TPO Project

//This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © alphatrader09

//@version=4
study("TPO Project", overlay = true, max_lines_count = 500)
tpoSize             =   input(20)
timeFrame           =   input("D")
// pltLine     =   input(title = "TPO Length", type    =   input.integer, defval = 2)
int i_sessions          =   input( title='Sessions to display:', defval=50, minval=1, maxval=50, tooltip='Session number to display.')
_uppercol       =   input(title  = "Colors for Value Area High" , type = input.color, defval = #f50000)
_downcol        =   input(title  = "Colors for Value Area Low"  , type = input.color, defval = #00c700)
_poccol         =   input(title  = "Color of PoC"               , type = input.color, defval = #00bfff)
_pdhl           =   input(title  = "Color of PDH & PDL"         , type = input.color, defval = color.gray)



inrange(_tpo,_high,_low)=>
    cond    =   _high >= _tpo and _low <= _tpo


get_index(_array, up, dn)=>
    upval  =   array.get(_array,up)
    dnval  =   array.get(_array,dn)
    index  = upval > dnval ? up : dn
    val     =   max(upval, dnval)
    [index, val]

MarketProfile(res) =>
    bool    newbar      =   change(time(res))   !=  0
    float   tfHigh      =   na
    float   tfLow       =   na
    int     barNum      =   na
    var     tpoIndex   =   array.new_int(tpoSize + 2 , 0)
    var     tpoValue   =   array.new_float(tpoSize + 2 , 0)


    tfHigh  :=      newbar  ?   high    :   max(tfHigh[1], high)
    tfLow   :=      newbar  ?   low     :   min(tfLow[1], low)
    barNum  :=      newbar  ?   0       :   barNum[1]   +   1
    ranGe   =      tfHigh  -   tfLow
    tpoDiff =       ranGe   /   tpoSize

    int     tpoSum      =   0
    for x   =   0   to  tpoSize
        _tpovalue   =   tfLow + (x)* tpoDiff
        array.set(tpoValue, x, _tpovalue)
        int tpoind = 0
        for i = 0 to barNum
            if inrange(_tpovalue, high[i], low[i])
                tpoind:=    tpoind + 1
        _tpoIndex   = tpoind
        array.set(tpoIndex, x, _tpoIndex)
        tpoSum  :=   tpoSum  +   _tpoIndex


    pocLen     =   array.max(tpoIndex)
    pocIndex   =   array.indexof(tpoIndex,pocLen)
    pocValue    =   tfLow  +   pocIndex* tpoDiff

    int vaHighIndex         =   pocIndex
    int vaLowIndex          =   pocIndex
    float valueArea         =   pocLen
    float   targetArea      =   tpoSum * 0.70

    // for i   =   1   to tpoSize
    //     if valueArea    <   targetArea
    //         vaHighIndex     :=   min(tpoSize - 1, vaHighIndex + 1)
    //         valueArea       :=  valueArea   +   array.get(tpoIndex,vaHighIndex)
    //     if valueArea    <   targetArea
    //         vaLowIndex      :=   max(0, vaLowIndex - 1)
    //         valueArea       :=  valueArea   +   array.get(tpoIndex,vaLowIndex)

    for x   =   0    to tpoSize
        if valueArea   <=   tpoSum  *   0.70
            tup =   min(tpoSize,vaHighIndex + 1)
            tdn =   max(0,vaLowIndex - 1)
            [index,val] = get_index(tpoIndex,tup,tdn)
            if index == tdn
                vaLowIndex  := tdn
                valueArea   :=  valueArea + val
            else
                vaHighIndex :=  tup
                valueArea   :=  valueArea   + val



    vaHigh  =   (tfLow  +   (vaHighIndex  ) * tpoDiff)
    vaLow   =   (tfLow  +   (vaLowIndex) * tpoDiff)


    pocV    =   valuewhen(newbar, pocValue[1],0)
    vaH     =   valuewhen(newbar, vaHigh[1],0)
    vaL     =   valuewhen(newbar, vaLow[1],0)
    maxH    =   tfHigh  -   pocV
    [pocValue,pocV, vaH, vaL, vaHigh, vaLow]


[pocValue,pocV, vaH, vaL, vaHigh, vaLow]  =   MarketProfile(timeFrame)

newSession  =   change(time(timeFrame)) !=  0
insession   =   change(time(timeFrame)) ==  0
plot(insession ? pocValue: na, color = _poccol, linewidth = 1, style = plot.style_linebr)
// plot(insession ? vaHigh: na, color = _uppercol, linewidth = 1, style = plot.style_linebr)
// plot(insession ? vaLow: na, color = _downcol, linewidth = 1, style = plot.style_linebr)


tfHigh  =   0.0
tfHigh  :=   newSession  ?   high    :   max(tfHigh[1], high)

var int previous_session_start = na
var int previous_session_end = na

if newSession
    previous_session_start := previous_session_end
    previous_session_end := time

f_Lines_show(_array,max_lines, new_line)=>
    int _size   =   array.size(_array)
    if  _size   >=  max_lines
        line.delete(array.pop(_array))
    array.unshift(_array, new_line)

f_Lines_draw(_x1,_y1,_x2,_y2,_col) =>   line.new(_x1,_y1,_x2, _y2, extend =extend.none, xloc = xloc.bar_time, color =_col,  style = line.style_solid, width =2)

var line[] valueH_Lines =   array.new_line(0)
var line[] valueL_Lines =   array.new_line(0)
var line[] poC_Lines    =   array.new_line(0)

if newSession
    // _valHline   =   line.new(previous_session_end, vah_value[1], time_close(i_session_timeframe), vah_value[1], extend = extend.none, xloc = xloc.bar_time, color = color.new(_uppercol,0), width = 2)
    // _valLline   =   line.new(previous_session_end, val_value[1], time_close(i_session_timeframe), val_value[1], extend = extend.none, xloc = xloc.bar_time, color = color.new(_downcol,0), width = 2)
    // _pocLine    =   line.new(previous_session_end, poc[1], time_close(i_session_timeframe), poc[1], extend = extend.none, xloc = xloc.bar_time, color = color.new(_poccol,0), width = 2)
    f_Lines_show(valueH_Lines, i_sessions,f_Lines_draw(previous_session_end, vaH, time_close(timeFrame), vaH, _uppercol))
    f_Lines_show(valueL_Lines, i_sessions,f_Lines_draw(previous_session_end, vaL, time_close(timeFrame), vaL, _downcol))
    f_Lines_show(poC_Lines, i_sessions,f_Lines_draw(previous_session_end, pocV, time_close(timeFrame), pocV, _poccol))