TV_Source

//@version=3
study(shorttitle = "Liquidity", title="Liquidity in market")

minuteSeriesVolume = security(tickerid, "1", volume)
minuteSeriesHLCC = security(tickerid, "1", ((high+low+close+close)/4))

moneyprice = vwap
hlcc=minuteSeriesHLCC

moneyflow=vwap*minuteSeriesVolume
mmm=minuteSeriesHLCC*minuteSeriesVolume
previousMoneyFlow=vwap[1]*minuteSeriesVolume[1]

liquidity = (mmm-moneyflow)

val = linreg(liquidity - avg(avg(highest(liquidity, 5), lowest(liquidity, 5)), sma(liquidity,5)), 5, 0)

plot(liquidity, color=iff(liquidity > 0, lime, red), style=histogram, linewidth=2)