ICT IPDA Daily Range

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © Catered

//@version=5
indicator("ICT IPDA Daily Range", "ICT IPDA Daily Range", true, max_boxes_count = 500, max_labels_count = 500)

// ---------------------------------------- Inputs --------------------------------------------------
var g_SETTINGS      = "Settings"
max_days            = input.int(5, "Session Drawing Limit", 1, tooltip = "Only this many drawings will be kept on the chart, for each selected drawing type (killzone boxes, pivot lines, open lines, etc.)", group = g_SETTINGS)
tf_limit            = input.timeframe("60", "Timeframe Limit", tooltip = "Drawings will not appear on timeframes greater than or equal to this", group = g_SETTINGS)
gmt_tz              = input.string('GMT+3', "Timezone", options = ['GMT-12','GMT-11','GMT-10','GMT-9','GMT-8','GMT-7','GMT-6','GMT-5','GMT-4','GMT-3','GMT-2','GMT-1','GMT+0','GMT+1','GMT+2','GMT+3','GMT+4','GMT+5','GMT+6','GMT+7','GMT+8','GMT+9','GMT+10','GMT+11','GMT+12','GMT+13','GMT+14'], tooltip = "Note GMT is not adjusted to reflect Daylight Saving Time changes", group = g_SETTINGS)
lb_size             = input.string('Normal', "Label Size", options = ['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], group = g_SETTINGS)
lb_color            = input.color(color.black, "Label Text Color", group = g_SETTINGS)
use_cutoff          = input.bool(true, "Drawing Cutoff Time", inline = "CO", tooltip = "When enabled, all highs and lows will stop extending after this time", group = g_SETTINGS)
cutoff              = input.session("0000-0000", "", inline = "CO", group = g_SETTINGS)

var g_KZ            = "IPDA boxes"
show_kz             = input.bool(true, "Show IPDA boxes", inline = "KZ", group = g_KZ)
show_kz_text        = input.bool(true, "Display Text", inline = "KZ", group = g_KZ)
box_transparency    = input.int(70, "Box Transparency", 0, 100, group = g_KZ)
text_transparency   = input.int(50, "Text Transparency", 0, 100, group = g_KZ)

var g_OPEN          = "Opening Price"
h_style             = input.string(defval = 'Dotted', title = "Style", options = ['Solid', 'Dotted', 'Dashed'], inline = "H0", group = g_OPEN)
h_width             = input.int(1, "", inline = "H0", group = g_OPEN)

use_h1              = input.bool(true, "", inline = "H1", group = g_OPEN)
h1_text             = input.string("Opening Price", "", inline = "H1", group = g_OPEN)
h1                  = input.session("0700-2200", "", inline = "H1", group = g_OPEN)
h1_color            = input.color(color.black, "", inline = "H1", group = g_OPEN)

use_h2              = input.bool(false, "", inline = "H2", group = g_OPEN)
h2_text             = input.string("06:00", "", inline = "H2", group = g_OPEN)
h2                  = input.session("0600-0601", "", inline = "H2", group = g_OPEN)
h2_color            = input.color(color.black, "", inline = "H2", group = g_OPEN)

var g_VERTICAL      = "Timestamps"
v_style             = input.string(defval = 'Dotted', title = "Style", options = ['Solid', 'Dotted', 'Dashed'], inline = "V0", group = g_VERTICAL)
v_width             = input.int(1, "", inline = "V0", group = g_VERTICAL)

use_v1              = input.bool(true, "", inline = "V1", group = g_VERTICAL)
v1                  = input.session("0700-0701", "IPDA_Start", inline = "V1", group = g_VERTICAL)
v1_color            = input.color(color.black, "", inline = "V1", group = g_VERTICAL)

use_v2              = input.bool(true, "", inline = "V2", group = g_VERTICAL)
v2                  = input.session("2200-2201", "IPDA_End", inline = "V2", group = g_VERTICAL)
v2_color            = input.color(color.black, "", inline = "V2", group = g_VERTICAL)

// ---------------------------------------- Inputs --------------------------------------------------

box_info = input.bool(true, "info over box", "this will show the range of the session in pips (make sense only on forex)", "", "session in box")
spec = input.int(70, "Transparency", 0, 100, 1, "from 0 to 100, how much you want the color transparent?", "", "Visual Features")

// London Open session
lno_ = input.bool(true, "London Open Killzone", "0800-1200 London", "", "Session")
lno_b = input.bool(true, "London Open box", "", "", "session in box")
lno_c = input.color(color.blue, "London Open Killzone", "", "", "Visual Features")

// New York Open session
nyo_ = input.bool(true, "New York Open Killzone", "1300-1600 London", "", "Session")
nyo_b = input.bool(true, "New York Open box", "", "", "session in box")
nyo_c = input.color(color.orange, "New York Open Killzone", "", "", "Visual Features")

// London Close session
lnc_ = input.bool(true, "London Close Killzone", "1700-1900 London", "", "Session")
lnc_b = input.bool(true, "London Close box", "", "", "session in box")
lnc_c = input.color(color.green, "London Close Killzone", "", "", "Visual Features")

// Asian Range session
asb_ = input.bool(true, "Asian Range", "0300-0700 London", "", "Session")
asb_b = input.bool(true, "Asian Range box", "", "", "session in box")
asb_c = input.color(color.yellow, "Asian Range", "", "", "Visual Features")

// CBDR Range session
cbdr_ = input.bool(true, "CBDR Range", "2100-0300 London", "", "Session")
cbdr_b = input.bool(true, "CBDR Range box", "", "", "session in box")
cbdr_c = input.color(color.purple, "CBDR Range", "", "", "Visual Features")

// -------------------------------------------------- Inputs --------------------------------------------------
cbdr_session         = input.session("2100-0300", "Session", inline = "X", tooltip = "The time window whose range will be utilized for projections", group = g_SETTINGS)
range_type      = input.string('Wick', "Range Type", options = ['Wick', 'Body'], tooltip = "Wick will consider the range from high to low, whereas Body will ignore the wicks (on the current chart timeframe)", group = g_SETTINGS)
sd_limit        = input.float(1.5, "Standard Deviation Filter", tooltip = "Ranges will be filtered out/ignored if their size exceeds this number of standard deviations (measured from a history of all prior range sizes)", group = g_SETTINGS)

var g_SD = "Standard Deviations"
use_sd_1        = input.bool(true, "SD 1", inline = "SD1", tooltip = "The difference between the range high and low will be multiplied by this factor, added to the range high for the upper projection, and subtracted from the range low for the lower projection", group = g_SD)
sd_1            = input.float(1, "", 0, inline = "SD1", group = g_SD)
use_sd_2        = input.bool(true, "SD 2", inline = "SD2", tooltip = "The difference between the range high and low will be multiplied by this factor, added to the range high for the upper projection, and subtracted from the range low for the lower projection", group = g_SD)
sd_2            = input.float(2, "", 0, inline = "SD2", group = g_SD)
use_sd_3        = input.bool(true, "SD 3", inline = "SD3", tooltip = "The difference between the range high and low will be multiplied by this factor, added to the range high for the upper projection, and subtracted from the range low for the lower projection", group = g_SD)
sd_3            = input.float(3, "", 0, inline = "SD3", group = g_SD)
use_sd_4        = input.bool(true, "SD 4", inline = "SD4", tooltip = "The difference between the range high and low will be multiplied by this factor, added to the range high for the upper projection, and subtracted from the range low for the lower projection", group = g_SD)
sd_4            = input.float(4, "", 0, inline = "SD4", group = g_SD)

var g_DRW = "Drawings"
show_data       = input.bool(false, "Data Table", tooltip = "Shows statistics on how often price exceeds X number of standard deviations from the range", group = g_DRW)
vert_lines      = input.bool(false, "Session Delineations", tooltip = "Draws vertical lines delineating the session beginning and ending times", group = g_DRW)
show_labels     = input.bool(true, "SD Labels", tooltip = "Shows the numerical value of each projection level", group = g_DRW)
horiz_lines     = input.bool(true, "SD Projection Lines", tooltip = "Extends the projections out in time", group = g_DRW)
show_exceed     = input.bool(false, "SD Projections Exceeded", tooltip = "Shows when price exceeds any of the projection levels", group = g_DRW)

var g_STY = "Style"
range_box_color  = input.color(color.new(color.blue, 70), "Range Box Color", group = g_STY)
range_line_color = input.color(color.black, "Range Delineation Color", group = g_STY)
label_color     = input.color(#ffffff00, "SD Label Color", group = g_STY)
label_text      = input.color(color.black, "SD Label Text", group = g_STY)
proj_color      = input.color(color.new(color.gray, 70), "SD Projection Box Color", group = g_STY)
proj_style      = input.string('Dotted', "SD Projection Line Style", options = ['Solid', 'Dotted', 'Dashed'], group = g_STY)
line_color      = input.color(color.black, "SD Projection Line Color", group = g_STY)
exceed_color    = input.color(color.blue, "SD Exceeded Color", group = g_STY)

// -------------------------------------------------- Inputs --------------------------------------------------

// ---------------------------------------- Variables & Constants --------------------------------------------------
t_co = not na(time("", cutoff, gmt_tz))

t_h1 = not na(time("", h1, gmt_tz))
t_h2 = not na(time("", h2, gmt_tz))

t_v1 = not na(time("", v1, gmt_tz))
t_v2 = not na(time("", v2, gmt_tz))

var as_hi_line = array.new_line()
var as_lo_line = array.new_line()
var lo_hi_line = array.new_line()
var lo_lo_line = array.new_line()
var na_hi_line = array.new_line()
var na_lo_line = array.new_line()
var nl_hi_line = array.new_line()
var nl_lo_line = array.new_line()
var np_hi_line = array.new_line()
var np_lo_line = array.new_line()

var d_sep_line = array.new_line()
var w_sep_line = array.new_line()
var m_sep_line = array.new_line()

var d_line = array.new_line()
var w_line = array.new_line()
var m_line = array.new_line()

var h1_line = array.new_line()
var h2_line = array.new_line()
var h3_line = array.new_line()
var h4_line = array.new_line()

var v1_line = array.new_line()
var v2_line = array.new_line()
var v3_line = array.new_line()
var v4_line = array.new_line()

var d_label = array.new_label()
var w_label = array.new_label()
var m_label = array.new_label()

var h1_label = array.new_label()
var h2_label = array.new_label()
var h3_label = array.new_label()
var h4_label = array.new_label()

var as_hi_label = array.new_label()
var as_lo_label = array.new_label()
var lo_hi_label = array.new_label()
var lo_lo_label = array.new_label()
var na_hi_label = array.new_label()
var na_lo_label = array.new_label()
var nl_hi_label = array.new_label()
var nl_lo_label = array.new_label()
var np_hi_label = array.new_label()
var np_lo_label = array.new_label()

var as_box = array.new_box()
var lo_box = array.new_box()
var na_box = array.new_box()
var nl_box = array.new_box()
var np_box = array.new_box()

transparent = #ffffff00

d_o = request.security(syminfo.tickerid, "D", open, barmerge.gaps_off, barmerge.lookahead_on)
w_o = request.security(syminfo.tickerid, "W", open, barmerge.gaps_off, barmerge.lookahead_on)
m_o = request.security(syminfo.tickerid, "M", open, barmerge.gaps_off, barmerge.lookahead_on)
// ---------------------------------------- Variables & Constants --------------------------------------------------

b_color = color.new(#000000,50)

lno = time('', '0800-1201', gmt_tz) and lno_ and timeframe.isintraday and timeframe.multiplier <= 60
nyo = time('', '1300-1601', gmt_tz) and nyo_ and timeframe.isintraday and timeframe.multiplier <= 60
lnc = time('', '1700-1901', gmt_tz) and lnc_ and timeframe.isintraday and timeframe.multiplier <= 60
asb = time('', '0300-0701', gmt_tz) and asb_ and timeframe.isintraday and timeframe.multiplier <= 60
cbdr = time('', '2100-0301', gmt_tz) and cbdr_ and timeframe.isintraday and timeframe.multiplier <= 60

bgcolor(lno and not lno_b and lno_? color.new(lno_c, spec) : na)
bgcolor(nyo and not nyo_b and nyo_? color.new(nyo_c, spec) : na)
bgcolor(lnc and not lnc_b and lnc_? color.new(lnc_c, spec) : na)
bgcolor(asb and not asb_b and asb_? color.new(asb_c, spec) : na)
bgcolor(cbdr and not cbdr_b and cbdr_? color.new(cbdr_c, spec) : na)

var box lno_box = na
var box nyo_box = na
var box lnc_box = na
var box asb_box = na
var box cbdr_box = na
var box upper_cbdr_box =na
var box lower_cbdr_box =na

var label lno_l = na
var label nyo_l = na
var label lnc_l = na
var label asb_l = na
var label cbdr_l = na
var label upper_cbdr_l = na
var label lower_cbdr_l = na
// -------------------------------------------------- Constants & Variables --------------------------------------------------
t = not na(time("", cbdr_session, gmt_tz))
range_wick = range_type == 'Wick'
range_high = (range_wick ? high : math.max(open, close))
range_low = (range_wick ? low : math.min(open, close))

var range_size = array.new_float()
var box range_box = na
var box proj_p1 = na
var box proj_m1 = na
var box proj_p2 = na
var box proj_m2 = na
var box proj_p3 = na
var box proj_m3 = na
var box proj_p4 = na
var box proj_m4 = na
var int start = 0
var int sessions = 0
var bool valid_range = false
var bool passed_p1 = false
var bool passed_p2 = false
var bool passed_p3 = false
var bool passed_p4 = false
var bool passed_m1 = false
var bool passed_m2 = false
var bool passed_m3 = false
var bool passed_m4 = false
var int count_p1 = 0
var int count_p2 = 0
var int count_p3 = 0
var int count_p4 = 0
var int count_m1 = 0
var int count_m2 = 0
var int count_m3 = 0
var int count_m4 = 0
var int count_a1 = 0
var int count_a2 = 0
var int count_a3 = 0
var int count_a4 = 0
var line line_p1 = na
var line line_p2 = na
var line line_p3 = na
var line line_p4 = na
var line line_m1 = na
var line line_m2 = na
var line line_m3 = na
var line line_m4 = na
// -------------------------------------------------- Constants & Variables --------------------------------------------------
// ---------------------------------------- Functions --------------------------------------------------
get_label_size(_size) =>
    result = switch _size
        'Tiny' => size.tiny
        'Small' => size.small
        'Normal' => size.normal
        'Large' => size.large
        'Huge' => size.huge
        'Auto' => size.auto
    result

get_line_type(_style) =>
    result = switch _style
        'Solid' => line.style_solid
        'Dotted' => line.style_dotted
        'Dashed' => line.style_dashed
    result

get_box_color(_color, _transparency) =>
    result = color.new(_color, _transparency)

adjust(_hline, _lline, _hlabel, _llabel, _ulabel, _box) =>
    _hline.set_x2(bar_index)
    _lline.set_x2(bar_index)
    _box.set_right(bar_index)

    if high > _hline.get_y1()
        _hline.set_xy1(bar_index, high)
        _hline.set_y2(high)
        _box.set_top(high)

        _hlabel.set_x(bar_index)
        _hlabel.set_y(high)
    if low < _lline.get_y1()
        _lline.set_xy1(bar_index, low)
        _lline.set_y2(low)
        _box.set_bottom(low)

        _llabel.set_x(bar_index)
        _llabel.set_y(low)

check_high(_line) =>
    result = false
    broke = false
    _line.set_x2(bar_index)
    if high > _line.get_y1()
        result := true
        broke := true
    else if  (use_cutoff ? t_co : false)
        result := true
    [result, broke]

check_low(_line) =>
    result = false
    broke = false
    _line.set_x2(bar_index)
    if low < _line.get_y1()
        result := true
        broke := true
    else if (use_cutoff ? t_co : false)
        result := true
    [result, broke]

check_open(_line, _label) =>
    result = false
    _line.set_x2(bar_index)
    _label.set_x(bar_index)
    if (use_cutoff ? t_co : false)
        result := true
    result

check_array(_arr) =>
    if _arr.size() > max_days
        _arr.pop().delete()
// ---------------------------------------- Functions --------------------------------------------------
// -------------------------------------------------- Functions --------------------------------------------------
manual_stdev() =>
    mean = range_size.avg()
    accum = 0.0
    size = range_size.size()
    if size > 0
        for i = 0 to size - 1
            accum += math.pow((range_size.get(i) - mean), 2)
    sd = math.sqrt(accum / size)

get_line_style(i) =>
    result = switch i
        'Solid' => line.style_solid
        'Dashed' => line.style_dashed
        'Dotted' => line.style_dotted
proj_style := get_line_style(proj_style)

// -------------------------------------------------- Functions --------------------------------------------------
// ---------------------------------------- Core Logic --------------------------------------------------
h_style := get_line_type(h_style)
v_style := get_line_type(v_style)
lb_size := get_label_size(lb_size)

var h1_co = false
var h2_co = false

if lno_ and lno_b and timeframe.multiplier<=60 and timeframe.isintraday
    if lno and not lno[1]
        lno_box := box.new(bar_index,high,bar_index+1,low,b_color,bgcolor = color.new(lno_c,spec))
        if box_info
            lno_l := label.new(bar_index,high,str.tostring((high-low)/10/syminfo.mintick)+" pip",textcolor = #000000, size = size.small,style = label.style_none)
    if lno and lno[1]
        if high > box.get_top(lno_box)
            box.set_top(lno_box,high)
        if low < box.get_bottom(lno_box)
            box.set_bottom(lno_box,low)
        box.set_right(lno_box,bar_index+1)
        if box_info
            label.set_text(lno_l,str.tostring((box.get_top(lno_box)-box.get_bottom(lno_box))/10/syminfo.mintick)+" pip")
            label.set_x(lno_l,(box.get_left(lno_box)+box.get_right(lno_box))/2)
            label.set_y(lno_l,box.get_top(lno_box))
    if not lno and lno[1]
        box.set_right(lno_box,bar_index-1)

if nyo_ and nyo_b and timeframe.multiplier<=60 and timeframe.isintraday
    if nyo and not nyo[1]
        nyo_box := box.new(bar_index,high,bar_index+1,low,b_color,bgcolor = color.new(nyo_c,spec))
        if box_info
            nyo_l := label.new(bar_index,high,str.tostring((high-low)/10/syminfo.mintick)+" pip",textcolor = #000000, size = size.small,style = label.style_none)
    if nyo and nyo[1]
        if high > box.get_top(nyo_box)
            box.set_top(nyo_box,high)
        if low < box.get_bottom(nyo_box)
            box.set_bottom(nyo_box,low)
        box.set_right(nyo_box,bar_index+1)
        if box_info
            label.set_text(nyo_l,str.tostring((box.get_top(nyo_box)-box.get_bottom(nyo_box))/10/syminfo.mintick)+" pip")
            label.set_x(nyo_l,(box.get_left(nyo_box)+box.get_right(nyo_box))/2)
            label.set_y(nyo_l,box.get_top(nyo_box))
    if not nyo and nyo[1]
        box.set_right(nyo_box,bar_index-1)

if lnc_ and lnc_b and timeframe.multiplier<=60 and timeframe.isintraday
    if lnc and not lnc[1]
        lnc_box := box.new(bar_index,high,bar_index+1,low,b_color,bgcolor = color.new(lnc_c,spec))
        if box_info
            lnc_l := label.new(bar_index,high,str.tostring((high-low)/10/syminfo.mintick)+" pip",textcolor = #000000, size = size.small,style = label.style_none)
    if lnc and lnc[1]
        if high > box.get_top(lnc_box)
            box.set_top(lnc_box,high)
        if low < box.get_bottom(lnc_box)
            box.set_bottom(lnc_box,low)
        box.set_right(lnc_box,bar_index+1)
        if box_info
            label.set_text(lnc_l,str.tostring((box.get_top(lnc_box)-box.get_bottom(lnc_box))/10/syminfo.mintick)+" pip")
            label.set_x(lnc_l,(box.get_left(lnc_box)+box.get_right(lnc_box))/2)
            label.set_y(lnc_l,box.get_top(lnc_box))
    if not lnc and lnc[1]
        box.set_right(lnc_box,bar_index-1)

if asb_ and asb_b and timeframe.multiplier<=60 and timeframe.isintraday
    if asb and not asb[1]
        asb_box := box.new(bar_index,high,bar_index+1,low,b_color,bgcolor = color.new(asb_c,spec))
        if box_info
            asb_l := label.new(bar_index,high,str.tostring((high-low)/10/syminfo.mintick)+" pip",textcolor = #000000, size = size.small,style = label.style_none)
    if asb and asb[1]
        if high > box.get_top(asb_box)
            box.set_top(asb_box,high)
        if low < box.get_bottom(asb_box)
            box.set_bottom(asb_box,low)
        box.set_right(asb_box,bar_index+1)
        if box_info
            label.set_text(asb_l,str.tostring((box.get_top(asb_box)-box.get_bottom(asb_box))/10/syminfo.mintick)+" pip")
            label.set_x(asb_l,(box.get_left(asb_box)+box.get_right(asb_box))/2)
            label.set_y(asb_l,box.get_top(asb_box))
    if not asb and asb[1]
        box.set_right(asb_box,bar_index-1)

if cbdr_ and cbdr_b and timeframe.multiplier<=60 and timeframe.isintraday
    if cbdr and not cbdr[1]
        cbdr_box := box.new(bar_index,high,bar_index+1,low,b_color,bgcolor = color.new(cbdr_c,spec))
        if box_info
            cbdr_l := label.new(bar_index,high,str.tostring((high-low)/10/syminfo.mintick)+" pip",textcolor = #000000, size = size.small,style = label.style_none)

    if cbdr and cbdr[1]
        if high > box.get_top(cbdr_box)
            box.set_top(cbdr_box,high)

        if low < box.get_bottom(cbdr_box)
            box.set_bottom(cbdr_box,low)

        box.set_right(cbdr_box,bar_index+1)

        if box_info
            label.set_text(cbdr_l,str.tostring((box.get_top(cbdr_box)-box.get_bottom(cbdr_box))/10/syminfo.mintick)+" pip")
            label.set_x(cbdr_l,(box.get_left(cbdr_box)+box.get_right(cbdr_box))/2)
            label.set_y(cbdr_l,box.get_top(cbdr_box))

    if not cbdr and cbdr[1]
        box.set_right(cbdr_box,bar_index-1)

// Vertical Lines
if use_v1
    if t_v1 and not t_v1[1]
        v1_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v1_color))
if use_v2
    if t_v2 and not t_v2[1]
        v2_line.unshift(line.new(bar_index, high, bar_index, low, style = v_style, width = v_width, extend = extend.both, color = v2_color))

// Horizontal Lines
if use_h1 and timeframe.multiplier<=60
    if t_h1 and not t_h1[1]
        h1_co := false
        h1_line.unshift(line.new(bar_index, open, bar_index, open, style = h_style, width = h_width, color = h1_color))
        h1_label.unshift(label.new(bar_index, open, h1_text, style = label.style_label_left, color = transparent, textcolor = lb_color, size = lb_size))
    else if not t_h1 and h1_line.size() > 0
        if not h1_co
            if not check_open(h1_line.get(0), h1_label.get(0))
                h1_label.get(0).set_x(bar_index)
            else
                h1_co := true
// -------------------------------------------------- CBDR projection logic --------------------------------------------------
if t and not t[1]
    range_box := box.new(bar_index, range_high, bar_index+1, range_low, border_color = range_box_color, bgcolor = range_box_color)
    start := bar_index
    valid_range := false
    if vert_lines
        line.new(bar_index, high, bar_index, low, extend = extend.both, color = range_line_color)
else if t
    range_box.set_right(bar_index+1)
    if range_high > range_box.get_top()
        range_box.set_top(range_high)
    if range_low < range_box.get_bottom()
        range_box.set_bottom(range_low)
else if not t and t[1]
    top = range_box.get_top()
    bot = range_box.get_bottom()
    dif = top - bot
    range_size.push(dif)
    range_box := na
    line_p1 := na
    if vert_lines
        line.new(bar_index - 1, high, bar_index - 1, low, extend = extend.both, color = range_line_color)

    if dif <= manual_stdev() * sd_limit
        valid_range := true
        sessions += 1
        if use_sd_1
            proj_p1 := box.new(start, top + dif * sd_1, bar_index , top, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, top + dif * sd_1, str.tostring(sd_1), textcolor = label_text, color = label_color, style = label.style_label_lower_left)
            if horiz_lines
                line_p1 := line.new(bar_index - 1, top + dif * sd_1, bar_index + 1, top + dif * sd_1, color = line_color, style = proj_style)
        if use_sd_2
            proj_p2 := box.new(start, top + dif * sd_2, bar_index , top + dif * sd_1, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, top + dif * sd_2, str.tostring(sd_2), textcolor = label_text, color = label_color, style = label.style_label_lower_left)
            if horiz_lines
                line_p2 := line.new(bar_index - 1, top + dif * sd_2, bar_index + 1, top + dif * sd_2, color = line_color, style = proj_style)
        if use_sd_3
            proj_p3 := box.new(start, top + dif * sd_3, bar_index, top + dif * sd_2, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, top + dif * sd_3, str.tostring(sd_3), textcolor = label_text, color = label_color, style = label.style_label_lower_left)
            if horiz_lines
                line_p3 := line.new(bar_index - 1, top + dif * sd_3, bar_index + 1, top + dif * sd_3, color = line_color, style = proj_style)
        if use_sd_4
            proj_p4 := box.new(start, top + dif * sd_4, bar_index, top + dif * sd_3, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, top + dif * sd_4, str.tostring(sd_4), textcolor = label_text, color = label_color, style = label.style_label_lower_left)
            if horiz_lines
                line_p4 := line.new(bar_index - 1, top + dif * sd_4, bar_index + 1, top + dif * sd_4, color = line_color, style = proj_style)

        if use_sd_1
            proj_m1 := box.new(start, bot, bar_index, bot - dif * sd_1, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, bot - dif * sd_1, "-" + str.tostring(sd_1), textcolor = label_text, color = label_color, style = label.style_label_upper_left)
            if horiz_lines
                line_m1 := line.new(bar_index - 1, bot - dif * sd_1, bar_index + 1, bot - dif * sd_1, color = line_color, style = proj_style)
        if use_sd_2
            proj_m2 := box.new(start, bot - dif * sd_1, bar_index, bot - dif * sd_2, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, bot - dif * sd_2, "-" + str.tostring(sd_2), textcolor = label_text, color = label_color, style = label.style_label_upper_left)
            if horiz_lines
                line_m2 := line.new(bar_index - 1, bot - dif * sd_2, bar_index + 1, bot - dif * sd_2, color = line_color, style = proj_style)
        if use_sd_3
            proj_m3 := box.new(start, bot - dif * sd_2, bar_index, bot - dif * sd_3, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, bot - dif * sd_3, "-" + str.tostring(sd_3), textcolor = label_text, color = label_color, style = label.style_label_upper_left)
            if horiz_lines
                line_m3 := line.new(bar_index - 1, bot - dif * sd_3, bar_index + 1, bot - dif * sd_3, color = line_color, style = proj_style)
        if use_sd_4
            proj_m4 := box.new(start, bot - dif * sd_3, bar_index, bot - dif * sd_4, border_color = proj_color, bgcolor = proj_color)
            if show_labels
                label.new(bar_index, bot - dif * sd_4, "-" + str.tostring(sd_4), textcolor = label_text, color = label_color, style = label.style_label_upper_left)
            if horiz_lines
                line_m4 := line.new(bar_index - 1, bot - dif * sd_4, bar_index + 1, bot - dif * sd_4, color = line_color, style = proj_style)
else if not t
    if horiz_lines and not na(line_p1)
        line_p1.set_x2(bar_index + 1)
        line_p2.set_x2(bar_index + 1)
        line_p3.set_x2(bar_index + 1)
        line_p4.set_x2(bar_index + 1)

        line_m1.set_x2(bar_index + 1)
        line_m2.set_x2(bar_index + 1)
        line_m3.set_x2(bar_index + 1)
        line_m4.set_x2(bar_index + 1)

if not t and valid_range
    if high > proj_p1.get_top() and not passed_p1
        passed_p1 := true
        if show_exceed
            label.new(bar_index, proj_p1.get_top(), str.tostring(sd_1), style = label.style_label_down, color = exceed_color, textcolor = label_text)
    if high > proj_p2.get_top() and not passed_p2
        passed_p2 := true
        if show_exceed
            label.new(bar_index, proj_p2.get_top(), str.tostring(sd_2), style = label.style_label_down, color = exceed_color, textcolor = label_text)
    if high > proj_p3.get_top() and not passed_p3
        passed_p3 := true
        if show_exceed
            label.new(bar_index, proj_p3.get_top(), str.tostring(sd_3), style = label.style_label_down, color = exceed_color, textcolor = label_text)
    if high > proj_p4.get_top() and not passed_p4
        passed_p4 := true
        if show_exceed
            label.new(bar_index, proj_p4.get_top(), str.tostring(sd_4), style = label.style_label_down, color = exceed_color, textcolor = label_text)

    if low < proj_m1.get_bottom() and not passed_m1
        passed_m1 := true
        if show_exceed
            label.new(bar_index, proj_m1.get_bottom(), "-" + str.tostring(sd_1), style = label.style_label_up, color = exceed_color, textcolor = label_text)
    if low < proj_m2.get_bottom() and not passed_m2
        passed_m2 := true
        if show_exceed
            label.new(bar_index, proj_m2.get_bottom(), "-" + str.tostring(sd_2), style = label.style_label_up, color = exceed_color, textcolor = label_text)
    if low < proj_m3.get_bottom() and not passed_m3
        passed_m3 := true
        if show_exceed
            label.new(bar_index, proj_m3.get_bottom(), "-" + str.tostring(sd_3), style = label.style_label_up, color = exceed_color, textcolor = label_text)
    if low < proj_m4.get_bottom() and not passed_m4
        passed_m4 := true
        if show_exceed
            label.new(bar_index, proj_m4.get_bottom(), "-" + str.tostring(sd_4), style = label.style_label_up, color = exceed_color, textcolor = label_text)

else if t and not t[1]
    if passed_p1 or passed_m1
        count_a1 += 1
    if passed_p2 or passed_m2
        count_a2 += 1
    if passed_p3 or passed_m3
        count_a3 += 1
    if passed_p4 or passed_m4
        count_a4 += 1

    passed_p1 := false
    passed_p2 := false
    passed_p3 := false
    passed_p4 := false

    passed_m1 := false
    passed_m2 := false
    passed_m3 := false
    passed_m4 := false
// -------------------------------------------------- Core Logic --------------------------------------------------