Supply and Demand Zones |Moon Dev|

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

//@version=5
indicator("Supply and Demand Zones |Moon Dev|", shorttitle="SDZ |Moon Dev|", overlay=true, max_boxes_count= 500, max_bars_back =  500)

// settings
thres = input.float(10, 'Threshold %', minval= 0, maxval=100)
div = input.int(50, 'Resolution', minval=2, maxval=500)
custom_timeframe = input.timeframe('', 'Intrabar Timeframe')

// picking oour color
supplysh0w = input(true, 'Supply Sh0w', inline='supply', group = 'Style')
c0l0rsupply = input(#FF0000, 'Color', inline='supply', group='Stlye')
supplyar3a = input(true, 'Show area', inline='supply', group = 'Style')
supplyavg = input(true, 'Show avg', inline = 'supply', group = 'Style')
supply_weighted_avg = input(true, 'Show weighted avg', inline = 'supply', group = 'Style')

show3qualibr1un = input(true, 'show equalibrium', inline='equi', group='Style')
c0lor3qual = input(color.gray, 'Color', inline= 'equi', group = 'Style')
avg3qualib = input(true, 'equalibrium avg', inline='equi', group='Style')
w3ight3d_avg_3qual = input(true, 'weighted avg equalibrium', inline='equi', group='Style')

showd3mand = input(true, 'show demand', inline='demand', group='Style')
c0lor_d3mand = input(#008000, 'Color', inline='demand', group='Style')
d3mandar3a = input(true, 'show area', inline='demand', group='Style')
d3mandavg = input(true, 'show average', inline='demand', group='Style')
d3mand_w3ight3d_avg = input(true, 'show weighted avg', inline='demand', group='Style')

// Custom types

type DemandSupplyCrate
    float quantity
    float last_amount
    float total
    float previous_total
    float total_accumulated
    float average_quantity
    bool fulfilled

type DemandSupplyZone
    box box_obj
    line avg_path
    line weighted_avg_line

// operations
n = bar_index

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

method configure_section(DemandSupplyZone id, x1, top, bottom, avg_val, wavg_val, display_section, display_avg, display_wavg)=>
    if display_section
        id.box_obj.set_lefttop(x1, top)
        id.box_obj.set_rightbottom(n, bottom)

    if display_avg
        id.avg_path.set_xy1(x1, avg_val)
        id.avg_path.set_xy2(n, avg_val)

    if display_avg
        id.weighted_avg_line.set_xy1(x1, wavg_val)
        id.weighted_avg_line.set_xy2(n, wavg_val)

// setting up variables
var peak_amount = 0.
var bottom_amount = 0.
var x_init = 0
var total_accumulated = 0.

// intrabar info
[high_amount, low_amount, volume_data] = request.security_lower_tf(syminfo.tickerid, custom_timeframe, fetch_data())

// initiliazation on intial bar
if time == chart.left_visible_bar_time
    peak_amount := high
    bottom_amount := low
    total_accumulated := volume
    x_init := n

else // accumulation
    peak_amount := math.max(high, peak_amount)
    bottom_amount := math.min(low, bottom_amount)
    total_accumulated += volume

// establish regions

var region_A = DemandSupplyZone.new(box.new(na, na, na, na, na, bgcolor = color.new(c0l0rsupply, 80)), line.new(na, na, na, na , color = c0l0rsupply), line.new(na, na, na, na, color=c0l0rsupply, style=line.style_dashed))

var region_B = DemandSupplyZone.new(box.new(na, na, na, na, na, bgcolor = color.new(c0lor_d3mand, 80)), line.new(na, na, na, na , color = c0lor_d3mand), line.new(na, na, na, na, color=c0lor_d3mand, style=line.style_dashed))

var equalibrium_boundary = line.new(na, na, na, na, color = c0lor3qual)
var weighted_equalibrium_boundary = line.new(na, na, na, na, color = c0lor3qual, style = line.style_dashed)

var float A_weighted_avg = na
var float B_weighted_avg = na

if time == chart.right_visible_bar_time
    partition_size = (peak_amount - bottom_amount) / div
    A_section = DemandSupplyCrate.new(peak_amount, peak_amount, 0, 0, 0, 0, false) // A_secont == Supply B = Demand
    B_section = DemandSupplyCrate.new(bottom_amount, bottom_amount, 0, 0, 0, 0, false)

    // iterate through segments
    for i  = 0 to div -1
        A_section.quantity -= partition_size
        B_section.quantity += partition_size

        // cumulative quntity column
        if not A_section.fulfilled and supplysh0w and supplyar3a
            box_obj = box.new(x_init, A_section.last_amount, x_init + int(A_section.total / total_accumulated * (n - x_init)), A_section.quantity, na, bgcolor=color.new(c0l0rsupply, 50))
            avg_path = line.new(na, na, na, na, color = c0l0rsupply)
            weighted_avg_line = line.new(na, na, na, na, color=c0l0rsupply, style=line.style_dotted)
            region_A := DemandSupplyZone.new(box_obj, avg_path, weighted_avg_line)

        if not B_section.fulfilled and showd3mand and d3mandar3a
            box_obj = box.new(x_init, B_section.quantity, x_init + int(B_section.total / total_accumulated * (n - x_init)), B_section.last_amount, na, bgcolor=color.new(c0lor_d3mand, 50))
            avg_path = line.new(na, na, na, na, color = c0lor_d3mand)
            weighted_avg_line = line.new(na, na, na, na, color=c0lor_d3mand, style=line.style_dotted)
            region_B := DemandSupplyZone.new(box_obj, avg_path, weighted_avg_line)

        // iterate thought steps
        for j = 0 to (n-x_init)-1
            // iterate through sub steps
            for k = 0 to (volume_data[j]).size()-1
            // accumulate if within upper range
                A_section.total += (high_amount[j]).get(k) > A_section.quantity and (high_amount[j]).get(k) < A_section.last_amount ? (volume_data[j]).get(k) : 0
                A_section.average_quantity += A_section.quantity * (A_section.total - A_section.previous_total)
                A_section.total_accumulated += A_section.total - A_section.previous_total
                A_section.previous_total := A_section.total

            // accumulate if within lower range
                B_section.total += (low_amount[j]).get(k) < B_section.quantity and (low_amount[j]).get(k) < B_section.last_amount ? (volume_data[j]).get(k) : 0
                B_section.average_quantity += B_section.quantity * (B_section.total - B_section.previous_total)
                B_section.total_accumulated += B_section.total - B_section.previous_total
                B_section.previous_total := B_section.total

            // check if a section accumualted amount exceed threshold and set
            if A_section.total / total_accumulated * 100 > thres and not A_section.fulfilled
                avg = math.avg(peak_amount, A_section.quantity)
                A_weighted_avg := A_section.average_quantity / A_section.total_accumulated

                // show box/level cordinates
                if supplysh0w
                    region_A.configure_section(x_init, peak_amount, A_section.quantity, avg, A_weighted_avg, supplyar3a, supplyavg, supply_weighted_avg)

                A_section.fulfilled := true

            if B_section.total / total_accumulated * 100 > thres and not B_section.fulfilled
                avg = math.avg(bottom_amount, B_section.quantity)
                B_weighted_avg := B_section.average_quantity / B_section.total_accumulated

                // show box/level cordinates
                if showd3mand
                    region_B.configure_section(x_init,  B_section.quantity, bottom_amount, avg, B_weighted_avg, d3mandar3a, d3mandavg, d3mand_w3ight3d_avg)

                B_section.fulfilled := true

            if A_section.fulfilled and B_section.fulfilled
                break

        if A_section.fulfilled and B_section.fulfilled and show3qualibr1un
            // set equalibrium
            if avg3qualib
                avg = math.avg(peak_amount, bottom_amount)
                equalibrium_boundary.set_xy1(x_init, avg)
                equalibrium_boundary.set_xy2(n, avg)

            // weighted
            if w3ight3d_avg_3qual
                wavg = math.avg(A_weighted_avg, B_weighted_avg)
                weighted_equalibrium_boundary.set_xy1(x_init, wavg)
                weighted_equalibrium_boundary.set_xy2(n, wavg)

            break

        A_section.last_amount := A_section.quantity
        B_section.last_amount := B_section.quantity