Volume Support and Resistance

//@version=5
indicator('Volume Support and Resistance', shorttitle='VSR', overlay=true, max_bars_back=500)
from = input.int(0, minval=0, maxval=400, step=1, tooltip = "start candle, maxval=400")
loockback = input.int(100, minval=10, maxval=500, tooltip="The number of candles selected for the calculation to go back from the starting candle. Selecting the number of candles greater than 200 can cause errors in the time required for processing. minval=10, maxval=500")
resist_high_slice = input.int(30, "Resist high slice",minval=11, maxval=60, tooltip="Aim for the highest green-to-red volume ratio by setting the maximum number of slices from Highest momentum price to close[]of start candle. minval=11, maxval=60")
supp_high_slice = input.int(30, "supp high slice",minval=11, maxval=60, tooltip="Aim for the highest red-to-green volume ratio by setting the maximum number of slices from Lowest momentum price to close[]of start candle. minval=11, maxval=60")
var nvl = matrix.new<float>(2,8,0) //Best layers storage table
var nvl_s = matrix.new<string>(2,2,na)
var L = array.new_label(loockback,na)
rl = 0 //row of labels table

start = from
end = from + loockback
var float hst = na
var int hstcount = na
var float lst = na
var int lstcount = na
float mhigh = na //The top border of the layer
float mlow = na //The bottom border of the layer
float green_vol = 0.0
float red_vol = 0.0
int place = na //place == -1 for supports and +1 for resistances
var float pr = na //layer height
bool savedata = false
int green_candles = 0 //Candle counter
int red_candles = 0
if barstate.islast
    max_bars_back(time,500)
    matrix.fill(nvl, 0, 0, 2, 0, 7)
    matrix.fill(nvl_s, na, 0, 2, 0, 2)
    for j = 0 to loockback-1
		lb = array.get(L, j)
		label.delete(lb)
    hst := na
    lst := na
    hstcount := na
    lstcount := na
    for i = start to end
        if close[i]>open[i] and ((high[i]-close[i])+(open[i]-low[i]))<(close[i]-open[i]) //Green momentum candle
            if na(hst) or high[i]>hst
                hst := high[i]
                hstcount := i
        if close[i]<open[i] and ((high[i]-open[i])+(close[i]-low[i]))<(open[i]-close[i]) //Red momentum candle
            if na(lst) or low[i]<lst
                lst := low[i]
                lstcount := i
    array.set(L,rl,label.new(bar_index-hstcount, high[hstcount], "Highest momentum price", color = color.new(color.red,60), textalign = text.align_center,style = label.style_label_lower_right))
    rl += 1
    array.set(L,rl,label.new(bar_index-lstcount, low[lstcount], "Lowest momentum price", color = color.new(color.green,60), textalign = text.align_center,style = label.style_label_upper_right))
    rl += 1
    //CALCULATING VOLUME IN LAYERS
    for k = resist_high_slice to 1
        if close[from]>=low[hstcount]
            pr := (hst - hlc3[hstcount]) / k
        else
            pr := (hst - close[from]) / k
        place := 1
        for j = 0 to k-1 //Resistance
            mhigh := hst - (j*pr)
            mlow := hst - ((j+1)*pr)
            green_vol := 0.0
            red_vol := 0.0
            savedata := false
            green_candles := 0
            red_candles := 0
            for i = start to end //candles
                if high[i]<=mhigh and low[i]>=mlow //1
                    if close[i]>open[i]
                        green_vol += volume[i]
                        green_candles += 1
                    else
                        red_vol += volume[i]
                        red_candles += 1
                if high[i]<=mhigh and high[i]>mlow and low[i]<mlow //2
                    if close[i]>open[i]
                        green_vol += (math.abs(high[i]-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(high[i]-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
                if high[i]>mhigh and low[i]<mhigh and low[i]>=mlow //3
                    if close[i]>open[i]
                        green_vol += (math.abs(mhigh-low[i]) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(mhigh-low[i]) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
                if high[i]>mhigh and low[i]<mlow //4
                    if close[i]>open[i]
                        green_vol += (math.abs(mhigh-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(mhigh-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
            if green_vol>0 and red_vol==0
                if matrix.get(nvl, 0, 0)==0
                    savedata := true
                if k<matrix.get(nvl, 0, 0)
                    savedata := true
            if green_vol>0 and red_vol>0
                if matrix.get(nvl, 0, 0)==0
                    savedata := true
                if ((green_vol/red_vol)>(matrix.get(nvl, 0, 3)/matrix.get(nvl, 0, 4))) and green_candles>=matrix.get(nvl, 0, 6) and red_candles<=matrix.get(nvl, 0, 7)
                    savedata := true
            if (green_vol/red_vol)==(matrix.get(nvl, 0, 3)/matrix.get(nvl, 0, 4)) and pr>matrix.get(nvl, 0, 5)
                savedata := true
            if savedata==true
                matrix.set(nvl, 0, 0, k)
                matrix.set(nvl, 0, 1, mlow)
                matrix.set(nvl, 0, 2, mhigh)
                matrix.set(nvl, 0, 3, green_vol)
                matrix.set(nvl, 0, 4, red_vol)
                matrix.set(nvl, 0, 5, pr)
                matrix.set(nvl, 0, 6, green_candles)
                matrix.set(nvl, 0, 7, red_candles)
    for k = supp_high_slice to 1
        if close[from]<=high[lstcount]
            pr := (hlc3[lstcount] - lst) / k
        else
            pr := (close[from] - lst) / k
        place := -1
        for j = 0 to k-1 //Resistance
            mhigh := lst + ((j+1)*pr)
            mlow := lst + (j*pr)
            green_vol := 0.0
            red_vol := 0.0
            savedata := false
            green_candles := 0
            red_candles := 0
            for i = start to end //candles
                if high[i]<=mhigh and low[i]>=mlow //1
                    if close[i]>open[i]
                        green_vol += volume[i]
                        green_candles += 1
                    else
                        red_vol += volume[i]
                        red_candles += 1
                if high[i]<=mhigh and high[i]>mlow and low[i]<mlow //2
                    if close[i]>open[i]
                        green_vol += (math.abs(high[i]-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(high[i]-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
                if high[i]>mhigh and low[i]<mhigh and low[i]>=mlow //3
                    if close[i]>open[i]
                        green_vol += (math.abs(mhigh-low[i]) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(mhigh-low[i]) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
                if high[i]>mhigh and low[i]<mlow //4
                    if close[i]>open[i]
                        green_vol += (math.abs(mhigh-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        green_candles += 1
                    else
                        red_vol += (math.abs(mhigh-mlow) / math.abs(high[i]-low[i]))*volume[i]
                        red_candles += 1
            if red_vol>0 and green_vol==0
                if matrix.get(nvl, 1, 0)==0
                    savedata := true
                if k<matrix.get(nvl, 1, 0)
                    savedata := true
            if red_vol>0 and green_vol>0
                if matrix.get(nvl, 1, 0)==0
                    savedata := true
                if (red_vol/green_vol)>(matrix.get(nvl, 1, 4)/matrix.get(nvl, 1, 3)) and green_candles<=matrix.get(nvl, 1, 6) and red_candles>=matrix.get(nvl, 1, 7)
                    savedata := true
            if (red_vol/green_vol)==(matrix.get(nvl, 1, 4)/matrix.get(nvl, 1, 3)) and pr>matrix.get(nvl, 1, 5)
                savedata := true
            if savedata==true
                matrix.set(nvl, 1, 0, k)
                matrix.set(nvl, 1, 1, mlow)
                matrix.set(nvl, 1, 2, mhigh)
                matrix.set(nvl, 1, 3, green_vol)
                matrix.set(nvl, 1, 4, red_vol)
                matrix.set(nvl, 1, 5, pr)
                matrix.set(nvl, 1, 6, green_candles)
                matrix.set(nvl, 1, 7, red_candles)
//PLOTING LINE AND BOXES
var line baseLine = na
if na(baseLine)
    baseLine:= line.new(bar_index - lstcount, lst, bar_index - hstcount, hst, width=1)
else
    line.set_xy1(baseLine, bar_index - lstcount, lst)
    line.set_xy2(baseLine, bar_index - hstcount, hst)
var box resist_box = na
if na(resist_box)
    resist_box := box.new(bar_index-from-loockback, matrix.get(nvl,0,2), bar_index-from, matrix.get(nvl,0,1),bgcolor=color.new(color.red,60), border_color=color.new(color.red,100))
else
    box.set_lefttop(resist_box, bar_index-from-loockback, matrix.get(nvl,0,2))
    box.set_rightbottom(resist_box, bar_index-from ,matrix.get(nvl,0,1))
var box supp_box = na
if na(supp_box)
    supp_box := box.new(bar_index-from-loockback, matrix.get(nvl,1,2), bar_index-from, matrix.get(nvl,1,1),bgcolor=color.new(color.green,60), border_color=color.new(color.green,100))
else
    box.set_lefttop(supp_box, bar_index-from-loockback, matrix.get(nvl,1,2))
    box.set_rightbottom(supp_box, bar_index-from ,matrix.get(nvl,1,1))
//FORMATING VOLUMES
if barstate.islast
    for j = 0 to 1
        string formatPrecision = "#" + "0.000000"
        for i = 3 to 4 //The density of green and red volumes are stored in indexes 3 and 4 of the table, respectively.
            float gvol_digitsAmt = math.log10(math.abs(matrix.get(nvl,j,i)))
            string sgvd = if gvol_digitsAmt > 12
                str.tostring(matrix.get(nvl,j,i) / 1e12, formatPrecision + " T")
            else if gvol_digitsAmt > 9
                str.tostring(matrix.get(nvl,j,i) / 1e9, formatPrecision + " B")
            else if gvol_digitsAmt > 6
                str.tostring(matrix.get(nvl,j,i) / 1e6, formatPrecision + " M")
            else if gvol_digitsAmt > 3
                str.tostring(matrix.get(nvl,j,i) / 1e3, formatPrecision + " K")
            else
                str.tostring(matrix.get(nvl,j,i), "#" + formatPrecision)
            matrix.set(nvl_s, j, i-3, sgvd)
    //PLOTING LABELS
    string strLL = na
    strLL := str.format("cutting = {0,number,#} Layers",matrix.get(nvl,0,0))
    strLL := strLL + str.format("\nlayer height = {0,number,#.########}",matrix.get(nvl,0,5))
    strLL := strLL + str.format("\n{0,number,#.#########}",matrix.get(nvl,0,1))
    strLL := strLL + str.format(" >>> {0,number,#.########}",matrix.get(nvl,0,2))
    strLL := strLL +"\ngreen_vol = "+str.tostring(matrix.get(nvl_s,0,0))
    strLL := strLL +"\nred_vol = "+str.tostring(matrix.get(nvl_s,0,1))
    if matrix.get(nvl,0,4)>0
        strLL := strLL +"\n(green_vol / red_vol) = "+str.tostring((matrix.get(nvl,0,3)/matrix.get(nvl,0,4)))
    else if matrix.get(nvl,0,4)==0
        strLL := strLL + "\n(green_vol / red_vol) = Unlimited"
    array.set(L,rl,label.new(bar_index-from, matrix.get(nvl,0,2), strLL, textalign = text.align_center,style = label.style_label_lower_left,color =color.new(color.red,80)))
    rl += 1
    strLL := str.format("cutting = {0,number,#} Layers",matrix.get(nvl,1,0))
    strLL := strLL + str.format("\nlayer height = {0,number,#.########}",matrix.get(nvl,1,5))
    strLL := strLL + str.format("\n{0,number,#.#########}",matrix.get(nvl,1,1))
    strLL := strLL + str.format(" >>> {0,number,#.########}",matrix.get(nvl,1,2))
    strLL := strLL +"\ngreen_vol = "+str.tostring(matrix.get(nvl_s,1,0))
    strLL := strLL +"\nred_vol = "+str.tostring(matrix.get(nvl_s,1,1))
    if matrix.get(nvl,1,3)>0
        strLL := strLL +"\n(red_vol / green_vol) = "+str.tostring((matrix.get(nvl,1,4)/matrix.get(nvl,1,3)))
    else
        strLL := strLL + "\n(red_vol / green_vol) = Unlimited"
    array.set(L,rl,label.new(bar_index-from, matrix.get(nvl,1,1), strLL, textalign = text.align_center,style = label.style_label_upper_left,color =color.new(color.green,80)))
    rl += 1