API tools faq
paste
xmd79

Session Liquidity

xmd79
Dec 15th, 2022
288
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 18.25 KB | None | 0 0
raw download clone embed print report
  1. // © Infinity_Trading_
  2. // Last Modified: 12/15/2022
  3.  
  4. //@version=5
  5. indicator(title="Session Liquidity", shorttitle="Session Liquidity", overlay=true)
  6.  
  7. // Description:
  8. //
  9. // The “Session Liquidity” TradingView indicator by Infinity Trading creates dynamic horizontal lines at the high and low points of a specified time span within the trading day.
  10. // This indicator gives the user control of three separate time spans so the user can dynamically see the highs and lows of their favorite daily time spans.
  11.  
  12. // Purpose:
  13. //
  14. // This indicator is similar to my TradingView indicator “Futures Exchange Sessions 3.0”.
  15. // In that indicator the user gets control of dynamic price boxes. For me, these boxes made it difficult to spot ICT’s Orderblocks.
  16. // So instead of boxes I made independently controllable lines and now I can spot ICT Orderblocks and easily identify Liquidity Pools.
  17.  
  18. // Special Notes:
  19. //
  20. // If the Line Start Time is within one candle of the Start Day Timezone in the Settings, then the line/box won’t display. So choose the previous timezone
  21. // Lines only display when the timeframe is <= 30 minute
  22.  
  23.  
  24. ///////////////////////////////////////////////////////////////////////////////// CONSTANTS
  25.  
  26. c_milliseconds_in_day = 24 * 60 * 60 * 1000
  27. c_tooltip_1 = "If the user increments/decrements this integer field and nothing happens, that is because the user is moving throught a weekend or holiday. Please continue incrementing/decrementing and after 2-3 clicks the user will see backgrounds/labels appear or disappear. The algorithm for Days Back is counting every 24-hour period which is why this behavior occurs."
  28. c_tooltip_2 = "To make the lines start over each day the code must know when to start the day. Since the user is entering times, a static start time won't work. Use midnight EST in the three timezone options as the starting point. If the users lines fits in the Asian Session then choose Asia/Shanghai. If the lines are within the London Session then choose Europe/London. And the same goes for the New York Session."
  29. c_tooltip_3 = "Please specify a start & end time within the same 'day' where the 'day' starts at midnight of the timezone selected by the user in the dropdown Start Day Timezone"
  30.  
  31.  
  32. ///////////////////////////////////////////////////////////////////////////////// INPUTS
  33.  
  34.  
  35. var string GDTB = "Limit Past Lines"
  36. i_display_days_back = input.int(defval=15, minval=1, maxval=80, title="Display Only 🔢 Days Back", group=GDTB, tooltip=c_tooltip_1)
  37.  
  38.  
  39. var string L0 = "First Session Lines"
  40. i_1st_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off      ", group=L0, inline="high-1")
  41. i_1st_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L0, inline="high-1")
  42. i_1st_session_low_line_toggle = input.bool(defval=true, title="Low Line On/Off      ", group=L0, inline="low-1")
  43. i_1st_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L0, inline="low-1")
  44. i_1st_session_start_day = input.string(defval="Asia/Shanghai", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L0, tooltip=c_tooltip_2)
  45. i_1st_session_time = input.session(defval='1900-0259', title="Line Start & End Times", group=L0, tooltip=c_tooltip_3)
  46. i_1st_session_text_char = input.string(defval="First Session", title="Text Style     ", group=L0, inline="text1")
  47. i_1st_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L0, inline="text1")
  48. i_1st_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L0, inline="text1")
  49. i_1st_session_line_high_color = input.color(defval=color.new(#00bcd4, 0), title="Line Style - High  ", group=L0, inline="line-high1")
  50. i_1st_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-high1")
  51. i_1st_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-high1")
  52. i_1st_session_line_low_color = input.color(defval=color.new(#00bcd4, 0), title="Line Style - Low  ", group=L0, inline="line-low1")
  53. i_1st_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L0, inline="line-low1")
  54. i_1st_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L0, inline="line-low1")
  55.  
  56.  
  57. var string L2 = "Second Session Lines"
  58. i_2nd_session_high_line_toggle = input.bool(defval=true, title="High Line On/Off      ", group=L2, inline="high-2")
  59. i_2nd_session_high_label_toggle = input.bool(defval=true, title="High Label On/Off", group=L2, inline="high-2")
  60. i_2nd_session_low_line_toggle = input.bool(defval=true, title="Low Line On/Off      ", group=L2, inline="low-2")
  61. i_2nd_session_low_label_toggle = input.bool(defval=true, title="Low Label On/Off", group=L2, inline="low-2")
  62. i_2nd_session_start_day = input.string(defval="Europe/London", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L2, tooltip=c_tooltip_2)
  63. i_2nd_session_time = input.session(defval='0300-0929', title="Line Start & End Times", group=L2, tooltip=c_tooltip_3)
  64. i_2nd_session_text_char = input.string(defval="Second Session", title="Text Style     ", group=L2, inline="text2")
  65. i_2nd_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L2, inline="text2")
  66. i_2nd_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L2, inline="text2")
  67. i_2nd_session_line_high_color = input.color(defval=color.new(#f2a03a, 0), title="Line Style - High  ", group=L2, inline="line-high2")
  68. i_2nd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-high2")
  69. i_2nd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-high2")
  70. i_2nd_session_line_low_color = input.color(defval=color.new(#f2a03a, 0), title="Line Style - Low  ", group=L2, inline="line-low2")
  71. i_2nd_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L2, inline="line-low2")
  72. i_2nd_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L2, inline="line-low2")
  73.  
  74.  
  75. var string L3 = "Third Session Lines"
  76. i_3rd_session_high_line_toggle = input.bool(defval=false, title="High Line On/Off      ", group=L3, inline="high-3")
  77. i_3rd_session_high_label_toggle = input.bool(defval=false, title="High Label On/Off", group=L3, inline="high-3")
  78. i_3rd_session_low_line_toggle = input.bool(defval=false, title="Low Line On/Off      ", group=L3, inline="low-3")
  79. i_3rd_session_low_label_toggle = input.bool(defval=false, title="Low Label On/Off", group=L3, inline="low-3")
  80. i_3rd_session_start_day = input.string(defval="America/New_York", title="Line Start Day Timezone", options=["America/New_York", "Europe/London", "Asia/Shanghai"], group=L3, tooltip=c_tooltip_2)
  81. i_3rd_session_time = input.session(defval='0930-1559', title="Line Start & End Times", group=L3, tooltip=c_tooltip_3)
  82. i_3rd_session_text_char = input.string(defval="Third Session", title="Text Style     ", group=L3, inline="text3")
  83. i_3rd_session_text_color = input.color(defval=color.new(#131722, 0), title="", group=L3, inline="text3")
  84. i_3rd_session_text_size = input.string(defval="Normal", title="", options=["Tiny", "Small", "Normal", "Large", "Huge", "Auto"], group=L3, inline="text3")
  85. i_3rd_session_line_high_color = input.color(defval=color.new(#467deb, 0), title="Line Style - High  ", group=L3, inline="line-high3")
  86. i_3rd_session_line_high_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-high3")
  87. i_3rd_session_line_high_width = input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-high3")
  88. i_3rd_session_line_low_color = input.color(defval=color.new(#467deb, 0), title="Line Style - Low  ", group=L3, inline="line-low3")
  89. i_3rd_session_line_low_style = input.string(defval="solid (─)", title="", options=["solid (─)", "dotted (┈)", "dashed (╌)"], group=L3, inline="line-low3")
  90. i_3rd_session_line_low_width = input.int(defval=2, title="", minval=1, maxval=20, group=L3, inline="line-low3")
  91.  
  92.  
  93. //------------------------------------
  94. // VARIABLES
  95. //------------------------------------
  96.  
  97. // See if a new calendar day started on the intra-day time frame
  98. // with variable timezone
  99.  
  100. newDayFirstStartLine = dayofmonth(time, i_1st_session_start_day) != dayofmonth(time, i_1st_session_start_day)[1] and timeframe.isintraday
  101.  
  102. newDaySecondStartLine = dayofmonth(time, i_2nd_session_start_day) != dayofmonth(time, i_2nd_session_start_day)[1] and timeframe.isintraday
  103.  
  104. newDayThirdStartLine = dayofmonth(time, i_3rd_session_start_day) != dayofmonth(time, i_3rd_session_start_day)[1] and timeframe.isintraday
  105.  
  106.  
  107. ///////////////////////////////////////////////////////////////////////////////// DAYS BACK
  108.  
  109. // Find the last bar on the chart
  110. lastBarDate = timestamp(year(timenow), month(timenow), dayofmonth(timenow), hour(timenow), minute(timenow), second(timenow))
  111. // Find the current bar that is being processed
  112. thisBarDate = timestamp(year, month, dayofmonth, hour, minute, second)
  113. // Find the number of days between these two bars
  114. daysLeft = math.floor((lastBarDate - thisBarDate) / c_milliseconds_in_day)
  115. // Only display the number of days specified in Input Settings
  116. in_days_back_range = daysLeft < i_display_days_back
  117.  
  118.  
  119. ///////////////////////////////////////////////////////////////////////////////// HELPER FUNCTIONS
  120.  
  121.  
  122. // Function the converts string inputs to line style code
  123. line_style_function(input_var) =>
  124. switch input_var
  125. "dotted (┈)" => line.style_dotted
  126. "dashed (╌)" => line.style_dashed
  127. => line.style_solid
  128.  
  129.  
  130. // Function that converts string inputs to text size code
  131. text_size_function(string_size) =>
  132. switch string_size
  133. "Tiny" => size.tiny
  134. "Small" => size.small
  135. "Normal" => size.normal
  136. "Large" => size.large
  137. "Huge" => size.huge
  138. "Auto" => size.auto
  139.  
  140.  
  141.  
  142. ///////////////////////////////////////////////////////////////////////////////// MAIN FUNCTION
  143.  
  144. // Creates lines and labels accoriding to settings
  145. session_liquidity_lines_function(HIGH_LINE_TOGGLE, LOW_LINE_TOGGLE, HIGH_LABEL_TOGGLE, LOW_LABEL_TOGGLE, SESSION_TIME, DAYS_BACK, NEW_DAY, LINE_HIGH_COLOR, LINE_HIGH_STYLE, LINE_HIGH_WIDTH, LINE_LOW_COLOR, LINE_LOW_STYLE, LINE_LOW_WIDTH, TEXT_COLOR, TEXT_CHAR, TEXT_SIZE) =>
  146.  
  147. // Time period variables
  148. session_est_window = time(timeframe.period, SESSION_TIME, "America/New_York")
  149. // Parse start hour and start minutes from session string
  150. session_start_hour = str.substring(SESSION_TIME, 0, 2)
  151. session_start_minutes = str.substring(SESSION_TIME, 2, 4)
  152. // Use time hour and minute to create boolean for time
  153. session_start_time = (hour(time, "America/New_York") == str.tonumber(session_start_hour)) and (minute(time) == str.tonumber(session_start_minutes))
  154.  
  155. // Line Style functions
  156. session_line_high_style = line_style_function(LINE_HIGH_STYLE)
  157. session_line_low_style = line_style_function(LINE_LOW_STYLE)
  158. // Text size function
  159. label_text_size = text_size_function(TEXT_SIZE)
  160.  
  161. // Instantiate variables
  162. var float session_high = 0.0
  163. var float session_low = 0.0
  164. var line session_line_low = na
  165. var line session_line_high = na
  166. var label session_label_low = na
  167. var label session_label_high = na
  168. var float price_session_line_low = na
  169. var float price_session_line_high = na
  170.  
  171. standardized_calc = ta.stdev(close, 10) / 2
  172.  
  173. // Only display the specified number of days back
  174. if DAYS_BACK
  175.  
  176. // Toggle NY Session box on/off
  177. // Only display when timeframe is 30 minutes or less
  178. if timeframe.isminutes and timeframe.multiplier < 60
  179.  
  180. // If a new day starts, create initial lines
  181. if NEW_DAY
  182.  
  183. if HIGH_LINE_TOGGLE
  184. session_line_high := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_HIGH_COLOR, style=session_line_high_style, width=LINE_HIGH_WIDTH)
  185. if LOW_LINE_TOGGLE
  186. session_line_low := line.new(x1=na, y1=na, x2=na, y2=na, color=LINE_LOW_COLOR, style=session_line_low_style, width=LINE_LOW_WIDTH)
  187.  
  188. // Dummy variable to trick pine script. Both sides of the conditional must return the same object type
  189. pine_script = 5
  190.  
  191. // If not new day, then update the highest high and lowest low values and update the lines
  192. else
  193.  
  194. // When time cross the start time, create the line with updated highs and lows for the first time
  195. if session_start_time
  196. session_high := high
  197. session_low := low
  198.  
  199. if HIGH_LINE_TOGGLE
  200. // Update high line with initial x's and y's
  201. line.set_x1(session_line_high, bar_index)
  202. line.set_y1(session_line_high, session_high)
  203. line.set_x2(session_line_high, bar_index + 1)
  204. line.set_y2(session_line_high, session_high)
  205.  
  206. if LOW_LINE_TOGGLE
  207. // Update low line with initial x's and y's
  208. line.set_x1(session_line_low, bar_index)
  209. line.set_y1(session_line_low, session_low)
  210. line.set_x2(session_line_low, bar_index + 1)
  211. line.set_y2(session_line_low, session_low)
  212.  
  213. // At every new candle during specified time span, update y1, x2, y2 values to move the lines up or down and to the right
  214. if session_est_window
  215. session_high := math.max(session_high, high)
  216. session_low := math.min(session_low, low)
  217.  
  218. if HIGH_LINE_TOGGLE
  219. // Don't need to update x1
  220. line.set_y1(session_line_high, session_high)
  221. line.set_x2(session_line_high, bar_index + 1)
  222. line.set_y2(session_line_high, session_high)
  223.  
  224. if LOW_LINE_TOGGLE
  225. // Don't need to update x1
  226. line.set_y1(session_line_low, session_low)
  227. line.set_x2(session_line_low, bar_index + 1)
  228. line.set_y2(session_line_low, session_low)
  229.  
  230. // Draw label only for most recent line
  231. // Calculation to center label on line
  232. x_middle = (line.get_x2(session_line_low) - line.get_x1(session_line_low)) / 2
  233.  
  234. if HIGH_LABEL_TOGGLE
  235. price_session_line_high := line.get_price(session_line_high, bar_index)
  236. session_label_high := label.new(x=bar_index - x_middle, y=price_session_line_high, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_high), size = label_text_size)
  237. // Delete all pasts labels except the most recent one
  238. label.delete(session_label_high[1])
  239.  
  240. if LOW_LABEL_TOGGLE
  241. // Get y value (price) of midnight open line
  242. price_session_line_low := line.get_price(session_line_low, bar_index)
  243. session_label_low := label.new(x=bar_index - x_middle, y=price_session_line_low - standardized_calc, text=TEXT_CHAR, xloc=xloc.bar_index, color=color.new(#131722, 100), textcolor=TEXT_COLOR, tooltip=str.tostring(price_session_line_low), size = label_text_size)
  244. // Delete all pasts labels except the most recent one
  245. label.delete(session_label_low[1])
  246.  
  247. // Dummy variable to trick pine script. Both sides of the conditional must return the same object type
  248. pine_script = 6
  249.  
  250.  
  251.  
  252. //------------------------------------
  253. // 1st SESSION LIQUIDITY
  254. //------------------------------------
  255.  
  256.  
  257. session_liquidity_lines_function(i_1st_session_high_line_toggle, i_1st_session_low_line_toggle, i_1st_session_high_label_toggle, i_1st_session_low_label_toggle, i_1st_session_time, in_days_back_range, newDayFirstStartLine, i_1st_session_line_high_color, i_1st_session_line_high_style, i_1st_session_line_high_width, i_1st_session_line_low_color, i_1st_session_line_low_style, i_1st_session_line_low_width, i_1st_session_text_color, i_1st_session_text_char, i_1st_session_text_size)
  258.  
  259.  
  260. //------------------------------------
  261. // 2nd SESSION LIQUIDITY
  262. //------------------------------------
  263.  
  264.  
  265. session_liquidity_lines_function(i_2nd_session_high_line_toggle, i_2nd_session_low_line_toggle, i_2nd_session_high_label_toggle, i_2nd_session_low_label_toggle, i_2nd_session_time, in_days_back_range, newDaySecondStartLine, i_2nd_session_line_high_color, i_2nd_session_line_high_style, i_2nd_session_line_high_width, i_2nd_session_line_low_color, i_2nd_session_line_low_style, i_2nd_session_line_low_width, i_2nd_session_text_color, i_2nd_session_text_char, i_2nd_session_text_size)
  266.  
  267.  
  268. //------------------------------------
  269. // 3rd SESSION LIQUIDITY
  270. //------------------------------------
  271.  
  272.  
  273. session_liquidity_lines_function(i_3rd_session_high_line_toggle, i_3rd_session_low_line_toggle, i_3rd_session_high_label_toggle, i_3rd_session_low_label_toggle, i_3rd_session_time, in_days_back_range, newDayThirdStartLine, i_3rd_session_line_high_color, i_3rd_session_line_high_style, i_3rd_session_line_high_width, i_3rd_session_line_low_color, i_3rd_session_line_low_style, i_3rd_session_line_low_width, i_3rd_session_text_color, i_3rd_session_text_char, i_3rd_session_text_size)
  274.  
  275.  
  276. /////////////////////////////////////////////////////////////////////////////////
  277.  
Advertisement
Add Comment
Please, Sign In to add comment
Public Pastes
We use cookies for various purposes including analytics. By continuing to use Pastebin, you agree to our use of cookies as described in the Cookies Policy.  OK, I Understand
Not a member of Pastebin yet?
Sign Up, it unlocks many cool features!