// This source code is subject to the terms of the Mozilla Public License 2.

0 at
https://mozilla.org/MPL/2.0/
// © LeviathanCapital

//@version=5
indicator("Range Analysis - By Leviathan", shorttitle='Range Analysis - By
Leviathan', overlay=true, max_boxes_count=500, max_bars_back = 500)

timeGroup = 'Time Interval'

vpGroup = 'Volume Profile / Open Interest Profile / Heatmap'
rangeGroup = 'Range Levels'
nstip = 'Node Size inputs controls the scaling of volume profile nodes in
relation to the range size. Example: The value of 1 will proportionally extend the
nodes to right max of the range, whereas the value of 0.5 will extend the nodes to
the middle of the range.'
rstip = 'Increasing the resolution input will improve the volume profile
but will also limit the script from generating profiles on longer ranges. Play
around and find the higest resolution value that works on your selected range.'
vapcttip = 'Value Area is the area where the most volume occurred. The input
is usually 70% or 68%, but you can adjust it to any percentage you want.'
svtip = 'Useful for assets that have very large spikes in volume over
large bars. It uses ema of volume instead of just volume and helps create better
profiles when needed.'
dirtip = 'Specify the direction of your range (eg. from low to high = UP
and high to low = DOWN). This is only significant for level labels and fibbonacci
levels'
ndtytip = 'Type 1 means that one node consists of both UP and DOWN data.
Type 2 means that UP node will be on the right side of y axis and DOWN node will be
on the left side of y axis.'
prfdirtip = 'Choose whether the nodes of the profile are facing left or
right.'
prfpostip = 'Choose whether the profile is positioned on the left side of the
range or on the right side of the range.'
volndtip = 'Up/Down shows the proportion of UP data and DOWN data in a node.
Total shows the net value of UP data + DOWN data. Delta shows the net difference
between UP Data and DOWN data.'
dtatyptip = 'Choose the data source used for generating the profile and the
heatmaps'

// Range levels inputs

dir = input.string('UP', 'Direction', options = ['UP', 'DOWN'], group =
rangeGroup, tooltip = dirtip)
showHL = input.bool(true, '', inline='rm', group = rangeGroup)
rangemax = input.string('Range Max: Close', '', options = ['Range Max: Wick',
'Range Max: Close', 'Range Max: HLC3', 'Range Max:OHLC4'], inline='rm', group =
rangeGroup)
rangemaxStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='rm', group = rangeGroup)
hlCol = input.color(color.silver, '', inline='rm', group = rangeGroup)
lvl05 = input.bool(true, 'Half ', inline='2', group = rangeGroup)
lvl05Col = input.color(color.rgb(178, 181, 190, 20), '', inline='2', group =
rangeGroup)
lvl05Style = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='2', group = rangeGroup)
quarters = input.bool(true, 'Quarters ', inline='4', group = rangeGroup)
quartersCol = input.color(color.rgb(178, 181, 190, 70), '', inline='4', group =
rangeGroup)
quartersStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='4', group = rangeGroup)
eighths = input.bool(false, 'Eighths ', inline='8', group = rangeGroup)
eighthsCol = input.color(color.rgb(178, 181, 190, 80), '', inline='8', group =
rangeGroup)
eighthsStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='8', group = rangeGroup)
fib = input.bool(false, 'Fibonacci ', inline='F', group = rangeGroup)
fibCol = input.color(color.rgb(178, 181, 190, 80), '', inline='F', group =
rangeGroup)
fibStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='F', group = rangeGroup)
showvwap = input.bool(false, 'VWAP ', group = rangeGroup, inline='vwap')
vwapCol = input.color(color.silver, '', group = rangeGroup, inline='vwap')
vwapStyle = input.string('•••••••••', '', options=['•••••••••', '────'],
inline='vwap', group = rangeGroup)
outer = input.bool(false, 'Outer ', inline='out', group = rangeGroup)
outerCol = input.color(color.rgb(178, 181, 190, 80), '', group = rangeGroup,
inline='out')
outerStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='out', group = rangeGroup)
extendb = input.bool(false, 'Extend (+Bars)', group = rangeGroup,
inline='ex')
extnmb = input.int(50, '', group = rangeGroup, inline='ex')
extend = input.bool(false, 'Extend Right', group = rangeGroup,
inline='opt')
labels = input.bool(true, 'Show Labels', group = rangeGroup, inline='opt')
dirline = input.bool(false, 'Diagonal Line', group = rangeGroup,
inline='dd')
stats = input.bool(false, 'Stats (Soon)', group = rangeGroup, inline='dd')

// Volume Profile inputs

voltype = input.string('Volume', 'Data Type: ', options=['Volume',
'Open Interest'], group=vpGroup, inline='vp1', tooltip = dtatyptip)
res = input.int(30, 'Resolution', minval=5, tooltip=rstip,
group=vpGroup)
showProf = input.bool(false, 'Volume/OI Profile ', group=vpGroup, inline =
'vpm')
bullCol = input.color(color.rgb(76, 175, 79, 50), '', group=vpGroup,
inline='vpm')
bearCol = input.color(color.rgb(255, 82, 82, 50), '', group=vpGroup,
inline='vpm')
volhm = input.bool(false, 'Vertical Heatmap ', group = vpGroup, inline
= 'vhm')
hvolhm = input.bool(false, 'Horizontal Heatmap ', group = vpGroup, inline =
'hhm')
vhmcol1 = input.color(color.rgb(33, 149, 243, 100), '', group=vpGroup,
inline='vhm')
vhmcol2 = input.color(color.rgb(20, 94, 255, 63), '', group=vpGroup,
inline='vhm')
hhmcol1 = input.color(color.rgb(33, 149, 243, 100), '', group=vpGroup,
inline='hhm')
hhmcol2 = input.color(color.rgb(20, 94, 255, 63), '', group=vpGroup,
inline='hhm')
volnodes = input.string('Up/Down', 'Node Type', options = ['Up/Down',
'Total', 'Delta'], group=vpGroup, tooltip = volndtip)
profilepos = input.string('Left', 'Profile Position', options=['Left',
'Right'], group=vpGroup, tooltip = prfpostip)
profiledir = input.string('Right', 'Profile Direction', options=['Left',
'Right'], group=vpGroup, tooltip = prfdirtip)
profiletype = input.string('Type 1', 'Profile Type', options=['Type 1', 'Type
2'], group=vpGroup, tooltip = ndtytip)
nodesize = input.float(30, 'Node Size (%)', minval=1, maxval = 600, step = 5,
group=vpGroup, tooltip = nstip)
VApct = input.float(70.0, 'Value Area (%)', minval=1, maxval = 100,
step=1, group=vpGroup, tooltip = vapcttip)
volval = input.bool(false, 'Profile Node Values', group=vpGroup, inline =
'vl')
hmval = input.bool(false, 'Heatmap Node Values', group=vpGroup,
inline='vl')
showPoc = input.bool(false, 'POC ', group=vpGroup, inline='poc')
pocCol = input.color(color.maroon, '', inline='poc', group=vpGroup)
pocStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='poc', group = vpGroup)
showVAH = input.bool(false, 'VAH ', group=vpGroup, inline='vah')
vahCol = input.color(color.rgb(255, 153, 0, 36), '', inline='vah',
group=vpGroup)
vahStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='vah', group = vpGroup)
showVAL = input.bool(false, 'VAL ', group=vpGroup, inline='val')
valCol = input.color(color.rgb(255, 153, 0, 36), '', inline='val',
group=vpGroup)
valStyle = input.string('────', '', options=['────', '--------', '┈┈┈┈'],
inline='val', group = vpGroup)
showVAbox = input.bool(false, 'VA ', group=vpGroup, inline='vb')
VAboxCol = input.color(color.rgb(2, 68, 122, 85), '', group=vpGroup,
inline='vb')
netcol1 = input.color(color.blue, 'Total Volume', group=vpGroup,
inline='ttv')
netcol2 = input.color(color.red, '', group=vpGroup, inline='ttv')
smoothVol = input.bool(false, 'Smooth Volume Data', tooltip=svtip,
group=vpGroup)
ndsize = input.string('Auto', 'Node Text Style ', options = ['Tiny',
'Small', 'Normal', 'Large', 'Auto'], group= 'Additional Settings', inline = 'nds')
ndpos = input.string('Center', '', options = ['Left', 'Right', 'Center'],
group= 'Additional Settings', inline = 'nds')
lblsize = input.string('Small', 'Label Text Style ', options = ['Tiny',
'Small', 'Normal', 'Large', 'Auto'], group= 'Additional Settings', inline = 'lbls')
lblpos = input.string('Right', '', options=['Right', 'Left'], group=
'Additional Settings', inline = 'lbls')
hmsize = input.string('Auto', 'Heatmap Text Style ', options = ['Tiny',
'Small', 'Normal', 'Large', 'Auto'], group= 'Additional Settings', inline = 'hms')
hmpos = input.string('Left', '', options = ['Left', 'Right', 'Center'],
group= 'Additional Settings', inline = 'hms')
profbuff = input.int(10, 'Profile Node Buffer',minval = 3,maxval = 12, group=
'Additional Settings')
hmbuff = input.int(1, 'Heatmap Node Buffer', minval = 1,maxval = 10, group=
'Additional Settings')
showRB = input.bool(false, 'Range Box', inline='rb', group= 'Additional
Settings')
rangebCol = input.color(color.rgb(178, 181, 190, 98), '', inline='rb', group=
'Additional Settings')

startTime = input.time(defval=0, title='Start Time', confirm=true,

group=timeGroup)
endTime = input.time(defval=0, title='End Time', confirm=true,
group=timeGroup)

//
bool inZone = time >= startTime and time <= endTime
bool newSession = inZone and not inZone[1]
bool endSession = not inZone and inZone[1]

var int barsInSession = 0

var int zoneStartIndex = 0
var int zoneEndIndex = 0
var int zoneStart = 0
barsInSession := inZone ? barsInSession + 1 : barsInSession

if newSession
zoneStartIndex := bar_index
if endSession
zoneEndIndex := bar_index
int lookback = bar_index - zoneStart
var activeZone = false

//
highest = rangemax=='Range Max: Wick' ? high : rangemax=='Range Max: Close' ?
close : rangemax=='Range Max: HLC3' ? hlc3 : ohlc4
lowest = rangemax=='Range Max: Wick' ? low : rangemax=='Range Max: Close' ?
close : rangemax=='Range Max: HLC3' ? hlc3 : ohlc4
profHigh = ta.highest(highest, barsInSession+1)[1]
profLow = ta.lowest(lowest, barsInSession+1)[1]
resolution = res

//
var vpGreen = array.new_float(resolution, 0)
var vpRed = array.new_float(resolution, 0)
var zoneBounds = array.new_float(resolution, 0)

//
var float[] ltfOpen = array.new_float(0)
var float[] ltfClose = array.new_float(0)
var float[] ltfHigh = array.new_float(0)
var float[] ltfLow = array.new_float(0)
var float[] ltfVolume = array.new_float(0)

//
string userSymbol = 'BINANCE' + ":" + string(syminfo.basecurrency) +
'USDT.P'
string openInterestTicker = str.format("{0}_OI", userSymbol)
string timeframe = syminfo.type == "futures" and timeframe.isintraday ?
"1D" : timeframe.period
deltaOi = request.security(openInterestTicker, timeframe, close-
close[1], ignore_invalid_symbol = true)
oi = request.security(openInterestTicker, timeframe.period,
close, ignore_invalid_symbol = true)
pldeltaoi = deltaOi

//
vol() =>
out = smoothVol ? ta.ema(volume, 5) : volume
if voltype == 'Open Interest'
out := deltaOi
out

//
float dO = open
float dC = close
float dH = high
float dL = low
float dV = vol()

//
switchLineStyle(x) =>
switch x
'────' => line.style_solid
'--------' => line.style_dashed
'┈┈┈┈' => line.style_dotted

switchPos(x) =>
switch x
'Left' => text.align_left
'Right' => text.align_right
'Center' => text.align_center

switchPlotStyle(x) =>
switch x
'•••••••••' => plot.style_circles
'────' => plot.style_linebr

switchsize(x) =>
switch x
'Tiny' => size.tiny
'Small' => size.small
'Normal' => size.normal
'Large' => size.large
'Auto' => size.auto

//
resetProfile(enable) =>
if enable
array.fill(vpGreen, 0)
array.fill(vpRed, 0)
array.clear(ltfOpen)
array.clear(ltfHigh)
array.clear(ltfLow)
array.clear(ltfClose)
array.clear(ltfVolume)

tr = ta.atr(1)
atr = ta.atr(14)

get_vol(y11, y12, y21, y22, height, vol) =>

nz(math.max(math.min(math.max(y11, y12), math.max(y21, y22)) -
math.max(math.min(y11, y12), math.min(y21, y22)), 0) * vol / height)

profileAdd(o, h, l, c, v, g, w) =>
for i = 0 to array.size(vpGreen) - 1
zoneTop = array.get(zoneBounds, i)
zoneBot = zoneTop - g

body_top = math.max(c, o)
body_bot = math.min(c, o)
itsgreen = c >= o

topwick = h - body_top
 bottomwick = body_bot - l
body = body_top - body_bot
bodyvol = body * v / (2 * topwick + 2 * bottomwick + body)
topwickvol = 2 * topwick * v / (2 * topwick + 2 * bottomwick + body)
bottomwickvol = 2 * bottomwick * v / (2 * topwick + 2 * bottomwick + body)

if voltype == 'Volume'
array.set(vpGreen, i, array.get(vpGreen, i) + (itsgreen ?
get_vol(zoneBot, zoneTop, body_bot, body_top, body, bodyvol) : 0) +
get_vol(zoneBot, zoneTop, body_top, h, topwick, topwickvol) / 2 + get_vol(zoneBot,
zoneTop, body_bot, l, bottomwick, bottomwickvol) / 2)
array.set(vpRed, i, array.get(vpRed, i) + (itsgreen ? 0 :
get_vol(zoneBot, zoneTop, body_bot, body_top, body, bodyvol)) + get_vol(zoneBot,
zoneTop, body_top, h, topwick, topwickvol) / 2 + get_vol(zoneBot, zoneTop,
body_bot, l, bottomwick, bottomwickvol) / 2)
else if voltype == 'Open Interest'
if v > 0
array.set(vpGreen, i, array.get(vpGreen, i) + get_vol(zoneBot,
zoneTop, body_bot, body_top, body, v))// + get_vol(zoneBot, zoneTop, body_top, h,
topwick, topwickvol) / 2 + get_vol(zoneBot, zoneTop, body_bot, l, bottomwick,
bottomwickvol) / 2)
if v < 0
array.set(vpRed, i, array.get(vpRed, i) + get_vol(zoneBot, zoneTop,
body_bot, body_top, body, -v))// + get_vol(zoneBot, zoneTop, body_top, h, topwick,
topwickvol) / 2 + get_vol(zoneBot, zoneTop, body_bot, l, bottomwick, bottomwickvol)
/ 2)
calcSession(update) =>
array.fill(vpGreen, 0)
array.fill(vpRed, 0)
if bar_index > lookback and update and (showPoc or showProf or showVAbox or
showVAH or showVAL or hvolhm)
gap = (profHigh - profLow) / resolution

for i = 0 to resolution - 1
array.set(zoneBounds, i, profHigh - gap * i)

if array.size(ltfOpen) > 0
for j = 0 to array.size(ltfOpen) - 1
profileAdd(array.get(ltfOpen, j), array.get(ltfHigh, j),
array.get(ltfLow, j), array.get(ltfClose, j), array.get(ltfVolume, j), gap, 1)

pocLevel() =>
float maxVol = 0
int levelInd = 0
for i = 0 to array.size(vpRed) - 1
if array.get(vpRed, i) + array.get(vpGreen, i) > maxVol
maxVol := array.get(vpRed, i) + array.get(vpGreen, i)
levelInd := i

float outLevel = na
if levelInd != array.size(vpRed) - 1
outLevel := array.get(zoneBounds, levelInd) - (array.get(zoneBounds,
levelInd) - array.get(zoneBounds, levelInd+1)) / 2
outLevel

valueLevels(poc) =>
float gap = (profHigh - profLow) / resolution
float volSum = array.sum(vpRed) + array.sum(vpGreen)
float volCnt = 0
 float vah = profHigh
float val = profLow

int pocInd = 0
for i = 0 to array.size(zoneBounds)-2
if array.get(zoneBounds, i) >= poc and array.get(zoneBounds, i + 1) < poc
pocInd := i

volCnt += (array.get(vpRed, pocInd) + array.get(vpGreen, pocInd))

for i = 1 to array.size(vpRed)
if pocInd + i >= 0 and pocInd + i < array.size(vpRed)
volCnt += (array.get(vpRed, pocInd + i) + array.get(vpGreen, pocInd +
i))
if volCnt >= volSum * (VApct/100)
break
else
val := array.get(zoneBounds, pocInd + i) - gap
if pocInd - i >= 0 and pocInd - i < array.size(vpRed)
volCnt += (array.get(vpRed, pocInd - i) + array.get(vpGreen, pocInd -
i))
if volCnt >= volSum * (VApct/100)
break
else
vah := array.get(zoneBounds, pocInd - i)

[val, vah]

//
half = (profHigh+profLow) / 2
l75 = (half + profHigh) / 2
l25 = (half + profLow) / 2
l125 = (profLow+l25) / 2
l375 = (half + l25) / 2
l625 = (half + l75) / 2
l875 = (l75 + profHigh) / 2

f618 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 0.618)) : (profLow +

((profHigh-profLow) * 0.618))
f236 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 0.236)) : (profLow +
((profHigh-profLow) * 0.236))
f382 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 0.382)) : (profLow +
((profHigh-profLow) * 0.382))
f786 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 0.786)) : (profLow +
((profHigh-profLow) * 0.786))
f161 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 1.618)) : (profLow +
((profHigh-profLow) * 1.618))
f261 = dir=='UP' ? (profHigh - ((profHigh-profLow) * 2.618)) : (profLow +
((profHigh-profLow) * 2.618))

//
f_newLine(condition,x, y, c, w, s) =>
condition ? line.new(x, y, extendb ? bar_index+extnmb : bar_index, y, color=c,
width=w, style=switchLineStyle(s), extend = extend ? extend.right : extend.none) :
na
f_newLabel(condition, x, y, txt, txtcl) =>
condition ? label.new(extend ? x : (lblpos=='Right' ? (extendb ?
bar_index+extnmb+1 : bar_index+1) : x), y, text=txt, color=color.rgb(255, 255, 255,
100), textcolor = txtcl, style = extend or lblpos=='Left' ? label.style_label_right
: label.style_label_left, size=switchsize(lblsize)) : na
f_newNode(condition, x, top, right, bott, col, txt) =>
condition ? box.new(x, top, right, bott, bgcolor=col, border_width=0, text=
volval ? txt : na,xloc=xloc.bar_index, text_size = switchsize(ndsize), text_color =
chart.fg_color, text_halign = switchPos(ndpos)) : na
f_newHeatmap(condition, x, top, right, bott, col, txt) =>
condition ? box.new(x, top, right, bott, bgcolor=col, border_width=0, text=
hmval ? txt : na,xloc=xloc.bar_index, text_size = switchsize(hmsize), text_color =
chart.fg_color, text_halign = switchPos(hmpos)) : na

drawNewZone(update) =>
var box [] profileBoxesArray = array.new_box(0)
var line [] levelsLinesArray = array.new_line(0)
var box [] boxes = array.new_box(0)
var line [] RangeLinesArray = array.new_line(0)
var label[] levelLabels = array.new_label(0)

float leftMax = zoneStartIndex

float rightMax = (((barstate.islast and inZone) ? bar_index : zoneEndIndex) -
zoneStartIndex) * (nodesize/100) + zoneStartIndex

if update and array.sum(vpGreen) + array.sum(vpRed) > 0

gap = (profHigh - profLow) / resolution
gap2 = (profHigh - profLow) / 10
float rightMaxVol = array.max(vpGreen)+array.max(vpRed)
float buffer = gap / profbuff
float buffer2 = gap / hmbuff
if showProf or hvolhm
size = array.size(profileBoxesArray)
if size > 0
for j = 0 to size - 1
box.delete(array.get(profileBoxesArray, size - 1 - j))
array.remove(profileBoxesArray, size - 1 - j)

for i = 0 to array.size(vpRed) - 1
vpct = array.percentrank(vpGreen, i)/100
netcol = color.from_gradient(vpct, 0, 1, netcol1, netcol2)
hmcol = color.from_gradient(vpct, 0, 1, hhmcol1, hhmcol2)
gleft = profilepos=='Left' ? leftMax : bar_index[0]
greenEnd = int(leftMax + (rightMax - leftMax) *
(array.get(vpGreen, i) / rightMaxVol))
greenEndD = int(gleft - (rightMax - leftMax) * (array.get(vpGreen,
i) / rightMaxVol))
greenEnd2 = int(bar_index[0] + (rightMax - leftMax) *
(array.get(vpGreen, i) / rightMaxVol))
redEnd = int(greenEnd + (rightMax - leftMax) * (array.get(vpRed,
i) / rightMaxVol))
redEndD = int(greenEndD - (rightMax - leftMax) *
(array.get(vpRed, i) / rightMaxVol))
redEnd2 = int(greenEnd2 + (rightMax - leftMax) *
(array.get(vpRed, i) / rightMaxVol))
redEnd3 = int(int(leftMax) - (rightMax - leftMax) *
(array.get(vpRed, i) / rightMaxVol))
redEnd4 = int(bar_index[0] - (rightMax - leftMax) *
(array.get(vpRed, i) / rightMaxVol))
total = int(leftMax + ((rightMax - leftMax) *
(array.get(vpGreen, i) / rightMaxVol)) + (rightMax - leftMax) * (array.get(vpRed,
i) / rightMaxVol))
totalD = int(gleft - ((rightMax - leftMax) * (array.get(vpGreen,
i) / rightMaxVol)) - (rightMax - leftMax) * (array.get(vpRed, i) / rightMaxVol))
total2 = int(bar_index[0] + ((rightMax - leftMax) *
(array.get(vpGreen, i) / rightMaxVol)) + (rightMax - leftMax) * (array.get(vpRed,
i) / rightMaxVol))
delta = array.get(vpGreen, i)-array.get(vpRed, i)
deltap = (int(gleft + (rightMax - leftMax) *
(math.abs(array.get(vpGreen, i)-array.get(vpRed, i)) / rightMaxVol)))
deltap2 = (int(gleft - (rightMax - leftMax) *
(math.abs(array.get(vpGreen, i)-array.get(vpRed, i)) / rightMaxVol)))
totvol = str.tostring(array.get(vpGreen, i) + (voltype=='Volume'
? array.get(vpRed, i) : 0), format.volume)
hmvoloi = str.tostring(array.get(vpGreen, i) - array.get(vpRed,
i) , format.volume)
gvol = str.tostring(array.get(vpGreen, i), format.volume)
rvol = str.tostring(array.get(vpRed, i), format.volume)
dvol = str.tostring(delta, format.volume)
if profilepos=='Left' and showProf
array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down',
int(leftMax), array.get(zoneBounds, i) - buffer, profiledir=='Right' ? greenEnd :
greenEndD, array.get(zoneBounds, i) - gap + buffer, bullCol, gvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down' and
profiletype=='Type 1', profiledir=='Right' ? greenEnd : greenEndD,
array.get(zoneBounds, i) - buffer, profiledir=='Right' ? redEnd : redEndD,
array.get(zoneBounds, i) - gap + buffer, bearCol, rvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down' and
profiletype=='Type 2', int(leftMax), array.get(zoneBounds, i) - buffer, redEnd3,
array.get(zoneBounds, i) - gap + buffer, bearCol, rvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Total',
int(leftMax), array.get(zoneBounds, i) - buffer, profiledir=='Right' ? total :
totalD, array.get(zoneBounds, i) - gap + buffer, netcol, totvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Delta' and
profiletype=='Type 1', int(leftMax), array.get(zoneBounds, i) - buffer, deltap,
array.get(zoneBounds, i) - gap + buffer, delta>0 ? bullCol : bearCol, dvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Delta' and
profiletype=='Type 2', int(leftMax), array.get(zoneBounds, i) - buffer, delta>0 ?
deltap : deltap2, array.get(zoneBounds, i) - gap + buffer, delta>0 ? bullCol :
bearCol, dvol))

if profilepos=='Right' and showProf

array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down',
bar_index[0], array.get(zoneBounds, i) - buffer, profiledir=='Right' ? greenEnd2 :
greenEndD, array.get(zoneBounds, i) - gap + buffer, bullCol, gvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down' and
profiletype=='Type 1', profiledir=='Right' ? greenEnd2 : greenEndD ,
array.get(zoneBounds, i) - buffer, profiledir=='Right' ? redEnd2 : redEndD,
array.get(zoneBounds, i) - gap + buffer, bearCol, rvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Up/Down' and
profiletype=='Type 2', bar_index[0], array.get(zoneBounds, i) - buffer, redEnd4,
array.get(zoneBounds, i) - gap + buffer, bearCol, rvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Total',
bar_index[0], array.get(zoneBounds, i) - buffer, profiledir=='Right' ? total2 :
totalD, array.get(zoneBounds, i) - gap + buffer, netcol, totvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Delta' and
profiletype=='Type 1', int(gleft), array.get(zoneBounds, i) - buffer, deltap,
array.get(zoneBounds, i) - gap + buffer, delta>0 ? bullCol : bearCol, dvol))
array.push(profileBoxesArray, f_newNode(volnodes=='Delta' and
profiletype=='Type 2', int(gleft), array.get(zoneBounds, i) - buffer, delta>0 ?
deltap : deltap2, array.get(zoneBounds, i) - gap + buffer, delta>0 ? bullCol :
bearCol, dvol))
if hvolhm
array.push(profileBoxesArray, f_newHeatmap(true, int(leftMax),
array.get(zoneBounds, i) - buffer2, bar_index, array.get(zoneBounds, i) - gap +
buffer2, hmcol, voltype=='Volume' ? totvol : hmvoloi))

if showHL
line.new(int(leftMax), profHigh, extendb ? bar_index+extnmb :
bar_index, profHigh, color=hlCol, width=1, style=line.style_solid, extend =
extend ? extend.right : extend.none)
line.new(int(leftMax), profLow, extendb ? bar_index+extnmb :
bar_index, profLow, color=hlCol, width=1, style=line.style_solid, extend = extend ?
extend.right : extend.none)
if lvl05 or quarters or eighths
f_newLine(true,int(leftMax), half, lvl05Col, 1, lvl05Style)
if quarters or eighths
f_newLine(true,int(leftMax), l75, quartersCol, 1, quartersStyle)
f_newLine(true,int(leftMax), l25, quartersCol, 1, quartersStyle)
if eighths
f_newLine(true,int(leftMax), l125, eighthsCol, 1, eighthsStyle)
f_newLine(true,int(leftMax), l375, eighthsCol, 1, eighthsStyle)
f_newLine(true,int(leftMax), l625, eighthsCol, 1, eighthsStyle)
f_newLine(true,int(leftMax), l875, eighthsCol, 1, eighthsStyle)
if outer
f_newLine(quarters or eighths,int(leftMax), profLow - (l25-profLow),
outerCol, 1, outerStyle)
f_newLine(quarters or eighths,int(leftMax), profLow - (half-profLow),
outerCol, 1, outerStyle)
f_newLine(quarters or eighths,int(leftMax), profHigh + (l25-profLow),
outerCol, 1, outerStyle)
f_newLine(quarters or eighths,int(leftMax), profHigh + (half-profLow),
outerCol, 1, outerStyle)
f_newLine(eighths,int(leftMax), profHigh + (l125-profLow), outerCol, 1,
outerStyle)
f_newLine(eighths,int(leftMax), profHigh + (l375-profLow), outerCol, 1,
outerStyle)
f_newLine(eighths,int(leftMax), profLow - (l125-profLow), outerCol, 1,
outerStyle)
f_newLine(eighths,int(leftMax), profLow - (l375-profLow), outerCol, 1,
outerStyle)
f_newLine(fib,int(leftMax), f161, fibCol, 1, fibStyle)
f_newLine(fib,int(leftMax), f261, fibCol, 1, fibStyle)
if fib
f_newLine(true,int(leftMax), f618, fibCol, 1, fibStyle)
f_newLine(true,int(leftMax), f236, fibCol, 1, fibStyle)
f_newLine(true,int(leftMax), f382, fibCol, 1, fibStyle)
f_newLine(true,int(leftMax), f786, fibCol, 1, fibStyle)
if dirline
line.new(int(leftMax), dir=='UP' ? profLow : profHigh, bar_index,
dir=='UP' ? profHigh : profLow, color=fibCol, width = 1,
style=switchLineStyle(fibStyle), extend = extend ? extend.right : extend.none)
if labels
f_newLabel(lvl05, int(leftMax), half, '0.5', hlCol)
f_newLabel(fib, int(leftMax), f618, '0.618', fibCol)
f_newLabel(fib, int(leftMax), f236, '0.236', fibCol)
f_newLabel(fib, int(leftMax), f382, '0.382', fibCol)
f_newLabel(fib, int(leftMax), f786, '0.786', fibCol)
f_newLabel(showHL, int(leftMax), profHigh, dir=='UP' ? '0' : '1',
hlCol)
f_newLabel(showHL, int(leftMax), profLow, dir=='UP' ? '1' : '0',
hlCol)
f_newLabel(quarters, int(leftMax), l75, dir=='UP' ? '0.25' : '0.75',
hlCol)
f_newLabel(quarters, int(leftMax), l25, dir=='UP' ? '0.75' : '0.25',
hlCol)

poc = pocLevel()
[val, vah] = valueLevels(poc)
if showPoc or showVAbox or showVAL or showVAH
size = array.size(levelsLinesArray)
if size > 0
for j = 0 to size - 1
line.delete(array.get(levelsLinesArray, size - 1 - j))
array.remove(levelsLinesArray, size - 1 - j)
if showPoc
array.push(levelsLinesArray, line.new(int(leftMax), poc, extendb ?
bar_index+extnmb : bar_index, poc, color=pocCol, width=1, xloc=xloc.bar_index,
extend = extend ? extend.right : extend.none, style = switchLineStyle(pocStyle)))
if showVAH
array.push(levelsLinesArray, line.new(int(leftMax), vah, extendb ?
bar_index+extnmb : bar_index, vah, color=vahCol, width=1, xloc=xloc.bar_index,
extend = extend ? extend.right : extend.none, style = switchLineStyle(vahStyle)))
if showVAL
array.push(levelsLinesArray, line.new(int(leftMax), val, extendb ?
bar_index+extnmb : bar_index, val, color=valCol, width=1, xloc=xloc.bar_index,
extend = extend ? extend.right : extend.none, style = switchLineStyle(valStyle)))
if showVAbox
array.push(boxes, box.new(int(leftMax), vah, extendb ? bar_index+extnmb
: bar_index, val, bgcolor=VAboxCol,border_color = na, xloc=xloc.bar_index, extend =
extend ? extend.right : extend.none))

if update and (showHL or dirline or lvl05 or quarters or eighths or outer or

fib or labels)
size = array.size(RangeLinesArray)
if size > 0
for j = 0 to size - 1
line.delete(array.get(RangeLinesArray, size - 1 - j))
label.delete(array.get(levelLabels, size - 1 - j))
array.remove(RangeLinesArray, size - 1 - j)
array.remove(RangeLinesArray, size - 1 - j)
array.push(RangeLinesArray, showHL ?
line.new(int(leftMax), profHigh, extendb ? bar_index+extnmb : bar_index, profHigh,
color=hlCol, width=1, style=line.style_solid, extend = extend ? extend.right :
extend.none) : na)
array.push(RangeLinesArray, showHL ?
line.new(int(leftMax), profLow, extendb ? bar_index+extnmb : bar_index, profLow,
color=hlCol, width=1, style=line.style_solid, extend = extend ? extend.right :
extend.none) : na)
array.push(RangeLinesArray, dirline ?
line.new(int(leftMax), dir=='UP' ? profLow : profHigh, bar_index, dir=='UP' ?
profHigh : profLow, color=fibCol, width = 1, style=switchLineStyle(fibStyle),
extend = extend ? extend.right : extend.none) : na)
array.push(RangeLinesArray, lvl05 or quarters or eighths ?
f_newLine(true,int(leftMax), half, lvl05Col, 1, lvl05Style) : na)
array.push(RangeLinesArray, quarters or eighths ?
f_newLine(true,int(leftMax), l75, quartersCol, 1, quartersStyle) : na)
array.push(RangeLinesArray, quarters or eighths ?
f_newLine(true,int(leftMax), l25, quartersCol, 1, quartersStyle) : na)
array.push(RangeLinesArray, eighths ?
f_newLine(true,int(leftMax), l125, eighthsCol, 1, eighthsStyle) : na)
array.push(RangeLinesArray, eighths ?
f_newLine(true,int(leftMax), l375, eighthsCol, 1, eighthsStyle) : na)
array.push(RangeLinesArray, eighths ?
f_newLine(true,int(leftMax), l625, eighthsCol, 1, eighthsStyle) : na)
array.push(RangeLinesArray, eighths ?
f_newLine(true,int(leftMax), l875, eighthsCol, 1, eighthsStyle) : na)
array.push(RangeLinesArray, outer and (quarters or eighths) ?
f_newLine(true,int(leftMax), profLow - (l25-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and (quarters or eighths) ?
f_newLine(true,int(leftMax), profLow - (half-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and (quarters or eighths) ?
f_newLine(true,int(leftMax), profHigh + (l25-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and eighths ?
f_newLine(true,int(leftMax), profLow - (l375-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and eighths ?
f_newLine(true,int(leftMax), profLow - (l125-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and (quarters or eighths) ?
f_newLine(true,int(leftMax), profHigh + (half-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and eighths ?
f_newLine(true,int(leftMax), profHigh + (l125-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and eighths ?
f_newLine(true,int(leftMax), profHigh + (l375-profLow), outerCol, 1, outerStyle) :
na)
array.push(RangeLinesArray, outer and fib ?
f_newLine(true,int(leftMax), f161, fibCol, 1, fibStyle) : na)
array.push(RangeLinesArray, outer and fib ?
f_newLine(true,int(leftMax), f261, fibCol, 1, fibStyle) : na)
array.push(RangeLinesArray, fib ?
f_newLine(true,int(leftMax), f618, fibCol, 1, fibStyle) : na)
array.push(RangeLinesArray, fib ?
f_newLine(true,int(leftMax), f236, fibCol, 1, fibStyle) : na)
array.push(RangeLinesArray, fib ?
f_newLine(true,int(leftMax), f382, fibCol, 1, fibStyle) : na)
array.push(RangeLinesArray, fib ?
f_newLine(true,int(leftMax), f786, fibCol, 1, fibStyle) : na)
array.push(levelLabels, labels and fib ?
f_newLabel(true,int(leftMax), f618, '0.618', hlCol) : na)
array.push(levelLabels, labels and fib ?
f_newLabel(true,int(leftMax), f236, '0.236', hlCol) : na)
array.push(levelLabels, labels and fib ?
f_newLabel(true,int(leftMax), f382, '0.382', hlCol) : na)
array.push(levelLabels, labels and fib ?
f_newLabel(true,int(leftMax), f786, '0.786', hlCol) : na)
array.push(levelLabels, labels and lvl05 ?
f_newLabel(true,int(leftMax), half, '0.5', hlCol) : na)
array.push(levelLabels, labels and showHL ?
f_newLabel(true,int(leftMax), profHigh, dir=='UP' ? '0' : '1', hlCol) : na)
array.push(levelLabels, labels and showHL ?
f_newLabel(true,int(leftMax), profLow, dir=='UP' ? '1' : '0', hlCol) : na)
 array.push(levelLabels, labels and quarters ?
f_newLabel(true,int(leftMax), l25, dir=='UP' ? '0.75' : '0.25', hlCol) : na)
array.push(levelLabels, labels and quarters ?
f_newLabel(true,int(leftMax), l75, dir=='UP' ? '0.25' : '0.75', hlCol) : na)
array.push(boxes, showRB ?
box.new(zoneStartIndex, profHigh, bar_index, profLow, border_color=na, bgcolor =
rangebCol) : na)

//
combArray(arr1, arr2) =>
out = array.copy(arr1)
if array.size(arr2) > 0
for i = 0 to array.size(arr2) - 1
array.push(out, array.get(arr2, i))
out

//
updateIntra(o, h, l, c, v) =>
array.push(ltfOpen, o)
array.push(ltfHigh, h)
array.push(ltfLow, l)
array.push(ltfClose, c)
array.push(ltfVolume, v)

//
calcSession(endSession or (barstate.islast and inZone))
drawNewZone(endSession or (barstate.islast and inZone))
resetProfile(newSession)

//
if inZone
updateIntra(dO, dH, dL, dC, dV)
if endSession
activeZone := false
if newSession
zoneStart := bar_index
activeZone := true

//
startCalculationDate = startTime
vwap_calc() =>
var srcVolArray = array.new_float(na)
var volArray = array.new_float(na)
if startCalculationDate <= time
array.push(srcVolArray, hlc3*volume)
array.push(volArray, volume)
else
array.clear(srcVolArray), array.clear(volArray)
array.sum(srcVolArray)/array.sum(volArray)
anchoredVwap = vwap_calc()

plot((extend ? true : inZone) and showvwap ? anchoredVwap : na, "VWAP",

linewidth=1, color=vwapCol, style = switchPlotStyle(vwapStyle), editable=false)

//
vhmsrc = voltype=='Volume' ? volume : deltaOi
hvol = ta.highest(vhmsrc, 50)
lvol = ta.lowest(vhmsrc, 50)
color1 = color.from_gradient(vhmsrc, 0, hvol, vhmcol1, vhmcol2)
ph = plot((extend ? true : inZone) and volhm ? profHigh : na, color=
color.rgb(54, 58, 69, 100), style=plot.style_linebr)
pl = plot((extend ? true : inZone) and volhm ? profLow : na, color=
color.rgb(54, 58, 69, 100), style=plot.style_linebr)
fill(ph, pl, color1)