BB - LTF

//@version=6
indicator("BB LTF", overlay=true, max_boxes_count=500, max_lines_count=500)

// ─────────────────────────────────────────────────────────
// INPUTS
// ─────────────────────────────────────────────────────────
lookback          = input.int(100,  "Lookback (bars)",         minval=10, maxval=500, group="General")
ob_min_overlap    = input.float(50, "Min FVG overlap % of OB", minval=1,  maxval=100, group="General")
fvg_strict_pct    = input.float(25, "x2+ block mitigation threshold %", minval=1, maxval=49, step=1, group="General")
bb_col            = input.color(color.new(#0097a7, 75),  "BB colour (x1)", group="Visual")
bb_col_x2         = input.color(color.new(#0097a7, 75),  "BB colour (x2)", group="Visual")
bb_col_x3         = input.color(color.new(#0097a7, 75),  "BB colour (x3)", group="Visual")
bb_col_x4         = input.color(color.new(#0097a7, 75),  "BB colour (x4+)",group="Visual")
mid_col           = input.color(color.new(#7a808d, 20),  "Midline colour", group="Visual")
show_mid          = input.bool(false, "Show midline",                       group="Visual")
show_labels       = input.bool(true,  "Show labels",                        group="Visual")
border_col        = input.color(color.new(#000000, 100), "Border colour",  group="Visual")
border_width      = input.int(1, "Border width", minval=1, maxval=5,       group="Visual")
show_current_only = input.bool(false, "Show current TF only",               group="Timeframes")
show_1m        = input.bool(false, "1M",  group="Timeframes", inline="tfs1")
show_2m        = input.bool(false, "2M",  group="Timeframes", inline="tfs1")
show_5m        = input.bool(false, "5M",  group="Timeframes", inline="tfs1")
show_10m       = input.bool(false, "10M",  group="Timeframes", inline="tfs1")
show_15m       = input.bool(false, "15M",  group="Timeframes", inline="tfs2")
show_30m       = input.bool(false, "30M",  group="Timeframes", inline="tfs2")
show_1h        = input.bool(true, "1H",  group="Timeframes", inline="tfs2")

// ─────────────────────────────────────────────────────────
// HELPERS
// ─────────────────────────────────────────────────────────
body_high(i) => math.max(open[i], close[i])
body_low(i)  => math.min(open[i], close[i])
is_bull(i)   => close[i] > open[i]
is_bear(i)   => close[i] < open[i]

// ─────────────────────────────────────────────────────────
// CORE LOGIC
// Returns event string: "B|top|bot|mid|left_t|is_bear|is_partial|fvg_cnt"
//                   or  "D|top|bot|mid|left_t|right_t|is_bear|is_partial|fvg_cnt"
// Multiple events separated by ";"
// ─────────────────────────────────────────────────────────
bb_logic(simple int lb, simple float min_overlap, simple float strict_pct) =>
    var float[] a_top        = array.new<float>()
    var float[] a_bot        = array.new<float>()
    var float[] a_mid        = array.new<float>()
    var int[]   a_left       = array.new<int>()
    var bool[]  a_is_bear    = array.new<bool>()
    var bool[]  a_is_partial = array.new<bool>()
    var int[]   a_fvg_cnt    = array.new<int>()

    var float[] p_top        = array.new<float>()
    var float[] p_bot        = array.new<float>()
    var float[] p_mid        = array.new<float>()
    var int[]   p_left       = array.new<int>()
    var bool[]  p_is_bear    = array.new<bool>()
    var bool[]  p_is_partial = array.new<bool>()
    var int[]   p_fvg_cnt    = array.new<int>()

    events = ""

    // ── Resolve pending
    if array.size(p_top) > 0
        j = 0
        while j < array.size(p_top)
            mid_level  = array.get(p_mid, j)
            fvg_cnt_p  = array.get(p_fvg_cnt, j)
            p_top_v    = array.get(p_top, j)
            p_bot_v    = array.get(p_bot, j)
            p_bear_v   = array.get(p_is_bear, j)
            eff_p_lvl  = fvg_cnt_p >= 2 ? (p_bear_v ? p_top_v - (p_top_v - p_bot_v) * (strict_pct / 100) : p_bot_v + (p_top_v - p_bot_v) * (strict_pct / 100)) : mid_level
            bear_fvg   = low[2] > high[0]
            bull_fvg   = high[2] < low[0]
            c2_top     = math.max(open[1], close[1])
            c2_bot     = math.min(open[1], close[1])
            c2_crosses = c2_top >= eff_p_lvl and c2_bot <= eff_p_lvl
            fvg_exempt = (bear_fvg or bull_fvg) and c2_crosses
            if fvg_exempt
                new_cnt = array.get(p_fvg_cnt, j) + 1
                array.push(a_top,        array.get(p_top, j))
                array.push(a_bot,        array.get(p_bot, j))
                array.push(a_mid,        array.get(p_mid, j))
                array.push(a_left,       array.get(p_left, j))
                array.push(a_is_bear,    array.get(p_is_bear, j))
                array.push(a_is_partial, array.get(p_is_partial, j))
                array.push(a_fvg_cnt,    new_cnt)
                // Fire update event so chart side can refresh the label
                u = "U|" + str.tostring(array.get(p_left, j)) + "|" + str.tostring(new_cnt) + "|" + (array.get(p_is_partial, j) ? "1" : "0")
                events := events == "" ? u : events + ";" + u
            else
                e = "D|" + str.tostring(array.get(p_top, j)) + "|" + str.tostring(array.get(p_bot, j)) + "|" + str.tostring(array.get(p_mid, j)) + "|" + str.tostring(array.get(p_left, j)) + "|" + str.tostring(time[1]) + "|" + (array.get(p_is_bear, j) ? "1" : "0") + "|" + (array.get(p_is_partial, j) ? "1" : "0") + "|" + str.tostring(array.get(p_fvg_cnt, j))
                events := events == "" ? e : events + ";" + e
            array.remove(p_top, j)
            array.remove(p_bot, j)
            array.remove(p_mid, j)
            array.remove(p_left, j)
            array.remove(p_is_bear, j)
            array.remove(p_is_partial, j)
            array.remove(p_fvg_cnt, j)

    // ── Check active
    if array.size(a_top) > 0
        i = 0
        while i < array.size(a_top)
            mid_level    = array.get(a_mid, i)
            fvg_cnt_a    = array.get(a_fvg_cnt, i)
            a_top_v      = array.get(a_top, i)
            a_bot_v      = array.get(a_bot, i)
            a_bear_v     = array.get(a_is_bear, i)
            // For x2+ blocks use stricter threshold — % from near edge instead of midpoint
            // Bearish BB: price approaches from above, strict level is just below top
            // Bullish BB: price approaches from below, strict level is just above bottom
            eff_level    = fvg_cnt_a >= 2 ? (a_bear_v ? a_top_v - (a_top_v - a_bot_v) * (strict_pct / 100) : a_bot_v + (a_top_v - a_bot_v) * (strict_pct / 100)) : mid_level
            body_top_now = math.max(open, close)
            body_bot_now = math.min(open, close)
            body_crosses = body_top_now >= eff_level and body_bot_now <= eff_level
            wick_crosses = (high >= eff_level and low <= eff_level) and not body_crosses
            if wick_crosses
                e = "D|" + str.tostring(array.get(a_top, i)) + "|" + str.tostring(array.get(a_bot, i)) + "|" + str.tostring(array.get(a_mid, i)) + "|" + str.tostring(array.get(a_left, i)) + "|" + str.tostring(time) + "|" + (array.get(a_is_bear, i) ? "1" : "0") + "|" + (array.get(a_is_partial, i) ? "1" : "0") + "|" + str.tostring(array.get(a_fvg_cnt, i))
                events := events == "" ? e : events + ";" + e
                array.remove(a_top, i)
                array.remove(a_bot, i)
                array.remove(a_mid, i)
                array.remove(a_left, i)
                array.remove(a_is_bear, i)
                array.remove(a_is_partial, i)
                array.remove(a_fvg_cnt, i)
            else if body_crosses
                array.push(p_top,        array.get(a_top, i))
                array.push(p_bot,        array.get(a_bot, i))
                array.push(p_mid,        array.get(a_mid, i))
                array.push(p_left,       array.get(a_left, i))
                array.push(p_is_bear,    array.get(a_is_bear, i))
                array.push(p_is_partial, array.get(a_is_partial, i))
                array.push(p_fvg_cnt,    array.get(a_fvg_cnt, i))
                array.remove(a_top, i)
                array.remove(a_bot, i)
                array.remove(a_mid, i)
                array.remove(a_left, i)
                array.remove(a_is_bear, i)
                array.remove(a_is_partial, i)
                array.remove(a_fvg_cnt, i)
            else
                i += 1

    // ── Detect new BBs
    if bar_index >= lb + 3
        fvg_c1 = 2
        fvg_c2 = 1
        fvg_c3 = 0
        fvg_bear_top   = low[fvg_c1]
        fvg_bear_bot   = high[fvg_c3]
        valid_bear_fvg = is_bear(fvg_c2) and fvg_bear_top > fvg_bear_bot
        fvg_bull_bot   = high[fvg_c1]
        fvg_bull_top   = low[fvg_c3]
        valid_bull_fvg = is_bull(fvg_c2) and fvg_bull_top > fvg_bull_bot

        if valid_bear_fvg or valid_bull_fvg
            fvg_top             = valid_bear_fvg ? fvg_bear_top : fvg_bull_top
            fvg_bot             = valid_bear_fvg ? fvg_bear_bot : fvg_bull_bot
            looking_for_bear_ob = valid_bear_fvg

            // Precompute prefix min/max arrays for the lookback window once,
            // so the inner mitigation check (was O(n)) becomes O(1) per ob_i.
            // prefix_low[k]  = lowest  low  from bar fvg_c1+1 to bar fvg_c1+1+k
            // prefix_high[k] = highest high from bar fvg_c1+1 to bar fvg_c1+1+k
            prefix_low  = array.new<float>()
            prefix_high = array.new<float>()
            running_low  = high[fvg_c1 + 1]  // initialise to opposite extreme
            running_high = low[fvg_c1 + 1]
            for k = fvg_c1 + 1 to lb - 1
                running_low  := math.min(running_low,  low[k])
                running_high := math.max(running_high, high[k])
                array.push(prefix_low,  running_low)
                array.push(prefix_high, running_high)

            for ob_i = fvg_c1 + 1 to lb - 1
                ob_engulf       = ob_i - 1
                ob_colour_match = (looking_for_bear_ob and is_bear(ob_i)) or (not looking_for_bear_ob and is_bull(ob_i))
                if ob_colour_match
                    ob_bh  = body_high(ob_i)
                    ob_bl  = body_low(ob_i)
                    ob_mid = (ob_bh + ob_bl) / 2
                    b_is_opposite   = looking_for_bear_ob ? is_bull(ob_engulf) : is_bear(ob_engulf)
                    b_closes_beyond = looking_for_bear_ob ? close[ob_engulf] > ob_bh : close[ob_engulf] < ob_bl
                    if b_is_opposite and b_closes_beyond
                        mitigated    = false
                        deepest_high = ob_bl
                        deepest_low  = ob_bh
                        // Use prefix arrays for O(1) range min/max instead of inner loop
                        // Range to check: bars fvg_c1+1 to ob_engulf-1
                        // prefix arrays are 0-indexed from fvg_c1+1, so:
                        // index of ob_engulf-1 in prefix = (ob_engulf-1) - (fvg_c1+1) = ob_engulf - fvg_c1 - 2
                        range_end_idx = ob_engulf - fvg_c1 - 2
                        if ob_engulf >= fvg_c1 + 2 and range_end_idx >= 0
                            range_low  = array.get(prefix_low,  range_end_idx)
                            range_high = array.get(prefix_high, range_end_idx)
                            // Check if any bar in range entered the OB body
                            if range_high > ob_bl and range_low < ob_bh
                                if looking_for_bear_ob
                                    if range_low <= ob_mid
                                        mitigated := true
                                    else
                                        deepest_low := range_low
                                else
                                    if range_high >= ob_mid
                                        mitigated := true
                                    else
                                        deepest_high := range_high
                        if not mitigated
                            overlap_top   = math.min(ob_bh, fvg_top)
                            overlap_bot   = math.max(ob_bl, fvg_bot)
                            overlap_range = overlap_top - overlap_bot
                            ob_range      = ob_bh - ob_bl
                            overlap_pct   = ob_range > 0 ? (overlap_range / ob_range) * 100 : 0.0
                            if overlap_pct >= min_overlap
                                draw_top = overlap_top
                                draw_bot = overlap_bot
                                if looking_for_bear_ob
                                    draw_top := math.min(draw_top, deepest_low)
                                else
                                    draw_bot := math.max(draw_bot, deepest_high)
                                draw_mid   = (draw_top + draw_bot) / 2
                                ob_touched = looking_for_bear_ob ? deepest_low < ob_bh : deepest_high > ob_bl
                                is_partial = ob_touched or overlap_pct < 100
                                array.push(a_top,        draw_top)
                                array.push(a_bot,        draw_bot)
                                array.push(a_mid,        draw_mid)
                                array.push(a_left,       time[ob_i])
                                array.push(a_is_bear,    looking_for_bear_ob)
                                array.push(a_is_partial, is_partial)
                                array.push(a_fvg_cnt,    1)
                                e = "B|" + str.tostring(draw_top) + "|" + str.tostring(draw_bot) + "|" + str.tostring(draw_mid) + "|" + str.tostring(time[ob_i]) + "|" + (looking_for_bear_ob ? "1" : "0") + "|" + (is_partial ? "1" : "0") + "|1"
                                events := events == "" ? e : events + ";" + e
    events

// ─────────────────────────────────────────────────────────
// SECURITY CALLS
// ─────────────────────────────────────────────────────────
chart_secs = timeframe.in_seconds()

safe_tf(simple string tf) =>
    timeframe.in_seconds(tf) <= chart_secs ? tf : timeframe.period

use_ltf_1m    = chart_secs > timeframe.in_seconds("1")
use_ltf_2m    = chart_secs > timeframe.in_seconds("2")
use_ltf_5m    = chart_secs > timeframe.in_seconds("5")
use_ltf_10m   = chart_secs > timeframe.in_seconds("10")
use_ltf_15m   = chart_secs > timeframe.in_seconds("15")
use_ltf_30m   = chart_secs > timeframe.in_seconds("30")
use_ltf_1h    = chart_secs > timeframe.in_seconds("60")

events_1m_std  = request.security(syminfo.tickerid, "1",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_2m_std  = request.security(syminfo.tickerid, "2",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_5m_std  = request.security(syminfo.tickerid, "5",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_10m_std  = request.security(syminfo.tickerid, "10",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_15m_std  = request.security(syminfo.tickerid, "15",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_30m_std  = request.security(syminfo.tickerid, "30",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)
events_1h_std  = request.security(syminfo.tickerid, "60",  bb_logic(lookback, ob_min_overlap, fvg_strict_pct), lookahead=barmerge.lookahead_on)

events_1m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("1"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_2m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("2"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_5m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("5"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_10m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("10"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_15m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("15"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_30m_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("30"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))
events_1h_ltf  = request.security_lower_tf(syminfo.tickerid, safe_tf("60"),  bb_logic(lookback, ob_min_overlap, fvg_strict_pct))

// ─────────────────────────────────────────────────────────
// CHART-SIDE STATE
// ─────────────────────────────────────────────────────────
var box[]  active_boxes = array.new<box>()
var line[] active_mids  = array.new<line>()
var int[]  seen_born    = array.new<int>()
var int[]  seen_died    = array.new<int>()

// Trim dedup arrays to a rolling window to reduce replay desync.
// Keeps the 500 most recent entries — enough to cover normal lookback
// while allowing replay re-fires of older bars to be reprocessed.
max_dedup = 500
if array.size(seen_born) > max_dedup
    array.shift(seen_born)
if array.size(seen_died) > max_dedup
    array.shift(seen_died)

if array.size(active_boxes) > 0
    for k = 0 to array.size(active_boxes) - 1
        box.set_right(array.get(active_boxes, k), timenow)
if array.size(active_mids) > 0
    for k = 0 to array.size(active_mids) - 1
        line.set_x2(array.get(active_mids, k), timenow)

// ─────────────────────────────────────────────────────────
// EVENT PROCESSOR
// ─────────────────────────────────────────────────────────
pick_col(fvg_cnt) =>
    fvg_cnt == 1 ? bb_col : fvg_cnt == 2 ? bb_col_x2 : fvg_cnt == 3 ? bb_col_x3 : bb_col_x4

process_events(events, lbl, show_toggle, tf_str, tf_secs) =>
    if events != "" and show_toggle
        norm_tf = switch tf_str
            "D" => "1D"
            "W" => "1W"
            => tf_str
        visible = not show_current_only or timeframe.period == norm_tf
        entries = str.split(events, ";")
        for entry in entries
            if entry != ""
                parts   = str.split(entry, "|")
                etype   = array.get(parts, 0)

                if etype == "U"
                    left_t  = int(str.tonumber(array.get(parts, 1)))
                    fvg_cnt = int(str.tonumber(array.get(parts, 2)))
                    is_part = array.get(parts, 3) == "1"
                    // Update label and colour on matching active box
                    i = 0
                    while i < array.size(active_boxes)
                        if int(box.get_left(array.get(active_boxes, i))) == left_t
                            prefix   = is_part ? "p" : ""
                            base_lbl = lbl + " " + prefix + "BB"
                            disp_lbl = fvg_cnt > 1 ? base_lbl + " x" + str.tostring(fvg_cnt) : base_lbl
                            box.set_text(array.get(active_boxes, i), show_labels ? disp_lbl : "")
                            box.set_bgcolor(array.get(active_boxes, i), pick_col(fvg_cnt))
                            i += 1
                        else
                            i += 1

                if etype == "B"
                    top     = str.tonumber(array.get(parts, 1))
                    bot     = str.tonumber(array.get(parts, 2))
                    mid_v   = str.tonumber(array.get(parts, 3))
                    left_t  = int(str.tonumber(array.get(parts, 4)))
                    is_part = array.get(parts, 6) == "1"
                    fvg_cnt = int(str.tonumber(array.get(parts, 7)))
                    if array.indexof(seen_born, left_t) < 0
                        array.push(seen_born, left_t)
                        if visible
                            prefix   = is_part ? "p" : ""
                            base_lbl = lbl + " " + prefix + "BB"
                            disp_lbl = fvg_cnt > 1 ? base_lbl + " x" + str.tostring(fvg_cnt) : base_lbl
                            b = box.new(xloc=xloc.bar_time, left=left_t, right=timenow, top=top, bottom=bot, bgcolor=pick_col(fvg_cnt), border_color=border_col, border_width=border_width, extend=extend.right, text=show_labels ? disp_lbl : "", text_color=color.new(#7a808d, 20), text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
                            l = line.new(xloc=xloc.bar_time, x1=left_t, y1=mid_v, x2=timenow, y2=mid_v, color=show_mid ? mid_col : color.new(color.white, 100), style=line.style_solid, extend=extend.right)
                            array.push(active_boxes, b)
                            array.push(active_mids, l)

                if etype == "D"
                    top     = str.tonumber(array.get(parts, 1))
                    bot     = str.tonumber(array.get(parts, 2))
                    mid_v   = str.tonumber(array.get(parts, 3))
                    left_t  = int(str.tonumber(array.get(parts, 4)))
                    right_t = int(str.tonumber(array.get(parts, 5)))
                    is_part = array.get(parts, 7) == "1"
                    fvg_cnt = int(str.tonumber(array.get(parts, 8)))
                    already_died = array.indexof(seen_died, left_t) >= 0
                    if not already_died
                        array.push(seen_died, left_t)
                    i = 0
                    while i < array.size(active_boxes)
                        if int(box.get_left(array.get(active_boxes, i))) == left_t
                            box.delete(array.get(active_boxes, i))
                            line.delete(array.get(active_mids, i))
                            array.remove(active_boxes, i)
                            array.remove(active_mids, i)
                        else
                            i += 1
                    if not already_died and visible
                        prefix    = is_part ? "p" : ""
                        base_lbl  = lbl + " " + prefix + "BB"
                        disp_lbl  = fvg_cnt > 1 ? base_lbl + " x" + str.tostring(fvg_cnt) : base_lbl
                        // Shift both edges left by one chart bar when source TF < chart TF
                        shift     = tf_secs < chart_secs ? timeframe.in_seconds() * 1000 : 0
                        adj_left  = left_t  - shift
                        adj_right = right_t - shift
                        box.new(xloc=xloc.bar_time, left=adj_left, right=adj_right, top=top, bottom=bot, bgcolor=pick_col(fvg_cnt), border_color=border_col, border_width=border_width, extend=extend.none, text=show_labels ? disp_lbl : "", text_color=color.new(#7a808d, 20), text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
                        line.new(xloc=xloc.bar_time, x1=adj_left, y1=mid_v, x2=adj_right, y2=mid_v, color=show_mid ? mid_col : color.new(color.white, 100), style=line.style_solid, extend=extend.none)

// ─────────────────────────────────────────────────────────
// FIRE
// ─────────────────────────────────────────────────────────
fire(use_ltf, std, ltf, lbl, show_toggle, tf_str, tf_secs) =>
    if use_ltf
        if array.size(ltf) > 0
            for k = 0 to array.size(ltf) - 1
                process_events(array.get(ltf, k), lbl, show_toggle, tf_str, tf_secs)
    else
        process_events(std, lbl, show_toggle, tf_str, tf_secs)

fire(use_ltf_1m,  events_1m_std,  events_1m_ltf,  "1M",  show_1m,  "1",  timeframe.in_seconds("1"))
fire(use_ltf_2m,  events_2m_std,  events_2m_ltf,  "2M",  show_2m,  "2",  timeframe.in_seconds("2"))
fire(use_ltf_5m,  events_5m_std,  events_5m_ltf,  "5M",  show_5m,  "5",  timeframe.in_seconds("5"))
fire(use_ltf_10m,  events_10m_std,  events_10m_ltf,  "10M",  show_10m,  "10",  timeframe.in_seconds("10"))
fire(use_ltf_15m,  events_15m_std,  events_15m_ltf,  "15M",  show_15m,  "15",  timeframe.in_seconds("15"))
fire(use_ltf_30m,  events_30m_std,  events_30m_ltf,  "30M",  show_30m,  "30",  timeframe.in_seconds("30"))
fire(use_ltf_1h,  events_1h_std,  events_1h_ltf,  "1H",  show_1h,  "60",  timeframe.in_seconds("60"))