - 1 >= valind and x - 1<= vahind
array.push(all_lines, draw_mp(get_base(x), lwdh, is_va))
is_va := x >= valind and x <= vahind
array.push(all_lines, draw_mpd(get_base(x), get_base(x + 1), lwdhm, is_va))
array.push(all_lines, draw_mp(get_base(end + 1), int(array.get(ch, end)), end >= valind and end <= vahind))
if showpocline
midpoc := get_middle(poc_loc)
array.push(all_lines, line.new(x1 = bar_index, y1 = midpoc, x2 = bar_index + 1, y2 = get_middle(poc_loc), color = poc_col, width = linewdth, extend = extend.right))
price_in_poc = close >= get_base(gl_poc_loc + 0) and close <= get_base(gl_poc_loc + 1)
price_above_poc = close > get_base(gl_poc_loc + 1)
price_below_poc = close <= get_base(gl_poc_loc + 0)
alertcondition(price_in_poc , title='Price in POC', message='Price in POC')
alertcondition((price_in_poc[1] or price_below_poc[1]) and price_above_poc, title='Price went above POC', message='Price went above POC')
alertcondition((price_in_poc[1] or price_above_poc[1]) and price_below_poc, title='Price went below POC', message='Price went below POC')
.
