Scrip Smart money concept

// This work is licensed under a Attribution-NonCommercial-ShareAlike

4.0 International (CC BY-NC-SA 4.0)
https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo

//@version=5
indicator('Smart Money Concepts [LuxAlgo]', 'LuxAlgo - Smart Money
Concepts', overlay = true, max_labels_count = 500, max_lines_count =
500, max_boxes_count = 500)
//--------------------------------------------------------------------
-------------------------------------------------}
//CONSTANTS & STRINGS & INPUTS
//--------------------------------------------------------------------
-------------------------------------------------{
BULLISH_LEG = 1
BEARISH_LEG = 0

BULLISH = +1
BEARISH = -1

GREEN = #089981
RED = #F23645
BLUE = #2157f3
GRAY = #878b94
MONO_BULLISH = #b2b5be
MONO_BEARISH = #5d606b

HISTORICAL = 'Historical'
PRESENT = 'Present'

COLORED = 'Colored'
MONOCHROME = 'Monochrome'

ALL = 'All'
BOS = 'BOS'
CHOCH = 'CHoCH'

TINY = size.tiny
SMALL = size.small
NORMAL = size.normal

ATR = 'Atr'
RANGE = 'Cumulative Mean Range'

CLOSE = 'Close'
HIGHLOW = 'High/Low'

SOLID = '⎯⎯⎯'
DASHED = '----'
DOTTED = '····'

SMART_GROUP = 'Smart Money Concepts'

INTERNAL_GROUP = 'Real Time Internal Structure'
SWING_GROUP = 'Real Time Swing Structure'
BLOCKS_GROUP = 'Order Blocks'
EQUAL_GROUP = 'EQH/EQL'
GAPS_GROUP = 'Fair Value Gaps'
LEVELS_GROUP = 'Highs & Lows MTF'
ZONES_GROUP = 'Premium & Discount Zones'

modeTooltip = 'Allows to display historical

Structure or only the recent ones'
styleTooltip = 'Indicator color theme'
showTrendTooltip = 'Display additional candles with a
color reflecting the current trend detected by structure'
showInternalsTooltip = 'Display internal market structure'
internalFilterConfluenceTooltip = 'Filter non significant internal
structure breakouts'
showStructureTooltip = 'Display swing market Structure'
showSwingsTooltip = 'Display swing point as labels on
the chart'
showHighLowSwingsTooltip = 'Highlight most recent strong and
weak high/low points on the chart'
showInternalOrderBlocksTooltip = 'Display internal order blocks on
the chart\n\nNumber of internal order blocks to display on the chart'
showSwingOrderBlocksTooltip = 'Display swing order blocks on the
chart\n\nNumber of internal swing blocks to display on the chart'
orderBlockFilterTooltip = 'Method used to filter out volatile
order blocks \n\nIt is recommended to use the cumulative mean range
method when a low amount of data is available'
orderBlockMitigationTooltip = 'Select what values to use for order
block mitigation'
showEqualHighsLowsTooltip = 'Display equal highs and equal lows
on the chart'
equalHighsLowsLengthTooltip = 'Number of bars used to confirm
equal highs and equal lows'
equalHighsLowsThresholdTooltip = 'Sensitivity threshold in a range
(0, 1) used for the detection of equal highs & lows\n\nLower values
will return fewer but more pertinent results'
showFairValueGapsTooltip = 'Display fair values gaps on the
chart'
fairValueGapsThresholdTooltip = 'Filter out non significant fair
value gaps'
fairValueGapsTimeframeTooltip = 'Fair value gaps timeframe'
fairValueGapsExtendTooltip = 'Determine how many bars to extend
the Fair Value Gap boxes on chart'
showPremiumDiscountZonesTooltip = 'Display premium, discount, and
equilibrium zones on chart'
modeInput = input.string( HISTORICAL, 'Mode',
group = SMART_GROUP, tooltip = modeTooltip, options = [HISTORICAL,
PRESENT])
styleInput = input.string( COLORED, 'Style',
group = SMART_GROUP, tooltip = styleTooltip,options = [COLORED,
MONOCHROME])
showTrendInput = input( false, 'Color
Candles', group = SMART_GROUP, tooltip =
showTrendTooltip)

showInternalsInput = input( true, 'Show

Internal Structure', group = INTERNAL_GROUP, tooltip =
showInternalsTooltip)
showInternalBullInput = input.string( ALL, 'Bullish
Structure', group = INTERNAL_GROUP, inline = 'ibull', options =
[ALL,BOS,CHOCH])
internalBullColorInput = input( GREEN, '',
group = INTERNAL_GROUP, inline = 'ibull')
showInternalBearInput = input.string( ALL, 'Bearish
Structure' , group = INTERNAL_GROUP, inline = 'ibear', options =
[ALL,BOS,CHOCH])
internalBearColorInput = input( RED, '',
group = INTERNAL_GROUP, inline = 'ibear')
internalFilterConfluenceInput = input( false,
'Confluence Filter', group = INTERNAL_GROUP, tooltip =
internalFilterConfluenceTooltip)
internalStructureSize = input.string( TINY, 'Internal
Label Size', group = INTERNAL_GROUP, options =
[TINY,SMALL,NORMAL])

showStructureInput = input( true, 'Show

Swing Structure', group = SWING_GROUP, tooltip =
showStructureTooltip)
showSwingBullInput = input.string( ALL, 'Bullish
Structure', group = SWING_GROUP, inline = 'bull', options
= [ALL,BOS,CHOCH])
swingBullColorInput = input( GREEN, '',
group = SWING_GROUP, inline = 'bull')
showSwingBearInput = input.string( ALL, 'Bearish
Structure', group = SWING_GROUP, inline = 'bear', options
= [ALL,BOS,CHOCH])
swingBearColorInput = input( RED, '',
group = SWING_GROUP, inline = 'bear')
swingStructureSize = input.string( SMALL, 'Swing
Label Size', group = SWING_GROUP, options =
[TINY,SMALL,NORMAL])
showSwingsInput = input( false, 'Show
Swings Points', group = SWING_GROUP, tooltip =
showSwingsTooltip,inline = 'swings')
swingsLengthInput = input.int( 50, '',
group = SWING_GROUP, minval = 10, inline = 'swings')
showHighLowSwingsInput = input( true, 'Show
Strong/Weak High/Low',group = SWING_GROUP, tooltip =
showHighLowSwingsTooltip)

showInternalOrderBlocksInput = input( true, 'Internal

Order Blocks' , group = BLOCKS_GROUP, tooltip =
showInternalOrderBlocksTooltip, inline = 'iob')
internalOrderBlocksSizeInput = input.int( 5, '',
group = BLOCKS_GROUP, minval = 1, maxval = 20,
inline = 'iob')
showSwingOrderBlocksInput = input( false, 'Swing
Order Blocks', group = BLOCKS_GROUP, tooltip =
showSwingOrderBlocksTooltip, inline = 'ob')
swingOrderBlocksSizeInput = input.int( 5, '',
group = BLOCKS_GROUP, minval = 1, maxval = 20,
inline = 'ob')
orderBlockFilterInput = input.string( 'Atr', 'Order
Block Filter', group = BLOCKS_GROUP, tooltip =
orderBlockFilterTooltip, options = [ATR, RANGE])
orderBlockMitigationInput = input.string( HIGHLOW, 'Order
Block Mitigation', group = BLOCKS_GROUP, tooltip =
orderBlockMitigationTooltip, options = [CLOSE,HIGHLOW])
internalBullishOrderBlockColor = input.color(color.new(#3179f5, 80),
'Internal Bullish OB', group = BLOCKS_GROUP)
internalBearishOrderBlockColor = input.color(color.new(#f77c80, 80),
'Internal Bearish OB', group = BLOCKS_GROUP)
swingBullishOrderBlockColor = input.color(color.new(#1848cc, 80),
'Bullish OB', group = BLOCKS_GROUP)
swingBearishOrderBlockColor = input.color(color.new(#b22833, 80),
'Bearish OB', group = BLOCKS_GROUP)

showEqualHighsLowsInput = input( true, 'Equal

High/Low', group = EQUAL_GROUP, tooltip =
showEqualHighsLowsTooltip)
equalHighsLowsLengthInput = input.int( 3, 'Bars
Confirmation', group = EQUAL_GROUP, tooltip =
equalHighsLowsLengthTooltip, minval = 1)
equalHighsLowsThresholdInput = input.float( 0.1,
'Threshold', group = EQUAL_GROUP, tooltip =
equalHighsLowsThresholdTooltip, minval = 0, maxval = 0.5, step =
0.1)
equalHighsLowsSizeInput = input.string( TINY, 'Label
Size', group = EQUAL_GROUP, options =
[TINY,SMALL,NORMAL])

showFairValueGapsInput = input( false, 'Fair

Value Gaps', group = GAPS_GROUP, tooltip =
showFairValueGapsTooltip)
fairValueGapsThresholdInput = input( true, 'Auto
Threshold', group = GAPS_GROUP, tooltip =
fairValueGapsThresholdTooltip)
fairValueGapsTimeframeInput = input.timeframe('',
'Timeframe', group = GAPS_GROUP, tooltip =
fairValueGapsTimeframeTooltip)
fairValueGapsBullColorInput = input.color(color.new(#00ff68, 70),
'Bullish FVG' , group = GAPS_GROUP)
fairValueGapsBearColorInput = input.color(color.new(#ff0008, 70),
'Bearish FVG' , group = GAPS_GROUP)
fairValueGapsExtendInput = input.int( 1, 'Extend
FVG', group = GAPS_GROUP, tooltip =
fairValueGapsExtendTooltip, minval = 0)

showDailyLevelsInput = input( false, 'Daily',

group = LEVELS_GROUP, inline = 'daily')
dailyLevelsStyleInput = input.string( SOLID, '',
group = LEVELS_GROUP, inline = 'daily', options =
[SOLID,DASHED,DOTTED])
dailyLevelsColorInput = input( BLUE, '',
group = LEVELS_GROUP, inline = 'daily')
showWeeklyLevelsInput = input( false, 'Weekly',
group = LEVELS_GROUP, inline = 'weekly')
weeklyLevelsStyleInput = input.string( SOLID, '',
group = LEVELS_GROUP, inline = 'weekly', options =
[SOLID,DASHED,DOTTED])
weeklyLevelsColorInput = input( BLUE, '',
group = LEVELS_GROUP, inline = 'weekly')
showMonthlyLevelsInput = input( false, 'Monthly',
group = LEVELS_GROUP, inline = 'monthly')
monthlyLevelsStyleInput = input.string( SOLID, '',
group = LEVELS_GROUP, inline = 'monthly', options =
[SOLID,DASHED,DOTTED])
monthlyLevelsColorInput = input( BLUE, '',
group = LEVELS_GROUP, inline = 'monthly')

showPremiumDiscountZonesInput = input( false,

'Premium/Discount Zones', group = ZONES_GROUP , tooltip =
showPremiumDiscountZonesTooltip)
premiumZoneColorInput = input.color( RED, 'Premium
Zone', group = ZONES_GROUP)
equilibriumZoneColorInput = input.color( GRAY,
'Equilibrium Zone', group = ZONES_GROUP)
discountZoneColorInput = input.color( GREEN, 'Discount
Zone', group = ZONES_GROUP)

//--------------------------------------------------------------------
-------------------------------------------------}
//DATA STRUCTURES & VARIABLES
//--------------------------------------------------------------------
-------------------------------------------------{
// @type UDT representing alerts as bool
fields
// @field internalBullishBOS internal structure custom alert
// @field internalBearishBOS internal structure custom alert
// @field internalBullishCHoCH internal structure custom alert
// @field internalBearishCHoCH internal structure custom alert
// @field swingBullishBOS swing structure custom alert
// @field swingBearishBOS swing structure custom alert
// @field swingBullishCHoCH swing structure custom alert
// @field swingBearishCHoCH swing structure custom alert
// @field internalBullishOrderBlock internal order block custom alert
// @field internalBearishOrderBlock internal order block custom alert
// @field swingBullishOrderBlock swing order block custom alert
// @field swingBearishOrderBlock swing order block custom alert
// @field equalHighs equal high low custom alert
// @field equalLows equal high low custom alert
// @field bullishFairValueGap fair value gap custom alert
// @field bearishFairValueGap fair value gap custom alert
type alerts
bool internalBullishBOS = false
bool internalBearishBOS = false
bool internalBullishCHoCH = false
bool internalBearishCHoCH = false
bool swingBullishBOS = false
bool swingBearishBOS = false
bool swingBullishCHoCH = false
bool swingBearishCHoCH = false
bool internalBullishOrderBlock = false
bool internalBearishOrderBlock = false
bool swingBullishOrderBlock = false
bool swingBearishOrderBlock = false
bool equalHighs = false
bool equalLows = false
bool bullishFairValueGap = false
bool bearishFairValueGap = false

// @type UDT representing last swing

extremes (top & bottom)
// @field top last top swing price
// @field bottom last bottom swing price
// @field barTime last swing bar time
// @field barIndex last swing bar index
// @field lastTopTime last top swing time
// @field lastBottomTime last bottom swing time
type trailingExtremes
float top
float bottom
int barTime
int barIndex
int lastTopTime
int lastBottomTime

// @type UDT representing Fair Value Gaps

// @field top top price
// @field bottom bottom price
// @field bias bias (BULLISH or BEARISH)
// @field topBox top box
// @field bottomBox bottom box
type fairValueGap
float top
float bottom
int bias
box topBox
box bottomBox

// @type UDT representing trend bias

// @field bias BULLISH or BEARISH
type trend
int bias

// @type UDT representing Equal Highs Lows

display
// @field l_ine displayed line
// @field l_abel displayed label
type equalDisplay
line l_ine = na
label l_abel = na

// @type UDT representing a pivot point

(swing point)
// @field currentLevel current price level
// @field lastLevel last price level
// @field crossed true if price level is crossed
// @field barTime bar time
// @field barIndex bar index
type pivot
float currentLevel
float lastLevel
bool crossed
int barTime = time
int barIndex = bar_index

// @type UDT representing an order block

// @field barHigh bar high
// @field barLow bar low
// @field barTime bar time
// @field bias BULLISH or BEARISH
type orderBlock
float barHigh
float barLow
int barTime
int bias

// @variable current swing pivot high

var pivot swingHigh = pivot.new(na,na,false)
// @variable current swing pivot low
var pivot swingLow = pivot.new(na,na,false)
// @variable current internal pivot high
var pivot internalHigh = pivot.new(na,na,false)
// @variable current internal pivot low
var pivot internalLow = pivot.new(na,na,false)
// @variable current equal high pivot
var pivot equalHigh = pivot.new(na,na,false)
// @variable current equal low pivot
var pivot equalLow = pivot.new(na,na,false)
// @variable swing trend bias
var trend swingTrend = trend.new(0)
// @variable internal trend bias
var trend internalTrend = trend.new(0)
// @variable equal high display
var equalDisplay equalHighDisplay = equalDisplay.new()
// @variable equal low display
var equalDisplay equalLowDisplay = equalDisplay.new()
// @variable storage for fairValueGap UDTs
var array<fairValueGap> fairValueGaps = array.new<fairValueGap>()
// @variable storage for parsed highs
var array<float> parsedHighs = array.new<float>()
// @variable storage for parsed lows
var array<float> parsedLows = array.new<float>()
// @variable storage for raw highs
var array<float> highs = array.new<float>()
// @variable storage for raw lows
var array<float> lows = array.new<float>()
// @variable storage for bar time values
var array<int> times = array.new<int>()
// @variable last trailing swing high and low
var trailingExtremes trailing = trailingExtremes.new()
// @variable storage for orderBlock
UDTs (swing order blocks)
var array<orderBlock> swingOrderBlocks = array.new<orderBlock>()
// @variable storage for orderBlock
UDTs (internal order blocks)
var array<orderBlock> internalOrderBlocks = array.new<orderBlock>()
// @variable storage for swing order
blocks boxes
var array<box> swingOrderBlocksBoxes = array.new<box>()
// @variable storage for internal order
blocks boxes
var array<box> internalOrderBlocksBoxes = array.new<box>()
// @variable color for swing bullish structures
var swingBullishColor = styleInput == MONOCHROME ?
MONO_BULLISH : swingBullColorInput
// @variable color for swing bearish structures
var swingBearishColor = styleInput == MONOCHROME ?
MONO_BEARISH : swingBearColorInput
// @variable color for bullish fair value gaps
var fairValueGapBullishColor = styleInput == MONOCHROME ?
color.new(MONO_BULLISH,70) : fairValueGapsBullColorInput
// @variable color for bearish fair value gaps
var fairValueGapBearishColor = styleInput == MONOCHROME ?
color.new(MONO_BEARISH,70) : fairValueGapsBearColorInput
// @variable color for premium zone
var premiumZoneColor = styleInput == MONOCHROME ?
MONO_BEARISH : premiumZoneColorInput
// @variable color for discount zone
var discountZoneColor = styleInput == MONOCHROME ?
MONO_BULLISH : discountZoneColorInput
// @variable bar index on current script
iteration
varip int currentBarIndex = bar_index
// @variable bar index on last script iteration
varip int lastBarIndex = bar_index
// @variable alerts in current bar
alerts currentAlerts = alerts.new()
// @variable time at start of chart
var initialTime = time

// we create the needed boxes for displaying order blocks at the first
execution
if barstate.isfirst
if showSwingOrderBlocksInput
for index = 1 to swingOrderBlocksSizeInput
swingOrderBlocksBoxes.push(box.new(na,na,na,na,xloc =
xloc.bar_time,extend = extend.right))
if showInternalOrderBlocksInput
for index = 1 to internalOrderBlocksSizeInput
internalOrderBlocksBoxes.push(box.new(na,na,na,na,xloc =
xloc.bar_time,extend = extend.right))

// @variable source to use in bearish order

blocks mitigation
bearishOrderBlockMitigationSource = orderBlockMitigationInput ==
CLOSE ? close : high
// @variable source to use in bullish order
blocks mitigation
bullishOrderBlockMitigationSource = orderBlockMitigationInput ==
CLOSE ? close : low
// @variable default volatility measure
atrMeasure = ta.atr(200)
// @variable parsed volatility measure by user
settings
volatilityMeasure = orderBlockFilterInput == ATR ?
atrMeasure : ta.cum(ta.tr)/bar_index
// @variable true if current bar is a high
volatility bar
highVolatilityBar = (high - low) >= (2 *
volatilityMeasure)
// @variable parsed high
parsedHigh = highVolatilityBar ? low : high
// @variable parsed low
parsedLow = highVolatilityBar ? high : low

// we store current values into the arrays at each bar

parsedHighs.push(parsedHigh)
parsedLows.push(parsedLow)
highs.push(high)
lows.push(low)
times.push(time)

//--------------------------------------------------------------------
-------------------------------------------------}
//USER-DEFINED FUNCTIONS
//--------------------------------------------------------------------
-------------------------------------------------{
// @function Get the value of the current leg, it can be 0
(bearish) or 1 (bullish)
// @returns int
leg(int size) =>
var leg = 0
newLegHigh = high[size] > ta.highest( size)
newLegLow = low[size] < ta.lowest( size)

if newLegHigh
leg := BEARISH_LEG
else if newLegLow
leg := BULLISH_LEG
leg

// @function Identify whether the current value is the

start of a new leg (swing)
// @param leg (int) Current leg value
// @returns bool
startOfNewLeg(int leg) => ta.change(leg) != 0

// @function Identify whether the current level is the

start of a new bearish leg (swing)
// @param leg (int) Current leg value
// @returns bool
startOfBearishLeg(int leg) => ta.change(leg) == -1

// @function Identify whether the current level is the

start of a new bullish leg (swing)
// @param leg (int) Current leg value
// @returns bool
startOfBullishLeg(int leg) => ta.change(leg) == +1

// @function create a new label

// @param labelTime bar time coordinate
// @param labelPrice price coordinate
// @param tag text to display
// @param labelColor text color
// @param labelStyle label style
// @returns label ID
drawLabel(int labelTime, float labelPrice, string tag, color
labelColor, string labelStyle) =>
var label l_abel = na

if modeInput == PRESENT
l_abel.delete()

l_abel :=
label.new(chart.point.new(labelTime,na,labelPrice),tag,xloc.bar_time,c
olor=color(na),textcolor=labelColor,style = labelStyle,size =
size.small)

// @function create a new line and label representing an

EQH or EQL
// @param p_ivot starting pivot
// @param level price level of current pivot
// @param size how many bars ago was the current pivot
detected
// @param equalHigh true for EQH, false for EQL
// @returns label ID
drawEqualHighLow(pivot p_ivot, float level, int size, bool equalHigh)
=>
equalDisplay e_qualDisplay = equalHigh ? equalHighDisplay :
equalLowDisplay

string tag = 'EQL'

color equalColor = swingBullishColor
string labelStyle = label.style_label_up

if equalHigh
tag := 'EQH'
equalColor := swingBearishColor
labelStyle := label.style_label_down

if modeInput == PRESENT
line.delete( e_qualDisplay.l_ine)
label.delete( e_qualDisplay.l_abel)

e_qualDisplay.l_ine :=
line.new(chart.point.new(p_ivot.barTime,na,p_ivot.currentLevel),
chart.point.new(time[size],na,level), xloc = xloc.bar_time, color =
equalColor, style = line.style_dotted)
labelPosition = math.round(0.5*(p_ivot.barIndex +
bar_index - size))
e_qualDisplay.l_abel :=
label.new(chart.point.new(na,labelPosition,level), tag,
xloc.bar_index, color = color(na), textcolor = equalColor, style =
labelStyle, size = equalHighsLowsSizeInput)

// @function store current structure and trailing swing

points, and also display swing points and equal highs/lows
// @param size (int) structure size
// @param equalHighLow (bool) true for displaying current highs/lows
// @param internal (bool) true for getting internal structures
// @returns label ID
getCurrentStructure(int size,bool equalHighLow = false, bool internal
= false) =>
currentLeg = leg(size)
newPivot = startOfNewLeg(currentLeg)
pivotLow = startOfBullishLeg(currentLeg)
pivotHigh = startOfBearishLeg(currentLeg)

if newPivot
if pivotLow
pivot p_ivot = equalHighLow ? equalLow : internal ?
internalLow : swingLow

if equalHighLow and math.abs(p_ivot.currentLevel -

low[size]) < equalHighsLowsThresholdInput * atrMeasure
drawEqualHighLow(p_ivot, low[size], size, false)

p_ivot.lastLevel := p_ivot.currentLevel
p_ivot.currentLevel := low[size]
p_ivot.crossed := false
p_ivot.barTime := time[size]
p_ivot.barIndex := bar_index[size]

if not equalHighLow and not internal

trailing.bottom := p_ivot.currentLevel
trailing.barTime := p_ivot.barTime
trailing.barIndex := p_ivot.barIndex
trailing.lastBottomTime := p_ivot.barTime

if showSwingsInput and not internal and not equalHighLow

drawLabel(time[size], p_ivot.currentLevel,
p_ivot.currentLevel < p_ivot.lastLevel ? 'LL' : 'HL',
swingBullishColor, label.style_label_up)
else
pivot p_ivot = equalHighLow ? equalHigh : internal ?
internalHigh : swingHigh

if equalHighLow and math.abs(p_ivot.currentLevel -

high[size]) < equalHighsLowsThresholdInput * atrMeasure
drawEqualHighLow(p_ivot,high[size],size,true)

p_ivot.lastLevel := p_ivot.currentLevel
p_ivot.currentLevel := high[size]
 p_ivot.crossed := false
p_ivot.barTime := time[size]
p_ivot.barIndex := bar_index[size]

if not equalHighLow and not internal

trailing.top := p_ivot.currentLevel
trailing.barTime := p_ivot.barTime
trailing.barIndex := p_ivot.barIndex
trailing.lastTopTime := p_ivot.barTime

if showSwingsInput and not internal and not equalHighLow

drawLabel(time[size], p_ivot.currentLevel,
p_ivot.currentLevel > p_ivot.lastLevel ? 'HH' : 'LH',
swingBearishColor, label.style_label_down)

// @function draw line and label representing a

structure
// @param p_ivot base pivot point
// @param tag test to display
// @param structureColor base color
// @param lineStyle line style
// @param labelStyle label style
// @param labelSize text size
// @returns label ID
drawStructure(pivot p_ivot, string tag, color structureColor, string
lineStyle, string labelStyle, string labelSize) =>
var line l_ine = line.new(na,na,na,na,xloc = xloc.bar_time)
var label l_abel = label.new(na,na)

if modeInput == PRESENT
l_ine.delete()
l_abel.delete()

l_ine :=
line.new(chart.point.new(p_ivot.barTime,na,p_ivot.currentLevel),
chart.point.new(time,na,p_ivot.currentLevel), xloc.bar_time,
color=structureColor, style=lineStyle)
l_abel :=
label.new(chart.point.new(na,math.round(0.5*(p_ivot.barIndex+bar_index
)),p_ivot.currentLevel), tag, xloc.bar_index, color=color(na),
textcolor=structureColor, style=labelStyle, size = labelSize)

// @function delete order blocks

// @param internal true for internal order blocks
// @returns orderBlock ID
deleteOrderBlocks(bool internal = false) =>
array<orderBlock> orderBlocks = internal ? internalOrderBlocks :
swingOrderBlocks

for [index,eachOrderBlock] in orderBlocks

bool crossedOderBlock = false
 if bearishOrderBlockMitigationSource > eachOrderBlock.barHigh
and eachOrderBlock.bias == BEARISH
crossedOderBlock := true
if internal
currentAlerts.internalBearishOrderBlock := true
else
currentAlerts.swingBearishOrderBlock := true
else if bullishOrderBlockMitigationSource <
eachOrderBlock.barLow and eachOrderBlock.bias == BULLISH
crossedOderBlock := true
if internal
currentAlerts.internalBullishOrderBlock := true
else
currentAlerts.swingBullishOrderBlock := true
if crossedOderBlock
orderBlocks.remove(index)

// @function fetch and store order blocks

// @param p_ivot base pivot point
// @param internal true for internal order blocks
// @param bias BULLISH or BEARISH
// @returns void
storeOrdeBlock(pivot p_ivot,bool internal = false,int bias) =>
if (not internal and showSwingOrderBlocksInput) or (internal and
showInternalOrderBlocksInput)

array<float> a_rray = na
int parsedIndex = na

if bias == BEARISH
a_rray :=
parsedHighs.slice(p_ivot.barIndex,bar_index)
parsedIndex := p_ivot.barIndex +
a_rray.indexof(a_rray.max())
else
a_rray := parsedLows.slice(p_ivot.barIndex,bar_index)
parsedIndex := p_ivot.barIndex +
a_rray.indexof(a_rray.min())

orderBlock o_rderBlock =
orderBlock.new(parsedHighs.get(parsedIndex),
parsedLows.get(parsedIndex), times.get(parsedIndex),bias)
array<orderBlock> orderBlocks = internal ?
internalOrderBlocks : swingOrderBlocks

if orderBlocks.size() >= 100

orderBlocks.pop()
orderBlocks.unshift(o_rderBlock)

// @function draw order blocks as boxes

// @param internal true for internal order blocks
// @returns void
drawOrderBlocks(bool internal = false) =>
array<orderBlock> orderBlocks = internal ? internalOrderBlocks :
swingOrderBlocks
orderBlocksSize = orderBlocks.size()

if orderBlocksSize > 0
maxOrderBlocks = internal ?
internalOrderBlocksSizeInput : swingOrderBlocksSizeInput
array<orderBlock> parsedOrdeBlocks = orderBlocks.slice(0,
math.min(maxOrderBlocks,orderBlocksSize))
array<box> b_oxes = internal ?
internalOrderBlocksBoxes : swingOrderBlocksBoxes

for [index,eachOrderBlock] in parsedOrdeBlocks

orderBlockColor = styleInput == MONOCHROME ?
(eachOrderBlock.bias == BEARISH ? color.new(MONO_BEARISH,80) :
color.new(MONO_BULLISH,80)) : internal ? (eachOrderBlock.bias ==
BEARISH ? internalBearishOrderBlockColor :
internalBullishOrderBlockColor) : (eachOrderBlock.bias == BEARISH ?
swingBearishOrderBlockColor : swingBullishOrderBlockColor)

box b_ox = b_oxes.get(index)

b_ox.set_top_left_point(
chart.point.new(eachOrderBlock.barTime,na,eachOrderBlock.barHigh))

b_ox.set_bottom_right_point(chart.point.new(last_bar_time,na,eachOrder
Block.barLow))
b_ox.set_border_color( internal ? na :
orderBlockColor)
b_ox.set_bgcolor( orderBlockColor)

// @function detect and draw structures, also detect and

store order blocks
// @param internal true for internal structures or order blocks
// @returns void
displayStructure(bool internal = false) =>
var bullishBar = true
var bearishBar = true

if internalFilterConfluenceInput
bullishBar := high - math.max(close, open) > math.min(close,
open - low)
bearishBar := high - math.max(close, open) < math.min(close,
open - low)

pivot p_ivot = internal ? internalHigh : swingHigh

trend t_rend = internal ? internalTrend : swingTrend

lineStyle = internal ? line.style_dashed : line.style_solid

 labelSize = internal ? internalStructureSize :
swingStructureSize

extraCondition = internal ? internalHigh.currentLevel !=

swingHigh.currentLevel and bullishBar : true
bullishColor = styleInput == MONOCHROME ? MONO_BULLISH :
internal ? internalBullColorInput : swingBullColorInput

if ta.crossover(close,p_ivot.currentLevel) and not p_ivot.crossed

and extraCondition
string tag = t_rend.bias == BEARISH ? CHOCH : BOS

if internal
currentAlerts.internalBullishCHoCH := tag == CHOCH
currentAlerts.internalBullishBOS := tag == BOS
else
currentAlerts.swingBullishCHoCH := tag == CHOCH
currentAlerts.swingBullishBOS := tag == BOS

p_ivot.crossed := true
t_rend.bias := BULLISH

displayCondition = internal ? showInternalsInput and

(showInternalBullInput == ALL or (showInternalBullInput == BOS and tag
!= CHOCH) or (showInternalBullInput == CHOCH and tag == CHOCH)) :
showStructureInput and (showSwingBullInput == ALL or
(showSwingBullInput == BOS and tag != CHOCH) or (showSwingBullInput ==
CHOCH and tag == CHOCH))

if displayCondition

drawStructure(p_ivot,tag,bullishColor,lineStyle,label.style_label_down
,labelSize)

if (internal and showInternalOrderBlocksInput) or (not

internal and showSwingOrderBlocksInput)
storeOrdeBlock(p_ivot,internal,BULLISH)

p_ivot := internal ? internalLow : swingLow

extraCondition := internal ? internalLow.currentLevel !=
swingLow.currentLevel and bearishBar : true
bearishColor = styleInput == MONOCHROME ? MONO_BEARISH :
internal ? internalBearColorInput : swingBearColorInput

if ta.crossunder(close,p_ivot.currentLevel) and not p_ivot.crossed

and extraCondition
string tag = t_rend.bias == BULLISH ? CHOCH : BOS

if internal
currentAlerts.internalBearishCHoCH := tag == CHOCH
currentAlerts.internalBearishBOS := tag == BOS
 else
currentAlerts.swingBearishCHoCH := tag == CHOCH
currentAlerts.swingBearishBOS := tag == BOS

p_ivot.crossed := true
t_rend.bias := BEARISH

displayCondition = internal ? showInternalsInput and

(showInternalBearInput == ALL or (showInternalBearInput == BOS and tag
!= CHOCH) or (showInternalBearInput == CHOCH and tag == CHOCH)) :
showStructureInput and (showSwingBearInput == ALL or
(showSwingBearInput == BOS and tag != CHOCH) or (showSwingBearInput ==
CHOCH and tag == CHOCH))

if displayCondition

drawStructure(p_ivot,tag,bearishColor,lineStyle,label.style_label_up,l
abelSize)

if (internal and showInternalOrderBlocksInput) or (not

internal and showSwingOrderBlocksInput)
storeOrdeBlock(p_ivot,internal,BEARISH)

// @function draw one fair value gap box (each fair value
gap has two boxes)
// @param leftTime left time coordinate
// @param rightTime right time coordinate
// @param topPrice top price level
// @param bottomPrice bottom price level
// @param boxColor box color
// @returns box ID
fairValueGapBox(leftTime,rightTime,topPrice,bottomPrice,boxColor) =>
box.new(chart.point.new(leftTime,na,topPrice),chart.point.new(rightTim
e + fairValueGapsExtendInput * (time-time[1]),na,bottomPrice),
xloc=xloc.bar_time, border_color = boxColor, bgcolor = boxColor)

// @function delete fair value gaps

// @returns fairValueGap ID
deleteFairValueGaps() =>
for [index,eachFairValueGap] in fairValueGaps
if (low < eachFairValueGap.bottom and eachFairValueGap.bias ==
BULLISH) or (high > eachFairValueGap.top and eachFairValueGap.bias ==
BEARISH)
eachFairValueGap.topBox.delete()
eachFairValueGap.bottomBox.delete()
fairValueGaps.remove(index)

// @function draw fair value gaps

// @returns fairValueGap ID
drawFairValueGaps() =>
 [lastClose, lastOpen, lastTime, currentHigh, currentLow,
currentTime, last2High, last2Low] = request.security(syminfo.tickerid,
fairValueGapsTimeframeInput, [close[1], open[1], time[1], high[0],
low[0], time[0], high[2], low[2]],lookahead = barmerge.lookahead_on)

barDeltaPercent = (lastClose - lastOpen) / (lastOpen * 100)

newTimeframe =
timeframe.change(fairValueGapsTimeframeInput)
threshold = fairValueGapsThresholdInput ?
ta.cum(math.abs(newTimeframe ? barDeltaPercent : 0)) / bar_index * 2 :
0

bullishFairValueGap = currentLow > last2High and lastClose >

last2High and barDeltaPercent > threshold and newTimeframe
bearishFairValueGap = currentHigh < last2Low and lastClose <
last2Low and -barDeltaPercent > threshold and newTimeframe

if bullishFairValueGap
currentAlerts.bullishFairValueGap := true

fairValueGaps.unshift(fairValueGap.new(currentLow,last2High,BULLISH,fa
irValueGapBox(lastTime,currentTime,currentLow,math.avg(currentLow,last
2High),fairValueGapBullishColor),fairValueGapBox(lastTime,currentTime,
math.avg(currentLow,last2High),last2High,fairValueGapBullishColor)))
if bearishFairValueGap
currentAlerts.bearishFairValueGap := true

fairValueGaps.unshift(fairValueGap.new(currentHigh,last2Low,BEARISH,fa
irValueGapBox(lastTime,currentTime,currentHigh,math.avg(currentHigh,la
st2Low),fairValueGapBearishColor),fairValueGapBox(lastTime,currentTime
,math.avg(currentHigh,last2Low),last2Low,fairValueGapBearishColor)))

// @function get line style from string

// @param style line style
// @returns string
getStyle(string style) =>
switch style
SOLID => line.style_solid
DASHED => line.style_dashed
DOTTED => line.style_dotted

// @function draw MultiTimeFrame levels

// @param timeframe base timeframe
// @param sameTimeframe true if chart timeframe is same as base
timeframe
// @param style line style
// @param levelColor line and text color
// @returns void
drawLevels(string timeframe, bool sameTimeframe, string style, color
levelColor) =>
 [topLevel, bottomLevel, leftTime, rightTime] =
request.security(syminfo.tickerid, timeframe, [high[1], low[1],
time[1], time],lookahead = barmerge.lookahead_on)

float parsedTop = sameTimeframe ? high : topLevel

float parsedBottom = sameTimeframe ? low : bottomLevel

int parsedLeftTime = sameTimeframe ? time : leftTime

int parsedRightTime = sameTimeframe ? time : rightTime

int parsedTopTime = time

int parsedBottomTime = time

if not sameTimeframe
int leftIndex =
times.binary_search_rightmost(parsedLeftTime)
int rightIndex =
times.binary_search_rightmost(parsedRightTime)

array<int> timeArray =
times.slice(leftIndex,rightIndex)
array<float> topArray =
highs.slice(leftIndex,rightIndex)
array<float> bottomArray = lows.slice(leftIndex,rightIndex)

parsedTopTime := timeArray.size() > 0 ?

timeArray.get(topArray.indexof(topArray.max())) : initialTime
parsedBottomTime := timeArray.size() > 0 ?
timeArray.get(bottomArray.indexof(bottomArray.min())) : initialTime

var line topLine = line.new(na, na, na, na, xloc =

xloc.bar_time, color = levelColor, style = getStyle(style))
var line bottomLine = line.new(na, na, na, na, xloc =
xloc.bar_time, color = levelColor, style = getStyle(style))
var label topLabel = label.new(na, na, xloc = xloc.bar_time,
text = str.format('P{0}H',timeframe), color=color(na), textcolor =
levelColor, size = size.small, style = label.style_label_left)
var label bottomLabel = label.new(na, na, xloc = xloc.bar_time,
text = str.format('P{0}L',timeframe), color=color(na), textcolor =
levelColor, size = size.small, style = label.style_label_left)

topLine.set_first_point(
chart.point.new(parsedTopTime,na,parsedTop))
topLine.set_second_point( chart.point.new(last_bar_time + 20 *
(time-time[1]),na,parsedTop))
topLabel.set_point( chart.point.new(last_bar_time + 20 *
(time-time[1]),na,parsedTop))

bottomLine.set_first_point(
chart.point.new(parsedBottomTime,na,parsedBottom))
 bottomLine.set_second_point(chart.point.new(last_bar_time + 20 *
(time-time[1]),na,parsedBottom))
bottomLabel.set_point( chart.point.new(last_bar_time + 20 *
(time-time[1]),na,parsedBottom))

// @function true if chart timeframe is higher than

provided timeframe
// @param timeframe timeframe to check
// @returns bool
higherTimeframe(string timeframe) => timeframe.in_seconds() >
timeframe.in_seconds(timeframe)

// @function update trailing swing points

// @returns int
updateTrailingExtremes() =>
trailing.top := math.max(high,trailing.top)
trailing.lastTopTime := trailing.top == high ? time :
trailing.lastTopTime
trailing.bottom := math.min(low,trailing.bottom)
trailing.lastBottomTime := trailing.bottom == low ? time :
trailing.lastBottomTime

// @function draw trailing swing points

// @returns void
drawHighLowSwings() =>
var line topLine = line.new(na, na, na, na, color =
swingBearishColor, xloc = xloc.bar_time)
var line bottomLine = line.new(na, na, na, na, color =
swingBullishColor, xloc = xloc.bar_time)
var label topLabel = label.new(na, na, color=color(na),
textcolor = swingBearishColor, xloc = xloc.bar_time, style =
label.style_label_down, size = size.tiny)
var label bottomLabel = label.new(na, na, color=color(na),
textcolor = swingBullishColor, xloc = xloc.bar_time, style =
label.style_label_up, size = size.tiny)

rightTimeBar = last_bar_time + 20 * (time - time[1])

topLine.set_first_point( chart.point.new(trailing.lastTopTime,
na, trailing.top))
topLine.set_second_point( chart.point.new(rightTimeBar, na,
trailing.top))
topLabel.set_point( chart.point.new(rightTimeBar, na,
trailing.top))
topLabel.set_text( swingTrend.bias == BEARISH ? 'Strong
High' : 'Weak High')

bottomLine.set_first_point(
chart.point.new(trailing.lastBottomTime, na, trailing.bottom))
bottomLine.set_second_point(chart.point.new(rightTimeBar, na,
trailing.bottom))
 bottomLabel.set_point( chart.point.new(rightTimeBar, na,
trailing.bottom))
bottomLabel.set_text( swingTrend.bias == BULLISH ? 'Strong
Low' : 'Weak Low')

// @function draw a zone with a label and a box

// @param labelLevel price level for label
// @param labelIndex bar index for label
// @param top top price level for box
// @param bottom bottom price level for box
// @param tag text to display
// @param zoneColor base color
// @param style label style
// @returns void
drawZone(float labelLevel, int labelIndex, float top, float bottom,
string tag, color zoneColor, string style) =>
var label l_abel = label.new(na,na,text = tag,
color=color(na),textcolor = zoneColor, style = style, size =
size.small)
var box b_ox = box.new(na,na,na,na,bgcolor =
color.new(zoneColor,80),border_color = color(na), xloc =
xloc.bar_time)

b_ox.set_top_left_point(
chart.point.new(trailing.barTime,na,top))

b_ox.set_bottom_right_point(chart.point.new(last_bar_time,na,bottom))

l_abel.set_point(
chart.point.new(na,labelIndex,labelLevel))

// @function draw premium/discount zones

// @returns void
drawPremiumDiscountZones() =>
drawZone(trailing.top, math.round(0.5*(trailing.barIndex +
last_bar_index)), trailing.top, 0.95*trailing.top +
0.05*trailing.bottom, 'Premium', premiumZoneColor,
label.style_label_down)

equilibriumLevel = math.avg(trailing.top, trailing.bottom)

drawZone(equilibriumLevel, last_bar_index, 0.525*trailing.top +
0.475*trailing.bottom, 0.525*trailing.bottom + 0.475*trailing.top,
'Equilibrium', equilibriumZoneColorInput, label.style_label_left)

drawZone(trailing.bottom, math.round(0.5*(trailing.barIndex +
last_bar_index)), 0.95*trailing.bottom + 0.05*trailing.top,
trailing.bottom, 'Discount', discountZoneColor, label.style_label_up)

//--------------------------------------------------------------------
-------------------------------------------------}
//MUTABLE VARIABLES & EXECUTION
//--------------------------------------------------------------------
-------------------------------------------------{
parsedOpen = showTrendInput ? open : na
candleColor = internalTrend.bias == BULLISH ? swingBullishColor :
swingBearishColor
plotcandle(parsedOpen,high,low,close,color = candleColor, wickcolor =
candleColor, bordercolor = candleColor)

if showHighLowSwingsInput or showPremiumDiscountZonesInput
updateTrailingExtremes()

if showHighLowSwingsInput
drawHighLowSwings()

if showPremiumDiscountZonesInput
drawPremiumDiscountZones()

if showFairValueGapsInput
deleteFairValueGaps()

getCurrentStructure(swingsLengthInput,false)
getCurrentStructure(5,false,true)

if showEqualHighsLowsInput
getCurrentStructure(equalHighsLowsLengthInput,true)

if showInternalsInput or showInternalOrderBlocksInput or
showTrendInput
displayStructure(true)

if showStructureInput or showSwingOrderBlocksInput or
showHighLowSwingsInput
displayStructure()

if showInternalOrderBlocksInput
deleteOrderBlocks(true)

if showSwingOrderBlocksInput
deleteOrderBlocks()

if showFairValueGapsInput
drawFairValueGaps()

if barstate.islastconfirmedhistory or barstate.islast
if showInternalOrderBlocksInput
drawOrderBlocks(true)

if showSwingOrderBlocksInput
drawOrderBlocks()

lastBarIndex := currentBarIndex
currentBarIndex := bar_index
newBar = currentBarIndex != lastBarIndex

if barstate.islastconfirmedhistory or (barstate.isrealtime and newBar)

if showDailyLevelsInput and not higherTimeframe('D')

drawLevels('D',timeframe.isdaily,dailyLevelsStyleInput,dailyLevelsColo
rInput)

if showWeeklyLevelsInput and not higherTimeframe('W')

drawLevels('W',timeframe.isweekly,weeklyLevelsStyleInput,weeklyLevelsC
olorInput)

if showMonthlyLevelsInput and not higherTimeframe('M')

drawLevels('M',timeframe.ismonthly,monthlyLevelsStyleInput,monthlyLeve
lsColorInput)

//--------------------------------------------------------------------
-------------------------------------------------}
//ALERTS
//--------------------------------------------------------------------
-------------------------------------------------{
alertcondition(currentAlerts.internalBullishBOS, 'Internal
Bullish BOS', 'Internal Bullish BOS formed')
alertcondition(currentAlerts.internalBullishCHoCH, 'Internal
Bullish CHoCH', 'Internal Bullish CHoCH formed')
alertcondition(currentAlerts.internalBearishBOS, 'Internal
Bearish BOS', 'Internal Bearish BOS formed')
alertcondition(currentAlerts.internalBearishCHoCH, 'Internal
Bearish CHoCH', 'Internal Bearish CHoCH formed')

alertcondition(currentAlerts.swingBullishBOS, 'Bullish BOS',

'Internal Bullish BOS formed')
alertcondition(currentAlerts.swingBullishCHoCH, 'Bullish
CHoCH', 'Internal Bullish CHoCH formed')
alertcondition(currentAlerts.swingBearishBOS, 'Bearish BOS',
'Bearish BOS formed')
alertcondition(currentAlerts.swingBearishCHoCH, 'Bearish
CHoCH', 'Bearish CHoCH formed')

alertcondition(currentAlerts.internalBullishOrderBlock, 'Bullish
Internal OB Breakout', 'Price broke bullish internal OB')
alertcondition(currentAlerts.internalBearishOrderBlock, 'Bearish
Internal OB Breakout', 'Price broke bearish internal OB')
alertcondition(currentAlerts.swingBullishOrderBlock, 'Bullish Swing
OB Breakout', 'Price broke bullish swing OB')
alertcondition(currentAlerts.swingBearishOrderBlock, 'Bearish Swing
OB Breakout', 'Price broke bearish swing OB')
alertcondition(currentAlerts.equalHighs, 'Equal Highs',
'Equal highs detected')
alertcondition(currentAlerts.equalLows, 'Equal Lows',
'Equal lows detected')

alertcondition(currentAlerts.bullishFairValueGap, 'Bullish FVG',

'Bullish FVG formed')
alertcondition(currentAlerts.bearishFairValueGap, 'Bearish FVG',
'Bearish FVG formed')

//--------------------------------------------------------------------
-------------------------------------------------}