ICT Donchian Smart Money Structure

// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © Zeiierman

//@version=5
indicator("ICT Donchian Smart Money Structure",overlay=true,max_bars_back=5000,max_labels_count=500,max_lines_count=500)

// ~~ Tooltips {
string t1 = "Set the pivot period"
string t2 = "Set the response period. A low value returns a short-term structure and a high value returns a long-term structure. If you disable this option the pivot length above will be used."
string t3 = "Enable the Donchian Channel."
string t4 = "A high value returns the long-term structure and a low value returns the short-term structure."
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Inputs {
prd    = input.int(20,minval=1,title="Structure Period",tooltip=t1)
s1     = input.bool(true,title="Structure Response  ", inline="resp")
resp   = input.int(7,minval=1,title="",inline="resp",tooltip=t2)
bull   = input.bool(true,"Bullish Structure     ",inline="Bullish"), bull2 = input.color(color.rgb(8, 236, 126),"",inline="Bullish"), bull3 = input.color(color.rgb(8, 236, 126),"",inline="Bullish")
bear   = input.bool(true,"Bearish Structure    ",inline="Bearish"), bear2 = input.color(color.rgb(255, 34, 34),"",inline="Bearish"), bear3 = input.color(color.rgb(255, 34, 34),"",inline="Bearish")
showPD = input.bool(true,"Premium & Discount",inline="pd"), prem = input.color(color.new(color.rgb(255, 34, 34),80),"",inline="pd"), disc = input.color(color.new(color.rgb(8, 236, 126),80),"",inline="pd")
don    = input.bool(false,"Donchian Channel", tooltip=t3)
Candle = input.bool(true, "Structure Candles", inline="", group="Structure Candles")
length = input.int(40, minval=1,title="Structure Response", inline="", group="Structure Candles", tooltip=t4)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Variables {
b       = bar_index
var Up  = float(na)
var Dn  = float(na)
var iUp = int(na)
var iDn = int(na)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Functions {
//Labels
CreateLabel(x,y,txt,col,z)=>
    label.new(x,y,txt,textcolor=col,style=z?label.style_label_down:label.style_label_up,color=color(na))
//Lines
CreateLine(x1,x2,y,col)=>
    line.new(x1,x2,b,y,color=col)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Pivots {
Up   := math.max(Up[1],high)
Dn   := math.min(Dn[1],low)
pvtHi = ta.pivothigh(high,prd,prd)
pvtLo = ta.pivotlow(low,prd,prd)
if pvtHi
    Up := pvtHi
if pvtLo
    Dn := pvtLo
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Structure {
var pos = 0
if Up>Up[1]
    iUp := b
    centerBull = math.round(math.avg(iUp[1],b))
    if pos<=0
        if bull
            CreateLabel(centerBull,Up[1],"CHoCH",bull3,true)
            CreateLine(iUp[1],Up[1],Up[1],bull2)
        pos := 1
    else if pos==1 and Up>Up[1] and Up[1]==Up[s1?resp:prd]
        if bull
            CreateLabel(centerBull,Up[1],"SMS",bull3,true)
            CreateLine(iUp[1],Up[1],Up[1],bull2)
        pos := 2
    else if pos>1 and Up>Up[1] and Up[1]==Up[s1?resp:prd]
        if bull
            CreateLabel(centerBull,Up[1],"BMS",bull3,true)
            CreateLine(iUp[1],Up[1],Up[1],bull2)
        pos := pos + 1
else if Up<Up[1]
    iUp := b-prd
if Dn<Dn[1]
    iDn := b
    centerBear = math.round(math.avg(iDn[1],b))
    if pos>=0
        if bear
            CreateLabel(centerBear,Dn[1],"CHoCH",bear3,false)
            CreateLine(iDn[1],Dn[1],Dn[1],bear2)
        pos := -1
    else if pos==-1 and Dn<Dn[1] and Dn[1]==Dn[s1?resp:prd]
        if bear
            CreateLabel(centerBear,Dn[1],"SMS",bear3,false)
            CreateLine(iDn[1],Dn[1],Dn[1],bear2)
        pos := -2
    else if pos<-1 and Dn<Dn[1] and Dn[1]==Dn[s1?resp:prd]
        if bear
            CreateLabel(centerBear,Dn[1],"BMS",bear3,false)
            CreateLine(iDn[1],Dn[1],Dn[1],bear2)
        pos := pos - 1
else if Dn>Dn[1]
    iDn := b-prd
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Premium & Discount {
PremiumTop   = Up-(Up-Dn)*.1
PremiumBot   = Up-(Up-Dn)*.25
DiscountTop  = Dn+(Up-Dn)*.25
DiscountBot  = Dn+(Up-Dn)*.1
MidTop       = Up-(Up-Dn)*.45
MidBot       = Dn+(Up-Dn)*.45
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

// ~~ Plots {
r1 = plot(don?Up:na,"Range High",bear2)
r2 = plot(don?Dn:na,"Range Low",bull2)
p1 = plot(showPD?PremiumTop:na,"Premium",na)
p2 = plot(showPD?PremiumBot:na,"Premium",na)
d1 = plot(showPD?DiscountTop:na,"Discount",na)
d2 = plot(showPD?DiscountBot:na,"Discount",na)
m1 = plot(showPD?MidTop:na,"Equilibrium",na)
m2 = plot(showPD?MidBot:na,"Equilibrium",na)

fill(p1,p2,color=prem)
fill(d1,d2,color=disc)
fill(m1,m2,color=color.new(color.gray,75))
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}

DonCandles(high_, low_, close_,src_,factor_,candle_,length_)=>
    initial   = 0.0
    Don_High  = ta.highest(high_,length_)
    Don_Low   = ta.lowest(low_,length_)
    Norm      = ((close_ - Don_Low) / (Don_High - Don_Low))
    initial  := candle_?(Norm * close + ((1 - Norm)) * nz(initial[1], close)): (Norm * close + ((1 - Norm*2)) * nz(initial[1], close))
    Factor    = candle_?(1-Norm)* nz(initial[1], src_) :(factor_? (1-Norm*2):(1-Norm/2)) * nz(initial[1], src_)
    output    = (Norm * src_)  + Factor

// Return Trend Candles
O   = Candle?DonCandles(Up,Dn,close,open,true,false,length):na
H   = Candle?DonCandles(Up,Dn,close,high,false,false,length):na
L   = Candle?DonCandles(Up,Dn,close,low,false,false,length):na
C   = Candle?DonCandles(Up,Dn,close,close,true,false,length):na

// Return Color Sign
pricewick(h_,a)=>
    cond = h_>a
    cond
cond_open  = pricewick(H,open)
cond_high  = pricewick(H,high)
cond_low   = pricewick(H,low)
cond_close = pricewick(H,close)
sign       = (cond_open or cond_high or cond_low or cond_close)?color.lime:color.red

// Plot Structure Candles
plotcandle(open, high,low,close, color=Candle?sign:na,bordercolor=Candle?sign:na, wickcolor=Candle?sign:na, title="Structure Candles")