//@version=6 indicator("Order Blocks Volume Delta 3D | Flux Charts", overlay = true, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500, max_polylines_count = 100, max_bars_back = 5000) //#region CONSTANTS // Core constants that control stored OB capacity and label size. const int MAX_STORED_OBS = 50 const int retestSize = 4 //#endregion //#region INPUTS // Core user controls for OB behavior, volume delta, 3D style and alerts. grpOB = "ORDER BLOCKS" swingLen = input.int(5, "Swing Length", minval = 1, group = grpOB, inline = "sw", display = display.none) bullObColor = input.color(color.new(color.teal, 55), "", group = grpOB, inline = "sw") bearObColor = input.color(color.new(color.red, 55), "", group = grpOB, inline = "sw") invMethod = input.string("Wick", "Invalidation", options = ["Wick", "Close"], group = grpOB, display = display.none) showNearestX = input.int(3, "Show Nearest", minval = 1, maxval = 20, group = grpOB, display = display.none) extendZones = input.int(10, "Extend Zones", minval = 0, group = grpOB, tooltip = "This will extend the zones by X candles.", display = display.none) showRetestLbl = input.bool(true, "Retest Labels", group = grpOB, inline = "tog") hideInvalid = input.bool(true, "Hide Invalidated Zones", group = grpOB, inline = "tog") grpVD = "VOLUME DELTA" vdEnable = input.bool(true, "Enable", group = grpVD, inline = "vd") vdBullColor = input.color(color.new(color.teal, 65), "", group = grpVD, inline = "vd") vdBearColor = input.color(color.new(color.red, 65), "", group = grpVD, inline = "vd") vd3D = input.bool(true, "3D", group = grpVD, inline = "3d", tooltip = "Adds 3D-style depth faces.") and vdEnable vd3DDepth = input.int(5, "", group = grpVD, inline = "3d", minval = 1, maxval = 5, display = display.none) displayStyle = input.string("Vertical", "Display Style", options = ["Vertical", "Horizontal"], group = grpVD, tooltip = "Horizontal: split shown top/bottom.\nVertical: split shown left/right across the zone.", display = display.none) vdTfIn = input.timeframe("", "Volume Delta Timeframe", group = grpVD, tooltip = "Lower timeframe used to estimate delta") showTotalVol = input.bool(true, "Display Total Volume", group = grpVD, tooltip = "Displays total volume (Bull+Bear) from the active delta source.", inline = "vd2") and vdEnable showDeltaPct = input.bool(true, "Show Delta %", group = grpVD, inline = "vd2", tooltip = "Shows bullish vs bearish volume split.\nIf selected TF is lower than chart TF, uses LTF data; otherwise uses chart TF.") and vdEnable vdTextColor = input.color(color.white, "", group = grpVD, inline = "vd2") grpAL = "ALERTS" alBullOB = input.bool(true, "Bullish Order Block", group = grpAL, inline = "oba") alBearOB = input.bool(true, "Bearish Order Block", group = grpAL, inline = "oba") alBullRetest = input.bool(true, "Bullish OB Retest", group = grpAL, inline = "obr") alBearRetest = input.bool(true, "Bearish OB Retest", group = grpAL, inline = "obr") //#endregion //#region TYPES // Custom structs for order blocks and 3D poly drawing. type PolyParams array points color lineColor color fillColor int lineWidth type ObRec int leftIndex int leftTime int createdIndex int createdTime float top float bottom bool isBull bool active bool retested int retestIndex int retestTime int invalidIndex int invalidTime float bullVol float bearVol float totalVol float bullPct float bearPct bool hasDelta type RetestRec int barIndex bool isBull int obLeftIndex int obCreatedIndex //#endregion //#region GENERIC HELPERS // Small utilities: clearing drawings, geometry helpers, nearest-OB picking. method clearAll(array bx, array pl, array lb) => if bx.size() > 0 for i = 0 to bx.size() - 1 bx.get(i).delete() bx.clear() if pl.size() > 0 for i = 0 to pl.size() - 1 pl.get(i).delete() pl.clear() if lb.size() > 0 for i = 0 to lb.size() - 1 lb.get(i).delete() lb.clear() // Builds a simple side face for 3D-style boxes using chart points. method sideBox(array pts, int x, float btm, float top, float depthY, int widthX) => pts.unshift(chart.point.from_index(x, btm)) pts.unshift(chart.point.from_index(x + widthX, btm + depthY)) pts.unshift(chart.point.from_index(x + widthX, top + depthY)) pts.unshift(chart.point.from_index(x, top)) pts.unshift(chart.point.from_index(x, btm)) // Returns true if a candle's high/low intersects the OB zone. touchesZone(float zTop, float zBot, float cHigh, float cLow) => cHigh >= zBot and cLow <= zTop // Distance from price to zone in price units, used to rank nearest zones. zoneDistance(float px, float zTop, float zBot) => px > zTop ? px - zTop : px < zBot ? zBot - px : 0.0 // Inserts a distance+index pair into a sorted list, capped at kMax. method insertBest(array dists, array idxs, float dist, int idx, int kMax) => if dists.size() == 0 dists.push(dist) idxs.push(idx) else int pos = dists.size() if dists.size() > 0 for j = 0 to dists.size() - 1 if dist < dists.get(j) pos := j break dists.insert(pos, dist) idxs.insert(pos, idx) while dists.size() > kMax dists.pop() idxs.pop() // Picks the k nearest bull/bear OBs to current price (optionally including invalid). pickNearest(array store, bool wantBull, int kMax, bool includeInvalid) => array dists = array.new_float() array idxs = array.new_int() if store.size() > 0 for i = 0 to store.size() - 1 ObRec ob = store.get(i) if ob.isBull == wantBull bool ok = includeInvalid ? true : ob.active if ok float dist = zoneDistance(close, ob.top, ob.bottom) dists.insertBest(idxs, dist, i, kMax) idxs formatVol(float v) => str.tostring(v, format.volume) //#endregion //#region VOLUME ENGINE (CHART OR LOWER TF) // Per-bar total / bull / bear volume tfSec(string tf) => timeframe.in_seconds(tf) int chartSec = tfSec(timeframe.period) int srcSec = tfSec(vdTfIn) bool useLtf = not na(chartSec) and not na(srcSec) and srcSec < chartSec getBarVols() => float tot = na float bull = na float bear = na if not useLtf or vdTfIn == "" float v = volume bool up = close > open bool dn = close < open tot := v bull := up ? v : 0.0 bear := dn ? v : 0.0 else array oArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, open) array cArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, close) array vArr = request.security_lower_tf(syminfo.tickerid, vdTfIn, volume) float tSum = 0.0 float bSum = 0.0 float sSum = 0.0 int n = array.size(vArr) if n > 0 for i = 0 to n - 1 float v2 = array.get(vArr, i) float o2 = array.get(oArr, i) float c2 = array.get(cArr, i) tSum += v2 if c2 > o2 bSum += v2 else if c2 < o2 sSum += v2 tot := tSum bull := bSum bear := sSum [tot, bull, bear] [barTotVol, barBullVol, barBearVol] = getBarVols() //#endregion //#region POC ENGINE (MOST-TOUCHED PRICE + VOLUME) // Finds a POC between swing and BOS, then aggregates volume. findMostTouchedPrice(int fromIdx, int toIdx, int nBins) => int span = toIdx - fromIdx if span <= 0 or na(fromIdx) or na(toIdx) [na, 0] else float minP = 1e10 float maxP = -1e10 for idx = fromIdx to toIdx int rel = bar_index - idx if rel >= 0 float lo = low[rel] float hi = high[rel] if not na(lo) and not na(hi) if lo < minP minP := lo if hi > maxP maxP := hi if not (minP < maxP) [na, 0] else float step = (maxP - minP) / nBins step := step <= 0 ? syminfo.mintick : step array diffCnt = array.new_float(nBins, 0.0) for idx = fromIdx to toIdx int rel2 = bar_index - idx if rel2 >= 0 float lo2 = low[rel2] float hi2 = high[rel2] if not na(lo2) and not na(hi2) int sBin = int(math.floor((lo2 - minP) / step)) int eBin = int(math.floor((hi2 - minP) / step)) sBin := sBin < 0 ? 0 : sBin > nBins - 1 ? nBins - 1 : sBin eBin := eBin < 0 ? 0 : eBin > nBins - 1 ? nBins - 1 : eBin float cStart = diffCnt.get(sBin) diffCnt.set(sBin, cStart + 1.0) if eBin + 1 < nBins float cEnd = diffCnt.get(eBin + 1) diffCnt.set(eBin + 1, cEnd - 1.0) int bestBin = 0 float bestCnt = 0.0 float runCnt = 0.0 for i = 0 to nBins - 1 runCnt += diffCnt.get(i) if runCnt > bestCnt bestCnt := runCnt bestBin := i float poc = minP + (bestBin + 0.5) * step [poc, int(bestCnt)] // Aggregates total / bull / bear volume at a single price level (POC) for a range. volumeAtPrice(int fromIdx, int toIdx, float poc) => int touches = 0 float totVol = 0.0 float bullVol = 0.0 float bearVol = 0.0 int span = toIdx - fromIdx if not na(poc) and span >= 0 for step = 0 to span int idx = toIdx - step int rel = bar_index - idx if rel >= 0 float lo = low[rel] float hi = high[rel] if not na(lo) and not na(hi) and lo <= poc and hi >= poc touches += 1 float vTot = barTotVol[rel] float vBull = barBullVol[rel] float vBear = barBearVol[rel] if not na(vTot) totVol += vTot if not na(vBull) bullVol += vBull if not na(vBear) bearVol += vBear [touches, totVol, bullVol, bearVol] // Wrapper: find POC first, then compute volume at that POC for the BOS range. calcMostTouchedPriceVol(int fromIdx, int toIdx, int nBins) => [poc, _approxTouches] = findMostTouchedPrice(fromIdx, toIdx, nBins) [touches, totVol, bullVol, bearVol] = volumeAtPrice(fromIdx, toIdx, poc) [poc, touches, totVol, bullVol, bearVol] //#endregion //#region ORDER BLOCK ENGINE (POC-BASED) // Detects swing highs/lows, confirms BOS, anchors OB at first POC touch. var array obs = array.new() var array obRetests = array.new() var int lastBullRetestBar = na var int lastBearRetestBar = na var float shPrice = na var int shIdx = na var float slPrice = na var int slIdx = na bool evNewBullOB = false bool evNewBearOB = false bool evBullRetest = false bool evBearRetest = false float ph = ta.pivothigh(high, swingLen, swingLen) float pl = ta.pivotlow(low, swingLen, swingLen) if not na(ph) shPrice := ph shIdx := bar_index - swingLen if not na(pl) slPrice := pl slIdx := bar_index - swingLen bool bosBearNow = not na(slPrice) and bar_index > slIdx and close < slPrice and close[1] >= slPrice bool bosBullNow = not na(shPrice) and bar_index > shIdx and close > shPrice and close[1] <= shPrice bool bosBear = bosBearNow[1] bool bosBull = bosBullNow[1] // Precompute BOS ranges and POC stats in global scope int bosIdxBear = bar_index - 1 int fromIdxBear = slIdx[1] int toIdxBear = bosIdxBear [pocB, touchesB, totVolB, bullVolB, bearVolB] = calcMostTouchedPriceVol(fromIdxBear, toIdxBear, 40) int bosIdxBull = bar_index - 1 int fromIdxBull = shIdx[1] int toIdxBull = bosIdxBull [pocH, touchesH, totVolH, bullVolH, bearVolH] = calcMostTouchedPriceVol(fromIdxBull, toIdxBull, 40) // Keeps OB array trimmed to recent history and limits max stored OBs. pruneObs() => int minLeft = math.max(0, bar_index - 4999) if obs.size() > 0 for i = obs.size() - 1 to 0 ObRec ob = obs.get(i) if ob.leftIndex < minLeft obs.remove(i) while obs.size() > MAX_STORED_OBS bool removed = false if obs.size() > 0 for j = obs.size() - 1 to 0 ObRec ob2 = obs.get(j) if not ob2.active obs.remove(j) removed := true break if not removed and obs.size() > 0 obs.pop() // Creates and seeds an OB record using a POC-anchored candle and BOS volumes. addObFromPoc(int baseIdx, float top, float bottom, bool isBull, float totSeed, float bullSeed, float bearSeed, int createdIdx) => int offLeft = bar_index - baseIdx int offCreated = bar_index - createdIdx int leftTime = time[offLeft] int createdTm = time[offCreated] float tot = totSeed float bVol = bullSeed float sVol = bearSeed bool hasDelta = tot > 0.0 float bullPct = hasDelta ? math.round((bVol / tot) * 100.0) : 50.0 float bearPct = hasDelta ? 100.0 - bullPct : 50.0 obs.unshift(ObRec.new(baseIdx, leftTime, createdIdx, createdTm, top, bottom, isBull, true, false, na, na, na, na, bVol, sVol, tot, bullPct, bearPct, hasDelta)) pruneObs() // Returns true if a proposed zone overlaps any active OB obOverlapsActive(float zoneTop, float zoneBottom) => float zTop = math.max(zoneTop, zoneBottom) float zBot = math.min(zoneTop, zoneBottom) bool overlaps = false if obs.size() > 0 for i = 0 to obs.size() - 1 ObRec ob = obs.get(i) if ob.active float oTop = math.max(ob.top, ob.bottom) float oBot = math.min(ob.top, ob.bottom) bool rangeOverlap = zTop >= oBot and zBot <= oTop if rangeOverlap overlaps := true break overlaps // Returns true if there is a price gap between anchorIdx and bosIdx. hasGapBetween(int anchorIdx, int bosIdx, bool isBull) => bool gap = false int fromIdx = math.min(anchorIdx, bosIdx) int toIdx = math.max(anchorIdx, bosIdx) if toIdx - fromIdx >= 1 for absIdx = fromIdx + 1 to toIdx int relNow = bar_index - absIdx int relPrev = relNow + 1 if relNow >= 0 and relPrev >= 0 float hiPrev = high[relPrev] float loPrev = low[relPrev] float hiNow = high[relNow] float loNow = low[relNow] if not na(hiPrev) and not na(loPrev) and not na(hiNow) and not na(loNow) if isBull if loNow > hiPrev gap := true break else if hiNow < loPrev gap := true break gap // Bearish BOS → Bearish OB if bosBear int bosIdx = bosIdxBear int fromIdx = fromIdxBear int toIdx = toIdxBear if not na(pocB) and touchesB > 0 and not na(fromIdx) and not na(toIdx) int spanB = toIdx - fromIdx int bestIdx = na float runMaxHigh = na if spanB >= 0 for step = 0 to spanB int idx = toIdx - step int rel = bar_index - idx if rel >= 0 float lo = low[rel] float hi = high[rel] if not na(lo) and not na(hi) runMaxHigh := na(runMaxHigh) ? hi : math.max(runMaxHigh, hi) bool touches = lo <= pocB and hi >= pocB if touches and hi == runMaxHigh bestIdx := idx bool gapLeg = not na(bestIdx) ? hasGapBetween(bestIdx, bosIdx, false) : false if not na(bestIdx) and not gapLeg int relBest = bar_index - bestIdx float top = high[relBest] float bottom = low[relBest] if not obOverlapsActive(top, bottom) addObFromPoc(bestIdx, top, bottom, false, totVolB, bullVolB, bearVolB, bosIdx) evNewBearOB := true slPrice := na slIdx := na // Bullish BOS → Bullish OB if bosBull int bosIdx2 = bosIdxBull int fromIdx2 = fromIdxBull int toIdx2 = toIdxBull if not na(pocH) and touchesH > 0 and not na(fromIdx2) and not na(toIdx2) int spanH = toIdx2 - fromIdx2 int bestIdx2 = na float runMinLow = na if spanH >= 0 for step = 0 to spanH int idx2 = toIdx2 - step int rel2 = bar_index - idx2 if rel2 >= 0 float lo2 = low[rel2] float hi2 = high[rel2] if not na(lo2) and not na(hi2) runMinLow := na(runMinLow) ? lo2 : math.min(runMinLow, lo2) bool touches = lo2 <= pocH and hi2 >= pocH if touches and lo2 == runMinLow bestIdx2 := idx2 bool gapLeg2 = not na(bestIdx2) ? hasGapBetween(bestIdx2, bosIdx2, true) : false if not na(bestIdx2) and not gapLeg2 int relBest2 = bar_index - bestIdx2 float top2 = high[relBest2] float bottom2 = low[relBest2] if not obOverlapsActive(top2, bottom2) addObFromPoc(bestIdx2, top2, bottom2, true, totVolH, bullVolH, bearVolH, bosIdx2) evNewBullOB := true shPrice := na shIdx := na // Invalidation and retest detection for existing OBs. if obs.size() > 0 for i = 0 to obs.size() - 1 ObRec ob = obs.get(i) if ob.active bool invalid = false int invIdx = na int invTime = na if ob.isBull if invMethod == "Wick" invalid := low < ob.bottom invIdx := bar_index invTime := time else if bar_index > 0 invalid := close[1] < ob.bottom invIdx := bar_index - 1 invTime := time[1] else if invMethod == "Wick" invalid := high > ob.top invIdx := bar_index invTime := time else if bar_index > 0 invalid := close[1] > ob.top invIdx := bar_index - 1 invTime := time[1] if invalid ob.active := false ob.invalidIndex := invIdx ob.invalidTime := invTime bool retestPrev = false int retestBar = na int retestTm = na if bar_index > 0 if ob.isBull bool opensAbovePrev = open[1] > ob.top bool closesAbovePrev = close[1] > ob.top bool wickTouchesPrev = low[1] <= ob.top and low[1] >= ob.bottom retestPrev := opensAbovePrev and closesAbovePrev and wickTouchesPrev else bool opensBelowPrev = open[1] < ob.bottom bool closesBelowPrev = close[1] < ob.bottom bool wickTouchesPrev = high[1] >= ob.bottom and high[1] <= ob.top retestPrev := opensBelowPrev and closesBelowPrev and wickTouchesPrev if retestPrev retestBar := bar_index - 1 retestTm := time[1] if retestPrev and not na(retestBar) and retestBar > ob.createdIndex ob.retested := true ob.retestIndex := retestBar ob.retestTime := retestTm int lastSideBar = ob.isBull ? lastBullRetestBar : lastBearRetestBar bool canLog = na(lastSideBar) or retestBar - lastSideBar >= 4 if canLog obRetests.unshift(RetestRec.new(retestBar, ob.isBull, ob.leftIndex, ob.createdIndex)) if ob.isBull evBullRetest := true lastBullRetestBar := retestBar else evBearRetest := true lastBearRetestBar := retestBar obs.set(i, ob) //#endregion //#region DRAW ENGINE (ZONES + VOLUME + 3D) // Handles all boxes, polylines and labels for OBs and 3D faces. bool showVD = vdEnable bool isVert = displayStyle == "Vertical" bool isHorz = not isVert float dayAtr = ta.atr(14) var array allBoxes = array.new() var array allPolys = array.new() var array allLabels = array.new() drawPoly(PolyParams pp) => if not na(pp) and not na(pp.points) and pp.points.size() > 0 allPolys.unshift(polyline.new(points = pp.points, line_color = pp.lineColor, fill_color = pp.fillColor)) method pushBox(array store, box b) => store.unshift(b) method pushLabel(array store, label l) => store.unshift(l) // Chooses base colors for OB zones depending on vdEnable and bull/bear type. obColors(ObRec ob) => color bullCol = vdEnable ? vdBullColor : bullObColor color bearCol = vdEnable ? vdBearColor : bearObColor color baseCol = ob.isBull ? bullCol : bearCol color faded = ob.active ? baseCol : color.new(baseCol, 85) [baseCol, faded] // Computes right-most bar index for drawing an OB, considering extension and invalidation. obRightIndex(ObRec ob) => int activeRight = bar_index + extendZones if ob.active activeRight else na(ob.invalidIndex) ? activeRight : ob.invalidIndex // Draws the main OB zone box on the chart. drawObZoneBox(ObRec ob, color faded) => int xR = obRightIndex(ob) int xL = ob.leftIndex int minBar = bar_index - 4999 if xL < minBar xL := minBar xR := math.max(xR, xL) box bx = box.new(left = xL, right = xR, top = ob.top, bottom = ob.bottom, xloc = xloc.bar_index, bgcolor = faded, border_color = na, border_width = 0) allBoxes.pushBox(bx) // Draws a retest marker (triangle) when price revisits an OB. drawRetestLabels(array bullAct, array bearAct, array bullInv, array bearInv) => int ret = 0 if showRetestLbl and obRetests.size() > 0 int minBar = bar_index - 4999 int lastBullLbl = na int lastBearLbl = na for i = obRetests.size() - 1 to 0 RetestRec r = obRetests.get(i) if r.barIndex < minBar or r.barIndex > bar_index RetestRec _trash = obRetests.remove(i) else bool hasDisplayedParent = false if r.isBull if bullAct.size() > 0 for j = 0 to bullAct.size() - 1 ObRec ob = obs.get(bullAct.get(j)) if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex hasDisplayedParent := true break if not hasDisplayedParent and not hideInvalid and bullInv.size() > 0 for j = 0 to bullInv.size() - 1 ObRec ob = obs.get(bullInv.get(j)) if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex hasDisplayedParent := true break else if bearAct.size() > 0 for j = 0 to bearAct.size() - 1 ObRec ob = obs.get(bearAct.get(j)) if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex hasDisplayedParent := true break if not hasDisplayedParent and not hideInvalid and bearInv.size() > 0 for j = 0 to bearInv.size() - 1 ObRec ob = obs.get(bearInv.get(j)) if ob.leftIndex == r.obLeftIndex and ob.createdIndex == r.obCreatedIndex hasDisplayedParent := true break if not hasDisplayedParent continue int age = bar_index - r.barIndex if age >= 0 and age <= 4999 if r.isBull if not na(lastBullLbl) and r.barIndex - lastBullLbl < 3 continue lastBullLbl := r.barIndex else if not na(lastBearLbl) and r.barIndex - lastBearLbl < 3 continue lastBearLbl := r.barIndex float yPrice = close[age] color baseCol = r.isBull ? bullObColor : bearObColor st = r.isBull ? label.style_triangleup : label.style_triangledown yl = r.isBull ? yloc.belowbar : yloc.abovebar label newLbl = label.new(r.barIndex, yPrice, "", xloc = xloc.bar_index, yloc = yl, style = st, color = color.new(baseCol, 0), textcolor = color.new(baseCol, 0), size = retestSize, force_overlay = true) allLabels.pushLabel(newLbl) ret // Returns geometry used for volume overlay and 3D top view. obGeom(ObRec ob) => int rawL = ob.leftIndex int rawR = obRightIndex(ob) int minBar = bar_index - 4999 int xL = math.max(rawL, minBar) int xR = math.max(rawR, xL) int widthX = vd3DDepth int xR2 = xR + widthX float yT = ob.top float yB = ob.bottom float h = yT - yB [xL, xR, widthX, xR2, yT, yB, h] // Converts bull/bear percentages into display strings (if enabled). deltaTexts(float bullPct, float bearPct) => string bullTxt = showDeltaPct ? str.tostring(bullPct) + "%" : "" string bearTxt = showDeltaPct ? str.tostring(bearPct) + "%" : "" [bullTxt, bearTxt] // Draws a text label with total volume on the right-bottom corner of the OB. drawTotalVolLabel(int xL, int xR, float yT, float yB, float h, float total) => if showTotalVol int cx = xR - 1 if cx < xL cx := xL float cy = yB + h * 0.25 string txt = formatVol(total) label lb = label.new(cx, cy, txt, xloc = xloc.bar_index, style = label.style_label_right, textcolor = vdTextColor, color = #ffffff00, size = size.small, force_overlay = true) allLabels.pushLabel(lb) // Fills the OB with bull/bear split either vertically or horizontally. drawDeltaFills(int xL, int xR, float yT, float yB, float h, float bullPct, string bullTxt, string bearTxt) => color bullCol = vdEnable ? vdBullColor : bullObColor color bearCol = vdEnable ? vdBearColor : bearObColor if isVert int splitX = xL + int((xR - xL) * (bullPct / 100.0)) splitX := xR - xL >= 2 ? math.max(xL + 1, math.min(xR - 1, splitX)) : xL box bBull = box.new(xL, yT, splitX, yB, xloc = xloc.bar_index, bgcolor = bullCol, border_width = 0, text = bullTxt, text_color = vdTextColor, text_size = size.small) box bBear = box.new(splitX, yT, xR, yB, xloc = xloc.bar_index, bgcolor = bearCol, border_width = 0, text = bearTxt, text_color = vdTextColor, text_size = size.small) allBoxes.pushBox(bBull) allBoxes.pushBox(bBear) else float midY = yB + h * (bullPct / 100.0) box bBull = box.new(xL, midY, xR, yB, xloc = xloc.bar_index, bgcolor = bullCol, border_width = 0, text = bullTxt, text_color = vdTextColor, text_size = size.small) box bBear = box.new(xL, yT, xR, midY, xloc = xloc.bar_index, bgcolor = bearCol, border_width = 0, text = bearTxt, text_color = vdTextColor, text_size = size.small) allBoxes.pushBox(bBull) allBoxes.pushBox(bBear) // Track first visible bar index for 3D top face clipping. var int leftVisIdx = na if na(leftVisIdx) and time >= chart.left_visible_bar_time leftVisIdx := bar_index // Draws the 3D front faces and top faces based on bull/bear split and style. drawDelta3D(int xL, int xR, int widthX, int xR2, float yT, float yB, float h, float bullPct) => color bullCol = vdEnable ? vdBullColor : bullObColor color bearCol = vdEnable ? vdBearColor : bearObColor float depthY = dayAtr * (0.1 * vd3DDepth) int visibleLeft = na(leftVisIdx) ? xL : math.max(xL, leftVisIdx) int visibleRight = xR if isHorz float midY = yB + h * (bullPct / 100.0) if bullPct > 0 array ptsFrontBull = array.new() ptsFrontBull.sideBox(xR, yB, midY, depthY, widthX) drawPoly(PolyParams.new(ptsFrontBull, color.new(chart.fg_color, 90), color.new(bullCol, 70), 1)) if bullPct < 100 array ptsFrontBear = array.new() ptsFrontBear.sideBox(xR, midY, yT, depthY, widthX) drawPoly(PolyParams.new(ptsFrontBear, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1)) if visibleRight > visibleLeft array ptsTop = array.new() ptsTop.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY)) ptsTop.unshift(chart.point.from_index(visibleLeft + widthX, yT + depthY)) ptsTop.unshift(chart.point.from_index(visibleLeft, yT)) ptsTop.unshift(chart.point.from_index(visibleRight, yT)) ptsTop.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY)) drawPoly(PolyParams.new(ptsTop, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1)) else array ptsFront = array.new() ptsFront.sideBox(xR, yB, yT, depthY, widthX) drawPoly(PolyParams.new(ptsFront, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1)) if visibleRight > visibleLeft float frac = bullPct / 100.0 int bullRight = visibleLeft + int((visibleRight - visibleLeft) * frac) bullRight := math.max(visibleLeft, math.min(visibleRight, bullRight)) if bullPct > 0 and bullRight > visibleLeft array ptsTopBull = array.new() ptsTopBull.unshift(chart.point.from_index(bullRight + widthX, yT + depthY)) ptsTopBull.unshift(chart.point.from_index(visibleLeft + widthX, yT + depthY)) ptsTopBull.unshift(chart.point.from_index(visibleLeft, yT)) ptsTopBull.unshift(chart.point.from_index(bullRight, yT)) ptsTopBull.unshift(chart.point.from_index(bullRight + widthX, yT + depthY)) drawPoly(PolyParams.new(ptsTopBull, color.new(chart.fg_color, 90), color.new(bullCol, 70), 1)) if bullPct < 100 and visibleRight > bullRight array ptsTopBear = array.new() ptsTopBear.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY)) ptsTopBear.unshift(chart.point.from_index(bullRight + widthX, yT + depthY)) ptsTopBear.unshift(chart.point.from_index(bullRight, yT)) ptsTopBear.unshift(chart.point.from_index(visibleRight, yT)) ptsTopBear.unshift(chart.point.from_index(visibleRight + widthX, yT + depthY)) drawPoly(PolyParams.new(ptsTopBear, color.new(chart.fg_color, 90), color.new(bearCol, 70), 1)) // Draws a full OB: zone, retest label, volume fill and 3D faces. drawZoneAndVolume(ObRec ob) => [baseCol, faded] = obColors(ob) drawObZoneBox(ob, faded) if showVD and ob.hasDelta [xL, xR, widthX, xR2, yT, yB, h] = obGeom(ob) [bullTxt, bearTxt] = deltaTexts(ob.bullPct, ob.bearPct) drawTotalVolLabel(xL, xR, yT, yB, h, ob.totalVol) drawDeltaFills(xL, xR, yT, yB, h, ob.bullPct, bullTxt, bearTxt) if vd3D drawDelta3D(xL, xR, widthX, xR2, yT, yB, h, ob.bullPct) true // Clear all previous drawings each bar before re-rendering current selection. allBoxes.clearAll(allPolys, allLabels) // Pick active and invalid OBs based on hideInvalid + showNearestX. array bullActive = array.new_int() array bearActive = array.new_int() array bullInvalid = array.new_int() array bearInvalid = array.new_int() if hideInvalid bullActive := pickNearest(obs, true, showNearestX, false) bearActive := pickNearest(obs, false, showNearestX, false) else bullActive := pickNearest(obs, true, showNearestX, false) bearActive := pickNearest(obs, false, showNearestX, false) if obs.size() > 0 for i = 0 to obs.size() - 1 ObRec o = obs.get(i) if not o.active if o.isBull bullInvalid.push(i) else bearInvalid.push(i) if bearInvalid.size() > 0 and not hideInvalid for i = 0 to bearInvalid.size() - 1 ObRec ob = obs.get(bearInvalid.get(i)) drawZoneAndVolume(ob) if bearActive.size() > 0 for i = 0 to bearActive.size() - 1 ObRec ob = obs.get(bearActive.get(i)) drawZoneAndVolume(ob) if bullInvalid.size() > 0 and not hideInvalid for i = 0 to bullInvalid.size() - 1 ObRec ob = obs.get(bullInvalid.get(i)) drawZoneAndVolume(ob) if bullActive.size() > 0 for i = 0 to bullActive.size() - 1 ObRec ob = obs.get(bullActive.get(i)) drawZoneAndVolume(ob) // Draw all stored retest events on top of zones drawRetestLabels(bullActive, bearActive, bullInvalid, bearInvalid) //#endregion //#region ALERTS alertcondition(alBullOB and evNewBullOB, "Bullish Order Block", "New Bullish Order Block detected.") alertcondition(alBearOB and evNewBearOB, "Bearish Order Block", "Bearish Order Block detected.") alertcondition(alBullRetest and evBullRetest, "Bullish OB Retest", "Bullish Order Block retest.") alertcondition(alBearRetest and evBearRetest, "Bearish OB Retest", "Bearish Order Block retest.") if alBullOB and evNewBullOB alert("Bullish Order Block detected.", alert.freq_once_per_bar) if alBearOB and evNewBearOB alert("Bearish Order Block detected.", alert.freq_once_per_bar) if alBullRetest and evBullRetest alert("Bullish Order Block retest.", alert.freq_once_per_bar) if alBearRetest and evBearRetest alert("Bearish Order Block retest.", alert.freq_once_per_bar) //#endregion