Supply and Demand Visible Range [LuxAlgo]

// 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/
// © LuxAlgo

//@version=5
indicator("Supply and Demand Visible Range [LuxAlgo]", overlay = true, max_boxes_count = 500, max_bars_back = 500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
per = input.float(10., 'Threshold %', minval = 0, maxval = 100)
div = input.int(50, 'Resolution'    , minval = 2, maxval = 500)
tf  = input.timeframe('', 'Intrabar TF')

//Colors
showSupply = input(true ,'Supply        ', inline = 'supply', group = 'Style')
supplyCss  = input(#2157f3, ''         , inline = 'supply', group = 'Style')
supplyArea = input(true ,'Area'          , inline = 'supply', group = 'Style')
supplyAvg  = input(true ,'Average'       , inline = 'supply', group = 'Style')
supplyWavg = input(true ,'Weighted'      , inline = 'supply', group = 'Style')

showEqui   = input(true ,'Equilibrium'   , inline = 'equi'  , group = 'Style')
equiCss    = input(color.gray, ''      , inline = 'equi'  , group = 'Style')
equiAvg    = input(true ,'Average'       , inline = 'equi'  , group = 'Style')
equiWavg   = input(true ,'Weighted'      , inline = 'equi'  , group = 'Style')

showDemand = input(true ,'Demand    '    , inline = 'demand', group = 'Style')
demandCss  = input(#ff5d00, ''         , inline = 'demand', group = 'Style')
demandArea = input(true ,'Area'          , inline = 'demand', group = 'Style')
demandAvg  = input(true ,'Average'       , inline = 'demand', group = 'Style')
demandWavg = input(true ,'Weighted'      , inline = 'demand', group = 'Style')

//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type bin
    float lvl
    float prev
    float sum
    float prev_sum
    float csum
    float avg
    bool isreached

type area
    box  bx
    line avg
    line wavg

//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
n = bar_index

get_hlv()=> [high, low, volume]

method set_area(area id, x1, top, btm, avg, wavg, showArea, showAvg, showWavg)=>
    if showArea
        id.bx.set_lefttop(x1, top)
        id.bx.set_rightbottom(n, btm)

    if showAvg
        id.avg.set_xy1(x1, avg)
        id.avg.set_xy2(n, avg)

    if showWavg
        id.wavg.set_xy1(x1, wavg)
        id.wavg.set_xy2(n, wavg)

//-----------------------------------------------------------------------------}
//Main variables
//-----------------------------------------------------------------------------{
var max  = 0.
var min  = 0.
var x1   = 0
var csum = 0.

//Intrabar data
[h, l, v] = request.security_lower_tf(syminfo.tickerid, tf, get_hlv())

//Init on left bar
if time == chart.left_visible_bar_time
    max := high
    min := low
    csum := volume
    x1 := n
else //Accumulate
    max := math.max(high, max)
    min := math.min(low, min)
    csum += volume

//-----------------------------------------------------------------------------}
//Set zones
//-----------------------------------------------------------------------------{
var supply_area = area.new(
  box.new(na, na, na, na, na, bgcolor = color.new(supplyCss, 80))
  , line.new(na, na, na, na, color = supplyCss)
  , line.new(na, na, na, na, color = supplyCss, style = line.style_dashed))

var demand_area = area.new(
  box.new(na, na, na, na, na, bgcolor = color.new(demandCss, 80))
  , line.new(na, na, na, na, color = demandCss)
  , line.new(na, na, na, na, color = demandCss, style = line.style_dashed))

var equi  = line.new(na, na, na, na, color = equiCss)
var wequi = line.new(na, na, na, na, color = equiCss, style = line.style_dashed)

var float supply_wavg = na
var float demand_wavg = na

if time == chart.right_visible_bar_time
    r = (max - min) / div
    supply = bin.new(max, max, 0, 0, 0, 0, false)
    demand = bin.new(min, min, 0, 0, 0, 0, false)

    //Loop trough intervals
    for i = 0 to div-1
        supply.lvl -= r
        demand.lvl += r

        //Accumulated volume column
        if not supply.isreached and showSupply and supplyArea
            box.new(x1, supply.prev, x1 + int(supply.sum / csum * (n - x1)), supply.lvl, na
              , bgcolor = color.new(supplyCss, 50))

        if not demand.isreached and showDemand and demandArea
            box.new(x1, demand.lvl, x1 + int(demand.sum / csum * (n - x1)), demand.prev, na
              , bgcolor = color.new(demandCss, 50))

        //Loop trough bars
        for j = 0 to (n - x1)-1
            //Loop trough intrabars
            for k = 0 to (v[j]).size()-1
                //Accumulate if within upper internal
                supply.sum      += (h[j]).get(k) > supply.lvl and (h[j]).get(k) < supply.prev ? (v[j]).get(k) : 0
                supply.avg      += supply.lvl * (supply.sum - supply.prev_sum)
                supply.csum     += supply.sum - supply.prev_sum
                supply.prev_sum := supply.sum

                //Accumulate if within lower interval
                demand.sum      += (l[j]).get(k) < demand.lvl and (l[j]).get(k) > demand.prev ? (v[j]).get(k) : 0
                demand.avg      += demand.lvl * (demand.sum - demand.prev_sum)
                demand.csum     += demand.sum - demand.prev_sum
                demand.prev_sum := demand.sum

            //Test if supply accumulated volume exceed threshold and set box
            if supply.sum / csum * 100 > per and not supply.isreached
                avg = math.avg(max, supply.lvl)
                supply_wavg := supply.avg / supply.csum

                //Set Box/Level coordinates
                if showSupply
                    supply_area.set_area(x1, max, supply.lvl, avg, supply_wavg, supplyArea, supplyAvg, supplyWavg)

                supply.isreached := true

            //Test if demand accumulated volume exceed threshold and set box
            if demand.sum / csum * 100 > per and not demand.isreached and showDemand
                avg = math.avg(min, demand.lvl)
                demand_wavg := demand.avg / demand.csum

                //Set Box/Level coordinates
                if showDemand
                    demand_area.set_area(x1, demand.lvl, min, avg, demand_wavg, demandArea, demandAvg, demandWavg)

                demand.isreached := true

            if supply.isreached and demand.isreached
                break

        if supply.isreached and demand.isreached and showEqui
            //Set equilibrium
            if equiAvg
                avg = math.avg(max, min)
                equi.set_xy1(x1, avg)
                equi.set_xy2(n, avg)

            //Set weighted equilibrium
            if equiWavg
                wavg = math.avg(supply_wavg, demand_wavg)
                wequi.set_xy1(x1, wavg)
                wequi.set_xy2(n, wavg)

            break

        supply.prev := supply.lvl
        demand.prev := demand.lvl

//-----------------------------------------------------------------------------}