// 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/
// © StratifyTrade
//@version=5
indicator(
"Volume Footprint Voids [StratifyTrade]"
, "StratifyTrade - Volume Footprint Voids [1.0]"
, overlay = true
, max_labels_count = 500
, max_lines_count = 500
)
const string tlM =
"[POC] Display point of control of the most closes\n
[▲▼] Display Delta volume coloring\n
[▲▼ Gradient] Display Delta gradient volume\n
[Total Volume] Display net volume color\n
[POC + Gaps] Display POC and void gaps\n
[Gaps] Display void gaps only"
const string tlL =
"The Lot inputs is the ammount of point the script will assign to each candle,
this mean that on each candle, the script will assign 0.25 lot size to fit the
entire candle untill it fully fit, start with 0.01 and ride your way untill it
fit the best size. This is the starting Lot size"
const string tlT =
"POC/Delta LTF Volume calculation\TIP: To spot volume voids use a close LTF to
the
main one, for less void, use a smaller LTF"
const string tlX =
"Display Lots size text"
mode = input.string(
"POC"
, "Window "
, ["POC", "▲▼", "▲▼ Gradient", "Total Volume", "POC + Gaps", "Gaps"]
, tlM
, "mode"
, "Coloring"
)
vNH = input.color (#f59c1c, "POC ", inline = "net", group = "Coloring")
vNM = input.color (#9f9f9f, " ", inline = "net", group = "Coloring")
vN0 = input.color (#5c5c5c, " ", inline = "net", group = "Coloring")
vGUH = input.color (#4cc786, "▲▼ ", inline = "grd", group = "Coloring")
vGDN = input.color (#cd1d28, " ", inline = "grd", group = "Coloring")
vGDH = input.color (#5c5c5c, " ", inline = "grd", group = "Coloring")
tVM = input.color (#f4f4f4, "Total ", inline = "tvo", group = "Coloring")
tVL = input.color (#a8a8aa, " ", inline = "tvo", group = "Coloring")
tVG = input.color (#46454b, " ", inline = "tvo", group = "Coloring")
gPG = input.color (#cd1c28, "Gaps ", inline = "gap", group = "Coloring")
gLV = input.color (#9f9f9f, " ", inline = "gap", group = "Coloring")
gL0 = input.color (#5c5c5e, " ", inline = "gap", group = "Coloring")
Lot = input.float (0.25 , "Size " , group = "SETTINGS",
tooltip = tlL, minval = 0.01 , step = 0.01)
LTF = input.timeframe("5" , "LTF " , group = "SETTINGS",
tooltip = tlT )
plN = input.string ("ON" , "Lots " , group = "SETTINGS",
tooltip = tlX, options = ["ON", "OFF"])
color css = na
int i = 0
type bin
float[] lvls
float[] vols
int [] lots
type voids
float top
float btm
int loc
color css
bool bull
type bar
float o = open
float h = high
float l = low
float c = close
float v = volume
bar b = bar .new ()
bin ZZ = bin .new (
array.new<float>()
, array.new<float>()
, array.new< int >()
)
var voids[] void = array.new<voids>()
[cL, oP, hI, lO, vO] = request.security_lower_tf(
""
, LTF
,
[
b.c
, b.o
, b.h
, b.l
, b.v
]
)
method pos(bin zz, float Lot, int i) =>
if i == 0
zz.lvls.unshift( b.l )
zz.lots.unshift( 0 )
zz.vols.unshift( 0 )
else
zz.lvls.unshift(b.l + (b.l * ((Lot * i)) / 100))
zz.lots.unshift( 0 )
zz.vols.unshift( 0 )
zz.lvls.get(0)
method puts(bin zz, float c, float o, int x, float v) =>
switch
c > o => zz.lots.set(x, zz.lots.get(x) + 1), zz.vols.set(x, zz.vols.get(x)
+ v)
c < o => zz.lots.set(x, zz.lots.get(x) + 1), zz.vols.set(x, zz.vols.get(x)
- v)
method dLb(float y, color css, string txt, string size) =>
label.new(
x = bar_index
, y = y
, style = label.style_label_center
, color = #ffffff00
, textcolor = css
, text = txt
, size = size
, xloc = xloc.bar_index
, text_font_family = font.family_monospace
)
while b.h > ZZ.pos(Lot, i)
i += 1
if ZZ.lvls.size() > 1
for x = 0 to ZZ.lvls.size() - 1
for [id, c] in cL
o = oP .get( id )
h = hI .get( id )
l = lO .get( id )
v = vO .get( id )
lots = ZZ.lots.get( x )
lvls = ZZ.lvls.get( x )
switch
x == 0 =>
if h > ZZ.lvls.get ( x + 1 )
ZZ .puts(c, o, x, v)
x != 0 and x != ZZ.lvls.size() - 1 =>
if c < ZZ.lvls.get(x - 1) and c > ZZ.lvls.get(x)
ZZ .puts(c, o, x, v)
x == ZZ.lvls.size() - 1 =>
if l < ZZ.lvls.get(x - 1)
ZZ .puts(c, o, x, v)
if ZZ.lvls.size() > 1
for x = 0 to ZZ.lvls.size() - 1
if ZZ.lvls.get(x) <= b.h
lots = ZZ.lots.get(x)
lvls = ZZ.lvls.get(x)
vols = ZZ.vols.get(x)
switch mode
"POC" => css := lots <= ZZ.lots.avg() ? vN0 : lots != 0
and lots != ZZ.lots.max() and lots >= ZZ.lots.avg() ? vNM : lots ==
ZZ.lots.max() ? vNH : vN0
"▲▼" => css := lots == 0 ? vGDH : vols > 0
? vGUH : vols < 0 ? vGDN : na
"POC + Gaps" => css := lots == ZZ.lots.max() ? vNH : lots == 0
? vN0 : vNM
"Gaps" => css := lots == ZZ.lots.max() ? gL0 : lots == 0
? gPG : gLV
"▲▼ Gradient" => css :=
color.from_gradient(vols, ZZ.vols.min() , ZZ.vols.max() , vGDN, vGUH)
"Total Volume" => css :=
color.from_gradient(vols, ZZ.vols.abs().min(), ZZ.vols.abs().max(), tVL , tVM )
if plN == "ON"
lvls.dLb (
chart.fg_color
,
str.tostring(lots) +
(
str.length(str.tostring(lots)) == 1
? " "
: str.length(str.tostring(lots)) == 2
? " "
: " "
)
, size.small
)
if mode != "POC + Gaps" and mode != "Gaps" and mode != "Total Volume"
if lots <= ZZ.lots.avg()
lvls.dLb (css, "▉" , size.small)
if lots != 0 and lots != ZZ.lots.max() and lots >= ZZ.lots.avg()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
if lots == ZZ.lots.max()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
lvls.dLb (css, " ▉", size.small)
if mode == "POC + Gaps"
if lots > 0 and lots < ZZ.lots.max()
lvls.dLb (css, "▉" , size.small)
if lots == 0
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
lvls.dLb (css, " ▉", size.small)
if lots == ZZ.lots.max()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
lvls.dLb (css, " ▉", size.small)
if mode == "Gaps"
if lots != 0 and lots != ZZ.lots.max()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
if lots == 0
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
lvls.dLb (css, " ▉", size.small)
if lots == ZZ.lots.max()
lvls.dLb (css, "▉" , size.small)
if mode == "Total Volume"
if vols > ZZ.vols.abs().avg() and vols != ZZ.vols.abs().max()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
if vols == ZZ.vols.abs().max()
lvls.dLb (css, "▉" , size.small)
lvls.dLb (css, " ▉" , size.small)
lvls.dLb (css, " ▉", size.small)
if vols < ZZ.vols.abs().avg() and vols != ZZ.vols.abs().max()
lvls.dLb (css, "▉" , size.small)
